13F-HR 1 y74426e13fvhr.txt FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 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: Metropolitan Life Insurance Company Address: MetLife 10 Park Avenue Morristown, NJ FORM 13F File Number: 28-00491 The institutional investment manager filing this report and the person by whom it is signed hereby represents 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: Jeffrey P. Halperin Title: Vice-President Phone: 212-578-7531 Signature, Place, and Date of Signing: /s/ Jeffrey P. Halperin Morristown, New Jersey February 9, 2009 ------------------------------------ ---------------------- ---------------- Report Type (Check only one.): [X] 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). ) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of other Included Managers: 1 Form 13F Information Table Entry Total: 2536 Form 13F Information Table Value Total ($000): 7,722,592 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.
No. Form 13F File Number Name --- -------------------- ---- 1 28-_________________ MetLife Investment Advisors Company, LLC
COLUMN 8 COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 VOTING AUTHORITY ---------------------- ---------- --------- -------- ---------------- ---------- -------- ------------------- Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- 1-800-FLOWERS.COM INC- CL A COM 68243Q106 20 5168 Sole 5168 0 0 3.82 19,741.76 1ST SOURCE CORP COM 336901103 348 14732 Sole 14732 0 0 23.63 348,117.16 3COM CORP COM 885535104 1346 590249 Sole 590249 0 0 2.28 1,345,767.72 3D SYSTEMS CORP COM 88554D205 131 16512 Sole 16512 0 0 7.94 131,105.28 3M CO COM COM 88579Y101 30973 538288 Sole 538288 0 0 57.54 30,973,091.52 3PAR INC COM 88580F109 197 25850 Sole 25850 0 0 7.63 197,235.50 99 CENTS ONLY STORES COM 65440K106 745 68199 Sole 68199 0 0 10.93 745,415.07 AAON INC COM 000360206 239 11442 Sole 11442 0 0 20.88 238,908.96 AAR CORP COM 000361105 669 36314 Sole 36314 0 0 18.41 668,540.74 AARON RENTS INC COM 002535201 1161 43605 Sole 43605 0 0 26.62 1,160,765.10 ABAXIS INC COM 002567105 324 20212 Sole 20212 0 0 16.03 323,998.36 ABBOTT LABORATORIES COM 002824100 65052 1218891 Sole 1218891 0 0 53.37 65,052,212.67 ABERCROMBIE&FITCH CO- CL A COM 002896207 1500 65002 Sole 65002 0 0 23.07 1,499,596.14 Abington Bancorp Inc COM 00350L109 226 24429 Sole 24429 0 0 9.25 225,968.25 ABIOMED INC COM 003654100 528 32162 Sole 32162 0 0 16.42 528,100.04 ABM INDUSTRIES INC COM 000957100 775 40677 Sole 40677 0 0 19.05 774,896.85 ACADIA REALTY TRUST COM 004239109 545 38164 Sole 38164 0 0 14.27 544,600.28 ACCENTURE LTD-CL A COM G1150G111 769 23462 Sole 23462 0 0 32.79 769,318.98 ACCO BRANDS CORP COM 00081T108 165 47732 Sole 47732 0 0 3.45 164,675.40 ACCURAY INC COM 004397105 183 35546 Sole 35546 0 0 5.16 183,417.36 ACETO CORP COM 004446100 250 25020 Sole 25020 0 0 10.01 250,450.20 ACI Worldwide Inc COM 004498101 784 49285 Sole 49285 0 0 15.90 783,631.50 ACME PACKET INC COM 004764106 98 18716 Sole 18716 0 0 5.26 98,446.16 ACORDA THERAPEUTICS INC COM 00484M106 731 35636 Sole 35636 0 0 20.51 730,894.36 ACTEL CORP COM 004934105 282 24045 Sole 24045 0 0 11.72 281,807.40 ACTUANT CORP-CL A COM 00508X203 1044 54871 Sole 54871 0 0 19.02 1,043,646.42 ACTUATE CORP COM 00508B102 128 43355 Sole 43355 0 0 2.96 128,330.80 ACUITY BRANDS INC COM 00508Y102 1355 38808 Sole 38808 0 0 34.91 1,354,787.28 ACXIOM CORP COM 005125109 733 90409 Sole 90409 0 0 8.11 733,216.99 ADAPTEC INC COM 00651F108 383 116187 Sole 116187 0 0 3.30 383,417.10 ADC TELECOMMUNICATIONS INC COM 000886309 326 59681 Sole 59681 0 0 5.47 326,455.07 ADMINISTAFF INC COM 007094105 442 20366 Sole 20366 0 0 21.68 441,534.88 ADOBE SYSTEMS INC COM 00724F101 8443 396559 Sole 396559 0 0 21.29 8,442,741.11 ADOLOR CORPORATION COM 00724X102 77 46241 Sole 46241 0 0 1.66 76,760.06 ADTRAN INC COM 00738A106 1192 80130 Sole 80130 0 0 14.88 1,192,334.40 Advance Auto Parts COM 00751Y106 1541 45807 Sole 45807 0 0 33.65 1,541,405.55 Advanced Analogic Technologies, Inc. COM 00752J108 114 37698 Sole 37698 0 0 3.02 113,847.96
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- Advanced Battery Tec COM 00752H102 112 41952 Sole 41952 0 0 2.66 111,592.32 ADVANCED ENERGY INDUSTRIES COM 007973100 332 33399 Sole 33399 0 0 9.95 332,320.05 ADVANCED MEDICAL OPTICS COM 00763M108 168 25363 Sole 25363 0 0 6.61 167,649.43 ADVANCED MICRO DEVICES COM 007903107 1046 484297 Sole 484297 0 0 2.16 1,046,081.52 ADVANTA CORP-CL B COM 007942204 68 32530 Sole 32530 0 0 2.09 67,987.70 ADVENT SOFTWARE INC COM 007974108 498 24916 Sole 24916 0 0 19.97 497,572.52 ADVISORY BOARD CO/THE COM 00762W107 369 16547 Sole 16547 0 0 22.30 368,998.10 AECOM TECHNOLOGY CORP COM 00766T100 8 246 Sole 246 0 0 30.73 7,559.58 AEP INDUSTRIES INC COM 001031103 100 5674 Sole 5674 0 0 17.58 99,748.92 AEROPOSTALE INC COM 007865108 1552 96421 Sole 96421 0 0 16.10 1,552,378.10 AEROVIRONMENT INC COM 008073108 358 9734 Sole 9734 0 0 36.81 358,308.54 AES CORP COM 00130H105 5035 611079 Sole 611079 0 0 8.24 5,035,290.96 AETNA INC COM 00817Y108 10230 358947 Sole 358947 0 0 28.50 10,229,989.50 AFC ENTERPRISES INC COM 00104Q107 131 27880 Sole 27880 0 0 4.69 130,757.20 AFFILIATED COMPUTER SVCS-A COM 008190100 3489 75924 Sole 75924 0 0 45.95 3,488,707.80 AFFILIATED MANAGERS GROUP COM 008252108 833 19871 Sole 19871 0 0 41.92 832,992.32 AFFYMAX INC COM 00826A109 110 11003 Sole 11003 0 0 9.99 109,919.97 Affymetrix, Inc COM 00826T108 289 96813 Sole 96813 0 0 2.99 289,470.87 AFLAC INC COM 001055102 16389 357528 Sole 357528 0 0 45.84 16,389,083.52 AGCO CORP COM 001084102 1061 44964 Sole 44964 0 0 23.59 1,060,700.76 AGILENT TECHNOLOGIES INC COM 00846U101 4086 261405 Sole 261405 0 0 15.63 4,085,760.15 AGILYSYS INC COM 00847J105 119 27699 Sole 27699 0 0 4.29 118,828.71 AGL RESOURCES INC COM 001204106 1419 45262 Sole 45262 0 0 31.35 1,418,963.70 AGREE REALTY CORP COM 008492100 142 7842 Sole 7842 0 0 18.13 142,175.46 AIR METHODS CORP COM 009128307 149 9319 Sole 9319 0 0 15.99 149,010.81 AIR PRODUCTS&CHEMICALS INC COM 009158106 8351 166117 Sole 166117 0 0 50.27 8,350,701.59 Aircastle Ltd COM G0129K104 213 44468 Sole 44468 0 0 4.78 212,557.04 AIRGAS INC COM 009363102 1527 39162 Sole 39162 0 0 38.99 1,526,926.38 Airtran Holdings Inc COM 00949P108 752 169410 Sole 169410 0 0 4.44 752,180.40 AIRVANA INC COM 00950V101 155 25361 Sole 25361 0 0 6.12 155,209.32 AK STEEL HOLDING CORP COM 001547108 827 88786 Sole 88786 0 0 9.32 827,485.52 AKAMAI TECHNOLOGIES COM 00971T101 1906 126314 Sole 126314 0 0 15.09 1,906,078.26 AKORN INC COM 009728106 113 49264 Sole 49264 0 0 2.30 113,307.20 ALASKA AIR GROUP INC COM 011659109 1516 51838 Sole 51838 0 0 29.25 1,516,261.50 ALASKA COMMUNICATIONS SYS GR COM 01167P101 380 40509 Sole 40509 0 0 9.38 379,974.42 ALBANY INTL CORP-CL A COM 012348108 366 28473 Sole 28473 0 0 12.84 365,593.32 ALBANY MOLECULAR RESEARCH COM 012423109 193 19783 Sole 19783 0 0 9.74 192,686.42 ALBEMARLE CORP COM 012653101 984 44125 Sole 44125 0 0 22.30 983,987.50 Alberto-Culver Company COM 013078100 1054 42997 Sole 42997 0 0 24.51 1,053,856.47
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- ALCOA INC COM 013817101 7190 638581 Sole 638581 0 0 11.26 7,190,422.06 ALEXANDER&BALDWIN INC COM 014482103 525 20961 Sole 20961 0 0 25.06 525,282.66 ALEXANDER'S INC COM 014752109 488 1915 Sole 1915 0 0 254.90 488,133.50 ALEXANDRIA REAL ESTATE EQUIT COM 015271109 1417 23484 Sole 23484 0 0 60.34 1,417,024.56 ALEXION PHARMACEUTICALS INC COM 015351109 2577 71210 Sole 71210 0 0 36.19 2,577,089.90 ALICO INC COM 016230104 149 3639 Sole 3639 0 0 40.99 149,162.61 ALIGN TECHNOLOGY INC COM 016255101 517 59058 Sole 59058 0 0 8.75 516,757.50 ALKERMES INC COM 01642T108 949 89136 Sole 89136 0 0 10.65 949,298.40 Alleghany Corp COM 017175100 33 118 Sole 118 0 0 282.00 33,276.00 ALLEGHENY ENERGY INC COM 017361106 4537 134000 Sole 134000 0 0 33.86 4,537,240.00 ALLEGHENY TECHNOLOGIES INC COM 01741R102 2036 79748 Sole 79748 0 0 25.53 2,035,966.44 ALLEGIANT TRAVEL CO COM 01748X102 631 12993 Sole 12993 0 0 48.57 631,070.01 ALLERGAN INC COM 018490102 9550 236856 Sole 236856 0 0 40.32 9,550,033.92 ALLETE INC COM 018522300 788 24417 Sole 24417 0 0 32.27 787,936.59 Alliance Data Systems Corp COM 018581108 1453 31222 Sole 31222 0 0 46.53 1,452,759.66 ALLIANCE IMAGING INC COM 018606202 182 22786 Sole 22786 0 0 7.97 181,604.42 Alliance One International Inc. COM 018772103 239 81151 Sole 81151 0 0 2.94 238,583.94 ALLIANT ENERGY CORP COM 018802108 1634 55986 Sole 55986 0 0 29.18 1,633,671.48 ALLIANT TECHSYSTEMS INC COM 018804104 1394 16258 Sole 16258 0 0 85.76 1,394,286.08 Allied Cap Corp New COM 01903Q108 11 4136 Sole 4136 0 0 2.69 11,125.84 Allied Nevada Gold Co COM 019344100 223 44000 Sole 44000 0 0 5.06 222,640.00 Allied Wrld Assuranc COM G0219G203 46 1131 Sole 1131 0 0 40.60 45,918.60 ALLIS CHALMERS ENERGY COM 019645506 230 41901 Sole 41901 0 0 5.50 230,455.50 ALLOS THERAPEUTICS INC COM 019777101 315 51414 Sole 51414 0 0 6.12 314,653.68 Allscripts-Misys Healthcare Solutions Inc COM 01988P108 1358 136895 Sole 136895 0 0 9.92 1,357,998.40 ALLSTATE CORP COM 020002101 14559 444410 Sole 444410 0 0 32.76 14,558,871.60 Almost Family Inc COM 020409108 303 6745 Sole 6745 0 0 44.98 303,390.10 ALNYLAM PHARMACEUTICALS COM 02043Q107 850 34360 Sole 34360 0 0 24.73 849,722.80 ALON USA ENERGY INC COM 020520102 120 13150 Sole 13150 0 0 9.15 120,322.50 ALPHARMA INC-CL A COM 020813101 0 0 Sole 0 0 0 36.94 0.00 ALTERA CORPORATION COM 021441100 3711 222094 Sole 222094 0 0 16.71 3,711,190.74 ALTRA HOLDINGS INC COM 02208R106 193 24461 Sole 24461 0 0 7.91 193,486.51 ALTRIA GROUP INC COM 02209S103 26321 1747745 Sole 1747745 0 0 15.06 26,321,039.70 AMAG Pharmaceuticals Inc COM 00163U106 583 16272 Sole 16272 0 0 35.85 583,351.20 Amazon.com, Inc COM 023135106 12318 240216 Sole 240216 0 0 51.28 12,318,276.48 AMB PROPERTY CORP COM 00163T109 1681 71763 Sole 71763 0 0 23.42 1,680,689.46 AMBAC FINANCIAL GROUP INC COM 023139108 359 275907 Sole 275907 0 0 1.30 358,679.10 AMBASSADORS GROUP INC COM 023177108 149 16246 Sole 16246 0 0 9.20 149,463.20 AMCOL INTERNATIONAL CORP COM 02341W103 512 24457 Sole 24457 0 0 20.95 512,374.15
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- Amdocs Ltd COM G02602103 48 2624 Sole 2624 0 0 18.29 47,992.96 AMEDISYS INC COM 023436108 1055 25512 Sole 25512 0 0 41.34 1,054,666.08 AMERADA HESS CORP COM 42809H107 11365 211876 Sole 211876 0 0 53.64 11,365,028.64 AMERCO INC COM 023586100 308 8924 Sole 8924 0 0 34.53 308,145.72 AMEREN CORPORATION COM 023608102 5736 172459 Sole 172459 0 0 33.26 5,735,986.34 American Apparel Inc COM 023850100 13 6502 Sole 6502 0 0 1.99 12,938.98 AMERICAN AXLE & MFG COM 024061103 114 39288 Sole 39288 0 0 2.89 113,542.32 AMERICAN CAMPUS COMMUN COM 024835100 998 48728 Sole 48728 0 0 20.48 997,949.64 American Capital Agen COM 02503X105 221 10337 Sole 10337 0 0 21.36 220,798.32 American Capital Ltd COM 02503Y103 546 168577 Sole 168577 0 0 3.24 546,189.48 AMERICAN COMMERCIAL LINE COM 025195207 203 41444 Sole 41444 0 0 4.90 203,075.60 AMERICAN DAIRY INC COM 025334103 105 6993 Sole 6993 0 0 15.04 105,174.72 AMERICAN EAGLE OUTFITTERS COM 02553E106 945 100937 Sole 100937 0 0 9.36 944,770.32 AMERICAN ECOLOGY CORP COM 025533407 309 15287 Sole 15287 0 0 20.23 309,256.01 AMERICAN ELECTRIC POWER COM 025537101 11154 335161 Sole 335161 0 0 33.28 11,154,158.08 AMERICAN EQUITY INVT LIFE HL COM 025676206 359 51253 Sole 51253 0 0 7.00 358,771.00 AMERICAN EXPRESS CO COM 025816109 16464 887571 Sole 887571 0 0 18.55 16,464,442.05 American Financial Group Inc COM 025932104 873 38150 Sole 38150 0 0 22.88 872,872.00 AMERICAN GREETINGS CORP-CL A COM 026375105 507 67039 Sole 67039 0 0 7.57 507,485.23 AMERICAN INTERNATIONAL GROUP COM 026874107 3431 2185100 Sole 2185100 0 0 1.57 3,430,606.96 AMERICAN LAND LEASE INC COM 027118108 20 1426 Sole 1426 0 0 13.82 19,707.32 AMERICAN MEDICAL SYS HLDGS COM 02744M108 612 68063 Sole 68063 0 0 8.99 611,886.37 American Natl Ins Co COM 028591105 27 364 Sole 364 0 0 73.73 26,837.72 AMERICAN ORIENTAL BIOENG COM 028731107 392 57665 Sole 57665 0 0 6.79 391,545.35 AMERICAN PHYSICIANS CAP INC COM 028884104 422 8765 Sole 8765 0 0 48.10 421,596.50 AMERICAN PUBLIC EDUCATION COM 02913V103 392 10539 Sole 10539 0 0 37.19 391,945.41 AMERICAN RAILCAR IND COM 02916P103 79 7524 Sole 7524 0 0 10.53 79,227.72 AMERICAN REPROGRAPHICS COM 029263100 238 34565 Sole 34565 0 0 6.90 238,498.50 American Safety Ins COM G02995101 141 10638 Sole 10638 0 0 13.21 140,527.98 AMERICAN SCIENCE & ENGR COM 029429107 636 8601 Sole 8601 0 0 73.96 636,129.96 American Software In COM 029683109 111 23683 Sole 23683 0 0 4.70 111,310.10 AMERICAN STATES WATER CO COM 029899101 550 16684 Sole 16684 0 0 32.98 550,238.32 AMERICAN SUPERCONDUCTOR CORP COM 030111108 638 39123 Sole 39123 0 0 16.31 638,096.13 AMERICAN TOWER CORP- CL A COM 029912201 9086 309901 Sole 309901 0 0 29.32 9,086,297.32 AMERICAN VANGUARD CORP COM 030371108 228 19513 Sole 19513 0 0 11.70 228,302.10 AMERICAN WOODMARK CORP COM 030506109 205 11248 Sole 11248 0 0 18.23 205,051.04 American Wtr Wks Co I COM 030420103 31 1463 Sole 1463 0 0 20.88 30,547.44 AMERICA'S CAR-MART INC COM 03062T105 145 10496 Sole 10496 0 0 13.81 144,949.76 AMERICREDIT CORP COM 03060R101 450 58919 Sole 58919 0 0 7.64 450,141.16
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- AMERIGROUP CORP COM 03073T102 1455 49277 Sole 49277 0 0 29.52 1,454,657.04 Ameriprise Financial Inc - AMP-W COM 03076C106 4131 176827 Sole 176827 0 0 23.36 4,130,678.72 Ameris Bancorp COM 03076K108 159 13400 Sole 13400 0 0 11.85 158,790.00 AMERISAFE INC COM 03071H100 349 16989 Sole 16989 0 0 20.53 348,784.17 AMERISOURCEBERGEN CORP COM 03073E105 4532 127101 Sole 127101 0 0 35.66 4,532,421.66 AMERISTAR CASINOS INC COM 03070Q101 204 23611 Sole 23611 0 0 8.64 203,999.04 AMERON INTERNATIONAL CORP COM 030710107 533 8478 Sole 8478 0 0 62.92 533,435.76 AMES NATIONAL CORP COM 031001100 168 6326 Sole 6326 0 0 26.54 167,892.04 AMETEK INC COM 031100100 1560 51628 Sole 51628 0 0 30.21 1,559,681.88 AMGEN INC COM 031162100 47155 816539 Sole 816539 0 0 57.75 47,155,127.25 AMKOR TECHNOLOGY INC COM 031652100 223 102475 Sole 102475 0 0 2.18 223,395.50 AMN HEALTHCARE SERVICES INC COM 001744101 256 30307 Sole 30307 0 0 8.46 256,397.22 AMPCO-PITTSBURGH CORP COM 032037103 170 7819 Sole 7819 0 0 21.70 169,672.30 AMPHENOL CORP NEW CL A COM 032095101 4479 186799 Sole 186799 0 0 23.98 4,479,440.02 AMR CORP COM 001765106 39 3669 Sole 3669 0 0 10.67 39,148.23 AMSURG CORP COM 03232P405 725 31043 Sole 31043 0 0 23.34 724543.62 AMTRUST FINL SVCS COM 032359309 185 15944 Sole 15944 0 0 11.60 184,950.40 ANADARKO PETROLEUM CORP COM 032511107 13635 353684 Sole 353684 0 0 38.55 13,634,517.81 ANALOG DEVICES COM 032654105 4390 230813 Sole 230813 0 0 19.02 4,390,063.26 ANALOGIC CORP COM 032657207 352 12897 Sole 12897 0 0 27.28 351,830.16 ANAREN INC COM 032744104 214 17937 Sole 17937 0 0 11.95 214,347.15 ANDERSONS INC COM 034164103 281 17065 Sole 17065 0 0 16.48 281,231.20 ANGIODYNAMICS INC COM 03475V101 322 23553 Sole 23553 0 0 13.69 322,440.57 ANIXTER INTERNATIONAL INC COM 035290105 886 29412 Sole 29412 0 0 30.12 885889.44 Annaly Mtg Mgmt Inc COM 035710409 198 12446 Sole 12446 0 0 15.87 197,518.02 ANNTAYLOR STORES CORP COM 036115103 164 28501 Sole 28501 0 0 5.77 164,450.77 ANSYS INC COM 03662Q105 1210 43393 Sole 43393 0 0 27.89 1,210,230.77 ANTHRACITE CAPITAL INC COM 037023108 119 53513 Sole 53513 0 0 2.23 119,333.99 ANWORTH MORTGAGE ASSET CORP COM 037347101 541 84096 Sole 84096 0 0 6.43 540,737.28 AON CORP COM 037389103 9837 215335 Sole 215335 0 0 45.68 9,836,502.80 APACHE CORP COM 037411105 20778 278781 Sole 278781 0 0 74.53 20,777,547.93 APARTMENT INVT&MGMT CO -A COM 03748R101 1202 104099 Sole 104099 0 0 11.55 1,202,345.42 APOGEE ENTERPRISES INC COM 037598109 263 25419 Sole 25419 0 0 10.36 263,340.84 APOLLO GROUP INC-CL A COM 037604105 6097 79576 Sole 79576 0 0 76.62 6,097,113.12 APOLLO INVT CORP COM 03761U106 1901 204140 Sole 204140 0 0 9.31 1,900,543.40 APPLE INC COM 037833100 56667 663931 Sole 663931 0 0 85.35 56,666,510.85 APPLIED INDUSTRIAL TECH INC COM 03820C105 790 41739 Sole 41739 0 0 18.92 789,701.88 APPLIED MATERIALS INC COM 038222105 10325 1019254 Sole 1019254 0 0 10.13 10,325,043.02 APPLIED MICRO CIRCUITS CORP COM 03822W406 252 64071 Sole 64071 0 0 3.93 251,799.03
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- APPLIED SIGNAL TECHNOLOGY COM 038237103 223 12432 Sole 12432 0 0 17.94 223,030.08 Approach Resources Inc. COM 03834A103 208 28519 Sole 28519 0 0 7.31 208,473.89 APTARGROUP INC COM 038336103 1196 33941 Sole 33941 0 0 35.24 1,196,080.84 AQUA AMERICA INC COM 03836W103 1410 68479 Sole 68479 0 0 20.59 1409982.61 ARBITRON INC COM 03875Q108 358 26944 Sole 26944 0 0 13.28 357,816.32 Arch Capital Group LTD COM G0450A105 1262 17998 Sole 17998 0 0 70.10 1,261,659.80 ARCH CHEMICALS INC COM 03937R102 609 23375 Sole 23375 0 0 26.07 609,386.25 ARCH COAL INC COM 039380100 1126 69110 Sole 69110 0 0 16.29 1,125,801.90 ARCHER-DANIELS-MIDLAND CO COM 039483102 16445 570411 Sole 570411 0 0 28.83 16,444,949.13 Ardea Biosciences In COM 03969P107 148 12344 Sole 12344 0 0 11.97 147,757.68 ARDEN GROUP INC -CL A COM 039762109 140 1112 Sole 1112 0 0 126.00 140,112.00 ARENA PHARMACEUTICALS INC COM 040047102 282 67689 Sole 67689 0 0 4.17 282,263.13 ARENA RESOURCES INC COM 040049108 1016 36181 Sole 36181 0 0 28.09 1,016,324.29 Ares Cap Corp COM 04010L103 576 90987 Sole 90987 0 0 6.33 575,947.71 ARGO GROUP INTERNATIONAL HOLDINGS LTD COM G0464B107 1011 29803 Sole 29803 0 0 33.92 1,010,917.76 ARGON ST INC COM 040149106 241 12759 Sole 12759 0 0 18.86 240,634.74 Ariba Inc COM 04033V203 588 81518 Sole 81518 0 0 7.21 587,744.78 ARKANSAS BEST CORP COM 040790107 655 21755 Sole 21755 0 0 30.11 655,043.05 Armstrong World Inds COM 04247X102 10 466 Sole 466 0 0 21.62 10,074.92 ARQULE INC COM 04269E107 172 40647 Sole 40647 0 0 4.22 171,530.34 ARRAY BIOPHARMA INC COM 04269X105 181 44604 Sole 44604 0 0 4.05 180,646.20 ARRIS GROUP INC COM 04269Q100 947 119112 Sole 119112 0 0 7.95 946,940.40 ARROW ELECTRONICS INC COM 042735100 1137 60358 Sole 60358 0 0 18.84 1,137,144.72 ARROW FINANCIAL CORP COM 042744102 235 9347 Sole 9347 0 0 25.14 234,983.58 ART TECHNOLOGY GROUP INC COM 04289L107 231 119828 Sole 119828 0 0 1.93 231,268.04 ARTHROCARE CORP COM 043136100 125 26146 Sole 26146 0 0 4.77 124,716.42 ARTHUR J GALLAGHER&CO COM 363576109 1404 54177 Sole 54177 0 0 25.91 1,403,726.07 Aruba Networks Inc COM 043176106 125 49022 Sole 49022 0 0 2.55 125,006.10 ARVINMERITOR INC COM 043353101 296 103994 Sole 103994 0 0 2.85 296,382.90 ASBURY AUTOMOTIVE GROUP COM 043436104 137 29956 Sole 29956 0 0 4.57 136,898.92 Ascent Media Corp COM 043632108 7 325 Sole 325 0 0 21.84 7,098.00 ASHFORD HOSPITALITY TR INC COM 044103109 151 131720 Sole 131720 0 0 1.15 151,478.00 ASHLAND INC COM 044209104 353 33566 Sole 33566 0 0 10.51 352,778.66 ASIAINFO HOLDINGS INC COM 04518A104 404 34143 Sole 34143 0 0 11.84 404,253.12 ASPEN INSURANCE HOLDINGS LTD COM G05384105 1933 79703 Sole 79703 0 0 24.25 1,932,797.75 ASSISTED LIVING CONCEPTS I-A COM 04544X102 235 56682 Sole 56682 0 0 4.15 235,230.30 ASSOCIATED BANC-CORP COM 045487105 1518 72509 Sole 72509 0 0 20.93 1,517,613.37 Associated Estates Realty Corp COM 045604105 158 17359 Sole 17359 0 0 9.13 158,487.67 ASSURANT INC COM 04621X108 4655 155160 Sole 155160 0 0 30.00 4,654,800.00
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- ASSURED GUARANTY LTD COM G0585R106 597 52358 Sole 52358 0 0 11.40 596,881.20 ASTEC INDUSTRIES INC COM 046224101 522 16650 Sole 16650 0 0 31.33 521,644.50 ASTORIA FINANCIAL CORP COM 046265104 791 47979 Sole 47979 0 0 16.48 790,693.92 AT&T INC COM 00206R102 137225 4814925 Sole 4814925 0 0 28.50 137,225,363.24 ATC Technology Corp COM 00211W104 285 19463 Sole 19463 0 0 14.63 284,743.69 ATHENAHEALTH INC COM 04685W103 736 19553 Sole 19553 0 0 37.62 735,583.86 ATHEROS COMMUNICATIONS INC COM 04743P108 811 56686 Sole 56686 0 0 14.31 811,176.66 ATLANTIC TELE-NETWORK COM 049079205 231 8706 Sole 8706 0 0 26.55 231,144.30 Atlas Air Worldwide Hldgs Inc Com Stk COM 049164205 227 11994 Sole 11994 0 0 18.90 226,686.60 ATLAS AMER INC COM 049167109 546 36786 Sole 36786 0 0 14.85 546,272.10 ATMEL CORP COM 049513104 690 220438 Sole 220438 0 0 3.13 689,970.94 ATMI INC COM 00207R101 480 31090 Sole 31090 0 0 15.43 479,718.70 ATMOS ENERGY CORP COM 049560105 49 2088 Sole 2088 0 0 23.70 49,485.60 ATP OIL & GAS CORP COM 00208J108 156 26620 Sole 26620 0 0 5.85 155,727.00 Atrion Corp COM 049904105 146 1506 Sole 1506 0 0 97.10 146,232.60 AUDIOVOX CORP -CL A COM 050757103 85 16958 Sole 16958 0 0 5.01 84,959.58 AUTODESK INC COM 052769106 3849 195859 Sole 195859 0 0 19.65 3,848,629.35 Autoliv Inc COM 052800109 36 1681 Sole 1681 0 0 21.46 36,074.26 AUTOMATIC DATA PROCESSING COM 053015103 15362 390485 Sole 390485 0 0 39.34 15,361,679.90 AUTONATION INC COM 05329W102 871 88170 Sole 88170 0 0 9.88 871,119.60 AUTOZONE INC COM 053332102 3986 28581 Sole 28581 0 0 139.47 3,986,192.07 AUXILIUM PHARMACEUTICALS COM 05334D107 1092 38397 Sole 38397 0 0 28.44 1,092,010.68 Avalonbay Communities Inc. COM 053484101 4847 80013 Sole 80013 0 0 60.58 4,847,187.54 AVATAR HOLDINGS INC COM 053494100 154 5798 Sole 5798 0 0 26.52 153,762.96 AVERY DENNISON CORP COM 053611109 3035 92731 Sole 92731 0 0 32.73 3,035,085.63 AVID TECHNOLOGY INC COM 05367P100 337 30864 Sole 30864 0 0 10.91 336,726.24 AVISTA CORP COM 05379B107 982 50685 Sole 50685 0 0 19.38 982,275.30 AVNET INC COM 053807103 1363 74834 Sole 74834 0 0 18.21 1,362,727.14 AVOCENT CORPORATION COM 053893103 1169 65293 Sole 65293 0 0 17.91 1,169,397.63 AVON PRODUCTS INC COM 054303102 7651 318392 Sole 318392 0 0 24.03 7,650,959.76 Avx Corp New COM 002444107 8 1049 Sole 1049 0 0 7.94 8,329.06 AXIS CAP HOLDINGS COM G0692U109 1623 55743 Sole 55743 0 0 29.12 1,623,236.16 Axsys Technologies I COM 054615109 454 8280 Sole 8280 0 0 54.86 454,240.80 AZZ INC COM 002474104 277 11041 Sole 11041 0 0 25.10 277,129.10 B G Foods Inc New COM 05508R106 113 20875 Sole 20875 0 0 5.40 112,725.00 BADGER METER INC COM 056525108 397 13678 Sole 13678 0 0 29.02 396,935.56 BAKER HUGHES INC COM 057224107 7366 229688 Sole 229688 0 0 32.07 7,366,094.16 BAKER MICHAEL CORP COM 057149106 263 7119 Sole 7119 0 0 36.91 262,762.29 BALCHEM CORP COM 057665200 431 17311 Sole 17311 0 0 24.91 431,217.01
Page 7 of 66
Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- BALDOR ELECTRIC COM 057741100 788 44136 Sole 44136 0 0 17.85 787,827.60 BALDWIN&LYONS INC -CL B COM 057755209 159 8761 Sole 8761 0 0 18.19 159,362.59 BALL CORP COM 058498106 3018 72571 Sole 72571 0 0 41.59 3,018,227.89 Bally Technologies Inc COM 05874B107 1243 51722 Sole 51722 0 0 24.03 1,242,879.66 BANCFIRST CORP COM 05945F103 376 7096 Sole 7096 0 0 52.92 375,520.32 BANCO LATINOAMERICAN COM P16994132 379 26414 Sole 26414 0 0 14.36 379,305.04 BANCORPSOUTH INC COM 059692103 978 41886 Sole 41886 0 0 23.36 978,456.96 BANCTRUST FINANCIAL GROUP IN COM 05978R107 253 17142 Sole 17142 0 0 14.76 253,015.92 BANK MUTUAL CORP COM 063750103 532 46121 Sole 46121 0 0 11.54 532,236.34 BANK OF AMERICA CORP COM 060505104 57767 4102746 Sole 4102746 0 0 14.08 57,766,663.62 BANK OF HAWAII CORP COM 062540109 1316 29124 Sole 29124 0 0 45.17 1,315,531.08 BANK OF NEW YORK CO INC COM 064058100 26520 936104 Sole 936104 0 0 28.33 26,519,826.32 BANK OF THE OZARKS COM 063904106 314 10582 Sole 10582 0 0 29.64 313,650.48 BANKFINANCIAL CORP COM 06643P104 175 17181 Sole 17181 0 0 10.19 175,074.39 BANKRATE INC COM 06646V108 459 12087 Sole 12087 0 0 38.00 459,306.00 BANNER CORPORATION COM 06652V109 139 14745 Sole 14745 0 0 9.41 138,750.45 BARD (C.R.) INC COM 067383109 6373 75637 Sole 75637 0 0 84.26 6,373,173.62 BARNES GROUP INC COM 067806109 655 45158 Sole 45158 0 0 14.50 654,791.00 BARNES&NOBLE INC COM 067774109 280 18666 Sole 18666 0 0 15.00 279,990.00 BASIC ENERGY SERVICES COM 06985P100 503 38554 Sole 38554 0 0 13.04 502,744.16 BAXTER INTERNATIONAL INC. COM 071813109 26042 485954 Sole 485954 0 0 53.59 26,042,274.86 BB&T CORPORATION COM 054937107 12581 458146 Sole 458146 0 0 27.46 12,580,689.16 BE AEROSPACE INC COM 073302101 371 48278 Sole 48278 0 0 7.69 371,257.82 Beacon Roofing Suppyl COM 073685109 589 42430 Sole 42430 0 0 13.88 588,928.40 BEBE STORES INC COM 075571109 270 36187 Sole 36187 0 0 7.47 270,316.89 BECKMAN COULTER INC COM 075811109 1344 30597 Sole 30597 0 0 43.94 1,344,432.18 BECTON DICKINSON&CO COM 075887109 12761 186586 Sole 186586 0 0 68.39 12,760,616.54 BED BATH&BEYOND INC COM 075896100 4957 195023 Sole 195023 0 0 25.42 4,957,484.66 Bel Fuse Inc COM 077347300 229 10823 Sole 10823 0 0 21.20 229,447.60 BELDEN CDT INC COM 077454106 901 43135 Sole 43135 0 0 20.88 900,658.80 BELO CORPORATION-A COM 080555105 195 125308 Sole 125308 0 0 1.56 195,480.48 BEMIS COMPANY COM 081437105 1925 81313 Sole 81313 0 0 23.68 1,925,491.84 BENCHMARK ELECTRONICS INC COM 08160H101 802 62781 Sole 62781 0 0 12.77 801,713.37 BENEFICIAL MUTUAL BANCORP COM 08173R104 353 31358 Sole 31358 0 0 11.25 352,777.50 BERKSHIRE HILLS BANCORP INC COM 084680107 335 10871 Sole 10871 0 0 30.86 335,479.06 BERRY PETROLEUM CO- CL A COM 085789105 316 41807 Sole 41807 0 0 7.56 316,060.92 BEST BUY CO INC COM 086516101 7261 258312 Sole 258312 0 0 28.11 7,261,150.32 BGC Partners Inc. COM 05541T101 94 34023 Sole 34023 0 0 2.76 93,903.48 BIG 5 SPORTING GOODS CORP COM 08915P101 104 20038 Sole 20038 0 0 5.21 104,397.98
