-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, F8llNVAuKJXCAH+zj3APxnlsN/TziqWiA6WY11VWwmV/17CjUcCqjua0+puTPEtP fgaaT5FOBfu6SAoBF/Kt/g== 0000728889-08-000719.txt : 20080514 0000728889-08-000719.hdr.sgml : 20080514 20080514170343 ACCESSION NUMBER: 0000728889-08-000719 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080514 DATE AS OF CHANGE: 20080514 EFFECTIVENESS DATE: 20080514 FILER: COMPANY DATA: COMPANY CONFORMED NAME: OPPENHEIMER FUNDS INC CENTRAL INDEX KEY: 0000728889 IRS NUMBER: 000000000 STATE OF INCORPORATION: CO FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00203 FILM NUMBER: 08832619 BUSINESS ADDRESS: STREET 1: 6803 SOUTH TUCSON WAY STREET 2: N/A CITY: CENTENNIAL STATE: CO ZIP: 80112-3924 BUSINESS PHONE: 303-768-3200 MAIL ADDRESS: STREET 1: 6803 SOUTH TUCSON WAY STREET 2: N/A CITY: CENTENNIAL STATE: CO ZIP: 80112-3924 FORMER COMPANY: FORMER CONFORMED NAME: OPPENHEIMER MANAGEMENT CORP DATE OF NAME CHANGE: 19940131 13F-HR 1 form13f0308ofi.txt FORM 13F HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: Mar 31, 2008 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: OppenheimerFunds, Inc. Address: 6803 S. Tucson Way Centennial, CO 80112-3924 Form 13F File Number: 028-00203 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Brian Dvorak Title: Vice President, Compliance Phone: (303) 768-1133 (For special questions related to this filing, please call Steve McCandless at 303-768-2958.) Signature, Place, and Date of Signing: Brian Dvorak Centennial, CO May 14, 2008 Report Type (Check only one.): [ ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [X] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: 28-01190 Russell Investment Group TITLE MKT VAL SH OR SH/ PUT/ INVEST. OTHER VOTING AUTH (SHRS) NAME OF ISSUER OF CLASS SEC ID (x$1000) PRN AMT PRN CALL DISCRET. MGRS SOLE SHARED NONE - ------------------------ ----------- --------- ---------- ---------- --- ---- -------- ----------- -------------------------------- AAON INC COM 000360206 1273 63567 SH DEFINED 02,04 63567 AAR CORP COM 000361105 7170 262960 SH DEFINED 02,04 262960 ABB LTD-SPON ADR ADR 000375204 12031 446900 SH SOLE 446900 ABX HOLDINGS, INC. COM 00080S101 763 259370 SH DEFINED 02,04 259370 ACCO BRANDS CORP COM 00081T108 1559 114849 SH DEFINED 02,04 114849 AC MOORE ARTS & CRAFTS COM 00086T103 1135 166320 SH DEFINED 02,04 166320 ADC TELECOMMUNICATIONS COM 000886309 54312 4495998 SH DEFINED 02,03,04 4495998 ABM INDUSTRIES INC COM 000957100 8287 369300 SH DEFINED 02,04 369300 AFC ENTERPRISES INC COM 00104Q107 2 200 SH DEFINED 02,04 200 AFLAC INC COM 001055102 244179 3759496 SH DEFINED 02,03,04 3759496 AGCO CORP COM 001084102 15555 259766 SH DEFINED 02,03,04 259766 AGL RESOURCES INC COM 001204106 20 600 SH DEFINED 02 600 AH BELO CORP-A COM 001282102 2 160 SH DEFINED 02 160 AES CORP COM 00130H105 62373 3741682 SH DEFINED 02,03,04 3741682 AK STL HLDG CORP COM 001547108 26923 494730 SH DEFINED 02,03,04 494730 AMB PPTY CORP COM 00163T109 20981 385531 SH DEFINED 02,03 385531 AMAG PHARMACEUTICALS INC COM 00163U106 4291 106123 SH DEFINED 02,03 106123 AMN HEALTHCARE SERVI COM 001744101 101 6500 SH DEFINED 02 6500 AMR CORPORATION - DEL COM 001765106 3480 385850 SH SOLE 04 385850 APP PHARMACEUTICALS COM 00202H108 2 200 SH DEFINED 02 200 A T & T INC (NEW) COM 00206R102 823862 21510756 SH DEFINED 02,03,04 21510756 ATMI INC COM 00207R101 15175 545255 SH DEFINED 02,03,04 545255 ATP OIL & GAS CORPORATIO COM 00208J108 6 200 SH DEFINED 02 200 AVX CORP COM 002444107 1647 128570 SH SOLE 04 128570 AZZ INC COM 002474104 10833 304449 SH DEFINED 02,04 304449 AARON RENTS INC COM 002535201 446 20725 SH DEFINED 02 20725 ABAXIS INC COM 002567105 4352 187860 SH DEFINED 02,04 187860 ABBOTT LABS COM 002824100 49375 895271 SH DEFINED 02,03,04 895271 ABERCROMBIE & FITCH CO COM 002896207 168383 2302203 SH DEFINED 02,03,04 2302203 ABITIBIBOWATER INC COM 003687100 2429 188086 SH DEFINED 02,04 188086 ACACIA RESEARCH COM 003881307 1091 189701 SH SOLE 04 189701 ACADIA PHARMACEUTICALS COM 004225108 20350 2246100 SH DEFINED 02,04 2246100 ACADIA RLTY TR COM 004239109 7830 324252 SH DEFINED 02,03,04 324252 ACCURAY INC COM 004397105 4 400 SH DEFINED 02 400 ACCURIDE CORP COM 004398103 2 200 SH DEFINED 02,04 200 ACI WORLDWIDE INC COM 004498101 8 400 SH DEFINED 02 400 ACORDA THERAPEUTICS INC COM 00484M106 259 14430 SH DEFINED 02,04 14430 ACTIVISION INC NEW COM 004930202 29351 1074745 SH DEFINED 03,04 1074745 ACTEL CORP COM 004934105 2471 161368 SH DEFINED 02,03,04 161368 ACTUATE CORPORATION COM 00508B102 2775 676973 SH DEFINED 02,04 676973 ACTUANT CORP-CL A COM 00508X203 23166 766820 SH DEFINED 02,04 766820 ACUITY BRANDS INC COM 00508Y102 33997 791547 SH DEFINED 02,03,04 791547 ACXIOM CORPORATION COM 005125109 5317 447940 SH DEFINED 02,04 447940 ADAPTEC INC COM 00651F108 2 1000 SH DEFINED 02 1000 ADMINISTAFF INC COM 007094105 12454 527483 SH DEFINED 02,04 527483 ADOBE SYS INC COM 00724F101 546548 15356784 SH DEFINED 02,03,04 15356784 ADTRAN INC COM 00738A106 11404 616430 SH DEFINED 02,04 616430 ADVANCE AMERICA CASH ADV COM 00739W107 4 400 SH DEFINED 02,04 400 ADVANCE AUTO PARTS COM 00751Y106 44699 1312744 SH DEFINED 02,04 1312744 ADVANCED ANALOGIC TECH COM 00752J108 1707 303720 SH DEFINED 02,04 303720 ADVISORY BRD CO COM 00762W107 8689 158162 SH DEFINED 02,03,04 158162 ADVANCED MEDICAL OPTICS COM 00763M108 12 600 SH DEFINED 02 600 AECOM TECHNOLOGY CORP DE COM 00766T100 11568 444752 SH DEFINED 02,03,04 444752 AEROPOSTALE INC COM 007865108 28232 1041370 SH DEFINED 02,04 1041370 ADVANCED MICRO DEVICES I COM 007903107 370935 62977074 SH DEFINED 02,03,04 62977074 AMD 5 3/4 08/15/12 CV CONB 007903AN7 2485 3500000 SH SOLE 3500000 AEGON NV COM 007924103 2 170 SH DEFINED 03 170 ADVANTA CORP-CL B COM 007942204 3411 485193 SH DEFINED 02,04 485193 ADVANCED ENERGY INDUSTRI COM 007973100 4840 364952 SH DEFINED 02,04 364952 ADVENT SOFTWARE INC COM 007974108 27827 652908 SH DEFINED 02,03,04 652908 AEROVIRONMENT INC COM 008073108 1260 61630 SH SOLE 04 61630 AES TRUST III 6.75% CV CPFD 00808N202 5506 118400 SH SOLE 118400 AETNA U S HEALTHCARE INC COM 00817Y108 148104 3518739 SH DEFINED 02,03,04 3518739 AFFILIATED COMPUTER SVCS COM 008190100 392038 7823563 SH DEFINED 02,03,04 7823563 AFFILIATED MANAGERS GR COM 008252108 96306 1061336 SH DEFINED 02,04 1061336 AFFYMETRIX, INC. COM 00826T108 13836 794720 SH DEFINED 02,04 794720 AFTERMARKET TECHNOLOGY COM 008318107 3038 156254 SH DEFINED 02,04 156254 LSI 6 1/2 12/15/09 C CONB 00845VAA8 5075 5000000 SH SOLE 5000000 AGILENT TECHNOLOGIES INC COM 00846U101 100808 3379407 SH DEFINED 02,03,04 3379407 AGNICO-EAGLE MINES LTD COM 008474108 146396 2162100 SH SOLE 2162100 AGILYSYS INC COM 00847J105 1336 115200 SH DEFINED 02 115200 AGREE REALTY CORP COM 008492100 2074 75566 SH SOLE 04 75566 AGRIA CORP - ADR ADR 00850H103 585 70000 SH SOLE 04 70000 AIR METHODS CORP COM 009128307 6423 132788 SH DEFINED 02,04 132788 AIR PRODS & CHEMS INC COM 009158106 196 2130 SH DEFINED 02,03 2130 AIRGAS INC COM 009363102 1242 27300 SH DEFINED 02 27300 AIRTRAN HOLDINGS INC COM 00949P108 6 800 SH DEFINED 02 800 AKAMAI TECHNOLOGIES COM 00971T101 28 1000 SH DEFINED 02 1000 AKORN INC COM 009728106 2 400 SH DEFINED 02 400 AKZO NOBEL NV SPON ADR 010199305 22 270 SH DEFINED 03 270 ALASKA AIRGROUP COM 011659109 8 400 SH DEFINED 02 400 ALASKA COMMUNICATIONS SY COM 01167P101 7886 644276 SH DEFINED 02,03,04 644276 ALBANY INTL CORP-CL COM 012348108 8 200 SH DEFINED 02 200 ALBANY MOLECULAR RESEARC COM 012423109 1973 162530 SH DEFINED 02,04 162530 ALBEMARLE CORP COM 012653101 67671 1852975 SH SOLE 04 1852975 ALBERTO CULVER CO NEW COM 013078100 1753 63931 SH DEFINED 02,03,04 63931 ALCOA INC COM 013817101 179642 4981744 SH DEFINED 02,03,04 4981744 ALEXANDER & BALDWIN COM 014482103 18 400 SH DEFINED 02,04 400 ALEXANDER'S INC REIT COM 014752109 599 1690 SH SOLE 04 1690 ALEXANDRIA REAL EST EQTS COM 015271109 18537 199927 SH DEFINED 02,03,04 199927 ALEXION PHARMACEUTICALS COM 015351109 13255 223531 SH DEFINED 02,03,04 223531 ALFA CORPORATION COM 015385107 988 44990 SH DEFINED 02,04 44990 ALIGN TECHNOLOGY INC COM 016255101 25 2300 SH DEFINED 02,04 2300 ALKERMES INC COM 01642T108 10 800 SH DEFINED 02 800 ALLEGHANY CORP COM 017175100 3765 11024 SH SOLE 04 11024 ALLEGHENY ENERGY INC COM 017361106 495 9804 SH DEFINED 02,03 9804 ALLEGHENY TECHNOLOGIES I COM 01741R102 10885 152548 SH DEFINED 02,03,04 152548 ALLEGIANT TRAVEL CO COM 01748X102 2322 87870 SH DEFINED 02,04 87870 ALLERGAN INCORPORATED COM 018490102 109517 1942137 SH DEFINED 02,03,04 1942137 ALLETE INC COM 018522300 53 1356 SH DEFINED 02 1356 ALLIANCE DATA SYS CORP COM 018581108 1489 31329 SH DEFINED 03,04 31329 ALLIANCE IMAGING INC COM 018606202 3079 358050 SH DEFINED 02,04 358050 ALLIANCE ONE INTL COM 018772103 401 66530 SH DEFINED 02,04 66530 ALLIANT ENERGY CORP COM 018802108 6964 198909 SH DEFINED 02,03,04 198909 ALLIANT TECHSYSTEMS INC. COM 018804104 13158 127100 SH DEFINED 02,04 127100 Allied Capital Cp COM 01903Q108 5525 299800 SH DEFINED 02 299800 ALLIED DEFENSE GROUP INC COM 019118108 1049 177100 SH DEFINED 02 177100 ALLIED WASTE INDUSTRIES COM 019589308 22 2000 SH DEFINED 02,04 2000 ALLIS - CHALMERS ENERGY COM 019645506 2200 159543 SH DEFINED 02 159543 ALLSCRIPTS HEALTHCARE COM 01988P108 4 400 SH DEFINED 02 400 ALLSTATE CORP COM 020002101 68898 1433562 SH DEFINED 02,03,04 1433562 ALNYLAM PHARMACEUTICALS COM 02043Q107 44182 1810710 SH DEFINED 02,04 1810710 ALON USA ENERGY COM 020520102 521 34240 SH SOLE 04 34240 ALPHA NATURAL RESOURCES COM 02076X102 34010 782910 SH DEFINED 02,04 782910 ALPHARMA INC - CL A COM 020813101 47 1800 SH DEFINED 02,04 1800 ALTERA CORPORATION COM 021441100 177147 9611880 SH DEFINED 02,04 9611880 ALTRIA GROUP INC COM COM 02209S103 247705 11157879 SH DEFINED 02,03,04 11157879 AMAZON COM INC COM 023135106 87414 1226010 SH DEFINED 02,03,04 1226010 AMBAC FINANCIAL GROUP IN COM 023139108 15357 2670706 SH DEFINED 02,04 2670706 AMBASSADORS GROUP INC COM 023177108 7333 388220 SH DEFINED 02,04 388220 AMCOL INTERNATIONAL COM 02341W103 2591 82960 SH DEFINED 02,04 82960 AMEDISYS INC COM 023436108 16954 430982 SH DEFINED 02,03,04 430982 AMERCO COM 023586100 428 7500 SH DEFINED 02,04 7500 AMEREN CORP COM 023608102 59 1365 SH DEFINED 02,03 1365 AMERICA MOVIL S A DE C V ADR 02364W105 475799 7470546 SH DEFINED 03,04 7470546 AMERICAN APPAREL INC COM 023850100 766 81110 SH SOLE 04 81110 AMCORE FINL INC COM 023912108 270 13245 SH DEFINED 02,04 13245 AMERICAN AXLE & MFG HLDG COM 024061103 22622 1103541 SH DEFINED 02,04 1103541 AMERICAN CAMPUS CMNTYS I COM 024835100 9203 336358 SH DEFINED 02,03 336358 AMERICAN CAP STRATEGIES COM 024937104 13676 400333 SH DEFINED 02,03 400333 AMERICAN COMMERCIAL LINE COM 025195207 63 3976 SH DEFINED 02,04 3976 AMERICAN ECOLOGY COR COM 025533407 2603 102760 SH SOLE 04 102760 AMERICAN ELEC POWER COM 025537101 92 2200 SH DEFINED 02 2200 AMERICAN EAGLE OUTFITTER COM 02553E106 142 8100 SH SOLE 04 8100 AMERICAN EQUITY INVT LIF COM 025676206 535 57670 SH DEFINED 02,04 57670 AMERICAN EXPRESS CO COM 025816109 398766 9120908 SH DEFINED 02,03,04 9120908 AMERICAN FINL GROUP INC COM 025932104 10704 418800 SH DEFINED 02,04 418800 AMERICAN FIN REALTY TRST COM 02607P305 8 1000 SH DEFINED 02,04 1000 AMER GREETINGS CORP COM 026375105 23081 1244283 SH DEFINED 02,04 1244283 AMERICAN HOME MTG INVT C COM 02660R107 0 0 SH DEFINED 03 0 AMERICAN INTL GROUP INC COM 026874107 545940 12622897 SH DEFINED 02,03,04 12622897 AMERICAN MEDICAL SYS COM 02744M108 8 600 SH DEFINED 02 600 AMERICAN ORIENTAL BIOENG COM 028731107 11723 1447190 SH DEFINED 02,04 1447190 AMERICAN PHYSICIANS INC COM 028884104 8309 179244 SH DEFINED 02,04 179244 AMERICAN PUBLIC EDUCATIO COM 02913V103 7599 250208 SH DEFINED 03 250208 AMERICAN REPROGRAPHICS COM 029263100 2 200 SH DEFINED 02,04 200 AMERICAN SCIENCE & E COM 029429107 3072 56290 SH SOLE 04 56290 AMERICAN STATES WATE COM 029899101 8 200 SH DEFINED 02 200 AMERICAN TOWER CORP COM 029912201 101 2588 SH DEFINED 02,03,04 2588 AMERICAN SUPERCONDUC COM 030111108 35444 1528400 SH DEFINED 02 1528400 AMERICAN VANGUARD CO COM 030371108 303 18160 SH DEFINED 02,04 18160 AMERICREDIT CORP COM 03060R101 10 1000 SH DEFINED 02,04 1000 AMERIGON INC COM 03070L300 4131 279080 SH DEFINED 02,04 279080 AMERISTAR CASINOS INC COM 03070Q101 250 13705 SH DEFINED 02 13705 AMERON INTL CORP COM 030710107 4342 46420 SH SOLE 04 46420 AMERISAFE INC COM 03071H100 2653 209900 SH SOLE 04 209900 AMERISOURCEBERGEN CORP COM 03073E105 47539 1160061 SH DEFINED 02,03,04 1160061 AMERIGROUP CORP COM 03073T102 22027 805953 SH DEFINED 02,04 805953 AMERIPRISE FINL INC COM 03076C106 12819 247241 SH DEFINED 02,03,04 247241 AMETEK INC NEW COM 031100100 55799 1270751 SH SOLE 04 1270751 AMGEN INC COM 031162100 72271 1729791 SH DEFINED 02,03,04 1729791 AMICUS THERAPEUTICS COM 03152W109 10360 968210 SH SOLE 04 968210 AMKOR TECHNOLOGY INC COM 031652100 22237 2078226 SH DEFINED 02,04 2078226 AMPCO-PITTSBURGH CORP COM 032037103 5751 133784 SH SOLE 04 133784 AMPHENOL CORP. CL A COM 032095101 80249 2154345 SH SOLE 04 2154345 AMSURG INC COM 03232P405 3793 160140 SH DEFINED 02,03,04 160140 AMTRUST FIN SERVICES COM 032359309 9054 558490 SH DEFINED 02,04 558490 ANADARKO PETE CORP COM 032511107 170113 2698917 SH DEFINED 02,03,04 2698917 ANADIGICS INC COM 032515108 2 400 SH DEFINED 02 400 ANALOG DEVICES INC COM 032654105 37820 1281158 SH DEFINED 02,03,04 1281158 ANALOGIC CORP COM 032657207 17571 264060 SH DEFINED 02,04 264060 ANCHOR BANCORP WISCO COM 032839102 4 200 SH DEFINED 02,04 200 ANDERSONS INC COM 034164103 8 200 SH DEFINED 02 200 ANGLOGOLD ASHANTI ADR ADR 035128206 43692 1286564 SH SOLE 04 1286564 ANHEU USCH COS INC COM 035229103 7759 163522 SH DEFINED 02,03,04 163522 Animal Health Intl COM 03525N109 64 5840 SH DEFINED 02 5840 ANIXTER INTL INC COM 035290105 1514 23630 SH DEFINED 02,03,04 23630 ANNALY MTG MGMT INC COM 035710409 72333 4721480 SH DEFINED 02,03 4721480 ANNTAYLOR STORES CORP COM 036115103 14 600 SH DEFINED 02,04 600 ANSOFT CORP COM 036384105 3295 107978 SH DEFINED 02,04 107978 ANSYS INC COM 03662Q105 39893 1155637 SH DEFINED 02,03,04 1155637 ANTHRACITE CAPITAL INC COM 037023108 7960 1205991 SH DEFINED 02 1205991 ANWORTH MORTGAGE ASS COM 037347101 4 600 SH DEFINED 02 600 AON CORP COM 037389103 73772 1835128 SH DEFINED 02,03,04 1835128 APACHE CORP COM 037411105 187364 1550767 SH DEFINED 02,03,04 1550767 APARTMENT INVT & MGMT CO COM 03748R101 1627 45434 SH DEFINED 02,03 45434 APOGEE ENTERPRISES INC COM 037598109 4372 283878 SH DEFINED 02,03,04 283878 APOLLO GROUP INC COM 037604105 3810 88176 SH DEFINED 02,03,04 88176 APOLLO INVESTMENT CORP COM 03761U106 9149 577970 SH DEFINED 02,04 577970 APPLE COMPUTER INC COM 037833100 814383 5675143 SH DEFINED 02,03,04 5675143 APRIA HEALTHCARE GROUP COM 037933108 13806 699060 SH DEFINED 02,04 699060 APPLERA CORP-APPLIED BIO COM 038020103 19748 600990 SH DEFINED 02,04 600990 APPLERA CORP-CELERA GEN COM 038020202 3060 208137 SH DEFINED 02,04 208137 APPLIED ENERGETICS INC COM 03819M106 0 200 SH DEFINED 02 200 APPLIED INDL TECHNLGIES COM 03820C105 24845 831197 SH DEFINED 02,03,04 831197 APPLIED MATLS INC COM 038222105 220538 11303839 SH DEFINED 02,03,04 11303839 APPLIED MICRO CIRCUITS COM 03822W406 1171 163100 SH DEFINED 02 163100 APTARGROUP INC. COM 038336103 4449 114270 SH DEFINED 02,04 114270 AQUA AMERICA INC COM 03836W103 22 1200 SH DEFINED 02 1200 AQUILA INC COM 03840P102 10 3200 SH DEFINED 02 3200 ARBITRON INC COM 03875Q108 8 200 SH DEFINED 02,04 200 ARBOR REALTY TRUST REIT COM 038923108 1236 82000 SH DEFINED 02,04 82000 ARCH CHEMICALS INC COM 03937R102 22879 614027 SH DEFINED 02,03,04 614027 ARCHER DANIELS MIDLAND COM 039483102 14885 361668 SH DEFINED 02,03 361668 ADM 0.875% 2/15/14 CV CONB 039483AW2 4665 4000000 SH SOLE 4000000 ARCSIGHT INC COM 039666102 173 25000 SH SOLE 04 25000 ARDEN GROUP INC COM 039762109 1846 12910 SH SOLE 04 12910 ARENA PHARMACEUTICALS COM 040047102 34843 5093950 SH DEFINED 02 5093950 ARENA RESOURCES INC COM 040049108 19135 494317 SH DEFINED 02,03,04 494317 ARES CAPITAL CORP MFC 04010L103 2060 163890 SH DEFINED 02,04 163890 ARGON ST INC COM 040149106 4 200 SH DEFINED 02,04 200 ARIBA INC COM 04033V203 6669 690325 SH DEFINED 02,03,04 690325 ARKANSAS BEST CORP COM 040790107 3926 123237 SH DEFINED 02,04 123237 ARKEMA ADR 041232109 0 1 SH DEFINED 03 1 ARMSTRONG WORLD INDU COM 04247X102 8 200 SH DEFINED 02,04 200 ARRIS GROUP INC COM 04269Q100 375 64330 SH DEFINED 02,04 64330 ARRAY BIOPHARMA COM 04269X105 2 400 SH DEFINED 02 400 ARROW ELECTRONICS INC COM 042735100 31565 938052 SH DEFINED 02,04 938052 ART TECHNOLOGY GROUP COM 04289L107 1721 443590 SH SOLE 04 443590 ARTHROCARE CORP COM 043136100 2859 85730 SH DEFINED 02,04 85730 ARUBA NETWORKS INC COM 043176106 2 400 SH DEFINED 02 400 ARVINMERITOR INC COM 043353101 7264 580606 SH DEFINED 02,04 580606 ASBURY AUTOMOTIVE GROUP COM 043436104 2350 170847 SH DEFINED 02,03,04 170847 ASHFORD HOSPITALITY TR I COM 044103109 5836 1027452 SH DEFINED 02,03,04 1027452 ASHLAND INC COM 044209104 15595 329720 SH DEFINED 02,04 329720 ASIAINFO HOLDINGS INC COM 04518A104 6313 581259 SH DEFINED 02,04 581259 ASPECT MEDICAL SYSTE COM 045235108 2 200 SH DEFINED 02 200 ASPEN TECHNOLOGY INC COM 045327103 19302 1513889 SH DEFINED 02,03,04 1513889 ASSET ACCEPTANCE CAPITAL COM 04543P100 1795 186420 SH SOLE 04 186420 ASSISTED LIVING CONC COM 04544X102 2 400 SH DEFINED 02 400 ASSOCIATED ESTATES REALT COM 045604105 532 46500 SH SOLE 04 46500 ASSURANT INC COM 04621X108 27415 450470 SH DEFINED 02,03,04 450470 ASTA FDG INC COM 046220109 340 24415 SH DEFINED 02,03,04 24415 ASTEC INDUSTRIES INC. COM 046224101 13090 337710 SH DEFINED 02,04 337710 ASTRAZENECA PLC ADR 046353108 17 460 SH DEFINED 03 460 ASYST TECHNOLOGIES,INC. COM 04648X107 2 400 SH DEFINED 02,04 400 ATHENAHEALTH INC COM 04685W103 4206 177724 SH DEFINED 03 177724 ATHEROS COMMUNICATIONS I COM 04743P108 3661 175680 SH DEFINED 02,04 175680 ATLANTIC TELE NETWORK IN COM 049079205 8217 242887 SH DEFINED 02,03,04 242887 ATLAS AIR WORLDWIDE HLDG COM 049164205 97637 1775198 SH DEFINED 02,03,04 1775198 ATLAS AMERICA INC COM 049167109 12 200 SH DEFINED 02 200 ATMEL CORP COM 049513104 10421 2994660 SH DEFINED 02,04 2994660 ATMOS ENERGY CORP COM 049560105 6921 271400 SH DEFINED 02,04 271400 ATWOOD OCEANICS INC COM 050095108 17489 190675 SH DEFINED 02,03,04 190675 AUTODESK INC COM 052769106 208263 6615746 SH DEFINED 02,03,04 6615746 AUTOLIV INC COM 052800109 17785 354280 SH DEFINED 02,04 354280 AUTOMATIC DATA PROCESSIN COM 053015103 341910 8065817 SH DEFINED 02,03,04 8065817 AUTONATION INC. COM 05329W102 36319 2426170 SH DEFINED 02,04 2426170 AUTOZONE INC. COM 053332102 14924 131110 SH DEFINED 02,04 131110 AUXILIUM PHARMACEUTICALS COM 05334D107 2893 108180 SH DEFINED 02,04 108180 AVALONBAY CMNTYS INC COM 053484101 18456 191223 SH DEFINED 02,03 191223 AVENTINE RENEWABLE E COM 05356X403 2 200 SH DEFINED 02 200 AVERY DENNISON CORP COM 053611109 195 3941 SH DEFINED 02,03 3941 AVID TECHNOLOGY INC COM 05367P100 10 400 SH DEFINED 02 400 AVIS BUDGET GROUP INC COM 053774105 454 42714 SH DEFINED 02,03,04 42714 AVISTA CORP COM 05379B107 140 7162 SH DEFINED 02,04 7162 AVNET INCORPORATED COM 053807103 22412 684760 SH SOLE 04 684760 AVOCENT CORPORATION COM 053893103 1526 90340 SH DEFINED 02,04 90340 AVON PRODS INC COM 054303102 251 6346 SH DEFINED 02,03 6346 AXCELIS TECHNOLOGIES COM 054540109 4 800 SH DEFINED 02 800 AXSYS TECHNOLOGIES INC COM 054615109 4912 98466 SH DEFINED 02,04 98466 BB&T CORP COM 054937107 18031 562424 SH DEFINED 02,03 562424 B&G FOODS INC - A COM 05508R106 325 29500 SH SOLE 29500 B&G FOODS INC. COM 05508R205 25545 1348750 SH SOLE 1348750 BJ SERVICES CO COM 055482103 220 7720 SH DEFINED 02,03,04 7720 BJS WHSL CLUB INC COM 05548J106 14906 417630 SH DEFINED 02,03,04 417630 BP AMOCO PLC ADR SPONSOR ADR 055622104 291100 4799677 SH DEFINED 03,04 4799677 BPZ RESOURCES INC COM 055639108 8 400 SH DEFINED 02 400 BRE PPTYS INC COM 05564E106 13297 291868 SH DEFINED 02,03 291868 BMC SOFTWARE INC COM 055921100 29565 909101 SH DEFINED 02,03,04 909101 BADGER METER INC COM 056525108 6143 142210 SH DEFINED 02,04 142210 BAIDU.COM - ADR ADR 056752108 6350 26500 SH SOLE 04 26500 BAKER (MICHAEL) CORP COM 057149106 2867 127670 SH SOLE 04 127670 BAKER HUGHES INC COM 057224107 98549 1438670 SH DEFINED 02,03,04 1438670 BALCHEM CORP COM 057665200 9418 410900 SH DEFINED 02,04 410900 BALDOR ELECTRIC COM 057741100 71323 2547230 SH DEFINED 02 2547230 BALL CORP COM 058498106 3815 83031 SH DEFINED 02,03 83031 BALLY TECHNOLOGIES INC C COM 05874B107 14598 425111 SH DEFINED 02,03,04 425111 BANCFIRST CORP COM 05945F103 98 2131 SH DEFINED 03,04 2131 BANCO BRADESCO ADR ADR 059460303 90745 3268900 SH SOLE 04 3268900 Bancorp Rhode Island Inc COM 059690107 3695 102513 SH DEFINED 02 102513 BANCORPSOUTH INC COM 059692103 14 600 SH DEFINED 02 600 The Bancorp Bank COM 05969A105 48 3986 SH DEFINED 02 3986 BANK OF AMERICA CORP COM 060505104 400235 10557485 SH DEFINED 02,03,04 10557485 BANK OF HAWAII CORP COM 062540109 1011 20400 SH DEFINED 02 20400 BANK MUTUAL CORP COM 063750103 280 26100 SH DEFINED 02,04 26100 BANK OF THE OZARKS COM 063904106 708 29600 SH DEFINED 02,04 29600 BANK OF NEW YORK MELLON COM 064058100 115454 2766684 SH DEFINED 02,03,04 2766684 BANKATLANTIC BANCORP COM 065908501 693 177300 SH DEFINED 02 177300 BANKFINANCIAL CORP COM 06643P104 4 200 SH DEFINED 02,04 200 BANKRATE INC COM 06646V108 24482 490727 SH DEFINED 02,03,04 490727 BANKUNITED FINL CORP COM 06652B103 2 200 SH DEFINED 02,03 200 BARD C R INC COM 067383109 138166 1433257 SH DEFINED 02,03,04 1433257 BARCLAYS PLC ADR 06738E204 0 0 SH DEFINED 03 0 BARNES & NOBLE INC. COM 067774109 3660 119390 SH DEFINED 02,04 119390 BARNES GROUP INC COM 067806109 16308 710600 SH DEFINED 02,04 710600 BARRICK GOLD CORP COM 067901108 114570 2636815 SH SOLE 2636815 BARR PHARMACEUTICALS INC COM 068306109 198 4100 SH DEFINED 02 4100 BILL BARRETT CORP COM 06846N104 9129 193200 SH DEFINED 02,04 193200 BASIC ENERGY SVCS INC NE COM 06985P100 725 32841 SH DEFINED 02,03,04 32841 BAXTER INTL INC COM 071813109 193107 3339797 SH DEFINED 02,03,04 3339797 BAYER A G ADR 072730302 663 8249 SH DEFINED 03 8249 BE AEROSPACE INC COM 073302101 12374 354034 SH DEFINED 02,03,04 354034 BEA SYSTEMS INC COM 073325102 33148 1730990 SH SOLE 04 1730990 BEACON ROOFING SUPPL COM 073685109 4 400 SH DEFINED 02,04 400 BEAR STEARNS COM 073902108 6 601 SH DEFINED 02,03,04 601 BEARINGPOINT INC COM 074002106 2 1600 SH DEFINED 02,04 1600 BEAZER HOMES USA INC COM 07556Q105 4 400 SH DEFINED 02 400 BEBE STORES INC COM 075571109 2 200 SH DEFINED 02,04 200 BECKMAN COULTER INC COM 075811109 9251 143310 SH SOLE 04 143310 BEC2 1/2 12/15/36 CV CONB 075811AD1 1099 1000000 SH SOLE 1000000 BECTON DICKINSON & CO COM 075887109 126 1472 SH DEFINED 02,03 1472 BED BATH & BEYOND INC COM 075896100 573 19396 SH DEFINED 02,03 19396 BEL FUSE INC-CL A COM 077347201 1566 49900 SH SOLE 04 49900 BELDEN INC COM 077454106 16777 474991 SH DEFINED 02,04 474991 BELO CORP-CL A COM 080555105 506 47900 SH DEFINED 02,04 47900 BEMIS COMPANY, INC. COM 081437105 16 600 SH DEFINED 02,04 600 BENCHMARK ELECTRS INC COM 08160H101 