Page 8 of 66
Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- BIG LOTS INC COM 089302103 920 63468 Sole 63468 0 0 14.49 919,651.32 BIGBAND NETWORKS INC. COM 089750509 177 32004 Sole 32004 0 0 5.52 176,662.08 BILL BARRETT CORP COM 06846N104 1162 55010 Sole 55010 0 0 21.13 1,162,361.30 BIO RAD LABS INC COM 090572207 2054 27278 Sole 27278 0 0 75.31 2,054,306.18 BIOGEN IDEC INC COM 09062X103 10379 217906 Sole 217906 0 0 47.63 10,378,862.78 BIOMED REALTY TRUST INC COM 09063H107 1105 94269 Sole 94269 0 0 11.72 1,104,832.68 Biomimetic Therapeut COM 09064X101 127 13761 Sole 13761 0 0 9.22 126,876.42 BIO-REFERENCE LABS INC COM 09057G602 290 11058 Sole 11058 0 0 26.23 290,051.34 BJ SERVICES CO COM 055482103 2624 224837 Sole 224837 0 0 11.67 2,623,847.79 BJ'S WHOLESALE CLUB INC COM 05548J106 1022 29831 Sole 29831 0 0 34.26 1,022,010.06 BLACK BOX CORPORATION COM 091826107 453 17352 Sole 17352 0 0 26.12 453,234.24 BLACK HILLS CORP COM 092113109 1651 61252 Sole 61252 0 0 26.96 1,651,353.92 BLACK&DECKER CORP COM 091797100 1936 46298 Sole 46298 0 0 41.81 1,935,719.38 BLACKBAUD INC COM 09227Q100 553 40948 Sole 40948 0 0 13.50 552,798.00 BLACKBOARD INC COM 091935502 784 29902 Sole 29902 0 0 26.23 784,329.46 BLACKROCK INC CL A COM 09247X101 15 110 Sole 110 0 0 134.15 14,756.50 BLACKROCK KELSO CAPITAL CORP COM 092533108 128 12963 Sole 12963 0 0 9.86 127,815.18 BLOCKBUSTER INC. CL A COM 093679108 216 171776 Sole 171776 0 0 1.26 216,437.76 BLOUNT INTL INC NEW COM 095180105 341 35924 Sole 35924 0 0 9.48 340,559.52 BLUE COAT SYS INC COM 09534T508 264 31462 Sole 31462 0 0 8.40 264,280.80 BLUE NILE INC COM 09578R103 335 13698 Sole 13698 0 0 24.49 335,464.02 BLYTH INC COM 09643P108 260 33153 Sole 33153 0 0 7.84 259,919.52 BMC SOFTWARE INC COM 055921100 3769 140043 Sole 140043 0 0 26.91 3,768,557.13 BMP Sunstone Corp COM 05569C105 133 23805 Sole 23805 0 0 5.57 132,593.85 BOB EVANS FARMS COM 096761101 895 43808 Sole 43808 0 0 20.43 894,997.44 BOEING CO COM 097023105 24617 576923 Sole 576923 0 0 42.67 24,617,304.41 BOK FINANCIAL CORPORATION COM 05561Q201 21 515 Sole 515 0 0 40.40 20,806.00 BORGWARNER INC COM 099724106 1227 56358 Sole 56358 0 0 21.77 1,226,913.66 BOSTON BEER COMPANY INC-CL A COM 100557107 208 7311 Sole 7311 0 0 28.40 207,632.40 BOSTON PRIVATE FINL HOLDING COM 101119105 348 50822 Sole 50822 0 0 6.84 347,622.48 Boston Properties Inc. COM 101121101 6893 125331 Sole 125331 0 0 55.00 6,893,205.00 BOSTON SCIENTIFIC CORP COM COM 101137107 9266 1197143 Sole 1197143 0 0 7.74 9,265,886.82 BOTTOMLINE TECHNOLOGIES COM 101388106 146 20542 Sole 20542 0 0 7.10 145,848.20 BOWNE&CO INC COM 103043105 157 26633 Sole 26633 0 0 5.88 156,602.04 BOYD GAMING CORP COM 103304101 136 28768 Sole 28768 0 0 4.73 136,072.64 BPZ ENERGY COM 055639108 426 66507 Sole 66507 0 0 6.40 425,644.80 BRADY CORPORATION - CL A COM 104674106 1148 47923 Sole 47923 0 0 23.95 1,147,755.85 BRANDYWINE REALTY TRUST COM 105368203 166 21584 Sole 21584 0 0 7.71 166,412.64 BRE Properties Inc. COM 05564E106 1040 37167 Sole 37167 0 0 27.98 1,039,932.66
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- BRIGGS&STRATTON COM 109043109 951 54079 Sole 54079 0 0 17.59 951,249.61 BRIGHAM EXPL CO COM 109178103 155 48557 Sole 48557 0 0 3.20 155,382.40 BRIGHTPOINT INC COM 109473405 196 45104 Sole 45104 0 0 4.35 196,202.40 BRINKER INTERNATIONAL INC COM 109641100 519 49265 Sole 49265 0 0 10.54 519,253.10 BRINK'S CO/THE COM 109696104 530 19705 Sole 19705 0 0 26.88 529,670.40 Brinks Home Security COM 109699108 432 19705 Sole 19705 0 0 21.92 431,933.60 BRISTOL MYERS SQUIBB COM COM 110122108 36723 1579463 Sole 1579463 0 0 23.25 36,722,514.75 Bristow Group Inc. COM 110394103 627 23402 Sole 23402 0 0 26.79 626,939.58 BROADCOM CORP-CL A COM 111320107 5819 342894 Sole 342894 0 0 16.97 5,818,911.18 Broadridge Financial Solutions COM 11133T103 858 68402 Sole 68402 0 0 12.54 857,761.08 Brocade Communication COM 111621306 21 7478 Sole 7478 0 0 2.80 20,938.40 Bronco Drilling Company COM 112211107 225 34895 Sole 34895 0 0 6.46 225,421.70 BROOKDALE SENIOR LIVING COM 112463104 5 832 Sole 832 0 0 5.58 4,642.56 BROOKLINE BANCORP INC COM 11373M107 636 59755 Sole 59755 0 0 10.65 636,390.76 BROOKS AUTOMATION INC COM 114340102 374 64399 Sole 64399 0 0 5.81 374,158.19 BROWN SHOE COMPANY INC COM 115736100 326 38438 Sole 38438 0 0 8.47 325,569.86 BROWN&BROWN INC COM 115236101 1216 58166 Sole 58166 0 0 20.90 1215669.40 BROWN-FORMAN CORP -CL B COM 115637209 3904 75814 Sole 75814 0 0 51.49 3,903,662.86 BRUKER BIOSCIENCES CORP COM 116794108 232 57537 Sole 57537 0 0 4.04 232,449.48 BRUNSWICK CORP COM 117043109 346 82208 Sole 82208 0 0 4.21 346,095.68 BRUSH ENGINEERED MATERIALS COM 117421107 241 18958 Sole 18958 0 0 12.72 241,145.76 BRYN MAWR BANK CORP COM 117665109 137 6821 Sole 6821 0 0 20.10 137,102.10 BUCKEYE TECHNOLOGIES INC COM 118255108 137 37741 Sole 37741 0 0 3.64 137,377.24 BUCYRUS INTERNATIONAL COM 118759109 671 36214 Sole 36214 0 0 18.52 670,683.28 BUFFALO WILD WINGS INC COM 119848109 476 18540 Sole 18540 0 0 25.65 475,551.00 Bunge Limited COM G16962105 146 2814 Sole 2814 0 0 51.77 145,680.78 BURLINGTON NORTHERN SANTA FE COM 12189T104 16311 215439 Sole 215439 0 0 75.71 16,310,886.69 C.H. ROBINSON WORLDWIDE INC COM 12541W209 6954 126376 Sole 126376 0 0 55.03 6,954,471.28 CA Inc. COM 12673P105 5677 306375 Sole 306375 0 0 18.53 5,677,128.75 CABELAS INC COM 126804301 199 34201 Sole 34201 0 0 5.83 199,391.83 Cablevision Sys Corp COM 12686C109 86 5131 Sole 5131 0 0 16.84 86,406.04 CABOT CORP COM 127055101 507 33140 Sole 33140 0 0 15.30 507,042.00 CABOT MICROELECTRONICS CORP COM 12709P103 553 21219 Sole 21219 0 0 26.07 553,179.33 CABOT OIL&GAS CORP COM 127097103 2041 78498 Sole 78498 0 0 26.00 2,040,948.00 CACI INTERNATIONAL INC -CL A COM 127190304 1251 27751 Sole 27751 0 0 45.09 1,251,292.59 CADENCE DESIGN SYS INC COM 127387108 483 131868 Sole 131868 0 0 3.66 482,636.88 CADENCE PHARMACEUTICALS IN COM 12738T100 150 20724 Sole 20724 0 0 7.23 149,834.52 CADIZ INC COM 127537207 130 10404 Sole 10404 0 0 12.51 130,154.04 CAL DIVE INTERNATIONAL INC COM 12802T101 298 45786 Sole 45786 0 0 6.51 298,066.86
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- CAL MAINE FOODS INC COM 128030202 357 12452 Sole 12452 0 0 28.70 357,372.40 Calamos Asset Mgmt COM 12811R104 155 20993 Sole 20993 0 0 7.40 155,348.20 Calavo Growers Inc COM 128246105 124 10772 Sole 10772 0 0 11.50 123,878.00 CALGON CARBON CORP COM 129603106 783 50977 Sole 50977 0 0 15.36 783,006.72 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 252 23497 Sole 23497 0 0 10.72 251,887.84 CALIFORNIA WATER SERVICE GRP COM 130788102 845 18202 Sole 18202 0 0 46.43 845,118.86 CALLAWAY GOLF COMPANY COM 131193104 856 92123 Sole 92123 0 0 9.29 855,822.67 CAMBREX CORP COM 132011107 99 21435 Sole 21435 0 0 4.62 99,029.70 CAMDEN NATIONAL CORP COM 133034108 210 7798 Sole 7798 0 0 26.98 210,390.04 Camden Property Trust COM 133131102 1192 38032 Sole 38032 0 0 31.34 1,191,922.88 Cameron International Corp. COM 13342B105 3361 163949 Sole 163949 0 0 20.50 3,360,954.50 CAMPBELL SOUP CO COM 134429109 7287 242828 Sole 242828 0 0 30.01 7,287,268.28 CANTEL MEDICAL CORP COM 138098108 182 12397 Sole 12397 0 0 14.67 181,863.99 CAPELLA EDUCATION CO COM 139594105 778 13239 Sole 13239 0 0 58.76 777,923.64 CAPITAL CITY BANK GROUP INC COM 139674105 305 11204 Sole 11204 0 0 27.24 305,197.23 CAPITAL LEASING FDG INC COM 140288101 12 7137 Sole 7137 0 0 1.73 12,347.01 CAPITAL ONE FINANCIAL CORP COM 14040H105 10177 319137 Sole 319137 0 0 31.89 10,177,270.01 CAPITAL SOUTHWEST CORP COM 140501107 299 2769 Sole 2769 0 0 108.16 299,495.04 Capitalsource Inc COM 14055X102 21 4499 Sole 4499 0 0 4.62 20,785.38 CAPITOL BANCORP LTD COM 14056D105 114 14557 Sole 14557 0 0 7.80 113,544.60 Capitol Fed Finl COM 14057C106 15 327 Sole 327 0 0 45.60 14,911.20 CAPSTEAD MORTGAGE CORP COM 14067E506 554 51450 Sole 51450 0 0 10.77 554,116.50 CAPSTONE TURBINE CORP COM 14067D102 160 190977 Sole 190977 0 0 0.84 160,420.68 CARBO CERAMICS INC COM 140781105 711 20017 Sole 20017 0 0 35.53 711,204.01 Cardiac Science Corp COM 14141A108 147 19665 Sole 19665 0 0 7.50 147,487.50 CARDINAL FINL CORP COM 14149F109 143 25209 Sole 25209 0 0 5.69 143,439.21 CARDINAL HEALTH INC COM 14149Y108 9897 287131 Sole 287131 0 0 34.47 9,897,405.57 Cardionet Inc COM 14159L103 91 3708 Sole 3708 0 0 24.65 91,402.20 Care Investment Trust COM 141657106 105 13425 Sole 13425 0 0 7.79 104,580.75 CAREER EDUCATION CORP COM 141665109 676 37661 Sole 37661 0 0 17.94 675,638.34 CARLISLE COS INC COM 142339100 637 30769 Sole 30769 0 0 20.70 636,918.30 CARMAX INC COM 143130102 840 106634 Sole 106634 0 0 7.88 840,275.92 CARMIKE CINEMAS INC COM 143436400 0 1 Sole 1 0 0 3.65 3.54 CARNIVAL CORP COM 143658300 8620 354430 Sole 354430 0 0 24.32 8,619,737.60 CARPENTER TECHNOLOGY COM 144285103 458 22285 Sole 22285 0 0 20.54 457,733.90 CARRIZO OIL & GAS INC COM 144577103 476 29594 Sole 29594 0 0 16.10 476,463.40 CARTER HLDGS INC COM 146229109 1028 53387 Sole 53387 0 0 19.26 1,028,233.62 CASCADE BANCORP COM 147154108 133 19691 Sole 19691 0 0 6.75 132914.25 CASCADE CORP COM 147195101 330 11054 Sole 11054 0 0 29.86 330,072.44
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- CASEY'S GENERAL STORES INC COM 147528103 1111 48777 Sole 48777 0 0 22.77 1,110,652.29 CASH AMERICA INTL INC COM 14754D100 737 26941 Sole 26941 0 0 27.35 736,836.35 CASS INFORMATION SYSTEMS COM 14808P109 207 6803 Sole 6803 0 0 30.46 207,219.38 CASTLE (A.M.) & CO COM 148411101 173 15984 Sole 15984 0 0 10.83 173,106.72 Castlepoint Holdings COM G19522112 439 32341 Sole 32341 0 0 13.56 438,543.96 Catalyst Health Solutions, Inc. COM 14888B103 769 31561 Sole 31561 0 0 24.35 768,510.35 CATERPILLAR INC DEL COM COM 149123101 21534 482079 Sole 482079 0 0 44.67 21,534,468.93 Cathay General Bancorp COM 149150104 1685 70944 Sole 70944 0 0 23.75 1,684,920.00 CATO CORP-CL A COM 149205106 399 26392 Sole 26392 0 0 15.10 398,519.20 CAVCO INDUSTRIES INC COM 149568107 168 6248 Sole 6248 0 0 26.89 168,008.72 CAVIUM NETWORKS INC COM 14965A101 461 43843 Sole 43843 0 0 10.51 460789.94 CB RICHARD ELLIS GROUP COM 12497T101 734 169814 Sole 169814 0 0 4.32 733,596.48 CBEYOND COMMUNICATIONS COM 149847105 366 22900 Sole 22900 0 0 15.98 365,942.00 CBIZ Inc. COM 124805102 395 45620 Sole 45620 0 0 8.65 394,613.00 CBL & Associates Properties Inc. COM 124830100 106 16255 Sole 16255 0 0 6.50 105,657.50 CBS CORP-CLASS B COM 124857202 4526 552594 Sole 552594 0 0 8.19 4,525,744.86 CDI CORP COM 125071100 151 11652 Sole 11652 0 0 12.94 150776.88 CEC ENTERTAINMENT INC COM 125137109 479 19750 Sole 19750 0 0 24.25 478,937.50 CEDAR SHOPPING CTRS INC COM 150602209 356 50335 Sole 50335 0 0 7.08 356,371.80 CELADON GROUP INC COM 150838100 159 18678 Sole 18678 0 0 8.53 159,323.34 Celanese Corp Del COM 150870103 5 431 Sole 431 0 0 12.43 5,357.33 CELERA GENOMICS GROUP-APPLER COM 15100E106 857 76999 Sole 76999 0 0 11.13 856,998.87 CELGENE CORP COM 151020104 18918 342213 Sole 342213 0 0 55.28 18,917,534.64 CENDANT CORP COM 053774105 2 2340 Sole 2340 0 0 0.70 1,638.00 CENTENE CORP COM 15135B101 807 40937 Sole 40937 0 0 19.71 806,868.27 CENTENNIAL CELLULAR COM 15133V208 508 63021 Sole 63021 0 0 8.06 507,949.26 CENTERPOINT ENERGY INC COM 15189T107 3558 281946 Sole 281946 0 0 12.62 3,558,158.52 CENTERSTATE BKS FLA INC COM 15201P109 155 9119 Sole 9119 0 0 16.99 154,931.81 CENTEX CORP COM 152312104 1054 99059 Sole 99059 0 0 10.64 1,053,987.76 CENTRAL EURO DISTRIBUTION CP COM 153435102 0 1 Sole 1 0 0 19.70 19.70 Central Garden & Pet Co-A COM 153527205 367 62190 Sole 62190 0 0 5.90 366,921.00 CENTRAL PACIFIC FINANCIAL CO COM 154760102 274 27253 Sole 27253 0 0 10.04 273620.02 CENTRAL VERMONT PUB SERV COM 155771108 265 11105 Sole 11105 0 0 23.86 264965.30 CENTURY ALUMINUM COMPANY COM 156431108 4 405 Sole 405 0 0 10.00 4,050.00 CENTURYTEL INC COM 156700106 2233 81692 Sole 81692 0 0 27.33 2,232,642.36 Cenveo Inc. COM 15670S105 193 43371 Sole 43371 0 0 4.45 193,000.95 CEPHALON INC COM 156708109 4069 52815 Sole 52815 0 0 77.04 4,068,867.60 CEPHEID INC COM 15670R107 554 53392 Sole 53392 0 0 10.38 554,208.96 CERADYNE INC COM 156710105 499 24549 Sole 24549 0 0 20.31 498,590.19
Page 12 of 66
Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- CERNER CORP COM 156782104 1266 32915 Sole 32915 0 0 38.45 1,265,581.75 CEVA INC COM 157210105 138 19659 Sole 19659 0 0 7.00 137,613.00 CF INDUSTRIES HOLDINGS INC COM 125269100 2130 43328 Sole 43328 0 0 49.16 2,130,004.48 CH ENERGY GROUP INC COM 12541M102 723 14072 Sole 14072 0 0 51.39 723,160.08 CHARLES RIVER LABORATORIES COM 159864107 880 33602 Sole 33602 0 0 26.20 880,372.40 CHARLOTTE RUSSE HOLDING INC COM 161048103 130 19972 Sole 19972 0 0 6.49 129,618.28 CHARMING SHOPPES COM 161133103 248 101576 Sole 101576 0 0 2.44 247,845.44 Chart Industries Inc COM 16115Q308 275 25853 Sole 25853 0 0 10.63 274,817.39 CHATTEM INC COM 162456107 1170 16355 Sole 16355 0 0 71.53 1,169,873.15 CHECKPOINT SYSTEMS INC COM 162825103 379 38525 Sole 38525 0 0 9.84 379,086.00 CHEESECAKE FACTORY (THE) COM 163072101 923 91385 Sole 91385 0 0 10.10 922,988.50 Chemed Corp. COM 16359R103 882 22168 Sole 22168 0 0 39.77 881,621.36 CHEMICAL FINANCIAL CORP COM 163731102 669 24005 Sole 24005 0 0 27.88 669,259.40 CHEMTURA CORP COM 163893100 171 122456 Sole 122456 0 0 1.40 171,438.40 CHENIERE ENERGY INC COM 16411R208 135 47308 Sole 47308 0 0 2.85 134,827.80 CHEROKEE INC COM 16444H102 178 10273 Sole 10273 0 0 17.35 178,236.55 CHESAPEAKE ENERGY CORP COM COM 165167107 6662 411972 Sole 411972 0 0 16.17 6,661,587.24 CHESAPEAKE UTILITIES CORP COM 165303108 204 6476 Sole 6476 0 0 31.48 203,864.48 CHEVRONTEXACO CORP COM 166764100 117526 1588835 Sole 1588835 0 0 73.97 117,526,124.95 CHICAGO PIZZA&BREWERY INC COM 09180C106 163 15157 Sole 15157 0 0 10.77 163,240.89 CHICOS FAS INC COM COM 168615102 1050 251097 Sole 251097 0 0 4.18 1,049,585.46 CHILDREN'S PLACE COM 168905107 485 22365 Sole 22365 0 0 21.68 484,873.20 CHIMERA INVESTMENT CORP COM 16934Q109 447 129531 Sole 129531 0 0 3.45 446,881.95 China Sec Surve Te COM 16942J105 113 25441 Sole 25441 0 0 4.43 112,703.63 China Sky One Med In COM 16941P102 131 8203 Sole 8203 0 0 15.99 131,165.97 CHIPOTLE MEXICAN GRILL COM 169656105 989 15957 Sole 15957 0 0 61.98 989,014.86 CHIQUITA BRANDS INTL COM 170032809 614 41544 Sole 41544 0 0 14.78 614,020.32 CHIQUITA BRANDS INTL INC WT * WEXP 03/19/2009 170032114 0 83 Sole 83 0 0 0.15 12.45 CHOICE HOTELS INTL INC COM 169905106 14 461 Sole 461 0 0 30.06 13,857.66 CHRISTOPHER&BANKS CORP COM 171046105 217 38838 Sole 38838 0 0 5.60 217,492.80 CHUBB CORP COM 171232101 14396 282270 Sole 282270 0 0 51.00 14,395,770.00 CHURCH & DWIGHT INC COM COM 171340102 1901 33878 Sole 33878 0 0 56.12 1,901,233.36 CHURCHILL DOWNS INC COM 171484108 370 9149 Sole 9149 0 0 40.42 369,802.58 CIBER INC COM 17163B102 238 49420 Sole 49420 0 0 4.81 237,710.20 CIENA CORP COM 171779309 480 71584 Sole 71584 0 0 6.70 479,612.80 CIGNA CORP COM 125509109 3765 223460 Sole 223460 0 0 16.85 3,765,301.00 CIMAREX ENERGY CO COM 171798101 1130 42201 Sole 42201 0 0 26.78 1,130,142.78 CINCINNATI BELL INC COM 171871106 621 322013 Sole 322013 0 0 1.93 621,485.09 CINCINNATI FINANCIAL CORP COM 172062101 4012 138015 Sole 138015 0 0 29.07 4,012,096.05
Page 13 of 66
Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- CINEMARK HOLDINGS INC COM 17243V102 227 30507 Sole 30507 0 0 7.43 226,667.01 CINTAS CORP COM 172908105 2423 104314 Sole 104314 0 0 23.23 2,423,214.22 CIRCOR INTERNATIONAL INC COM 17273K109 447 16240 Sole 16240 0 0 27.50 446,600.00 CIRRUS LOGIC INC COM 172755100 192 71718 Sole 71718 0 0 2.68 192,204.24 CISCO SYSTEMS INC COM 17275R102 71281 4373050 Sole 4373050 0 0 16.30 71,280,715.00 CIT Group Inc. COM 125581108 1327 292321 Sole 292321 0 0 4.54 1,327,137.34 CITI TRENDS INC COM 17306X102 194 13181 Sole 13181 0 0 14.72 194,024.32 CITIGROUP INC COM COM 172967101 29830 4445644 Sole 4445644 0 0 6.71 29,830,271.27 CITIZENS & NORTHERN CORP COM 172922106 184 9317 Sole 9317 0 0 19.75 184,010.75 CITIZENS BANKING CORP MICH COM 174420109 355 119026 Sole 119026 0 0 2.98 354,697.48 CITIZENS INC COM 174740100 318 32766 Sole 32766 0 0 9.70 317,830.20 CITRIX SYSTEMS INC COM 177376100 3264 138497 Sole 138497 0 0 23.57 3,264,374.29 CITY HOLDING CO COM 177835105 490 14083 Sole 14083 0 0 34.78 489,806.74 CITY NATIONAL CORP COM 178566105 998 20503 Sole 20503 0 0 48.70 998,496.10 CKE RESTAURANTS INC COM 12561E105 440 50656 Sole 50656 0 0 8.68 439,694.08 CKX INC COM 12562M106 180 49020 Sole 49020 0 0 3.67 179,903.40 CLARCOR INC COM 179895107 1604 48350 Sole 48350 0 0 33.18 1,604,253.00 CLAYTON WILLIAMS ENERGY INC COM 969490101 233 5123 Sole 5123 0 0 45.44 232,789.12 Clean Energy Fuels COM 184499101 214 35432 Sole 35432 0 0 6.04 214,009.28 CLEAN HARBORS INC COM COM 184496107 1817 28644 Sole 28644 0 0 63.44 1,817,175.36 Clear Channel Outdoo COM 18451C109 1 206 Sole 206 0 0 6.15 1,266.90 Clearwater Paper Corp COM 18538R103 106 12609 Sole 12609 0 0 8.39 105790.61 Clearwire Corp COM 18538Q105 1 166 Sole 166 0 0 4.93 818.38 CLECO CORPORATION COM 12561W105 1297 56812 Sole 56812 0 0 22.83 1,297,017.96 Cliffs Natural Resources Inc COM 18683K101 1406 54907 Sole 54907 0 0 25.61 1,406,168.27 CLIFTON SVGS BANCORP INC COM 18712Q103 125 10498 Sole 10498 0 0 11.86 124,506.28 Clinical Data Inc Ne COM 18725U109 104 11703 Sole 11703 0 0 8.90 104,156.70 CLOROX COMPANY COM 189054109 6232 112161 Sole 112161 0 0 55.56 6,231,665.16 CME Group Inc. COM 12572Q105 10508 50491 Sole 50491 0 0 208.11 10,507,682.01 CMS ENERGY CORP COM 125896100 1865 184515 Sole 184515 0 0 10.11 1,865,446.65 Cna Finl Corp COM 126117100 10 635 Sole 635 0 0 16.44 10,439.40 CNA SURETY CORP COM 12612L108 282 14696 Sole 14696 0 0 19.20 282,163.20 COACH INC COM 189754104 5968 287327 Sole 287327 0 0 20.77 5,967,781.79 COBIZ INC COM 190897108 179 18394 Sole 18394 0 0 9.74 179,157.56 COCA-COLA BOTTLING CO CONSOL COM 191098102 180 3917 Sole 3917 0 0 45.96 180,025.32 COCA-COLA CO/THE COM 191216100 70595 1559419 Sole 1559419 0 0 45.27 70,594,898.13 COCA-COLA ENTERPRISES COM 191219104 3113 258763 Sole 258763 0 0 12.03 3,112,918.89 COEUR D'ALENE MINES CORP COM 192108108 453 514552 Sole 514552 0 0 0.88 452,805.76 Cogdell Spencer Inc. COM 19238U107 132 14062 Sole 14062 0 0 9.36 131,620.32
Page 14 of 66
Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- COGENT COMMUNICATIONS COM 19239V302 285 43671 Sole 43671 0 0 6.53 285,171.63 COGENT INC COM 19239Y108 530 39026 Sole 39026 0 0 13.57 529,582.82 COGNEX CORP COM 192422103 595 40227 Sole 40227 0 0 14.80 595,359.60 COGNIZANT TECH SOLUTNS CL A COM 192446102 4629 256333 Sole 256333 0 0 18.06 4,629,373.98 Cogo Group Inc COM 192448108 117 24167 Sole 24167 0 0 4.86 117,451.62 COHEN & STEERS INC COM 19247A100 170 15459 Sole 15459 0 0 10.99 169,894.41 COHERENT INC COM 192479103 483 22490 Sole 22490 0 0 21.46 482,635.40 COHU INC COM 192576106 281 23146 Sole 23146 0 0 12.15 281,223.90 COINSTAR INC COM 19259P300 527 27012 Sole 27012 0 0 19.51 527,004.12 COLDWATER CREEK INC COM 193068103 221 77425 Sole 77425 0 0 2.85 220,661.25 Colfax Corp COM 194014106 207 19880 Sole 19880 0 0 10.39 206,553.20 COLGATE-PALMOLIVE CO COM 194162103 25837 376962 Sole 376962 0 0 68.54 25,836,975.48 COLLECTIVE BRANDS INC. COM 19421W100 1071 91341 Sole 91341 0 0 11.72 1,070,516.52 COLONIAL BANCGROUP INC COM 195493309 592 286193 Sole 286193 0 0 2.07 592,419.51 COLONIAL PROPERTIES TRUST COM 195872106 462 55435 Sole 55435 0 0 8.33 461,773.55 COLUMBIA BANKING SYSTEM INC COM 197236102 237 19853 Sole 19853 0 0 11.93 236,846.29 COLUMBIA SPORTSWEAR CO COM 198516106 444 12559 Sole 12559 0 0 35.37 444,211.83 COLUMBUS MCKINNON CORP COM 199333105 221 16182 Sole 16182 0 0 13.65 220,884.30 COMCAST CORP-CL A COM 20030N101 38395 2274582 Sole 2274582 0 0 16.88 38,394,943.99 COMERICA INC COM 200340107 2591 130542 Sole 130542 0 0 19.85 2,591,258.70 COMFORT SYS USA INC COM 199908104 382 35791 Sole 35791 0 0 10.66 381,532.06 Commerce Bancshares Inc COM 200525103 1465 33342 Sole 33342 0 0 43.95 1,465,380.90 COMMERCIAL METALS CO COM 201723103 738 62150 Sole 62150 0 0 11.87 737,720.50 COMMSCOPE INC COM 203372107 529 34041 Sole 34041 0 0 15.54 528,997.14 COMMUNITY BANK SYSTEM INC COM 203607106 756 30992 Sole 30992 0 0 24.39 755,894.88 COMMUNITY HEALTH SYSTEMS INC COM 203668108 683 46844 Sole 46844 0 0 14.58 682,985.52 COMMUNITY TRUST BANCORP INC COM 204149108 516 14053 Sole 14053 0 0 36.75 516,447.75 COMMVAULT SYSTEMS INC COM 204166102 539 40203 Sole 40203 0 0 13.41 539,122.23 COMPASS DIVERSIFIED TR COM 20451Q104 307 27249 Sole 27249 0 0 11.25 306,551.25 COMPASS MINERALS INTL INC COM 20451N101 1832 31235 Sole 31235 0 0 58.66 1,832,245.10 COMPELLENT TECHNOLOGIES INC COM 20452A108 132 13685 Sole 13685 0 0 9.62 131,649.70 COMPLETE PRODUCTION SERV COM 20453E109 420 51584 Sole 51584 0 0 8.15 420,409.60 COMPUTER PROGRAMS& SYSTEMS COM 205306103 236 8795 Sole 8795 0 0 26.80 235,706.00 COMPUTER SCIENCES CORP COM 205363104 4342 123572 Sole 123572 0 0 35.14 4,342,320.08 COMPUWARE CORP COM 205638109 1259 186455 Sole 186455 0 0 6.75 1,258,571.25 COMSCORE INC COM 20564W105 212 16598 Sole 16598 0 0 12.75 211,624.50 COMSTOCK RESOURCES INC COM 205768203 3099 65594 Sole 65594 0 0 47.25 3,099,316.50 COMTECH TELECOMMUNICATIONS COM 205826209 1018 22222 Sole 22222 0 0 45.82 1,018,212.04 Comverge Inc COM 205859101 100 20473 Sole 20473 0 0 4.90 100,317.70
Page 15 of 66
Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- CONAGRA FOODS INC COM 205887102 6020 364866 Sole 364866 0 0 16.50 6,020,289.00 CONCEPTUS INC COM 206016107 440 28883 Sole 28883 0 0 15.22 439,599.26 CONCHO RESOURCES INC COM 20605P101 1361 59662 Sole 59662 0 0 22.82 1,361,486.84 CONCUR TECHNOLOGIES INC COM 206708109 1351 41179 Sole 41179 0 0 32.82 1,351,494.78 CONMED CORP COM 207410101 650 27141 Sole 27141 0 0 23.94 649,755.54 CONNECTICUT WATER SVC INC COM 207797101 188 7950 Sole 7950 0 0 23.61 187,699.50 CONNS INC COM 208242107 17 2011 Sole 2011 0 0 8.48 17,053.28 CONOCOPHILLIPS COM 20825C104 62033 1197546 Sole 1197546 0 0 51.80 62,032,882.80 CONS TOMOKA LAND CO- FLORIDA COM 210226106 170 4439 Sole 4439 0 0 38.19 169,525.41 Conseco Inc COM USD 0.01 COM 208464883 42 8154 Sole 8154 0 0 5.18 42,237.72 CONSOL ENERGY INC COM 20854P109 3868 135328 Sole 135328 0 0 28.58 3,867,674.24 Consolidated Comm HL COM 209034107 240 20238 Sole 20238 0 0 11.88 240,427.44 CONSOLIDATED EDISON INC COM 209115104 8689 223206 Sole 223206 0 0 38.93 8,689,409.58 CONSOLIDATED GRAPHICS INC COM 209341106 241 10644 Sole 10644 0 0 22.64 240,980.16 CONSOLIDATED WATER COM G23773107 166 13301 Sole 13301 0 0 12.50 166,262.50 CONSTANT CONTACT INC COM 210313102 269 20270 Sole 20270 0 0 13.25 268,577.50 CONSTELLATION BRANDS INC-A COM 21036P108 2442 154833 Sole 154833 0 0 15.77 2,441,716.41 CONSTELLATION ENERGY GROUP COM 210371100 3557 141772 Sole 141772 0 0 25.09 3,557,059.48 CONTANGO OIL & GAS COM 21075N204 718 12751 Sole 12751 0 0 56.30 717,881.30 CONTINENTAL AIRLINES- CL B COM 210795308 46 2541 Sole 2541 0 0 18.06 45,890.46 CONVERGYS CORP COM 212485106 639 99612 Sole 99612 0 0 6.41 638,512.92 Con-way Inc. COM 205944101 613 23050 Sole 23050 0 0 26.60 613,130.00 COOPER COS INC COM 216648402 17 1041 Sole 1041 0 0 16.40 17,072.40 COOPER INDUSTRIES LTD- CL A COM G24182100 4044 138340 Sole 138340 0 0 29.23 4,043,678.20 COOPER TIRE&RUBBER COM 216831107 332 53892 Sole 53892 0 0 6.16 331,974.72 COORS (ADOLPH) -CL B COM 60871R209 5902 120651 Sole 120651 0 0 48.92 5,902,246.92 COPA HOLDINGS SA- CLASS A COM P31076105 1629 53743 Sole 53743 0 0 30.32 1,629,487.76 COPART INC COM 217204106 833 30641 Sole 30641 0 0 27.19 833,128.79 CORE MARK HOLDING CO INC COM 218681104 172 7971 Sole 7971 0 0 21.52 171,535.92 CORINTHIAN COLLEGES INC COM 218868107 2018 123290 Sole 123290 0 0 16.37 2,018,257.30 CORN PRODUCTS INTL INC COM 219023108 1089 37749 Sole 37749 0 0 28.85 1,089,058.65 CORNELL COMPANIES INC COM 219141108 192 10313 Sole 10313 0 0 18.59 191,718.67 CORNING INC COM 219350105 11741 1232047 Sole 1232047 0 0 9.53 11,741,407.91 CORPORATE EXEC BRD CO COM COM 21988R102 363 16463 Sole 16463 0 0 22.06 363,173.78 CORPORATE OFFICE PROPERTIES COM 22002T108 1576 51338 Sole 51338 0 0 30.70 1,576,076.60 CORRECTIONS CORP OF AMERICA COM 22025Y407 1000 61139 Sole 61139 0 0 16.36 1,000,234.04 CORVEL CORP COM 221006109 176 7991 Sole 7991 0 0 21.98 175642.18 COSTAR GROUP INC COM 22160N109 611 18550 Sole 18550 0 0 32.94 611,037.00 COSTCO WHOLESALE CORP COM 22160K105 17508 333479 Sole 333479 0 0 52.50 17,507,647.50
Page 16 of 66
Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- Cougar Biotechnology COM 222083107 365 14048 Sole 14048 0 0 26.00 365,248.00 COURIER CORP COM 222660102 241 13436 Sole 13436 0 0 17.90 240,504.40 COUSINS PPTYS INC COM 222795106 1033 74590 Sole 74590 0 0 13.85 1,033,071.50 COVANCE INC COM 222816100 1409 30615 Sole 30615 0 0 46.03 1,409,208.45 COVENTRY HEALTH CARE COM COM 222862104 1732 116375 Sole 116375 0 0 14.88 1,731,660.00 Covidien Limited COM G2552X108 14885 410731 Sole 410731 0 0 36.24 14,884,891.44 COX RADIO INC COM 224051102 169 28100 Sole 28100 0 0 6.01 168,881.00 CRA International Inc. COM 12618T105 331 12298 Sole 12298 0 0 26.93 331,185.14 Cracker Barrel Old Country Store COM 22410J106 439 21338 Sole 21338 0 0 20.59 439,349.42 CRANE CO COM 224399105 424 24615 Sole 24615 0 0 17.24 424,362.60 CRAWFORD&CO -CL B COM 224633107 363 24944 Sole 24944 0 0 14.54 362,685.76 CREE INC COM 225447101 697 43947 Sole 43947 0 0 15.87 697,438.89 CROCS INC COM 227046109 95 76445 Sole 76445 0 0 1.24 94,791.80 CROSS COUNTRY HEALTHCARE INC COM 227483104 271 30810 Sole 30810 0 0 8.79 270,819.90 CROSSTEX ENERGY INC COM 22765Y104 33 8504 Sole 8504 0 0 3.90 33,165.60 Crown Castle Intl Co COM 228227104 91 5184 Sole 5184 0 0 17.58 91,134.72 CRYOLIFE INC COM 228903100 264 27184 Sole 27184 0 0 9.71 263,956.64 CSG SYSTEMS INTL INC COM 126349109 625 35786 Sole 35786 0 0 17.47 625,181.42 CSS INDUSTRIES INC COM 125906107 123 6914 Sole 6914 0 0 17.74 122,654.36 CSX CORP COM 126408103 10153 312680 Sole 312680 0 0 32.47 10,152,719.60 CTS CORP COM 126501105 179 32565 Sole 32565 0 0 5.51 179,433.15 CUBIC CORP COM 229669106 404 14868 Sole 14868 0 0 27.20 404,409.60 CUBIST PHARMACEUTICALS INC COM 229678107 1281 53015 Sole 53015 0 0 24.16 1,280,842.40 CULLEN/FROST BANKERS INC COM 229899109 1523 30059 Sole 30059 0 0 50.68 1,523,390.12 CUMMINS INC COM 231021106 4089 152980 Sole 152980 0 0 26.73 4,089,155.40 CURTISS-WRIGHT CORP COM 231561101 1391 41651 Sole 41651 0 0 33.39 1,390,726.89 CV THERAPEUTICS INC COM 126667104 550 59719 Sole 59719 0 0 9.21 550,011.99 CVB FINANCIAL CORP COM 126600105 781 65598 Sole 65598 0 0 11.90 780,616.20 CVS/Caremark Corp COM 126650100 32155 1118813 Sole 1118813 0 0 28.74 32,154,685.62 CYBERONICS COM 23251P102 374 22576 Sole 22576 0 0 16.57 374084.32 CYBERSOURCE CORP DEL COM 23251J106 792 66073 Sole 66073 0 0 11.99 792,215.27 CYMER INC COM 232572107 611 27875 Sole 27875 0 0 21.91 610,741.25 CYPRESS BIOSCIENCES INC COM 232674507 241 35182 Sole 35182 0 0 6.84 240,644.88 CYTEC INDS INC COM COM 232820100 507 23893 Sole 23893 0 0 21.22 507,009.46 DAKTRONICS INC COM 234264109 314 33501 Sole 33501 0 0 9.36 313,569.36 DANAHER CORP COM 235851102 10911 192740 Sole 192740 0 0 56.61 10,911,011.40 Danvers Bancorp Inc COM 236442109 224 16726 Sole 16726 0 0 13.37 223,626.62 DARDEN RESTAURANTS INC COM 237194105 3222 114332 Sole 114332 0 0 28.18 3,221,875.76 DARLING INTERNATIONAL INC COM 237266101 414 75482 Sole 75482 0 0 5.49 414,396.18
Page 17 of 66
Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- DATA DOMAIN INC COM 23767P109 628 33405 Sole 33405 0 0 18.80 628,014.00 DATASCOPE CORP COM 238113104 667 12775 Sole 12775 0 0 52.24 667,366.00 DAVITA INC COM COM 23918K108 5492 110801 Sole 110801 0 0 49.57 5,492,405.57 DAWSON GEOPHYSICAL CO COM 239359102 138 7768 Sole 7768 0 0 17.81 138,348.08 DCT INDUSTRIAL TRUST INC COM 233153105 1015 200524 Sole 200524 0 0 5.06 1,014,651.44 DEALERTRACK HOLDINGS INC COM 242309102 479 40297 Sole 40297 0 0 11.89 479,131.33 DEAN FOODS CO COM 242370104 2122 118071 Sole 118071 0 0 17.97 2,121,735.87 DECKERS OUTDOOR CORP COM 243537107 990 12389 Sole 12389 0 0 79.87 989,509.43 DEERE&CO COM 244199105 12536 327132 Sole 327132 0 0 38.32 12,535,698.24 Del Monte Foods COM 24522P103 33 4566 Sole 4566 0 0 7.14 32,601.24 DELL INC COM 24702R101 13235 1292507 Sole 1292507 0 0 10.24 13,235,271.68 DELPHI FINANCIAL GROUP- CL A COM 247131105 687 37235 Sole 37235 0 0 18.44 686,613.40 DELTA AIR LINES INC COM 247361702 119 10423 Sole 10423 0 0 11.46 119,447.58 DELTA PETE CORP COM 247907207 278 58440 Sole 58440 0 0 4.76 278,174.40 DELTIC TIMBER CORP COM 247850100 501 10941 Sole 10941 0 0 45.75 500,550.75 DELUXE CORP COM 248019101 1224 81800 Sole 81800 0 0 14.96 1,223,728.00 Demandtec Inc COM 24802R506 155 19189 Sole 19189 0 0 8.07 154,855.23 DENBURY RESOURCES INC COM 247916208 1305 119508 Sole 119508 0 0 10.92 1,305,027.36 DENDREON CORP COM 24823Q107 423 92382 Sole 92382 0 0 4.58 423,109.56 DENNYS CORP COM 24869P104 195 97768 Sole 97768 0 0 1.99 194,558.32 DENTSPLY INTERNATIONAL INC COM 249030107 3240 114724 Sole 114724 0 0 28.24 3,239,805.76 Developers Diversified Realty COM 251591103 609 124790 Sole 124790 0 0 4.88 608,975.20 DEVON ENERGY CORPORATION COM 25179M103 22361 340301 Sole 340301 0 0 65.71 22,361,178.71 DEVRY INC COM 251893103 1711 29801 Sole 29801 0 0 57.41 1,710,875.41 DG FASTCHANNEL INC COM 23326R109 237 19011 Sole 19011 0 0 12.48 237,257.28 DHT Maritime Inc COM Y2065G105 200 36037 Sole 36037 0 0 5.54 199,644.98 Diamond Foods, Inc. COM 252603105 313 15552 Sole 15552 0 0 20.15 313,372.80 Diamond Hill Investm COM 25264R207 139 2144 Sole 2144 0 0 65.00 139,360.00 DIAMOND OFFSHORE DRILLING COM 25271C102 745 12648 Sole 12648 0 0 58.94 745,473.12 DIAMONDROCK HOSPITALITY COM 252784301 553 109059 Sole 109059 0 0 5.07 552,929.13 DICK'S SPORTING GOODS INC COM 253393102 581 41159 Sole 41159 0 0 14.11 580,753.49 DIEBOLD INC COM 253651103 905 32227 Sole 32227 0 0 28.09 905,256.43 DIGI INTL INC COM 253798102 211 26053 Sole 26053 0 0 8.11 211,289.83 DIGITAL RIVER INC COM 25388B104 1367 55116 Sole 55116 0 0 24.80 1,366,876.80 Digital Rlty Tr Inc COM 253868103 549 16722 Sole 16722 0 0 32.85 549,317.70 DILLARDS INC-CL A COM 254067101 217 54756 Sole 54756 0 0 3.97 217,381.32 DIME COMMUNITY BANCSHARES COM 253922108 322 24226 Sole 24226 0 0 13.30 322,205.80 DineEquity Inc. COM 254423106 186 16094 Sole 16094 0 0 11.56 186,046.64 DIODES INC COM 254543101 168 27790 Sole 27790 0 0 6.06 168,407.40
Page 18 of 66
Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- DIONEX CORP COM 254546104 830 18495 Sole 18495 0 0 44.85 829,500.75 DIRECTV GROUP INC COM COM 25459L106 10807 471734 Sole 471734 0 0 22.91 10,807,425.94 DISCOVER FINANCIAL SERVICES COM 254709108 3607 378539 Sole 378539 0 0 9.53 3,607,476.67 Discovery Communicatn COM 25470F302 87 6509 Sole 6509 0 0 13.39 87,155.51 DISCOVERY LABORATORIES INC COM 254668106 83 74288 Sole 74288 0 0 1.12 83,202.56 DIVX INC COM 255413106 120 22907 Sole 22907 0 0 5.23 119,803.61 DOLAN MEDIA COMPANY COM 25659P402 145 22001 Sole 22001 0 0 6.59 144,986.59 DOLLAR FINANCIAL CORP COM 256664103 237 22979 Sole 22979 0 0 10.30 236,683.70 Dollar Tree Inc. COM 256746108 1832 43839 Sole 43839 0 0 41.80 1,832,470.20 DOMINION RESOURCES INC/VA COM 25746U109 16995 474184 Sole 474184 0 0 35.84 16,994,754.56 DOMINOS PIZZA INC COM 25754A201 173 36695 Sole 36695 0 0 4.71 172,833.45 Domtar Corp COM 257559104 19 11363 Sole 11363 0 0 1.67 18,976.21 DONALDSON CO INC COM 257651109 1252 37218 Sole 37218 0 0 33.65 1,252,385.70 Donegal Group COM 257701201 201 11983 Sole 11983 0 0 16.77 200,954.91 Dorman Products Inc COM 258278100 148 11175 Sole 11175 0 0 13.20 147,510.00 DOUBLE-TAKE SOFTWARE INC COM 258598101 147 16406 Sole 16406 0 0 8.97 147,161.82 Douglas Emmett Inc COM 25960P109 37 2807 Sole 2807 0 0 13.06 36,659.42 DOVER CORP COM 260003108 4871 147955 Sole 147955 0 0 32.92 4,870,678.60 DOW CHEMICAL COM 260543103 11517 763197 Sole 763197 0 0 15.09 11,516,642.58 DPL INC COM 233293109 1471 64409 Sole 64409 0 0 22.84 1,471,101.56 DR HORTON INC COM 23331A109 1565 221391 Sole 221391 0 0 7.07 1,565,234.37 Dr Pepper Snapple Group - WDRI COM 26138E109 3248 199865 Sole 199865 0 0 16.25 3,247,806.25 DreamWorks Animation SKG, Inc. COM 26153C103 942 37278 Sole 37278 0 0 25.26 941,642.28 DRESS BARN INC COM 261570105 479 44646 Sole 44646 0 0 10.74 479,498.04 DREW INDUSTRIES INC COM 26168L205 263 21931 Sole 21931 0 0 12.00 263,172.00 DRIL-QUIP INC COM 262037104 656 31961 Sole 31961 0 0 20.51 655,520.11 DRUGSTORE.COM INC COM 262241102 109 88017 Sole 88017 0 0 1.24 109,141.08 DSP GROUP INC COM 23332B106 194 24160 Sole 24160 0 0 8.02 193,763.20 DST SYSTEMS INC COM 233326107 1389 36563 Sole 36563 0 0 37.98 1,388,662.74 DSW Inc COM 23334L102 158 12705 Sole 12705 0 0 12.46 158,304.30 DTE ENERGY COMPANY COM 233331107 4984 139737 Sole 139737 0 0 35.67 4,984,418.79 DTS Inc. COM 23335C101 314 17133 Sole 17133 0 0 18.35 314,390.55 DU PONT (E.I.) DE NEMOURS COM 263534109 18624 736113 Sole 736113 0 0 25.30 18,623,658.90 DUCOMMUN INC COM 264147109 169 10125 Sole 10125 0 0 16.70 169,087.50 Duff Phelps Corp COM 26433B107 210 10966 Sole 10966 0 0 19.12 209,669.92 DUKE ENERGY CORP COM 26441C105 15493 1032210 Sole 1032210 0 0 15.01 15,493,472.10 Duke Realty Corp. COM 264411505 1177 107375 Sole 107375 0 0 10.96 1,176,830.00 DUN&BRADSTREET CORP COM 26483E100 3138 40646 Sole 40646 0 0 77.20 3,137,871.20 DURECT CORPORATION COM 266605104 243 71728 Sole 71728 0 0 3.39 243,157.92
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- DXP ENTERPRISES INC NEW COM 233377407 113 7727 Sole 7727 0 0 14.61 112,891.47 DYAX CORP COM 26746E103 212 58303 Sole 58303 0 0 3.64 212,222.92 DYCOM INDUSTRIES INC COM 267475101 462 56158 Sole 56158 0 0 8.22 461,618.76 DYNAMEX INC COM 26784F103 129 8755 Sole 8755 0 0 14.75 129,136.25 DYNAMIC MATERIALS CORP COM 267888105 265 13704 Sole 13704 0 0 19.31 264,624.24 DYNCORP INTL INC COM 26817C101 337 22188 Sole 22188 0 0 15.17 336,591.96 DYNEGY INC COM 26817G102 825 412338 Sole 412338 0 0 2.00 824,676.00 E*TRADE FINANCIAL CORP COM 269246104 508 441707 Sole 441707 0 0 1.15 507,963.05 EAGLE BULK SHIPPING COM Y2187A101 290 42486 Sole 42486 0 0 6.82 289,754.52 EAGLE MATERIALS INC COM 26969P108 2 109 Sole 109 0 0 18.41 2,006.69 EARTHLINK INC COM 270321102 696 102897 Sole 102897 0 0 6.76 695,583.72 EAST WEST BANCORP INC COM 27579R104 954 59733 Sole 59733 0 0 15.97 953,936.01 EASTGROUP PROPERTIES COM 277276101 1044 29351 Sole 29351 0 0 35.58 1,044,308.58 EASTMAN CHEMICAL COMPANY COM 277432100 2092 65973 Sole 65973 0 0 31.71 2,092,003.83 EASTMAN KODAK CO COM 277461109 1441 219007 Sole 219007 0 0 6.58 1,441,066.06 EATON CORP COM 278058102 6843 137660 Sole 137660 0 0 49.71 6,843,078.60 EATON VANCE CORP COM NON VTG COM 278265103 2185 103980 Sole 103980 0 0 21.01 2,184,619.80 EBAY INC COM 278642103 11184 801125 Sole 801125 0 0 13.96 11,183,705.00 Ebix Com Inc COM 278715206 141 5919 Sole 5919 0 0 23.90 141,464.10 ECHELON CORP COM 27874N105 255 31320 Sole 31320 0 0 8.15 255,258.00 Echostar Holding Corp COM 278768106 13 900 Sole 900 0 0 14.87 13,383.00 ECLIPSYS CORP COM 278856109 750 52823 Sole 52823 0 0 14.19 749,558.37 ECOLAB INC COM 278865100 4401 125219 Sole 125219 0 0 35.15 4,401,447.85 EDISON INTERNATIONAL COM 281020107 8537 265798 Sole 265798 0 0 32.12 8,537,431.76 EDUCATION REALTY TRUST COM 28140H104 174 33347 Sole 33347 0 0 5.22 174,071.34 EDWARDS LIFESCIENCES CORP COM 28176E108 1480 26928 Sole 26928 0 0 54.95 1,479,693.60 EHEALTH INC COM 28238P109 311 23395 Sole 23395 0 0 13.28 310,685.60 EL PASO CORP COM 28336L109 4452 568589 Sole 568589 0 0 7.83 4,452,051.87 EL PASO ELECTRIC CO COM 283677854 755 41753 Sole 41753 0 0 18.09 755,311.77 ELECTRO RENT CORP COM 285218103 239 21382 Sole 21382 0 0 11.16 238,623.12 ELECTRO SCIENTIFIC INDS INC COM 285229100 170 25082 Sole 25082 0 0 6.79 170,306.78 ELECTRONIC ARTS INC COM COM 285512109 3978 248031 Sole 248031 0 0 16.04 3,978,417.24 ELECTRONICS FOR IMAGING COM 286082102 480 50204 Sole 50204 0 0 9.56 479,950.24 ELIZABETH ARDEN INC COM 28660G106 275 21774 Sole 21774 0 0 12.61 274,570.14 EMBARQ CORP COM 29078E105 4112 114361 Sole 114361 0 0 35.96 4,112,421.56 EMC CORP/MASS COM 268648102 16432 1569476 Sole 1569476 0 0 10.47 16,432,413.72 EMC INS GROUP INC COM 268664109 149 5810 Sole 5810 0 0 25.65 149,026.50 EMCOR GROUP INC COM 29084Q100 1441 64227 Sole 64227 0 0 22.43 1,440,611.61 EMERGENCY MEDICAL SV COM 29100P102 320 8753 Sole 8753 0 0 36.61 320,447.33
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- EMERGENT BIOSOLUTIONS INC COM 29089Q105 341 13065 Sole 13065 0 0 26.11 341,127.15 EMERITUS CORP COM 291005106 191 19081 Sole 19081 0 0 10.03 191,382.43 EMERSON ELECTRIC CO COM 291011104 21488 586951 Sole 586951 0 0 36.61 21,488,276.11 EMPIRE DISTRICT ELECTRIC CO COM 291641108 553 31398 Sole 31398 0 0 17.60 552,604.80 EMPLOYERS HOLDINGS INC COM 292218104 788 47728 Sole 47728 0 0 16.50 787,512.00 EMS TECHNOLOGIES INC COM 26873N108 447 17293 Sole 17293 0 0 25.87 447,369.91 EMULEX CORP COM 292475209 564 80800 Sole 80800 0 0 6.98 563,984.00 ENCORE ACQUISITION CO COM 29255W100 675 26448 Sole 26448 0 0 25.52 674,952.96 ENCORE CAP GROUP INC COM 292554102 100 13948 Sole 13948 0 0 7.20 100,425.60 ENCORE WIRE CORP COM 292562105 394 20765 Sole 20765 0 0 18.96 393,704.40 ENDO PHARMACEUT HLDGS INC COM 29264F205 4090 158037 Sole 158037 0 0 25.88 4,089,997.56 Endurance Specialty COM G30397106 35 1146 Sole 1146 0 0 30.53 34,987.38 Ener1 Inc COM 29267A203 261 36550 Sole 36550 0 0 7.15 261,332.50 ENERGEN CORP COM 29265N108 1434 48895 Sole 48895 0 0 29.33 1,434,090.35 ENERGIZER HOLDINGS INC COM 29266R108 1527 28208 Sole 28208 0 0 54.14 1,527,181.12 ENERGY CONVERSION DEVICES COM 292659109 1057 41930 Sole 41930 0 0 25.21 1,057,055.30 Energy Recovery Inc COM 29270J100 119 15636 Sole 15636 0 0 7.58 118,520.88 Energy Xxi (Bermuda) COM G10082108 98 124568 Sole 124568 0 0 0.79 98,408.72 ENERGYSOLUTIONS INC COM 292756202 171 30188 Sole 30188 0 0 5.65 170,562.20 ENERSYS INC COM 29275Y102 276 25081 Sole 25081 0 0 11.00 275,891.00 ENNIS BUSINESS FORMS COM 293389102 283 23399 Sole 23399 0 0 12.11 283,361.89 ENPRO INDUSTRIES INC COM 29355X107 459 21319 Sole 21319 0 0 21.54 459,211.26 ENSCO INTERNATIONAL INC COM 26874Q100 3014 106147 Sole 106147 0 0 28.39 3,013,513.33 Enstar Group LTD COM G3075P101 353 5969 Sole 5969 0 0 59.14 353,006.66 ENTEGRIS INC COM 29362U104 241 110137 Sole 110137 0 0 2.19 241,200.03 ENTERGY CORP COM 29364G103 12922 155440 Sole 155440 0 0 83.13 12,921,727.20 ENTERPRISE FINL SERVICES COM 293712105 170 11140 Sole 11140 0 0 15.24 169,773.60 ENTERTAINMENT PROPERTIES TR COM 29380T105 1146 38451 Sole 38451 0 0 29.80 1,145,839.80 ENZO BIOCHEM INC COM 294100102 149 30554 Sole 30554 0 0 4.89 149,409.06 ENZON PHARMACEUTICALS INC COM 293904108 234 40138 Sole 40138 0 0 5.83 234,004.54 EOG RESOURCES INC COM 26875P101 12506 187836 Sole 187836 0 0 66.58 12,506,120.88 EPICOR SOFTWARE CORP COM 29426L108 276 57533 Sole 57533 0 0 4.80 276,158.40 EPIQ SYSTEMS INC COM 26882D109 559 33467 Sole 33467 0 0 16.71 559,233.57 Epoch Holding Corp COM 29428R103 18 2409 Sole 2409 0 0 7.59 18,284.31 EQUIFAX INC COM 294429105 3089 116461 Sole 116461 0 0 26.52 3,088,545.72 EQUITABLE RESOURCES INC COM 294549100 3347 99770 Sole 99770 0 0 33.55 3,347,283.50 EQUITY ONE INC COM 294752100 973 54967 Sole 54967 0 0 17.70 972,915.90 EQUITY RESIDENTIAL COM 29476L107 8416 282230 Sole 282230 0 0 29.82 8,416,098.60 ERESEARCH TECHNOLOGY INC COM 29481V108 252 37956 Sole 37956 0 0 6.63 251,648.28
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- Erie Indty Co COM 29530P102 26 681 Sole 681 0 0 37.63 25,626.03 ESCO TECHNOLOGIES INC COM 296315104 993 24256 Sole 24256 0 0 40.95 993,283.20 Essa Bancorp Inc COM 29667D104 242 17154 Sole 17154 0 0 14.13 242,386.02 ESSEX PROPERTY TRUST INC COM 297178105 1487 19371 Sole 19371 0 0 76.75 1,486,724.25 ESTERLINE TECHNOLOGIES CORP COM 297425100 1066 28147 Sole 28147 0 0 37.89 1,066,489.83 ETHAN ALLEN INTERIORS INC COM 297602104 326 22672 Sole 22672 0 0 14.37 325,796.64 EURONET WORLDWIDE INC COM 298736109 526 45263 Sole 45263 0 0 11.61 525,503.43 EV3 INC COM 26928A200 409 67015 Sole 67015 0 0 6.10 408,791.50 EVERCORE PARTNERS COM 29977A105 123 9811 Sole 9811 0 0 12.49 122,539.39 EVEREST RE GROUP LTD COM G3223R108 2371 31144 Sole 31144 0 0 76.14 2,371,304.16 EVERGREEN SOLAR INC COM 30033R108 454 142381 Sole 142381 0 0 3.19 454,195.39 EXACTECH INC COM 30064E109 124 7384 Sole 7384 0 0 16.84 124,346.56 EXAR CORP COM 300645108 255 38270 Sole 38270 0 0 6.67 255,260.90 EXCO RESOURCES INC COM 269279402 1278 141018 Sole 141018 0 0 9.06 1,277,623.08 EXELIXIS INC COM 30161Q104 502 100036 Sole 100036 0 0 5.02 502,180.72 EXELON CORP COM 30161N101 29423 529104 Sole 529104 0 0 55.61 29,423,473.44 EXIDE TECHNOLOGY COM 302051206 372 70357 Sole 70357 0 0 5.29 372,188.53 EXLSERVICE HOLDINGS INC COM 302081104 165 19307 Sole 19307 0 0 8.57 165,460.99 Expedia Inc COM 30212P105 1374 166711 Sole 166711 0 0 8.24 1,373,698.64 EXPEDITORS INTL WASH INC COM 302130109 5269 158376 Sole 158376 0 0 33.27 5,269,169.52 EXPONENT INC COM 30214U102 405 13465 Sole 13465 0 0 30.08 405,027.20 EXPRESS SCRIPTS INC COM 302182100 10697 194569 Sole 194569 0 0 54.98 10,697,403.62 EXTERRAN HOLDINGS INC COM 30225X103 699 32822 Sole 32822 0 0 21.30 699,108.60 EXTRA SPACE STORAGE INC COM 30225T102 1000 96925 Sole 96925 0 0 10.32 1,000,266.00 EXTREME NETWORKS INC COM 30226D106 252 107701 Sole 107701 0 0 2.34 252,020.34 EXXON MOBIL CORP COM 30231G102 314663 3941664 Sole 3941664 0 0 79.83 314,663,037.12 EZCORP INC COM 302301106 565 37119 Sole 37119 0 0 15.21 564,579.99 F N B CORP PA COM 302520101 1196 90575 Sole 90575 0 0 13.20 1,195,590.00 F5 NETWORKS INC COM 315616102 881 38532 Sole 38532 0 0 22.86 880,841.52 FACET BIOTECH CORP COM 30303Q103 219 22882 Sole 22882 0 0 9.59 219,438.38 FACTSET RESH SYS INC COM COM 303075105 1552 35083 Sole 35083 0 0 44.24 1,552,071.92 FAIR ISAAC CORP COM 303250104 1167 69235 Sole 69235 0 0 16.86 1,167,302.10 FAIRCHILD SEMICON INTERNATIO COM 303726103 308 62932 Sole 62932 0 0 4.89 307,737.48 FAIRPOINT COMMUNICATIONS COM 305560104 250 76339 Sole 76339 0 0 3.28 250,391.92 FALCONSTOR SOFTWARE INC COM 306137100 110 39542 Sole 39542 0 0 2.78 109,926.76 FAMILY DOLLAR STORES COM 307000109 2867 109956 Sole 109956 0 0 26.07 2,866,552.92 FARMER BROS CO COM 307675108 163 6518 Sole 6518 0 0 24.94 162,558.92 FARMERS CAPITAL BANK CORP COM 309562106 149 6105 Sole 6105 0 0 24.42 149,084.10 FARO TECHNOLOGIES INC COM 311642102 259 15371 Sole 15371 0 0 16.86 259,155.06
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- FASTENAL CO COM 311900104 3363 96513 Sole 96513 0 0 34.85 3,363,478.05 FBL FINANCIAL GROUP INC-CL A COM 30239F106 194 12539 Sole 12539 0 0 15.45 193,727.55 FBR CAPITAL MARKETS CORP COM 30247C301 126 25979 Sole 25979 0 0 4.86 126,257.94 FCSTONE GROUP INC COM 31308T100 93 20962 Sole 20962 0 0 4.43 92,861.66 FEDERAL HOME LN MTG CP COM COM 313400301 1 1242 Sole 1242 0 0 0.73 906.66 Federal Mogul Corp COM 313549404 2 525 Sole 525 0 0 4.23 2,220.75 FEDERAL NATL MTG ASSN COM COM 313586109 19 24636 Sole 24636 0 0 0.76 18,723.36 Federal Realty Investment Trust COM 313747206 2643 42574 Sole 42574 0 0 62.08 2,642,993.92 FEDERAL SIGNAL CORP COM 313855108 562 68447 Sole 68447 0 0 8.21 561,949.87 FEDERATED INVS INC PA CL B COM 314211103 2394 141145 Sole 141145 0 0 16.96 2,393,819.20 FEDEX CORP COM 31428X106 15821 246621 Sole 246621 0 0 64.15 15,820,737.15 FEI COMPANY COM 30241L109 643 34088 Sole 34088 0 0 18.86 642,899.68 FELCOR LODGING TRUST INC COM 31430F101 131 71228 Sole 71228 0 0 1.84 131,059.52 FERRO CORP COM 315405100 434 61570 Sole 61570 0 0 7.05 434,068.50 FGX INTERNATIONAL HOLDINGS COM G3396L102 191 13891 Sole 13891 0 0 13.74 190,862.34 FiberTower Corp. COM 31567R100 3 16656 Sole 16656 0 0 0.16 2,664.97 Fidelity National Information COM 31620M106 2507 154089 Sole 154089 0 0 16.27 2,507,028.03 Fidelity National Title Group COM 31620R105 1907 107414 Sole 107414 0 0 17.75 1,906,598.50 FIFTH THIRD BANCORP COM 316773100 3877 469378 Sole 469378 0 0 8.26 3,877,062.20 FINANCIAL FEDERAL CORP COM 317492106 542 23280 Sole 23280 0 0 23.27 541,725.60 FINANCIAL INSTITUTIONS INC COM 317585404 162 11322 Sole 11322 0 0 14.35 162,470.70 FINISAR CORPORATION COM 31787A101 121 317632 Sole 317632 0 0 0.38 120,700.16 FIRST ADVANTAGE CORP COM 31845F100 147 10409 Sole 10409 0 0 14.15 147,287.35 FIRST AMERICAN CORPORATION COM 318522307 1360 47066 Sole 47066 0 0 28.89 1,359,736.74 First Bancorp Inc Me COM 31866P102 169 8507 Sole 8507 0 0 19.89 169,204.23 FIRST BANCORP P R COM 318672102 780 69990 Sole 69990 0 0 11.14 779,688.60 FIRST BANCORP/NC COM 318910106 265 14448 Sole 14448 0 0 18.35 265120.80 FIRST BUSEY CORP COM 319383105 437 23956 Sole 23956 0 0 18.24 436,957.44 FIRST CASH FINL SVCS INC COM 31942D107 347 18215 Sole 18215 0 0 19.06 347,177.90 FIRST CITIZENS BCSHS -CL A COM 31946M103 21 140 Sole 140 0 0 152.80 21,392.00 FIRST COMMONWEALTH FINL CORP COM 319829107 987 79729 Sole 79729 0 0 12.38 987,045.02 FIRST COMMUNITY BANCSHARES COM 31983A103 289 8301 Sole 8301 0 0 34.87 289,455.87 FIRST FINANCIAL BANCORP COM 320209109 444 35857 Sole 35857 0 0 12.39 444,268.23 FIRST FINANCIAL CORP INDIANA COM 320218100 415 10134 Sole 10134 0 0 40.99 415,392.66 FIRST FINANCIAL HOLDINGS INC COM 320239106 192 9488 Sole 9488 0 0 20.24 192,037.12 First Financial North COM 32022K102 214 22889 Sole 22889 0 0 9.34 213,783.26 FIRST FINL BANKSHARES INC COM 32020R109 1081 19581 Sole 19581 0 0 55.21 1,081,067.01 FIRST HORIZON NATIONAL CORP COM 320517105 1727 163360 Sole 163360 0 0 10.57 1,726,715.93 FIRST INDUSTRIAL REALTY TR COM 32054K103 401 53064 Sole 53064 0 0 7.55 400,633.20
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- FIRST MERCHANTS CORP COM 320817109 358 16129 Sole 16129 0 0 22.21 358,225.09 FIRST MERCURY FINANCIAL CO COM 320841109 210 14699 Sole 14699 0 0 14.26 209,607.74 FIRST MIDWEST BANCORP COM 320867104 1038 51960 Sole 51960 0 0 19.97 1,037,641.20 FIRST NIAGARA FINANCIAL GRP COM 33582V108 2764 170914 Sole 170914 0 0 16.17 2,763,679.38 FIRST POTOMAC REALTY TR COM 33610F109 267 28746 Sole 28746 0 0 9.30 267,337.80 FIRST SOUTH BANCORP INC/VA COM 33646W100 81 6440 Sole 6440 0 0 12.56 80,886.40 FIRSTENERGY CORP COM 337932107 12295 253089 Sole 253089 0 0 48.58 12,295,063.62 FIRSTMERIT CORP COM 337915102 2467 119793 Sole 119793 0 0 20.59 2,466,537.87 FISERV INC COM 337738108 4350 119613 Sole 119613 0 0 36.37 4,350,324.81 FISHER COMMUNICATIONS INC COM 337756209 113 5465 Sole 5465 0 0 20.64 112,797.60 FLAGSTONE REINSURANCE HOLDINGS COM G3529T105 282 28813 Sole 28813 0 0 9.77 281,503.01 FLIR SYSTEMS INC COM 302445101 3782 123273 Sole 123273 0 0 30.68 3,782,015.64 FLOWERS FOODS INC COM 343498101 2684 110163 Sole 110163 0 0 24.36 2,683,570.68 FLOWSERVE CORP COM 34354P105 2908 56469 Sole 56469 0 0 51.50 2,908,153.50 FLUOR CORP COM 343412102 6980 155566 Sole 155566 0 0 44.87 6,980,246.42 FLUSHING FINANCIAL CORP COM 343873105 226 18895 Sole 18895 0 0 11.96 225,984.20 FMC CORP COM 302491303 1649 36870 Sole 36870 0 0 44.73 1,649,195.10 FMC TECHNOLOGIES INC COM 30249U101 1441 60489 Sole 60489 0 0 23.83 1,441,452.87 Foot Locker Inc COM 344849104 576 78524 Sole 78524 0 0 7.34 576,366.16 FORCE PROTECTION INC COM 345203202 363 60626 Sole 60626 0 0 5.98 362,543.48 FORD MOTOR CO COM 345370860 4459 1947017 Sole 1947017 0 0 2.29 4,458,668.93 FOREST LABORATORIES INC COM 345838106 5897 231534 Sole 231534 0 0 25.47 5,897,170.98 FOREST OIL CORP COM 346091705 812 49230 Sole 49230 0 0 16.49 811,802.70 Forestar Real Estate Group COM 346233109 311 32666 Sole 32666 0 0 9.52 310,980.32 FORMFACTOR INC COM 346375108 709 48531 Sole 48531 0 0 14.60 708,552.60 FORRESTER RESEARCH INC COM 346563109 467 16551 Sole 16551 0 0 28.21 466,903.71 FORTUNE BRANDS INC COM 349631101 5052 122384 Sole 122384 0 0 41.28 5,052,011.52 FORWARD AIR CORPORATION COM 349853101 667 27480 Sole 27480 0 0 24.27 666,939.60 FOSSIL INC COM 349882100 726 43447 Sole 43447 0 0 16.70 725,564.90 FOSTER L B CO COM 350060109 319 10201 Sole 10201 0 0 31.28 319,087.28 FPIC INS GROUP INC COM 302563101 360 8221 Sole 8221 0 0 43.78 359,915.38 FPL GROUP INC COM 302571104 16782 333431 Sole 333431 0 0 50.33 16,781,582.23 FRANKLIN ELECTRIC CO INC COM 353514102 622 22127 Sole 22127 0 0 28.11 621,989.97 FRANKLIN RESOURCES INC COM 354613101 7312 114644 Sole 114644 0 0 63.78 7,311,994.32 FRANKLIN STREET PPTYS CO COM 35471R106 799 54157 Sole 54157 0 0 14.75 798,815.75 FRED'S INC COM 356108100 462 42959 Sole 42959 0 0 10.76 462,238.84 FREEPORT-MCMORAN COPPER-B COM 35671D857 7110 290929 Sole 290929 0 0 24.44 7,110,304.76 FREIGHTCAR AMERICA INC COM 357023100 186 10180 Sole 10180 0 0 18.27 185,988.60 FRESH DEL MONTE PRODUCE COM G36738105 919 40988 Sole 40988 0 0 22.42 918,950.96