6908 384856 SH DEFINED 02,03,04 384856 BENEFICIAL MUTUAL BA COM 08173R104 4 400 SH DEFINED 02 400 BENIHANA INC COM 082047101 240 21445 SH DEFINED 02,03 21445 Benihana Inc Cl A COM 082047200 1171 103900 SH DEFINED 02 103900 BENTLEY PHARMACEUTIC COM 082657107 440 27080 SH SOLE 04 27080 BERKLEY W R CORP COM 084423102 17321 625541 SH DEFINED 03,04 625541 BERKSHIRE HATHAWAY INC D COM 084670207 129737 29005 SH DEFINED 03,04 29005 BERRY PETE CO COM 085789105 20478 440474 SH DEFINED 02,03,04 440474 BEST BUY INC COM 086516101 140019 3377204 SH DEFINED 02,03,04 3377204 BHP BILLITON LTD ADR ADR 088606108 40827 620000 SH SOLE 620000 BIG 5 SPORTING GOODS COR COM 08915P101 2 200 SH DEFINED 02,04 200 BIG LOTS INC COM 089302103 39891 1788835 SH DEFINED 02,03,04 1788835 BIGBAND NETWORKS INC COM 089750509 2 200 SH DEFINED 02 200 BIO RAD LABS INC COM 090572207 23451 263644 SH DEFINED 02,03,04 263644 BIO-REFERENCE LABS INC COM 09057G602 17498 662065 SH DEFINED 02,03 662065 BIOMARIN PHARMACEUTICAL COM 09061G101 13442 380035 SH DEFINED 02,03,04 380035 BIOGEN IDEC INC COM 09062X103 2299 37277 SH DEFINED 02,03,04 37277 BIOMED REALTY TRUST INC COM 09063H107 25594 1071352 SH DEFINED 02,04 1071352 BIODEL INC COM 09064M105 1171 107945 SH DEFINED 03 107945 BIOMIMETIC THERAPEUT COM 09064X101 67 8330 SH SOLE 04 8330 BIOSCRIP INC COM 09069N108 864 127860 SH SOLE 04 127860 Bitstream Inc COM 091736108 3128 560535 SH DEFINED 02 560535 BLACK & DECKER CORPORATI COM 091797100 26 400 SH DEFINED 02,04 400 BJ'S RESTAURANTS INC COM 09180C106 2 200 SH DEFINED 02 200 BLACK BOX CORP COM 091826107 2863 92793 SH DEFINED 02,04 92793 BLACKBOARD INC COM 091935502 8744 262329 SH DEFINED 02,03,04 262329 BLACK HILLS CORP COM 092113109 14 400 SH DEFINED 02,04 400 BLACKBAUD INC COM 09227Q100 15290 629731 SH DEFINED 02,03,04 629731 BLACKROCK INC COM 09247X101 1225 6000 SH DEFINED 02,04 6000 BLACKROCK KELSO CAPITAL COM 092533108 2 200 SH DEFINED 02 200 H&R BLOCK INC COM 093671105 38 1800 SH DEFINED 02 1800 BLOCKBUSTER INC COM 093679108 11134 3415314 SH DEFINED 02,03,04 3415314 BLOCKBUSTER INC-CL B COM 093679207 2 400 SH DEFINED 02 400 BLOUNT INTL INC COM 095180105 3252 262940 SH DEFINED 02,04 262940 BLUE COAT SYSTEMS INC COM 09534T508 17817 808390 SH DEFINED 02,04 808390 BLUE NILE INC COM 09578R103 980 18100 SH DEFINED 02,04 18100 BLUEGREEN CORP COM 096231105 2 200 SH DEFINED 02 200 BLUELINX HOLDINGS INC COM 09624H109 2 200 SH DEFINED 02,04 200 BLYTH INC. COM 09643P108 9336 473427 SH DEFINED 02,04 473427 BOB EVANS FARMS COM 096761101 12802 463995 SH DEFINED 02,04 463995 BOEING CO COM 097023105 416792 5604303 SH DEFINED 02,03,04 5604303 BOIS D' ARC ENERGY I COM 09738U103 6706 312040 SH DEFINED 02,04 312040 BOLT TECHNOLOGY CORP COM 097698104 81 4410 SH SOLE 04 4410 BOOKS-A-MILLION INC COM 098570104 654 74860 SH SOLE 04 74860 BORDERS GROUP INC COM 099709107 3547 604318 SH DEFINED 02,03 604318 BORGWARNER INC COM 099724106 7748 180060 SH SOLE 04 180060 BORLAND SOFTWARE COR COM 099849101 2 600 SH DEFINED 02 600 BOSTON BEER CO., INC COM 100557107 2465 51853 SH SOLE 04 51853 BOSTON PRIVATE FINL HLDG COM 101119105 3669 346465 SH DEFINED 02,03 346465 BOSTON PPTYS INC COM 101121101 55469 602454 SH DEFINED 02,03 602454 BOSTON SCIENTIFIC CORP COM 101137107 98 7600 SH DEFINED 02 7600 BOTTOMLINE TECHNOLOG COM 101388106 52 4090 SH SOLE 04 4090 BOWNE & CO. COM 103043105 4393 288040 SH DEFINED 02,04 288040 BRADY CORP - CL A COM 104674106 744 22240 SH DEFINED 02,04 22240 BRANDYWINE REALTY COM 105368203 2658 156719 SH DEFINED 02,04 156719 BRIGGS & STRATTON CORP COM 109043109 5508 307742 SH DEFINED 02,04 307742 BRIGHAM EXPLORATION COM 109178103 917 151140 SH DEFINED 02,04 151140 BRIGHT HORIZONS FAM SOL COM 109195107 8 200 SH DEFINED 02 200 BRIGHTPOINT INC COM 109473405 1270 151860 SH DEFINED 02,04 151860 BRINKER INTL INC. COM 109641100 5035 271440 SH SOLE 04 271440 BRINKS CO COM 109696104 1628 24238 SH DEFINED 02,03,04 24238 BRISTOL MYERS SQUIBB CO COM 110122108 35306 1657528 SH DEFINED 02,03 1657528 BRISTOW GROUP INC COM 110394103 1664 31000 SH DEFINED 02,04 31000 BROADCOM CORP COM 111320107 124192 6444799 SH DEFINED 02,03,04 6444799 BROADRIDGE FINL SOLUTION COM 11133T103 1718 97566 SH DEFINED 02,03,04 97566 BROCADE COMM SYS COM 111621306 19136 2621360 SH DEFINED 02,04 2621360 BRONCO DRILLING CO I COM 112211107 4 200 SH DEFINED 02 200 BROOKFIELD HOMES CORP COM 112723101 4 200 SH DEFINED 02 200 BROOKFIELD PPTYS CORP COM 112900105 6085 315100 SH SOLE 315100 BROOKLINE BANCORP IN COM 11373M107 4 400 SH DEFINED 02,04 400 BROOKS AUTOMATION INC COM 114340102 9651 992910 SH DEFINED 02,04 992910 BROWN FORMAN CORP COM 115637209 27 419 SH DEFINED 02,03 419 BROWN SHOE INC NEW COM 115736100 9462 627940 SH DEFINED 02,03,04 627940 BRUKER BIOSCIENCES CORP COM 116794108 3297 214253 SH DEFINED 02,03,04 214253 BRUNSWICK CORP COM 117043109 2168 135778 SH DEFINED 02,03,04 135778 BRUSH ENGINEERED MATERIA COM 117421107 22844 889900 SH DEFINED 02,04 889900 BUCKEYE TECHNOLOGIES INC COM 118255108 7113 637312 SH DEFINED 02,04 637312 BUCKLE INC COM 118440106 26352 589116 SH DEFINED 02,03,04 589116 BUCYRUS INTL INC NEW COM 118759109 19521 192046 SH DEFINED 02,03,04 192046 BUFFALO WILD WINGS INC COM 119848109 4 200 SH DEFINED 02,04 200 BUILD-A-BEAR WORKSHOP IN COM 120076104 2 200 SH DEFINED 02,04 200 BUILDERS FIRSTSOURCE INC COM 12008R107 2 200 SH DEFINED 02,04 200 BUILDING MATERIALS H COM 120113105 0 200 SH DEFINED 02 200 BURGER KING HLDGS COM 121208201 35676 1289800 SH DEFINED 02,04 1289800 BURLINGTON NORTHN SANTA COM 12189T104 255 2767 SH DEFINED 02,03 2767 C&D TECHNOLOGIES INC COM 124661109 295 58675 SH DEFINED 02,03 58675 CAI INTERNATIONAL INC COM 12477X106 3084 239820 SH SOLE 04 239820 CBIZ INC COM 124805102 2765 340460 SH DEFINED 02,04 340460 CBL & ASSOCIATES PPTYS I COM 124830100 4074 173119 SH DEFINED 02,04 173119 CBS CORP NEW COM 124857202 8127 368090 SH DEFINED 02,03,04 368090 CBRL GROUP INC COM 12489V106 11104 310423 SH DEFINED 02,04 310423 CB RICHARD ELLIS GR INC COM 12497T101 24 1103 SH DEFINED 02,03,04 1103 C D I CORP COM 125071100 4061 162091 SH DEFINED 02,03,04 162091 CEC ENTERTAINMENT INC COM 125137109 248 8600 SH DEFINED 02,04 8600 CF INDUSTRIES HOLDINGS COM 125269100 26941 260000 SH SOLE 04 260000 CH ENERGY GROUP INC COM 12541M102 1271 32675 SH DEFINED 02,04 32675 C H ROBINSON WORLDWIDE I COM 12541W209 27561 506644 SH DEFINED 02,03 506644 CIGNA CORP COM 125509109 55320 1363563 SH DEFINED 02,03,04 1363563 CIT GROUP INC COM 125581108 114160 9633732 SH DEFINED 02,03,04 9633732 CKE RESTAURANTS COM 12561E105 4 400 SH DEFINED 02 400 CLECO CORP COM 12561W105 68257 3077412 SH DEFINED 02,04 3077412 CKX INC COM 12562M106 4 400 SH DEFINED 02 400 CME GROUP INC COM 12572Q105 318490 678939 SH DEFINED 02,03,04 678939 CMGI INC COM 125750307 2676 201758 SH DEFINED 02,04 201758 CMS ENERGY CORP COM 125896100 74315 5488553 SH DEFINED 02,03,04 5488553 CMS 2 7/8 12/1/24 C CONB 125896AW0 4540 4000000 SH SOLE 4000000 CSS INDS INC COM 125906107 4293 122792 SH SOLE 04 122792 CSK AUTO CORP COM 125965103 41873 4497650 SH DEFINED 02,04 4497650 CNA FINANCIAL CORP COM 126117100 14996 581450 SH DEFINED 02,04 581450 CNA SURETY CORP COM 12612L108 6251 406468 SH DEFINED 02,03,04 406468 CNET NETWORKS INC COM 12613R104 8 1200 SH DEFINED 02,04 1200 CPI INTERNATIONAL INC COM 12618M100 222 22350 SH SOLE 04 22350 CRA INTERNATIONAL INC COM 12618T105 2427 75500 SH SOLE 04 75500 CSG SYSTEMS INTL INC COM 126349109 4970 437115 SH DEFINED 02,04 437115 CSX CORP COM 126408103 154 2739 SH DEFINED 02,03,04 2739 CTS CORP COM 126501105 5538 517578 SH DEFINED 02,03,04 517578 CVB FINANCIAL CORP COM 126600105 6 600 SH DEFINED 02 600 CVS CORP COM 126650100 55733 1375774 SH DEFINED 02,03,04 1375774 CV THERAPEUTICS INC COM 126667104 217 30500 SH DEFINED 02 30500 CA INC COM 12673P105 54 2381 SH DEFINED 02,03,04 2381 CABELA'S INC COM 126804301 6 400 SH DEFINED 02 400 CABLEVISION SYS CORP COM 12686C109 23596 1101063 SH DEFINED 03,04 1101063 CABOT CORP COM 127055101 162 5800 SH DEFINED 02,04 5800 CABOT OIL & GAS CORP CL COM 127097103 3091 60800 SH DEFINED 02,04 60800 CABOT MICROELECTRONICS COM 12709P103 17581 546840 SH DEFINED 02,04 546840 CACI INTL INC COM 127190304 17747 389608 SH DEFINED 02,03,04 389608 CADENCE DESIGN SYSTEMS COM 127387108 18356 1718767 SH SOLE 04 1718767 CADENCE PHARMACEUTIC COM 12738T100 2 200 SH DEFINED 02 200 CAL DIVE INTERNATIONAL COM 12802T101 4 324 SH DEFINED 02 324 CAL-MAINE FOODS INC COM 128030202 5658 169510 SH SOLE 04 169510 CALAMOS ASSET MANAGE COM 12811R104 2079 127660 SH DEFINED 02,04 127660 CALAMP CORP COM 128126109 0 19 SH SOLE 19 CALGON CARBON CORP. COM 129603106 6696 444910 SH DEFINED 02,04 444910 CALIFORNIA PIZZA KITCHEN COM 13054D109 2 200 SH DEFINED 02 200 CALIFORNIA WATER SER COM 130788102 5353 140295 SH DEFINED 02,04 140295 CALLAWAY GOLF CO. COM 131193104 19898 1355455 SH DEFINED 02,04 1355455 CALLON PETROLUEM CO. COM 13123X102 833 46040 SH SOLE 04 46040 CAMBREX CORP COM 132011107 239 34522 SH DEFINED 02,03 34522 CAMECO CORP (US LEGEND) COM 13321L108 62425 1895100 SH SOLE 1895100 CAMERON INTERNATIONAL CO COM 13342B105 36609 879180 SH DEFINED 02,03,04 879180 CAMPBELL SOUP CO COM 134429109 40 1200 SH DEFINED 02 1200 CANON INC ADR ADR 138006309 6 119 SH DEFINED 03 119 CAPELLA EDUCATION COMPAN COM 139594105 15248 279264 SH DEFINED 03,04 279264 CAPLEASE INC COM 140288101 885 113800 SH DEFINED 02 113800 CAPITAL ONE FINL CORP COM 14040H105 200179 4067026 SH DEFINED 02,03,04 4067026 CAPITAL TRUST-CL A COM 14052H506 1876 69600 SH DEFINED 02,04 69600 CAPITALSOURCE INC REIT COM 14055X102 1914 197900 SH DEFINED 02 197900 CAPITOL BANCORP LTD COM 14056D105 4 200 SH DEFINED 02 200 CAPITOL FED FINL COM 14057C106 8 200 SH DEFINED 02,03 200 CARBO CERAMICS INC COM 140781105 8 200 SH DEFINED 02 200 CARDINAL HEALTH INC COM 14149Y108 8230 156726 SH DEFINED 02,03,04 156726 CARLISLE COS INC COM 142339100 3590 107370 SH DEFINED 02,03,04 107370 CARMAX INC COM 143130102 12823 660300 SH SOLE 660300 CARNIVAL CORP COM 143658300 355644 8785666 SH DEFINED 02,03,04 8785666 CCL 2 4/15/21 C CONB 143658AN2 5506 5000000 SH SOLE 5000000 CARRIAGE SERVICES INC COM 143905107 1413 180900 SH DEFINED 02 180900 CARPENTER TECHNOLOGY COR COM 144285103 249532 4458320 SH DEFINED 02,03,04 4458320 CARRIZO OIL & CO INC COM 144577103 12273 207063 SH DEFINED 02,03 207063 CARTER'S INC COM 146229109 6 400 SH DEFINED 02 400 CASCADE BANCORP COM 147154108 189 19790 SH DEFINED 02,04 19790 CASCADE CORP COM 147195101 1401 28406 SH SOLE 04 28406 CASELLA WASTE INC A COM 147448104 842 77030 SH DEFINED 02,04 77030 CASEYS GEN STORES INC COM 147528103 22307 987000 SH DEFINED 02,03,04 987000 CASH AMER INTL INC COM 14754D100 12227 335901 SH DEFINED 02,03,04 335901 CASTLE (AM) & CO COM 148411101 30 1100 SH DEFINED 02,04 1100 CASUAL MALE RETAIL GROUP COM 148711104 1173 279238 SH DEFINED 02,03 279238 CATERPILLAR INC COM 149123101 271671 3470047 SH DEFINED 02,03,04 3470047 CATHAY BANCORP COM 149150104 586 28299 SH DEFINED 02 28299 CATO CORPORATION CL A COM 149205106 605 40517 SH DEFINED 02,04 40517 CAVIUM NETWORKS INC COM 14965A101 7173 437365 SH DEFINED 02,03 437365 CBEYOND INC COM 149847105 3154 167870 SH DEFINED 02,04 167870 CEDAR SHOPPING CENTERS COM 150602209 952 81500 SH DEFINED 02,04 81500 CELANESE CORP-SERIES A COM 150870103 4128 105720 SH SOLE 04 105720 CELANESE CRP CV PFD CPFD 150870202 2531 50000 SH SOLE 50000 CELGENE CORPORATION COM 151020104 162442 2650388 SH DEFINED 02,04 2650388 CENTENNIAL COMMUNICATION COM 15133V208 5298 896370 SH DEFINED 02,04 896370 CENTENNIAL BNK HLDNGS COM 151345303 2 400 SH DEFINED 02 400 CENTENE CORP COM 15135B101 13316 955210 SH DEFINED 02,04 955210 CENTER FINANCIAL CORP COM 15146E102 22 2429 SH DEFINED 02 2429 CENTERPOINT ENERGY INC C COM 15189T107 9256 648712 SH DEFINED 02,03,04 648712 CENTEX CORP COM 152312104 52871 2183840 SH DEFINED 02,04 2183840 CENTRAL EUROPEAN DIST CO COM 153435102 56001 962380 SH DEFINED 02,03,04 962380 CENTRAL GARDEN & PET CO COM 153527106 0 200 SH DEFINED 02 200 CENTRAL GARDEN AND PET C COM 153527205 29 6494 SH DEFINED 02 6494 CENTRAL PACIFIC FINANCIA COM 154760102 4 200 SH DEFINED 02,04 200 CENTRAL VERMONT PUB SERV COM 155771108 1197 50050 SH DEFINED 02,04 50050 CENTURY ALUMINUM COMPANY COM 156431108 31797 480022 SH DEFINED 02,04 480022 Century Casions Inc COM 156492100 29 9038 SH DEFINED 02 9038 CENTURYTEL INC COM 156700106 18605 559700 SH DEFINED 02,03,04 559700 CEPHALON INC. COM 156708109 161 2500 SH SOLE 04 2500 CEPHEID COM 15670R107 128700 5276762 SH DEFINED 02,03,04 5276762 CENVEO INC COM 15670S105 4 400 SH DEFINED 02 400 CERADYNE INC COM 156710105 11501 359870 SH DEFINED 02,04 359870 CERNER CORPORATION COM 156782104 13827 370900 SH SOLE 370900 CHAMPION ENTERPRISES INC COM 158496109 3220 321060 SH DEFINED 02,04 321060 CHARLOTTE RUSSE HOLDING COM 161048103 4 200 SH DEFINED 02 200 CHARMING SHOPPES INC COM 161133103 40 8439 SH DEFINED 02,03 8439 CHART INDS INC COM 16115Q308 13333 394015 SH DEFINED 02,03,04 394015 CHARTER COMMUNICATIO COM 16117M107 3194 3749360 SH DEFINED 02,04 3749360 CHATTEM INC COM 162456107 32165 484853 SH DEFINED 02,03,04 484853 CHATTEM INC CONB 162456AP2 1301 1000000 SH SOLE 1000000 CHECKPOINT SYS INC COM 162825103 23409 871828 SH DEFINED 02,03,04 871828 CHEESECAKE FACTORY (THE) COM 163072101 14 600 SH DEFINED 02 600 CHEMED CORP NEW COM 16359R103 16888 400209 SH DEFINED 02,03,04 400209 CHEMICAL FINANCIAL C COM 163731102 808 33900 SH DEFINED 02,04 33900 CHEMTURA CORP COM 163893100 40 5500 SH DEFINED 02,04 5500 CHENIERE ENERGY INC COM 16411R208 8 400 SH DEFINED 02 400 CHEROKEE INC COM 16444H102 575 17070 SH SOLE 04 17070 CHESAPEAKE ENERGY CORP COM 165167107 113801 2465891 SH DEFINED 02,03,04 2465891 CHEVRON CORPORATION COM 166764100 725553 8499915 SH DEFINED 02,03,04 8499915 CHICAGO BRIDGE & IRON CO COM 167250109 12779 325650 SH SOLE 04 325650 CHICAGO MERCANTILE EXCHA COM 167760107 0 3190 SH SOLE 3190 CHICO'S FAS INC. COM 168615102 10 1400 SH DEFINED 02,04 1400 CHILDREN'S PLACE COM 168905107 4 200 SH DEFINED 02 200 CHINA MOBILE HK LTD ADR ADR 16941M109 259580 3460600 SH SOLE 04 3460600 CHINA NEPSTAR CHAIN ADR ADR 16943C109 335 24620 SH SOLE 04 24620 CHINDEX INTERNATIONA COM 169467107 1935 51280 SH SOLE 04 51280 CHIPOTLE MEXICAN GRILL COM 169656105 5187 45730 SH DEFINED 02,04 45730 CHIPOTLE MEXICAN GRILL I COM 169656204 15485 159489 SH DEFINED 02,03,04 159489 CHOICE HOTELS INTL INC COM 169905106 14 400 SH DEFINED 02 400 CHIQUITA BRANDS INTL COM 170032809 54180 2344421 SH DEFINED 02,04 2344421 CHOICEPOINT INC COM 170388102 50721 1065576 SH DEFINED 02,03,04 1065576 CHORDIANT SOFTWARE INC COM 170404305 1688 279830 SH DEFINED 02,04 279830 CHRISTOPHER & BANKS COM 171046105 120 12000 SH DEFINED 02,04 12000 CHUBB CORP COM 171232101 159037 3214159 SH DEFINED 02,03,04 3214159 CHURCH & DWIGHT CO I COM 171340102 32 600 SH DEFINED 02 600 CHURCHILL DOWNS INC COM 171484108 291 6160 SH SOLE 04 6160 CIBER INC. COM 17163B102 4020 820401 SH DEFINED 02,04 820401 CIENA CORP COM 171779309 1687 54700 SH DEFINED 02,04 54700 CIMAREX ENERGY CO COM 171798101 12227 223360 SH SOLE 04 223360 CINCINNATI BELL INC COM 171871106 24418 5732014 SH DEFINED 02,04 5732014 CINCINNATI FINANCIAL COR COM 172062101 9002 236644 SH DEFINED 02,04 236644 CINEMARK HOLDINGS INC COM 17243V102 105120 8218947 SH DEFINED 02,03,04 8218947 CIRCUIT CITY STORES- CIR COM 172737108 6 1400 SH DEFINED 02 1400 CIRCOR INTERNATIONAL INC COM 17273K109 7332 158530 SH DEFINED 02,04 158530 CIRRUS LOGIC INC COM 172755100 4 600 SH DEFINED 02,04 600 CISCO SYS INC COM 17275R102 832126 34542387 SH DEFINED 02,03,04 34542387 CITADEL BROADCASTING COR COM 17285T106 2 1617 SH DEFINED 02,03 1617 CINTAS CORP COM 172908105 31 1105 SH DEFINED 02,03 1105 CITIGROUP INC COM 172967101 354532 16551485 SH DEFINED 02,03,04 16551485 CITI TRENDS INC COM 17306X102 8343 452212 SH DEFINED 02,03 452212 CITIZENS REPUBLIC BANCOR COM 174420109 5198 418200 SH DEFINED 02 418200 CITIZENS COMMUNICATIONS COM 17453B101 23032 2195598 SH DEFINED 02,03,04 2195598 CITRIX SYSTEMS COM 177376100 2581 88000 SH DEFINED 02,04 88000 CITY BK LYNNWOOD WASH COM 17770A109 231 10379 SH DEFINED 02,03 10379 CITY HOLDING CO COM 177835105 3616 90623 SH DEFINED 02,04 90623 CLARCOR INC COM 179895107 14 400 SH DEFINED 02 400 CLEAN HARBORS INC COM 184496107 10699 164599 SH DEFINED 02,03,04 164599 CLEAN ENERGY FUELS C COM 184499101 2 200 SH DEFINED 02 200 CLEAR CHANNEL COMM. COM 184502102 104916 3590550 SH DEFINED 02,04 3590550 CLEARWIRE CORP-CLASS COM 185385309 2 200 SH DEFINED 02 200 CLEVELAND-CLIFFS INC COM 185896107 1966 16410 SH DEFINED 02,04 16410 CLOROX CO COM 189054109 279 4906 SH DEFINED 02,03,04 4906 COACH INC COM 189754104 9858 326962 SH DEFINED 02,03,04 326962 COBIZ FINANCIAL INC COM 190897108 1218 93500 SH DEFINED 02 93500 COCA COLA CO COM 191216100 145443 2389400 SH DEFINED 02,03,04 2389400 COCA-COLA ENTERPRISE COM 191219104 164 6800 SH DEFINED 02,04 6800 COEUR D'ALENE MINES COM 192108108 14 3600 SH DEFINED 02 3600 COGENT COMMUNICATIONS COM 19239V302 8 400 SH DEFINED 02,04 400 COGENT INC COM 19239Y108 4 400 SH DEFINED 02 400 COGNEX CORPORATION COM 192422103 45800 2098040 SH DEFINED 02,04 2098040 COGNIZANT TECHNLGY SLTNS COM 192446102 197021 6833897 SH DEFINED 02,03,04 6833897 COHERENT INC COM 192479103 4011 143838 SH DEFINED 02,03,04 143838 COHEN & STEERS INC COM 19247A100 6 200 SH DEFINED 02 200 COHU INC COM 192576106 4346 267480 SH DEFINED 02,04 267480 COINSTAR INC COM 19259P300 8839 314090 SH DEFINED 02,04 314090 COLDWATER CREEK INC COM 193068103 4 600 SH DEFINED 02 600 KENNETH COLE PRODUCT COM 193294105 1069 63100 SH DEFINED 02,04 63100 COLGATE PALMOLIVE CO COM 194162103 225305 2891853 SH DEFINED 02,03,04 2891853 COLLECTIVE BRANDS INC COM 19421W100 8 600 SH DEFINED 02 600 COLONIAL BANCGROUP COM 195493309 22966 2384858 SH DEFINED 02,04 2384858 COLONIAL PROPERTIES TR COM 195872106 937 38955 SH DEFINED 02,04 38955 COLUMBIA BANKING SYSTEM COM 197236102 3554 158809 SH DEFINED 02,04 158809 COLUMBIA SPORTSWEAR CO COM 198516106 8 200 SH DEFINED 02 200 COLUMBUS MCKINNON CORP COM 199333105 10692 345144 SH DEFINED 02,04 345144 COMFORT SYSTEMS COM 199908104 8722 670390 SH DEFINED 02,04 670390 COMCAST CORP NEW COM COM 20030N101 63247 3270303 SH DEFINED 02,03,04 3270303 COMCAST CORP CL A SPL COM 20030N200 1858 97898 SH DEFINED 03,04 97898 COMERICA INC. COM 200340107 96 2736 SH DEFINED 02,04 2736 COMMERCE GROUP INC COM 200641108 7011 194431 SH DEFINED 02,04 194431 COMMERCIAL METALS CO COM 201723103 487 16248 SH DEFINED 02,03,04 16248 COMMERCIAL VEHICLE GROUP COM 202608105 2 200 SH DEFINED 02 200 COMMSCOPE INC COM 203372107 16806 482525 SH DEFINED 02,04 482525 Community Bancorp COM 20343T100 30 2197 SH DEFINED 02 2197 COMMUNITY BANK SYSTE COM 203607106 3689 150220 SH DEFINED 02,04 150220 COMMUNITY HEALTH SYS INC COM 203668108 53488 1593338 SH SOLE 04 1593338 COMMUNITY TRUST BANCORP COM 204149108 756 25815 SH DEFINED 02,04 25815 COMMVAULT SYS COM 204166102 4042 325990 SH DEFINED 02,04 325990 CGG VERITAS ADR 204386106 698 14100 SH DEFINED 03 14100 CIA VALE DO RIO DOCE-ADR ADR 204412100 323262 11089590 SH SOLE 04 11089590 COMPANHIA VALE DO RIO DO ADR 204412209 185018 5341179 SH DEFINED 03,04 5341179 COMPANHIA BEBIDAS-PR AD ADR 20441W203 179691 2378433 SH SOLE 04 2378433 COMP MINAS BUENAVENTURA ADR 204448104 100414 1465900 SH SOLE 1465900 COMPASS MINERALS INTL IN COM 20451N101 31145 528054 SH DEFINED 02,04 528054 COMPASS DIVERSIFIED HOLD COM 20451Q104 2 200 SH DEFINED 02 200 COMPLETE PRODUCTION SERV COM 20453E109 2221 96810 SH DEFINED 02,03 96810 COMPUCREDIT CORP COM 20478N100 2 200 SH DEFINED 02 200 COMPUTER PROG & SYS COM 205306103 4 200 SH SOLE 04 200 COMPUTER SCIENCES CORP COM 205363104 24810 608250 SH DEFINED 02,03,04 608250 COMPUWARE CORP COM 205638109 18296 2492616 SH DEFINED 02,03,04 2492616 COMSCORE INC COM 20564W105 6962 347061 SH DEFINED 02,03 347061 COMSTOCK RESOURCES I COM 205768203 818 20310 SH DEFINED 02,04 20310 COMSYS IT PARTNERS COM 20581E104 1533 181190 SH SOLE 04 181190 COMTECH GROUP INC COM 205821200 1252 116070 SH DEFINED 02,04 116070 COMTECH TELECOMMUN COM 205826209 19560 501552 SH DEFINED 02,04 501552 COMVERGE INC COM 205859101 2 200 SH DEFINED 02 200 CONAGRA INC COM 205887102 219966 9184341 SH DEFINED 02,03,04 9184341 CON-WAY INC COM 205944101 20 400 SH DEFINED 02,04 400 CONCEPTUS INC COM 206016107 4 200 SH DEFINED 02 200 CONCHO RESOURCES INC COM 20605P101 3356 130890 SH SOLE 04 130890 CONCUR TECHNOLOGIES INC COM 206708109 18631 600028 SH DEFINED 02,03,04 600028 CONEXANT SYSTEMS WI COM 207142100 2 3600 SH DEFINED 02 3600 CONMED CORP. COM 207410101 5860 228550 SH DEFINED 02,04 228550 CONN'S INC. COM 208242107 1505 92280 SH SOLE 04 92280 CONOCOPHILLIPS COM 20825C104 804633 10558102 SH DEFINED 02,03,04 10558102 CONSECO INC COM 208464883 2056 201540 SH DEFINED 02,04 201540 CONSOL ENERGY INC COM 20854P109 165 2375 SH DEFINED 02,04 2375 CONSOLIDATED COMM COM 209034107 26877 1776350 SH DEFINED 02,04 1776350 CONSOLIDATED EDISON COM 209115104 64 1600 SH DEFINED 02 1600 CONSOLIDATED GRAPHICS IN COM 209341106 3194 56978 SH DEFINED 02,04 56978 CONSTELLATION BRANDS INC COM 21036P108 14856 840684 SH DEFINED 02,03,04 840684 CONSTELLATION ENERGY GRO COM 210371100 52798 598137 SH DEFINED 02,03,04 598137 CONTANGO OIL & GAS COM 21075N204 3530 54650 SH DEFINED 02,04 54650 CONTINENTAL AIRLINES CL COM 210795308 16000 832020 SH DEFINED 02,04 832020 CONTINENTAL RESOURCES COM 212015101 2723 85400 SH DEFINED 02,04 85400 CONVERGYS CORP COM 212485106 13226 878207 SH DEFINED 02,04 878207 THE COOPER COS INC COM 216648402 14 400 SH DEFINED 02 400 COOPER TIRE & RUBBER COM 216831107 16581 1107673 SH DEFINED 02,04 1107673 COPART INC COM 217204106 4447 114740 SH DEFINED 02,04 114740 CORE-MARK HOLDING CO INC COM 218681104 933 32460 SH SOLE 04 32460 CORINTHIAN COLLEGES INC COM 218868107 124 17100 SH DEFINED 02 17100 CORN PRODUCTS INTL INC COM 219023108 10960 295100 SH DEFINED 02,04 295100 CORNELL CORRECTIONS INC COM 219141108 4501 200380 SH SOLE 04 200380 CORNING INC COM 219350105 633027 26332235 SH DEFINED 02,03,04 26332235 CORPORATE EXECUTIVE BOAR COM 21988R102 38181 943199 SH SOLE 04 943199 CORPORATE OFFICE PPTYS T COM 22002T108 4780 142229 SH DEFINED 02,03,04 142229 CORRECTIONS CORP AMER NE COM 22025Y407 7869 285921 SH DEFINED 02,03 285921 CORUS BANKSHARES INC COM 220873103 2 200 SH DEFINED 02 200 COSTCO WHSL CORP NEW COM 22160K105 333794 5137657 SH DEFINED 02,03,04 5137657 COSTAR GROUP INC COM 22160N109 185 4300 SH DEFINED 02,04 4300 Cott Corp COM 22163N106 23 6652 SH DEFINED 02 6652 COUNTRYWIDE FINANCIAL COM 222372104 18 3400 SH DEFINED 02 3400 COUSINS PPTYS INC COM 222795106 10 400 SH DEFINED 02 400 COVANCE INC COM 222816100 172016 2073230 SH DEFINED 03,04 2073230 COVANTA HOLDING CORP COM 22282E102 28 1000 SH DEFINED 02 1000 COVANTA HOLDING CV CONB 22282EAA0 5563 5000000 SH SOLE 5000000 COVENTRY HEALTH CARE INC COM 222862104 32968 817055 SH DEFINED 02,03,04 817055 COX RADIO INC-CL A COM 224051102 606 50985 SH DEFINED 02,04 50985 CRANE CO COM 224399105 8668 214810 SH DEFINED 02,04 214810 CREDENCE SYSTEMS CORP COM 225302108 884 519770 SH DEFINED 02,04 519770 CREDIT SUISSE GROUP ADR 