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- Frontier Communications Corp COM 35906A108 2208 252602 Sole 252602 0 0 8.74 2,207,741.48 FRONTIER FINANCIAL CORP COM 35907K105 195 44672 Sole 44672 0 0 4.36 194,769.92 FRONTIER OIL CORP COM 35914P105 841 66623 Sole 66623 0 0 12.63 841,448.49 FRONTLINE LTD COM G3682E127 1312 44323 Sole 44323 0 0 29.61 1,312,404.03 FRONTLINE LTD COM G3682E127 1160 5800 Sole 5800 0 0 200.00 165,664.59 FTI CONSULTING INC COM 302941109 1098 24583 Sole 24583 0 0 44.68 1,098,368.44 Fuel Systems Solutions Inc COM 35952W103 374 11413 Sole 11413 0 0 32.76 373,889.88 FUELCELL ENERGY INC COM 35952H106 282 72762 Sole 72762 0 0 3.88 282,316.56 FUEL-TECH NV COM 359523107 169 15958 Sole 15958 0 0 10.59 168,995.22 FULTON FINANCIAL CORP COM 360271100 917 95329 Sole 95329 0 0 9.62 917,064.98 Furmanite Corporation COM 361086101 191 35382 Sole 35382 0 0 5.39 190708.98 FURNITURE BRANDS INTL INC COM 360921100 133 60254 Sole 60254 0 0 2.21 133,161.34 FX ENERGY INC COM 302695101 170 60774 Sole 60774 0 0 2.79 169,559.46 G&K SERVICES INC -CL A COM 361268105 357 17664 Sole 17664 0 0 20.22 357,166.08 GAIAM INC COM 36268Q103 13 2884 Sole 2884 0 0 4.62 13,324.08 GAMCO Investors Inc. COM 361438104 202 7385 Sole 7385 0 0 27.32 201,758.20 GAMESTOP CORP-CL A COM 36467W109 2649 122320 Sole 122320 0 0 21.66 2,649,451.20 GANNETT CO COM 364730101 1544 192955 Sole 192955 0 0 8.00 1,543,640.00 GAP INC/THE COM 364760108 4899 365905 Sole 365905 0 0 13.39 4,899,467.95 GARDNER DENVER INC COM 365558105 28 1215 Sole 1215 0 0 23.34 28,358.10 GARTNER INC-CL A COM 366651107 1547 86741 Sole 86741 0 0 17.83 1,546,592.03 GATX CORP COM 361448103 761 24559 Sole 24559 0 0 30.97 760,592.23 GAYLORD ENTERTAINMENT CO COM 367905106 419 38684 Sole 38684 0 0 10.84 419,334.56 GENCO SHIPPING & TRADING COM Y2685T107 350 23656 Sole 23656 0 0 14.80 350,108.80 GENCORP INC COM 368682100 208 56453 Sole 56453 0 0 3.68 207,747.04 GENERAL COMMUNICATION -CL A COM 369385109 380 46940 Sole 46940 0 0 8.09 379,744.60 GENERAL DYNAMICS CORP COM 369550108 17731 307890 Sole 307890 0 0 57.59 17,731,385.10 GENERAL ELEC CO COM COM 369604103 138948 8577038 Sole 8577038 0 0 16.20 138,948,015.60 General Growth Properties Inc. COM 370021107 68 53079 Sole 53079 0 0 1.29 68,471.91 GENERAL MILLS INC COM 370334104 16208 266803 Sole 266803 0 0 60.75 16,208,282.25 GENERAL MOTORS CORP COM 370442105 1561 487946 Sole 487946 0 0 3.20 1,561,427.20 GENESCO INC COM 371532102 349 20644 Sole 20644 0 0 16.92 349,296.48 GENESEE&WYOMING INC- CL A COM 371559105 890 29178 Sole 29178 0 0 30.50 889,929.00 GENOMIC HEALTH INC COM 37244C101 260 13372 Sole 13372 0 0 19.48 260,486.56 GENOPTIX INC COM 37243V100 284 8324 Sole 8324 0 0 34.08 283,681.92 Genpact Limited COM G3922B107 1 74 Sole 74 0 0 8.22 608.28 GEN-PROBE INC COM 36866T103 1127 26304 Sole 26304 0 0 42.84 1,126,863.36 Gentek Inc Com Stk COM 37245X203 756 50255 Sole 50255 0 0 15.05 756,337.75 GENTEX CORP COM 371901109 597 67574 Sole 67574 0 0 8.83 596,678.42
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- GENTIVA HEALTH SERVICES COM 37247A102 691 23600 Sole 23600 0 0 29.26 690,536.00 GENUINE PARTS CO COM 372460105 5097 134622 Sole 134622 0 0 37.86 5,096,788.92 GENWORTH FINANCIAL COM 37247D106 1000 353342 Sole 353342 0 0 2.83 999,957.86 GENZYME CORP COM 372917104 13796 207868 Sole 207868 0 0 66.37 13,796,199.16 GEO GROUP INC/THE COM 36159R103 889 49333 Sole 49333 0 0 18.03 889,473.99 GEOEYE INC COM 37250W108 308 16039 Sole 16039 0 0 19.23 308,429.97 Geomet Inc COM 37250U201 21 12490 Sole 12490 0 0 1.72 21,482.80 GERON CORP COM 374163103 351 75098 Sole 75098 0 0 4.67 350,707.66 GETTY REALTY CORP COM 374297109 345 16383 Sole 16383 0 0 21.06 345,025.98 GFI GROUP INC COM 361652209 239 67435 Sole 67435 0 0 3.54 238,719.90 GIBRALTAR INDUSTRIES INC. COM 374689107 303 25369 Sole 25369 0 0 11.94 302,905.86 GILEAD SCIENCES INC COM 375558103 36514 714005 Sole 714005 0 0 51.14 36,514,215.70 GLACIER BANCORP INC COM 37637Q105 1083 56915 Sole 56915 0 0 19.02 1,082,523.68 GLADSTONE CAPITAL CORP COM 376535100 162 20000 Sole 20000 0 0 8.09 161,800.00 GLADSTONE INVESTMENT CORP COM 376546107 109 22262 Sole 22262 0 0 4.91 109,306.42 GLATFELTER COM 377316104 440 47275 Sole 47275 0 0 9.30 439,657.50 GLIMCHER REALTY TRUST COM 379302102 119 42258 Sole 42258 0 0 2.81 118,744.98 GLOBAL CROSSING HOLDINGS LTD COM G3921A175 228 28685 Sole 28685 0 0 7.94 227,758.90 GLOBAL INDUSTRIES LTD COM 379336100 3 966 Sole 966 0 0 3.49 3,371.34 Global Payments Inc. COM 37940X102 1272 38795 Sole 38795 0 0 32.79 1,272,088.05 GLOBAL SOURCES LTD COM G39300101 82 14998 Sole 14998 0 0 5.45 81,739.10 Globecomm Systems In COM 37956X103 107 19520 Sole 19520 0 0 5.49 107,164.80 GMX RESOURCES INC COM 38011M108 419 16539 Sole 16539 0 0 25.32 418,767.48 GOLAR LNG LTD BERMUDA COM G9456A100 211 31261 Sole 31261 0 0 6.76 211,324.36 GOLDMAN SACHS GROUP INC COM 38141G104 28643 339418 Sole 339418 0 0 84.39 28,643,485.02 GOODRICH CORP COM 382388106 3612 97576 Sole 97576 0 0 37.02 3,612,263.52 GOODRICH PETROLEUM CORP COM 382410405 671 22402 Sole 22402 0 0 29.95 670,939.90 GOODYEAR TIRE&RUBBER CO COM 382550101 1154 193242 Sole 193242 0 0 5.97 1,153,654.74 GOOGLE INC COM 38259P508 55550 180562 Sole 180562 0 0 307.65 55,549,899.30 GORMAN-RUPP CO COM 383082104 432 13866 Sole 13866 0 0 31.12 431,509.92 GRACO INC COM COM 384109104 2577 108609 Sole 108609 0 0 23.73 2,577,291.57 GRAFTECH INTERNATIONAL LTD COM 384313102 928 111598 Sole 111598 0 0 8.32 928,495.36 Graham Corp COM 384556106 101 9344 Sole 9344 0 0 10.82 101,102.08 Gran Tierra Energy I COM 38500T101 605 216249 Sole 216249 0 0 2.80 605,497.20 Grand Canyon Ed Inc COM 38526M106 200 10637 Sole 10637 0 0 18.78 199,762.86 GRANITE CONSTRUCTION INC COM 387328107 2099 47789 Sole 47789 0 0 43.93 2,099,370.77 Graphic Packaging Holding Co. COM 388689101 158 138645 Sole 138645 0 0 1.14 158,055.30 GREAT ATLANTIC&PAC TEA CO COM 390064103 203 32432 Sole 32432 0 0 6.27 203,348.64 Great Lakes Dredge COM 390607109 163 39291 Sole 39291 0 0 4.15 163,057.65
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- GREAT PLAINS ENERGY INC COM 391164100 1165 60272 Sole 60272 0 0 19.33 1,165,064.91 GREATBATCH INC. COM 39153L106 561 21189 Sole 21189 0 0 26.46 560,660.94 GREEN MTN COFFEE ROASTER COM 393122106 626 16172 Sole 16172 0 0 38.70 625,856.40 GREENBRIER COMPANIES INC COM 393657101 94 13656 Sole 13656 0 0 6.87 93,816.72 GREENE COUNTY BANCSHARES INC COM 394361208 171 12609 Sole 12609 0 0 13.54 170,721.67 GREENHILL & CO INC COM 395259104 1133 16246 Sole 16246 0 0 69.77 1,133,483.42 Greenlight Capital Re, Ltd. COM G4095J109 347 26681 Sole 26681 0 0 12.99 346,586.19 GREIF INC-CL A COM 397624107 551 16492 Sole 16492 0 0 33.43 551,327.56 GREY WOLF INC COM 397888108 0 0 Sole 0 0 0 5.48 0.00 Griffin Ld Nurseri COM 398231100 127 3432 Sole 3432 0 0 36.86 126503.52 GRIFFON CORPORATION COM 398433102 398 42632 Sole 42632 0 0 9.33 397,756.56 GROUP 1 AUTOMOTIVE INC COM 398905109 232 21529 Sole 21529 0 0 10.77 231,867.33 GSI COMMERCE INC COM 36238G102 234 22271 Sole 22271 0 0 10.52 234,290.92 GTX INC DEL COM 40052B108 301 17895 Sole 17895 0 0 16.84 301,351.80 Guaranty Bancorp COM 40075T102 88 44022 Sole 44022 0 0 2.00 88,044.00 Guaranty Financial Group COM 40108N106 237 90825 Sole 90825 0 0 2.61 237,053.25 GUESS? INC COM 401617105 931 60661 Sole 60661 0 0 15.35 931146.35 GULF ISLAND FABRICATION INC COM 402307102 167 11623 Sole 11623 0 0 14.41 167,487.43 GULFMARK OFFSHORE INC COM 402629109 517 21734 Sole 21734 0 0 23.79 517,051.86 GULFPORT ENERGY CORP COM 402635304 97 24616 Sole 24616 0 0 3.95 97,233.20 GYMBOREE CORP COM 403777105 689 26390 Sole 26390 0 0 26.09 688,515.10 H&E EQUIPMENT SERVICES COM 404030108 117 15159 Sole 15159 0 0 7.71 116,875.89 H&R BLOCK INC COM 093671105 6104 268664 Sole 268664 0 0 22.72 6,104,046.08 H.B. FULLER CO. COM 359694106 761 47211 Sole 47211 0 0 16.11 760,569.21 Hackett Group Inc COM 404609109 114 39140 Sole 39140 0 0 2.92 114,288.80 HAEMONETICS CORP/MASS COM 405024100 1351 23907 Sole 23907 0 0 56.50 1,350,745.50 HAIN CELESTIAL GROUP INC COM 405217100 758 39702 Sole 39702 0 0 19.09 757,911.18 HALLIBURTON CO COM 406216101 13273 730081 Sole 730081 0 0 18.18 13,272,872.58 HALOZYME THERAPEUTIC COM 40637H109 318 56763 Sole 56763 0 0 5.60 317,872.80 HANCOCK HOLDING CO COM 410120109 1104 24287 Sole 24287 0 0 45.46 1,104,087.02 Hanesbrands Inc. COM 410345102 1002 78586 Sole 78586 0 0 12.75 1,001,971.50 HANGER ORTHOPEDIC GROUP INC COM 41043F208 427 29406 Sole 29406 0 0 14.51 426,681.06 Hanover Insurance Group COM 410867105 1113 25901 Sole 25901 0 0 42.97 1,112,965.97 HANSEN MEDICAL INC COM 411307101 155 21425 Sole 21425 0 0 7.22 154,688.57 HANSEN NAT CORP COM 411310105 1199 35772 Sole 35772 0 0 33.53 1,199,435.16 HARLEY-DAVIDSON INC COM 412822108 4593 270657 Sole 270657 0 0 16.97 4,593,049.29 HARLEYSVILLE GROUP INC COM 412824104 416 11969 Sole 11969 0 0 34.73 415,683.37 HARLEYSVILLE NATIONAL CORP COM 412850109 583 40363 Sole 40363 0 0 14.44 582,841.72 HARMAN INTERNATIONAL COM 413086109 758 45297 Sole 45297 0 0 16.73 757,818.81
Page 27 of 66
Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- HARMONIC INC COM 413160102 481 85779 Sole 85779 0 0 5.61 481,220.19 HARRIS & HARRIS GROUP INC COM 413833104 103 25998 Sole 25998 0 0 3.95 102,692.10 HARRIS CORP COM 413875105 4660 122474 Sole 122474 0 0 38.05 4,660,135.70 Harris Stratex Networks, Inc. COM 41457P106 77 15019 Sole 15019 0 0 5.16 77,498.04 Harsco Corp COM 415864107 1118 40401 Sole 40401 0 0 27.68 1,118,299.68 HARTE-HANKS INC COM 416196103 329 52783 Sole 52783 0 0 6.24 329,365.92 HARTFORD FINANCIAL SVCS GRP COM 416515104 4849 295310 Sole 295310 0 0 16.42 4,848,990.20 HARVEST NATURAL RESOURCES IN COM 41754V103 140 32562 Sole 32562 0 0 4.30 140,016.60 HASBRO INC COM 418056107 2913 99859 Sole 99859 0 0 29.17 2,912,887.03 Hatteras Finl Corp COM 41902R103 393 14769 Sole 14769 0 0 26.60 392,855.40 HAVERTY FURNITURE COM 419596101 190 20322 Sole 20322 0 0 9.33 189,604.26 HAWAIIAN ELECTRIC INDS COM 419870100 1012 45688 Sole 45688 0 0 22.14 1,011,532.32 Hawaiian Holdings In COM 419879101 237 37083 Sole 37083 0 0 6.38 236,589.54 HAYNES INTERNATIONAL COM 420877201 299 12136 Sole 12136 0 0 24.62 298,788.32 HCC INSURANCE HOLDINGS INC COM 404132102 1556 58156 Sole 58156 0 0 26.75 1,555,673.00 HCP Inc COM 40414L109 7261 261453 Sole 261453 0 0 27.77 7,260,549.81 HEADWATERS INC COM 42210P102 275 40714 Sole 40714 0 0 6.75 274,819.50 HEALTH CARE REIT INC COM 42217K106 3169 75087 Sole 75087 0 0 42.20 3,168,671.40 HEALTH MGMT ASSOCIATES INC-A COM 421933102 215 119953 Sole 119953 0 0 1.79 214,715.87 HEALTH NET INC COM 42222G108 572 52509 Sole 52509 0 0 10.89 571,823.01 HEALTHCARE RLTY TR COM 421946104 1598 68047 Sole 68047 0 0 23.48 1,597,743.56 HEALTHCARE SERVICES GROUP COM 421906108 654 41034 Sole 41034 0 0 15.93 653,671.62 HEALTHSOUTH CORPORATION COM 421924309 904 82486 Sole 82486 0 0 10.96 904,046.56 HEALTHSPRING INC COM 42224N101 938 46990 Sole 46990 0 0 19.97 938,390.30 Healthways Inc COM 422245100 382 33283 Sole 33283 0 0 11.48 382,088.84 Hearst-Argyle Televi COM 422317107 3 528 Sole 528 0 0 6.06 3,199.68 HEARTLAND EXPRESS INC COM 422347104 872 55321 Sole 55321 0 0 15.76 871,858.96 HEARTLAND FINANCIAL USA INC COM 42234Q102 232 11250 Sole 11250 0 0 20.59 231,637.50 Heartland Payment Systems, Inc COM 42235N108 408 23298 Sole 23298 0 0 17.50 407,715.00 HECLA MINING CO COM 422704106 456 162759 Sole 162759 0 0 2.80 455,725.20 HEICO CORP COM 422806109 851 21921 Sole 21921 0 0 38.83 851,192.43 HEIDRICK&STRUGGLES INTL COM 422819102 358 16621 Sole 16621 0 0 21.54 358,016.34 HEINZ H J CO COM COM 423074103 9174 243996 Sole 243996 0 0 37.60 9,174,249.60 HELEN OF TROY CORP COM G4388N106 520 29941 Sole 29941 0 0 17.36 519,775.76 Helix Energy Solutions Group COM 42330P107 336 46372 Sole 46372 0 0 7.24 335,733.28 HELMERICH&PAYNE COM 423452101 1213 53318 Sole 53318 0 0 22.75 1,212,984.50 HENRY (JACK)& ASSOCIATES COM 426281101 2175 112076 Sole 112076 0 0 19.41 2,175,395.16 HENRY SCHEIN INC COM 806407102 1591 43376 Sole 43376 0 0 36.69 1,591,465.44 HERCULES OFFSHORE INC COM 427093109 10 2056 Sole 2056 0 0 4.75 9,766.00
Page 28 of 66
Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- HERCULES TECH GROWTH CAPITAL FUND COM 427096508 216 27290 Sole 27290 0 0 7.92 216,136.80 HERITAGE COMMERCE CORP COM 426927109 117 10384 Sole 10384 0 0 11.24 116,716.16 HERLEY INDUSTRIES INC COM 427398102 160 13005 Sole 13005 0 0 12.28 159,701.40 HERMAN MILLER INC COM 600544100 1061 81425 Sole 81425 0 0 13.03 1,060,967.75 HERSHA HOSPITALITY TRUST COM 427825104 147 49133 Sole 49133 0 0 3.00 147,399.00 HERSHEY FOODS CORP COM 427866108 4365 125638 Sole 125638 0 0 34.74 4,364,664.12 HERTZ GLOBAL HOLDINGS INC COM 42805T105 36 7058 Sole 7058 0 0 5.07 35,784.06 HEWLETT-PACKARD CO COM 428236103 68485 1887156 Sole 1887156 0 0 36.29 68,484,890.30 HEXCEL CORP COM 428291108 670 90694 Sole 90694 0 0 7.39 670,228.66 HHGREGG INC COM 42833L108 24 2804 Sole 2804 0 0 8.68 24,338.72 Hibbett Sports Inc. COM 428567101 426 27085 Sole 27085 0 0 15.71 425,505.35 HIGHWOODS PROPERTIES INC COM 431284108 2850 104167 Sole 104167 0 0 27.36 2,850,009.12 Hill International I COM 431466101 156 22211 Sole 22211 0 0 7.04 156,365.44 Hill-Rom Holdings Inc. COM 431475102 518 31486 Sole 31486 0 0 16.46 518,259.56 Hilltop Holdings Inc COM 432748101 402 41233 Sole 41233 0 0 9.74 401,609.42 Hittite Microwave Corporation COM 43365Y104 541 18367 Sole 18367 0 0 29.46 541,091.82 Hlth Corporation COM 40422Y101 17 1671 Sole 1671 0 0 10.46 17,478.66 HMS HLDGS CORP COM 40425J101 757 24021 Sole 24021 0 0 31.52 757,141.92 HNI CORP COM 404251100 1020 64379 Sole 64379 0 0 15.84 1,019,763.36 HOLLY CORP COM 435758305 1235 67754 Sole 67754 0 0 18.23 1,235,155.42 HOLOGIC INC COM 436440101 1659 126911 Sole 126911 0 0 13.07 1,658,726.77 Home Bancshares Inc COM 436893200 341 12642 Sole 12642 0 0 26.95 340,701.90 HOME DEPOT INC COM 437076102 30810 1338422 Sole 1338422 0 0 23.02 30,810,474.44 HOME PROPERTIES INC COM 437306103 1488 36654 Sole 36654 0 0 40.60 1,488,152.40 HONEYWELL INTERNATIONAL INC COM 438516106 18900 575699 Sole 575699 0 0 32.83 18,900,198.17 HORACE MANN EDUCATORS COM 440327104 521 56657 Sole 56657 0 0 9.19 520,677.83 HORIZON LINES INC COM 44044K101 97 27806 Sole 27806 0 0 3.49 97,042.94 HORMEL FOODS CORP COM 440452100 1105 35559 Sole 35559 0 0 31.08 1,105,173.72 HORNBECK OFFSHORE SVCS INC N COM 440543106 375 22924 Sole 22924 0 0 16.34 374,578.16 HORSEHEAD HOLDING CORP COM 440694305 155 32952 Sole 32952 0 0 4.70 154,874.40 HOSPIRA INC COM 441060100 3385 126222 Sole 126222 0 0 26.82 3,385,274.04 HOSPITALITY PROPERTIES TRUST COM 44106M102 1018 68487 Sole 68487 0 0 14.87 1,018,401.69 Host Marriott Corp. COM 44107P104 4105 542213 Sole 542213 0 0 7.57 4,104,552.41 HOT TOPIC INC COM 441339108 382 41163 Sole 41163 0 0 9.27 381,581.01 Houston Wire & Cable Co COM 44244K109 151 16263 Sole 16263 0 0 9.31 151,408.53 HOVNANIAN ENTERPRISES -A COM 442487203 118 68579 Sole 68579 0 0 1.72 117,955.88 HRPT Properties Trust COM 40426W101 188 55731 Sole 55731 0 0 3.37 187,813.47 HSN INC COM 404303109 5 743 Sole 743 0 0 7.27 5,401.61 HUB GROUP INC COM 443320106 977 36812 Sole 36812 0 0 26.53 976,622.36
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- HUBBELL INC -CL B COM 443510201 1083 33140 Sole 33140 0 0 32.68 1083015.20 Hudson City Bancorp, Inc COM 443683107 6483 406216 Sole 406216 0 0 15.96 6,483,207.36 HUDSON HIGHLAND GROUP INC COM 443792106 21 6253 Sole 6253 0 0 3.35 20,947.55 HUGHES COMMUNICATION COM 444398101 102 6387 Sole 6387 0 0 15.94 101,808.78 HUMAN GENOME SCIENCES INC COM 444903108 298 140523 Sole 140523 0 0 2.12 297,908.76 HUMANA INC COM 444859102 4879 130867 Sole 130867 0 0 37.28 4,878,721.76 HUNT (JB) TRANSPRT SVCS INC COM 445658107 1041 39623 Sole 39623 0 0 26.27 1,040,896.21 HUNTINGTON BANCSHARES INC COM 446150104 2348 306486 Sole 306486 0 0 7.66 2,347,681.15 Huntsman Corp COM 447011107 12 3350 Sole 3350 0 0 3.44 11,524.00 Huron Consulting Group Inc. COM 447462102 1116 19486 Sole 19486 0 0 57.27 1,115,963.22 I2 TECHNOLOGIES INC COM 465754208 62 9659 Sole 9659 0 0 6.39 61,721.01 IAC/InterActiveCorp COM 44919P508 29 1857 Sole 1857 0 0 15.73 29,210.61 IBERIABANK CORP COM 450828108 718 14961 Sole 14961 0 0 48.00 718,128.00 Icf Intl Inc COM 44925C103 167 6786 Sole 6786 0 0 24.57 166,732.02 ICO GLOBAL COMM HLDG COM 44930K108 98 87037 Sole 87037 0 0 1.13 98,351.81 ICONIX BRAND GROUP INC COM 451055107 539 55123 Sole 55123 0 0 9.78 539,102.94 ICU MEDICAL INC COM 44930G107 349 10524 Sole 10524 0 0 33.14 348,765.36 ICX TECHNOLOGIES INC COM 44934T105 88 11113 Sole 11113 0 0 7.91 87,903.83 IDACORP INC COM 451107106 1912 64917 Sole 64917 0 0 29.45 1,911,805.65 IDENIX PHARMACEUTICALS COM 45166R204 154 26633 Sole 26633 0 0 5.79 154,205.07 Idera Pharmaceutical COM 45168K306 155 20213 Sole 20213 0 0 7.68 155,235.84 IDEX CORP COM 45167R104 971 40190 Sole 40190 0 0 24.15 970,588.50 IDEXX LABS COM 45168D104 1040 28813 Sole 28813 0 0 36.08 1,039,573.04 I-FLOW CORP COM 449520303 120 25003 Sole 25003 0 0 4.80 120,014.40 IGATE CORP COM 45169U105 139 21306 Sole 21306 0 0 6.51 138,702.06 II-VI INC COM 902104108 448 23484 Sole 23484 0 0 19.09 448,309.56 IKANOS COMMUNICATIONS COM 45173E105 7 5408 Sole 5408 0 0 1.26 6,814.08 ILLINOIS TOOL WORKS COM 452308109 10974 313099 Sole 313099 0 0 35.05 10,974,119.95 IMATION CORP COM 45245A107 618 45551 Sole 45551 0 0 13.57 618,127.07 IMMERSION CORP COM 452521107 150 25501 Sole 25501 0 0 5.89 150,200.89 IMMUCOR INC COM 452526106 1772 66650 Sole 66650 0 0 26.58 1,771,557.00 IMMUNOGEN INC COM 45253H101 214 49827 Sole 49827 0 0 4.29 213,757.83 IMMUNOMEDICS INC COM 452907108 115 67784 Sole 67784 0 0 1.70 115,232.80 Imperial Sugar Company COM 453096208 147 10261 Sole 10261 0 0 14.34 147,142.74 IMS HEALTH INC COM 449934108 2109 139115 Sole 139115 0 0 15.16 2,108,983.40 INCYTE CORP COM 45337C102 248 65475 Sole 65475 0 0 3.79 248,150.25 INDEPENDENT BANK CORP - MICH COM 453838104 0 1 Sole 1 0 0 2.16 2.16 INDEPENDENT BANK CORP/MA COM 453836108 382 14592 Sole 14592 0 0 26.16 381,726.72 INDEVUS PHARMACEUTICALS INC COM 454072109 239 76134 Sole 76134 0 0 3.14 239,060.76
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- INFINERA CORP COM 45667G103 778 86782 Sole 86782 0 0 8.96 777,566.72 INFINITY PROPERTY& CASUALTY COM 45665Q103 630 13484 Sole 13484 0 0 46.73 630,107.32 INFORMATICA CORP COM 45666Q102 1163 84719 Sole 84719 0 0 13.73 1,163,191.87 INFOSPACE INC COM 45678T201 313 41410 Sole 41410 0 0 7.55 312,645.50 INFOUSA INC COM 45670G108 159 33608 Sole 33608 0 0 4.74 159,301.92 INGERSOLL-RAND CO-CL A COM G4776G101 4488 258668 Sole 258668 0 0 17.35 4,487,889.80 INGLES MARKETS INC -CL A COM 457030104 190 10817 Sole 10817 0 0 17.59 190,271.03 Ingram Micro Inc COM 457153104 1120 83636 Sole 83636 0 0 13.39 1,119,886.04 Inland Real Estate Corp COM 457461200 852 65637 Sole 65637 0 0 12.98 851,968.26 INNERWORKINGS INC. COM 45773Y105 196 29918 Sole 29918 0 0 6.55 195,962.90 INNOHOS HOLDINGS INC COM 45774N108 199 10033 Sole 10033 0 0 19.81 198,753.73 Innospec Inc. COM 45768S105 138 23419 Sole 23419 0 0 5.89 137,937.91 INSIGHT ENTERPRISES INC COM 45765U103 316 45785 Sole 45785 0 0 6.90 315,916.50 INSITUFORM TECHNOLOGIES- CL A COM 457667103 513 26057 Sole 26057 0 0 19.69 513,062.33 INSPIRE PHARMACEUTICALS INC COM 457733103 158 43875 Sole 43875 0 0 3.60 157,950.00 INSTEEL INDUSTRIES INC COM 45774W108 197 17408 Sole 17408 0 0 11.29 196,536.32 INSULET CORP COM 45784P101 139 17982 Sole 17982 0 0 7.72 138,821.04 INTEGRA LIFESCIENCES HOLDING COM 457985208 597 16777 Sole 16777 0 0 35.57 596,757.89 INTEGRAL SYSTEMS INC/MD COM 45810H107 216 17912 Sole 17912 0 0 12.05 215,839.60 INTEGRATED DEVICE TECH INC COM 458118106 471 83951 Sole 83951 0 0 5.61 470,964.55 Integrys Energy Group Inc. COM 45822P105 2680 62347 Sole 62347 0 0 42.98 2,679,674.06 INTEL CORP COM 458140100 63105 4304582 Sole 4304582 0 0 14.66 63,105,172.12 Inter Parfums, Inc. COM 458334109 107 13924 Sole 13924 0 0 7.68 106,936.32 INTERACTIVE BROKERS GROUP COM 45841N107 708 39571 Sole 39571 0 0 17.89 707,925.19 INTERACTIVE DATA CORP COM 45840J107 866 35113 Sole 35113 0 0 24.66 865,886.58 INTERACTIVE INTELLIGENCE INC COM 45839M103 74 11507 Sole 11507 0 0 6.41 73,759.87 INTERCONTINENTAL EXCHANGE COM 45865V100 4448 53960 Sole 53960 0 0 82.44 4,448,462.40 InterDigital Inc COM 45867G101 1234 44888 Sole 44888 0 0 27.50 1,234,420.00 INTERFACE INC-CL A COM 458665106 221 47590 Sole 47590 0 0 4.64 220,817.60 INTERLINE BRANDS INC COM 458743101 319 29963 Sole 29963 0 0 10.63 318,506.69 INTERMEC INC COM 458786100 758 57048 Sole 57048 0 0 13.28 757,597.44 INTERMUNE INC COM 45884X103 315 29775 Sole 29775 0 0 10.58 315,019.50 INTERNAP NETWORK SVCS CORP COM 45885A300 103 41156 Sole 41156 0 0 2.50 102,890.00 INTERNATIONAL BANCSHARES CRP COM 459044103 1067 48890 Sole 48890 0 0 21.83 1,067,268.70 INTERNATIONAL BUS MACH COM COM 459200101 87672 1041730 Sole 1041730 0 0 84.16 87,671,996.80 INTERNATIONAL COAL GRP COM 45928H106 324 140957 Sole 140957 0 0 2.30 324,201.10 INTERNATIONAL PAPER CO COM 460146103 4224 357980 Sole 357980 0 0 11.80 4,224,163.96 International Shipho COM 460321201 146 5775 Sole 5775 0 0 25.33 146,280.75 INTERNET BRANDS INC- CL A COM 460608102 133 22868 Sole 22868 0 0 5.82 133,091.76
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- INTERNET CAPITAL GROUP INC COM 46059C205 220 40449 Sole 40449 0 0 5.45 220,447.05 INTERPUBLIC GROUP OF COS INC COM 460690100 1502 379303 Sole 379303 0 0 3.96 1,502,039.88 INTERSIL CORP -CL A COM 46069S109 563 61308 Sole 61308 0 0 9.19 563,420.52 Interval Leisure Grou COM 46113M108 4 743 Sole 743 0 0 5.39 4,004.77 INTERWOVEN INC COM 46114T508 542 43029 Sole 43029 0 0 12.60 542,165.40 INTEVAC INC COM 461148108 101 19840 Sole 19840 0 0 5.07 100,588.80 INTL FLAVORS& FRAGRANCES COM 459506101 1792 60286 Sole 60286 0 0 29.72 1,791,699.92 INTL GAME TECHNOLOGY COM 459902102 2777 233592 Sole 233592 0 0 11.89 2,777,408.88 INTL RECTIFIER CORP COM 460254105 494 36565 Sole 36565 0 0 13.50 493,627.50 INTL SPEEDWAY CORP- CL A COM 460335201 408 14187 Sole 14187 0 0 28.73 407,592.51 Intrepid Potash Inc COM 46121Y102 7 346 Sole 346 0 0 20.77 7,186.42 INTUIT INC COM 461202103 5687 239045 Sole 239045 0 0 23.79 5,686,880.55 INTUITIVE SURGICAL INC COM 46120E602 4231 33320 Sole 33320 0 0 126.99 4,231,306.80 INVACARE CORP COM 461203101 486 31346 Sole 31346 0 0 15.52 486,489.92 inVentive Health Inc COM 46122E105 358 31045 Sole 31045 0 0 11.54 358,259.30 INVERNESS MEDICAL INNOVATION COM 46126P106 17 887 Sole 887 0 0 18.91 16,773.17 INVESCO LTD COM G491BT108 4520 312988 Sole 312988 0 0 14.44 4,519,546.72 INVESTMENT TECHNOLOGY GROUP COM 46145F105 2 86 Sole 86 0 0 22.72 1,953.92 INVESTORS BANCORP INC COM 46146P102 560 41663 Sole 41663 0 0 13.43 559,534.09 INVESTORS REAL ESTATE TRUST COM 461730103 722 67450 Sole 67450 0 0 10.71 722,389.50 ION Geophysical Corp COM 462044108 262 76308 Sole 76308 0 0 3.43 261,736.44 Iowa Telecomm Service COM 462594201 431 30203 Sole 30203 0 0 14.28 431,298.84 IPC HLDGS LTD COM G4933P101 1306 43692 Sole 43692 0 0 29.90 1,306,390.80 IPCS Inc COM 44980Y305 42 6115 Sole 6115 0 0 6.86 41,949.39 IPG Photonics Corp COM 44980X109 257 19510 Sole 19510 0 0 13.18 257,141.80 IRIS INTERNATIONAL INC COM 46270W105 254 18188 Sole 18188 0 0 13.94 253540.72 IROBOT CORP COM 462726100 157 17395 Sole 17395 0 0 9.03 157,076.85 ISHARES COM 464287598 2268 45800 Sole 45800 0 0 49.52 2,268,016.00 iShares DJ Select Dividend COM 464287168 495 12000 Sole 12000 0 0 41.29 495,480.00 iShares Dow Jones US Real Estate COM 464287739 9233 248000 Sole 248000 0 0 37.23 9,233,040.00 ISHARES GS INVESTOP LQD VAR 12/11/34 IBOXX INV CP BD 464287242 15248 150000 Sole 150000 0 0 101.65 15247500.00 iShares iBoxx $ High Yield Corporate Bond Fund COM 464288513 1279 16821 Sole 16821 0 0 76.01 1,278,564.21 ISHARES INC MSCI CHILE INVES 464286640 1585 53147 Sole 53147 0 0 29.82 1584843.54 ISHARES INC MSCI PAC J IDX 464286665 196 7443 Sole 7443 0 0 26.35 196123.05 ISHARES INC MSCI JAPAN 464286848 193 20169 Sole 20169 0 0 9.58 193219.02 ISHARES INC S&P LTN AM 40 464287390 2196 86222 Sole 86222 0 0 25.47 2196074.34 ISHARES INC S&P EURO PLUS 464287861 189 6074 Sole 6074 0 0 31.14 189144.36 iShares Lehman 20+ Year Treasury Bond Fund COM 464287432 25464 213359 Sole 213359 0 0 119.35 25,464,396.65 ISHARES LEHMAN AGG BOND FUND COM 464287226 10169 97588 Sole 97588 0 0 104.20 10,168,669.60