225401108 421595 8286064 SH DEFINED 03,04 8286064 CREE INC COM 225447101 294090 10518246 SH DEFINED 02,03,04 10518246 CROSS CNTRY HLTHCARE INC COM 227483104 748 60448 SH DEFINED 02 60448 CROSSTEX ENERGY INC COM 22765Y104 14 400 SH DEFINED 02 400 CROWN CASTLE INTL CORP COM 228227104 267549 7757288 SH SOLE 04 7757288 CRYSTAL RIVER CAPITAL COM 229393301 6784 759700 SH DEFINED 02 759700 CUBIC CORP COM 229669106 16667 586235 SH DEFINED 02,04 586235 CUBIST PHARMACEUTICALS COM 229678107 10274 557760 SH DEFINED 02,04 557760 CULLEN/FROST BANKERS COM 229899109 451 8492 SH DEFINED 02 8492 CUMMINS ENGINE INC COM 231021106 58972 1259558 SH DEFINED 02,03,04 1259558 CUMULUS MEDIA INC - CL A COM 231082108 1338 209595 SH DEFINED 02,04 209595 CURTISS-WRIGHT CORP COM 231561101 31347 755700 SH DEFINED 02,04 755700 CYBERSOURCE CORP COM 23251J106 17930 1227268 SH DEFINED 02,04 1227268 CYBERONICS INC COM 23251P102 2 200 SH DEFINED 02 200 CYMER INC COM 232572107 7901 303394 SH DEFINED 02,04 303394 CYNOSURE INC - CL A COM 232577205 1857 87160 SH SOLE 04 87160 CYPRESS BIOSCIENCE INC COM 232674507 2 400 SH DEFINED 02,04 400 CYPRESS SEMICONDUCTO COM 232806109 17782 753140 SH SOLE 04 753140 CYTEC INDUSTRIES INC COM 232820100 15781 293050 SH DEFINED 02,04 293050 CYTRX CORP COM 232828301 572 497760 SH SOLE 04 497760 DCT INDUSTRIAL TRUST REI COM 233153105 38 3780 SH DEFINED 02,04 3780 DG FASTCHANNEL INC COM 23326R109 2264 118040 SH SOLE 04 118040 DPL INC COM 233293109 53 2054 SH DEFINED 03,04 2054 DRS TECHNOLOGIES INC COM 23330X100 30984 531640 SH DEFINED 02,04 531640 D.R. HORTON INC COM 23331A109 42586 2703828 SH DEFINED 02 2703828 DST SYSTEMS INC. COM 233326107 22782 346540 SH DEFINED 02,04 346540 DST 3 5/8 08/15/23 C CONB 233326AD9 4099 3000000 SH SOLE 3000000 DSP GROUP COM 23332B106 60 4710 SH DEFINED 02,04 4710 DTE ENERGY CO COM 233331107 8178 210281 SH DEFINED 02 210281 DSW INC COM 23334L102 2 200 SH DEFINED 02 200 DTS INC COM 23335C101 4 200 SH DEFINED 02,04 200 DXP ENTERPRISES COM 233377407 6672 169835 SH DEFINED 02,04 169835 DAKTRONICS INC COM 234264109 1173 65475 SH DEFINED 02,03 65475 DANAHER CORP COM 235851102 106 1400 SH DEFINED 02,04 1400 DHR 0 01/22/21 C CONB 235851AF9 5663 5000000 SH SOLE 5000000 DARDEN RESTAURANTS INC COM 237194105 34 1050 SH DEFINED 02,03 1050 DARLING INTERNATIONAL IN COM 237266101 19902 1536820 SH DEFINED 02,04 1536820 DARWIN PROF UNDERWRITERS COM 237502109 925 41130 SH SOLE 04 41130 DATA DOMAIN INC COM 23767P109 4 200 SH DEFINED 02 200 DATASCOPE CORP COM 238113104 4474 107981 SH DEFINED 02,04 107981 DAVITA INC COM 23918K108 55692 1166082 SH DEFINED 03,04 1166082 DAWSON GEOPHYSICAL CO COM 239359102 8740 129475 SH DEFINED 02,04 129475 DEALERTRACK HOLDINGS INC COM 242309102 4 200 SH DEFINED 02,04 200 DEAN FOODS CO COM 242370104 16 800 SH DEFINED 02 800 DECKERS OUTDOOR CORP COM 243537107 27576 255764 SH DEFINED 02,03,04 255764 DECODE GENETICS INC COM 243586104 1989 1300160 SH DEFINED 02,04 1300160 DEERE & CO COM 244199105 130711 1624955 SH DEFINED 02,03,04 1624955 DEERFIELD CAPITAL CORP COM 244331104 0 462 SH DEFINED 02 462 DEL MONTE FOODS CO COM 24522P103 16 1600 SH DEFINED 02,04 1600 DELEK US HLDGS INC7 COM 246647101 2 200 SH DEFINED 02,04 200 DELL INC COM 24702R101 8810 442301 SH DEFINED 02,03,04 442301 DELPHI FINL GROUP INC COM 247131105 23065 789096 SH DEFINED 02,03,04 789096 DELTA AIR LINES INC COM 247361702 1964 228390 SH SOLE 04 228390 DELTEK INC COM 24784L105 450 34707 SH SOLE 04 34707 DELTA PETROLEUM CORP COM 247907207 39987 1774057 SH DEFINED 02,04 1774057 DENBURY RES INC COM 247916208 8 295 SH DEFINED 03,04 295 DELUXE CORPORATION COM 248019101 17241 897502 SH DEFINED 02,04 897502 DENDREON CORP COM 24823Q107 4 800 SH DEFINED 02 800 DENNY'S CORPORATION COM 24869P104 2567 861365 SH DEFINED 02,04 861365 DENTSPLY INTL INC COM 249030107 772 20000 SH SOLE 04 20000 DEUTSCHE TELEKOM AG ADR ADR 251566105 13 789 SH DEFINED 03 789 DEVELOPERS DIVERSIFIED R COM 251591103 30 687 SH DEFINED 02,03 687 DEVON ENERGY CORP NEW COM 25179M103 377230 3615743 SH DEFINED 02,03,04 3615743 DEVRY INC COM 251893103 17447 416990 SH DEFINED 02,04 416990 DIAGEO PLC ADR SPONSORED ADR 25243Q205 15796 194244 SH DEFINED 03 194244 DIAMOND OFFSHORE DRI COM 25271C102 129357 1111320 SH DEFINED 02,04 1111320 DIAMONDROCK HOSPITALITY COM 252784301 7347 579900 SH DEFINED 02,04 579900 DICKS SPORTING GOODS INC COM 253393102 21 772 SH DEFINED 02,03 772 DIEBOLD INC COM 253651103 22 600 SH DEFINED 02,04 600 DIGI INTERNATIONAL INC COM 253798102 472 40860 SH SOLE 04 40860 DIGITAL RLTY TR INC COM 253868103 32886 926372 SH DEFINED 02,03,04 926372 DIGITAL RIVER INC COM 25388B104 10393 335590 SH DEFINED 02,04 335590 DIME CMNTY BANCORP INC COM 253922108 575 32890 SH DEFINED 02,04 32890 DILLARDS INC COM 254067101 45 2605 SH DEFINED 02,03 2605 DIME BANCORP WTS 1/02/10 WARU 25429Q110 186 531900 SH SOLE 04 531900 DIODES INC COM 254543101 1380 62870 SH DEFINED 02,04 62870 DIONEX CORP. COM 254546104 20819 270410 SH DEFINED 02,04 270410 DIRECTV GROUP INC COM 25459L106 1263 50949 SH DEFINED 02,03,04 50949 DISNEY WALT PRODTNS COM 254687106 394475 12570883 SH DEFINED 02,03,04 12570883 DIS 2 1/8 4/15/23 C CONB 254687AU0 5363 5000000 SH SOLE 5000000 DISCOVERY HOLDING CO COM 25468Y107 2855 134540 SH DEFINED 03,04 134540 DISCOVER FINL SVCS COM 254709108 14816 905072 SH DEFINED 02,03,04 905072 DISH NETWORK CORP-A COM 25470M109 18471 642920 SH SOLE 04 642920 DIVX INC COM 255413106 832 118840 SH DEFINED 02,04 118840 DIXIE GROUP INC COM 255519100 1081 129000 SH DEFINED 02 129000 DOLLAR FINL CORP COM 256664103 266 11570 SH DEFINED 02,03 11570 DOLLAR THRIFTY AUTOMOTIV COM 256743105 98 7233 SH DEFINED 02,03,04 7233 DOLLAR TREE INC COM 256746108 19603 710495 SH SOLE 04 710495 DOMINION RES INC VA NEW COM 25746U109 25684 628884 SH DEFINED 02,03 628884 DOMINO'S PIZZA INC COM 25754A201 907 67226 SH DEFINED 02,03,04 67226 DOMTAR CORP COM 257559104 2681 392490 SH SOLE 04 392490 DONALDSON CO INC COM 257651109 24 600 SH DEFINED 02 600 DONEGAL GROUP INC COM 257701201 5005 287634 SH DEFINED 02,04 287634 DONNELLEY R R & SONS CO COM 257867101 13929 459556 SH DEFINED 02,03,04 459556 DORAL FINANCIAL CORP COM 25811P886 234 11610 SH SOLE 04 11610 DOUBLE-TAKE SOFTWARE COM 258598101 2161 184980 SH SOLE 04 184980 DOUGLAS EMMETT INC REIT COM 25960P109 18 800 SH DEFINED 02 800 DOVER CORP COM 260003108 246 5906 SH DEFINED 02,03,04 5906 DOVER DOWNS GAMING COM 260095104 2 200 SH DEFINED 02 200 DOW CHEMICAL CORP COM 260543103 26399 716397 SH DEFINED 02,03,04 716397 DOWNEY FINANCIAL CORP COM 261018105 4 200 SH DEFINED 02,04 200 DREAMWORKS COM 26153C103 16713 648325 SH DEFINED 02,04 648325 DRESS BARN INC COM 261570105 6980 539473 SH DEFINED 02,04 539473 DRESSER-RAND GROUP INC COM 261608103 3424 111350 SH DEFINED 02,04 111350 DREW INDUSTRIES INC COM 26168L205 7753 316940 SH DEFINED 02,04 316940 DRIL-QUIP COM 262037104 16911 363930 SH DEFINED 02,04 363930 DU PONT E I DE NEMOURS C COM 263534109 3028 64749 SH DEFINED 02,03,04 64749 DUCKWALL-ALCO STORES INC COM 264142100 940 82495 SH DEFINED 02,03 82495 DUCOMMUN INC COM 264147109 5466 197535 SH DEFINED 02,04 197535 DUKE-WEEKS REALTY CORP COM 264411505 4568 200293 SH DEFINED 02,03 200293 DUKE ENERGY CORP COM 26441C105 9808 549463 SH DEFINED 02,03,04 549463 DUPONT FABROS TECHNOLOGY COM 26613Q106 6666 404269 SH DEFINED 03,04 404269 DURECT CORPORATION COM 266605104 582 110900 SH SOLE 04 110900 DYCOM INDUSTRIES COM 267475101 6145 511710 SH DEFINED 02,04 511710 Dynamex Inc COM 26784F103 40 1600 SH DEFINED 02,04 1600 DYNAMIC MATERIALS CORP COM 267888105 3163 73220 SH DEFINED 02,04 73220 DYNCORP INTL INC - A COM 26817C101 10398 623390 SH DEFINED 02,04 623390 DYNEGY INC DEL CL A COM 26817G102 61857 7839991 SH DEFINED 02,03,04 7839991 E M C CORP MASS COM 268648102 223172 15562959 SH DEFINED 02,03,04 15562959 EMC INS GROUP INC COM 268664109 293 10900 SH DEFINED 02,04 10900 EMS TECH COM 26873N108 14926 549971 SH DEFINED 02,04 549971 ENSCO INTL INC COM 26874Q100 25188 402250 SH DEFINED 02,03,04 402250 ENI S.P.A. ADR SPONSORED ADR 26874R108 5 67 SH DEFINED 03 67 EOG RES INC COM 26875P101 29784 248194 SH DEFINED 02,03,04 248194 EPIQ SYSTEMS INC COM 26882D109 3553 228880 SH DEFINED 02,04 228880 E*TRADE FINANCIAL CORP COM 269246104 33 8600 SH DEFINED 02,04 8600 EXCO RESOURCES INC COM 269279402 12 600 SH DEFINED 02,04 600 EV3 INC COM 26928A200 4 400 SH DEFINED 02 400 EAGLE MATERIALS INC COM 26969P108 14 400 SH DEFINED 02 400 EAGLE TEST SYSTEMS I COM 270006109 2 200 SH DEFINED 02,04 200 EARTHLINK INC COM 270321102 486 64402 SH DEFINED 02,04 64402 EAST WEST BANCORP INC. COM 27579R104 26325 1483144 SH DEFINED 02,04 1483144 EASTGROUP PROPERTIES COM 277276101 2653 57100 SH DEFINED 02,04 57100 EASTMAN CHEM CO COM 277432100 247091 3956638 SH DEFINED 02,03,04 3956638 EASTMAN KODAK CO COM 277461109 17138 969899 SH DEFINED 02,04 969899 EATON CORP COM 278058102 56807 713019 SH DEFINED 02,03,04 713019 EATON VANCE CORP COM 278265103 5 171 SH DEFINED 03 171 EBAY INC COM 278642103 686545 23007538 SH DEFINED 02,03,04 23007538 ECHELON CORP COM 27874N105 39 2900 SH DEFINED 02 2900 ECHOSTAR HOLDING COR COM 278768106 5007 169492 SH DEFINED 02,04 169492 ECLIPSYS CORP COM 278856109 991 50527 SH DEFINED 02,04 50527 ECOLAB INC COM 278865100 156 3586 SH DEFINED 02,03 3586 EDISON INTL COM 281020107 435 8880 SH DEFINED 02,03,04 8880 EDUCATION REALTY TRU COM 28140H104 2 200 SH DEFINED 02 200 EDWARDS LIFESCIENCES COM 28176E108 5486 123150 SH DEFINED 02,04 123150 EHEALTH INC COM 28238P109 7256 328805 SH DEFINED 02,03,04 328805 EL PASO CORP COM 28336L109 4519 271600 SH DEFINED 02,04 271600 EL PASO ELEC.-NEW WI COM 283677854 12502 585024 SH DEFINED 02,03,04 585024 ELECTRO RENT CORP COM 285218103 4 200 SH DEFINED 02 200 ELECTRO SCIENTIFIC COM 285229100 2226 135040 SH DEFINED 02,04 135040 ELECTRONIC ARTS INC COM 285512109 64405 1290164 SH DEFINED 02,03,04 1290164 ELECTRONIC DATA SYSTEMS COM 285661104 43766 2628590 SH DEFINED 02,04 2628590 ELECTRONICS FOR IMAGING COM 286082102 3661 245380 SH DEFINED 02,04 245380 ELIZABETH ARDEN INC COM 28660G106 3235 162180 SH DEFINED 02,04 162180 PERRY ELLIS INTERNATIONA COM 288853104 1634 74860 SH SOLE 04 74860 EMBARQ CORP COM 29078E105 5381 134200 SH DEFINED 02,04 134200 EMBRASA BRASILIERA DE AD ADR 29081M102 451553 11428835 SH SOLE 04 11428835 EMCORE CORP COM 290846104 2134 370430 SH SOLE 04 370430 EMCOR GROUP INC COM 29084Q100 27411 1234158 SH DEFINED 02,03,04 1234158 EMERITUS CORP COM 291005106 4 200 SH DEFINED 02 200 EMERGENCY MEDICAL SVCS C COM 29100P102 7089 287111 SH DEFINED 02,03,04 287111 EMERSON ELEC CO COM 291011104 407723 7923113 SH DEFINED 02,03,04 7923113 EMMIS COMMUNICATIONS COM 291525103 0 200 SH DEFINED 02 200 EMMIS COMM A 6.25 CV NVT CPFD 291525202 18382 700000 SH SOLE 700000 EMPIRE DISTRICT ELEC COM 291641108 4 200 SH DEFINED 02,04 200 EMPLOYERS HOLDINGS I COM 292218104 316 17010 SH DEFINED 02,04 17010 EMULEX CORP COM 292475209 12221 752508 SH DEFINED 02,03,04 752508 ENBRIDGE ENERGY MGMT COM 29250X103 10 200 SH DEFINED 02 200 ENCORE BANCSHARES INC COM 29255V201 1250 71400 SH SOLE 04 71400 ENCORE ACQUISITION C COM 29255W100 1047 26004 SH DEFINED 02 26004 ENCORE WIRE CORP COM 292562105 499 27380 SH DEFINED 02,04 27380 ENDO PHARMACEUTICALS HLD COM 29264F205 16809 702120 SH SOLE 04 702120 ENERGY CONVERSION DE COM 292659109 12 400 SH DEFINED 02 400 ENERGEN CORP COM 29265N108 417 6690 SH DEFINED 02,03 6690 ENERGY EAST CORP COM 29266M109 2169 89961 SH DEFINED 03,04 89961 ENERGIZER HOLDINGS INC COM 29266R108 41977 463930 SH DEFINED 02,04 463930 ENERGY PARTNERS LTD COM 29270U105 56 5900 SH DEFINED 02 5900 ENERGYSOLUTIONS INC COM 292756202 26280 1145590 SH SOLE 04 1145590 ENERSYS INC COM 29275Y102 4 200 SH DEFINED 02,04 200 ENERNOC INC COM 292764107 1421 124599 SH DEFINED 03 124599 ENGLOBAL CORP COM 293306106 487 57010 SH SOLE 04 57010 ENNIS INC COM 293389102 2505 149269 SH DEFINED 02,04 149269 ENPRO INDUSTRIES INC COM 29355X107 13833 443536 SH DEFINED 02,04 443536 ENTEGRIS INC COM 29362U104 12120 1685610 SH DEFINED 02,04 1685610 ENTERCOM COMM CORP COM 293639100 935 94138 SH DEFINED 02 94138 ENTERGY CORP NEW COM 29364G103 8313 76201 SH DEFINED 02,03 76201 ENTERGY CV PFD CPFD 29364G202 5221 80000 SH SOLE 80000 ENTERTAINMENT PROPERTIES COM 29380T105 9285 188224 SH DEFINED 02,04 188224 ENTRAVISION COMMUNICATIO COM 29382R107 9217 1383950 SH DEFINED 02,04 1383950 ENZON PHARMACEUTICAL COM 293904108 29961 3253110 SH SOLE 04 3253110 ENZO BIOCHEM INC COM 294100102 2 200 SH DEFINED 02 200 EPICOR SOFTWARE CORP COM 29426L108 505 45110 SH DEFINED 02,04 45110 EQUIFAX INC. COM 294429105 54 1555 SH DEFINED 02,03 1555 EQUINIX INC COM 29444U502 11080 166636 SH DEFINED 02,03,04 166636 EQUITY LIFESTYLE PPTYS I COM 29472R108 3642 73757 SH DEFINED 02,03,04 73757 EQUITY ONE INC COM 294752100 4539 189373 SH DEFINED 02,04 189373 EQUITY RESIDENTIAL PPTYS COM 29476L107 15598 375946 SH DEFINED 02,03 375946 ERESEARCH TECHNOLOGY INC COM 29481V108 5479 441210 SH DEFINED 02,04 441210 ERIE INDEMNITY COMPA COM 29530P102 873 17060 SH DEFINED 02,04 17060 ESCO TECH INC COM 296315104 8560 215510 SH DEFINED 02,04 215510 ESPEED INC-CL A COM 296643109 2 200 SH DEFINED 02 200 ESSEX PPTY TR COM 297178105 9256 81216 SH DEFINED 02,03 81216 ESTERLINE TECHNOLOGI COM 297425100 15758 312850 SH DEFINED 02,04 312850 ETHAN ALLEN INTERIORS IN COM 297602104 6 200 SH DEFINED 02,04 200 EURONET WORLDWIDE INC COM 298736109 2071 107520 SH DEFINED 02,04 107520 EVERCORE PARTNERS INC COM 29977A105 2170 122248 SH DEFINED 02,03 122248 EVERGREEN ENERGY INC COM 30024B104 0 600 SH DEFINED 02 600 EVERGREEN SOLAR INC COM 30033R108 9143 986230 SH DEFINED 02,04 986230 EXAR CORP COM 300645108 4 400 SH DEFINED 02,04 400 EXCEL TECHNOLOGY INC COM 30067T103 11859 439877 SH DEFINED 02,04 439877 EXELON CORP COM 30161N101 332524 4091588 SH DEFINED 02,03,04 4091588 EXELIXIS INC COM 30161Q104 6 800 SH DEFINED 02 800 EXIDE TECHNOLOGIES COM 302051206 886 67660 SH DEFINED 02,04 67660 EXLSERVICE HOLDINGS COM 302081104 357 15560 SH DEFINED 02,04 15560 EXPEDIA INC DEL COM 30212P105 21625 987892 SH DEFINED 02,03,04 987892 EXPEDITORS INTL WASH INC COM 302130109 56326 1246699 SH DEFINED 02,03,04 1246699 EXPONENT INC COM 30214U102 10728 326673 SH DEFINED 02,04 326673 EXPRESS SCRIPTS INC COM 302182100 194043 3016833 SH DEFINED 02,03,04 3016833 EXTRA SPACE STORAGE INC COM 30225T102 4791 295916 SH DEFINED 02,03 295916 EXTERRAN HOLDINGS INC COM 30225X103 56748 879274 SH DEFINED 02,04 879274 EXTREME NETWORKS INC COM 30226D106 5116 1650308 SH DEFINED 02,04 1650308 EZCORP INC - CL A COM 302301106 882 71700 SH DEFINED 02,04 71700 EXXON MOBIL CORP COM 30231G102 1623188 19191155 SH DEFINED 02,03,04 19191155 FBL FINL GROUP INC -CL COM 30239F106 10111 354903 SH DEFINED 02,04 354903 FEI COMPANY COM 30241L109 46576 2133610 SH DEFINED 02,04 2133610 FLIR SYS INC COM 302445101 13451 447041 SH DEFINED 02,03,04 447041 FBR CAPITAL MARKETS COM 30247C301 2 200 SH DEFINED 02 200 FMC CORP COM 302491303 149448 2693237 SH DEFINED 02,03,04 2693237 FMC TECHNOLOGIES INC COM 30249U101 20785 365360 SH SOLE 04 365360 F.N.B. CORP COM 302520101 78 5000 SH DEFINED 02,04 5000 FPIC INSURANCE GROUP COM 302563101 3278 69540 SH DEFINED 02,04 69540 FPL GROUP INC. COM 302571104 16022 255368 SH DEFINED 02,03 255368 FSI INTL INC COM 302633102 2 1500 SH DEFINED 03 1500 FTD GROUP INC COM 30267U108 748 55770 SH DEFINED 02,04 55770 FX REAL ESTATE AND E COM 302709100 0 80 SH DEFINED 02 80 FTI CONSULTING INC COM 302941109 32777 461380 SH DEFINED 02,03,04 461380 FACTSET RESEARCH SYSTEMS COM 303075105 33900 629300 SH DEFINED 02 629300 FAIR ISAAC CORP COM 303250104 7370 342498 SH DEFINED 02,04 342498 FAIRCHILD SEMICO INTL CL COM 303726103 4190 351528 SH DEFINED 02,04 351528 FAIRPOINT COMMUNICATIONS COM 305560104 16351 1812700 SH DEFINED 02,04 1812700 FALCONSTOR SOFTWARE COM 306137100 2447 321560 SH DEFINED 02,04 321560 FAMILY DOLLAR STORES COM 307000109 92569 4747129 SH DEFINED 02,04 4747129 FARO TECHNOLOGIES INC COM 311642102 2685 86110 SH DEFINED 02,04 86110 FASTENAL CO. COM 311900104 111454 2426602 SH SOLE 04 2426602 FCSTONE GROUP INC COM 31308T100 8760 316250 SH DEFINED 02,04 316250 FED AGRICULTURAL MTG COR COM 313148306 875 33515 SH SOLE 04 33515 FREDDIE MAC COM 313400301 106385 4201600 SH DEFINED 02,04 4201600 FANNIE MAE COM 313586109 148 5600 SH DEFINED 02,04 5600 FEDERAL RLTY INVT TR COM 313747206 13231 169740 SH DEFINED 03 169740 FEDERAL SIGNAL CORP COM 313855108 6 400 SH DEFINED 02,04 400 FEDERATED INVS INC PA COM 314211103 580 14800 SH DEFINED 02 14800 FEDEX CORP COM 31428X106 168 1818 SH DEFINED 02,03 1818 FELCOR LODGING TR INC COM 31430F101 5785 480925 SH DEFINED 02,03,04 480925 FERRO CORP COM 315405100 7519 505976 SH DEFINED 02,03,04 505976 F5 NETWORKS INC COM 315616102 75063 4131186 SH DEFINED 02,04 4131186 FIBERTOWER CORP COM 31567R100 2 600 SH DEFINED 02 600 FIDELITY NATIONAL INFO COM 31620M106 38 1000 SH DEFINED 02,04 1000 FIDELITY NATIONAL FIN COM 31620R105 64719 3530777 SH SOLE 04 3530777 FIFTH THIRD BANCORP COM 316773100 15389 735634 SH DEFINED 02,03 735634 FINANCIAL FEDERAL CORP COM 317492106 1373 62960 SH DEFINED 02,04 62960 Financial Institutions COM 317585404 4634 244531 SH DEFINED 02 244531 FINISAR CORPORATION COM 31787A101 17464 13643169 SH DEFINED 02 13643169 THE FINISH LINE-CL A COM 317923100 2 400 SH DEFINED 02,04 400 FIRST ACCEPTANCE COR COM 318457108 0 200 SH DEFINED 02 200 FIRST AMERICAN CORP/CA COM 318522307 19927 587135 SH SOLE 04 587135 FIRST BANCORP P R COM 318672102 6 600 SH DEFINED 02 600 FIRST BUSEY CORP COM 319383105 4 200 SH DEFINED 02,04 200 FIRST CASH FINANCIAL SVC COM 31942D107 2 200 SH DEFINED 02 200 FIRST CHARTER CORP COM 319439105 6 200 SH DEFINED 02 200 FIRST COMMONWEALTH F COM 319829107 6 600 SH DEFINED 02 600 FIRST CMNTY BANCORP CALI COM 31983B101 557 20762 SH DEFINED 02,03 20762 FIRST FINL BANCORP OH COM 320209109 65 4907 SH DEFINED 02,03,04 4907 FIRST FINL BANKSHARE COM 32020R109 8 200 SH DEFINED 02 200 FIRST HORIZON NATL CORP COM 320517105 12 800 SH DEFINED 02,04 800 FIRST INDL RLTY TR INC COM 32054K103 24005 777107 SH DEFINED 02,03,04 777107 FIRST MARBLEHEAD CORP COM 320771108 4 600 SH DEFINED 02 600 FIRST MERCHANTS CORP COM 320817109 1509 52850 SH DEFINED 02,04 52850 FIRST MIDWEST BANCOR COM 320867104 12 400 SH DEFINED 02 400 FIRST NIAGARA FINANCIAL COM 33582V108 4202 309222 SH DEFINED 02,04 309222 FIRST POTOMAC REALTY TRS COM 33610F109 652 42400 SH DEFINED 02 42400 FIRST PLACE FINANCIA COM 33610T109 2 200 SH DEFINED 02 200 FIRST SECURITY GROUP INC COM 336312103 1003 110500 SH SOLE 04 110500 FIRST ST BANCORPORATION COM 336453105 95 7154 SH DEFINED 02,03 7154 1ST SOURCE CORP COM 336901103 4 200 SH DEFINED 02 200 FISERV INC COM 337738108 255 5313 SH DEFINED 02,03,04 5313 FIRSTFED FINANCIAL CORP COM 337907109 6 200 SH DEFINED 02,04 200 FIRSTMERIT CORP COM 337915102 5550 268660 SH DEFINED 02,03,04 268660 FLAGSTAR BANCORP INC COM 337930101 2 400 SH DEFINED 02 400 FIRSTENERGY CORP COM 337932107 290514 4233664 SH DEFINED 02,03,04 4233664 TMO 3 1/4 3/1/24 C CONB 338032AX3 6225 4000000 SH SOLE 4000000 FLEETWOOD ENTERPRISES IN COM 339099103 1287 279920 SH DEFINED 02,04 279920 FLOTEK INDUSTRIES IN COM 343389102 1244 85280 SH DEFINED 02,04 85280 FLUOR CORP NEW COM 343412102 9684 68596 SH DEFINED 02,03,04 68596 FLOWERS FOODS INC COM 343498101 17601 711129 SH DEFINED 02,04 711129 FLOWSERVE CORP COM 34354P105 2517 24110 SH SOLE 04 24110 FOCUS MEDIA HOLDING-ADR ADR 34415V109 180903 5146600 SH SOLE 04 5146600 FOMENTO ECONOM MEX ADR ADR 344419106 111752 2674770 SH SOLE 04 2674770 FORCE PROTECTION COM 345203202 2 600 SH DEFINED 02 600 FORD MTR CO DEL COM 345370860 70585 12339996 SH DEFINED 02,03,04 12339996 F 4 1/4 12/15/36 CV CONB 345370CF5 4313 5000000 SH SOLE 5000000 FOREST CITY ENTERPRI COM 345550107 63 1700 SH SOLE 1700 FOREST LABS INC COM 345838106 10944 273532 SH DEFINED 02,03,04 273532 FOREST OIL CORP COM 346091705 1009 20600 SH DEFINED 02,04 20600 FORESTAR REAL ESTATE GRP COM 346233109 4 200 SH DEFINED 02 200 FORMFACTOR INC COM 346375108 12 600 SH DEFINED 02,04 600 FORRESTER RESEARCH INC. COM 346563109 8159 306967 SH DEFINED 02,04 306967 FORTRESS INVESTMENT CL A COM 34958B106 62940 5125399 SH SOLE 04 5125399 FORTUNE BRANDS INC COM 349631101 56 800 SH DEFINED 02 800 FORWARD AIR CORPORATION COM 349853101 8 200 SH DEFINED 02 200 FOSSIL INC COM 349882100 20779 680390 SH DEFINED 02,04 680390 FOSTER (LB) CO -CL A COM 350060109 5924 137570 SH DEFINED 02,04 137570 FOUNDATION COAL HOLD COM 35039W100 11488 228250 SH DEFINED 02,04 228250 FOUNDRY NETWORKS INC COM 35063R100 26837 2317542 SH DEFINED 02,04 2317542 FRANCE TELECOM ADR 35177Q105 30 898 SH DEFINED 03 898 FRANKLIN BNK CORP/HOUSTO COM 352451108 502 165782 SH DEFINED 02 165782 FRANKLIN ELECTRIC CO COM 353514102 6 200 SH DEFINED 02 200 FRANKLIN RES INC COM 354613101 85 874 SH DEFINED 02,03,04 874 FRNKLIN ST PROP REIT COM 35471R106 8 600 SH DEFINED 02 600 FREDS INC COM 356108100 4 400 SH DEFINED 02,04 400 FREEPORT 6.75% CV NVT CPFD 35671D782 13308 94750 SH SOLE 94750 FREEPORT MCMORAN COPPER& COM 35671D857 297368 3090494 SH DEFINED 02,03,04 3090494 FREIGHTCAR AMERICA INC COM 357023100 673 19640 SH DEFINED 02,04 19640 FREMONT GENERAL CORP COM 357288109 0 600 SH DEFINED 02 600 FRIEDMAN BILLINGS RAMSEY COM 358434108 2 1200 SH DEFINED 02 1200 FRONTIER FINANCIAL CORP COM 35907K105 775 43817 SH DEFINED 02,04 43817 FRONTIER OIL CORP COM 35914P105 18300 671282 SH DEFINED 02,03,04 671282 FROZEN FOOD EXPRESS IND COM 359360104 624 78600 SH DEFINED 02 78600 FUEL-TECH INC. N.V. COM 359523107 6073 296267 SH DEFINED 02,03,04 296267 FUELCELL ENERGY INC COM 35952H106 4 600 SH DEFINED 02,04 600 FUEL SYSTEMS SOLUTIONS COM 35952W103 307 23040 SH SOLE 04 23040 FULLER H B CO COM 359694106 11488 562848 SH DEFINED 02,03,04 562848 FULTON FINANCIAL CORP COM 360271100 18 1400 SH DEFINED 02 1400 FURNITURE BRANDS INT COM 360921100 115 9900 SH DEFINED 02,04 9900 G & K SVCS INC COM 361268105 3677 103265 SH DEFINED 02,03,04 103265 GAMCO INVESTORS INC COM 361438104 13103 260190 SH SOLE 04 260190 GATX CORP COM 361448103 3375 86390 SH DEFINED 02,03,04 86390 GEO GROUP INC COM 36159R103 8105 284993 SH DEFINED 02,03 284993 GFI GROUP INC COM 361652209 9771 173949 SH DEFINED 02,03,04 173949 GMH CMNTYS TR COM 36188G102 253 29117 SH DEFINED 02,03 29117 GP Strategies Corp COM 36225V104 7116 749100 SH DEFINED 02 749100 GSI LUMONICS INC COM 36229U102 67 8493 SH DEFINED 02 8493 GSI COMMERCE INC COM 36238G102 2 200 SH DEFINED 02 200 GAIAM INC COM 36268Q103 4228 244110 SH DEFINED 02,04 244110 ARTHUR J GALLAGHER & COM 363576109 846 35800 SH DEFINED 02 35800 GAMESTOP CORP-CL A COM 36467W109 17788 344000 SH DEFINED 02,04 344000 GANNETT INC DEL COM 364730101 24292 836214 SH DEFINED 02,03,04 836214 G A P INC COM 364760108 125115 6357456 SH DEFINED 02,03,04 6357456 GARDNER DENVER MACHY INC COM 365558105 26184 705786 SH DEFINED 02,03,04 705786 GARTNER GROUP INC NEW COM 366651107 12829 663398 SH DEFINED 02,03,04 663398 GATEHOUSE MEDIA INC COM 367348109 2 200 SH DEFINED 02 200 GAYLORD ENTMT CO NEW COM 367905106 64791 2139030 SH DEFINED 02,03,04 2139030 GEN-PROBE INC COM 36866T103 4550 94400 SH DEFINED 02 94400 GEMSTAR-TV GUIDE INTL IN COM 36866W106 18 3761 SH DEFINED 02,04 3761 GENCORP INC COM 368682100 10 1000 SH DEFINED 02 1000 GENENTECH INC COM 368710406 53843 663263 SH DEFINED 02,03,04 663263 GENERAL CABLE CORP COM 369300108 3432 58100 SH DEFINED 02 58100 GENERAL COMMUNICATION -A COM 369385109 546 88900 SH DEFINED 02,04 88900 GENERAL DYNAMICS CORP COM 369550108 216910 2601773 SH DEFINED 02,04 2601773 GENERAL ELEC CO COM 369604103 921637 24902405 SH DEFINED 02,03,04 24902405 GENERAL GROWTH PPTYS INC COM 370021107 75829 1986620 SH DEFINED 02,03,04 1986620 GENERAL MILLS INCORPOR COM 370334104 185 3086 SH DEFINED 02,03 3086 GENERAL MOLY INC COM 370373102 4 400 SH DEFINED 02,04 400 GENERAL MOTORS COM 370442105 60 3200 SH DEFINED 02,04 3200 GENERAL MOTORS 6.25% CV CPFD 370442717 5775 350000 SH SOLE 350000 GENESCO INC COM 371532102 4 200 SH DEFINED 02 200 GENESEE & WYOMING INC - COM 371559105 14 400 SH DEFINED 02 400 GENTEX CORP COM 371901109 15741 917879 SH DEFINED 02,03,04 917879 GENOPTIX INC COM 37243V100 9312 372351 SH DEFINED 02,03 372351 GENOMIC HEALTH INC COM 37244C101 6604 349629 SH DEFINED 02,03 349629 GENTEK INC COM 37245X203 740 24590 SH SOLE 04 24590 GENUINE PARTS CO COM 372460105 3869 96218 SH DEFINED 02,03 96218 GENTIVA HEALTH SERV COM 37247A102 4 200 SH DEFINED 02,04 200 GENWORTH FINANCIAL INC COM 37247D106 47257 2087289 SH DEFINED 02,03,04 2087289 GEOGLOBAL RESOURCES COM 37249T109 2 400 SH DEFINED 02 400 GEOEYE INC COM 37250W108 5052 194370 SH SOLE 04 194370 GEOKINETICS INC COM 372910307 197 10912 SH DEFINED 02,03 10912 GENZYME CORP COM 372917104 3711 49777 SH DEFINED 02,03 49777 GEORGIA GULF CORP COM 373200203 2 200 SH DEFINED 02 200 GERBER SCIENTIFIC INC COM 373730100 1405 158130 SH DEFINED 02,04 158130 GERON CORP COM 374163103 2 600 SH DEFINED 02 600 GETTY IMAGES INC COM 374276103 12205 381430 SH DEFINED 02,04 381430 GETTY REALTY CORP COM 374297109 4 200 SH DEFINED 02 200 GEVITY HR INC COM 374393106 59 6765 SH DEFINED 02,03 6765 GIBRALTAR IND COM 374689107 1250 106572 SH DEFINED 02 106572 GILEAD SCIENCES INC COM 375558103 484841 9408899 SH DEFINED 02,03,04 9408899 GILD 1/2 5/1/11 C CONB 375558AG8 2845 2000000 SH SOLE 2000000 GLACIER BANCORP INC COM 37637Q105 395 20600 SH DEFINED 02 20600 GLATFELTER COM 377316104 1813 120000 SH DEFINED 02,04 120000 GLAXOSMITHKLINE PLC ADR ADR 37733W105 7 170 SH DEFINED 03 170 GLOBAL CASH ACCESS H COM 378967103 2 400 SH DEFINED 02,04 400 GLOBALSTAR INC COM 378973408 2 200 SH DEFINED 02 200 GLIMCHER REALTY TRUST COM 379302102 716 59864 SH DEFINED 02,04 59864 GLOBAL INDUSTRIES LTD COM 379336100 11238 698444 SH DEFINED 02,04 698444 GLOBAL PMTS INC COM 37940X102 4155 100469 SH DEFINED 02,03,04 100469 GLOBECOMM SYSTEMS IN COM 37956X103 236 27180 SH SOLE 04 27180 GOLDCORP INC COM 380956409 128769 3323068 SH SOLE 3323068 GOLDMAN SACHS GROUP INC COM 38141G104 726803 4394485 SH DEFINED 02,03,04 4394485 GOODRICH B F CO COM 382388106 51858 901717 SH DEFINED 02,03,04 901717 GOODRICH PETROLEUM COM 382410405 629 20900 SH DEFINED 02 20900 GOODYEAR TIRE & RUBBER C COM 382550101 57389 2224413 SH DEFINED 02,04 2224413 GOOGLE INC COM 38259P508 923959 2097666 SH DEFINED 02,03,04 2097666 GORMAN-RUPP CO COM 383082104 2788 84780 SH DEFINED 02,04 84780 W.R. GRACE & CO. COM 38388F108 2447 107223 SH DEFINED 02,04 107223 GRACO INC COM 384109104 22 600 SH DEFINED 02 600 GRAFTECH INTL LTD COM 384313102 33937 2093604 SH DEFINED 02,03,04 2093604 GRAINGER W W INC COM 384802104 2312 30275 SH DEFINED 02,03,04 30275 GRAMERCY CAP CORP COM 384871109 6151 293876 SH DEFINED 02,03,04 293876 GRANITE CONSTR INC COM 387328107 85358 2609530 SH DEFINED 02,03,04 2609530 GRANT PRIDECO INC COM 38821G101 407 8277 SH DEFINED 03 8277 GRAPHIC PACKAGING HLDG COM 388689101 2 800 SH DEFINED 02 800 GRAY TELEVISION INC COM 389375106 427 75100 SH DEFINED 02,04 75100 GREAT ATLANTIC & PAC COM 390064103 6 224 SH DEFINED 02 224 GREAT LAKES DREDGE & DOC COM 390607109 3306 639486 SH DEFINED 02 639486 Great Southern Bancorp COM 390905107 62 4000 SH DEFINED 02 4000 GREAT PLAINS ENERGY COM 391164100 20 800 SH DEFINED 02 800 GREAT WOLF RESORTS I COM 391523107 2 200 SH DEFINED 02 200 GREATBATCH INC COM 39153L106 15 800 SH DEFINED 02,04 800 GREEN MOUNTAIN COFFE COM 393122106 4565 144210 SH DEFINED 02,04 144210 GREENBRIER COMPANIES INC COM 393657101 6 200 SH DEFINED 02,04 200 GREENFIELD ONLINE COM 395150105 3267 275440 SH SOLE 04 275440 GREENHILL & CO INC COM 395259104 5725 82310 SH DEFINED 02,04 82310 GREIF, INC COM 397624107 14759 217270 SH DEFINED 02,04 217270 GREY WOLF INC COM 397888108 1650 243380 SH DEFINED 02,04 243380 GRIFFON CORPORATION COM 398433102 2 200 SH DEFINED 02 200 GROUP 1 AUTOMOTIVE INC COM 398905109 216 9216 SH DEFINED 02,04 9216 GRUPO TELEVISA SA SPONS ADR 40049J206 511400 21097354 SH SOLE 04 21097354 GTX INC COM 40052B108 4 200 SH DEFINED 02 200 GUARANTY FINANCIAL GRP COM 40108N106 2 200 SH DEFINED 02 200 GUESS INC COM 401617105 5432 134224 SH DEFINED 03 134224 GULF ISLAND FABRICATION COM 402307102 8355 290930 SH DEFINED 02,03,04 290930 GULFMARK OFFSHORE INC COM 402629109 16182 295740 SH DEFINED 02,04 295740 GULFPORT ENERGY CORP COM 402635304 141 13330 SH DEFINED 02,04 13330 GYMBOREE CORP COM 403777105 315 7900 SH DEFINED 02,04 7900 H&E EQUIPMENT SERVIC COM 404030108 2 200 SH DEFINED 02 200 HCC INS HLDGS INC COM 404132102 12420 547345 SH DEFINED 02,03,04 547345 HCP INC COM 40414L109 24 700 SH DEFINED 02 700 HDFC BANK LTD ADR ADR 40415F101 181901 1851600 SH SOLE 04 1851600 HLTH CORP COM 40422Y101 2046 214390 SH DEFINED 02,04 214390 HNI CORP COM 404251100 1506 56020 SH DEFINED 02,04 56020 HMS HLDGS CORP COM 40425J101 16292 570644 SH DEFINED 02,03,04 570644 HRPT PROPERTIES TRUST COM 40426W101 890 132200 SH DEFINED 02 132200 HSBC HLDGS PLC ADR SPONS ADR 404280406 2 23 SH DEFINED 03 23 HAEMONETICS CORP/MAS COM 405024100 12 200 SH DEFINED 02 200 HAIN CELESTIAL GROUP INC COM 405217100 56 1900 SH DEFINED 02 1900 HALLIBURTON CO COM 406216101 315661 8025971 SH DEFINED 02,03,04 8025971 HALLMARK FINL SERVIC COM 40624Q203 969 86800 SH SOLE 04 86800 HALOZYME THERAPEUTICS COM 40637H109 771 121180 SH DEFINED 02,04 121180 HANCOCK HLDG CO COM 410120109 756 18000 SH DEFINED 02,04 18000 HANESBRANDS INC COM 410345102 3980 136298 SH DEFINED 02,04 136298 HANGER ORTHOPEDIC GROUP COM 41043F208 783 72600 SH SOLE 04 72600 HANMI FINANCIAL CORP COM 410495105 2 400 SH DEFINED 02,04 400 HANOVER INSURANCE GROUP COM 410867105 666 16200 SH DEFINED 02,04 16200 HANSEN NAT CORP COM 411310105 9984 282866 SH DEFINED 02,03,04 282866 HARDINGE INC COM 412324303 1095 79620 SH DEFINED 02,04 79620 HARLEY DAVIDSON INC COM 412822108 53 1430 SH DEFINED 02,03 1430 HARLEYSVILLE GROUP INC COM 412824104 8747 242345 SH DEFINED 02,03,04 242345 HARLEYSVILLE NATIONA COM 412850109 2 200 SH DEFINED 02,04 200 HARMAN INTERNATIONAL COM 413086109 18 400 SH DEFINED 02,04 400 HARMONIC INC COM 413160102 11798 1552330 SH DEFINED 02,04 1552330 HARRIS CORP. COM 413875105 15922 328090 SH SOLE 04 328090 HARRIS INTERACTIVE INC COM 414549105 2 400 SH DEFINED 02,04 400 HARRIS STRATEX NETWO COM 41457P106 2 200 SH DEFINED 02 200 HARSCO CORP COM 415864107 477 8604 SH DEFINED 03,04 8604 HARTE-HANKS INC COM 416196103 6 400 SH DEFINED 02,04 400 HARTFORD FINL SVCS GROUP COM 416515104 68859 908782 SH DEFINED 02,03,04 908782 HARVEST NATURAL RESO COM 41754V103 4 400 SH DEFINED 02 400 HASBRO INC COM 418056107 2498 89524 SH DEFINED 02,03,04 89524 HAWAIIAN ELECTRIC IN COM 419870100 14 600 SH DEFINED 02,04 600 HAYES LEMMERZ INTERN COM 420781304 284 101630 SH SOLE 04 101630 HAYNES INTERNATIONAL INC COM 420877201 881 16044 SH DEFINED 02,04 16044 HEALTHCARE SVCS GROUP IN COM 421906108 2087 101132 SH DEFINED 02,03 101132 HEALTHSOUTH CORP COM 421924309 10 600 SH DEFINED 02 600 HEALTH MGMT ASSOC INC A COM 421933102 10 2000 SH DEFINED 02 2000 HEALTHCARE REALTY TRUST COM 421946104 10 400 SH DEFINED 02 400 HEADWATERS INC COM 42210P102 35 2637 SH DEFINED 02 2637 HEALTH CARE REIT INC COM 42217K106 12063 267292 SH DEFINED 02,03 267292 HEALTHEXTRAS INC COM 422211102 12 500 SH DEFINED 02 500 HEALTH NET INC COM 42222G108 84575 2745931 SH DEFINED 02,04 2745931 HEALTHWAYS INC COM 422245100 14621 413700 SH DEFINED 02,04 413700 HEALTHSPRING INC COM 42224N101 16739 1188850 SH DEFINED 02,04 1188850 HEARST-ARGYLE TELEVI COM 422317107 4 200 SH DEFINED 02 200 HEARTLAND EXPRESS INC COM 422347104 8 600 SH DEFINED 02,04 600 HEARTLAND PAYMENT SYSTEM COM 42235N108 10762 467730 SH DEFINED 02,04 467730 HECLA MINING COM 422704106 32789 2938080 SH DEFINED 02,04 2938080 HEICO CORP NEW COM 422806109 16661 341770 SH DEFINED 02,03,04 341770 HEIDRICK & STRUGGLES COM 422819102 5443 167337 SH DEFINED 02,04 167337 HEINZ H J CO COM 423074103 299 6372 SH DEFINED 02,03,04 6372 HELIX ENERGY SOLUTIONS G COM 42330P107 1499 47576 SH DEFINED 02,03,04 47576 HELMERICH & PAYNE COM 423452101 38 800 SH DEFINED 02 800 HENRY (JACK) & ASSOC COM 426281101 12147 492350 SH DEFINED 02,04 492350 HERCULES INC COM 427056106 13624 744913 SH DEFINED 02,03,04 744913 HERCULES OFFSHORE INC COM 427093109 20 800 SH DEFINED 02,04 800 HERLEY INDUSTRIES IN COM 427398102 29 2800 SH SOLE 2800 HERSHA HOSPITALITY TR COM 427825104 2528 280005 SH DEFINED 02,03,04 280005 HERSHEY FOODS CORP COM 427866108 688 18261 SH DEFINED 02,03 18261 HESS CORP COM 42809H107 148950 1689159 SH DEFINED 02,03,04 1689159 HEWITT ASSOCIATES INC COM 42822Q100 24130 606740 SH DEFINED 02,04 606740 HEWLETT PACKARD CO COM 428236103 523014 11454551 SH DEFINED 02,03,04 11454551 HEXCEL CORP COM 428291108 33 1700 SH DEFINED 02 1700 HIBBETT SPORTS INC COM 428567101 802 51955 SH DEFINED 02,03,04 51955 HIGHWOODS PPTYS INC COM 431284108 5779 186000 SH DEFINED 02,04 186000 HILB, ROGAL & HAMILTON C COM 431294107 1913 60810 SH DEFINED 02,04 60810 HILL INTERNATIONAL INC COM 431466101 7090 566810 SH DEFINED 02,04 566810 HILLTOP HOLDINGS INC COM 432748101 4 400 SH DEFINED 02 400 HITACHI LTD SPONS ADR ADR 433578507 4 69 SH DEFINED 03 69 HITTITE MICROWAVE CORP COM 43365Y104 8 200 SH DEFINED 02,04 200 HOLLY CORP COM 435758305 15123 348376 SH DEFINED 02,03,04 348376 HOLOGIC INC COM 436440101 15172 272877 SH DEFINED 02,03,04 272877 HOLX 2 12/15/37 CV CONB 436440AA9 4348 4500000 SH SOLE 4500000 HOME DEPOT INC COM 437076102 30133 1077327 SH DEFINED 02,03,04 1077327 HOME PROPERTIES NEW YORK COM 437306103 2438 50800 SH DEFINED 02,04 50800 HONEYWELL INTL INC COM 438516106 188207 3335818 SH DEFINED 02,03,04 3335818 HOOKER FURNITURE CORP COM 439038100 2088 93450 SH SOLE 04 93450 HOOPER HOLMES INC COM 439104100 82 124987 SH DEFINED 02,03 124987 HORACE MANN EDUCATORS COM 440327104 4958 283674 SH DEFINED 02,04 283674 HORIZON LINES INC COM 44044K101 4 200 SH DEFINED 02,04 200 HORMEL FOODS CORP COM 440452100 1494 35870 SH DEFINED 02,04 35870 HORNBECK OFFSHORE SVCS I COM 440543106 17679 387098 SH DEFINED 02,03,04 387098 HOSPIRA INC COM 441060100 67968 1589177 SH DEFINED 02,03,04 1589177 Hospitality Pptys Trust COM 44106M102 14 400 SH DEFINED 02 400 HOST MARRIOTT CORP NEW COM 44107P104 25635 1610231 SH DEFINED 02,03 1610231 HOT TOPIC, INC. COM 441339108 1181 274090 SH DEFINED 02,04 274090 HOUSTON WIRE & CABLE COM 44244K109 6977 435498 SH DEFINED 02,04 435498 HOVNANIAN ENTERPRISE COM 442487203 2 200 SH DEFINED 02 200 HUB GROUP INC -CL A COM 443320106 574 17456 SH DEFINED 02,04 17456 HUBBELL, INC. COM 443510201 140 3200 SH DEFINED 02,04 3200 HUDSON CITY BANCORP INC COM 443683107 7308 413369 SH DEFINED 02,03,04 413369 HUDSON HIGHLAND GRP INC COM 443792106 1427 168470 SH DEFINED 02,04 168470 HUMANA INC COM 444859102 45687 1018438 SH DEFINED 02,03,04 1018438 HUMAN GENOME SCIENCES IN COM 444903108 10397 1765168 SH DEFINED 02,03,04 1765168 HGSI 2 1/4 8/15/12 C CONB 444903AM0 12775 17500000 SH SOLE 17500000 HUNTINGTON BANCSHARES IN COM 446150104 107 9961 SH DEFINED 02,03 9961 HURCO COMPANIES INC COM 447324104 4774 102050 SH SOLE 04 102050 HURON CONSULTING GROUP I COM 447462102 1694 40774 SH DEFINED 02,03 40774 HUTCHINSON TECHNOLOGY IN COM 448407106 38 2380 SH DEFINED 02,04 2380 IDT CORP COM 448947101 0 200 SH DEFINED 02 200 IDT CORP-CL B COM 448947309 2 400 SH DEFINED 02 400 HYPERCOM CORP COM 44913M105 1380 317880 SH DEFINED 02,04 317880 IAC / INTERACTIVECORP COM 44919P300 454 21901 SH DEFINED 02,03,04 21901 ICF INTERNATIONAL INC COM 44925C103 2900 144650 SH SOLE 04 144650 ICO INC COM 449293109 2156 310612 SH SOLE 04 310612 ICU MEDICAL COM 44930G107 6 200 SH DEFINED 02 200 I-FLOW CORP COM 449520303 265 18900 SH DEFINED 02 18900 IHOP CORPORATION COM 449623107 19 400 SH DEFINED 02,04 400 IPG PHOTONICS CORP COM 44980X109 1855 118215 SH DEFINED 02,03 118215 IPCS INC COM 44980Y305 4 200 SH DEFINED 02 200 IMS HEALTH INC COM 449934108 225 10683 SH DEFINED 02,03 10683 ISTAR FINANCIAL INC COM 45031U101 9019 642816 SH DEFINED 02 642816 ITT EDUCATIONAL SVCS INC COM 45068B109 15238 331767 SH DEFINED 02,03,04 331767 IXIA COM 45071R109 4247 547355 SH DEFINED 02,04 547355 IBERIABANK CORP COM 450828108 4363 98594 SH DEFINED 02,04 98594 ITT CORPORATION COM 450911102 6995 135020 SH DEFINED 02,04 135020 IAMGOLD CORP COM 450913108 24572 3352300 SH SOLE 3352300 ICON PUB LTD CO ADR 45103T107 16153 248924 SH DEFINED 03 248924 ICICI BANK SPON ADR ADR 45104G104 163213 4273720 SH SOLE 04 4273720 ICONIX BRAND GROUP INC COM 451055107 6930 399470 SH DEFINED 02,04 399470 IDACORP INC COM 451107106 12 400 SH DEFINED 02 400 IDEARC INC COM 451663108 0 0 SH DEFINED 03,04 0 IDEX CORP COM 45167R104 10089 328740 SH DEFINED 02,04 328740 IDEXX LABORATORIES CORP COM 45168D104 54566 1107690 SH DEFINED 02,03,04 1107690 IGATE CORP COM 45169U105 153 21500 SH DEFINED 02 21500 IKON OFFICE SOLUTIONS COM 451713101 3598 473428 SH DEFINED 02,04 473428 IHS INC COM 451734107 50526 785674 SH DEFINED 02,03,04 785674 ILLINOIS TOOL WKS INC COM 452308109 145 3019 SH DEFINED 02,03,04 3019 ILLUMINA INC COM 452327109 21606 284674 SH DEFINED 02,03,04 284674 IMATION CORPORATION COM 45245A107 4 200 SH DEFINED 02,04 200 IMCLONE SYS INC COM 45245W109 2798 65965 SH DEFINED 02,03 65965 IMERGENT INC COM 45247Q100 1664 146120 SH SOLE 04 146120 IMMUCOR INC COM 452526106 2094 98129 SH DEFINED 02,03,04 98129 IMMUNOGEN, INCORPORATED COM 45253H101 15 4300 SH SOLE 4300 IMPERIAL SUGAR CO COM 453096208 1698 90240 SH SOLE 04 90240 INCYTE CORP COM 45337C102 794 75600 SH DEFINED 02,04 75600 INDEPENDENT BANK COR COM 453836108 753 25490 SH DEFINED 02,04 25490 INDEPENDENT BANK CORP COM 453838104 2 200 SH DEFINED 02,04 200 INDEVUS PHARMACEUTICALS COM 454072109 2 600 SH DEFINED 02 600 INDYMAC BANCORP INC COM 456607100 2 600 SH DEFINED 02 600 INFINITY PROP & CASUALTY COM 45665Q103 5769 138682 SH DEFINED 02,04 138682 INFORMATICA CORP COM 45666Q102 22452 1316050 SH DEFINED 02,04 1316050 INFINERA CORP COM 45667G103 8 600 SH DEFINED 02 600 INFOSYS TECHNOLOGIES ADR ADR 456788108 54478 1523000 SH SOLE 04 1523000 INFOSPACE INC COM 45678T201 225 19500 SH DEFINED 02 19500 INFOUSA INC COM 456818301 2 200 SH DEFINED 02 200 INGLES MARKETS INC -CL COM 457030104 3265 132790 SH DEFINED 02,04 132790 Ingram Micro Inc Cl A COM 457153104 57 3600 SH DEFINED 02,04 3600 INLAND REAL ESTATE CORP COM 457461200 5607 368600 SH DEFINED 02,04 368600 INSIGHT ENTERPRISES INC COM 45765U103 8203 468794 SH DEFINED 02,04 468794 INSITUFORM TECHNOLOGIES COM 457667103 2 200 SH DEFINED 02,04 200 INNOSPEC INC COM 45768S105 3270 154235 SH DEFINED 02,04 154235 INNERWORKINGS INC COM 45773Y105 2094 149270 SH DEFINED 02,04 149270 INNOPHOS HOLDINGS COM 45774N108 1539 95670 SH SOLE 04 95670 INSULET CORP COM 45784P101 2 200 SH DEFINED 02 200 INTEGRA LIFESCIENCES COR COM 457985208 8 200 SH DEFINED 02 200 INTEGRATED DEVICE TECH COM 458118106 14 1600 SH DEFINED 02,04 1600 INTEGRATED ELECTRICAL SV COM 45811E301 1978 125920 SH SOLE 04 125920 INTEL CORP COM 458140100 466068 22005105 SH DEFINED 02,03,04 22005105 INTC 2.95 12/15/35 C CONB 458140AD2 1973 2000000 SH SOLE 2000000 INTEGRA BANK CORPORA COM 45814P105 4 200 SH DEFINED 02,04 200 INTELLON CORPORATION COM 45816W504 738 150000 SH SOLE 04 150000 INTEGRYS ENERGY GROUP COM 45822P105 96 2063 SH DEFINED 02,03 2063 INTERACTIVE INTELL INC COM 45839M103 2621 222740 SH DEFINED 02,04 222740 INTERACTIVE DATA CORP COM 45840J107 370 13000 SH DEFINED 02,04 13000 INTERACTIVE BROKERS COM 45841N107 5724 223000 SH DEFINED 02,04 223000 INTERCONTINENTALEXCHANGE COM 45865V100 92 707 SH DEFINED 02,03,04 707 INTERFACE INC COM 458665106 13333 948992 SH DEFINED 02,03,04 948992 INTERDIGITAL INC COM 45867G101 3691 186310 SH DEFINED 02,04 186310 INTERLINE BRANDS INC COM 458743101 4 200 SH DEFINED 02 200 INTERMEC INC COM 458786100 351 15800 SH DEFINED 02,04 15800 INTERMUNE INC COM 45884X103 29835 2046300 SH DEFINED 02,04 2046300 INTERNAP NETWORK SVCS COM 45885A300 2 400 SH DEFINED 02 400 INTL BANCSHARES CORP COM 459044103 10 400 SH DEFINED 02,04 400 I B M COM 459200101 400270 3476377 SH DEFINED 02,03,04 3476377 INTERNATIONAL COAL G COM 45928H106 6 1000 SH DEFINED 02 1000 INTL FLAVORS & FRAGRANCE COM 459506101 137 3100 SH DEFINED 02 3100 INTERNATIONAL GAME TECH COM 459902102 126104 3136144 SH DEFINED 02,03,04 3136144 INTERNATIONAL PAPER CO COM 460146103 23249 854760 SH DEFINED 02,03,04 854760 INTL RECTIFIER CORP. COM 460254105 12 600 SH DEFINED 02 600 INTL SPEEDWAY CORP-C COM 460335201 8 200 SH DEFINED 02,04 200 INTERPUBLIC GROUP COS IN COM 460690100 51453 6118100 SH DEFINED 02,03 6118100 INTERSIL CORP COM 46069S109 24038 936430 SH SOLE 04 936430 INTERVOICE-BRITE INC COM 461142101 2368 297473 SH DEFINED 02,03,04 297473 INTERWOVEN INC COM 46114T508 3033 283934 SH DEFINED 02,04 283934 INTUIT INC COM 461202103 284606 10537050 SH DEFINED 02,03,04 10537050 INVACARE CORP COM 461203101 924 41440 SH DEFINED 02,04 41440 INTUITIVE SURGICAL INC COM 46120E602 85042 262194 SH DEFINED 02,03,04 262194 INVENTIV HEALTH INC COM 46122E105 3140 108957 SH DEFINED 02,03 108957 INVERNESS MED INNOVATION COM 46126P106 6500 215972 SH DEFINED 02,03,04 215972 INVESTMENT TECH GROUP COM 46145F105 48976 1060560 SH DEFINED 02,04 1060560 INVESTOOLS INC COM 46145P103 4 400 SH DEFINED 02,04 400 INVESTORS BANCORP IN COM 46146P102 6 400 SH DEFINED 02,04 400 INVESTORS REIT COM 461730103 1604 164054 SH DEFINED 02 164054 INVITROGEN CORP COM 46185R100 26050 304790 SH SOLE 04 304790 IOMEGA CORP COM 462030305 1123 314500 SH SOLE 04 314500 ION GEOPHYSICAL CORP COM 462044108 8 600 SH DEFINED 02,04 600 IOWA TELECOMM SERV COM 462594201 2051 115670 SH DEFINED 02,04 115670 IPASS INC COM 46261V108 2 400 SH DEFINED 02 400 IRIS INTERNATIONAL I COM 46270W105 1548 116650 SH SOLE 04 116650 IROBOT CORP COM 462726100 34858 2037300 SH SOLE 2037300 IRON MTN INC PA COM 462846106 16 620 SH DEFINED 03 620 IRWIN FINANCIAL CORP COM 464119106 2 200 SH DEFINED 02 200 ISHARES MSCI EMRGNG MRKT MFO 464287234 1263 9400 SH SOLE 04 9400 ISHARES MSCI EAFE INDX F MFO 464287465 10141 141039 SH DEFINED 02 141039 ISHARES TR COM 464287598 15 210 SH DEFINED 03 210 ISILON SYSTEMS INC COM 46432L104 0 200 SH DEFINED 02 200 ISIS PHARMACEUTICALS INC COM 464330109 47651 3377110 SH DEFINED 02,04 3377110 ISLE OF CAPRI CASINO COM 464592104 2 200 SH DEFINED 02 200 ITC HOLDINGS CORP COM 465685105 20 400 SH DEFINED 02 400 ITRON, INC. COM 465741106 18 200 SH DEFINED 02,04 200 I2 Technologies Inc COM 465754208 2664 236608 SH DEFINED 02,04 236608 IVANHOE MINES LTD COM 46579N103 36776 3563606 SH DEFINED 03 3563606 IXYS CORPORATION COM 46600W106 142 20850 SH SOLE 04 20850 J&J SNACK FOODS CORP COM 466032109 769 28000 SH DEFINED 02,04 28000 JA SOLAR HOLDINGS CO LTD ADR 466090107 4918 264414 SH DEFINED 03 264414 J CREW GROUP INC COM 46612H402 4014 90860 SH DEFINED 02,03 90860 JDS UNIPHASE CORP COM 46612J507 87717 6550952 SH DEFINED 02,03,04 6550952 JDA SOFTWARE GROUP INC COM 46612K108 5313 291110 SH DEFINED 02,03,04 291110 JER INVESTORS TRUST REIT COM 46614H301 2 200 SH DEFINED 02 200 J.P. MORGAN CHASE & CO COM 46625H100 332046 7731002 SH DEFINED 02,03,04 7731002 J2 GLOBAL COMMUNICATNS COM 46626E205 16489 738783 SH DEFINED 02,04 738783 JABIL CIRCUIT INC COM 466313103 13 1255 SH DEFINED 02,03 1255 JACK IN THE BOX INC COM 466367109 3414 127082 SH DEFINED 02,03,04 127082 JACKSON HEWITT TAX SERV COM 468202106 2 200 SH DEFINED 02 200 JACOBS ENGR GROUP INC COM 469814107 93 1262 SH DEFINED 02,03 1262 JAKKS PACIFIC INC COM 47012E106 8422 305480 SH DEFINED 02,04 305480 JAMBA INC COM 47023A101 2 400 SH DEFINED 02 400 JAMES RIVER COAL CO COM 470355207 3115 177790 SH SOLE 04 177790 JANUS CAP GROUP INC COM 47102X105 30935 1329420 SH DEFINED 02,03,04 1329420 JARDEN CORP COM 471109108 29953 1377773 SH DEFINED 02,04 1377773 JEFFERIES GRP INC(NEW) COM 472319102 114 7100 SH DEFINED 02 7100 JETBLUE AIRWAYS CORP COM 477143101 8 1400 SH DEFINED 02,04 1400 JO-ANN STORES INC COM 47758P307 2 200 SH DEFINED 02,04 200 JOHNSON & JOHNSON COM 478160104 627035 9666019 SH DEFINED 02,03,04 9666019 JOHNSON CTLS INC COM 478366107 32843 971678 SH DEFINED 02,03,04 971678 JONES APPAREL GROUP INC COM 480074103 687 51201 SH DEFINED 02,03,04 51201 JONES LANG LASALLE INC COM 48020Q107 172117 2225459 SH DEFINED 02,03,04 2225459 JONES SODA CO COM 48023P106 0 200 SH DEFINED 02 200 JOS A BANK CLOTHIERS INC COM 480838101 2738 133580 SH DEFINED 02,04 133580 JOURNAL COMMUNICATIONS COM 481130102 458 62100 SH DEFINED 02,04 62100 JOY GLOBAL INC COM 481165108 51361 788229 SH DEFINED 03,04 788229 JUNIPER NETWORKS INC COM 48203R104 390988 15639513 SH DEFINED 02,03,04 15639513 JUPITERMEDIA CORP COM 48207D101 0 200 SH DEFINED 02 200 KBW INC COM 482423100 104 4711 SH DEFINED 02,03 4711 KBR INC COM 48242W106 15970 575910 SH SOLE 04 575910 KLA-TENCOR CORP COM 482480100 22928 617980 SH DEFINED 02,04 617980 KKR FINANCIAL HLDGS LLC COM 48248A306 9970 787500 SH SOLE 787500 K-SWISS INC -CL A COM 482686102 4 200 SH DEFINED 02 200 K12 INC COM 48273U102 641 32700 SH SOLE 04 32700 K-V PHARMACEUTICAL cOMPA COM 482740206 5065 202873 SH DEFINED 02,03,04 202873 KADANT INC COM 48282T104 11071 376820 SH DEFINED 02,04 376820 KAISER ALUMINUM CORP COM 483007704 5631 81250 SH DEFINED 02,04 81250 KAMAN CORP COM 483548103 4042 142866 SH DEFINED 02,03,04 142866 KANSAS CITY SOUTHERN COM 485170302 24 600 SH DEFINED 02 600 KAYDON CORP COM 486587108 45030 1025524 SH DEFINED 02,03,04 1025524 KB HOME COM 48666K109 12108 489592 SH DEFINED 02,03,04 489592 KEARNY FINANCIAL COR COM 487169104 2 200 SH DEFINED 02 200 KEITHLEY INSTRUMENTS INC COM 487584104 1246 128400 SH DEFINED 02 128400 KELLOGG CO COM 487836108 20167 383703 SH DEFINED 02,03 383703 KELLY SERVICES CL A COM 488152208 4 200 SH DEFINED 02,04 200 KEMET CORP COM 488360108 2 600 SH DEFINED 02 600 KENDLE INTERNATIONAL COM 48880L107 5858 130410 SH DEFINED 02,04 130410 KENEXA CORP COM 488879107 4 200 SH DEFINED 02 200 KENNAMETAL INC COM 489170100 1358 46154 SH DEFINED 02,03,04 46154 KENSEY NASH CORP COM 490057106 2073 71600 SH DEFINED 02,04 71600 KERYX BIOPHARMACEUTI COM 492515101 0 400 SH DEFINED 02 400 KEYCORP COM 493267108 48 2200 SH DEFINED 02 2200 KFORCE INC COM 493732101 714 80700 SH DEFINED 02,04 80700 KIMBALL INTERNATIONAL - COM 494274103 2366 220683 SH DEFINED 02,04 220683 KILROY RLTY CORP COM 49427F108 5672 115500 SH DEFINED 02 115500 KIMBERLY CLARK CORP COM 494368103 309 4796 SH DEFINED 02,03 4796 KIMCO RLTY CORP COM 49446R109 34681 