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- ISHARES LEHMAN CREDIT BOND FUND COM 464288620 370 3881 Sole 3881 0 0 95.25 369,665.25 ISHARES MSCI EAFE INDEX FUND COM 464287465 25258 563030 Sole 563030 0 0 44.86 25,257,525.80 iShares MSCI Emerging Markets Index COM 464287234 3951 158227 Sole 158227 0 0 24.97 3,950,928.19 ISHARES RUSSELL 2000 COM 464287655 29708 603323 Sole 603323 0 0 49.24 29,707,624.52 ISHARES RUSSELL 2000 GROWTH COM 464287648 2101 41317 Sole 41317 0 0 50.86 2,101,382.62 ISHARES S&P 500/BARRA VALUE COM 464287408 1889 41800 Sole 41800 0 0 45.18 1,888,524.00 ISIS PHARMACEUTICALS INC COM 464330109 1236 87184 Sole 87184 0 0 14.18 1,236,269.12 iStar Financial Inc COM 45031U101 72 32095 Sole 32095 0 0 2.23 71,571.85 ITC HOLDINGS CORP COM 465685105 2039 46683 Sole 46683 0 0 43.68 2,039,113.44 ITT EDUCATIONAL SERVICES INC COM 45068B109 1440 15162 Sole 15162 0 0 94.98 1,440,086.76 ITT INDUSTRIES INC COM 450911102 6449 140218 Sole 140218 0 0 45.99 6,448,625.82 IXIA COM 45071R109 228 39400 Sole 39400 0 0 5.78 227,732.00 IXYS CORPORATION COM 46600W106 236 28630 Sole 28630 0 0 8.26 236,483.80 J CREW GROUP INC. COM 46612H402 801 65673 Sole 65673 0 0 12.20 801,210.60 J&J SNACK FOODS CORP COM 466032109 496 13813 Sole 13813 0 0 35.88 495,610.44 J.C. PENNEY CO INC (HLDG CO) COM 708160106 3571 181248 Sole 181248 0 0 19.70 3,570,585.60 J2 GLOBAL COMMUNICATIONS INC COM 46626E205 886 44198 Sole 44198 0 0 20.04 885,727.92 JABIL CIRCUIT INC COM 466313103 1144 169476 Sole 169476 0 0 6.75 1,143,963.00 JACK IN THE BOX INC COM 466367109 1225 55436 Sole 55436 0 0 22.09 1,224,581.24 JACKSON HEWITT TAX SVC COM 468202106 428 27252 Sole 27252 0 0 15.69 427,583.88 JACOBS ENGINEERING GROUP INC COM 469814107 4533 94242 Sole 94242 0 0 48.10 4,533,040.20 JAKKS PACIFIC INC COM 47012E106 517 25058 Sole 25058 0 0 20.63 516,946.54 JAMES RIVER COAL CO COM 470355207 424 27663 Sole 27663 0 0 15.33 424073.79 JANUS CAPITAL GROUP INC COM 47102X105 1007 125384 Sole 125384 0 0 8.03 1,006,833.52 JARDEN CORP COM 471109108 18 1573 Sole 1573 0 0 11.50 18,089.50 JDA SOFTWARE GROUP INC COM 46612K108 339 25811 Sole 25811 0 0 13.13 338,898.43 JDS UNIPHASE CORP COM 46612J507 644 176505 Sole 176505 0 0 3.65 644,243.25 JEFFERIES GROUP INC (NEW) COM 472319102 864 61431 Sole 61431 0 0 14.06 863,719.86 JETBLUE AIRWAYS CORP COM 477143101 1813 255390 Sole 255390 0 0 7.10 1,813,269.00 JM SMUCKER CO/THE-NEW COMMON COM 832696405 4166 96086 Sole 96086 0 0 43.36 4,166,288.96 JO-ANN STORES INC COM 47758P307 378 24417 Sole 24417 0 0 15.49 378,219.33 John Wiley & Sons, Inc. COM 968223206 737 20713 Sole 20713 0 0 35.58 736,968.54 JOHNSON CONTROLS INC COM 478366107 8764 482626 Sole 482626 0 0 18.16 8,764,488.16 JOHNSON&JOHNSON COM 478160104 128386 2145849 Sole 2145849 0 0 59.83 128,386,145.67 JONES APPAREL GROUP INC COM 480074103 399 68129 Sole 68129 0 0 5.86 399,235.94 JONES LANG LASALLE INC COM 48020Q107 484 17490 Sole 17490 0 0 27.70 484,473.00 JOS A BANK CLOTHIERS INC COM 480838101 453 17311 Sole 17311 0 0 26.15 452,682.65 JOURNAL COMMUNICATIONS INC COM 481130102 17 6938 Sole 6938 0 0 2.45 16,998.10 JOY GLOBAL INC COM 481165108 1194 52141 Sole 52141 0 0 22.89 1,193,507.49
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- JP MORGAN CHASE&CO COM 46625H100 96160 3049778 Sole 3049778 0 0 31.53 96,159,500.21 JUNIPER NETWORKS INC COM COM 48203R104 7171 409540 Sole 409540 0 0 17.51 7,171,045.40 K Tron Intl Inc COM 482730108 190 2373 Sole 2373 0 0 79.90 189,602.70 K12 Inc COM 48273U102 124 6631 Sole 6631 0 0 18.75 124,331.25 KADANT INC COM 48282T104 163 12124 Sole 12124 0 0 13.48 163,431.52 KAISER ALUMINUM CORP COM 483007704 343 15213 Sole 15213 0 0 22.52 342,596.76 KAMAN CORP -CL A COM 483548103 453 24979 Sole 24979 0 0 18.13 452,869.27 KANSAS CITY LIFE INS CO COM 484836101 200 4611 Sole 4611 0 0 43.35 199,886.85 KANSAS CITY SOUTHERN COM 485170302 849 44544 Sole 44544 0 0 19.05 848,563.20 KAYDON CORP COM 486587108 1105 32164 Sole 32164 0 0 34.35 1,104,833.40 KB HOME COM 48666K109 809 59384 Sole 59384 0 0 13.62 808,810.08 KBR Inc COM 48242W106 1199 78889 Sole 78889 0 0 15.20 1,199,112.80 KBW INC COM 482423100 577 25090 Sole 25090 0 0 23.00 577,070.00 KEARNY FINANCIAL CORP COM 487169104 211 16507 Sole 16507 0 0 12.80 211,289.60 KELLOGG CO COM COM 487836108 11719 267242 Sole 267242 0 0 43.85 11,718,561.70 KELLY SERVICES INC -CL A COM 488152208 499 38322 Sole 38322 0 0 13.01 498,569.22 KENDLE INTERNATIONAL INC COM 48880L107 329 12811 Sole 12811 0 0 25.72 329,498.92 KENEXA CORP COM 488879107 168 21107 Sole 21107 0 0 7.98 168,433.86 KENNAMETAL INC COM 489170100 816 36772 Sole 36772 0 0 22.19 815,970.68 KENSEY NASH CORP COM 490057106 155 7962 Sole 7962 0 0 19.41 154,542.42 KEY ENERGY SVCS INC COM 492914106 11 2416 Sole 2416 0 0 4.41 10,654.56 KEYCORP COM 493267108 3440 403762 Sole 403762 0 0 8.52 3,440,052.24 KEYNOTE SYSTEMS INC COM 493308100 107 13902 Sole 13902 0 0 7.71 107,184.42 KFORCE INC COM 493732101 212 27547 Sole 27547 0 0 7.68 211,560.96 KILROY REALTY CORP COM 49427F108 269 8030 Sole 8030 0 0 33.46 268,683.80 KIMBALL INTERNATIONAL -CL B COM 494274103 318 36928 Sole 36928 0 0 8.61 317,950.08 KIMBERLY CLARK CORP COM COM 494368103 17229 326672 Sole 326672 0 0 52.74 17,228,681.28 Kimco Realty Corp. COM 49446R109 4338 237315 Sole 237315 0 0 18.28 4,338,118.20 KINDRED HEALTHCARE INC COM 494580103 539 41428 Sole 41428 0 0 13.02 539,392.56 Kinetic Concepts, Inc. COM 49460W208 520 27098 Sole 27098 0 0 19.18 519,739.64 KING PHARMACEUTICALS INC COM 495582108 2085 196336 Sole 196336 0 0 10.62 2085088.32 KITE REALTY GROUP TRUST COM 49803T102 159 28519 Sole 28519 0 0 5.56 158,565.64 KLA-TENCOR CORPORATION COM 482480100 2922 134096 Sole 134096 0 0 21.79 2,921,951.84 KNIGHT TRADING GROUP INC COM 499005106 1395 86374 Sole 86374 0 0 16.15 1,394,940.10 KNIGHT TRANSPORTATION INC COM 499064103 855 53050 Sole 53050 0 0 16.12 855,166.00 KNIGHTSBRIDGE TANKERS LTD COM G5299G106 215 14699 Sole 14699 0 0 14.65 215,340.35 KNOLL INC COM 498904200 404 44752 Sole 44752 0 0 9.02 403,663.04 KNOLOGY INC COM 499183804 173 33470 Sole 33470 0 0 5.16 172,705.20 KNOT INC COM 499184109 207 24821 Sole 24821 0 0 8.32 206,510.72
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- KOHLS CORP COM 500255104 8482 234312 Sole 234312 0 0 36.20 8,482,094.40 KOPIN CORP COM 500600101 135 66132 Sole 66132 0 0 2.04 134,909.28 KOPPERS HOLDINGS INC COM 50060P106 433 20037 Sole 20037 0 0 21.62 433,199.94 KORN/FERRY INTERNATIONAL COM 500643200 747 65388 Sole 65388 0 0 11.42 746,730.96 KRAFT FOODS INC COM 50075N104 32308 1203274 Sole 1203274 0 0 26.85 32,307,907.16 KRISPY KREME DOUGHNUTS INC COM 501014104 90 53388 Sole 53388 0 0 1.68 89,691.84 KROGER CO COM 501044101 13569 513773 Sole 513773 0 0 26.41 13,568,744.93 K-SWISS INC -CL A COM 482686102 334 29314 Sole 29314 0 0 11.40 334,179.60 KULICKE&SOFFA INDUSTRIES COM 501242101 79 46261 Sole 46261 0 0 1.70 78,643.70 KV PHARMACEUTICAL CO- CL A COM 482740206 105 36286 Sole 36286 0 0 2.88 104,503.68 L-1 Identity Solutions Inc. COM 50212A106 453 67232 Sole 67232 0 0 6.74 453,143.68 L-3 COMMUNICATIONS HOLDINGS COM 502424104 6768 91732 Sole 91732 0 0 73.78 6,767,986.96 LA Z BOY INC COM 505336107 102 47026 Sole 47026 0 0 2.17 102,046.42 LABARGE INC COM 502470107 180 12514 Sole 12514 0 0 14.35 179,575.90 Laboratory Corp of America Holdings COM 50540R409 5196 80666 Sole 80666 0 0 64.41 5,195,697.06 LABRANCHE&CO INC COM 505447102 252 52626 Sole 52626 0 0 4.79 252,078.54 LACLEDE GROUP INC/THE COM 505597104 965 20596 Sole 20596 0 0 46.84 964,716.64 LADENBURG THALMANN FINANCIAL COM 50575Q102 62 86103 Sole 86103 0 0 0.72 61,994.16 LADISH INC COM 505754200 217 15639 Sole 15639 0 0 13.85 216,600.15 LAKELAND BANCORP INC COM 511637100 205 18227 Sole 18227 0 0 11.26 205,236.02 LAKELAND FINANCIAL CORP COM 511656100 251 10558 Sole 10558 0 0 23.82 251,491.56 LAM RESEARCH CORP COM 512807108 1292 60691 Sole 60691 0 0 21.28 1,291,504.48 Lamar Advertising Co. COM 512815101 462 36744 Sole 36744 0 0 12.56 461,504.64 LANCASTER COLONY CORP COM 513847103 980 28581 Sole 28581 0 0 34.30 980,328.30 LANCE INC COM 514606102 551 24036 Sole 24036 0 0 22.94 551,385.84 LANDAUER INC COM 51476K103 616 8409 Sole 8409 0 0 73.30 616,379.70 LANDEC CORP COM 514766104 152 23149 Sole 23149 0 0 6.58 152,320.42 LANDRY'S RESTAURANTS INC COM 51508L103 142 12279 Sole 12279 0 0 11.60 142,436.40 LASALLE HOTEL PROPERTIES COM 517942108 516 46661 Sole 46661 0 0 11.05 515,604.05 LATTICE SEMICONDUCTOR CORP COM 518415104 144 95333 Sole 95333 0 0 1.51 143,952.83 LAUDER ESTEE COS INC CL A COM 518439104 2679 86532 Sole 86532 0 0 30.96 2,679,030.72 LAWSON SOFTWARE INC COM 52078P102 566 119424 Sole 119424 0 0 4.74 566,069.76 LAYNE CHRISTENSEN CO COM 521050104 427 17784 Sole 17784 0 0 24.01 426,993.84 Leap Wireless Intl I COM 521863308 30 1111 Sole 1111 0 0 26.89 29,874.79 LEAPFROG ENTERPRISES INC COM 52186N106 137 39035 Sole 39035 0 0 3.50 136,622.50 LEAR CORP COM 521865105 91 64266 Sole 64266 0 0 1.41 90,615.06 LEARNING TREE INTERNATIONAL COM 522015106 17 2025 Sole 2025 0 0 8.52 17,253.00 LECG CORP COM 523234102 145 21557 Sole 21557 0 0 6.71 144,647.47 LEGG MASON INC COM COM 524901105 2535 115717 Sole 115717 0 0 21.91 2,535,359.47
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- LEGGETT&PLATT INC COM 524660107 2052 135056 Sole 135056 0 0 15.19 2,051,500.64 Lender Processing Services COM 52602E102 1246 42302 Sole 42302 0 0 29.45 1,245,793.90 LENNAR CORP COM COM 526057104 998 115148 Sole 115148 0 0 8.67 998,333.16 LEUCADIA NATIONAL CORP COM 527288104 2765 139623 Sole 139623 0 0 19.80 2,764,535.40 Lexicon Pharmaceuticals Inc COM 528872104 116 82730 Sole 82730 0 0 1.40 115,822.00 LEXINGTON CORPORATE PPTYS TR COM 529043101 439 87809 Sole 87809 0 0 5.00 439,045.00 LEXMARK INTL NEW CL A COM 529771107 1624 60369 Sole 60369 0 0 26.90 1,623,926.10 LHC Group Inc. COM 50187A107 496 13789 Sole 13789 0 0 36.00 496,404.00 Liberty Global Inc COM 530555101 56 3546 Sole 3546 0 0 15.92 56,452.32 Liberty Media Cap COM 53071M302 11 2260 Sole 2260 0 0 4.71 10,644.60 Liberty Media Int COM 53071M104 43 13746 Sole 13746 0 0 3.12 42,887.52 LIBERTY PROPERTY TRUST COM 531172104 1633 71532 Sole 71532 0 0 22.83 1,633,075.56 Life Partners Holdin COM 53215T106 250 5737 Sole 5737 0 0 43.64 250,362.68 Life Technologies Corp COM 53217V109 3139 134646 Sole 134646 0 0 23.31 3,138,601.98 LIFE TIME FITNESS INC COM 53217R207 642 49609 Sole 49609 0 0 12.95 642,436.55 LIFEPOINT HOSPITALS INC COM 53219L109 619 27100 Sole 27100 0 0 22.84 618,964.00 LIGAND PHARMACEUTICALS -CL B COM 53220K207 253 92229 Sole 92229 0 0 2.74 252,707.46 LILLY ELI & CO COM COM 532457108 33013 819779 Sole 819779 0 0 40.27 33,012,500.33 LIMITED BRANDS COM 532716107 2175 216632 Sole 216632 0 0 10.04 2,174,986.28 LINCARE HOLDINGS INC COM 532791100 973 36132 Sole 36132 0 0 26.93 973,034.76 LINCOLN ELECTRIC HOLDINGS COM 533900106 1071 21029 Sole 21029 0 0 50.93 1,071,006.97 LINCOLN NATIONAL CORP COM 534187109 3934 208825 Sole 208825 0 0 18.84 3,934,263.00 LINDSAY MANUFACTURING CO COM 535555106 363 11416 Sole 11416 0 0 31.79 362,914.64 LINEAR TECHNOLOGY CORP COM 535678106 3888 175753 Sole 175753 0 0 22.12 3,887,656.36 LIQUIDITY SERVICES INC COM 53635B107 124 14884 Sole 14884 0 0 8.33 123,983.72 LITTELFUSE INC COM 537008104 335 20172 Sole 20172 0 0 16.60 334,855.20 Live Nation COM 538034109 412 71747 Sole 71747 0 0 5.74 411,827.78 LIZ CLAIBORNE INC COM 539320101 6 2194 Sole 2194 0 0 2.60 5,704.40 LKQ CORP COM 501889208 788 67624 Sole 67624 0 0 11.66 788,495.84 LOCKHEED MARTIN CORP COM 539830109 21596 256852 Sole 256852 0 0 84.08 21,596,116.16 LOEWS CORP COM 540424108 8114 287214 Sole 287214 0 0 28.25 8,113,795.50 LOOPNET INC. COM 543524300 240 35241 Sole 35241 0 0 6.82 240,343.62 LORAL SPACE & COMM COM 543881106 154 10605 Sole 10605 0 0 14.53 154,090.65 LORILLARD INC COM 544147101 7615 135143 Sole 135143 0 0 56.35 7,615,308.05 LOUISIANA-PACIFIC CORP COM 546347105 220 141030 Sole 141030 0 0 1.56 220,006.80 LOWE'S COS INC COM 548661107 24668 1146296 Sole 1146296 0 0 21.52 24,668,289.92 LSB INDSUSTRIES INC COM 502160104 138 16646 Sole 16646 0 0 8.32 138,494.72 LSI INDUSTRIES INC COM 50216C108 143 20759 Sole 20759 0 0 6.87 142,614.33 LSI LOGIC CORP COM 502161102 1657 503678 Sole 503678 0 0 3.29 1,657,100.62
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- LTC PROPERTIES INC COM 502175102 541 26700 Sole 26700 0 0 20.28 541,476.00 LUBRIZOL CORP COM 549271104 1241 34113 Sole 34113 0 0 36.39 1,241,372.07 LUBYS INC COM 549282101 94 22441 Sole 22441 0 0 4.19 94,027.79 LUFKIN INDUSTRIES INC COM 549764108 479 13895 Sole 13895 0 0 34.50 479,377.50 LULULEMON ATHLETICA INC COM 550021109 133 16728 Sole 16728 0 0 7.93 132,653.04 Lumber Liquidators In COM 55003Q103 106 10043 Sole 10043 0 0 10.56 106,054.08 LUMINEX CORP COM 55027E102 834 39063 Sole 39063 0 0 21.36 834,385.68 M D C HLDGS INC COM COM 552676108 563 18583 Sole 18583 0 0 30.30 563,064.90 M&F WORLDWIDE CORP COM 552541104 180 11680 Sole 11680 0 0 15.45 180,456.00 M&T BANK CORP COM 55261F104 3601 62717 Sole 62717 0 0 57.41 3,600,582.97 M/I HOMES INC COM 55305B101 136 12886 Sole 12886 0 0 10.54 135,818.44 Macerich Co. COM 554382101 975 53704 Sole 53704 0 0 18.16 975,264.64 MACK-CALI REALTY CORP COM 554489104 1176 48004 Sole 48004 0 0 24.50 1,176,098.00 Macrovision Solutions Corp COM 55611C108 1510 119353 Sole 119353 0 0 12.65 1,509,815.45 Macys COM 55616P104 3551 343137 Sole 343137 0 0 10.35 3,551,467.95 MAGELLAN HEALTH SVCS INC COM 559079207 1516 38705 Sole 38705 0 0 39.16 1,515,687.80 MAGUIRE PPTYS INC COM 559775101 10 6722 Sole 6722 0 0 1.46 9,814.12 Maiden Holdings Ltd COM G5753U112 148 47263 Sole 47263 0 0 3.13 147,933.19 MAIDENFORM BRANDS INC COM 560305104 209 20543 Sole 20543 0 0 10.15 208,511.45 MAINSOURCE FINANCIAL GROUP I COM 56062Y102 288 18566 Sole 18566 0 0 15.50 287,773.00 MANHATTAN ASSOCIATES INC COM 562750109 361 22864 Sole 22864 0 0 15.81 361,479.84 MANITOWOC COMPANY INC COM 563571108 2146 247834 Sole 247834 0 0 8.66 2,146,242.44 MANNKIND CORP COM 56400P201 175 50877 Sole 50877 0 0 3.43 174,508.11 MANPOWER INC COM 56418H100 1340 39413 Sole 39413 0 0 33.99 1,339,647.87 MANTECH INTERNATIONAL CORP-A COM 564563104 1618 29866 Sole 29866 0 0 54.19 1,618,438.54 MANUFACTURED HOME COMMUNITIE COM 29472R108 965 25144 Sole 25144 0 0 38.36 964,523.84 MARATHON OIL CORP COM COM 565849106 17202 628719 Sole 628719 0 0 27.36 17,201,751.84 MARCHEX INC COM 56624R108 136 23262 Sole 23262 0 0 5.83 135,617.46 MARCUS CORPORATION COM 566330106 356 21923 Sole 21923 0 0 16.23 355,810.29 MARINER ENERGY INC COM 56845T305 444 43532 Sole 43532 0 0 10.20 444,026.40 Markel Corp COM 570535104 69 230 Sole 230 0 0 299.00 68,770.00 MARKETAXESS HLDGS IN COM 57060D108 263 32283 Sole 32283 0 0 8.16 263,429.28 MARRIOTT INTERNATIONAL -CL A COM 571903202 4336 222909 Sole 222909 0 0 19.45 4,335,580.05 MARSH&MCLENNAN COS COM 571748102 10177 419329 Sole 419329 0 0 24.27 10,177,114.83 MARSHALL&ILSLEY CORP COM 571837103 3058 224205 Sole 224205 0 0 13.64 3058156.20 MARTEK BIOSCIENCES CORP COM 572901106 980 32326 Sole 32326 0 0 30.31 979,801.06 MARTEN TRANS LTD COM 573075108 350 18479 Sole 18479 0 0 18.96 350,361.84 MARTHA STEWART LIVING -CL A COM 573083102 14 5224 Sole 5224 0 0 2.60 13,582.40 MARTIN MARIETTA MATERIALS COM 573284106 1952 20111 Sole 20111 0 0 97.08 1,952,375.88
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- MARVEL ENTERTAINMENT INC COM 57383T103 2171 70612 Sole 70612 0 0 30.75 2,171,319.00 MASCO CORP COM 574599106 3386 304198 Sole 304198 0 0 11.13 3,385,723.74 MASIMO CORPORATION COM 574795100 2000 67054 Sole 67054 0 0 29.83 2,000,220.82 MASSEY ENERGY CO COM 576206106 931 67480 Sole 67480 0 0 13.79 930,549.20 MASTEC INC COM 576323109 481 41518 Sole 41518 0 0 11.58 480,778.44 Mastercard Inc. COM 57636Q104 7726 54056 Sole 54056 0 0 142.93 7,726,224.08 MATRIX SERVICE CO COM 576853105 209 27243 Sole 27243 0 0 7.67 208,953.81 MATTEL INC COM 577081102 4771 298187 Sole 298187 0 0 16.00 4,770,992.00 MATTHEWS INTL CORP- CL A COM 577128101 1655 45111 Sole 45111 0 0 36.68 1,654,671.48 Max Re Cap Ltd Com Stk COM G6052F103 962 54357 Sole 54357 0 0 17.70 962,118.90 MAXIMUS INC COM 577933104 594 16930 Sole 16930 0 0 35.11 594,412.30 MAXYGEN INC COM 577776107 220 24707 Sole 24707 0 0 8.92 220,386.44 MB FINANCIAL INC COM 55264U108 912 32638 Sole 32638 0 0 27.95 912,232.10 MBIA INC COM 55262C100 610 149876 Sole 149876 0 0 4.07 609,995.32 McClatchy Co COM 579489105 8 10428 Sole 10428 0 0 0.80 8,342.40 MCCORMICK&CO-NON VTG SHRS COM 579780206 3231 101397 Sole 101397 0 0 31.86 3,230,508.42 MCDONALD'S CORP COM 580135101 53507 860385 Sole 860385 0 0 62.19 53,507,343.15 MCGRATH RENTCORP COM 580589109 463 21690 Sole 21690 0 0 21.36 463,298.40 MCGRAW-HILL COMPANIES INC COM 580645109 5534 238625 Sole 238625 0 0 23.19 5,533,713.75 MCKESSON CORP COM 58155Q103 8540 220513 Sole 220513 0 0 38.73 8,540,468.49 MCMORAN EXPLORATION CO COM 582411104 568 57918 Sole 57918 0 0 9.80 567,596.40 MDU RESOURCES GROUP INC COM 552690109 2009 93080 Sole 93080 0 0 21.58 2,008,666.40 MEADOWBROOK INS GROUP COM 58319P108 343 53204 Sole 53204 0 0 6.44 342,633.76 MEADWESTVACO CORP COM 583334107 1664 148692 Sole 148692 0 0 11.19 1,663,863.48 MEASUREMENT SPECIALTIES INC COM 583421102 93 13409 Sole 13409 0 0 6.95 93,192.55 MEDALLION FINANCIAL CORP COM 583928106 114 14991 Sole 14991 0 0 7.63 114,381.33 MEDAREX INC COM 583916101 702 125788 Sole 125788 0 0 5.58 701,897.04 Medassets Inc COM 584045108 235 16076 Sole 16076 0 0 14.60 234,709.60 MEDCATH CORP COM 58404W109 163 15619 Sole 15619 0 0 10.44 163,062.36 MEDCO HEALTH SOLUTIONS INC COM 58405U102 16200 386552 Sole 386552 0 0 41.91 16,200,394.32 MEDIACOM COMMUNICATIONS CORP COM 58446K105 207 48255 Sole 48255 0 0 4.30 207,496.50 MEDICAL ACTION IND INC COM 58449L100 143 14309 Sole 14309 0 0 10.00 143,090.00 Medical Properties Trust Inc. COM 58463J304 495 78511 Sole 78511 0 0 6.31 495,404.41 MEDICINES COMPANY COM 584688105 744 50487 Sole 50487 0 0 14.73 743,673.51 MEDICIS PHARMACEUTICAL COM 584690309 1131 81352 Sole 81352 0 0 13.90 1,130,792.80 MEDIVATION INC COM 58501N101 363 24928 Sole 24928 0 0 14.57 363,200.96 MEDTRONIC INC COM 585055106 26241 835180 Sole 835180 0 0 31.42 26,241,355.60 MEMC Electronic MTLS COM 552715104 2394 167637 Sole 167637 0 0 14.28 2,393,856.36 MENTOR CORP COM 587188103 991 32031 Sole 32031 0 0 30.93 990,718.83
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- MENTOR GRAPHICS CORP COM 587200106 669 129342 Sole 129342 0 0 5.17 668,698.14 MERCADOLIBRE INC COM 58733R102 392 23918 Sole 23918 0 0 16.41 392,494.38 MERCK&CO. INC. COM 589331107 53642 1764524 Sole 1764524 0 0 30.40 53,641,529.60 MERCURY COMPUTER SYSTEMS INC COM 589378108 108 17119 Sole 17119 0 0 6.31 108,020.89 Mercury General Corp COM 589400100 1096 23829 Sole 23829 0 0 45.99 1,095,895.71 MEREDITH CORP COM 589433101 506 29551 Sole 29551 0 0 17.12 505,913.12 MERIDIAN BIOSCIENCE INC COM 589584101 991 38895 Sole 38895 0 0 25.47 990,655.65 Meridian Interstat Ba COM 58964Q104 99 10724 Sole 10724 0 0 9.25 99,197.00 MERIT MEDICAL SYSTEMS INC COM 589889104 471 26279 Sole 26279 0 0 17.93 471,182.47 MERITAGE CORP COM 59001A102 363 29799 Sole 29799 0 0 12.17 362,653.83 MERRILL LYNCH&CO INC COM 590188108 15185 1304569 Sole 1304569 0 0 11.64 15,185,183.16 Met Pro Corp COM 590876306 196 14689 Sole 14689 0 0 13.32 195,657.48 METABOLIX INC COM 591018809 228 17953 Sole 17953 0 0 12.72 228,362.16 Metavante Technologies COM 591407101 700 43422 Sole 43422 0 0 16.11 699,528.42 METHODE ELECTRONICS -CL A COM 591520200 220 32662 Sole 32662 0 0 6.74 220,141.88 METLIFE INC COM 59156R108 22614 648707 Sole 648707 0 0 34.86 22,613,926.02 Mettler-Toledo International Inc. COM 592688105 1093 16217 Sole 16217 0 0 67.40 1,093,025.80 Mf Global Ltd COM G60642108 2 1215 Sole 1215 0 0 2.04 2,478.60 MFA Mortgage Investments Inc COM 55272X102 1112 188757 Sole 188757 0 0 5.89 1111778.73 MGE ENERGY INC COM 55277P104 696 21084 Sole 21084 0 0 33.00 695,772.00 MGIC INVT CORP WIS COM COM 552848103 10 2894 Sole 2894 0 0 3.48 10,071.12 Mgm Mirage Inc COM 552953101 2 169 Sole 169 0 0 13.76 2,325.44 MICREL INC COM 594793101 348 47620 Sole 47620 0 0 7.31 348,102.20 MICROCHIP TECHNOLOGY INC COM 595017104 2816 144175 Sole 144175 0 0 19.53 2,815,737.75 MICRON TECHNOLOGY INC COM 595112103 1639 620807 Sole 620807 0 0 2.64 1,638,930.48 MICROS SYSTEMS INC COM 594901100 1260 77209 Sole 77209 0 0 16.32 1,260,050.88 MICROSEMI CORP COM 595137100 941 74450 Sole 74450 0 0 12.64 941,048.00 MICROSOFT CORP COM 594918104 112749 5799821 Sole 5799821 0 0 19.44 112,748,520.24 MICROSTRATEGY INC-CL A COM 594972408 330 8888 Sole 8888 0 0 37.13 330,011.44 Microtune Inc COM 59514P109 98 47797 Sole 47797 0 0 2.04 97,505.88 MICROVISION INC WASH COM 594960106 113 67044 Sole 67044 0 0 1.68 112,633.92 MICRUS ENDOVASCULAR COM 59518V102 151 12976 Sole 12976 0 0 11.61 150,651.36 MID-AMERICA APARTMENT COMM COM 59522J103 1187 31940 Sole 31940 0 0 37.16 1,186,890.40 MIDAS INC COM 595626102 146 13912 Sole 13912 0 0 10.49 145,936.88 MIDCAP SPDR TRUST SERIES 1 COM 595635103 8336 85800 Sole 85800 0 0 97.16 8,336,328.00 MIDDLEBY CORP COM 596278101 440 16119 Sole 16119 0 0 27.27 439,565.13 MIDDLESEX WATER CO COM 596680108 214 12409 Sole 12409 0 0 17.23 213,807.07 MILLIPORE CORP COM COM 601073109 2184 42396 Sole 42396 0 0 51.52 2,184,241.92 MINE SAFETY APPLIANCES CO COM 602720104 1053 44046 Sole 44046 0 0 23.91 1,053,139.86
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- MINERALS TECHNOLOGIES INC COM 603158106 1104 26990 Sole 26990 0 0 40.90 1,103,891.00 Mirant Corp New COM 60467R100 25 1304 Sole 1304 0 0 18.87 24,606.48 MISSION WEST PROPERTIES COM 605203108 132 17247 Sole 17247 0 0 7.65 131,939.55 MKS INSTRUMENTS INC COM 55306N104 732 49524 Sole 49524 0 0 14.79 732,459.96 MOBILE MINI INC COM 60740F105 486 33675 Sole 33675 0 0 14.42 485,593.50 MODINE MANUFACTURING CO COM 607828100 224 46001 Sole 46001 0 0 4.87 224,024.87 MOHAWK INDUSTRIES INC COM 608190104 1222 28431 Sole 28431 0 0 42.97 1,221,680.07 MOLEX INC COM 608554101 1650 113894 Sole 113894 0 0 14.49 1,650,324.06 MOLINA HEALTHCARE INC COM 60855R100 221 12550 Sole 12550 0 0 17.61 221,005.50 MOMENTA PHARMACEUTICALS COM 60877T100 287 24705 Sole 24705 0 0 11.60 286,578.00 MONARCH CASINO & RESORT COM 609027107 140 12028 Sole 12028 0 0 11.65 140,126.20 Monmouth Reit - Class A COM 609720107 175 25052 Sole 25052 0 0 7.00 175,364.00 Monolithic Power Systems Inc COM 609839105 311 24645 Sole 24645 0 0 12.61 310,773.45 MONRO MUFFLER BRAKE INC COM 610236101 411 16123 Sole 16123 0 0 25.50 411,136.50 MONSANTO CO COM 61166W101 30156 428658 Sole 428658 0 0 70.35 30,156,089.39 MONSTER WORLDWIDE INC COM 611742107 1156 95638 Sole 95638 0 0 12.09 1,156,263.42 MONTPELIER RE HOLDINGS LTD COM G62185106 1484 88364 Sole 88364 0 0 16.79 1,483,631.56 MOODY'S CORP COM 615369105 3117 155141 Sole 155141 0 0 20.09 3,116,782.69 MOOG INC -CL A COM 615394202 1483 40553 Sole 40553 0 0 36.57 1,483,023.21 MORGAN STANLEY COM 617446448 13889 865903 Sole 865903 0 0 16.04 13,889,084.12 MORGANS HOTEL GROUP CO COM 61748W108 122 26221 Sole 26221 0 0 4.66 122,189.86 MOTOROLA INC COM 620076109 7730 1744889 Sole 1744889 0 0 4.43 7,729,858.23 MOVADO GROUP COM 624580106 133 14171 Sole 14171 0 0 9.39 133,065.69 MOVE INC COM 62458M108 169 105459 Sole 105459 0 0 1.60 168,734.40 MPS GROUP INC COM 553409103 1045 138832 Sole 138832 0 0 7.53 1,045,404.96 MRV COMMUNICATIONS INC COM 553477100 99 129041 Sole 129041 0 0 0.77 99,361.57 MSC Industrial Direct COM 553530106 798 21680 Sole 21680 0 0 36.83 798,474.40 MSC.SOFTWARE CORPORATION COM 553531104 273 40811 Sole 40811 0 0 6.68 272,617.48 MTS SYSTEMS CORP COM 553777103 463 17389 Sole 17389 0 0 26.64 463,242.96 MUELLER INDUSTRIES INC COM 624756102 872 34786 Sole 34786 0 0 25.08 872,432.88 MUELLER WTR PRODS INC COM 624758108 930 110722 Sole 110722 0 0 8.40 930,064.80 MULTI-COLOR CORP COM 625383104 148 9377 Sole 9377 0 0 15.82 148,344.14 MULTI-FINELINE ELECTRON COM 62541B101 77 6628 Sole 6628 0 0 11.69 77,481.32 MURPHY OIL CORP COM 626717102 7481 168675 Sole 168675 0 0 44.35 7,480,736.25 MVC CAPITAL INC COM 553829102 238 21731 Sole 21731 0 0 10.97 238,389.07 MWI Veterinary Supply, Inc. COM 55402X105 263 9754 Sole 9754 0 0 26.96 262,967.84 MYERS INDUSTRIES INC COM 628464109 209 26108 Sole 26108 0 0 8.00 208,864.00 MYLAN LABORATORIES COM 628530107 2374 240017 Sole 240017 0 0 9.89 2,373,768.13 MYRIAD GENETICS INC COM 62855J104 2752 41539 Sole 41539 0 0 66.26 2,752,374.14
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- N B T BANCORP INC COM 628778102 851 30450 Sole 30450 0 0 27.96 851,382.00 NABI BIOPHARMACEUTICALS COM 629519109 153 45567 Sole 45567 0 0 3.35 152,649.45 NABORS INDUSTRIES LTD COM G6359F103 2611 218136 Sole 218136 0 0 11.97 2,611,087.92 NACCO INDUSTRIES-CL A COM 629579103 187 5005 Sole 5005 0 0 37.41 187,237.05 Nalco Holding Compan COM 62985Q101 3 238 Sole 238 0 0 11.54 2,746.52 NARA BANCORP INC COM 63080P105 225 22924 Sole 22924 0 0 9.83 225,342.92 NASB FINANCIAL INC COM 628968109 94 3480 Sole 3480 0 0 27.00 93,960.00 NASDAQ STOCK MARKET INC COM 631103108 2614 105779 Sole 105779 0 0 24.71 2,613,799.09 NASH FINCH CO COM 631158102 536 11931 Sole 11931 0 0 44.89 535,582.59 NATCO GROUP INC COM 63227W203 291 19179 Sole 19179 0 0 15.18 291,137.22 NATIONAL BEVERAGE CORP COM 635017106 75 8300 Sole 8300 0 0 9.00 74,700.00 NATIONAL CINEMEDIA INC COM 635309107 429 42280 Sole 42280 0 0 10.14 428,719.20 NATIONAL CITY CORP COM 635405103 3006 1661031 Sole 1661031 0 0 1.81 3,006,466.11 NATIONAL FINL PARTNERS CORP COM 63607P208 112 36975 Sole 36975 0 0 3.04 112,404.00 NATIONAL FUEL GAS CO COM 636180101 1258 40158 Sole 40158 0 0 31.33 1,258,150.14 NATIONAL HEALTHCARE CORP COM 635906100 421 8307 Sole 8307 0 0 50.64 420,666.48 NATIONAL INSTRUMENTS CORP COM 636518102 672 27583 Sole 27583 0 0 24.36 671,921.88 NATIONAL INTERSTATE CORP COM 63654U100 109 6126 Sole 6126 0 0 17.87 109,471.62 National Lampoon Inc Com Stk COM 636637100 31 22329 Sole 22329 0 0 1.40 31,260.60 NATIONAL PRESTO INDS INC COM 637215104 337 4381 Sole 4381 0 0 77.00 337,337.00 National Retail Properties Inc. COM 637417106 1575 91616 Sole 91616 0 0 17.19 1,574,879.04 NATIONAL SEMICONDUCTOR COM COM 637640103 1467 145694 Sole 145694 0 0 10.07 1,467,138.58 NATIONAL-OILWELL INC COM 637071101 7804 319330 Sole 319330 0 0 24.44 7,804,425.20 Nationwide Finl Svcs COM 638612101 56 1069 Sole 1069 0 0 52.21 55,812.49 NATIONWIDE HEALTH PPTYS INC COM 638620104 2071 72126 Sole 72126 0 0 28.72 2,071,458.72 NATL HEALTH INVESTORS INC COM 63633D104 729 26583 Sole 26583 0 0 27.43 729,171.69 NATL PENN BCSHS INC COM 637138108 1090 75130 Sole 75130 0 0 14.51 1,090,136.30 NATL WESTERN LIFE INS- CL A COM 638522102 381 2253 Sole 2253 0 0 169.17 381,140.01 Natl Westminster Bk Plc Pfd Stk Ser C SPON ADR C 638539882 10414 1051900 Sole 1051900 0 0 9.9 10413810.00 Natural Gas Services COM 63886Q109 116 11429 Sole 11429 0 0 10.13 115,775.77 NATUS MEDICAL INC COM 639050103 335 25873 Sole 25873 0 0 12.95 335,055.35 NAVIGANT CONSULTING INC COM 63935N107 1085 68347 Sole 68347 0 0 15.87 1,084,666.89 NAVIGATORS GROUP INC COM 638904102 666 12122 Sole 12122 0 0 54.91 665,619.02 NBTY INC COM 628782104 425 27146 Sole 27146 0 0 15.65 424,834.90 NCI BUILDING SYSTEMS INC COM 628852105 312 19170 Sole 19170 0 0 16.30 312,471.00 Nci Inc COM 62886K104 196 6500 Sole 6500 0 0 30.13 195,845.00 NCR CORPORATION COM 62886E108 1084 76697 Sole 76697 0 0 14.14 1,084,495.58 Neenah Paper Inc-When Issued COM 640079109 124 14019 Sole 14019 0 0 8.84 123,927.96 NEKTAR THERAPEUTICS COM 640268108 489 87939 Sole 87939 0 0 5.56 488,940.84
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- NELNET INC COM 64031N108 225 15706 Sole 15706 0 0 14.33 225,066.98 Neogen Corp COM 640491106 349 13974 Sole 13974 0 0 24.98 349,070.52 Ness Technologies Inc COM 64104X108 153 35673 Sole 35673 0 0 4.28 152,680.44 NET 1 UEPS TECHNOLOGIES COM 64107N206 641 46796 Sole 46796 0 0 13.70 641,105.20 NET APP INC COM 64110D104 3445 246590 Sole 246590 0 0 13.97 3,444,862.30 NETEZZA CORP COM 64111N101 315 49283 Sole 49283 0 0 6.39 314,921.38 NETFLIX INC COM 64110L106 1733 57977 Sole 57977 0 0 29.89 1,732,932.53 NETGEAR INC COM 64111Q104 374 32737 Sole 32737 0 0 11.41 373529.17 NETLOGIC MICROSYSTEMS COM 64118B100 392 17823 Sole 17823 0 0 22.01 392,284.23 NETSCOUT SYSTEMS INC COM 64115T104 254 29455 Sole 29455 0 0 8.62 253,902.10 NETWORK ASSOCIATES INC COM 579064106 4079 117994 Sole 117994 0 0 34.57 4,079,052.58 NEUROCRINE BIOSCIENCES COM 64125C109 93 29065 Sole 29065 0 0 3.20 93,008.00 NEUSTAR INC-CLASS A COM 64126X201 730 38147 Sole 38147 0 0 19.13 729,752.11 NEUTRAL TANDEM INC COM 64128B108 268 16502 Sole 16502 0 0 16.22 267,662.43 NEW JERSEY RESOURCES CORP COM 646025106 1577 40080 Sole 40080 0 0 39.35 1,577,148.00 NEW YORK COMMUNITY BANCORP COM 649445103 2205 184359 Sole 184359 0 0 11.96 2,204,933.64 NEW YORK TIMES CO -CL A COM 650111107 701 95644 Sole 95644 0 0 7.33 701,070.52 NEWALLIANCE BANCSHARES COM 650203102 1358 103129 Sole 103129 0 0 13.17 1,358,208.93 NEWELL RUBBERMAID INC COM 651229106 2212 226130 Sole 226130 0 0 9.78 2,211,551.40 NEWFIELD EXPL CO COM COM 651290108 1324 67023 Sole 67023 0 0 19.75 1,323,704.25 NewMarket Corp COM 651587107 445 12748 Sole 12748 0 0 34.91 445,032.68 NEWMONT MINING CORP COM 651639106 14326 351989 Sole 351989 0 0 40.70 14,325,952.30 NEWPARK RESOURCES INC COM 651718504 319 86269 Sole 86269 0 0 3.70 319,195.30 NEWPORT CORP COM 651824104 253 37320 Sole 37320 0 0 6.78 253,029.60 News Corp Inc - Class A When Issued COM 65248E104 16864 1855222 Sole 1855222 0 0 9.09 16,863,967.98 NEWTEK CAPITAL INC COM COM 652526104 3 15000 Sole 15000 0 0 0.22 3,300.00 NGP Capital Resources Co COM 62912R107 174 20791 Sole 20791 0 0 8.37 174,020.67 NIC INC COM 62914B100 164 35756 Sole 35756 0 0 4.60 164,477.60 NICOR INC COM 654086107 2910 83776 Sole 83776 0 0 34.74 2,910,378.24 NII HOLDINGS INC COM 62913F201 818 45014 Sole 45014 0 0 18.18 818,354.52 NIKE INC CL B COM 654106103 14944 293024 Sole 293024 0 0 51.00 14,944,224.00 NISOURCE INC COM 65473P105 2551 232571 Sole 232571 0 0 10.97 2,551,303.87 NL INDUSTRIES COM 629156407 20 1525 Sole 1525 0 0 13.40 20,435.00 NOBLE CORP COM G65422100 4437 200871 Sole 200871 0 0 22.09 4,437,240.39 NOBLE ENERGY INC COM 655044105 6725 136627 Sole 136627 0 0 49.22 6,724,780.94 NORDIC AMERICAN TANK COM G65773106 1109 32852 Sole 32852 0 0 33.75 1,108,755.00 NORDSON CORP COM 655663102 1569 48601 Sole 48601 0 0 32.29 1,569,326.29 NORDSTROM INC COM 655664100 1625 122102 Sole 122102 0 0 13.31 1,625,177.62 NORFOLK SOUTHERN CORP COM 655844108 13749 292230 Sole 292230 0 0 47.05 13,749,421.50
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- NORTHEAST UTILITIES COM 664397106 1899 78918 Sole 78918 0 0 24.06 1,898,767.08 NORTHERN TRUST CORP COM 665859104 8999 172589 Sole 172589 0 0 52.14 8,998,790.46 NORTHFIELD BANCORP INC COM 66611L105 224 19869 Sole 19869 0 0 11.25 223,526.25 NORTHROP GRUMMAN CORP COM 666807102 11938 265054 Sole 265054 0 0 45.04 11,938,032.04 NORTHSTAR REALTY FINANCE COM 66704R100 200 51137 Sole 51137 0 0 3.91 199,945.67 NORTHWEST BANCORP INC COM 667328108 338 15807 Sole 15807 0 0 21.38 337,953.66 NORTHWEST NATURAL GAS CO COM 667655104 1093 24704 Sole 24704 0 0 44.23 1,092,657.92 NORTHWEST PIPE COMPANY COM 667746101 359 8418 Sole 8418 0 0 42.61 358,690.98 Northwestn Corp Com Stk COM 668074305 832 35429 Sole 35429 0 0 23.47 831,518.63 NOVATEL WIRELESS INC COM 66987M604 130 28034 Sole 28034 0 0 4.64 130,077.76 NOVAVAX INC COM 670002104 111 58880 Sole 58880 0 0 1.89 111,283.20 NOVELL INC COM 670006105 1051 270086 Sole 270086 0 0 3.89 1,050,634.54 NOVELLUS SYSTEMS INC COM 670008101 951 77104 Sole 77104 0 0 12.34 951,463.36 NOVEN PHARMACEUTICALS INC COM 670009109 263 23931 Sole 23931 0 0 11.00 263,241.00 NPS PHARMACEUTICALS INC COM 62936P103 303 48756 Sole 48756 0 0 6.21 302,774.76 NSTAR COM 67019E107 1976 54141 Sole 54141 0 0 36.49 1,975,605.09 NTELOS HOLDINGS CORP COM 67020Q107 698 28320 Sole 28320 0 0 24.66 698,371.20 NU SKIN ENTERPRISES INC - A COM 67018T105 480 46063 Sole 46063 0 0 10.43 480,437.09 NUCOR CORP COM 670346105 11099 240244 Sole 240244 0 0 46.20 11,099,272.80 NUTRI SYSTEM INC COM 67069D108 426 29186 Sole 29186 0 0 14.59 425,823.74 NUVASIVE INC COM 670704105 1174 33880 Sole 33880 0 0 34.65 1,173,942.00 NV ENERGY INC COM 67073Y106 1160 117256 Sole 117256 0 0 9.89 1,159,661.84 Nve Corp COM 629445206 124 4763 Sole 4763 0 0 26.13 124,457.19 NVIDIA CORP COM 67066G104 3310 410215 Sole 410215 0 0 8.07 3,310,435.05 NVR INC COM COM 62944T105 2785 6105 Sole 6105 0 0 456.25 2,785,406.25 NYSE GROUP INC COM 629491101 5486 200363 Sole 200363 0 0 27.38 5,485,938.94 OBAGI MEDICAL PRODUCTS INC COM 67423R108 140 18734 Sole 18734 0 0 7.46 139,755.64 Occam Networks Inc. COM 67457P309 1 552 Sole 552 0 0 2.40 1,324.80 OCCIDENTAL PETE CP DEL COM COM 674599105 39769 662925 Sole 662925 0 0 59.99 39,768,870.75 OCEANEERING INTL INC COM 675232102 768 26353 Sole 26353 0 0 29.14 767,926.42 OCEANFIRST FINANCIAL CORP COM 675234108 153 9224 Sole 9224 0 0 16.60 153,118.40 OCWEN FINANCIAL CORP COM 675746309 289 31485 Sole 31485 0 0 9.18 289,032.30 ODYSSEY HEALTHCARE INC COM 67611V101 263 28394 Sole 28394 0 0 9.25 262,644.50 ODYSSEY MARINE EXPLOR COM 676118102 174 53993 Sole 53993 0 0 3.22 173,857.46 ODYSSEY RE HOLDINGS CORP COM 67612W108 1067 20600 Sole 20600 0 0 51.81 1,067,286.00 OFFICE DEPOT INC COM 676220106 668 224208 Sole 224208 0 0 2.98 668,139.84 OFFICEMAX INC. COM 67622P101 13 1757 Sole 1757 0 0 7.64 13,423.48 OGE ENERGY CORP COM 670837103 1374 53315 Sole 53315 0 0 25.78 1,374,460.70 OIL STATES INTERNATIONAL INC COM 678026105 7 386 Sole 386 0 0 18.69 7,214.34
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- OILSANDS QUEST INC COM 678046103 150 205110 Sole 205110 0 0 0.73 149,730.30 OLD DOMINION FREIGHT LINE COM 679580100 805 28299 Sole 28299 0 0 28.46 805,389.54 OLD NATL BANCORP IND COM 680033107 1165 64162 Sole 64162 0 0 18.16 1,165,181.92 OLD REPUBLIC INTL CORP COM 680223104 1394 116963 Sole 116963 0 0 11.92 1,394,198.96 OLD SECOND BANCORP INC COM 680277100 123 10584 Sole 10584 0 0 11.60 122,774.45 OLIN CORP COM 680665205 1956 108201 Sole 108201 0 0 18.08 1,956,274.08 OLYMPIC STEEL INC COM 68162K106 170 8349 Sole 8349 0 0 20.37 170,069.13 OM GROUP INC COM 670872100 600 28403 Sole 28403 0 0 21.11 599,587.33 OMEGA HEALTHCARE INVESTORS COM 681936100 1860 116459 Sole 116459 0 0 15.97 1,859,850.23 OMNICARE INC COM 681904108 1462 52669 Sole 52669 0 0 27.76 1,462,091.44 Omnicare Inc Pfd Stk PFD BTR 4.0 68214Q200 1054 29000 Sole 29000 0 0 36.35 1054150.00 OMNICELL INC COM 68213N109 363 29730 Sole 29730 0 0 12.21 363,003.30 OMNICOM GROUP COM 681919106 6402 237807 Sole 237807 0 0 26.92 6,401,764.44 OMNITURE INC. COM 68212S109 617 57985 Sole 57985 0 0 10.64 616,960.40 OMNIVISION TECHNOLOGIES COM 682128103 266 50721 Sole 50721 0 0 5.25 266,285.25 OMRIX BIOPHARMACEUTI COM 681989109 0 0 Sole 0 0 0 24.99 0.00 ON ASSIGNMENT INC COM 682159108 172 30274 Sole 30274 0 0 5.67 171,653.58 ONE LIBERTY PROPERTIES COM 682406103 16 1766 Sole 1766 0 0 8.80 15,540.80 Onebeacon Insurance COM G67742109 6 559 Sole 559 0 0 10.44 5,835.96 ONEOK INC COM 682680103 1726 59255 Sole 59255 0 0 29.12 1,725,505.60 ONLINE RESOURCES CORP COM 68273G101 135 28497 Sole 28497 0 0 4.74 135,075.78 ONYX PHARMACEUTICALS INC COM 683399109 1751 51262 Sole 51262 0 0 34.16 1,751,109.92 Opentv Corp COM G67543101 111 90401 Sole 90401 0 0 1.23 111,193.23 Oplink Communications Inc COM 68375Q403 167 19408 Sole 19408 0 0 8.60 166,908.80 OPNET TECHNOLOGIES INC COM 683757108 132 13405 Sole 13405 0 0 9.86 132,173.30 Optimer Pharmaceutic COM 68401H104 303 25020 Sole 25020 0 0 12.11 302,992.20 OPTIONSXPRESS HOLDINGS COM 684010101 523 39131 Sole 39131 0 0 13.36 522,790.16 ORACLE CORP COM 68389X105 52690 2971777 Sole 2971777 0 0 17.73 52,689,606.21 ORASURE TECHNOLOGIES INC COM 68554V108 166 45241 Sole 45241 0 0 3.68 166,486.88 ORBITAL SCIENCES CORP COM 685564106 1052 53888 Sole 53888 0 0 19.53 1,052,432.64 ORBITZ WORLDWIDE INC COM 68557K109 119 30601 Sole 30601 0 0 3.88 118,731.88 OREILLY AUTOMOTIVE INC COM 686091109 2061 67053 Sole 67053 0 0 30.74 2,061,209.22 ORIENTAL FINANCIAL GROUP COM 68618W100 124 20450 Sole 20450 0 0 6.05 123,722.50 Orient-Express Hotel COM G67743107 1 154 Sole 154 0 0 7.66 1,179.64 Orion Marine Group In COM 68628V308 192 19833 Sole 19833 0 0 9.66 191,586.78 ORITANI FINANCIAL CORP COM 686323106 221 13121 Sole 13121 0 0 16.85 221,088.85 Ormat Technologies Inc COM 686688102 538 16885 Sole 16885 0 0 31.87 538,124.95 ORTHOFIX INTL NV COM N6748L102 243 15822 Sole 15822 0 0 15.33 242,551.26 ORTHOVITA INC COM 68750U102 220 64796 Sole 64796 0 0 3.39 219,658.44
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- OSHKOSH TRUCK CORP COM 688239201 325 36527 Sole 36527 0 0 8.89 324,725.03 OSI PHARMACEUTICALS INC COM 671040103 2055 52636 Sole 52636 0 0 39.05 2,055,435.80 OSI SYSTEMS INC COM 671044105 197 14244 Sole 14244 0 0 13.85 197,279.40 OSIRIS THERAPEUTICS INC COM 68827R108 298 15567 Sole 15567 0 0 19.16 298,263.72 OTTER TAIL CORP COM 689648103 764 32759 Sole 32759 0 0 23.33 764,267.47 OUTDOOR CHANNEL HLDGS COM 690027206 120 16058 Sole 16058 0 0 7.49 120,274.42 OVERSEAS SHIPHOLDING GROUP COM 690368105 536 12721 Sole 12721 0 0 42.11 535,681.31 OVERSTOCK.COM INC COM 690370101 155 14366 Sole 14366 0 0 10.78 154,865.48 Owens Corning New COM 690742101 31 1764 Sole 1764 0 0 17.30 30,517.20 OWENS ILL INC COM NEW COM 690768403 4907 179541 Sole 179541 0 0 27.33 4,906,855.53 OWENS&MINOR INC COM 690732102 1478 39261 Sole 39261 0 0 37.65 1,478,176.65 OXFORD INDUSTRIES INC COM 691497309 102 11637 Sole 11637 0 0 8.77 102,056.49 P G&E CORP COM 69331C108 11396 294407 Sole 294407 0 0 38.71 11,396,494.97 PACCAR INC COM 693718108 7747 270876 Sole 270876 0 0 28.60 7,747,060.75 PACER INTERNATIONAL INC COM 69373H106 327 31351 Sole 31351 0 0 10.43 326,990.93 PACIFIC CAPITAL BANCORP COM 69404P101 834 49408 Sole 49408 0 0 16.88 834,007.04 Pacific Continental COM 69412V108 157 10507 Sole 10507 0 0 14.97 157,289.79 PACIFIC SUNWEAR OF CALIF COM 694873100 158 99198 Sole 99198 0 0 1.59 157,724.82 PACKAGING CORP OF AMERICA COM 695156109 692 51378 Sole 51378 0 0 13.46 691,547.88 PACTIV CORPORATION COM 695257105 2590 104107 Sole 104107 0 0 24.88 2,590,182.16 PacWest Bancorp COM 695263103 1081 40197 Sole 40197 0 0 26.90 1,081,299.30 PAETEC Holding Corp COM 695459107 160 111118 Sole 111118 0 0 1.44 160,009.92 PAIN THERAPEUTICS INC COM 69562K100 175 29622 Sole 29622 0 0 5.92 175,362.24 PALL CORP COM 696429307 2587 91000 Sole 91000 0 0 28.43 2,587,130.00 PALM INC COM 696643105 518 168708 Sole 168708 0 0 3.07 517,933.56 PALOMAR MED TECHNOLOGIES INC COM 697529303 188 16276 Sole 16276 0 0 11.53 187,662.28 Panhandle Royalty Co COM 698477106 127 7078 Sole 7078 0 0 18.00 127,404.00 PANTRY INC COM 698657103 449 20913 Sole 20913 0 0 21.45 448,583.85 PAPA JOHN'S INTL INC COM 698813102 364 19750 Sole 19750 0 0 18.43 363,992.50 PARALLEL PETE CORP COM 699157103 123 61191 Sole 61191 0 0 2.01 122,993.91 PARAMETRIC TECHNOLOGY CORP COM 699173209 2100 166002 Sole 166002 0 0 12.65 2,099,925.30 PAREXEL INTERNATIONAL CORP COM 699462107 538 55403 Sole 55403 0 0 9.71 537,963.13 PARK ELECTROCHEMICAL CORP COM 700416209 356 18800 Sole 18800 0 0 18.96 356,448.00 PARK NATL CORP COM 700658107 728 10151 Sole 10151 0 0 71.75 728,334.25 PARKER DRILLING CO COM 701081101 306 105567 Sole 105567 0 0 2.90 306,144.30 PARKER HANNIFIN CORP COM 701094104 5261 123681 Sole 123681 0 0 42.54 5,261,389.74 PARKWAY PROPERTIES INC COM 70159Q104 310 17222 Sole 17222 0 0 18.00 309,996.00 Partnerre Ltd COM G6852T105 90 1257 Sole 1257 0 0 71.27 89,586.39 PATRIOT COAL CORP COM 70336T104 192 30696 Sole 30696 0 0 6.25 191,850.00
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- PATRIOT TRANSPORTATION COM 70337B102 115 1647 Sole 1647 0 0 70.07 115,405.29 PATTERSON COS INC. COM 703395103 1277 68097 Sole 68097 0 0 18.75 1,276,818.75 PATTERSON-UTI ENERGY INC COM 703481101 2104 182779 Sole 182779 0 0 11.51 2,103,786.29 PAYCHEX INC COM 704326107 6303 239828 Sole 239828 0 0 26.28 6,302,679.84 PC-TEL INC COM 69325Q105 132 20078 Sole 20078 0 0 6.57 131,912.46 PDL BioPharma Inc. COM 69329Y104 707 114415 Sole 114415 0 0 6.18 707,084.70 PEABODY ENERGY CORP COM 704549104 4622 203168 Sole 203168 0 0 22.75 4,622,072.00 PEAPACK GLADSTONE FINL CORP COM 704699107 223 8382 Sole 8382 0 0 26.64 223,296.48 PEDIATRIX MEDICAL GROUP INC COM 705324101 5 158 Sole 158 0 0 31.70 5,008.60 PEETS COFFEE&TEA INC COM 705560100 295 12686 Sole 12686 0 0 23.25 294,949.50 PEGASYSTEMS INC COM 705573103 172 13915 Sole 13915 0 0 12.36 171,989.40 Penford Corp COM 707051108 115 11404 Sole 11404 0 0 10.12 115,408.48 PENN REAL ESTATE INVEST TST COM 709102107 306 41010 Sole 41010 0 0 7.45 305,524.48 PENN VIRGINIA CORP COM 707882106 1034 39791 Sole 39791 0 0 25.98 1,033,770.18 PENNSYLVANIA COMMERCE COM 708677109 137 5131 Sole 5131 0 0 26.66 136,792.46 Penske Automotive Grp COM 70959W103 7 942 Sole 942 0 0 7.68 7,234.56 PENSON WORLDWIDE INC COM 709600100 113 14842 Sole 14842 0 0 7.62 113,096.04 PENTAIR INC COM 709631105 1184 50006 Sole 50006 0 0 23.67 1,183,642.02 PEOPLES BANCORP INC COM 709789101 163 8516 Sole 8516 0 0 19.13 162,911.08 People's Bank COM 712704105 5127 287577 Sole 287577 0 0 17.83 5,127,497.91 PEP BOYS-MANNY MOE& JACK COM 713278109 160 38831 Sole 38831 0 0 4.13 160,372.03 PEPCO HOLDINGS INC COM 713291102 3126 176037 Sole 176037 0 0 17.76 3,126,417.12 PEPSI BOTTLING GROUP INC COM 713409100 2409 107011 Sole 107011 0 0 22.51 2408817.61 PEPSIAMERICAS INC COM 71343P200 592 29061 Sole 29061 0 0 20.36 591,681.96 PEPSICO INC COM COM 713448108 65519 1196256 Sole 1196256 0 0 54.77 65,518,941.12 PERFICIENT INC COM 71375U101 182 38158 Sole 38158 0 0 4.78 182,395.24 PERICOM SEMICONDUCTOR CORP COM 713831105 124 22626 Sole 22626 0 0 5.48 123,990.48 PERINI CORP COM 713839108 1124 48078 Sole 48078 0 0 23.38 1,124,063.64 PERKINELMER INC COM 714046109 1323 95128 Sole 95128 0 0 13.91 1,323,230.48 PEROT SYSTEMS CORP- CL A COM 714265105 1174 85887 Sole 85887 0 0 13.67 1,174,075.29 PERRIGO CO COM 714290103 1214 37561 Sole 37561 0 0 32.31 1,213,595.91 PETMED EXPRESS INC COM 716382106 400 22683 Sole 22683 0 0 17.63 399,901.29 PETROHAWK ENERGY CORP COM 716495106 5 331 Sole 331 0 0 15.63 5,173.53 PETROLEUM DEVELOPMENT CORP COM 716578109 346 14382 Sole 14382 0 0 24.07 346,174.74 PETROQUEST ENERGY INC COM 716748108 284 42066 Sole 42066 0 0 6.76 284,366.16 PETSMART INC COM COM 716768106 1135 61494 Sole 61494 0 0 18.45 1,134,564.30 PF CHANG'S CHINA BISTRO INC COM 69333Y108 473 22574 Sole 22574 0 0 20.94 472,699.56 PFIZER INC COM 717081103 97580 5509898 Sole 5509898 0 0 17.71 97,580,293.58 Pharmaceutical Product Development, Inc. COM 717124101 1655 57035 Sole 57035 0 0 29.01 1,654,585.35
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- PHARMACEUTICAL RES INC COM 69888P106 449 33453 Sole 33453 0 0 13.41 448,604.73 PHARMACOPEIA INC COM 00430U103 120 27625 Sole 27625 0 0 4.36 120,445.00 Pharmasset Inc COM 71715N106 201 15356 Sole 15356 0 0 13.11 201,317.16 PHARMERICA CORP-W/I COM 71714F104 454 29000 Sole 29000 0 0 15.67 454,430.03 PHASE FORWARD INC COM 71721R406 515 41119 Sole 41119 0 0 12.52 514,809.88 PHH Corp COM 693320202 650 51036 Sole 51036 0 0 12.73 649,688.28 PHI INC COM 69336T205 185 13180 Sole 13180 0 0 14.01 184,651.80 Philip Morris International COM 718172109 73572 1690919 Sole 1690919 0 0 43.51 73,571,885.69 PHILLIPS-VAN HEUSEN COM 718592108 504 25041 Sole 25041 0 0 20.13 504,075.33 PHOENIX COMPANIES INC COM 71902E109 387 118372 Sole 118372 0 0 3.27 387,076.44 PHOENIX TECHNOLOGIES LTD COM 719153108 90 25829 Sole 25829 0 0 3.50 90,401.50 PICO HOLDINGS INC COM 693366205 407 15331 Sole 15331 0 0 26.58 407,497.98 PIEDMONT NAT GAS INC COM 720186105 2164 68345 Sole 68345 0 0 31.67 2,164,486.15 PIKE ELECTRIC CORP COM 721283109 196 15896 Sole 15896 0 0 12.30 195,520.80 PINNACLE ENTERTAINMENT INC COM 723456109 475 61908 Sole 61908 0 0 7.68 475,453.44 PINNACLE FINANCIAL COM 72346Q104 645 21621 Sole 21621 0 0 29.81 644,522.01 PINNACLE WEST CAPITAL COM 723484101 2889 89930 Sole 89930 0 0 32.13 2,889,450.90 PIONEER DRILLING CO COM 723655106 285 51226 Sole 51226 0 0 5.57 285,328.82 PIONEER NATURAL RESOURCES CO COM 723787107 1504 92926 Sole 92926 0 0 16.18 1503542.68 PIPER JAFFRAY COS-W/I COM 724078100 688 17297 Sole 17297 0 0 39.76 687,728.72 PITNEY BOWES INC COM COM 724479100 5858 229908 Sole 229908 0 0 25.48 5,858,055.84 PLAINS EXPLORATION& PRODUCT COM 726505100 1215 52271 Sole 52271 0 0 23.24 1,214,778.04 PLANTRONICS INC COM 727493108 925 70072 Sole 70072 0 0 13.20 924,950.40 PLATINUM UNDERWRITERS HLDGS COM G7127P100 1676 46452 Sole 46452 0 0 36.08 1,675,988.16 PLEXUS CORP COM 729132100 659 38895 Sole 38895 0 0 16.95 659,270.25 PLUG POWER INC COM 72919P103 86 84584 Sole 84584 0 0 1.02 86,275.68 PLUM CREEK TIMBER CO COM 729251108 5971 171880 Sole 171880 0 0 34.74 5,971,111.20 PMA CAPITAL CORPORATION -CL A COM 693419202 261 36915 Sole 36915 0 0 7.08 261,358.20 PMC - SIERRA INC COM 69344F106 1006 206973 Sole 206973 0 0 4.86 1,005,888.78 PMFG Inc COM 69345P103 118 12350 Sole 12350 0 0 9.56 118,066.00 PMI GROUP INC/THE COM 69344M101 222 113697 Sole 113697 0 0 1.95 221,709.15 PNC FINANCIAL SERVICES GROUP COM 693475105 14217 290153 Sole 290153 0 0 49.00 14,217,497.00 PNM RESOURCES INC COM 69349H107 1244 123404 Sole 123404 0 0 10.08 1,243,912.32 POLARIS INDUSTRIES COM 731068102 904 31565 Sole 31565 0 0 28.65 904,337.25 POLO RALPH LAUREN CORP COM 731572103 1958 43128 Sole 43128 0 0 45.41 1,958,442.48 POLYCOM INC COM 73172K104 1667 123374 Sole 123374 0 0 13.51 1,666,782.74 POLYONE CORPORATION COM 73179P106 296 94008 Sole 94008 0 0 3.15 296,125.20 POLYPORE INTERNATIONAL INC COM 73179V103 113 14885 Sole 14885 0 0 7.56 112,530.60 Pool Corporation COM 73278L105 833 46343 Sole 46343 0 0 17.97 832783.71
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- Popular, Inc COM 733174106 34 6505 Sole 6505 0 0 5.16 33,565.80 PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 500 14788 Sole 14788 0 0 33.84 500,425.92 PORTLAND GEN ELEC CO COM 736508847 1229 63141 Sole 63141 0 0 19.47 1,229,355.27 POST PROPERTIES INC COM 737464107 865 52422 Sole 52422 0 0 16.50 864,963.00 POTLATCH CORP COM 737630103 1695 65182 Sole 65182 0 0 26.01 1,695,383.82 POWELL INDUSTRIES INC COM 739128106 190 6561 Sole 6561 0 0 29.02 190,400.22 POWER INTEGRATIONS INC COM 739276103 567 28546 Sole 28546 0 0 19.88 567,494.48 POWER-ONE INC COM 739308104 97 81616 Sole 81616 0 0 1.19 97,123.04 POZEN INC COM 73941U102 106 21052 Sole 21052 0 0 5.04 106,102.08 PPG INDUSTRIES INC COM 693506107 5897 138986 Sole 138986 0 0 42.43 5,897,175.98 PPL CORPORATION COM 69351T106 9273 302154 Sole 302154 0 0 30.69 9,273,106.26 PRAXAIR INC COM 74005P104 13975 235421 Sole 235421 0 0 59.36 13,974,590.56 PRECISION CASTPARTS CORP COM 740189105 7152 120239 Sole 120239 0 0 59.48 7,151,815.72 Precision Drilling Trust COM 740215108 2805 28048 Sole 28048 0 0 100.00 2,804,793.00 PREFORMED LINE PRODUCTS COM 740444104 131 2851 Sole 2851 0 0 46.04 131,260.04 PREMIERWEST BANCORP COM 740921101 129 19213 Sole 19213 0 0 6.69 128,534.97 PREPAID LEGAL SERVICES INC COM 740065107 267 7161 Sole 7161 0 0 37.29 267,033.69 PRESIDENTIAL LIFE COM 740884101 211 21290 Sole 21290 0 0 9.89 210,558.10 PRESTIGE BRANDS HOLDINGS COM 74112D101 340 32226 Sole 32226 0 0 10.55 339,984.30 PRICELINE.COM INC COM 741503403 1446 19635 Sole 19635 0 0 73.65 1,446,117.75 PRICESMART INC COM 741511109 267 12942 Sole 12942 0 0 20.66 267,381.72 PRIDE INTERNATIONAL INC COM 74153Q102 1355 84822 Sole 84822 0 0 15.98 1,355,455.56 PRINCIPAL FINANCIAL GROUP COM 74251V102 4775 211558 Sole 211558 0 0 22.57 4,774,864.06 PRIVATEBANCORP INC COM 742962103 669 20602 Sole 20602 0 0 32.46 668,740.92 PROASSURANCE CORP COM 74267C106 1618 30652 Sole 30652 0 0 52.78 1,617,812.56 PROCTER&GAMBLE CO COM 742718109 143105 2314863 Sole 2314863 0 0 61.82 143,104,831.28 PROGENICS PHARMACEUTICALS COM 743187106 299 29024 Sole 29024 0 0 10.31 299,237.44 PROGRESS ENERGY INC COM 743263105 8551 214588 Sole 214588 0 0 39.85 8,551,331.80 PROGRESS SOFTWARE CORP COM 743312100 772 40101 Sole 40101 0 0 19.26 772,345.26 PROGRESSIVE CORP COM 743315103 7706 520295 Sole 520295 0 0 14.81 7,705,568.95 PROLOGIS COM 743410102 3828 275574 Sole 275574 0 0 13.89 3,827,722.86 PROSPECT ENERGY CORP COM 74348T102 315 26340 Sole 26340 0 0 11.97 315,289.80 PROSPERITY BANCSHARES INC COM 743606105 1118 37799 Sole 37799 0 0 29.59 1,118,472.41 PROTECTIVE LIFE CORP COM 743674103 508 35433 Sole 35433 0 0 14.35 508,463.55 PROVIDENT BANKSHARES CORP COM 743859100 288 29807 Sole 29807 0 0 9.66 287,935.62 PROVIDENT FINANCIAL SERVICES COM 74386T105 871 56927 Sole 56927 0 0 15.30 870,983.10 PROVIDENT NEW YORK BANCORP COM 744028101 475 38341 Sole 38341 0 0 12.40 475,428.40 PRUDENTIAL FINANCIAL INC COM 744320102 10422 344401 Sole 344401 0 0 30.26 10,421,574.26 PS BUSINESS PARKS INC/CA COM 69360J107 756 16937 Sole 16937 0 0 44.66 756,406.42
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- PSS WORLD MEDICAL INC COM 69366A100 1110 58969 Sole 58969 0 0 18.82 1,109,796.58 PSYCHIATRIC SOLUTIONS INC COM 74439H108 2202 79060 Sole 79060 0 0 27.85 2,201,821.00 PTEK HOLDINGS INC COM 740585104 473 54945 Sole 54945 0 0 8.61 473,076.45 PUBLIC SERVICE ENTERPRISE GP COM 744573106 11702 401159 Sole 401159 0 0 29.17 11,701,808.03 Public Storage Inc. COM 74460D109 10343 130105 Sole 130105 0 0 79.50 10,343,347.50 PUGET ENERGY INC COM 745310102 1793 65734 Sole 65734 0 0 27.27 1,792,566.18 PULTE HOMES INC COM 745867101 1840 168370 Sole 168370 0 0 10.93 1,840,284.10 QLOGIC CORP COM 747277101 1354 100721 Sole 100721 0 0 13.44 1353690.24 QUAKER CHEMICAL CORP COM 747316107 165 10030 Sole 10030 0 0 16.45 164,993.50 QUALCOMM INC COM 747525103 44302 1236441 Sole 1236441 0 0 35.83 44,301,681.03 QUALITY SYSTEMS INC COM 747582104 737 16895 Sole 16895 0 0 43.62 736,959.90 QUANEX BUILDING PRODUCTS COM 747619104 309 32944 Sole 32944 0 0 9.37 308,685.28 QUANTA SERVICES INC COM 74762E102 1910 96456 Sole 96456 0 0 19.80 1,909,828.80 QUEST DIAGNOSTICS COM 74834L100 6328 121895 Sole 121895 0 0 51.91 6,327,569.45 QUEST SOFTWARE INC COM 74834T103 871 69153 Sole 69153 0 0 12.59 870,636.27 QUESTAR CORP COM 748356102 4316 132027 Sole 132027 0 0 32.69 4,315,962.63 Questor Pharmaceutic COM 74835Y101 424 45519 Sole 45519 0 0 9.31 423,781.89 QUICKSILVER RESOURCES INC COM 74837R104 301 54085 Sole 54085 0 0 5.57 301,253.45 QUIDEL CORP COM 74838J101 345 26373 Sole 26373 0 0 13.07 344,695.11 QUIKSILVER INC COM 74838C106 218 118278 Sole 118278 0 0 1.84 217,631.52 QWEST COMMUNICATIONS INTL COM 749121109 4291 1178711 Sole 1178711 0 0 3.64 4,290,508.03 Rackable Systems Inc COM 750077109 101 25717 Sole 25717 0 0 3.94 101,324.98 Rackspace Hosting Inc COM 750086100 98 18140 Sole 18140 0 0 5.38 97,593.20 RADIAN GROUP INC COM 750236101 286 77582 Sole 77582 0 0 3.68 285,501.76 RADIANT SYSTEMS INC COM 75025N102 78 23113 Sole 23113 0 0 3.37 77,890.81 RADIOSHACK CORP COM 750438103 1175 98391 Sole 98391 0 0 11.94 1,174,788.54 RADISYS CORP COM 750459109 116 21034 Sole 21034 0 0 5.53 116,318.02 RAIT INVESTMENT TRUST COM 749227104 151 58198 Sole 58198 0 0 2.60 151,314.80 RALCORP HOLDINGS INC COM 751028101 4638 79411 Sole 79411 0 0 58.40 4,637,602.40 RAMCO-GERSHENSON PROPERTIES COM 751452202 124 20059 Sole 20059 0 0 6.18 123,964.62 RANGE RESOURCES CORP COM 75281A109 3990 116019 Sole 116019 0 0 34.39 3989893.41 RASER TECHNOLOGIES INC COM 754055101 158 42228 Sole 42228 0 0 3.73 157,510.44 RAVEN INDUSTRIES INC COM 754212108 372 15448 Sole 15448 0 0 24.10 372,296.80 RAYMOND JAMES FINANCIAL INC COM 754730109 837 48873 Sole 48873 0 0 17.13 837,194.49 RAYONIER INC COM 754907103 1794 57211 Sole 57211 0 0 31.35 1,793,564.85 RAYTHEON COMPANY COM 755111507 17070 334453 Sole 334453 0 0 51.04 17,070,481.12 RBC Bearings Inc COM 75524B104 417 20558 Sole 20558 0 0 20.28 416,916.24 RC2 CORP COM 749388104 165 15463 Sole 15463 0 0 10.67 164,990.21 RCN CORP COM 749361200 202 34320 Sole 34320 0 0 5.90 202,488.00