885411 SH DEFINED 02,03 885411 KINDER MORGAN MGMT LLC COM 49455U100 114337 2243226 SH DEFINED 02,03 2243226 KINDRED HEALTHCARE INC COM 494580103 3986 182250 SH DEFINED 02,04 182250 KING PHARMACEUTICALS INC COM 495582108 29342 3372586 SH DEFINED 02,03,04 3372586 KINROSS GOLD CORP COM 496902404 110974 5019183 SH DEFINED 03 5019183 KIRBY CORP COM 497266106 22 400 SH DEFINED 02 400 KITE REALTY GROUP TRUST COM 49803T102 1428 102000 SH DEFINED 02,04 102000 KNOLL INC COM 498904200 9272 803452 SH DEFINED 02,04 803452 KNIGHT CAP GRP-A COM 499005106 21004 1293357 SH DEFINED 02,04 1293357 KNIGHT TRANSPORTATION IN COM 499064103 2180 132423 SH DEFINED 02 132423 KNOLOGY INC COM 499183804 2 200 SH DEFINED 02,04 200 THE KNOT INC COM 499184109 2 200 SH DEFINED 02 200 KODIAK OIL & GAS CORP COM 50015Q100 114 68301 SH DEFINED 02,03 68301 KOHLS CORPORATION COM 500255104 206 4800 SH DEFINED 02 4800 KOOKMIN BANK ADR ADR 50049M109 46606 831500 SH SOLE 04 831500 KOPPERS HOLDINGS INC COM 50060P106 11909 268767 SH DEFINED 02,03,04 268767 KORN/FERRY INTERNATIONAL COM 500643200 10862 642750 SH DEFINED 02,04 642750 KOSAN BIOSCIENCES INC COM 50064W107 6410 4082808 SH SOLE 4082808 KRAFT FOODS INC COM 50075N104 21319 687497 SH DEFINED 02,03 687497 KRISPY KREME DOUGHNUTS I COM 501014104 2 400 SH DEFINED 02 400 KROGER CO COM 501044101 156475 6160451 SH DEFINED 02,03,04 6160451 KULICKE & SOFFA IND. COM 501242101 568 118810 SH DEFINED 02,04 118810 LCA-VISION INC COM 501803308 249 19907 SH DEFINED 02,04 19907 LKQ CORP COM 501889208 18803 836849 SH DEFINED 02,03,04 836849 LMI Aerospace COM 502079106 5873 303200 SH DEFINED 02 303200 L-1 IDENTITY SOLUTIONS COM 50212A106 6 400 SH DEFINED 02 400 LSB INDUSTRIES INC COM 502160104 3194 216700 SH DEFINED 02,04 216700 LSI LOGIC CORP COM 502161102 19 3950 SH DEFINED 02,03,04 3950 LSI INDUSTRIES INC COM 50216C108 3685 278980 SH DEFINED 02,04 278980 LTC PROPERTIES INC COM 502175102 2836 110300 SH DEFINED 02,04 110300 LTX CORP COM 502392103 300 95634 SH SOLE 04 95634 LLL 3 08/01/35 C CONB 502413AW7 5015 4000000 SH SOLE 4000000 L-3 COMMUNICATIONS HLDGS COM 502424104 15612 142787 SH DEFINED 02,03,04 142787 LABARGE INC COM 502470107 8769 727114 SH DEFINED 02 727114 LA-Z-BOY INC COM 505336107 743 89010 SH DEFINED 02,04 89010 LAB CORP. OF AMERICA COM 50540R409 243 3300 SH DEFINED 02 3300 LABRANCHE & CO INC COM 505447102 2 400 SH DEFINED 02 400 LACLEDE GROUP INC COM 505597104 2812 78929 SH DEFINED 02,04 78929 LADISH COMPANY INC COM 505754200 1403 38950 SH DEFINED 02,04 38950 LAM RESH CORP COM 512807108 250771 6561245 SH DEFINED 03,04 6561245 LANCASTER COLONY COR COM 513847103 8 200 SH DEFINED 02 200 LANCE, INC. COM 514606102 4 200 SH DEFINED 02 200 LANDEC CORP COM 514766104 2281 270620 SH SOLE 04 270620 LANDAUER INC COM 51476K103 8384 166538 SH DEFINED 02,04 166538 LANDAMERICA FINANCIAL GP COM 514936103 8 200 SH DEFINED 02,04 200 LANDRY'S RESTAURANTS COM 51508L103 1125 69100 SH DEFINED 02,04 69100 LANDSTAR SYSTEM INC COM 515098101 2181 41800 SH DEFINED 02,04 41800 LAS VEGAS SANDS CORP COM 517834107 333532 4529224 SH SOLE 04 4529224 LASALLE HOTEL PPTYS COM 517942108 8082 281285 SH DEFINED 02,03,04 281285 LATTICE SEMICONDUCTO COM 518415104 2 1000 SH DEFINED 02,04 1000 ESTEE LAUDER CL A COM 518439104 28 600 SH DEFINED 02,04 600 LAWSON SOFTWARE INC COM 52078P102 13752 1826210 SH DEFINED 02,04 1826210 LAYNE CHRISTENSEN COMPAN COM 521050104 10855 309960 SH DEFINED 02,04 309960 LEAR CORP. COM 521865105 29004 1119446 SH DEFINED 02,04 1119446 LEAPFROG ENTERPRISES INC COM 52186N106 2 200 SH DEFINED 02,04 200 LEARNING TREE INTERN COM 522015106 299 21350 SH SOLE 04 21350 LECG CORP COM 523234102 166 17710 SH DEFINED 02,04 17710 LEE ENTERPRISES INC COM 523768109 4 400 SH DEFINED 02,03 400 Legacy Bancorp Inc COM 52463G105 3600 257713 SH DEFINED 02 257713 LEGGETT & PLATT INC COM 524660107 11539 756665 SH DEFINED 02,03 756665 LEGG MASON INC COM 524901105 5802 103642 SH DEFINED 02,03,04 103642 LEHMAN BROTHERS HLDGS IN COM 524908100 211703 5624427 SH DEFINED 02,03,04 5624427 LENNAR CORP COM 526057104 54708 2908421 SH DEFINED 02,03,04 2908421 LENNOX INTL INC COM 526107107 12702 353114 SH DEFINED 02,03,04 353114 LEUCADIA NATIONAL CO COM 527288104 46 1000 SH DEFINED 02,04 1000 Level 3 Communications COM 52729N100 2503 1180500 SH DEFINED 02 1180500 LVLT 2 7/8 7/15/10 C CONB 52729NBA7 2111 3000000 SH SOLE 3000000 LEXICON PHARMACEUTIC COM 528872104 2 600 SH DEFINED 02 600 LEXINGTON CORPORATE PPTY COM 529043101 5676 393846 SH DEFINED 02,03,04 393846 LEXMARK INTL INC COM 529771107 19342 629632 SH DEFINED 02,03,04 629632 LIBBEY INC COM 529898108 1277 75800 SH DEFINED 02,04 75800 LIBERTY ACQUISITION COM 53015Y206 55066 5294790 SH SOLE 04 5294790 LIBERTY GLOBAL INC COM S COM 530555101 292005 8568197 SH DEFINED 03,04 8568197 LIBERTY GLOBAL INC COM S COM 530555309 364960 11236464 SH DEFINED 03,04 11236464 L 3 1/2 1/15/31 C CONB 530715AN1 2095 3534480 SH SOLE 3534480 L 3 1/4 3/15/31 C CONB 530715AR2 74800 110000000 SH SOLE 110000000 L 3 1/8 3/30/23 C CONB 530718AF2 11940 12000000 SH SOLE 12000000 LIBERTY MEDIA HLDG CORP COM 53071M104 26152 1620301 SH DEFINED 03,04 1620301 LIBERTY MEDIA HLDG CORP COM 53071M302 2194 139395 SH DEFINED 03,04 139395 LIBERTY MEDIA CORP NEW COM 53071M500 18369 811339 SH DEFINED 03 811339 LIBERTY PPTY TR COM 531172104 4585 147390 SH DEFINED 02,03 147390 LIFECELL CORPORATION COM 531927101 3539 84223 SH DEFINED 02,03 84223 LIFE PARTNERS HOLDIN COM 53215T106 93 5030 SH SOLE 04 5030 LIFE TIME FITNESS INC COM 53217R207 1777 56964 SH DEFINED 02,03 56964 LIFEPOINT HOSPS INC COM 53219L109 3914 142448 SH DEFINED 02,03,04 142448 LIGAND PHARMACEUTICA COM 53220K207 4 800 SH DEFINED 02 800 LIHIR GOLD LTD ADR 532349107 629 19774 SH DEFINED 03 19774 LILLYELI AND COMPANY COM 532457108 21200 410944 SH DEFINED 02,03,04 410944 LIMELIGHT NETWORKS INC COM 53261M104 0 200 SH DEFINED 02 200 LIMITED INC COM 532716107 3264 190806 SH DEFINED 02,03,04 190806 LIN TV CORP COM 532774106 2359 245460 SH DEFINED 02,04 245460 LINCARE HOLDINGS INC. COM 532791100 15145 538780 SH SOLE 04 538780 LINCOLN ELECTRIC HOL COM 533900106 490 7600 SH DEFINED 02,04 7600 LINCOLN NATL CORP COM 534187109 59191 1138276 SH DEFINED 02,03,04 1138276 LINDSAY MFG CO COM 535555106 13013 126991 SH DEFINED 03,04 126991 LINEAR TECHNOLOGY CORP COM 535678106 136095 4434510 SH DEFINED 02,03,04 4434510 LIONS GATE ENTERTAIN COM 535919203 10 1000 SH DEFINED 02 1000 LIONBRIDGE TECHNOLOGIES COM 536252109 2 400 SH DEFINED 02 400 LIQUIDITY SERVICES INC COM 53635B107 2 200 SH DEFINED 02 200 LITHIA MOTORS INC-CL COM 536797103 2 200 SH DEFINED 02 200 LITTLELFUSE INC COM 537008104 5097 145755 SH DEFINED 02,04 145755 LIVE NATION COM 538034109 8 600 SH DEFINED 02 600 LIZ CLAIBORNE INC COM 539320101 5157 284130 SH DEFINED 02,04 284130 LO-JACK CORP COM 539451104 893 70640 SH DEFINED 02,03,04 70640 LOCKHEED MARTIN CORP COM 539830109 353826 3563197 SH DEFINED 02,03,04 3563197 LMT 0 8/15/33 C CONB 539830AP4 4811 3500000 SH SOLE 3500000 LODGENET ENTMT CORP COM 540211109 81 13368 SH DEFINED 02,03 13368 Lodgian Inc COM 54021P403 294 26400 SH DEFINED 02,04 26400 LOEWS CORP COM 540424108 78619 1954715 SH DEFINED 02,03,04 1954715 LOEWS CORP COM 540424207 188362 2596317 SH DEFINED 03,04 2596317 LONGS DRUG STORES INC COM 543162101 41469 976672 SH DEFINED 02,04 976672 LOOPNET INC COM 543524300 2 200 SH DEFINED 02,04 200 LORAL SPACE & COMM LTD COM 543881106 388 16310 SH DEFINED 02,04 16310 LOUISIANA-PACIFIC CO COM 546347105 57 6200 SH DEFINED 02 6200 LOWES COS INC COM 548661107 297 12942 SH DEFINED 02,03 12942 LUBRIZOL CORP COM 549271104 210576 3793484 SH DEFINED 02,03,04 3793484 LUFKIN INDUSTRIES INC COM 549764108 1213 19000 SH DEFINED 02,04 19000 LUMINEX CORP COM 55027E102 20021 1018900 SH DEFINED 02 1018900 M&F WORLDWIDE CORP COM 552541104 8 200 SH DEFINED 02 200 M & T BK CORP COM 55261F104 34 423 SH DEFINED 02,03 423 MBIA INC COM 55262C100 50056 4096300 SH DEFINED 02,04 4096300 MB FINL INC NEW COM 55264U108 1211 39349 SH DEFINED 02,03 39349 MDC HOLDINGS INC COM 552676108 18 400 SH DEFINED 02 400 MEMC ELECTRONIC MATERIAL COM 552715104 122801 1732020 SH DEFINED 02,04 1732020 MFA MORTGAGE INVESTM COM 55272X102 311 49313 SH DEFINED 02 49313 MGE ENERGY INC COM 55277P104 6 200 SH DEFINED 02 200 MGIC INVT CORP WIS COM 552848103 11 1054 SH DEFINED 02,03,04 1054 M/I HOMES INC. COM 55305B101 4 200 SH DEFINED 02,04 200 MKS INTRUMENTS INC COM 55306N104 21611 1009871 SH DEFINED 02,04 1009871 MPS GROUP INC COM 553409103 12074 1021450 SH DEFINED 02,04 1021450 MRV COMMUNICATIONS I COM 553477100 2 1200 SH DEFINED 02 1200 MSC INDUSTRIAL DIREC COM 553530106 16 400 SH DEFINED 02,04 400 MSC.SOFTWARE CORP COM 553531104 3859 297043 SH DEFINED 02 297043 MSCI INC COM 55354G100 614 20650 SH SOLE 04 20650 MTR GAMING GROUP INC COM 553769100 2 200 SH DEFINED 02 200 MTS SYS CORP COM 553777103 5717 177204 SH DEFINED 02,03,04 177204 MWI Veterinary Supply In COM 55402X105 2259 64073 SH DEFINED 02,04 64073 MAC-GRAY CORP COM 554153106 932 81550 SH DEFINED 02 81550 MACK CALI RLTY CORP COM 554489104 122 3400 SH DEFINED 02 3400 MACROVISION CORP COM 555904101 1963 145402 SH DEFINED 02,03,04 145402 MACQUARIE INFRASTRUCTURE COM 55608B105 12 400 SH DEFINED 02 400 MACYS INC COM 55616P104 11453 496617 SH DEFINED 02,03,04 496617 STEVEN MADDEN LTD COM 556269108 453 26448 SH DEFINED 02,04 26448 MAGELLAN HEALTH SER INC COM 559079207 24 600 SH DEFINED 02,04 600 MAGMA DESIGN AUTOMATION COM 559181102 7920 827541 SH DEFINED 02,03,04 827541 MAGNA ENTERTAINMENT COM 559211107 0 200 SH DEFINED 02 200 MAGUIRE PPTYS INC COM 559775101 2373 165826 SH DEFINED 02,03 165826 MAIDENFORM BRANDS INC COM 560305104 80 4901 SH DEFINED 02,04 4901 MANHATTAN ASSOCS INC COM 562750109 4528 197470 SH DEFINED 02,03,04 197470 MANITOWOC INC COM 563571108 810 19870 SH DEFINED 02,03,04 19870 MANNATECH INC COM 563771104 2 200 SH DEFINED 02 200 MANNKIND CORP COM 56400P201 2 400 SH DEFINED 02 400 MANPOWER INC. COM 56418H100 21407 380504 SH DEFINED 02,04 380504 MANTECH INTERNATIONAL COM 564563104 24232 534200 SH DEFINED 02,04 534200 MARATHON OIL CORP COM 565849106 259405 5688693 SH DEFINED 02,03,04 5688693 MARCHEX INC-CLASS B COM 56624R108 2 200 SH DEFINED 02 200 MARCUS CORPORATION COM 566330106 4 200 SH DEFINED 02,04 200 MARINEMAX INC COM 567908108 2 200 SH DEFINED 02 200 MARINE PRODUCTS CORP COM 568427108 2 200 SH DEFINED 02 200 MARINER ENERGY COM 56845T305 24883 921270 SH DEFINED 02,04 921270 MARKEL CORP COM 570535104 946 2150 SH SOLE 04 2150 MARKETAXESS HOLDINGS INC COM 57060D108 2022 203405 SH DEFINED 02,04 203405 MARSH & MCLENNAN COS INC COM 571748102 10356 425284 SH DEFINED 02,03 425284 MARSHALL & ILSLEY CORP COM 571837103 32 1400 SH DEFINED 02 1400 MARRIOTT INTL INC NEW COM 571903202 5714 166297 SH DEFINED 02,03 166297 MARSHALL EDWARDS INC COM 572322303 8411 3504790 SH SOLE 04 3504790 MARTEK BIOSCIENCES CORP COM 572901106 13912 455070 SH DEFINED 02,03,04 455070 MARTEN TRANSPORT LTD COM 573075108 2518 162240 SH DEFINED 02,04 162240 MARTHA STEWART LIVING CL COM 573083102 2 200 SH DEFINED 02 200 MARTIN MARIETTA MATLS IN COM 573284106 38 356 SH DEFINED 03,04 356 MARVEL ENTERTAINMENT INC COM 57383T103 8288 309354 SH DEFINED 02,04 309354 MASCO CORP COM 574599106 53 2639 SH DEFINED 02,03,04 2639 MASSEY ENERGY COMPANY COM 576206106 24354 667240 SH DEFINED 02,04 667240 MASTEC INC COM 576323109 2975 362310 SH DEFINED 02,04 362310 MASTERCARD INC CLASS A COM 57636Q104 181971 816050 SH SOLE 04 816050 MATRIA HEALTHCARE INC COM 576817209 4 200 SH DEFINED 02 200 MATRIX SERVICE CO. COM 576853105 3035 176640 SH DEFINED 02,04 176640 MATRIXX INITIATIVES INC COM 57685L105 54 3700 SH SOLE 3700 MATTEL INC COM 577081102 24490 1230653 SH DEFINED 02,03,04 1230653 MATTHEWS INTL CP CL A COM 577128101 3391 70280 SH DEFINED 02,04 70280 MATTSON TECHNOLOGY INC COM 577223100 2335 383418 SH DEFINED 02,03,04 383418 MAXIMUS INC COM 577933104 11797 321350 SH DEFINED 02,04 321350 MCAFEE INC COM 579064106 86764 2622057 SH SOLE 04 2622057 MCCLATCHY COMPANY - CL A COM 579489105 4 400 SH DEFINED 02,04 400 MCCORMICK & CO. COM 579780206 30 800 SH DEFINED 02 800 MCCORMICK AND SCHMICK'S COM 579793100 1585 136027 SH DEFINED 02,03,04 136027 MC DERMOTT INTERNATIONAL COM 580037109 159631 2911920 SH SOLE 04 2911920 MCDONALDS CORP COM 580135101 290177 5203098 SH DEFINED 02,03,04 5203098 MCG CAPITAL CORP COM 58047P107 1339 147310 SH DEFINED 02,04 147310 MCGRATH RENT CORP COM 580589109 4 200 SH DEFINED 02,04 200 MCGRAW-HILL COMPANIES IN COM 580645109 9795 265095 SH DEFINED 02,03,04 265095 MCKESSON HBOC INC COM 58155Q103 25761 491921 SH DEFINED 02,03,04 491921 MCMORAN EXPLORATION COM 582411104 294 17000 SH DEFINED 02 17000 MEADOWBROOK INSURANCE COM 58319P108 751 96107 SH DEFINED 02,04 96107 MEADWESTVACO CORPORATION COM 583334107 2696 99032 SH DEFINED 02,03,04 99032 MEASUREMENT SPECIALT COM 583421102 1088 62250 SH SOLE 04 62250 MECHEL OAO ADR 583840103 9 76 SH DEFINED 03 76 MEDAREX INC COM 583916101 740 83600 SH DEFINED 02 83600 MEDCATH CORP COM 58404W109 360 19800 SH DEFINED 02,04 19800 MEDCO HEALTH SOLUTIONS I COM 58405U102 20080 458554 SH DEFINED 02,03,04 458554 MEDIA GENERAL -CL A COM 584404107 15 1100 SH DEFINED 02 1100 MEDIACOM COMMUNICTNS COR COM 58446K105 1634 377319 SH DEFINED 02,04 377319 Medical Action Industrie COM 58449L100 5 300 SH DEFINED 02 300 MEDICAL PPTYS TRUST INC COM 58463J304 4573 403963 SH DEFINED 02,03,04 403963 THE MEDICINES COMPANY COM 584688105 35662 1765445 SH DEFINED 02,03,04 1765445 MEDICIS PHARM CL A COM 584690309 10838 550410 SH DEFINED 02,04 550410 MRX 2 1/2 6/4/32 C CONB 58470KAA2 2734 3000000 SH SOLE 3000000 MEDIS TECHNOLOGIES L COM 58500P107 2 200 SH DEFINED 02 200 MEDIVATION INC COM 58501N101 2 200 SH DEFINED 02 200 MEDTRONIC INC COM 585055106 24992 516675 SH DEFINED 02,03,04 516675 MDT 1 1/2 4/15/11 C CONB 585055AL0 5823 5500000 SH SOLE 5500000 MENS WEARHOUSE INC COM 587118100 11555 496561 SH DEFINED 02,03,04 496561 MENTOR CORPORATION COM 587188103 530 20600 SH DEFINED 02 20600 MENTOR GRAPHICS CORP COM 587200106 1225 138730 SH DEFINED 02,04 138730 MERCADOLIBRE INC COM 58733R102 12151 305600 SH SOLE 04 305600 MERCK & CO INC COM 589331107 208153 5484911 SH DEFINED 02,03,04 5484911 MERCURY COMPUTER SYS COM 589378108 81 14460 SH SOLE 04 14460 MERCURY GENERAL CORP COM 589400100 7230 163170 SH DEFINED 02,04 163170 MEREDITH CORPORATION COM 589433101 141 3700 SH DEFINED 02 3700 MERIDIAN BIOSCIENCE INC COM 589584101 24070 720030 SH DEFINED 02,03,04 720030 MERIT MED SYS INC COM 589889104 6969 440251 SH DEFINED 02,03,04 440251 MERITAGE HOMES CORP COM 59001A102 4 200 SH DEFINED 02 200 MERRILL LYNCH & CO INC COM 590188108 189656 4655271 SH DEFINED 02,03,04 4655271 MERUELO MADDUX PROPERTIE COM 590473104 2 400 SH DEFINED 02,04 400 METALICO INC COM 591176102 2905 296150 SH SOLE 04 296150 METAVANTE TECHNOLOGI COM 591407101 12 600 SH DEFINED 02 600 METHODE ELECTRONICS INC COM 591520200 4178 357430 SH DEFINED 02,04 357430 METLIFE INC COM 59156R108 41763 693047 SH DEFINED 02,03,04 693047 METROCORP BANCSHARES INC COM 591650106 760 59450 SH DEFINED 02 59450 METTLER TOLEDO COM 592688105 933 9600 SH DEFINED 02,04 9600 MICREL INC. COM 594793101 9183 990603 SH DEFINED 02,04 990603 MICROS SYS INC COM 594901100 22530 669367 SH DEFINED 02,03,04 669367 MICROSOFT CORP COM 594918104 1309121 46128307 SH DEFINED 02,03,04 46128307 MICROSTRATEGY INC CL A COM 594972408 19328 261232 SH DEFINED 02,04 261232 MICROCHIP TECHNOLOGY INC COM 595017104 135026 4125458 SH DEFINED 02,03,04 4125458 MICRON TECHNOLOGY INC COM 595112103 62 10360 SH DEFINED 02,03 10360 MICROSEMI CORP COM 595137100 5699 249927 SH DEFINED 02,03 249927 MICROTUNE INC COM 59514P109 1616 441450 SH SOLE 04 441450 MID-AMERICA APT CMNTYS I COM 59522J103 3314 66492 SH DEFINED 02,04 66492 MIDAS INC COM 595626102 25 1440 SH SOLE 04 1440 MIDDLEBY CORP COM COM 596278101 21273 340967 SH DEFINED 02,03,04 340967 MIDLAND CO COM 597486109 6817 104993 SH DEFINED 02,04 104993 MIDWEST BANC HOLDING COM 598251106 2 200 SH DEFINED 02 200 MILLENNIUM PHARMACTCLS I COM 599902103 24984 1615997 SH DEFINED 02,03,04 1615997 HERMAN MILLER INC COM 600544100 21261 865340 SH DEFINED 02,04 865340 MILLIPORE CORP COM 601073109 26 400 SH DEFINED 02 400 MINE SAFETY APPLIANCES COM 602720104 3560 86440 SH DEFINED 02,04 86440 MINERALS TECHNOLOGIES IN COM 603158106 8406 133850 SH DEFINED 02,04 133850 MIPS TECHNOLOGIES INC A COM 604567107 166 41930 SH SOLE 04 41930 MIRANT CORP COM 60467R100 68751 1889287 SH SOLE 04 1889287 MITSUI & CO LTD ADR 606827202 637 1543 SH DEFINED 03 1543 MOBILE TELESYSTEMS OJSC ADR 607409109 906 11932 SH DEFINED 03 11932 MOBILE MINI INC COM 60740F105 8 400 SH DEFINED 02,04 400 MODINE MFG CO COM 607828100 334 23100 SH DEFINED 02 23100 MOHAWK INDUSTRIES INC. COM 608190104 15948 222710 SH SOLE 04 222710 MOLEX INC COM 608554101 8945 386240 SH DEFINED 02,04 386240 MOLINA HEALTHCARE INC COM 60855R100 14300 585579 SH DEFINED 02,04 585579 MOLSON COORS BREWING COM 60871R209 7411 140980 SH DEFINED 02,04 140980 TAP 2 1/2 7/30/2013 C CONB 60871RAA8 6169 5000000 SH SOLE 5000000 MOMENTA PHARMACEUTICALS COM 60877T100 2 200 SH DEFINED 02,04 200 MONACO COACH CORP COM 60886R103 2549 268860 SH DEFINED 02,04 268860 MONARCH CASINO&RESORT IN COM 609027107 2195 123952 SH SOLE 04 123952 MONEYGRAM INT INC COM 60935Y109 2 600 SH DEFINED 02 600 MONOLITHIC PWR SYS INC COM 609839105 10752 609863 SH DEFINED 02,03,04 609863 MONRO MUFFLER BRAKE INC COM 610236101 4 200 SH DEFINED 02,04 200 MONSANTO CO NEW COM 61166W101 764939 6860439 SH DEFINED 02,03,04 6860439 MONSTER WORLDWIDE INC COM 611742107 109 4500 SH DEFINED 02 4500 MOODYS CORP COM 615369105 28237 810708 SH DEFINED 02,03 810708 MOOG INC-CLASS A COM 615394202 16 400 SH DEFINED 02 400 MORGAN STANLEY DEAN WITT COM 617446448 77138 1687922 SH DEFINED 02,03,04 1687922 MORGANS HOTEL GROUP COM 61748W108 2 200 SH DEFINED 02 200 MORNINGSTAR INC COM 617700109 12 200 SH DEFINED 02 200 MOSAIC CO COM 61945A107 18 179 SH DEFINED 03,04 179 MOTOROLA INC COM 620076109 151 16120 SH DEFINED 02,03,04 16120 MOVADO GROUP INC COM 624580106 5352 274646 SH DEFINED 02,03,04 274646 MOVE INC COM 62458M108 4 1200 SH DEFINED 02 1200 MUELLER INDS INC COM 624756102 20425 707965 SH DEFINED 02,03,04 707965 MUELLER WATER PRODUCTS-A COM 624758108 2 200 SH DEFINED 02 200 MUELLER WATER PRODUC COM 624758207 6 800 SH DEFINED 02 800 Multi-Color Corp COM 625383104 8312 371730 SH DEFINED 02 371730 MULTI-FINELINE ELECT COM 62541B101 1765 94030 SH SOLE 04 94030 MURPHY OIL CORP COM 626717102 304207 3703517 SH DEFINED 02,03,04 3703517 MYERS INDUSTRIES INC COM 628464109 2421 184405 SH DEFINED 02,04 184405 MYLAN LABS INC COM 628530107 19576 1687571 SH DEFINED 02,03,04 1687571 MYRIAD GENETICS INC COM 62855J104 16 400 SH DEFINED 02 400 N B T BANCORP INC COM 628778102 2676 120540 SH DEFINED 02,04 120540 NBTY INC COM 628782104 4854 162080 SH DEFINED 02,04 162080 NCI BUILDING SYSTEMS INC COM 628852105 1137 47017 SH DEFINED 02 47017 NCR CORPORATION COM 62886E108 22144 969945 SH DEFINED 03,04 969945 NCI INC-CL A COM 62886K104 7439 395250 SH DEFINED 02,04 395250 NGP CAPITAL RESOURCE COM 62912R107 333 20300 SH SOLE 04 20300 NII HOLDINGS INC COM 62913F201 216128 6800759 SH SOLE 04 6800759 NIHD 2 3/4 8/15/2025 CV CONB 62913FAF9 4975 5000000 SH SOLE 5000000 NIHD 3 1/8 6/15/12 CV CONB 62913FAJ1 17972 22500000 SH SOLE 22500000 NATIONAL INFO CONSORTIUM COM 62914B100 1762 247800 SH SOLE 04 247800 NN INC COM 629337106 1348 138467 SH DEFINED 02 138467 NRG ENERGY INC COM 629377508 53512 1372438 SH DEFINED 02,03,04 1372438 NRG ENERGY CV PFD CPFD 629377870 24114 71250 SH SOLE 71250 NUCO2 INC COM 629428103 1537 55340 SH DEFINED 02,04 55340 NVR INC COM 62944T105 25859 43278 SH SOLE 04 43278 NYSE EURONEXT COM 629491101 98 1600 SH DEFINED 02 1600 NABI BIOPHARMACEUTICALS COM 629519109 2 600 SH DEFINED 02 600 NACCO INDUSTRIES CL A COM 629579103 1048 12946 SH SOLE 04 12946 NALCO HOLDING CO COM 62985Q101 1322 62500 SH DEFINED 02,04 62500 NAM TAI ELECTRONICS INC COM 629865205 943 98240 SH SOLE 04 98240 NARA BANCORP INC COM 63080P105 2 200 SH DEFINED 02 200 NASDAQ STOCK MARKET INC COM 631103108 24950 645380 SH DEFINED 02,04 645380 NASH FINCH CO COM 631158102 5324 156678 SH DEFINED 02,03,04 156678 NATCO GROUP INC - A COM 63227W203 20646 441634 SH DEFINED 02,04 441634 NATIONAL BEVERAGE CORP COM 635017106 0 1 SH SOLE 04 1 NATIONAL CINEMEDIA I COM 635309107 3014 134110 SH DEFINED 02,04 134110 NATIONAL CITY CORP COM 635405103 46333 4656600 SH DEFINED 02,04 4656600 NCC 4 02/01/2011 CV CONB 635405AW3 1653 2000000 SH SOLE 2000000 NATIONAL FINL PARTNERS C COM 63607P208 174142 7749985 SH DEFINED 02,03,04 7749985 NATIONAL FUEL GAS CO COM 636180101 28 600 SH DEFINED 02 600 NATL HEALTH INVESTORS IN COM 63633D104 1459 46700 SH DEFINED 02,04 46700 NATIONAL INSTRUMENTS COR COM 636518102 9103 348260 SH DEFINED 02,04 348260 NATIONAL INTERSTATE CORP COM 63654U100 2820 120760 SH DEFINED 02,04 120760 NATIONAL-OILWELL INC COM 637071101 33434 572705 SH DEFINED 02,03,04 572705 NATIONAL PENN BANCSHARES COM 637138108 475 26086 SH DEFINED 02,03,04 26086 NAT RETAIL PRPERTIES REI COM 637417106 7314 331719 SH DEFINED 02,04 331719 NATIONAL SEMICONDUCTOR C COM 637640103 25 1379 SH DEFINED 02,03,04 1379 NATL WSTN LIFE INS CO A COM 638522102 1034 4770 SH SOLE 04 4770 NATIONWIDE FINANCIAL SVC COM 638612101 9817 207640 SH SOLE 04 207640 NATIONWIDE HEALTH PPTYS COM 638620104 23541 697514 SH DEFINED 02,03,04 697514 NAVIGATORS GROUP INC COM 638904102 11531 211975 SH DEFINED 02,04 211975 NAUTILUS INC COM 63910B102 0 200 SH DEFINED 02 200 NAVISITE INC COM 63935M208 420 190120 SH SOLE 04 190120 NAVIGANT CONSULTING, INC COM 63935N107 1689 89000 SH DEFINED 02,04 89000 NAVTEQ CORP COM 63936L100 3881 57086 SH DEFINED 03,04 57086 NEENAH PAPER INC WI COM 640079109 6 200 SH DEFINED 02 200 NEKTAR THERAPEUTICS COM 640268108 117364 16911150 SH DEFINED 02,04 16911150 NELNET INC-CL A COM 64031N108 2 200 SH DEFINED 02 200 NEOGEN CORP COM 640491106 4723 188182 SH DEFINED 02,04 188182 NESS TECHNOLOGIES IN COM 64104X108 2 200 SH DEFINED 02,04 200 NET 1 UEPS TECHNOLOG COM 64107N206 12146 538620 SH DEFINED 02,04 538620 NETFLIX.COM INC COM 64110L106 28076 810280 SH DEFINED 02,04 810280 NETGEAR INC COM 64111Q104 4295 215270 SH DEFINED 02,04 215270 NETSCOUT SYSTEMS INC COM 64115T104 1720 184990 SH SOLE 04 184990 NETLOGIC MICROSYSTEMS IN COM 64118B100 4930 204265 SH DEFINED 02,03,04 204265 NETWORK EQUIPMENT TECH I COM 641208103 1516 230730 SH SOLE 04 230730 NEUROCRINE BIOSCIENC COM 64125C109 2 400 SH DEFINED 02 400 NEUSTAR INC COM 64126X201 2041 77071 SH DEFINED 02,03,04 77071 NEUTRAL TANDEM INC COM 64128B108 5419 300936 SH DEFINED 03 300936 NEW JERSEY RESOURCES COM 646025106 1284 41350 SH DEFINED 02,04 41350 NEW ORIENTAL ED & TECH G ADR 647581107 28095 433153 SH DEFINED 03 433153 NEW YORK & CO COM 649295102 2 200 SH DEFINED 02 200 NY COMMUNITY BANCORP INC COM 649445103 5191 284900 SH DEFINED 02 284900 NEW YORK TIMES CO COM 650111107 80 4173 SH DEFINED 02,03 4173 NEWALLIANCE BANCSHARES COM 650203102 77907 6354537 SH DEFINED 02,04 6354537 NEWCASTLE INVEST CORP COM 65105M108 4 400 SH DEFINED 02,04 400 NEWELL RUBBERMAID INC COM 651229106 21213 927543 SH DEFINED 02,03 927543 NEWMARKET CORP COM 651587107 19513 258620 SH DEFINED 02,04 258620 NEWMONT MNG CORP COM 651639106 124354 2745105 SH DEFINED 02 2745105 NEWPARK RESOURCES INC COM 651718504 1802 353370 SH DEFINED 02,04 353370 NEWPORT CORP COM 651824104 2 200 SH DEFINED 02 200 NEWS CORP COM 65248E104 137330 7324298 SH DEFINED 02,03,04 7324298 NEWS CORP COM 65248E203 16 851 SH DEFINED 03 851 NEWSTAR FINANCIAL IN COM 65251F105 2 200 SH DEFINED 02 200 NEXCEN BRANDS INC COM 653351106 2 400 SH DEFINED 02 400 NEXTWAVE WIRELESS IN COM 65337Y102 2 400 SH DEFINED 02 400 NICOR INC COM 654086107 20 600 SH DEFINED 02 600 NIKE CL B COM 654106103 32096 471997 SH DEFINED 02,03,04 471997 NIGHTHAWK RADIOLOGY HLDG COM 65411N105 2 200 SH DEFINED 02,04 200 99 CENTS ONLY STORES COM 65440K106 4 400 SH DEFINED 02,04 400 NIPPON TELEG & TEL CORP ADR 654624105 7 325 SH DEFINED 03 325 NISOURCE INC COM 65473P105 2397 139035 SH DEFINED 02,03 139035 NOAH EDUCATION HOLDI ADR 65487R303 1025 184310 SH SOLE 04 184310 NOKIA CORP ADR 654902204 9 268 SH DEFINED 03 268 NOBLE ENERGY INC COM 655044105 55515 762574 SH DEFINED 02,03,04 762574 NOMURA HLDGS INC ADR 65535H208 667 44359 SH DEFINED 03 44359 NORDSON CORP COM 655663102 4892 90850 SH DEFINED 02,04 90850 NORDSTROM INC COM 655664100 41 1273 SH DEFINED 02,03 1273 NORFOLK SOUTHN CORP COM 655844108 32285 594348 SH DEFINED 02,03,04 594348 NORTHEAST UTILS COM 664397106 108 4414 SH DEFINED 03 4414 NORTHERN TR CORP COM 665859104 352086 5296919 SH DEFINED 02,03,04 5296919 NORTHRIM BANCORP INC COM 666762109 681 37462 SH DEFINED 02 37462 NORTHROP GRUMMAN CORP COM 666807102 183681 2360630 SH DEFINED 02,04 2360630 NORTHSTAR RLTY FIN CORP COM 66704R100 2339 286326 SH DEFINED 02,03 286326 NORTHSTAR NEUROSCIEN COM 66704V101 0 200 SH DEFINED 02 200 NORTHWEST AIRLINES CORP COM 667280408 9174 1020514 SH SOLE 04 1020514 NORTHWEST BANCORP IN COM 667328108 6 200 SH DEFINED 02 200 NORTHWEST NATURAL GAS CO COM 667655104 17902 412120 SH DEFINED 02,04 412120 NORTHWEST PIPE CO COM 667746101 1734 40810 SH SOLE 04 40810 NORTHWESTERN CORP COM 668074305 10 400 SH DEFINED 02 400 NOVATEL WIRELESS INC COM 66987M604 2492 257500 SH DEFINED 02,04 257500 NOVARTIS AG SPONSORED AD ADR 66987V109 93786 1830682 SH DEFINED 03,04 1830682 NU HORIZONS ELEC CORP COM 669908105 5363 854010 SH DEFINED 02 854010 NOVAVAX INC COM 670002104 16285 6122104 SH SOLE 6122104 NOVELL INC COM 670006105 38172 6068743 SH DEFINED 02,03,04 6068743 NOVELLUS SYSTEMS INC. COM 670008101 18951 900285 SH DEFINED 02,03,04 900285 NOVEN PHARMACEUTICALS IN COM 670009109 297 33030 SH DEFINED 02,04 33030 NU SKIN ASIA PACIFIC INC COM 67018T105 602 33420 SH DEFINED 02,04 33420 NTELOS HOLDINGS CORP COM 67020Q107 14157 585020 SH DEFINED 02,04 585020 NUANCE COMMUNICATIONS IN COM 67020Y100 71780 4122955 SH DEFINED 02,03,04 4122955 NUCOR CORP COM 670346105 151646 2238654 SH DEFINED 02,03,04 2238654 NVIDIA CORP COM 67066G104 31102 1571595 SH DEFINED 02,03,04 1571595 NUTRI SYS INC NEW COM 67069D108 6 302 SH DEFINED 02,03,04 302 NUVASIVE INC COM 670704105 13648 395499 SH DEFINED 02,03 395499 O CHARLEYS INC COM 670823103 380 33000 SH DEFINED 02,04 33000 OGE ENERGY CORP COM 670837103 24 800 SH DEFINED 02 800 OM GROUP INC COM 670872100 29628 543234 SH DEFINED 02,04 543234 OSI PHARMACEUTICALS INC COM 671040103 13728 367160 SH DEFINED 02,04 367160 OSI SYSTEMS INC COM 671044105 2698 117236 SH DEFINED 02,03,04 117236 OBAGI MEDICAL PRODUC COM 67423R108 2371 273170 SH SOLE 04 273170 OCCIDENTAL PETE CORP COM 674599105 619118 8461365 SH DEFINED 02,03,04 8461365 OCEANEERING INTL INC COM 675232102 9960 158093 SH DEFINED 02,03,04 158093 OceanFirst Financial Cor COM 675234108 3451 197300 SH DEFINED 02 197300 OCH-ZIFF CAPITAL MAN COM 67551U105 93945 4473570 SH SOLE 04 4473570 OCWEN FINANCIAL CORP COM 675746309 2 400 SH DEFINED 02,04 400 ODYSSEY HEALTHCARE INC COM 67611V101 2 200 SH DEFINED 02 200 ODYSSEY RE HOLDINGS CORP COM 67612W108 10106 274980 SH DEFINED 02,04 274980 OFFICE DEPOT INC COM 676220106 16993 1537853 SH DEFINED 02,03,04 1537853 OFFICEMAX INC DEL COM 67622P101 60467 3159168 SH DEFINED 02,03,04 3159168 OIL STS INTL INC COM 678026105 30785 687017 SH DEFINED 02,03,04 687017 OILSANDS QUEST INC COM 678046103 6 1600 SH DEFINED 02 1600 OLD DOMINION FREIGHT LIN COM 679580100 2071 65059 SH DEFINED 02 65059 OLD NATIONAL BANCORP COM 680033107 479 26600 SH DEFINED 02,04 26600 OLIN CORP. COM 680665205 950 48064 SH DEFINED 02,04 48064 OLYMPIC STEEL INC COM 68162K106 3333 73900 SH DEFINED 02,04 73900 OMNICARE INC COM 681904108 18232 1003982 SH DEFINED 02,03,04 1003982 OMNICOM GROUP COM 681919106 5153 116621 SH DEFINED 02,03,04 116621 OMEGA HEALTHCARE INVESTO COM 681936100 4779 275300 SH DEFINED 02,04 275300 OMNIVISION TECHNOLOGIES COM 682128103 16806 999210 SH DEFINED 02,04 999210 OMNOVA SOLUTIONS INC COM 682129101 1221 306100 SH DEFINED 02 306100 OMNITURE INC COM 68212S109 8130 350270 SH DEFINED 02,03,04 350270 OMNICELL INC COM 68213N109 13914 692253 SH DEFINED 02,03,04 692253 ON ASSIGNMENT INC COM 682159108 3689 580932 SH DEFINED 02,04 580932 ON SEMICONDUCTOR CORP COM 682189105 5011 882218 SH DEFINED 02,04 882218 1 800 FLOWERS COM INC COM 68243Q106 3842 451438 SH DEFINED 02,03,04 451438 ONEOK INC NEW COM 682680103 363 8132 SH DEFINED 03,04 8132 ONLINE RES CORP COM 68273G101 8582 892120 SH DEFINED 02,03 892120 ONYX PHARMACEUTICALS INC COM 683399109 2631 90638 SH DEFINED 02,04 90638 OPEN TEXT CORP COM 683715106 20573 657062 SH SOLE 04 657062 OPENWAVE SYSTEMS INC COM 683718308 2 600 SH DEFINED 02 600 OPNEXT INC COM 68375V105 2 200 SH DEFINED 02,04 200 ORACLE SYS CORP COM 68389X105 129933 6642856 SH DEFINED 02,03,04 6642856 OPTIONSXPRESS HOLDIN COM 684010101 19225 928320 SH DEFINED 02,04 928320 ORASURE TECHNOLOGIES COM 68554V108 2 400 SH DEFINED 02,04 400 Orbit International Corp COM 685559304 3088 379309 SH DEFINED 02 379309 ORBCOMM INC COM 68555P100 0 200 SH DEFINED 02 200 ORBITAL SCIENCES CORP COM 685564106 19016 789036 SH DEFINED 02,03,04 789036 OREXIGEN THERAPEUTICS IN COM 686164104 17299 1679545 SH DEFINED 02,03,04 1679545 ORIENTAL FINL GROUP INC COM 68618W100 2883 146300 SH DEFINED 02,04 146300 ORITANI FINANCIAL CO COM 686323106 4 200 SH DEFINED 02 200 ORMAT TECHNOLOGIES INC COM 686688102 8 200 SH DEFINED 02 200 OSHKOSH CORP COM 688239201 21746 599400 SH SOLE 04 599400 OSIRIS THERAPEUTICS COM 68827R108 2 200 SH DEFINED 02 200 OTTER TAIL CO COM 689648103 2022 57110 SH DEFINED 02,04 57110 OVERSEAS SHIPHOLDING GRP COM 690368105 14 200 SH DEFINED 02,04 200 OVERSTOCK.COM INC COM 690370101 2090 175444 SH DEFINED 02,03,04 175444 OWENS & MINOR INC COM 690732102 13354 339461 SH DEFINED 02,04 339461 OWENS CORNING INC COM 690742101 1229 67780 SH SOLE 04 67780 OWENS ILL INC COM 690768403 9690 171709 SH DEFINED 02,03,04 171709 OXFORD INDUSTRIES INC COM 691497309 4 200 SH DEFINED 02,04 200 PC CONNECTION COM 69318J100 1542 194740 SH DEFINED 02,04 194740 PDF SOLUTIONS INC COM 693282105 3971 720653 SH DEFINED 02 720653 PDL BIOPHARMA INC COM 69329Y104 10 1000 SH DEFINED 02 1000 PG&E CORP COM 69331C108 224 6092 SH DEFINED 02,03 6092 PFF BANCORP COM 69331W104 2 200 SH DEFINED 02,04 200 PHH CORPORATION COM 693320202 2206 126580 SH DEFINED 02,04 126580 PF CHANG'S CHINA BIS COM 69333Y108 6 200 SH DEFINED 02,04 200 PICO HOLDINGS INC COM 693366205 6 200 SH DEFINED 02 200 PHI INC-NON VOTING COM 69336T205 6 200 SH DEFINED 02 200 PGT INC COM 69336V101 0 200 SH DEFINED 02 200 PMC- SIERRA INC COM 69344F106 20064 3519986 SH DEFINED 02,04 3519986 THE PMI GROUP INC COM 69344M101 6756 1160935 SH DEFINED 02,04 1160935 PNC FINANCIAL SERVICES COM 693475105 17538 267483 SH DEFINED 02,04 267483 PNM RESOURCES INC COM 69349H107 8 600 SH DEFINED 02 600 PPG INDS INC COM 693506107 32646 539513 SH DEFINED 02,03 539513 PPL CORP COM 69351T106 10148 220984 SH DEFINED 02,03 220984 PS BUSINESS PARKS COM 69360J107 5605 108000 SH DEFINED 02,04 108000 PSS WORLD MED INC COM 69366A100 332 19916 SH DEFINED 02,03,04 19916 PACCAR INC COM 693718108 34907 775704 SH DEFINED 02,03,04 775704 PACER INTERNATIONAL INC COM 69373H106 3482 211955 SH DEFINED 02,04 211955 PACIFIC CAP BANCORP NEW COM 69404P101 5142 239186 SH DEFINED 02,03,04 239186 PACIFIC ETHANOL INC COM 69423U107 0 200 SH DEFINED 02 200 PACIFIC SUNWEAR OF C COM 694873100 8 600 SH DEFINED 02,04 600 PACKAGING CORP OF AMERIC COM 695156109 1400 62713 SH DEFINED 02,04 62713 PACKETEER INC COM 695210104 2 400 SH DEFINED 02 400 PACTIV CORP COM 695257105 20 800 SH DEFINED 02,04 800 PAETEC HOLDING CORP COM 695459107 2 200 SH DEFINED 02,04 200 PAIN THERAPEUTICS INC COM 69562K100 1592 188400 SH DEFINED 02,04 188400 PALL CORP COM 696429307 603 17163 SH DEFINED 02,03,04 17163 PALM INC COM 696643105 65 13000 SH DEFINED 02,04 13000 PALOMAR MEDICAL TECH COM 697529303 4 200 SH DEFINED 02 200 PAN AMERICAN SILVER CORP COM 697900108 39465 1028541 SH SOLE 1028541 PANERA BREAD COMPANY CL COM 69840W108 31018 740470 SH DEFINED 02,04 740470 PANTRY INC COM 698657103 61361 2910842 SH DEFINED 02,03,04 2910842 PTRY 3 11/15/12 C CONB 698657AL7 22241 27500000 SH SOLE 27500000 PAPA JOHN'S INTL INC. COM 698813102 4 200 SH DEFINED 02,04 200 PAR PHARMACEUTICAL COS COM 69888P106 4 200 SH DEFINED 02,04 200 PARALLEL PETROLEUM C COM 699157103 8 400 SH DEFINED 02 400 PARAMETRIC TECHNOLOGY CO COM 699173209 8877 555451 SH DEFINED 02,03,04 555451 PAREXEL INTERNATIONAL COM 699462107 20044 767954 SH DEFINED 02,04 767954 PARK ELECTROCHEMICAL COR COM 700416209 4146 160382 SH DEFINED 02,04 160382 PARKER DRILLING CO COM 701081101 573 88700 SH DEFINED 02 88700 PARKER HANNIFIN CORP COM 701094104 53042 765734 SH DEFINED 02,03,04 765734 PARKWAY PROPERTIES INC COM 70159Q104 3245 87800 SH DEFINED 02,04 87800 PATRIOT COAL CORP COM 70336T104 10 200 SH DEFINED 02 200 PATTERSON COS INC COM 703395103 178 4900 SH DEFINED 02 4900 PATTERSON-UTI ENERGY INC COM 703481101 19591 748330 SH DEFINED 03,04 748330 PAYCHEX INC COM 704326107 1968 57457 SH DEFINED 02,03 57457 PEABODY ENERGY CORP COM 704549104 42098 825452 SH DEFINED 02,03,04 825452 BTU 4 3/4 12/15/66 C CONB 704549AG9 5700 5000000 SH SOLE 5000000 PEDIATRIX MED GROUP COM 705324101 12953 192179 SH DEFINED 02,03,04 192179 PEETS COFFEE & TEA I COM 705560100 4 200 SH DEFINED 02 200 PENFORD CORP COM 707051108 1641 75528 SH DEFINED 02,04 75528 PENN VIRGINIA CORP COM 707882106 18 400 SH DEFINED 02 400 PENNEY J C INC COM 708160106 112 2956 SH DEFINED 02,03,04 2956 PENNSYLVANIA RL ESTATE I COM 709102107 9879 405013 SH DEFINED 02,03,04 405013 PENSKE AUTO GROUP IN COM 70959W103 33 1700 SH DEFINED 02,04 1700 PENSON WORLDWIDE INC COM 709600100 2908 315105 SH DEFINED 02,03 315105 PENTAIR INC COM 709631105 9323 292250 SH DEFINED 02,04 292250 PEP BOYS-MANNY MOE & JAC COM 713278109 4 400 SH DEFINED 02,04 400 PEPCO HLDGS INC COM 713291102 8229 332900 SH DEFINED 02 332900 PEPSI BOTTLING GROUP INC COM 713409100 2287 67430 SH DEFINED 02,03,04 67430 PEPSIAMERICAS INC COM 71343P200 5317 208271 SH DEFINED 02,03,04 208271 PEPSICO INC COM 713448108 116463 1613067 SH DEFINED 02,03,04 1613067 PERFORMANCE FOOD GROUP C COM 713755106 8928 273218 SH DEFINED 02,03,04 273218 PERFICIENT INC COM 71375U101 2 200 SH DEFINED 02,04 200 PERFORMANCE TECH INC COM 71376K102 113 24700 SH SOLE 04 24700 PERICOM SEMICONDUCTO COM 713831105 5568 379277 SH DEFINED 02,04 379277 PERINI CORP COM 713839108 22604 623895 SH DEFINED 02,03,04 623895 PERKINELMER INC COM 714046109 7697 317410 SH DEFINED 02,03,04 317410 PEROT SYSTEMS CORP - CL COM 714265105 837 55670 SH DEFINED 02,04 55670 PERRIGO CO COM 714290103 9623 255068 SH DEFINED 02,03,04 255068 PETMED EXPRESS INC COM 716382106 2508 226110 SH SOLE 04 226110 PETROHAWK ENERGY CORP COM 716495106 20840 1033242 SH DEFINED 02,03,04 1033242 PETROBRAS BRASILEIRO ADR 71654V101 568 6706 SH DEFINED 03,04 6706 PETROBRAS BRASILEIRO ADR 71654V408 554498 5430391 SH DEFINED 03,04 5430391 PETROLEUM DEVELOPMENT COM 716578109 14 200 SH DEFINED 02,04 200 PETROQUEST ENERGY INC COM 716748108 6230 359320 SH DEFINED 02,04 359320 PETSMART INC COM 716768106 67452 3300000 SH SOLE 3300000 PFIZER INC COM 717081103 333924 15954349 SH DEFINED 02,03,04 15954349 PHARMACEUT PRODUCT DEVEL COM 717124101 997 23800 SH SOLE 04 23800 PHARMANET DEV GROUP COM 717148100 7223 286315 SH DEFINED 02,04 286315 PHARMERICA CORP COM 71714F104 4 207 SH DEFINED 02,03,04 207 PHASE FORWARD INC COM 71721R406 7027 411421 SH DEFINED 02,04 411421 PHILADELPHIA CONS HLDG C COM 717528103 12620 391911 SH DEFINED 02,03,04 391911 PHILLIPS-VAN HEUSEN COM 718592108 14100 371830 SH DEFINED 02,04 371830 PHOENIX COS INC NEW COM 71902E109 9601 786241 SH DEFINED 02,03,04 786241 PHOTRONICS INC COM 719405102 511 53490 SH DEFINED 02,04 53490 PIEDMONT NATURAL GAS CO COM 720186105 2962 112780 SH DEFINED 02,04 112780 PIER 1 IMPORTS INC-DEL COM 720279108 6 800 SH DEFINED 02,04 800 PIKE ELECTRIC CORP COM 721283109 1132 81316 SH DEFINED 02,04 81316 PILGRIMS PRIDE CORP COM 721467108 25715 1271140 SH DEFINED 02,04 1271140 PINNACLE AIRLINES CORP COM 723443107 1775 203330 SH DEFINED 02,04 203330 PINNACLE ENTERTAINMENT I COM 723456109 37384 2920626 SH DEFINED 02,04 2920626 PINNACLE FINL PARTNERS I COM 72346Q104 918 35870 SH DEFINED 02,03,04 35870 PINNACLE WEST CAP CORP COM 723484101 22 604 SH DEFINED 02,03 604 PIONEER DRILLING COM COM 723655106 173 10900 SH DEFINED 02,04 10900 Pioneer Natural Resource COM 723787107 25 500 SH DEFINED 02 500 PIPER JAFFRAY COS-W/I COM 724078100 6 200 SH DEFINED 02 200 PITNEY BOWES INC COM 724479100 50 1432 SH DEFINED 02,03 1432 PLAINS EXPLORATION & PR COM 726505100 2391 45000 SH SOLE 04 45000 PLANTRONICS INC COM 727493108 22408 1160456 SH DEFINED 02,04 1160456 PLAYBOY ENTERPRISES- COM 728117300 2 200 SH DEFINED 02 200 PLEXUS CORP COM 729132100 14354 511703 SH DEFINED 02,03,04 511703 PLUG POWER INC COM 72919P103 161 51730 SH DEFINED 02,04 51730 PLUM CREEK TIMBER CO COM 729251108 40 1000 SH DEFINED 02 1000 POLARIS INDUSTRIES INC COM 731068102 23750 579120 SH DEFINED 02,04 579120 POLO RALPH LAUREN CORP COM 731572103 317562 5447966 SH DEFINED 02,04 5447966 POLYCOM INC COM 73172K104 18 800 SH DEFINED 02 800 POLYONE CORP COM 73179P106 86 13380 SH DEFINED 02,04 13380 POLYPORE INTERNATION COM 73179V103 4 200 SH DEFINED 02,04 200 POOL CORP COM 73278L105 8 400 SH DEFINED 02 400 PORTER BANCORP INC COM 736233107 381 20910 SH SOLE 04 20910 PORTFOLIO RECOVERY ASSOC COM 73640Q105 5756 134220 SH DEFINED 02,04 134220 PORTLAND GENERAL ELECTRI COM 736508847 14 600 SH DEFINED 02 600 PORTUGAL TELCM SGPS SA ADR 737273102 17 1464 SH DEFINED 03 1464 POST PPTYS INC COM 737464107 3713 96117 SH DEFINED 02,03 96117 POTASH CORP OF SASKATCHE COM 73755L107 73393 472863 SH SOLE 04 472863 POTLATCH CORP COM 737630103 660 16000 SH DEFINED 02 16000 POWELL INDUSTRIES COM 739128106 3139 79740 SH SOLE 04 79740 POWER-ONE INC COM 739308104 2 600 SH DEFINED 02,04 600 POWERSHARES WATER RE MFO 73935X575 1385 72000 SH SOLE 72000 POWERWAVE TECHNOLOGIES I COM 739363109 580 227333 SH DEFINED 02,03 227333 POZEN INC COM 73941U102 2044 197290 SH SOLE 04 197290 PRAXAIR INC COM 74005P104 316501 3757586 SH DEFINED 02,03,04 3757586 PREPAID LEGAL COM 740065107 3417 80580 SH SOLE 04 80580 PRECISION CASTPARTS CORP COM 740189105 165092 1617277 SH DEFINED 02,04 1617277 PREMIER EXHIBITIONS INC COM 74051E102 1242 205700 SH SOLE 04 205700 PREMIERE GLOBAL SVCS INC COM 740585104 21771 1518185 SH DEFINED 02,03,04 1518185 PRESIDENTIAL LIFE CORP COM 740884101 97 5540 SH DEFINED 02,04 5540 PRESTIGE BRANDS HOLDINS COM 74112D101 2 200 SH DEFINED 02,04 200 PRICE T ROWE GROUP INC COM 74144T108 80633 1612648 SH DEFINED 02,03,04 1612648 PRICELINE COM INC COM 741503403 24289 200969 SH DEFINED 02,03,04 200969 PRICESMART INC COM 741511109 1379 49780 SH SOLE 04 49780 PRIDE INTERNATIONAL COM 74153Q102 24 700 SH DEFINED 02,04 700 PRIMEDIA INC COM 74157K846 2 200 SH DEFINED 02 200 PRINCIPAL FINL GROUP INC COM 74251V102 131 2344 SH DEFINED 02,03,04 2344 PROASSURANCE CORP COM 74267C106 19164 356003 SH DEFINED 02,03,04 356003 PROCENTURY CORP COM 74268T108 1797 99850 SH SOLE 04 99850 PROCTER & GAMBLE COMPANY COM 742718109 366763 5234240 SH DEFINED 02,03,04 5234240 PRIVATEBANCORP INC COM 742962103 67 2126 SH DEFINED 02 2126 PROGENICS PHARMACEUTICAL COM 743187106 2 200 SH DEFINED 02 200 ***PROGRESS ENERGY INC COM 743263105 58 1400 SH DEFINED 02,04 1400 PROGRESS SOFTWARE CORP COM 743312100 8443 282180 SH DEFINED 02,04 282180 PROGRESSIVE CORP COM 743315103 62 3800 SH DEFINED 02,04 3800 PROLOGIS TR COM 743410102 32614 554111 SH DEFINED 02,03 554111 PROS HOLDINGS INC COM 74346Y103 2619 208660 SH SOLE 04 208660 PROSPECT CAPITAL CORP COM 74348T102 166 10880 SH SOLE 04 10880 PROSPERITY BANCSHARES COM 743606105 2542 88700 SH DEFINED 02 88700 PROTECTIVE LIFE CORP COM 743674103 99779 2460030 SH SOLE 04 2460030 PROVIDENCE SERVICE CORP COM 743815102 11047 368228 SH DEFINED 02,04 368228 PROVIDENT BANKSHRS CORP COM 743859100 2 200 SH DEFINED 02 200 PROVIDENT FINANCIAL SVC COM 74386T105 6 400 SH DEFINED 02 400 PROVIDENT NEW YORK B COM 744028101 1139 84380 SH DEFINED 02,04 84380 PRUDENTIAL FINL INC COM 744320102 330686 4226021 SH DEFINED 02,03,04 4226021 Psychemedics Corp COM 744375205 4269 239829 SH DEFINED 02 239829 PSYCHIATRIC SOLUTIONS IN COM 74439H108 75 2200 SH DEFINED 02 2200 PUBLIC SVC ENTERPRISES COM 744573106 13508 336108 SH DEFINED 02,03,04 336108 PUBLIC STORAGE INC COM 74460D109 14994 169193 SH DEFINED 02,03 169193 PUGET ENERGY INC COM 745310102 26 1000 SH DEFINED 02 1000 PULTE CORP COM 745867101 49873 3427720 SH DEFINED 02,04 3427720 QLOGIC CORP COM 747277101 2178 141860 SH DEFINED 02,04 141860 QUALCOMM INC COM 747525103 652227 15907970 SH DEFINED 02,03,04 15907970 QUALITY SYS INC COM 747582104 2009 67257 SH DEFINED 02,03,04 67257 QUANEX CORP COM 747620102 28718 555055 SH DEFINED 02,04 555055 QUANTA SVCS INC COM 74762E102 28550 1232178 SH DEFINED 03 1232178 PWR 3 3/4% 4/30/2026 CV CONB 74762EAE2 2533 2000000 SH SOLE 2000000 QUANTUM CORP COM 747906204 637 297643 SH DEFINED 02,04 297643 QUEST DIAGNOSTICS INC COM 74834L100 36 800 SH DEFINED 02 800 QUEST SOFTWARE INC COM 74834T103 13406 1025680 SH DEFINED 02,04 1025680 QUESTAR CORP COM 748356102 27793 491400 SH DEFINED 02 491400 QUICKSILVER RESOURCES COM 74837R104 30 800 SH DEFINED 02 800 QUIKSILVER INC COM 74838C106 10 1000 SH DEFINED 02 1000 QUIDEL CORP COM 74838J101 4897 304890 SH DEFINED 02,04 304890 QUIXOTE CORP COM 749056107 1105 132296 SH DEFINED 02 132296 QWEST COMMUNICATIONS INT COM 749121109 11888 2624301 SH DEFINED 02,03,04 2624301 RAIT FINANCIAL TRUST COM 749227104 1669 240500 SH DEFINED 02,04 240500 RCN CORP COM 749361200 4 400 SH DEFINED 02 400 RC2 CORP COM 749388104 1398 66650 SH DEFINED 02,04 66650 RLI CORP COM 749607107 13711 276587 SH DEFINED 02,04 276587 RPC INC COM 749660106 9929 653650 SH DEFINED 02 653650 RPM INC OHIO COM 749685103 2642 126186 SH DEFINED 02,03,04 126186 RSC HOLDINGS COM 74972L102 1293 118610 SH DEFINED 02,04 118610 RTI INTERNATIONAL METALS COM 74973W107 10 200 SH DEFINED 02 200 RTI BIOLOGICS INC COM 74975N105 197 20870 SH SOLE 04 20870 RXI PHARMACEUTICALS COM 74978T109 314 33024 SH SOLE 04 33024 RF MICRO DEVICES INC COM 749941100 6 2200 SH DEFINED 02,04 2200 RACKABLE SYSTEMS INC COM 750077109 2 200 SH DEFINED 02 200 RADIAN GROUP INC COM 750236101 4 600 SH DEFINED 02,04 600 RADIANT SYSTEMS INC COM 75025N102 4752 340180 SH DEFINED 02,04 340180 RADIO ONE INC -CL D COM 75040P405 0 600 SH DEFINED 02 600 RADIOSHACK CORP COM 750438103 37804 2326375 SH DEFINED 02,03,04 2326375 Radisys Corp COM 750459109 5 500 SH DEFINED 02,04 500 RAMBUS INC COM 750917106 128312 5504580 SH DEFINED 02,04 5504580 RALCORP HLDGS INC NEW COM 751028101 5115 87964 SH DEFINED 02,03 87964 RAMCO-GERSHENSON PROPERT COM 751452202 1701 80600 SH DEFINED 02,04 80600 RANDGOLD RSRCS LTD ADR ADR 752344309 60242 1300000 SH SOLE 1300000 RANGE RESOURCES CORP COM 75281A109 280996 4428620 SH DEFINED 02,04 4428620 RASER TECHNOLOGIES I COM 754055101 2 200 SH DEFINED 02 200 RAVEN INDUSTRIES INC COM 754212108 7369 243203 SH DEFINED 02,04 243203 RAYMOND JAMES FINL INC COM 754730109 6812 296435 SH DEFINED 02,03,04 296435 RAYONIER INC COM 754907103 26 600 SH DEFINED 02 600 RAYTHEON CO NEW COM 755111507 273308 4230121 SH DEFINED 02,03,04 4230121 RBC BEARINGS INC COM 75524B104 16769 451623 SH DEFINED 02,03,04 451623 REALNETWORKS INC COM 75605L104 4 800 SH DEFINED 02 800 REALTY INCOME CORP COM 756109104 9499 370744 SH DEFINED 02,04 370744 RHT 0 1/2 1/15/24 C CONB 756577AB8 2974 3000000 SH SOLE 3000000 RED ROBIN GOURMET BU COM 75689M101 8 200 SH DEFINED 02,04 200 REDDY ICE HOLDINGS INC COM 75734R105 1271 97570 SH DEFINED 02,04 97570 REDWOOD TRUST INC COM 758075402 2298 63200 SH DEFINED 02,04 63200 REGAL BELOIT COM 758750103 18187 496525 SH DEFINED 02,04 496525 REGAL ENT GROUP COM 758766109 2074 107530 SH DEFINED 02,04 107530 REGENCY CTRS CORP COM 758849103 16931 261445 SH DEFINED 03 261445 REGENERON PHARMACEUTICAL COM 75886F107 62074 3234716 SH DEFINED 02,04 3234716 REGIS CORPORATION COM 758932107 616 22425 SH DEFINED 02,04 22425 REHABCARE GROUP INC COM 759148109 3512 234130 SH SOLE 04 234130 REGIONS FINANCIAL CORP ( COM 7591EP100 4918 249000 SH DEFINED 02 249000 REINSURANCE GROUP AMER I COM 759351109 14640 268911 SH DEFINED 02,03,04 268911 RELIANCE STEEL & ALUM COM 759509102 20491 342320 SH DEFINED 02,04 342320 RELIANT RES INC COM 75952B105 13838 585112 SH DEFINED 03,04 585112 RENASANT CORP COM 75970E107 122 5440 SH DEFINED 02,04 5440 RENT-A-CENTER INC. COM 76009N100 356 19392 SH DEFINED 02,04 19392 RENTECH INC COM 760112102 2 1200 SH DEFINED 02 1200 REPUBLIC AIRWAYS HLD INC COM 760276105 10854 501094 SH DEFINED 02,04 501094 RES-CARE INC COM 760943100 3146 183486 SH DEFINED 02,04 183486 RESEARCH IN MOTION COM 760975102 416191 3708376 SH SOLE 04 3708376 RESMED INC COM 761152107 31 716 SH DEFINED 02,03 716 RESOURCE AMERICA INC-A COM 761195205 2 200 SH DEFINED 02 200 RESOURCE CAPITAL REIT COM 76120W302 120 15800 SH SOLE 04 15800 RESOURCES CONNECTION INC COM 76122Q105 3628 203000 SH DEFINED 02,04 203000 RETAIL VENTURES INC COM 76128Y102 0 200 SH DEFINED 02 200 REVLON INC - CL A COM 761525500 11657 11894774 SH DEFINED 02,04 11894774 REYNOLDS AMERN INC COM 761713106 4808 81433 SH DEFINED 02,03,04 81433 RIGEL PHARMACEUTICALS IN COM 766559603 57393 3075700 SH DEFINED 02 3075700 RIGHTNOW TECHNOLOGIE COM 76657R106 1257 105620 SH DEFINED 02,04 105620 RIO TINTO PLC-SPON A ADR 767204100 49421 120000 SH SOLE 120000 RITCHIE BROS AUCTIONEERS COM 767744105 10298 125405 SH DEFINED 03 125405 RITE AID CORP COM 767754104 35953 12228690 SH DEFINED 02 12228690 RIVERBED TECH INC COM 768573107 2 200 SH DEFINED 02 200 RIVIERA HOLDINGS CORP COM 769627100 127 6160 SH SOLE 04 6160 ROBBINS & MYERS INC COM 770196103 29759 911438 SH DEFINED 02,04 911438 ROBERT HALF INTL INC COM 770323103 17720 688410 SH DEFINED 02,04 688410 ROCK TENN COMPANY - A COM 772739207 28677 956874 SH DEFINED 02,04 956874 ROCKWELL INTL CORP NEW COM 773903109 34649 603434 SH DEFINED 02,03,04 603434 ROCKWELL COLLINS INC COM 774341101 29813 521654 SH DEFINED 02,03 521654 ROCKWOOD HOLDINGS INC COM 774415103 851 25958 SH DEFINED 02,04 25958 RKY MTN CHOC FACTORY COM 774678403 1426 113565 SH DEFINED 02 113565 ROFIN-SINAR TECHNOLOGI COM 775043102 