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- REALNETWORKS INC COM 75605L104 323 91611 Sole 91611 0 0 3.53 323,386.83 REALTY INCOME CORP COM 756109104 3924 169513 Sole 169513 0 0 23.15 3,924,225.95 RED ROBIN GOURMET BURGERS COM 75689M101 307 18219 Sole 18219 0 0 16.83 306,625.77 REDWOOD TRUST INC COM 758075402 466 31251 Sole 31251 0 0 14.91 465,952.41 REGAL BELOIT COM 758750103 1163 30623 Sole 30623 0 0 37.99 1,163,367.77 Regal Entertainment Group COM 758766109 19 1847 Sole 1847 0 0 10.21 18,857.87 Regency Centers Corp. COM 758849103 2382 51013 Sole 51013 0 0 46.70 2,382,307.10 REGENERON PHARMACEUTICALS COM 75886F107 1057 57544 Sole 57544 0 0 18.36 1,056,507.84 REGIONS FINANCIAL CORP COM 7591EP100 4536 569833 Sole 569833 0 0 7.96 4,535,870.44 REGIS CORP COM 758932107 876 60320 Sole 60320 0 0 14.53 876,449.60 REHABCARE GROUP INC COM 759148109 244 16092 Sole 16092 0 0 15.16 243,954.72 REINSURANCE GRP OF AMERICA COM 759351604 130031 3036692 Sole 3036692 0 0 42.82 130,031,151.44 RELIANCE STEEL& ALUMINUM COM 759509102 644 32300 Sole 32300 0 0 19.94 644,062.00 Reliant Res Inc COM 75952B105 46 8010 Sole 8010 0 0 5.78 46,297.80 RENAISSANCE LEARNING INC COM 75968L105 19 2161 Sole 2161 0 0 8.99 19,427.39 RENAISSANCE RE HOLDINGS LTD COM G7496G103 73 1418 Sole 1418 0 0 51.56 73,112.08 RENASANT CORP COM 75970E107 309 18162 Sole 18162 0 0 17.03 309,298.86 RENT-A-CENTER INC COM 76009N100 1670 94620 Sole 94620 0 0 17.65 1,670,043.00 RENTECH INC COM 760112102 136 199651 Sole 199651 0 0 0.68 135,762.68 REPLIGEN CORP COM 759916109 121 31902 Sole 31902 0 0 3.78 120,589.56 REPUBLIC AWYS HLDGS INC COM 760276105 364 34092 Sole 34092 0 0 10.67 363,761.64 REPUBLIC BANCORP INC- CL A COM 760281204 252 9260 Sole 9260 0 0 27.20 251,872.00 REPUBLIC SERVICES INC COM 760759100 6217 250771 Sole 250771 0 0 24.79 6,216,613.09 RES-CARE INC COM 760943100 340 22663 Sole 22663 0 0 15.02 340,398.26 RESEARCH IN MOTION COM 760975102 570 6588 Sole 6588 0 0 86.54 461,818.80 RESMED INC COM 761152107 1372 36615 Sole 36615 0 0 37.48 1,372,330.20 RESOURCE CAPITAL CORP COM 76120W302 73 18997 Sole 18997 0 0 3.83 72,758.51 RESOURCES CONNECTION INC COM 76122Q105 690 42145 Sole 42145 0 0 16.38 690,335.10 RETAIL VENTURES INC COM 76128Y102 23 6567 Sole 6567 0 0 3.47 22,787.49 REYNOLDS AMERICAN INC. CO. COM 761713106 5561 137958 Sole 137958 0 0 40.31 5,561,086.98 RF MICRO DEVICES INC COM 749941100 286 367143 Sole 367143 0 0 0.78 286,371.54 RIGEL PHARMACEUTICALS INC COM 766559603 284 35492 Sole 35492 0 0 8.00 283,936.00 RIGHTNOW TECHNOLOGIES COM 76657R106 217 28134 Sole 28134 0 0 7.73 217,475.82 RIMAGE CORP COM 766721104 131 9790 Sole 9790 0 0 13.41 131,283.90 RISKMETRICS GROUP INC COM 767735103 303 20323 Sole 20323 0 0 14.89 302,609.47 Rite Aid Corp COM 767754104 4 11765 Sole 11765 0 0 0.31 3,647.15 Riverbed Technology COM 768573107 616 54086 Sole 54086 0 0 11.39 616,039.54 RLI CORP COM 749607107 1090 17814 Sole 17814 0 0 61.16 1,089,504.24 ROBBINS&MYERS INC COM 770196103 432 26721 Sole 26721 0 0 16.17 432,078.57
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- ROBERT HALF INTL INC COM 770323103 2412 115870 Sole 115870 0 0 20.82 2,412,413.40 ROCK-TENN COMPANY -CL A COM 772739207 1247 36485 Sole 36485 0 0 34.18 1,247,057.30 ROCKVILLE FINL INC COM 774186100 124 8879 Sole 8879 0 0 13.97 124,039.63 ROCKWELL AUTOMATION INC COM 773903109 3407 105683 Sole 105683 0 0 32.24 3,407,219.92 ROCKWELL COLLINS INC. COM 774341101 4622 118239 Sole 118239 0 0 39.09 4,621,962.51 ROCKWOOD HOLDINGS INC COM 774415103 421 39009 Sole 39009 0 0 10.80 421,297.20 ROFIN-SINAR TECHNOLOGIES INC COM 775043102 588 28553 Sole 28553 0 0 20.58 587,620.74 ROGERS CORP COM 775133101 449 16175 Sole 16175 0 0 27.77 449,179.75 ROHM AND HAAS CO COM 775371107 5951 96302 Sole 96302 0 0 61.79 5,950,500.58 ROLLINS INC COM 775711104 1113 61551 Sole 61551 0 0 18.08 1,112,842.08 ROMA FINANCIAL CORP COM 77581P109 110 8771 Sole 8771 0 0 12.59 110,426.89 ROPER INDUSTRIES INC COM 776696106 1884 43399 Sole 43399 0 0 43.41 1,883,950.59 ROSETTA RESOURCES INC COM 777779307 399 56374 Sole 56374 0 0 7.08 399,127.92 ROSS STORES INC COM COM 778296103 1861 62589 Sole 62589 0 0 29.73 1,860,770.97 ROWAN COMPANIES INC COM 779382100 1451 91263 Sole 91263 0 0 15.90 1,451,081.70 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 44 3191 Sole 3191 0 0 13.75 43,876.25 ROYAL GOLD INC COM 780287108 1403 28515 Sole 28515 0 0 49.21 1403223.15 RPC INC COM 749660106 316 32367 Sole 32367 0 0 9.76 315,901.92 RPM INTERNATIONAL INC COM 749685103 958 72117 Sole 72117 0 0 13.29 958,434.93 RR DONNELLEY&SONS CO COM 257867101 2401 176812 Sole 176812 0 0 13.58 2,401,106.96 RSC HOLDINGS INC COM 74972L102 387 45464 Sole 45464 0 0 8.52 387,353.28 RTI Biologics Inc COM 74975N105 140 50856 Sole 50856 0 0 2.76 140,362.56 RTI INTERNATIONAL METALS INC COM 74973W107 295 20613 Sole 20613 0 0 14.31 294,972.03 RUBY TUESDAY INC COM COM 781182100 13 8612 Sole 8612 0 0 1.56 13,434.72 RUDDICK CORP COM 781258108 1650 59689 Sole 59689 0 0 27.65 1,650,400.85 RUSH ENTERPRISES INC COM 781846209 246 28721 Sole 28721 0 0 8.57 246,138.97 RYDER SYSTEM INC COM 783549108 1744 44977 Sole 44977 0 0 38.78 1,744,208.06 RYLAND GROUP INC COM COM 783764103 1066 60337 Sole 60337 0 0 17.67 1,066,154.79 S&T BANCORP INC COM 783859101 797 22443 Sole 22443 0 0 35.50 796,726.50 S.Y. BANCORP INC COM 785060104 366 13305 Sole 13305 0 0 27.50 365,887.50 S1 CORPORATION COM 78463B101 389 49289 Sole 49289 0 0 7.89 388,890.21 SAFETY INSURANCE GROUP INC COM 78648T100 550 14453 Sole 14453 0 0 38.06 550,081.18 SAFEWAY INC COM 786514208 8318 349949 Sole 349949 0 0 23.77 8,318,287.73 Saia Inc COM 78709Y105 150 13779 Sole 13779 0 0 10.86 149,639.94 SAIC INC COM 78390X101 1986 101974 Sole 101974 0 0 19.48 1,986,453.52 SAKS INCORPORATED COM 79377W108 316 72069 Sole 72069 0 0 4.38 315,662.22 SALESFORCE COM INC COM 79466L302 2508 78362 Sole 78362 0 0 32.01 2,508,367.62 SALIX PHARMACEUTICALS LTD COM 795435106 404 45706 Sole 45706 0 0 8.83 403,583.98 SALLY BEAUTY HOLDINGS INC COM 79546E104 524 92164 Sole 92164 0 0 5.69 524,413.16
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- SANDERS MORRIS HARRIS GRP IN COM 80000Q104 118 19739 Sole 19739 0 0 5.99 118,236.61 SANDERSON FARMS INC COM 800013104 681 19695 Sole 19695 0 0 34.56 680,659.20 SANDISK CORP COM 80004C101 1661 172997 Sole 172997 0 0 9.60 1,660,771.20 SANDY SPRING BANCORP INC COM 800363103 355 16253 Sole 16253 0 0 21.83 354,802.99 SANGAMO BIOSCIENCES INC COM 800677106 124 35632 Sole 35632 0 0 3.48 123,999.36 SANMINA-SCI CORP COM 800907107 235 499463 Sole 499463 0 0 0.47 234,747.61 SAPIENT CORPORATION COM 803062108 370 83347 Sole 83347 0 0 4.44 370,060.68 SARA LEE CORP COM COM 803111103 5697 581918 Sole 581918 0 0 9.79 5,696,977.22 SAUL CENTERS INC COM 804395101 430 10894 Sole 10894 0 0 39.50 430,313.00 SAVIENT PHARMACEUTICALS INC COM 80517Q100 298 51408 Sole 51408 0 0 5.79 297,652.32 SAVVIS INC COM 805423308 257 37228 Sole 37228 0 0 6.89 256,500.92 SCANA CORP COM 80589M102 3601 101160 Sole 101160 0 0 35.60 3,601,296.00 SCANSOURCE INC COM 806037107 471 24467 Sole 24467 0 0 19.27 471,479.09 SCBT FINANCIAL CORP COM 78401V102 353 10246 Sole 10246 0 0 34.50 353,487.00 SCHAWK INC COM 806373106 168 14637 Sole 14637 0 0 11.46 167,740.02 SCHERING-PLOUGH CORP COM 806605101 21944 1288537 Sole 1288537 0 0 17.03 21,943,785.11 SCHLUMBERGER LTD COM 806857108 37817 893393 Sole 893393 0 0 42.33 37,817,325.69 SCHNITZER STEEL INDS INC-A COM 806882106 16 435 Sole 435 0 0 37.65 16,377.75 SCHOLASTIC CORP COM 807066105 482 35517 Sole 35517 0 0 13.58 482,320.86 SCHOOL SPECIALTY INC COM 807863105 341 17838 Sole 17838 0 0 19.12 341,062.56 SCHULMAN (A.) INC COM 808194104 412 24239 Sole 24239 0 0 17.00 412,063.00 SCHWAB (CHARLES) CORP COM 808513105 11529 712996 Sole 712996 0 0 16.17 11,529,145.32 SCHWEITZER-MAUDUIT INTL INC COM 808541106 260 13010 Sole 13010 0 0 20.02 260,460.20 SCIENTIFIC GAMES CORP-A COM 80874P109 552 31451 Sole 31451 0 0 17.54 551,650.54 SCOTTS COMPANY (THE)-CL A COM 810186106 636 21401 Sole 21401 0 0 29.72 636,037.72 Scripps E W Co Ohio COM 811054402 1 669 Sole 669 0 0 2.21 1,478.49 Scripps Networks Interactive - W/I COM 811065101 1574 71540 Sole 71540 0 0 22.00 1,573,880.00 SEABOARD CORP COM 811543107 375 314 Sole 314 0 0 1194.00 374,916.00 SEABRIGHT INSURANCE HLDG COM 811656107 217 18490 Sole 18490 0 0 11.74 217,072.60 SEACHANGE INTERNATIONAL INC COM 811699107 212 29350 Sole 29350 0 0 7.21 211,613.50 SEACOAST BANKING CORP FL COM 811707306 99 14981 Sole 14981 0 0 6.60 98,874.60 SEACOR Holdings Inc COM 811904101 1741 26129 Sole 26129 0 0 66.65 1,741,497.85 Seagate Technology COM G7945J104 26 5789 Sole 5789 0 0 4.43 25,645.27 SEALED AIR CORP COM 81211K100 1859 124433 Sole 124433 0 0 14.94 1,859,029.02 SEALY CORP COM 812139301 94 37542 Sole 37542 0 0 2.51 94,230.42 Sears Holdings Corp COM 812350106 1665 42836 Sole 42836 0 0 38.87 1,665,018.99 SEATTLE GENETICS INC/WA COM 812578102 492 55056 Sole 55056 0 0 8.94 492,200.64 SEI INVESTMENTS COMPANY COM 784117103 2044 130105 Sole 130105 0 0 15.71 2,043,949.55 SELECT COMFORT CORPORATION COM 81616X103 0 1 Sole 1 0 0 0.25 0.25
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- SELECTIVE INSURANCE GROUP COM 816300107 1124 49002 Sole 49002 0 0 22.93 1,123,615.86 SEMPRA ENERGY COM COM 816851109 8480 198913 Sole 198913 0 0 42.63 8,479,661.19 SEMTECH CORP COM 816850101 1034 91743 Sole 91743 0 0 11.27 1,033,943.61 SENIOR HOUSING PROP TRUST COM 81721M109 2371 132289 Sole 132289 0 0 17.92 2,370,618.88 SENSIENT TECHNOLOGIES CORP COM 81725T100 1756 73538 Sole 73538 0 0 23.88 1,756,087.44 SEPRACOR INC COM 817315104 578 52667 Sole 52667 0 0 10.98 578,283.66 Sequenom Inc COM 817337405 1129 56928 Sole 56928 0 0 19.84 1,129,451.52 Service Corporation International COM 817565104 645 129693 Sole 129693 0 0 4.97 644,574.21 SHAW GROUP INC COM 820280105 827 40405 Sole 40405 0 0 20.47 827,090.35 SHENANDOAH TELECOMMUN CO COM 82312B106 590 21033 Sole 21033 0 0 28.05 589,975.65 SHENGDATECH INC COM 823213103 102 29083 Sole 29083 0 0 3.52 102,372.16 SHERWIN-WILLIAMS CO/THE COM 824348106 4382 73342 Sole 73342 0 0 59.75 4,382,184.50 SHIP FINANCE INTL LTD COM G81075106 438 39655 Sole 39655 0 0 11.05 438,187.75 SHOE CARNIVAL INC COM 824889109 19 2002 Sole 2002 0 0 9.55 19,119.10 SHORE BANCSHARES INC COM 825107105 207 8611 Sole 8611 0 0 23.99 206,577.89 SHORETEL INC COM 825211105 186 41408 Sole 41408 0 0 4.49 185,921.92 SHUFFLE MASTER INC COM 825549108 258 52070 Sole 52070 0 0 4.96 258,267.20 SHUTTERFLY INC COM 82568P304 134 19156 Sole 19156 0 0 6.99 133,900.44 SI INTL INC COM 78427V102 0 0 Sole 0 0 0 31.92 0.00 SIERRA BANCORP COM COM 82620P102 153 7308 Sole 7308 0 0 21.00 153,468.00 SIGMA DESIGNS INC COM 826565103 251 26428 Sole 26428 0 0 9.50 251,066.00 SIGMA-ALDRICH COM 826552101 4094 96934 Sole 96934 0 0 42.24 4,094,492.16 SIGNATURE BK NEW YORK N Y COM 82669G104 975 33969 Sole 33969 0 0 28.69 974,570.61 Signet Jewelers Limit COM G81276100 17 1973 Sole 1973 0 0 8.67 17,105.91 SILGAN HOLDINGS INC COM 827048109 1157 24203 Sole 24203 0 0 47.81 1,157,145.43 SILICON IMAGE INC COM 82705T102 305 72670 Sole 72670 0 0 4.20 305,214.00 SILICON LABORATORIES INC COM 826919102 555 22378 Sole 22378 0 0 24.78 554,526.84 SILICON STORAGE TECHNOLOGY COM 827057100 217 94760 Sole 94760 0 0 2.29 217,000.40 SILICON VALLEY BANCSHARES COM 78486Q101 1168 44529 Sole 44529 0 0 26.23 1,167,995.67 SIMMONS FIRST NATL CORP-CL A COM 828730200 366 12411 Sole 12411 0 0 29.47 365,752.17 SIMON PROPERTY GROUP INC COM 828806109 12171 229088 Sole 229088 0 0 53.13 12,171,445.44 SIMPSON MANUFACTURING CO INC COM 829073105 1002 36079 Sole 36079 0 0 27.76 1,001,553.04 SINCLAIR BROADCAST GROUP-A COM 829226109 159 51150 Sole 51150 0 0 3.10 158,565.00 Sirona Dental Systems, Inc. COM 82966C103 160 15237 Sole 15237 0 0 10.50 159,988.50 SJW CORP COM 784305104 402 13429 Sole 13429 0 0 29.94 402,064.26 SKECHERS USA INC-CL A COM 830566105 398 31017 Sole 31017 0 0 12.82 397,637.94 SKILLED HEALTHCARE GROUP COM 83066R107 164 19426 Sole 19426 0 0 8.44 163,955.44 SKYLINE CORP COM 830830105 139 6966 Sole 6966 0 0 19.99 139,250.34 SKYWEST INC COM 830879102 1069 57471 Sole 57471 0 0 18.60 1,068,960.60
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- SKYWORKS SOLUTIONS INC COM 83088M102 864 155886 Sole 155886 0 0 5.54 863,608.44 SL GREEN REALTY CORP COM 78440X101 1077 41601 Sole 41601 0 0 25.90 1,077,465.90 SLM CORP COM 78442P106 3117 350232 Sole 350232 0 0 8.90 3,117,064.80 Smart Balance Inc COM 83169Y108 402 59066 Sole 59066 0 0 6.80 401,648.80 SMITH & WESSON HOLDING COM 831756101 23 10203 Sole 10203 0 0 2.27 23,160.81 SMITH (A.O.) CORP COM 831865209 569 19288 Sole 19288 0 0 29.52 569,381.76 SMITH INTERNATIONAL INC COM 832110100 3742 163457 Sole 163457 0 0 22.89 3,741,530.73 SMITH MICRO SOFTWARE INC COM 832154108 164 29481 Sole 29481 0 0 5.56 163,914.36 SMITHFIELD FOODS INC COM 832248108 847 60180 Sole 60180 0 0 14.07 846,732.60 SMITHTOWN BANCORP INC COM 832449102 163 10185 Sole 10185 0 0 16.03 163,265.55 Smurfit-Stone Contai COM 832727101 2 5922 Sole 5922 0 0 0.26 1,510.11 SNAP-ON INC COM 833034101 1846 46865 Sole 46865 0 0 39.38 1,845,543.70 SOHU.COM INC COM 83408W103 515 10879 Sole 10879 0 0 47.34 515,011.86 SOLERA HOLDINGS INC COM 83421A104 1202 49880 Sole 49880 0 0 24.10 1,202,108.00 Solutia Inc COM 834376501 403 89451 Sole 89451 0 0 4.50 402,529.50 SOMANETICS CORP COM 834445405 213 12872 Sole 12872 0 0 16.51 212,516.72 SONIC AUTOMOTIVE INC COM 83545G102 106 26707 Sole 26707 0 0 3.98 106,293.86 SONIC CORP COM 835451105 671 55168 Sole 55168 0 0 12.17 671,394.56 SONICWALL INC COM 835470105 219 54904 Sole 54904 0 0 3.98 218,517.92 SONOCO PRODUCTS CO COM 835495102 1285 55505 Sole 55505 0 0 23.16 1,285,495.80 SONOSITE INC COM 83568G104 284 14901 Sole 14901 0 0 19.08 284,311.08 SONUS NETWORKS INC COM 835916107 324 205336 Sole 205336 0 0 1.58 324,430.88 SOTHEBY'S HOLDINGS -CL A COM 835898107 860 96696 Sole 96696 0 0 8.89 859,627.44 Sourcefire Inc COM 83616T108 116 20669 Sole 20669 0 0 5.60 115,746.40 SOUTH FINANCIAL GROUP INC COM 837841105 283 65477 Sole 65477 0 0 4.32 282,860.64 SOUTH JERSEY INDUSTRIES COM 838518108 1122 28153 Sole 28153 0 0 39.85 1,121,897.05 SOUTHERN CO COM 842587107 23374 631737 Sole 631737 0 0 37.00 23,374,269.00 Southern Peru Copper COM 84265V105 1785 111118 Sole 111118 0 0 16.06 1,784,555.08 SOUTHERN UNION CO COM 844030106 816 62557 Sole 62557 0 0 13.04 815,743.28 SOUTHSIDE BANCSHARES INC COM 84470P109 282 11999 Sole 11999 0 0 23.50 281,976.50 SOUTHWEST AIRLINES COM 844741108 5086 590076 Sole 590076 0 0 8.62 5,086,455.12 SOUTHWEST BANCORP INC/OKLA COM 844767103 191 14710 Sole 14710 0 0 12.96 190,641.60 SOUTHWEST GAS CORP COM 844895102 1038 41166 Sole 41166 0 0 25.22 1,038,206.52 SOUTHWESTERN ENERGY CO COM 845467109 7597 262239 Sole 262239 0 0 28.97 7,597,063.83 SOVEREIGN BANCORP INC COM 845905108 1317 441815 Sole 441815 0 0 2.98 1,316,608.70 SOVRAN SELF STORAGE INC COM 84610H108 914 25389 Sole 25389 0 0 36.00 914,004.00 SPARTAN MOTORS INC COM 846819100 127 26761 Sole 26761 0 0 4.73 126,579.53 SPARTAN STORES INC COM 846822104 487 20967 Sole 20967 0 0 23.25 487,482.75 SPARTECH CORP COM 847220209 172 27523 Sole 27523 0 0 6.26 172,293.98
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- SPDR TRUST SERIES 1 COM 78462F103 107373 1189859 Sole 1189859 0 0 90.24 107,372,836.45 Spectra Energy Corp-W/I COM 847560109 7854 499001 Sole 499001 0 0 15.74 7,854,275.74 SPEEDWAY MOTORSPORTS INC COM 847788106 206 12781 Sole 12781 0 0 16.11 205,901.91 Spirit Aerosystems H COM 848574109 25 2423 Sole 2423 0 0 10.17 24,641.91 SPRINT CORP-FON GROUP COM 852061100 4178 2282972 Sole 2282972 0 0 1.83 4,177,838.21 SPSS INC COM 78462K102 462 17134 Sole 17134 0 0 26.96 461,932.64 SPX CORP COM 784635104 1068 26328 Sole 26328 0 0 40.55 1,067,600.40 SRA INTERNATIONAL INC-CL A COM 78464R105 1102 63880 Sole 63880 0 0 17.25 1,101,930.00 St Joe Corp COM 790148100 8 342 Sole 342 0 0 24.32 8,317.44 ST JUDE MEDICAL INC COM 790849103 8473 257064 Sole 257064 0 0 32.96 8,472,829.44 ST MARY LAND& EXPLORATION COM 792228108 17 836 Sole 836 0 0 20.31 16,979.16 STAGE STORES INC COM 85254C305 297 36003 Sole 36003 0 0 8.25 297,024.75 STAMPS.COM INC COM 852857200 141 14337 Sole 14337 0 0 9.83 140,932.71 STANCORP FINANCIAL GROUP COM 852891100 1036 24801 Sole 24801 0 0 41.77 1,035,937.77 STANDARD MICROSYSTEMS CORP COM 853626109 343 21001 Sole 21001 0 0 16.34 343,156.34 STANDARD PARKING CORP COM 853790103 161 8319 Sole 8319 0 0 19.34 160,889.46 STANDARD REGISTER CO COM 853887107 135 15162 Sole 15162 0 0 8.93 135,396.66 STANDARD-PACIFIC CORP COM 85375C101 180 101101 Sole 101101 0 0 1.78 179959.78 STANDEX INTERNATIONAL CORP COM 854231107 302 15223 Sole 15223 0 0 19.84 302,024.32 STANLEY INC COM 854532108 320 8834 Sole 8834 0 0 36.22 319,967.48 STANLEY WORKS/THE COM 854616109 2192 64272 Sole 64272 0 0 34.10 2,191,675.20 STAPLES INC COM 855030102 9855 549945 Sole 549945 0 0 17.92 9,855,014.40 STAR SCIENTIFIC INC COM COM 85517P101 241 62890 Sole 62890 0 0 3.83 240,868.70 STARBUCKS CORP COM 855244109 5197 549328 Sole 549328 0 0 9.46 5,196,642.88 STARENT NETWORKS CORP COM 85528P108 340 28479 Sole 28479 0 0 11.93 339,754.47 STARWOOD HOTELS& RESORTS COM 85590A401 2597 145072 Sole 145072 0 0 17.90 2,596,788.80 STATE AUTO FINANCIAL CORP COM 855707105 415 13793 Sole 13793 0 0 30.06 414,617.58 STATE BANCORP INC COM 855716106 143 14710 Sole 14710 0 0 9.74 143,275.40 STATE STREET CORP COM 857477103 13394 340565 Sole 340565 0 0 39.33 13,394,421.45 STEC INC COM 784774101 125 29405 Sole 29405 0 0 4.26 125,265.30 STEEL DYNAMICS INC COM 858119100 951 85023 Sole 85023 0 0 11.18 950,557.14 Steelcase Inc COM 858155203 8 1435 Sole 1435 0 0 5.62 8,064.70 STEINER LEISURE LTD COM P8744Y102 444 15043 Sole 15043 0 0 29.52 444,069.36 STEINWAY MUSICAL INSTRUMENTS COM 858495104 105 6001 Sole 6001 0 0 17.51 105,077.51 Stellarone Corp COM 85856G100 366 21672 Sole 21672 0 0 16.90 366,256.80 STEPAN CO COM 858586100 288 6134 Sole 6134 0 0 46.99 288,236.66 STEREOTAXIS INC COM 85916J102 123 27959 Sole 27959 0 0 4.40 123,019.72 STERICYCLE INC COM 858912108 3406 65400 Sole 65400 0 0 52.08 3,406,032.00 STERIS CORP COM 859152100 2001 83769 Sole 83769 0 0 23.89 2,001,241.41
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- STERLING BANCORP-N Y COM 859158107 269 19208 Sole 19208 0 0 14.03 269,488.24 STERLING BANCSHARES INC/TX COM 858907108 423 69545 Sole 69545 0 0 6.08 422,833.60 STERLING CONSTRUCTION CO COM 859241101 212 11413 Sole 11413 0 0 18.54 211,597.02 STERLING FINL CORP/SPOKANE COM 859319105 436 49510 Sole 49510 0 0 8.80 435,688.09 STEVEN MADDEN LTD COM 556269108 388 18204 Sole 18204 0 0 21.32 388,109.28 STEWART ENTERPRISES INC-CL A COM 860370105 258 85833 Sole 85833 0 0 3.01 258,357.33 STEWART INFORMATION SERVICES COM 860372101 383 16288 Sole 16288 0 0 23.49 382,605.12 STIFEL FINL CORP COM 860630102 1139 24851 Sole 24851 0 0 45.85 1,139,418.35 STILLWATER MINING CO COM 86074Q102 198 40119 Sole 40119 0 0 4.94 198,187.86 STONE ENERGY CORP COM 861642106 338 30637 Sole 30637 0 0 11.02 337,619.74 STRATASYS INC COM 862685104 204 18937 Sole 18937 0 0 10.75 203,572.75 STRATEGIC HOTEL CAPITAL COM 86272T106 154 91603 Sole 91603 0 0 1.68 153893.04 Stratus Pptys Inc COM 863167201 17 1386 Sole 1386 0 0 12.46 17,269.56 STRAYER EDUCATION INC COM 863236105 1476 6883 Sole 6883 0 0 214.41 1,475,784.03 STRYKER CORP COM COM 863667101 7228 180927 Sole 180927 0 0 39.95 7,228,033.65 Student Ln Corp COM 863902102 4 91 Sole 91 0 0 41.00 3,731.00 SUCCESSFACTORS INC COM 864596101 124 21549 Sole 21549 0 0 5.74 123,691.26 SUFFOLK BANCORP COM 864739107 328 9123 Sole 9123 0 0 35.93 327,789.39 SUN BANCORP INC-NJ COM 86663B102 110 14707 Sole 14707 0 0 7.49 110,155.43 SUN COMMUNITIES INC COM 866674104 294 20982 Sole 20982 0 0 14.00 293,748.00 SUN HEALTHCARE GROUP INC COM 866933401 362 40853 Sole 40853 0 0 8.85 361,549.05 SUN HYDRAULICS CORP COM 866942105 198 10511 Sole 10511 0 0 18.84 198,027.24 SUN MICROSYSTEMS INC COM 866810203 2302 602537 Sole 602537 0 0 3.82 2,301,691.34 SUNOCO INC COM 86764P109 3841 88380 Sole 88380 0 0 43.46 3,840,994.80 Sunstone Hotel Invs COM 867892101 389 62914 Sole 62914 0 0 6.19 389,437.66 SUNTRUST BANKS INC COM 867914103 8790 297550 Sole 297550 0 0 29.54 8,789,627.00 Super Micro Computer COM 86800U104 136 21544 Sole 21544 0 0 6.33 136,373.52 SUPERIOR ENERGY SERVICES INC COM 868157108 597 37504 Sole 37504 0 0 15.93 597,438.72 SUPERIOR INDUSTRIES INTL COM 868168105 206 19573 Sole 19573 0 0 10.52 205,907.96 Superior Well Services, Inc. COM 86837X105 213 21285 Sole 21285 0 0 10.00 212,850.00 Supertel Hospitality Inc. COM 868526104 7 3945 Sole 3945 0 0 1.70 6,706.50 SUPERTEX INC COM 868532102 242 10063 Sole 10063 0 0 24.01 241,612.63 SUPERVALU INC COM 868536103 2522 172755 Sole 172755 0 0 14.60 2,522,222.88 SUPPORTSOFT INC COM 868587106 84 37671 Sole 37671 0 0 2.23 84,006.33 SURMODICS INC COM 868873100 353 13960 Sole 13960 0 0 25.27 352,769.20 SUSQUEHANNA BANCSHARES INC COM 869099101 1287 80887 Sole 80887 0 0 15.91 1,286,912.17 SUSSER HOLDINGS CORP COM 869233106 101 7622 Sole 7622 0 0 13.29 101,296.38 SWIFT ENERGY CO COM 870738101 491 29195 Sole 29195 0 0 16.81 490,767.95 SWITCH & DATA FACILITIES CO COM 871043105 141 19045 Sole 19045 0 0 7.39 140,742.55
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- SWS GROUP INC COM 78503N107 443 23353 Sole 23353 0 0 18.95 442,539.35 SYBASE INC COM 871130100 2833 114384 Sole 114384 0 0 24.77 2,833,291.68 SYCAMORE NETWORKS INC COM 871206108 491 182350 Sole 182350 0 0 2.69 490,521.50 SYKES ENTERPRISES INC COM 871237103 573 29974 Sole 29974 0 0 19.12 573,102.88 SYMANTEC CORP COM COM 871503108 8922 659918 Sole 659918 0 0 13.52 8,922,090.55 SYMMETRICOM INC COM 871543104 168 42428 Sole 42428 0 0 3.95 167,590.60 Symmetry Medical COM 871546206 284 35638 Sole 35638 0 0 7.97 284,034.86 SYMYX TECHNOLOGIES INC COM 87155S108 170 28595 Sole 28595 0 0 5.94 169,854.30 SYNAPTICS INC COM 87157D109 556 33593 Sole 33593 0 0 16.56 556,300.08 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 186 17441 Sole 17441 0 0 10.66 185,921.06 SYNIVERSE HOLDINGS INC COM 87163F106 589 49366 Sole 49366 0 0 11.94 589,430.04 SYNNEX CORP COM 87162W100 161 14226 Sole 14226 0 0 11.33 161,180.58 SYNOPSYS INC COM 871607107 1352 72986 Sole 72986 0 0 18.52 1,351,700.72 SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 236 12611 Sole 12611 0 0 18.74 236,330.14 SYNOVUS FINANCIAL CORP COM 87161C105 1181 142327 Sole 142327 0 0 8.30 1,181,314.10 SYNTEL INC COM 87162H103 266 11489 Sole 11489 0 0 23.12 265,625.68 Synutra Intl Inc COM 87164C102 111 10098 Sole 10098 0 0 11.02 111,279.96 SYSCO CORP COM COM 871829107 10265 447482 Sole 447482 0 0 22.94 10,265,237.08 Systemax Inc COM 871851101 117 10896 Sole 10896 0 0 10.77 117,349.92 T ROWE PRICE GROUP INC COM 74144T108 6965 196539 Sole 196539 0 0 35.44 6,965,342.16 T-3 ENERGY SERVICES INC COM 87306E107 107 11326 Sole 11326 0 0 9.44 106,917.44 TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 554 73286 Sole 73286 0 0 7.56 554,042.16 TAL INTERNATIONAL GROUP COM 874083108 177 12519 Sole 12519 0 0 14.10 176,517.90 TALEO CORP COM 87424N104 168 21457 Sole 21457 0 0 7.83 168,008.31 TANGER FACTORY OUTLET CENTER COM 875465106 1406 37368 Sole 37368 0 0 37.62 1,405,784.16 TARGET CORP COM 87612E106 20044 580474 Sole 580474 0 0 34.53 20,043,767.22 TASER INTL INC COM 87651B104 318 60241 Sole 60241 0 0 5.28 318,072.48 TAUBMAN CENTERS INC COM 876664103 299 11762 Sole 11762 0 0 25.46 299,460.52 TBS INTERNATIONAL LTD COM G86975151 97 9624 Sole 9624 0 0 10.03 96,528.72 TCF FINANCIAL CORP COM 872275102 918 67197 Sole 67197 0 0 13.66 917,911.02 TD AMERITRADE HLDG COM 87236Y108 1412 99120 Sole 99120 0 0 14.25 1,412,460.00 TEAM INC COM 878155100 476 17176 Sole 17176 0 0 27.70 475,775.20 TECH DATA CORP COM 878237106 449 25189 Sole 25189 0 0 17.84 449,371.76 TECHNE CORP COM 878377100 1187 18394 Sole 18394 0 0 64.52 1,186,780.88 TECHNITROL INC COM 878555101 134 38446 Sole 38446 0 0 3.48 133,792.08 TECO ENERGY INC COM 872375100 2233 180846 Sole 180846 0 0 12.35 2,233,448.10 TECUMSEH PRODUCTS CO-CL A COM 878895200 146 15228 Sole 15228 0 0 9.58 145,884.24 Teekay Shipping Mars COM Y8564W103 19 977 Sole 977 0 0 19.65 19,198.05 Teekay Tankers Ltd COM Y8565N102 164 12930 Sole 12930 0 0 12.70 164,211.00
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- TEJON RANCH CO COM 879080109 269 10887 Sole 10887 0 0 24.74 269,344.38 TEKELEC COM 879101103 832 62372 Sole 62372 0 0 13.34 832,042.48 TELECOMMUNICATION SYSTEMS-A COM 87929J103 283 32898 Sole 32898 0 0 8.59 282,593.82 TELEDYNE TECHNOLOGIES INC COM 879360105 1499 33654 Sole 33654 0 0 44.55 1,499,285.70 TELEFLEX INC COM 879369106 1008 20129 Sole 20129 0 0 50.10 1,008,462.90 TELEPHONE AND DATA SYSTEMS COM 879433100 1679 52880 Sole 52880 0 0 31.75 1,678,940.00 TELETECH HOLDINGS INC COM 879939106 302 36163 Sole 36163 0 0 8.35 301,961.05 TELLABS INC COM 879664100 1308 317584 Sole 317584 0 0 4.12 1,308,446.08 TEMPLE-INLAND INC COM 879868107 259 53982 Sole 53982 0 0 4.80 259,113.60 TEMPUR-PEDIC INTL INC COM 88023U101 484 68247 Sole 68247 0 0 7.09 483,871.23 TENET HEALTHCARE CORP COM 88033G100 384 333872 Sole 333872 0 0 1.15 383,952.80 TENNANT CO COM 880345103 233 15148 Sole 15148 0 0 15.40 233,279.20 TENNECO AUTOMOTIVE INC COM 880349105 122 41218 Sole 41218 0 0 2.95 121,593.10 TERADATA CORP-W/I COM 88076W103 2042 137677 Sole 137677 0 0 14.83 2,041,749.91 TERADYNE INC COM 880770102 572 135663 Sole 135663 0 0 4.22 572,497.86 TEREX CORP COM 880779103 833 48104 Sole 48104 0 0 17.32 833,161.28 TERRA INDS INC COM 880915103 824 49406 Sole 49406 0 0 16.67 823,598.02 TERREMARK WORLDWIDE INC COM 881448203 169 43348 Sole 43348 0 0 3.89 168,623.72 TESORO PETROLEUM CORP COM 881609101 1475 112004 Sole 112004 0 0 13.17 1,475,092.68 TESSERA TECHNOLOGIES INC COM 88164L100 608 51150 Sole 51150 0 0 11.88 607,662.00 TETRA TECH INC COM 88162G103 1356 56132 Sole 56132 0 0 24.15 1,355,587.80 TEXAS CAP BANCSHARES INC COM 88224Q107 365 27323 Sole 27323 0 0 13.36 365,035.28 TEXAS INDUSTRIES INC COM 882491103 804 23296 Sole 23296 0 0 34.50 803,712.00 TEXAS INSTRUMENTS INC COM 882508104 15028 968272 Sole 968272 0 0 15.52 15,027,581.44 Texas Roadhouse Inc COM 882681109 348 44930 Sole 44930 0 0 7.75 348,207.50 TEXTRON INC COM 883203101 2747 198084 Sole 198084 0 0 13.87 2,747,425.08 Tfs Finl Corp COM 87240R107 25 1965 Sole 1965 0 0 12.90 25,348.50 THE BUCKLE INC COM 118440106 485 22234 Sole 22234 0 0 21.82 485,145.88 THE ENSIGN GROUP INC COM 29358P101 141 8451 Sole 8451 0 0 16.74 141,469.74 THE FINISH LINE-CL A COM 317923100 256 45626 Sole 45626 0 0 5.60 255,505.60 THE MEN'S WEARHOUSE INC COM 587118100 652 48184 Sole 48184 0 0 13.54 652,411.36 THE STEAK N SHAKE COMPANY COM 857873103 136 22875 Sole 22875 0 0 5.95 136,106.25 THE WALT DISNEY CO. COM 254687106 33426 1473168 Sole 1473168 0 0 22.69 33,426,181.92 THERAVANCE INC COM 88338T104 612 49389 Sole 49389 0 0 12.39 611,929.71 Thermadyne Hldgs Cor COM 883435307 90 13111 Sole 13111 0 0 6.87 90,072.57 THERMO ELECTRON CORP COM 883556102 11284 331203 Sole 331203 0 0 34.07 11284086.21 thinkorswim Group Inc COM 88409C105 300 53411 Sole 53411 0 0 5.62 300,169.82 THOMAS&BETTS CORP COM 884315102 682 28390 Sole 28390 0 0 24.02 681,927.80 THOR INDUSTRIES INC COM 885160101 234 17742 Sole 17742 0 0 13.18 233,839.56
Page 58 of 66
Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- THORATEC CORP COM 885175307 2538 78125 Sole 78125 0 0 32.49 2,538,281.25 THQ INC COM 872443403 259 61929 Sole 61929 0 0 4.19 259,482.51 TIBCO SOFTWARE INC COM 88632Q103 959 184754 Sole 184754 0 0 5.19 958,873.26 TICKETMASTER COM 88633P302 5 743 Sole 743 0 0 6.42 4,770.06 TIDEWATER INC COM 886423102 1050 26080 Sole 26080 0 0 40.27 1,050,241.60 TIFFANY&CO COM 886547108 2306 97582 Sole 97582 0 0 23.63 2,305,862.66 TIM HORTONS INC COM 88706M103 0 0 Sole 0 0 0 28.84 0.10 TIMBERLAND CO CL A COM 887100105 821 71079 Sole 71079 0 0 11.55 820,962.45 Time Warner Cable In COM 88732J108 39 1805 Sole 1805 0 0 21.45 38,717.25 TIME WARNER INC COM 887317105 29348 2917266 Sole 2917266 0 0 10.06 29,347,695.96 Timken Company COM 887389104 941 47956 Sole 47956 0 0 19.63 941,376.28 TITAN INTERNATIONAL INC COM 88830M102 254 30815 Sole 30815 0 0 8.25 254,223.75 Titan Machy Inc COM 88830R101 100 7092 Sole 7092 0 0 14.06 99,713.52 TITANIUM METALS CORP COM 888339207 574 65171 Sole 65171 0 0 8.81 574,156.51 TIVO INC COM 888706108 722 100902 Sole 100902 0 0 7.16 722,458.32 TJX COS INC NEW COM COM 872540109 7807 379524 Sole 379524 0 0 20.57 7,806,808.68 TNS INC COM 872960109 219 23340 Sole 23340 0 0 9.39 219,162.60 TOLL BROTHERS INC COM 889478103 2437 113730 Sole 113730 0 0 21.43 2,437,233.90 TOMOTHERAPY INC COM 890088107 95 39782 Sole 39782 0 0 2.38 94,681.16 TOMPKINS TRUSTCO INC COM 890110109 328 5657 Sole 5657 0 0 57.95 327,823.15 TOOTSIE ROLL INDS COM 890516107 901 35188 Sole 35188 0 0 25.61 901,164.68 TORCHMARK CORP COM 891027104 3024 67658 Sole 67658 0 0 44.70 3,024,312.60 TOTAL SYSTEM SERVICE -W/I COM 891906109 2058 147005 Sole 147005 0 0 14.00 2,058,069.96 Tower Group Inc COM 891777104 531 18808 Sole 18808 0 0 28.21 530,573.68 Townebank Portsmouth COM 89214P109 497 20059 Sole 20059 0 0 24.79 497,262.61 TRACTOR SUPPLY COMPANY COM 892356106 1156 31993 Sole 31993 0 0 36.14 1,156,227.02 TRADESTATION GROUP INC COM 89267P105 199 30844 Sole 30844 0 0 6.45 198,943.80 Transatlantic Hldgs COM 893521104 19 474 Sole 474 0 0 40.06 18,988.44 TRANSDIGM GROUP INC COM 893641100 1072 31923 Sole 31923 0 0 33.57 1,071,655.11 Transmeta Corp Del COM 89376R208 216 11855 Sole 11855 0 0 18.20 215,761.00 Travelers Cos Inc. COM 89417E109 21575 477327 Sole 477327 0 0 45.20 21,575,192.07 TREDEGAR CORP COM 894650100 422 23227 Sole 23227 0 0 18.18 422,266.86 TREE.COM INC COM 894675107 0 123 Sole 123 0 0 2.60 319.80 TREEHOUSE FOODS INC. COM 89469A104 783 28736 Sole 28736 0 0 27.24 782,768.64 TREX COMPANY INC COM 89531P105 274 16638 Sole 16638 0 0 16.46 273,861.48 TRICO BANCSHARES COM 896095106 331 13252 Sole 13252 0 0 24.97 330,902.44 TRIDENT MICROSYSTEMS INC COM 895919108 110 58067 Sole 58067 0 0 1.89 109,746.63 TRIMBLE NAVIGATION LTD COM 896239100 1250 57832 Sole 57832 0 0 21.61 1,249,749.52 TRINITY INDUSTRIES COM 896522109 636 40348 Sole 40348 0 0 15.76 635,884.48
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- TRIPLE-S MANAGEMENT CORP-B COM 896749108 164 14302 Sole 14302 0 0 11.50 164,473.00 TRIQUINT SEMICONDUCTOR INC COM 89674K103 441 128299 Sole 128299 0 0 3.44 441,348.56 TRIUMPH GROUP INC COM 896818101 682 16056 Sole 16056 0 0 42.46 681,737.76 TRUE RELIGION APPAREL COM 89784N104 199 15988 Sole 15988 0 0 12.44 198,890.72 TrueBlue Inc. COM 89785X101 416 43421 Sole 43421 0 0 9.57 415,538.97 TRUSTCO BANK CORP NY COM 898349105 678 71260 Sole 71260 0 0 9.51 677682.60 TRUSTMARK CORP COM 898402102 1120 51866 Sole 51866 0 0 21.59 1,119,786.94 Trw Automotive Hldgs COM 87264S106 4 1162 Sole 1162 0 0 3.60 4,183.20 TTM TECHNOLOGIES COM 87305R109 195 37334 Sole 37334 0 0 5.21 194,510.14 TUPPERWARE CORPORATION COM 899896104 2141 94318 Sole 94318 0 0 22.70 2,141,018.60 TURBOCHEF TECHNOLOGIES COM 900006206 126 25633 Sole 25633 0 0 4.91 125,858.03 tw telecom inc COM 87311L104 1143 134984 Sole 134984 0 0 8.47 1,143,314.48 Tween Brands Inc COM 901166108 97 22486 Sole 22486 0 0 4.32 97,139.52 Tyco Electronics Ltd. COM G9144P105 6059 373803 Sole 373803 0 0 16.21 6,059,346.63 Tyco International Ltd. COM G9143X208 8213 380241 Sole 380241 0 0 21.60 8,213,200.42 TYLER TECHNOLOGIES INC COM 902252105 409 34106 Sole 34106 0 0 11.98 408,589.88 TYSON FOODS INC-CL A COM 902494103 2151 245518 Sole 245518 0 0 8.76 2,150,737.68 U S Airways Group In COM 90341W108 831 107510 Sole 107510 0 0 7.73 831,052.30 U S CONCRETE INC COM 90333L102 163 48487 Sole 48487 0 0 3.36 162,916.32 U Store It COM 91274F104 240 53939 Sole 53939 0 0 4.45 240,028.55 U.S. PHYSICAL THERAPY INC COM 90337L108 163 12245 Sole 12245 0 0 13.33 163,225.85 UCBH HOLDINGS INC COM 90262T308 740 107509 Sole 107509 0 0 6.88 739,661.92 UDR Inc COM 902653104 1369 99241 Sole 99241 0 0 13.79 1,368,533.39 UGI Corp COM 902681105 1335 54667 Sole 54667 0 0 24.42 1,334,968.14 UIL HOLDINGS CORP COM 902748102 735 24471 Sole 24471 0 0 30.03 734,864.13 ULTA SALON COSMETICS & FRAGRANCE COM 90384S303 166 19998 Sole 19998 0 0 8.28 165,583.44 ULTIMATE SOFTWARE GROUP INC COM 90385D107 348 23852 Sole 23852 0 0 14.60 348,239.20 ULTRALIFE BATTERIES INC COM 903899102 171 12755 Sole 12755 0 0 13.41 171,044.55 ULTRATECH INC COM 904034105 266 22274 Sole 22274 0 0 11.96 266,397.04 UMB FINANCIAL CORP COM 902788108 1425 28997 Sole 28997 0 0 49.14 1,424,912.58 UMPQUA HOLDINGS CORP COM 904214103 886 61230 Sole 61230 0 0 14.47 885,998.10 UNDER ARMOUR INC COM 904311107 1184 49674 Sole 49674 0 0 23.84 1,184,228.16 UNIFI INC COM 904677101 126 44768 Sole 44768 0 0 2.82 126,245.76 UNIFIRST CORP/MA COM 904708104 443 14936 Sole 14936 0 0 29.69 443,449.84 UNION BANKSHARES CORP COM 905399101 317 12764 Sole 12764 0 0 24.80 316,547.20 UNION PACIFIC CORP COM 907818108 19188 401428 Sole 401428 0 0 47.80 19,188,258.40 UNISOURCE ENERGY CORP CO COM 909205106 1059 36073 Sole 36073 0 0 29.36 1,059,103.28 UNISYS CORP COM 909214108 3 3702 Sole 3702 0 0 0.85 3,146.70 UNIT CORP COM 909218109 618 23121 Sole 23121 0 0 26.72 617,793.12
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- United Airlines COM 902549807 1323 120079 Sole 120079 0 0 11.02 1,323,270.58 UNITED AMERICA INDEMNITY COM 90933T109 267 20844 Sole 20844 0 0 12.81 267,011.64 UNITED BANKSHARES INC W VA COM 909907107 1335 40184 Sole 40184 0 0 33.22 1,334,912.48 UNITED CAPITAL CORP COM 909912107 7 395 Sole 395 0 0 18.14 7,165.30 UNITED COMMUNITY BANKS/GA COM 90984P105 497 36598 Sole 36598 0 0 13.58 497,001.80 United Financial Banc COM 91030T109 274 18096 Sole 18096 0 0 15.14 273,973.44 UNITED FIRE&CASUALTY CO COM 910331107 637 20503 Sole 20503 0 0 31.07 637,028.21 UNITED NATURAL FOODS INC COM 911163103 721 40474 Sole 40474 0 0 17.82 721,246.68 UNITED ONLINE INC COM 911268100 441 72629 Sole 72629 0 0 6.07 440,858.03 UNITED PARCEL SERVICE- CL B COM 911312106 42130 763787 Sole 763787 0 0 55.16 42,130,490.92 UNITED RENTALS INC COM 911363109 277 30345 Sole 30345 0 0 9.12 276,746.40 UNITED SECURITY BANCSHARES CA COM COM 911460103 100 8594 Sole 8594 0 0 11.58 99,518.52 United States Cellul COM 911684108 10 227 Sole 227 0 0 43.24 9,815.48 UNITED STATES STEEL CORP COM 912909108 3433 92297 Sole 92297 0 0 37.20 3,433,448.40 UNITED STATIONERS INC COM 913004107 713 21276 Sole 21276 0 0 33.49 712,533.24 UNITED TECHNOLOGIES CORP COM 913017109 39578 738397 Sole 738397 0 0 53.60 39,578,079.20 UNITED THERAPEUTICS CORP COM 91307C102 2044 32670 Sole 32670 0 0 62.55 2,043,508.50 UNITEDHEALTH GROUP INC COM 91324P102 26198 984883 Sole 984883 0 0 26.60 26,197,887.80 UNITRIN INC COM 913275103 496 31145 Sole 31145 0 0 15.94 496,451.30 UNIVERSAL AMER FINANCIAL CRP COM 913377107 352 39961 Sole 39961 0 0 8.82 352,456.02 UNIVERSAL CORP/VA COM 913456109 1264 42328 Sole 42328 0 0 29.87 1,264,337.36 UNIVERSAL DISPLAY CORP COM 91347P105 259 27363 Sole 27363 0 0 9.45 258,580.35 UNIVERSAL ELECTRONICS INC COM 913483103 223 13768 Sole 13768 0 0 16.22 223,316.96 UNIVERSAL FOREST PRODUCTS COM 913543104 410 15248 Sole 15248 0 0 26.91 410,323.68 UNIVERSAL HEALTH RLTY INCOME COM 91359E105 486 14759 Sole 14759 0 0 32.91 485,718.69 UNIVERSAL HEALTH SERVICES-B COM 913903100 962 25601 Sole 25601 0 0 37.57 961,829.57 UNIVERSAL STAINLESS COM 913837100 85 5833 Sole 5833 0 0 14.49 84,520.17 UNIVERSAL TECHNICAL INST INC COM 913915104 348 20257 Sole 20257 0 0 17.17 347,812.69 UNIVERSAL TRUCKLOAD SVCS COM 91388P105 89 6254 Sole 6254 0 0 14.16 88,556.64 UNIVEST CORP PA COM 915271100 361 11226 Sole 11226 0 0 32.14 360,803.64 UNUMPROVIDENT CORP COM 91529Y106 5031 270476 Sole 270476 0 0 18.60 5,030,853.60 URBAN OUTFITTERS INC COM 917047102 826 55168 Sole 55168 0 0 14.98 826,416.64 URS CORP COM 903236107 1712 41994 Sole 41994 0 0 40.77 1,712,095.38 URSTADT BIDDLE - CL A COM 917286205 375 23511 Sole 23511 0 0 15.93 374,530.23 US BANCORP COM 902973304 35978 1438553 Sole 1438553 0 0 25.01 35,978,210.28 USA MOBILITY INC COM 90341G103 248 21417 Sole 21417 0 0 11.57 247,794.69 USANA HEALTH SCIENCES INC COM 90328M107 280 8172 Sole 8172 0 0 34.24 279,809.28 USEC INC COM 90333E108 514 114524 Sole 114524 0 0 4.49 514,212.76 USG CORP COM 903293405 6 699 Sole 699 0 0 8.04 5,619.96
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- UST INC COM 902911106 8045 115955 Sole 115955 0 0 69.38 8,044,957.90 Uti Worldwide Inc COM G87210103 3 221 Sole 221 0 0 14.34 3,169.14 Utilities Holders Tr Com Stk COM 918019100 2006 21000 Sole 21000 0 0 95.51 2,005,710.00 UTSTARCOM INC COM 918076100 217 117526 Sole 117526 0 0 1.85 217,423.10 VAALCO ENERGY INC COM 91851C201 444 59695 Sole 59695 0 0 7.44 444,130.80 VAIL RESORTS INC COM 91879Q109 791 29737 Sole 29737 0 0 26.60 791,004.20 VALEANT PHARMACEUTICALS INTE COM 91911X104 2269 99062 Sole 99062 0 0 22.90 2,268,519.80 VALENCE TECHNOLOGY INC COM 918914102 94 51844 Sole 51844 0 0 1.82 94,356.08 VALERO ENERGY CORP COM 91913Y100 9116 421256 Sole 421256 0 0 21.64 9,115,979.84 VALHI INC COM 918905100 1 84 Sole 84 0 0 10.70 898.80 VALIDUS HOLDINGS LTD COM G9319H102 1552 59320 Sole 59320 0 0 26.16 1,551,811.20 Valley National Bancorp COM 919794107 1493 73739 Sole 73739 0 0 20.25 1,493,214.75 VALSPAR CORP COM 920355104 915 50592 Sole 50592 0 0 18.09 915,209.28 VALUECLICK INC COM 92046N102 893 130541 Sole 130541 0 0 6.84 892,900.44 VARIAN INC COM 922206107 1371 40915 Sole 40915 0 0 33.51 1,371,061.65 VARIAN MEDICAL SYSTEMS INC COM 92220P105 3252 92799 Sole 92799 0 0 35.04 3,251,676.96 VASCO DATA SECURITY INTL COM 92230Y104 264 25558 Sole 25558 0 0 10.33 264,014.14 VCA ANTECH INC COM 918194101 814 40941 Sole 40941 0 0 19.88 813,907.08 VECTOR GROUP LTD COM 92240M108 426 31265 Sole 31265 0 0 13.62 425,829.30 VECTREN CORPORATION COM 92240G101 1027 41048 Sole 41048 0 0 25.01 1,026,610.48 VEECO INSTRUMENTS INC COM 922417100 206 32472 Sole 32472 0 0 6.34 205,872.48 VENTAS INC COM 92276F100 1151 34296 Sole 34296 0 0 33.57 1,151,316.72 VERIFONE HLDGS INC COM 92342Y109 310 63250 Sole 63250 0 0 4.90 309,925.00 Verisign, Inc. COM 92343E102 2765 144920 Sole 144920 0 0 19.08 2765073.60 VERIZON COMMUNICATIONS INC COM 92343V104 78564 2317523 Sole 2317523 0 0 33.90 78,564,029.63 VERTEX PHARMACEUTICALS INC COM 92532F100 2211 72789 Sole 72789 0 0 30.38 2,211,329.82 VF CORP COM 918204108 3934 71824 Sole 71824 0 0 54.77 3,933,800.48 VIACOM INC-CLASS B COM 92553P201 8749 459018 Sole 459018 0 0 19.06 8,748,883.08 VIAD CORP COM 92552R406 496 20064 Sole 20064 0 0 24.74 496,383.36 VIASAT INC COM 92552V100 590 24501 Sole 24501 0 0 24.08 589,984.08 VICOR CORP COM 925815102 134 20338 Sole 20338 0 0 6.61 134,434.18 VIEWPOINT FINL GROUP COM 926727108 174 10821 Sole 10821 0 0 16.05 173,677.05 VIGNETTE CORPORATION COM 926734401 241 25598 Sole 25598 0 0 9.41 240,877.18 VILLAGE SUPER MARKET INC COM 927107409 177 3076 Sole 3076 0 0 57.39 176,531.64 Virgin Media Inc COM 92769L101 34 6804 Sole 6804 0 0 4.99 33,951.96 VIROPHARMA INC COM 928241108 964 74053 Sole 74053 0 0 13.02 964,170.06 VISHAY INTERTECHNOLOGY INC COM 928298108 323 94559 Sole 94559 0 0 3.42 323,391.78 VISTAPRINT LIMITED COM G93762204 787 42277 Sole 42277 0 0 18.61 786,774.97 VITAL IMAGES INC COM 92846N104 195 14027 Sole 14027 0 0 13.91 195,115.57
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- VIVUS INC COM 928551100 355 66671 Sole 66671 0 0 5.32 354689.72 Vnus Med Technologie COM 928566108 211 12996 Sole 12996 0 0 16.22 210,795.12 VOCUS INC COM 92858J108 279 15311 Sole 15311 0 0 18.21 278813.31 VOLCANO CORP COM 928645100 683 45563 Sole 45563 0 0 15.00 683,445.00 Volcom Inc COM 92864N101 187 17172 Sole 17172 0 0 10.90 187,174.80 VOLT INFO SCIENCES INC COM 928703107 79 10940 Sole 10940 0 0 7.23 79,096.20 VOLTERRA SEMICONDUCTOR COM 928708106 168 23497 Sole 23497 0 0 7.15 168,003.55 Vornado Realty Trust COM 929042109 8601 142520 Sole 142520 0 0 60.35 8,601,082.00 Vse Corp COM 918284100 158 4028 Sole 4028 0 0 39.23 158,018.44 VULCAN MATERIALS CO COM 929160109 6251 89844 Sole 89844 0 0 69.58 6251345.52 WABASH NATIONAL CORP COM 929566107 111 24587 Sole 24587 0 0 4.50 110,641.50 WABCO HOLDINGS INC-W/I COM 92927K102 592 37478 Sole 37478 0 0 15.79 591,777.66 WABTEC COM 929740108 2724 68524 Sole 68524 0 0 39.75 2,723,829.00 WACHOVIA CORP COM 929903102 9767 1762955 Sole 1762955 0 0 5.54 9,766,771.31 WADDELL&REED FINANCIAL-A COM 930059100 634 41021 Sole 41021 0 0 15.46 634,184.66 WALGREEN CO COM 931422109 18752 760098 Sole 760098 0 0 24.67 18,751,617.66 WAL-MART STORES INC COM 931142103 98338 1754148 Sole 1754148 0 0 56.06 98,337,536.88 WARNACO GROUP INC/THE COM 934390402 1285 65450 Sole 65450 0 0 19.63 1,284,783.50 Warner Music Group C COM 934550104 3 968 Sole 968 0 0 3.02 2,923.36 WARREN RESOURCES INC COM 93564A100 155 77795 Sole 77795 0 0 1.99 154,812.05 WASHINGTON FEDERAL INC COM 938824109 758 50671 Sole 50671 0 0 14.96 758,038.16 WASHINGTON POST -CL B COM 939640108 1912 4900 Sole 4900 0 0 390.25 1,912,225.00 WASHINGTON REAL ESTATE INV COM 939653101 1733 61248 Sole 61248 0 0 28.30 1,733,318.40 WASHINGTON TRUST BANCORP COM 940610108 254 12861 Sole 12861 0 0 19.75 254,004.75 WASTE CONNECTIONS INC COM 941053100 3575 113254 Sole 113254 0 0 31.57 3,575,428.78 WASTE MANAGEMENT INC COM 94106L109 13289 400996 Sole 400996 0 0 33.14 13,289,007.44 WASTE SERVICES INC COM 941075202 158 24042 Sole 24042 0 0 6.58 158,196.36 WATERS CORP COM COM 941848103 3874 105712 Sole 105712 0 0 36.65 3,874,344.80 WATSCO INC COM 942622200 1085 28251 Sole 28251 0 0 38.40 1,084,838.40 WATSON PHARMACEUTICALS INC COM 942683103 2192 82512 Sole 82512 0 0 26.57 2,192,343.84 WATSON WYATT&CO HOLDINGS COM 942712100 1938 40518 Sole 40518 0 0 47.82 1,937,570.76 WATTS WATER TECHNOLOGIES-A COM 942749102 698 27968 Sole 27968 0 0 24.97 698,360.96 WAUSAU-MOSINEE PAPER CORP COM 943315101 452 39495 Sole 39495 0 0 11.44 451,822.80 WD-40 CO COM 929236107 416 14690 Sole 14690 0 0 28.29 415,580.10 WEATHERFORD INTL LTD COM G95089101 5646 521793 Sole 521793 0 0 10.82 5,645,800.26 WEBSENSE INC COM 947684106 703 46968 Sole 46968 0 0 14.97 703,110.96 WEBSTER FINANCIAL CORP COM 947890109 368 26720 Sole 26720 0 0 13.78 368,201.60 Weight Watchers Intl COM 948626106 4 124 Sole 124 0 0 29.42 3,648.08 Weingarten Realty Investors COM 948741103 1167 56395 Sole 56395 0 0 20.69 1,166,812.55
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- WEIS MARKETS INC COM 948849104 360 10718 Sole 10718 0 0 33.63 360,446.34 WELLCARE GROUP INC COM 94946T106 259 20175 Sole 20175 0 0 12.86 259,450.50 WELLPOINT INC COM 94973V107 17021 404008 Sole 404008 0 0 42.13 17,020,857.04 WELLS FARGO&COMPANY COM 949746101 91312 3097422 Sole 3097422 0 0 29.48 91,312,000.56 Wendy's / Arby's Group Inc. COM 950587105 2829 572630 Sole 572630 0 0 4.94 2,828,792.20 WERNER ENTERPRISES INC COM 950755108 1109 63941 Sole 63941 0 0 17.34 1,108,736.94 WESBANCO INC COM 950810101 693 25477 Sole 25477 0 0 27.21 693,229.17 Wesco Finl Corp COM 950817106 9 31 Sole 31 0 0 287.90 8,924.90 WESCO INTERNATIONAL INC COM 95082P105 5 260 Sole 260 0 0 19.23 4,999.80 WEST BANCORPORATION COM 95123P106 222 18113 Sole 18113 0 0 12.25 221,884.25 WEST PHARMACEUTICAL SERVICES COM 955306105 1165 30841 Sole 30841 0 0 37.77 1,164,864.57 WESTAMERICA BANCORPORATION COM 957090103 2103 41121 Sole 41121 0 0 51.15 2,103,339.15 WESTAR ENERGY INC COM 95709T100 3097 150986 Sole 150986 0 0 20.51 3,096,722.86 WESTERN ALLIANCE BANCORP COM 957638109 211 20936 Sole 20936 0 0 10.09 211,244.24 WESTERN DIGITAL CORP COM COM 958102105 2331 203602 Sole 203602 0 0 11.45 2,331,242.90 WESTERN REFINING INC COM 959319104 229 29531 Sole 29531 0 0 7.76 229,160.56 Western Union Company COM 959802109 7664 534446 Sole 534446 0 0 14.34 7,663,955.64 Westfield Financial COM 96008P104 319 30925 Sole 30925 0 0 10.32 319,146.00 WESTLAKE CHEMICAL CORP COM 960413102 301 18453 Sole 18453 0 0 16.29 300,599.37 WESTMORELAND COAL CO COM 960878106 106 9531 Sole 9531 0 0 11.10 105,794.10 Westwood Hldgs Group COM 961765104 154 5416 Sole 5416 0 0 28.41 153,868.56 WET SEAL INC -CL A COM 961840105 266 89450 Sole 89450 0 0 2.97 265,666.50 WEYCO GROUP INC COM 962149100 239 7228 Sole 7228 0 0 33.05 238,885.40 WEYERHAEUSER CO COM 962166104 5276 172371 Sole 172371 0 0 30.61 5,276,276.31 WGL HOLDINGS INC COM 92924F106 2316 70855 Sole 70855 0 0 32.69 2,316,249.95 WHIRLPOOL CORP COM 963320106 2481 60003 Sole 60003 0 0 41.35 2,481,123.52 White Mtns Ins Group COM G9618E107 55 205 Sole 205 0 0 267.11 54,757.55 Whitney Hldg Corp COM 966612103 24 1484 Sole 1484 0 0 15.99 23,729.16 WHOLE FOODS MARKET INC COM 966837106 1050 111219 Sole 111219 0 0 9.44 1,049,907.36 WILLBROS GROUP INC COM 969199108 307 36272 Sole 36272 0 0 8.47 307,223.84 WILLIAMS COS INC COM 969457100 6642 458686 Sole 458686 0 0 14.48 6,641,773.28 WILLIAMS-SONOMA INC COM 969904101 344 43762 Sole 43762 0 0 7.86 343,969.32 WILMINGTON TRUST CORP COM 971807102 922 41444 Sole 41444 0 0 22.24 921,714.56 WILSHIRE ST BK CALIF COM 97186T108 181 19889 Sole 19889 0 0 9.08 180,592.12 WIND RIVER SYSTEMS INC COM 973149107 909 100713 Sole 100713 0 0 9.03 909,438.39 Windstream Corp COM 97381W104 4903 532914 Sole 532914 0 0 9.20 4,902,808.83 WINN DIXIE STORES INC COM 974280307 852 52944 Sole 52944 0 0 16.10 852,398.40 WINNEBAGO INDUSTRIES COM 974637100 166 27582 Sole 27582 0 0 6.03 166,319.46 WINTHROP REALTY TRUST COM 976391300 128 11807 Sole 11807 0 0 10.84 127,983.54
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- WINTRUST FINANCIAL CORP COM 97650W108 477 23167 Sole 23167 0 0 20.57 476,545.19 WISCONSIN ENERGY CORP COM 976657106 4004 95384 Sole 95384 0 0 41.98 4,004,220.32 WMS INDUSTRIES INC COM 929297109 1130 41996 Sole 41996 0 0 26.90 1,129,692.40 WOLVERINE WORLD WIDE INC COM 978097103 1015 48256 Sole 48256 0 0 21.04 1,015,306.24 WOODWARD GOVERNOR CO COM 980745103 1879 81623 Sole 81623 0 0 23.02 1,878,961.46 WORLD ACCEPTANCE CORP COM 981419104 329 16657 Sole 16657 0 0 19.76 329,142.32 WORLD FUEL SERVICES CORP COM 981475106 1040 28103 Sole 28103 0 0 37.00 1,039,811.00 WORLD WRESTLING ENTMNT INC COM 98156Q108 210 18997 Sole 18997 0 0 11.08 210,486.76 WORTHINGTON INDUSTRIES COM 981811102 1032 93689 Sole 93689 0 0 11.02 1,032,452.78 WR BERKLEY CORP COM 084423102 3520 113558 Sole 113558 0 0 31.00 3,520,298.00 WR GRACE&CO COM 38388F108 398 66689 Sole 66689 0 0 5.97 398,133.33 WRIGHT EXPRESS CORP COM 98233Q105 460 36527 Sole 36527 0 0 12.60 460,240.20 WRIGHT MEDICAL GROUP INC COM 98235T107 726 35528 Sole 35528 0 0 20.43 725,837.04 WSFS FINANCIAL CORP COM 929328102 288 5998 Sole 5998 0 0 47.99 287,844.02 WW GRAINGER INC COM 384802104 3938 49952 Sole 49952 0 0 78.84 3,938,215.68 WYETH COM 983024100 39443 1051536 Sole 1051536 0 0 37.51 39,443,115.36 Wyndham Worldwide Corporation COM 98310W108 947 144647 Sole 144647 0 0 6.55 947,437.85 Wynn Resorts COM 983134107 1945 46014 Sole 46014 0 0 42.26 1,944,551.64 XCEL ENERGY INC COM 98389B100 6788 365913 Sole 365913 0 0 18.55 6,787,686.15 XENOPORT INC COM 98411C100 612 24404 Sole 24404 0 0 25.08 612,052.32 XEROX CORP COM 984121103 5634 706933 Sole 706933 0 0 7.97 5,634,256.01 XILINX INC COM COM 983919101 3739 209835 Sole 209835 0 0 17.82 3,739,259.70 XL CAPITAL LTD -CLASS A COM G98255105 998 269855 Sole 269855 0 0 3.70 998,463.50 XOMA LTD COM G9825R107 70 112927 Sole 112927 0 0 0.62 70,014.74 XTO ENERGY INC COM 98385X106 16730 474343 Sole 474343 0 0 35.27 16,730,077.61 Yadkin Valley Financ COM 984314104 160 11244 Sole 11244 0 0 14.25 160,227.00 YAHOO INC COM COM 984332106 12645 1036456 Sole 1036456 0 0 12.20 12,644,763.20 YRC Worldwide Inc. COM 984249102 230 80098 Sole 80098 0 0 2.87 229,881.26 YUM! BRANDS INC COM 988498101 12734 404244 Sole 404244 0 0 31.50 12,733,686.00 ZALE CORP COM 988858106 119 35621 Sole 35621 0 0 3.33 118,617.93 ZEBRA TECHNOLOGIES CORP- CL A COM 989207105 623 30764 Sole 30764 0 0 20.26 623,278.64 ZENITH NATIONAL INSURANCE CP COM 989390109 1345 42610 Sole 42610 0 0 31.57 1,345,197.70 ZEP Inc. COM 98944B108 390 20175 Sole 20175 0 0 19.31 389,579.25 Zhongpin Inc COM 98952K107 225 18783 Sole 18783 0 0 12.00 225,396.00 ZIMMER HOLDINGS INC COM 98956P102 6851 169486 Sole 169486 0 0 40.42 6,850,624.12 ZIONS BANCORPORATION COM 989701107 2434 99292 Sole 99292 0 0 24.51 2,433,646.92 ZOLL MEDICAL CORP COM 989922109 394 20862 Sole 20862 0 0 18.89 394,083.18 ZOLTEK COMPANIES INC COM 98975W104 227 25259 Sole 25259 0 0 8.99 227,078.41 ZORAN CORP COM 98975F101 334 48923 Sole 48923 0 0 6.83 334,144.09
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Title of Value Shares/ SH/ PUT/ INVESTMENT OTHER MKT Name of Issuer Class CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE Price MKT_VAL_SOD ---------------------- ---------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ---- ------- -------------- ZUMIEZ INC COM 989817101 139 18619 Sole 18619 0 0 7.45 138,711.55 ZYGO CORP COM 989855101 113 16402 Sole 16402 0 0 6.91 113,337.82 ZYMOGENETICS INC COM 98985T109 115 38408 Sole 38408 0 0 3.00 115,224.00
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