36695 817246 SH DEFINED 02,04 817246 ROGERS COMMUNICATIONS IN COM 775109200 6 166 SH DEFINED 03 166 ROGERS CORP COM 775133101 2215 66306 SH DEFINED 02,03,04 66306 ROHM & HAAS CO COM 775371107 3789 70065 SH DEFINED 02,03 70065 ROLLINS INC COM 775711104 10351 585085 SH DEFINED 02,04 585085 ROPER INDS INC NEW COM 776696106 12490 210119 SH DEFINED 02,03,04 210119 ROSETTA RESOURCES COM 777779307 6198 315120 SH DEFINED 02,04 315120 ROWAN COS INC COM 779382100 10881 264225 SH DEFINED 02,03,04 264225 ROYAL DUTCH SHELL PLC ADR 780259206 24 344 SH DEFINED 03 344 ROYAL GOLD INC COM 780287108 16600 550200 SH DEFINED 02 550200 RUBICON TECHNOLOGY INC COM 78112T107 5664 195430 SH SOLE 04 195430 RUBY TUESDAY INC COM 781182100 4 400 SH DEFINED 02 400 RUDDICK CORP COM 781258108 1603 43500 SH DEFINED 02 43500 RUDOLPH TECHNOLOGIES INC COM 781270103 1433 146630 SH DEFINED 02,04 146630 RUSH ENTERPRISES INC- COM 781846209 2171 137051 SH DEFINED 02,04 137051 RURAL CELLULAR CORP- CLA COM 781904107 2208 49930 SH DEFINED 02,04 49930 RUTH'S CHRIS STEAK H COM 783332109 2 200 SH DEFINED 02 200 RYANAIR HOLDINGS PLC ADR 783513104 67688 2393500 SH SOLE 04 2393500 RYDER SYS INC COM 783549108 14472 237605 SH DEFINED 02,03,04 237605 RYLAND GROUP INC COM 783764103 21346 649010 SH DEFINED 02,04 649010 S & T BANCORP INC COM 783859101 1859 57789 SH DEFINED 02,04 57789 SBA COMMUNICATIONS CORP COM 78388J106 12723 426497 SH DEFINED 02,03 426497 SAIC INC COM 78390X101 47911 2577280 SH DEFINED 02,04 2577280 SI International Inc COM 78427V102 4988 259942 SH DEFINED 02 259942 SJW CORP COM 784305104 6 200 SH DEFINED 02,04 200 SK TELECOM CO LTD ADR ADR 78440P108 259623 12014036 SH DEFINED 03,04 12014036 SL GREEN RLTY CORP COM 78440X101 58712 720656 SH DEFINED 03,04 720656 SLM CORP COM 78442P106 40 2600 SH DEFINED 02 2600 SPDR TRUST SERIES 1 MFO 78462F103 2489 18864 SH DEFINED 02,04 18864 SPSS INC. COM 78462K102 5752 148314 SH DEFINED 02,04 148314 SPX CORPORATION COM 784635104 22525 214726 SH SOLE 04 214726 S1 CORPORATION COM 78463B101 5399 759354 SH DEFINED 02,03,04 759354 SRA INTERNATIONAL IN COM 78464R105 6144 252740 SH DEFINED 02,04 252740 STEC INC COM 784774101 639 103260 SH SOLE 04 103260 SVB FINANCIAL GROUP COM 78486Q101 30 700 SH DEFINED 02,04 700 SWS GROUP INC COM 78503N107 2167 177172 SH DEFINED 02,04 177172 SY BANCORP INC COM 785060104 4 200 SH DEFINED 02 200 SAFECO CORP COM 786429100 30788 701648 SH DEFINED 02,03,04 701648 SAFETY INS GROUP INC COM 78648T100 282 8262 SH DEFINED 02,04 8262 SAFEWAY INC COM 786514208 971 33100 SH DEFINED 02,04 33100 SAIA INC COM 78709Y105 1184 74650 SH DEFINED 02 74650 THE ST JOE COMPANY COM 790148100 60 1400 SH SOLE 1400 ST JUDE MEDICAL INC. COM 790849103 82548 1911284 SH DEFINED 02,04 1911284 ST MARY LAND & EXPLO COM 792228108 24 600 SH DEFINED 02 600 SAKS INCORPORATED COM 79377W108 12 1000 SH DEFINED 02 1000 SALESFORCE.COM INC COM 79466L302 124720 2155184 SH SOLE 04 2155184 SALIX PHARMACEUTICALS LT COM 795435106 867 138000 SH DEFINED 02,03,04 138000 SALLY BEAUTY HOLDINGS COM 79546E104 10348 1499690 SH DEFINED 02,04 1499690 SANDERSON FARMS INC COM 800013104 8 200 SH DEFINED 02 200 SANDISK CORP COM 80004C101 12691 562267 SH DEFINED 02,03,04 562267 SANDRIDGE ENERGY INC COM 80007P307 8439 215550 SH SOLE 215550 SANDY SPRING BANCORP COM 800363103 1247 45300 SH DEFINED 02 45300 SANGAMO BIOSCIENCES COM 800677106 2 200 SH DEFINED 02 200 SANMINA-SCI CORP COM 800907107 6676 4121331 SH DEFINED 02,04 4121331 SANOFI-SYNTHELABO ADR 80105N105 9 239 SH DEFINED 03 239 SAPIENT CORP COM 803062108 12177 1749540 SH DEFINED 02,04 1749540 SARA LEE CORP COM 803111103 17349 1241023 SH DEFINED 02,03,04 1241023 SAUER-DANFOSS INC COM 804137107 285 12910 SH DEFINED 02,03,04 12910 SAUL CENTERS INC REIT COM 804395101 1638 32600 SH SOLE 04 32600 SAVIENT PHARMACEUTICALS COM 80517Q100 2228 111400 SH DEFINED 02,04 111400 SAVVIS INC COM 805423308 4 200 SH DEFINED 02 200 SCANA CORP NEW COM 80589M102 11055 302212 SH DEFINED 02,03 302212 SCANSOURCE INC COM 806037107 3193 88228 SH DEFINED 02,04 88228 SCHAWK INC COM 806373106 4 200 SH DEFINED 02,04 200 SCHEIN HENRY INC COM 806407102 168644 2938036 SH DEFINED 03,04 2938036 SCHERING PLOUGH CORP COM 806605101 199035 13812302 SH DEFINED 02,03,04 13812302 SGP 6%PREFERRED CV CPFD 806605705 10368 67683 SH DEFINED 03 67683 SCHLUMBERGER COM 806857108 711309 8175964 SH DEFINED 02,03,04 8175964 SLB 2 1/8 6/1/23 C CONB 806857AD0 4418 2000000 SH SOLE 2000000 SCHNITZER STEEL INDS COM 806882106 26190 368775 SH DEFINED 02,04 368775 SCHOLASTIC CORP COM 807066105 17131 565930 SH DEFINED 02,04 565930 SCHOOL SPECIALTY INC COM 807863105 1672 53010 SH DEFINED 02,04 53010 SCHULMAN (A.) INC COM 808194104 5290 257694 SH DEFINED 02,04 257694 SCHWAB CHARLES CORP NEW COM 808513105 195202 10366548 SH DEFINED 02,03,04 10366548 SCHWEITZER-MAUDIT INT IN COM 808541106 4706 203350 SH DEFINED 02,04 203350 SCIELE PHARMA INC COM 808627103 13155 674620 SH DEFINED 02,04 674620 SCIENTIFIC GAMES CORP - COM 80874P109 26838 1271349 SH DEFINED 02,04 1271349 SCOTTS MIRACLE-GRO C COM 810186106 12 400 SH DEFINED 02,04 400 EW SCRIPPS -CL A COM 811054204 58 1389 SH DEFINED 02,03 1389 SEABRIGHT INSURANCE HLDG COM 811656107 2634 178800 SH SOLE 04 178800 SEACOAST BANKING COR COM 811707306 2 200 SH DEFINED 02 200 SEACOR HOLDINGS INC COM 811904101 21290 249420 SH DEFINED 02,04 249420 SEALED AIR CORP- NEW COM 81211K100 26 1000 SH DEFINED 02,04 1000 SEALY CORP COM 812139301 4 400 SH DEFINED 02 400 SEARS HLDGS CORP COM 812350106 955 9361 SH DEFINED 02,03,04 9361 SEATTLE GENETICS INC COM 812578102 39727 4365545 SH DEFINED 02,03,04 4365545 SECURE COMPUTING CORP COM 813705100 1496 232089 SH DEFINED 02,04 232089 SELECT COMFORT CORP COM 81616X103 156 43370 SH DEFINED 02,04 43370 SELECTIVE INS GROUP INC COM 816300107 10058 421196 SH DEFINED 02,04 421196 SEMTECH COM 816850101 21937 1530850 SH DEFINED 02,04 1530850 SEMPRA ENERGY CORP COM 816851109 546 10235 SH DEFINED 02,03 10235 SENIOR HOUSING PROP TRUS COM 81721M109 9674 408204 SH DEFINED 02,04 408204 SENOMYX INC COM 81724Q107 2 200 SH DEFINED 02 200 SENSIENT TECHNOLOGIES COM 81725T100 17838 604882 SH DEFINED 02,04 604882 SEPRACOR COM 817315104 10 500 SH DEFINED 02,04 500 SERVICE CORP INT'L COM 817565104 5217 514590 SH DEFINED 02,04 514590 SHAW GROUP INC COM 820280105 15926 337844 SH DEFINED 03,04 337844 SHENANDOAH TELECOMMU COM 82312B106 2 200 SH DEFINED 02,04 200 SHENGDATECH INC COM 823213103 1776 208970 SH SOLE 04 208970 SHERWIN-WILLIAMS CO COM 824348106 30 600 SH DEFINED 02,04 600 SHILOH INDUSTRIES INC COM 824543102 261 23331 SH SOLE 04 23331 SHIRE PHARMACEUTICALS AD ADR 82481R106 24465 422100 SH SOLE 422100 SHORETEL INC COM 825211105 1086 212160 SH SOLE 04 212160 SHUFFLE MASTER INC COM 825549108 11715 2189600 SH DEFINED 02,04 2189600 SHUTTERFLY INC COM 82568P304 772 51980 SH DEFINED 02,04 51980 SIEMENS AG SPONSORED ADR ADR 826197501 351195 3223742 SH DEFINED 03,04 3223742 SIERRA BANCORP COM 82620P102 43 2000 SH DEFINED 02 2000 SIERRA PAC RES NEW COM 826428104 4927 390055 SH DEFINED 02,03,04 390055 SIGMA ALDRICH CORP COM 826552101 406 6793 SH DEFINED 02,03,04 6793 SIGMA DESIGNS INC COM 826565103 13323 587690 SH DEFINED 02,04 587690 SIGNATURE BANK COM 82669G104 2698 105781 SH DEFINED 02,03 105781 SILICON LABORATORIES INC COM 826919102 20829 660400 SH DEFINED 02,04 660400 SILGAN HLDGS INC COM 827048109 3828 77110 SH DEFINED 02,03,04 77110 SILICON STORAGE TECH COM 827057100 1184 451930 SH DEFINED 02,04 451930 SILICON IMAGE INC COM 82705T102 272 54200 SH DEFINED 02,04 54200 SILVER STD RES INC COM 82823L106 8 249 SH DEFINED 03 249 SIMON PPTY GROUP INC NEW COM 828806109 52620 566358 SH DEFINED 02,03 566358 SIMON PROPERTY CV CPFD 828806802 3794 50000 SH SOLE 50000 SIMPSON MANU CO INC COM 829073105 10 400 SH DEFINED 02,04 400 SINCLAIR BROADCAST GROUP COM 829226109 16383 1838718 SH DEFINED 02,03,04 1838718 SIRONA DENTAL SYSTEMS IN COM 82966C103 2602 96483 SH DEFINED 02,03,04 96483 SIRIUS SATELLITE RADIO COM 82966U103 203912 71297886 SH SOLE 04 71297886 SIRF TECHNOLOGY HLDNGS COM 82967H101 2 400 SH DEFINED 02,04 400 SIRTRIS PHARMACEUTIC COM 82968A105 2 200 SH DEFINED 02 200 SIX FLAGS INC COM 83001P109 2 800 SH DEFINED 02 800 SIX FLAGS CV PIERS NVT CPFD 83001P505 7898 650000 SH SOLE 650000 SKECHERS U S A INC COM 830566105 263 13000 SH DEFINED 02,04 13000 SKILLED HEALTHCARE GROUP COM 83066R107 11247 1024302 SH DEFINED 02,03,04 1024302 SKYWEST INCORPORATED COM 830879102 13400 634467 SH DEFINED 02,04 634467 SKYWORKS SOLUTIONS INC COM 83088M102 22043 3027964 SH DEFINED 02,03,04 3027964 SMITH & WESSON HOLDING COM 831756101 2 200 SH DEFINED 02 200 SWHC 4% 12/15/26 CV CONB 831756AB7 1347 1500000 SH SOLE 1500000 SMITH (A.O.) CORP COM 831865209 14217 432510 SH DEFINED 02,04 432510 SMITH INTL INC COM 832110100 203256 3164516 SH DEFINED 02,03,04 3164516 Smithtown Bancorp Inc COM 832449102 1382 66113 SH DEFINED 02 66113 JM SMUCKER CO COM 832696405 20 400 SH DEFINED 02,04 400 SMURFIT-STONE CONTAINER COM 832727101 7 900 SH SOLE 900 SNAP ON TOOLS CORP COM 833034101 1614 31735 SH DEFINED 02,03,04 31735 SOHU.COM INC COM 83408W103 34438 763085 SH DEFINED 02,04 763085 SOLERA HOLDINGS INC COM 83421A104 10 400 SH DEFINED 02,04 400 SOMANETICS CORP COM 834445405 1368 87880 SH SOLE 04 87880 SONIC CORP COM 835451105 14 600 SH DEFINED 02 600 SONIC AUTOMOTIVE INC COM 83545G102 1154 56139 SH DEFINED 02,04 56139 SONIC SOLUTIONS COM 835460106 852 88290 SH DEFINED 02,04 88290 SONICWALL INC COM 835470105 5918 724355 SH DEFINED 02,04 724355 SONOSITE INC COM 83568G104 2576 90600 SH DEFINED 02,04 90600 SOTHEBYS COM 835898107 14018 484870 SH DEFINED 02,04 484870 SONUS NETWORKS INC COM 835916107 8 2200 SH DEFINED 02 2200 SOUNDBITE COMMUNICAT COM 836091108 735 150000 SH SOLE 04 150000 SOUTH FINANCIAL GROU COM 837841105 127 8600 SH DEFINED 02 8600 SOUTH JERSEY INDUSTRIES COM 838518108 8 200 SH DEFINED 02,04 200 SOUTHERN CO COM 842587107 10964 307913 SH DEFINED 02,03 307913 SOUTHERN COPPER CORP COM 84265V105 129257 1244897 SH DEFINED 02,04 1244897 SOUTHERN UN CO NEW COM 844030106 58615 2518910 SH DEFINED 02,04 2518910 SOUTHSIDE BANCSHARES COM 84470P109 450 18700 SH DEFINED 02,04 18700 SOUTHWEST AIRLINES C COM 844741108 17748 1431320 SH DEFINED 02,04 1431320 SOUTHWEST GAS CORP COM 844895102 2278 81472 SH DEFINED 02,04 81472 SOVEREIGN BANCORP INC COM 845905108 21 2278 SH DEFINED 02,03 2278 SOVRAN SELF STORAGE INC COM 84610H108 1990 46600 SH DEFINED 02,04 46600 SPANSION INC-CLASS A COM 84649R101 2 800 SH DEFINED 02 800 SPARTAN MOTORS INC. COM 846819100 161 19024 SH DEFINED 02 19024 SPARTAN STORES INC COM 846822104 561 26892 SH DEFINED 02,03,04 26892 SPARTECH CORP COM 847220209 554 65555 SH DEFINED 02,03,04 65555 SPECTRA ENERGY CORP COM 847560109 15053 661679 SH DEFINED 02,03 661679 SPECTRUM BRANDS INC COM 84762L105 2 400 SH DEFINED 02 400 SPEEDWAY MOTORSPORTS INC COM 847788106 13 500 SH DEFINED 02,04 500 SPHERION CORP COM 848420105 4052 662070 SH DEFINED 02,04 662070 SPIRIT AERO COM 848574109 9801 441900 SH SOLE 04 441900 SPRINT CORP COM 852061100 72156 10785640 SH DEFINED 02,03,04 10785640 STAGE STORES INC COM 85254C305 6 400 SH DEFINED 02,04 400 STAMPS.COM INC COM 852857200 158 15370 SH DEFINED 02,04 15370 STANCORP FINL GROUP INC COM 852891100 21950 460075 SH DEFINED 02,03,04 460075 STANDARD MICROSYSTEMS COM 853626109 8285 283920 SH DEFINED 02,04 283920 STANDARD-PACIFIC COR COM 85375C101 2 600 SH DEFINED 02 600 STANDARD PARKING CORP COM 853790103 6619 315784 SH DEFINED 02,04 315784 STANLEY INC COM 854532108 2775 94200 SH SOLE 04 94200 STANLEY WKS COM 854616109 5327 111866 SH DEFINED 02,03,04 111866 STAPLES INC COM 855030102 13675 618513 SH DEFINED 02,03 618513 STARBUCKS CORP COM 855244109 3281 187440 SH DEFINED 02,03 187440 STARENT NETWORKS CORP COM 85528P108 2 200 SH DEFINED 02 200 STATE AUTO FINANCIAL COR COM 855707105 6 200 SH DEFINED 02,04 200 STARWOOD HOTELS COM 85590A401 66 1270 SH DEFINED 02,04 1270 STATE STR CORP COM 857477103 105221 1331917 SH DEFINED 02,03,04 1331917 THE STEAK N SHAKE CO COM 857873103 2 200 SH DEFINED 02 200 STEEL DYNAMICS INC COM 858119100 23285 704740 SH SOLE 04 704740 STEELCASE INC COM 858155203 16548 1496176 SH DEFINED 02,04 1496176 STEIN MART INC COM 858375108 69 12188 SH DEFINED 02,03 12188 STEINWAY MUSICAL INSTRS COM 858495104 2061 72261 SH DEFINED 02,03,04 72261 STEPAN CO COM 858586100 2120 55458 SH SOLE 04 55458 STERLING BANCSHARES INC COM 858907108 12 1200 SH DEFINED 02 1200 STERICYCLE INC COM 858912108 45009 873944 SH DEFINED 03 873944 STERIS CORP COM 859152100 17044 635240 SH DEFINED 02,04 635240 STERLING BANCORP-N Y COM 859158107 4 200 SH DEFINED 02,04 200 STEREOTAXIS INC COM 85916J102 2 200 SH DEFINED 02 200 STERLING CONST CO COM 859241101 7593 416741 SH DEFINED 02,04 416741 ***STERLING FINANCIAL CO COM 859317109 390 22340 SH DEFINED 02,04 22340 STERLING FINL CORP COM 859319105 45 2891 SH DEFINED 02,04 2891 STEWART ENTERPRISES COM 860370105 6 800 SH DEFINED 02,04 800 STEWART INFORMATION COM 860372101 6 200 SH DEFINED 02 200 STIFEL FINANCIAL CORP COM 860630102 4 100 SH SOLE 100 STILLWATER MINING COMPAN COM 86074Q102 6 400 SH DEFINED 02 400 STONE ENERGY CORP. COM 861642106 29120 556676 SH DEFINED 02,04 556676 STONERIDGE INC COM 86183P102 135 10050 SH SOLE 04 10050 STRATASYS INC COM 862685104 3026 170010 SH DEFINED 02,04 170010 STRATEGIC HOTELS & RESOR COM 86272T106 4716 359233 SH DEFINED 02,03,04 359233 STRAYER ED INC COM 863236105 7256 47584 SH DEFINED 02,03,04 47584 STRYKER CORP COM 863667101 88132 1354830 SH DEFINED 02,03,04 1354830 STURM RUGER & CO INC COM 864159108 1782 216300 SH SOLE 04 216300 SUFFOLK BANCORP COM 864739107 716 22600 SH DEFINED 02 22600 SULPHCO INC COM 865378103 2 400 SH DEFINED 02 400 SUN COMMUNITIES INC COM 866674104 4 200 SH DEFINED 02 200 SUN MICROSYSTEMS INC CO COM 866810203 214458 13809233 SH DEFINED 02,03,04 13809233 SUN HEALTHCARE GROUP COM 866933401 3226 245460 SH DEFINED 02,04 245460 SUN HYDRAULICS CORP COM 866942105 4808 164260 SH DEFINED 02,04 164260 SUNCOR ENERGY INC COM 867229106 23 234 SH DEFINED 03 234 SUNOCO INC COM 86764P109 29328 558965 SH DEFINED 02,03,04 558965 SUNRISE SENIOR LIVING COM 86768K106 8 400 SH DEFINED 02,04 400 SUNSTONE HOTEL INVS INC COM 867892101 8356 521870 SH DEFINED 02,03,04 521870 SUNTRUST BANKS,INC. COM 867914103 154 2800 SH DEFINED 02 2800 SUPERIOR ENERGY SERV COM 868157108 2599 65600 SH DEFINED 02,04 65600 SUPERIOR ESSEX COM 86815V105 3878 137900 SH DEFINED 02,04 137900 SUPERIOR INDUSTRIES COM 868168105 4 200 SH DEFINED 02 200 SUPERIOR WELL SERVIC COM 86837X105 4 200 SH DEFINED 02,04 200 SUPERTEX INC COM 868532102 4719 231214 SH DEFINED 02,04 231214 SUPERVALU INC. COM 868536103 8007 267060 SH DEFINED 02,04 267060 SUREWEST COMMUNICATIONS COM 868733106 4 200 SH DEFINED 02,04 200 SURMODICS INC COM 868873100 8 200 SH DEFINED 02 200 SUSQUEHANNA BANCSHARES COM 869099101 1982 97330 SH DEFINED 02,04 97330 SWIFT ENERGY CO COM 870738101 1183 26300 SH DEFINED 02,04 26300 SWITCH AND DATA FACILITY COM 871043105 2 200 SH DEFINED 02,04 200 SYBASE INCORPORATED COM 871130100 19803 752972 SH DEFINED 02,04 752972 SY 1 3/4 2/22/25 CV CONB 871130AB6 2348 2000000 SH SOLE 2000000 SYCAMORE NETWORKS IN COM 871206108 421 115080 SH DEFINED 02,04 115080 SYKES ENTERPRISES INC COM 871237103 4588 260811 SH DEFINED 02,04 260811 SYMANTEC CORP COM 871503108 64145 3859476 SH DEFINED 02,03,04 3859476 SYMC 0 3/4 06/15/11 CV CONB 871503AD0 5350 5000000 SH SOLE 5000000 SYMMETRY MEDICAL INC COM 871546206 4 200 SH DEFINED 02,04 200 SYMYX TECHNOLOGIES INC COM 87155S108 15281 2037468 SH DEFINED 02 2037468 SYNCHRONOSS TECH INC COM 87157B103 3156 157580 SH DEFINED 02,04 157580 SYNAPTICS INC COM 87157D109 11177 468070 SH DEFINED 02,04 468070 SYNOPSYS INC COM 871607107 36142 1591467 SH DEFINED 02,03,04 1591467 SYNTEL INC COM 87162H103 11271 422936 SH DEFINED 02,03,04 422936 SYNNEX CORP COM 87162W100 1647 77620 SH DEFINED 02,04 77620 SYNIVERSE HLD INC COM 87163F106 20987 1259750 SH DEFINED 02,04 1259750 SYSCO CORP COM 871829107 240455 8285847 SH DEFINED 02,03,04 8285847 SYSTEMAX INC COM 871851101 1049 86960 SH SOLE 04 86960 TCF FINANCIAL CORP COM 872275102 145 8100 SH SOLE 04 8100 TECO ENERGY INC COM 872375100 542 33971 SH DEFINED 02,03 33971 THQ INC COM 872443403 139042 6378074 SH DEFINED 02,04 6378074 TJX COS INC NEW COM 872540109 105527 3191036 SH DEFINED 02,03,04 3191036 TRW AUTOMOTIVE HOLD CORP COM 87264S106 10 400 SH DEFINED 02,04 400 TNS INC COM 872960109 830 40238 SH DEFINED 02,03,04 40238 TTM TECHNOLOGIES COM 87305R109 267 23620 SH DEFINED 02,04 23620 T-3 ENERGY SERVICES INC COM 87306E107 6614 155406 SH DEFINED 02,04 155406 TAIWAN SEMICNDUCTR ADR ADR 874039100 164320 15999968 SH SOLE 04 15999968 TAKE-TWO INTERACTIVE SOF COM 874054109 256397 10046903 SH DEFINED 02,03,04 10046903 TAL INTERNATIONAL GR INC COM 874083108 4 200 SH DEFINED 02 200 TALBOTS INC COM 874161102 4257 394892 SH DEFINED 02,04 394892 TALEO CORP CLASS A COM 87424N104 9592 494410 SH DEFINED 02,03,04 494410 TANGER FACTORY OUTLET CT COM 875465106 31092 808206 SH DEFINED 02,03,04 808206 TARGET CORP COM 87612E106 8777 173184 SH DEFINED 02,03,04 173184 TASER INTERNATIONAL COM 87651B104 3285 349470 SH DEFINED 02,04 349470 TAUBMAN CTRS INC COM 876664103 15458 296710 SH DEFINED 02,03,04 296710 TEAM INC COM 878155100 9510 348365 SH DEFINED 02,04 348365 TECH DATA CORP COM 878237106 13468 410595 SH DEFINED 02,03,04 410595 TECHNE CORP COM 878377100 3639 54029 SH DEFINED 02,03 54029 TECHNITROL INC COM 878555101 9102 393520 SH DEFINED 02,04 393520 TECHWELL INC COM 87874D101 426 39280 SH SOLE 04 39280 TECUMSEH PRODUCTS CO COM 878895200 8618 280886 SH DEFINED 02,04 280886 TEKELEC COM 879101103 2396 192390 SH DEFINED 02,04 192390 TELE NORTE LESTE PARTICI COM 879246106 8 290 SH DEFINED 03 290 TELECOM ARGENTINA SA ADR 879273209 6 278 SH DEFINED 03 278 TELECOM CORP NEW ZEALAND COM 879278208 7 504 SH DEFINED 03 504 TELECOM ITALIA S P A NEW ADR 87927Y102 6 311 SH DEFINED 03 311 TELECOM BRASILEIRAS-TELE COM 879287308 6 290 SH DEFINED 03 290 TELEDYNE TECH INC COM 879360105 10371 220660 SH DEFINED 02,04 220660 TEBLANKEFBLANKEX INC COM 879369106 13678 286688 SH DEFINED 02,03,04 286688 TELEFONICA S.A. ADR SPON ADR 879382208 663 7658 SH DEFINED 03 7658 TELEFONOS DE MEXICO S A ADR 879403780 24 630 SH DEFINED 03 630 TELEPHONE & DATA SYS INC COM 879433100 27582 702368 SH DEFINED 02,03,04 702368 TELIK INC COM 87959M109 23661 9697210 SH SOLE 9697210 TELLABS INC COM 879664100 13347 2448835 SH DEFINED 02,03,04 2448835 TEMPLE-INLAND INC COM 879868107 10 800 SH DEFINED 02 800 TELETECH HOLDINGS INC COM 879939106 9964 443640 SH DEFINED 02,04 443640 TEMPUR-PEDIC INTERNTIONA COM 88023U101 5290 480945 SH DEFINED 02,04 480945 TENARIS SA - ADR COM 88031M109 68150 1367100 SH SOLE 04 1367100 TENET HEALTHCARE COM 88033G100 10648 1881290 SH DEFINED 02,04 1881290 TENNANT COMPANY COM 880345103 8095 203330 SH DEFINED 02,04 203330 TENNECO INC COM 880349105 12832 459249 SH DEFINED 02,04 459249 TERADATA CORP DEL COM 88076W103 5561 252070 SH DEFINED 02,03,04 252070 TERADYNE INCORPORATED COM 880770102 19098 1537680 SH DEFINED 02,04 1537680 TEREX CORP DEL NEW COM COM 880779103 41 654 SH DEFINED 02,03 654 TERCICA INC COM 88078L105 65 11300 SH DEFINED 02 11300 TERRA INDUSTRIES COM 880915103 25342 713244 SH DEFINED 02,04 713244 TERRESTAR CORP COM 881451108 2 600 SH DEFINED 02 600 TESORO PETE CORP COM 881609101 2443 81448 SH DEFINED 02,03,04 81448 TETRA TECHNOLOGIES INC. COM 88162F105 10 600 SH DEFINED 02 600 TETRA TECH INC COM 88162G103 2707 138733 SH DEFINED 02,04 138733 TESSERA TECHNOLOGIES INC COM 88164L100 8295 398817 SH DEFINED 02,03,04 398817 TEVA 1/2 2/1/24 C CONB 88164RAA5 6231 5000000 SH SOLE 5000000 TEXAS CAPITAL BANCSHARES COM 88224Q107 648 38373 SH DEFINED 02 38373 TEXAS INDS INC COM 882491103 67868 1129070 SH DEFINED 02,03,04 1129070 TEXAS INSTRS INC COM 882508104 234224 8285225 SH DEFINED 02,03,04 8285225 TEXAS ROADHOUSE INC CL A COM 882681109 4 400 SH DEFINED 02 400 TEXTRON INC COM 883203101 68838 1242107 SH DEFINED 02,03,04 1242107 THE9 LTD-ADR ADR 88337K104 1412 68867 SH SOLE 04 68867 THERAVANCE INC COM 88338T104 58087 5516355 SH DEFINED 02,04 5516355 THRX 3 01/15/15 CV CONB 88338TAA2 21188 30000000 SH SOLE 04 30000000 THERMO ELECTRON CORP COM 883556102 237714 4182157 SH DEFINED 02,03,04 4182157 THESTREET.COM INC COM 88368Q103 2715 336010 SH SOLE 04 336010 THOMAS & BETTS CORP COM 884315102 11558 317792 SH DEFINED 02,03,04 317792 THOMAS WEISEL PARTNERS COM 884481102 89 13389 SH DEFINED 02,03 13389 THOR INDS INC COM 885160101 21300 715465 SH DEFINED 02,03,04 715465 THORATEC CORPORATION COM 885175307 6 400 SH DEFINED 02 400 THORNBURG MORTGAGE INC COM 885218107 2 1200 SH DEFINED 02 1200 3COM CORPORATION COM 885535104 8 3400 SH DEFINED 02 3400 3D SYSTEMS CORP COM 88554D205 2 200 SH DEFINED 02 200 3M COMPANY COM COM 88579Y101 404439 5109774 SH DEFINED 02,03,04 5109774 TIBCO SOFTWARE INC COM 88632Q103 19069 2670669 SH DEFINED 02,04 2670669 TIDEWATER INC COM 886423102 29535 535903 SH DEFINED 02,03,04 535903 TIERONE CORP COM 88650R108 1043 92499 SH DEFINED 02,04 92499 TIFFANY & CO NEW COM 886547108 263223 6291176 SH DEFINED 02,03,04 6291176 TIMBERLAND CO-CL A COM 887100105 6 400 SH DEFINED 02 400 TIME WARNER INC COM 887317105 128145 9140161 SH DEFINED 02,03,04 9140161 TIME WARNER TELECOM -CL COM 887319101 25 1600 SH DEFINED 02,04 1600 TIMKEN CO COM 887389104 8560 288030 SH DEFINED 02,04 288030 TITAN INTL INC ILL COM 88830M102 3737 122100 SH DEFINED 02,04 122100 TITANIUM METALS CORP COM 888339207 9324 619523 SH DEFINED 02,03 619523 TIVO INC COM 888706108 8 800 SH DEFINED 02 800 TOLL BROTHERS INC COM 889478103 15519 660930 SH SOLE 04 660930 TOMOTHERAPY INC COM 890088107 2 200 SH DEFINED 02 200 TOOTSIE ROLL INDS COM 890516107 6 206 SH DEFINED 02 206 TORCHMARK CORP COM 891027104 26683 443910 SH DEFINED 02,03,04 443910 TORO CO COM 891092108 11560 279295 SH DEFINED 02,04 279295 TORTOISE ENERGY CAP CORP COM 89147U100 2317 91700 SH SOLE 91700 TOTAL S.A. ADR SPONSORED ADR 89151E109 13306 179776 SH DEFINED 03,04 179776 TOWER GROUP INC COM 891777104 1621 64420 SH DEFINED 02,04 64420 TOTAL SYSTEM SERVICES IN COM 891906109 28 1200 SH DEFINED 02,04 1200 TRACTOR SUPPLY CO COM 892356106 8 200 SH DEFINED 02,04 200 TRADESTATION GROUP INC COM 89267P105 2403 281970 SH DEFINED 02,04 281970 TRANE INC COM 892893108 103 2231 SH DEFINED 02,03 2231 TRANSATLANTIC HOLDINGS I COM 893521104 4209 63430 SH SOLE 04 63430 TRANSDIGM GROUP INC COM 893641100 13635 368024 SH DEFINED 02,03,04 368024 RIG 1 1/2 12/15/37 B CV CONB 893830AV1 7709 7000000 SH SOLE 7000000 TRAVELERS COMPANIES INC COM 89417E109 175672 3671312 SH DEFINED 02,03,04 3671312 TRAVELZOO INC COM 89421Q106 520 47111 SH SOLE 04 47111 TREDEGAR CORPORATION COM 894650100 958 52600 SH DEFINED 02,04 52600 TREEHOUSE FOODS INC COM 89469A104 4 200 SH DEFINED 02,04 200 TRIAN ACQUISITION I COM 89582E207 47177 4765310 SH SOLE 04 4765310 TRIARC COMPANIES-A COM 895927101 2 200 SH DEFINED 02 200 TRIARC COS-B COM 895927309 2 400 SH DEFINED 02 400 TRICO BANCSHARES COM 896095106 4 200 SH DEFINED 02 200 TRICO MARINE SERVICES IN COM 896106200 1179 30250 SH SOLE 04 30250 TRIMAS CORP COM 896215209 2 200 SH DEFINED 02 200 TRIMBLE NAVIGATION COM 896239100 33443 1169740 SH SOLE 04 1169740 TRINITY INDUSTRIES I COM 896522109 16 600 SH DEFINED 02 600 TRIQUINT SEMICONDUCTOR COM 89674K103 9357 1849159 SH DEFINED 02,04 1849159 TRIUMPH GROUP INC COM 896818101 17843 313414 SH DEFINED 02,04 313414 TRIZETTO GROUP INC COM 896882107 1117 66950 SH DEFINED 02,04 66950 TRONOX INC - CL A COM 897051108 0 200 SH DEFINED 02,04 200 TRONOX INC - CLASS B COM 897051207 0 200 SH DEFINED 02 200 TRUE RELIGION APPARE COM 89784N104 4 200 SH DEFINED 02,04 200 TRUEBLUE INC COM 89785X101 10707 796692 SH DEFINED 02,04 796692 TRUMP ENTERTAINMENT COM 89816T103 0 200 SH DEFINED 02 200 TRUSTCO BANK CORP NY COM 898349105 6 600 SH DEFINED 02 600 TRUSTMARK CORP COM 898402102 8 400 SH DEFINED 02 400 TUESDAY MORNING CORP COM 899035505 2 200 SH DEFINED 02 200 TUPPERWARE CORP COM 899896104 26301 679953 SH DEFINED 02,03,04 679953 TURBOCHEF TECHNOLOGIES COM 900006206 2 200 SH DEFINED 02,04 200 TWEEN BRANDS INC COM 901166108 359 14500 SH DEFINED 02 14500 TWIN DISC INC COM 901476101 652 41230 SH SOLE 04 41230 II-VI INC COM 902104108 28677 755052 SH DEFINED 02,03,04 755052 TYLER TECHNOLOGIES INC COM 902252105 5740 410600 SH DEFINED 02,03,04 410600 TYSON FOODS CL: A COM 902494103 26 1600 SH DEFINED 02,04 1600 UAL CORP COM 902549807 11106 515840 SH SOLE 04 515840 UAUA 5 2/1/21 C CONB 902549AE4 2554 3000000 SH SOLE 3000000 UCBH HLDGS INC COM 90262T308 399 51381 SH DEFINED 02,03 51381 UGI CORP. COM 902681105 2898 116300 SH DEFINED 02,04 116300 UIL HOLDINGS CORP COM 902748102 1636 54300 SH DEFINED 02,04 54300 UMB FINANCIAL CORP COM 902788108 5030 122082 SH DEFINED 02 122082 UST INC COM 902911106 6959 127643 SH DEFINED 02,03,04 127643 US GLOBAL INVESTRS INC A COM 902952100 2455 181290 SH SOLE 04 181290 U S BANCORP COM 902973304 125250 3870504 SH DEFINED 02,03,04 3870504 URS CORP COM 903236107 8568 262081 SH DEFINED 02,04 262081 USANA HEALTH SCIENCES IN COM 90328M107 20 900 SH DEFINED 02 900 USG CORP COM 903293405 14030 381030 SH SOLE 04 381030 USEC INC COM 90333E108 2 800 SH DEFINED 02,04 800 US CONCRETE INC COM 90333L102 825 216994 SH DEFINED 02 216994 US Physical Therapy Inc COM 90337L108 7268 504047 SH DEFINED 02 504047 USA MOBILITY INC COM 90341G103 265 37110 SH DEFINED 02,04 37110 US AIRWAYS GROUP INC COM 90341W108 5653 634440 SH DEFINED 02,04 634440 US BIOENERGY COM 90342V109 2 200 SH DEFINED 02 200 ***UAP HOLDING CORP COM 903441103 14542 379275 SH DEFINED 02,04 379275 ULTA SALON COSMETCS & FR COM 90384S303 177 12560 SH DEFINED 02,03,04 12560 ULTIMATE SOFTWARE GROUP COM 90385D107 12391 412206 SH DEFINED 02,03,04 412206 ULTRA CLEAN HOLDINGS COM 90385V107 962 98120 SH SOLE 04 98120 ULTRA PETE CORP COM 903914109 8 99 SH DEFINED 03 99 ULTRATECH INC COM 904034105 2 200 SH DEFINED 02,04 200 UMPQUA HLDGS CORP COM 904214103 10 600 SH DEFINED 02 600 UNDER ARMOUR INC - CL A COM 904311107 8 200 SH DEFINED 02 200 UNIFIRST CORP COM 904708104 8 200 SH DEFINED 02,04 200 UNILEVER PLC ADR 904767704 716 21242 SH DEFINED 03 21242 UNILEVER N V COM 904784709 32 943 SH DEFINED 03 943 UNION BANKSHARES CORP COM 905399101 119 6166 SH DEFINED 02,03 6166 UNION DRILLING INC COM 90653P105 823 47060 SH SOLE 04 47060 UNION PAC CORP COM 907818108 34951 278765 SH DEFINED 02,03,04 278765 UNISOURCE ENERGY CORP COM 909205106 6684 300250 SH DEFINED 02,03,04 300250 UNISYS CORP COM 909214108 1928 435381 SH DEFINED 02,03,04 435381 UNIT CORP COM 909218109 16149 285071 SH DEFINED 02,03,04 285071 UNITED AMERICA INDEMNITY COM 90933T109 9113 473134 SH DEFINED 02,04 473134 UAG 3 1/2 4/1/26 C CONB 909440AH2 4200 4000000 SH SOLE 4000000 UNITED COMMUNITY FIN COM 909839102 2 200 SH DEFINED 02 200 UNITED COMMUNITY BANKS COM 90984P105 1005 59200 SH DEFINED 02,04 59200 UNITED BANKSHARES IN COM 909907107 261 9811 SH DEFINED 02 9811 UNITED FIRE & CASUALTY C COM 910331107 4659 124576 SH DEFINED 02,04 124576 UNITED NAT FOODS INC COM 911163103 1443 77114 SH DEFINED 02,03 77114 UNITED ONLINE INC COM 911268100 14109 1336041 SH DEFINED 02,04 1336041 UNITED PARCEL SVC INC COM 911312106 75102 1028506 SH DEFINED 02,03,04 1028506 UNITED RENTALS INC COM 911363109 19852 1053690 SH DEFINED 02,04 1053690 U-STORE-IT TRUST REIT COM 91274F104 4 400 SH DEFINED 02 400 US STEEL CORP COM 912909108 169104 1332895 SH DEFINED 02,04 1332895 UNITED STATIONERS INC COM 913004107 19888 416924 SH DEFINED 02,04 416924 UNITED TECHNOLOGIES CORP COM 913017109 473899 6886059 SH DEFINED 02,03,04 6886059 UNITED THERAPEUTICS CORP COM 91307C102 7973 91947 SH DEFINED 02,03,04 91947 UNITEDHEALTH GROUP INC COM 91324P102 180705 5259189 SH DEFINED 02,03,04 5259189 UNITIL CORP COM 913259107 1336 49550 SH DEFINED 02 49550 Unitrin Inc COM 913275103 95 2700 SH DEFINED 02,04 2700 UNIVERSAL AMERN FINL COR COM 913377107 5950 561402 SH DEFINED 02,03,04 561402 UNIVERSAL CORP COM 913456109 31246 476820 SH DEFINED 02,04 476820 UNIVERSAL DISPLAY CO COM 91347P105 2 200 SH DEFINED 02 200 UNIVERSAL ELECTRONICS IN COM 913483103 2167 89510 SH DEFINED 02,04 89510 UNIVERSAL FOREST PRODUCT COM 913543104 6 200 SH DEFINED 02,04 200 UNIVERSAL INSURANCE COM 91359V107 86 22870 SH SOLE 04 22870 UNIVERSAL STAINLESS ALLO COM 913837100 2593 87300 SH DEFINED 02,04 87300 UNIVERSAL HEALTH SERVICE COM 913903100 32 600 SH DEFINED 02 600 UNIVERSAL TECHNICAL COM 913915104 2 200 SH DEFINED 02 200 UNUMPROVIDENT CORP. COM 91529Y106 23940 1087660 SH DEFINED 02,04 1087660 URANIUM RESOURCES IN COM 916901507 2 400 SH DEFINED 02 400 URSTADT BIDDLE - CLA COM 917286205 4 200 SH DEFINED 02 200 UTSTARCOM INC COM 918076100 2 800 SH DEFINED 02,04 800 VCA ANTECH INC COM 918194101 11968 437600 SH DEFINED 02 437600 VF CORPORATION COM 918204108 32 400 SH DEFINED 02 400 VSE CORP COM 918284100 173 6140 SH SOLE 04 6140 VAALCO ENERGY INC COM 91851C201 1460 293770 SH DEFINED 02,04 293770 VAIL RESORTS INC COM 91879Q109 3103 64262 SH DEFINED 02,03,04 64262 VALASSIS COMMUNICATI COM 918866104 4 400 SH DEFINED 02 400 VALEANT PHARMACEUTIC COM 91911X104 5707 444850 SH DEFINED 02,04 444850 VALE CAPITAL 5.5% PFD CV CPFD 91912C208 1993 30000 SH SOLE 30000 VALERO ENERGY CORP COM 91913Y100 129102 2628839 SH DEFINED 02,03,04 2628839 VALLEY NATIONAL BANC COM 919794107 20 1000 SH DEFINED 02 1000 VALMONT INDUSTRIES COM 920253101 2346 26700 SH DEFINED 02,04 26700 VALSPAR CORP COM 920355104 95 4800 SH DEFINED 02,04 4800 VALUECLICK INC COM 92046N102 9525 552158 SH DEFINED 02,04 552158 VALUEVISION MEDIA INC A COM 92047K107 2 200 SH DEFINED 02,04 200 VANDA PHARMACEUTICALS IN COM 921659108 11282 2915254 SH DEFINED 03,04 2915254 VARIAN INC. COM 922206107 21444 370232 SH DEFINED 02,04 370232 VARIAN SEMICONDUCTOR EQU COM 922207105 162493 5772403 SH DEFINED 02,03,04 5772403 VARIAN MED SYS INC COM 92220P105 65 1381 SH DEFINED 02,03 1381 VASCO DATA SEC INTL INC COM 92230Y104 66 4800 SH DEFINED 02,04 4800 VECTREN CORP COM 92240G101 2269 84560 SH DEFINED 02,04 84560 VECTOR GROUP LTD COM 92240M108 8735 496571 SH DEFINED 02,04 496571 VEECO INSTRUMENTS INC COM 922417100 2956 177720 SH DEFINED 02,04 177720 VENOCO INC COM 92275P307 2 200 SH DEFINED 02 200 VENTAS INC COM 92276F100 13527 301205 SH DEFINED 03 301205 VANGUARD SMALL-CAP E MFO 922908751 284 4600 SH DEFINED 02 4600 VERASUN ENERGY CORP COM 92336G106 2 200 SH DEFINED 02 200 VERENIUM CORP COM 92340P100 38761 11011828 SH DEFINED 02 11011828 VRNM 5.5 4/1/27 144A CV CONB 92340PAA8 5959 9203000 SH SOLE 9203000 VERIFONE HOLDINGS INC COM 92342Y109 13542 853300 SH DEFINED 02,04 853300 VERISIGN INC COM 92343E102 8767 263755 SH DEFINED 02,03,04 263755 VERIZON COMMUNICATIONS COM 92343V104 176469 4841392 SH DEFINED 02,03,04 4841392 VERMILLION INC COM 92407M206 594 185622 SH SOLE 185622 VERTEX PHARMACEUTICALS COM 92532F100 23484 983000 SH SOLE 983000 VIAD CORP COM 92552R406 13778 382596 SH DEFINED 02,04 382596 VIASAT INC COM 92552V100 7733 356040 SH DEFINED 02,04 356040 VIACOM INC NEW COM 92553P201 56868 1435323 SH DEFINED 02,03,04 1435323 VICOR CORP COM 925815102 1730 144942 SH DEFINED 02,04 144942 VIGNETTE CORPORATION COM 926734401 6492 491460 SH DEFINED 02,04 491460 VIRGINIA COMM BANCORP IN COM 92778Q109 34 2938 SH DEFINED 02,03 2938 VIROPHARMA INC COM 928241108 276 30875 SH DEFINED 02,04 30875 VISHAY INTERTECHNOLOGY COM 928298108 203 22400 SH DEFINED 02,04 22400 VISIONCHINA MEDIA INC ADR 92833U103 8609 776924 SH DEFINED 03 776924 VISTEON CORP COM 92839U107 4 1000 SH DEFINED 02 1000 Vital Signs Inc COM 928469105 274 5400 SH DEFINED 02 5400 VITAL IMAGES INC COM 92846N104 2 200 SH DEFINED 02 200 Vitran Corp Inc COM 92850E107 2598 182048 SH DEFINED 02 182048 VIVUS INC COM 928551100 410 68060 SH SOLE 04 68060 VOCUS INC COM 92858J108 9668 366200 SH DEFINED 03,04 366200 VOLCANO CORP COM 928645100 2 200 SH DEFINED 02 200 VOLCOM INC COM 92864N101 4 200 SH DEFINED 02 200 VOLT INFO SCIENCES INC COM 928703107 2044 120478 SH DEFINED 02,04 120478 VOLTERRA SEMICONDUCT COM 928708106 1373 121210 SH DEFINED 02,04 121210 VONAGE HOLDINGS CORP COM 92886T201 2 600 SH DEFINED 02,04 600 VORNADO RLTY TR COM 929042109 28227 327432 SH DEFINED 02,03 327432 VULCAN MATLS CO COM 929160109 7775 117087 SH DEFINED 02,03,04 117087 W&T OFFSHORE INC COM 92922P106 19144 561250 SH DEFINED 02,04 561250 WD-40 CO COM 929236107 3839 115471 SH DEFINED 02,04 115471 WCI COMMUNITIES INC COM 92923C104 0 200 SH DEFINED 02 200 WGL HOLDINGS INC COM 92924F106 21165 660190 SH DEFINED 02,04 660190 W HLDG CO INC COM 929251106 2 1000 SH DEFINED 02,03 1000 W-H ENERGY SVCS INC COM 92925E108 3666 53244 SH DEFINED 02,03 53244 WMS INDS INC COM COM 929297109 21180 588830 SH DEFINED 02,03,04 588830 WPP GROUP PLC SPON ADR ADR 929309409 0 0 SH DEFINED 03 0 W P CAREY & CO LLC COM 92930Y107 492 16410 SH SOLE 04 16410 WSFS FINANCIAL CORP COM 929328102 747 15154 SH SOLE 04 15154 WABASH NATIONAL CORP COM 929566107 2 200 SH DEFINED 02,04 200 WABTEC CORP COM 929740108 438 11614 SH DEFINED 02,03,04 11614 WACHOVIA GROUP COM COM 929903102 161498 5981398 SH DEFINED 02,03,04 5981398 WADDELL & REED FINL INC COM 930059100 9116 283714 SH DEFINED 02,03,04 283714 WAL MART STORES INC COM 931142103 501352 9516943 SH DEFINED 02,03,04 9516943 WALGREEN COMPANY COM 931422109 258 6762 SH DEFINED 02,03,04 6762 WALTER INDUSTRIES INC COM 93317Q105 19956 318630 SH DEFINED 02,04 318630 WARNACO GROUP INC COM 934390402 26968 683760 SH DEFINED 02,04 683760 WARNER MUSIC GROUP C COM 934550104 3099 622350 SH DEFINED 02,04 622350 WARREN RESOURCES INC COM 93564A100 1111 93620 SH DEFINED 02,04 93620 WASHINGTON FEDERAL INC COM 938824109 18 800 SH DEFINED 02,04 800 WASHINGTON MUT INC COM 939322103 114 11039 SH DEFINED 02,03,04 11039 WASHINGTON REIT COM 939653101 3476 104000 SH DEFINED 02,04 104000 WASHINGTON TRUST BAN COM 940610108 4 200 SH DEFINED 02 200 WASTE CONECTIONS INC COM 941053100 9471 308105 SH DEFINED 02,04 308105 WASTE INDUSTRIES USA COM 941057101 1808 50020 SH SOLE 04 50020 WASTE MGMT INC DEL COM 94106L109 69676 2076136 SH DEFINED 02,03,04 2076136 WATERS CORP COM 941848103 53303 956951 SH DEFINED 02,03,04 956951 WATSCO INC COM 942622200 8 200 SH DEFINED 02,04 200 WATSON PHARMACEUTICA COM 942683103 42 1400 SH DEFINED 02,04 1400 WATSON WYATT WORLDWIDE I COM 942712100 25393 447451 SH DEFINED 02,03,04 447451 WATTS WATER TECHNOLOGIES COM 942749102 6633 236640 SH DEFINED 02,04 236640 WAUSAU PAPER CORPORATION COM 943315101 680 82230 SH DEFINED 02,04 82230 WEBSENSE INC COM 947684106 1978 105502 SH DEFINED 02,04 105502 WEBSTER FINANCIAL CORP COM 947890109 12 400 SH DEFINED 02,04 400 Weingarten Rlty Investor COM 948741103 86 2500 SH DEFINED 02 2500 WELLCARE HEALTH PLANS IN COM 94946T106 9100 233640 SH SOLE 04 233640 WELLPOINT INC COM 94973V107 203881 4620025 SH DEFINED 02,03,04 4620025 WELLS FARGO & CO NEW COM 949746101 220862 7589715 SH DEFINED 02,03,04 7589715 WENDYS INTL INC COM 950590109 2626 113825 SH DEFINED 02,03,04 113825 WERNER ENTERPRISES I COM 950755108 62 3300 SH DEFINED 02,04 3300 WESBANCO INC COM 950810101 2671 108120 SH DEFINED 02,04 108120 WESCO FINANCIAL CORP COM 950817106 739 1830 SH SOLE 04 1830 WESCO INTL INC COM 95082P105 227 6200 SH DEFINED 02,04 6200 WEST COAST BANCORP ORE COM 952145100 2 200 SH DEFINED 02 200 WEST MARINE INC COM 954235107 9 1220 SH SOLE 04 1220 WEST PHARMACEUTICAL SVCS COM 955306105 75 1700 SH DEFINED 02 1700 WESTAMERICA BANCORPORATI COM 957090103 10 200 SH DEFINED 02,04 200 WESTAR ENERGY INC COM 95709T100 18 800 SH DEFINED 02 800 WESTERN ALLIANCE BAN COM 957638109 2 200 SH DEFINED 02 200 WESTERN DIGITAL CORP. COM 958102105 30497 1127820 SH DEFINED 02,04 1127820 WESTERN REFINING INC COM 959319104 2 200 SH DEFINED 02 200 WESTERN UN CO COM 959802109 100 4673 SH DEFINED 02,03,04 4673 WESTLAKE CHEMICAL CO COM 960413102 2 200 SH DEFINED 02,04 200 WESTPAC BKG CORP ADR 961214301 0 0 SH DEFINED 03 0 WESTWOOD ONE INC COM 961815107 2 600 SH DEFINED 02,04 600 WET SEAL INC CL A COM 961840105 534 157700 SH DEFINED 02 157700 WEYERHAEUSER CO COM 962166104 6697 102965 SH DEFINED 02,03,04 102965 WHIRLPOOL CORP COM 963320106 10731 123660 SH DEFINED 02,04 123660 WHITING PETROLEUM CORP COM 966387102 4606 71257 SH DEFINED 02,04 71257 WHITNEY HOLDING CORP COM 966612103 1029 41500 SH DEFINED 02 41500 WHOLE FOODS MARKET INC. COM 966837106 26 800 SH DEFINED 02 800 WILEY (JOHN) & SONS -CL COM 968223206 16 400 SH DEFINED 02 400 WILLBROS GROUP INC COM 969199108 21668 708109 SH DEFINED 02,03,04 708109 WILLIAMS COS INC COM 969457100 2050 62186 SH DEFINED 02,03 62186 WILMINGTON TR CORP COM 971807102 229 7385 SH DEFINED 02,03 7385 WILSHIRE BANCORP INC COM 97186T108 2 200 SH DEFINED 02 200 WIND RIVER SYSTEMS COM 973149107 6274 810624 SH DEFINED 02,04 810624 WINDSTREAM CORP COM 97381W104 36739 3074357 SH DEFINED 02,03,04 3074357 WINN-DIXIE STORES INC COM 974280307 24 1300 SH DEFINED 02 1300 WINNEBAGO INDUSTRIES COM 974637100 4 200 SH DEFINED 02,04 200 WINTHROP REALTY TRUS COM 976391102 962 233600 SH DEFINED 02 233600 WINTRUST FINANCIAL CORP COM 97650W108 560 16039 SH DEFINED 02,03,04 16039 WISCONSIN ENERGY CORP COM 976657106 6696 152212 SH DEFINED 02,03 152212 WOLVERIN WORLD WIDE INC COM 978097103 20614 710568 SH DEFINED 02,04 710568 WOODWARD GOVERNOR CO COM 980745103 25052 937574 SH DEFINED 02,03,04 937574 WORLD ACCEPTANCE CORP COM 981419104 3421 107400 SH DEFINED 02,04 107400 WORLD FUEL SVCS CORP COM 981475106 5295 188633 SH DEFINED 02,03 188633 WORLD WRESTLING FED ENT COM 98156Q108 4 200 SH DEFINED 02 200 WORTHINGTON INDUSTRIES COM 981811102 21683 1285301 SH DEFINED 02,04 1285301 WRIGHT EXPRESS CORP COM 98233Q105 10856 353268 SH DEFINED 02,03,04 353268 WRIGHT MED GROUP INC COM 98235T107 10706 443497 SH DEFINED 02,03 443497 WRIGLEY WM JR CO COM 982526105 1092 17373 SH DEFINED 02,03 17373 WYETH COM 983024100 15477 370629 SH DEFINED 02,03,04 370629 WYE 0 1/15/24 C CONB 983024AD2 4032 4000000 SH SOLE 4000000 WYNDHAM WORLDWIDE COM 98310W108 8981 434310 SH DEFINED 02,04 434310 XM SATELLITE RADIO COM 983759101 105994 9121651 SH SOLE 04 9121651 XTO ENERGY INC COM 98385X106 355416 5745482 SH DEFINED 02,03,04 5745482 XCEL ENERGY INC COM 98389B100 326 16350 SH DEFINED 02,03 16350 XILINX INC COM 983919101 176609 7436152 SH DEFINED 02,03,04 7436152 XENOPORT INC COM 98411C100 14192 350679 SH DEFINED 02,03,04 350679 XEROX CORP COM 984121103 44910 2999960 SH DEFINED 02,03,04 2999960 XERIUM TECHNOLOGIES INC COM 98416J100 0 200 SH DEFINED 02 200 YRC WORLDWIDE COM 984249102 62315 4749600 SH DEFINED 02,04 4749600 YAHOO INC COM 984332106 23818 823297 SH DEFINED 02,03,04 823297 YOUNG INNOVATIONS INC COM 987520103 1076 62150 SH DEFINED 02 62150 YUM BRANDS INC COM 988498101 219797 5906938 SH DEFINED 02,03,04 5906938 ZALE CORP COM 988858106 8 400 SH DEFINED 02 400 ZEBRA TECH CORP CL A COM 989207105 10394 311940 SH DEFINED 02,04 311940 ZENITH NATL INS CORP COM 989390109 2548 71050 SH DEFINED 02,03,04 71050 ZEP INC COM 98944B108 5184 319624 SH DEFINED 02,04 319624 ZIMMER HLDGS INC COM 98956P102 160 2047 SH DEFINED 02,03,04 2047 ZIONS BANCORPORATION COM 989701107 37 800 SH DEFINED 02,04 800 ZIX CORP COM 98974P100 768 198330 SH SOLE 04 198330 ZORAN CORP COM 98975F101 11845 867140 SH DEFINED 02,04 867140 ZOLTEK COMPANIES INC COM 98975W104 6 200 SH DEFINED 02 200 ZUMIEZ INC COM 989817101 4 200 SH DEFINED 02 200 ZYMOGENETICS INC COM 98985T109 4 400 SH DEFINED 02 400 ZOLL MED CORP COM 989922109 290 10887 SH DEFINED 02,03,04 10887 ACE LTD COM G0070K103 329208 5979092 SH DEFINED 02,03,04 5979092 AIRCASTLE LTD COM G0129K104 62625 5566687 SH DEFINED 02,03,04 5566687 ALLIED WORLD ASSURANCE COM G0219G203 4801 120927 SH DEFINED 02,03,04 120927 AMDOCS LTD COM G02602103 47323 1668648 SH DEFINED 02,04 1668648 AMERICAN SAFETY INS HLDG COM G02995101 203 11903 SH DEFINED 02,03 11903 APEX SILVER MINES LTD COM G04074103 14367 1185400 SH DEFINED 02 1185400 ARCH CAPITAL GROUP LTD COM G0450A105 16900 246090 SH DEFINED 02,04 246090 ARGO GROUP INTERNATIONAL COM G0464B107 5435 152995 SH DEFINED 02,04 152995 ASPEN INSURANCE HOLDINGS COM G05384105 18862 715032 SH DEFINED 02,03,04 715032 ASSURED GUARANTY LTD COM G0585R106 17654 743640 SH DEFINED 02,04 743640 AXIS CAPITAL HOLDINGS LT COM G0692U109 17155 504860 SH SOLE 04 504860 ACCENTURE LTD- CL A COM G1150G111 61166 1739158 SH DEFINED 02,04 1739158 COOPER INDUSTRIES LTD COM G24182100 14832 369429 SH DEFINED 02,03,04 369429 CREDICORP LTD COM G2519Y108 624 8698 SH DEFINED 03 8698 COVIDIEN LTD COM G2552X108 621 14022 SH DEFINED 02,03 14022 CRM Holdings Ltd COM G2554P103 1123 224076 SH DEFINED 02 224076 ENDURANCE SPECIALITY HLD COM G30397106 15649 427578 SH DEFINED 02,03,04 427578 RE GROUP LTD COM COM G3223R108 329111 3675989 SH DEFINED 02,03,04 3675989 FLAGSTONE REINSURANC COM G3529T105 2 200 SH DEFINED 02 200 FOSTER WHEELER LTD COM G36535139 13249 233998 SH SOLE 04 233998 FRESH DEL MONTE PRODUCE COM G36738105 18902 519280 SH SOLE 04 519280 Frontline Limited COM G3682E127 1164 25300 SH DEFINED 02 25300 GLOBAL CROSSING LTD COM G3921A175 4 200 SH DEFINED 02 200 GENPACT LTD COM G3922B107 264 21530 SH SOLE 04 21530 GLOBAL SOURCES LIMITED COM G39300101 8766 590278 SH DEFINED 02,04 590278 GREENLIGHT CAP RE COM G4095J109 4 200 SH DEFINED 02 200 HELEN OF TROY LTD COM G4388N106 1447 86267 SH DEFINED 02,04 86267 HERBALIFE LTD COM G4412G101 34364 723440 SH DEFINED 02,04 723440 INGERSOLL-RAND CO LTD COM G4776G101 84672 1899339 SH DEFINED 02,03,04 1899339 INVESCO LTD COM G491BT108 24991 1025900 SH SOLE 04 1025900 IPC HOLDINGS LTD COM G4933P101 14610 521801 SH DEFINED 02,04 521801 LAZARD LTD-CL A COM G54050102 5651 147930 SH SOLE 04 147930 MARVELL TECHNOLOGY COM G5876H105 136 12500 SH SOLE 04 12500 MAX CAPITAL GROUP LTD COM G6052F103 22737 868132 SH DEFINED 02,04 868132 MF GLOBAL LTD COM G60642108 2547 257000 SH SOLE 257000 MONTPELIER RE HOLDINGS COM G62185106 562 35011 SH DEFINED 02,04 35011 NABORS INDUSTRIES LTD COM G6359F103 279 8264 SH DEFINED 02,03 8264 NOBLE CORP COM G65422100 3990 80317 SH DEFINED 02,04 80317 ONEBEACON INS GROUP COM G67742109 652 34250 SH DEFINED 02,04 34250 ORIENT EXPRESS HOTEL COM G67743107 5108 118338 SH DEFINED 02,03 118338 PARTNERRE HOLDINGS LTD COM G6852T105 17233 225860 SH SOLE 04 225860 PLATINUM UNDERWRITES HLD COM G7127P100 15771 485879 SH DEFINED 02,04 485879 PLATNM UNDRWRTR CV PFD CPFD G7127P142 18743 620000 SH SOLE 620000 PRIMUS GUARANTY COM G72457107 0 200 SH DEFINED 02 200 RENAISSANCERE HOLDINGS COM G7496G103 15698 302410 SH SOLE 04 302410 SEAGATE TECHNOLOGY COM G7945J104 74167 3541868 SH DEFINED 03,04 3541868 SECURITY CAPITAL ASSURNC COM G8018D107 0 200 SH DEFINED 02 200 SINA CORP COM G81477104 129910 3685393 SH DEFINED 02,03,04 3685393 SMART MODULAR TECH COM G82245104 981 157920 SH DEFINED 02,04 157920 TBS INTERNATIONAL LTD-A COM G86975151 5338 176750 SH SOLE 04 176750 UTI WORLDWIDE COM G87210103 1390 69200 SH DEFINED 02 69200 TEXTAINER GROUP HOLD COM G8766E109 1244 82500 SH SOLE 82500 TRANSOCEAN INC COM NEW COM G90073100 625556 4626898 SH DEFINED 02,03,04 4626898 TRANSOCEAN INC COM G90078109 0 16137 SH SOLE 04 16137 TSAKOS ENERGY NAVIGATI COM G9108L108 17118 556488 SH SOLE 04 556488 TYCO INTERNATIONAL LTD COM G9143X208 153849 3492585 SH DEFINED 02,03,04 3492585 TYCO ELECTRONICS LTD COM G9144P105 961 28015 SH DEFINED 02,03,04 28015 Validus Holdings Limited COM G9319H102 20 842 SH DEFINED 02,04 842 VISTAPRINT LIMITED COM G93762204 9508 272035 SH DEFINED 02,03 272035 GOLAR LNG LTD COM G9456A100 1174 64250 SH SOLE 04 64250 WEATHERFORD INTL LTD COM G95089101 32308 445821 SH DEFINED 02,03,04 445821 WHITE MOUNT INS GRP LTD COM G9618E107 5286 11012 SH DEFINED 03,04 11012 XL CAPITAL LTD COM G98255105 108509 3672050 SH DEFINED 02,04 3672050 XOMA LTD COM G9825R107 1614 622980 SH DEFINED 02,04 622980 UBS AG NEW COM H89231338 238135 8268579 SH DEFINED 03,04 8268579 MILLICOM INTL CELLULAR S COM L6388F110 604 6386 SH DEFINED 03 6386 CHECK POINT SOFTWARE COM M22465104 15643 698360 SH SOLE 04 698360 ASM INTL N.V. COM N07045102 13147 709500 SH SOLE 04 709500 ASMLD HOLDINGS NV NY REG COM N07059186 460573 18564010 SH DEFINED 03,04 18564010 CASCAL N V COM N1842P109 4931 410899 SH DEFINED 02,03,04 410899 CORE LABORATORIES N V COM N22717107 10101 84673 SH DEFINED 02,03 84673 ORTHOFIX INTL NV COM N6748L102 3751 94330 SH DEFINED 02,03,04 94330 BANCO LATINOAMERICANO COM P16994132 34098 2214136 SH SOLE 04 2214136 COPA HOLDINGS SA - CL A COM P31076105 1664 43670 SH SOLE 04 43670 STEINER LEISURE LTD COM P8744Y102 7451 225797 SH DEFINED 02,04 225797 EXCEL MARITIME CARRIERS COM V3267N107 9241 314840 SH SOLE 04 314840 CAPITAL PRODUCT PARTNERS COM Y11082107 42662 2287498 SH DEFINED 03,04 2287498 EAGLE BULK SHIPPING INC COM Y2187A101 28929 1123010 SH DEFINED 02,03,04 1123010 GENCO SHIPPING & TRADING COM Y2685T107 12 200 SH DEFINED 02,04 200 GENERAL MARITIME CORP COM Y2692M103 4 200 SH DEFINED 02,04 200 NAVIOS MARITIME HOLDINGS COM Y62196103 1361 146613 SH DEFINED 02,03,04 146613 QUINTANA MARITIME LT COM Y7169G109 10 400 SH DEFINED 02 400 SEASPAN CORP COM Y75638109 4131 145000 SH SOLE 145000 STAR BULK CARRIERS CORP COM Y8162K105 1349 118120 SH SOLE 04 118120 VERIGY LTD COM Y93691106 10753 570770 SH DEFINED 02,03,04 570770
FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 18 Form 13F Information Table Entry Total: 2,766 Form 13F Information Table Value Total: $79,242,036 (x$1000) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state 'NONE' and omit the column headings and list entries.] No. 13F File Number Name 02 028-10234 OFI Institutional Asset Management 03 028-10231 OFI Private Investments 04 Investment Adv. having funds Sub-Advised by OFI: 028-04331 AIG Variable Annuity Life Insurance Company (VALIC 028-00042 AXA Equitable Life Insurance Company None Assigned Allianz Life Insurance Company of North America Not Applicable Clarington Funds, Inc. 028-12028 Cornerstone Real Estate Advisors, LLC 028-04547 ING Investments, LLC 028-06761 Jackson National Asset Management, LLC 028-00548 Massachusetts Mutual Life Insurance Company 028-05167 MetLife Advisers, LLC Not Applicable Oyster Asset Management S.A. 028-04531 Pacific Life Insurance Company 028-02568 Salomon Brothers Asset Management 028-01689 Security Management Company, LLC 028-12046 Sun Capital Advisers LLC 028-05929 TD Asset Management Inc. None Assigned TransAmerica IDEX
-----END PRIVACY-ENHANCED MESSAGE-----