-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, RLPtP6+I8uh5EWVZiy4GWPJaUGUQnXFy+6a0aR6kdAR4HkO4tUyocaKAbX/t2uD5 u1DkPILh2Ffkh60oKCN2Cw== 0001214717-08-000006.txt : 20080814 0001214717-08-000006.hdr.sgml : 20080814 20080814170407 ACCESSION NUMBER: 0001214717-08-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080814 DATE AS OF CHANGE: 20080814 EFFECTIVENESS DATE: 20080814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GEODE CAPITAL MANAGEMENT LLC CENTRAL INDEX KEY: 0001214717 IRS NUMBER: 043537967 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10386 FILM NUMBER: 081020235 BUSINESS ADDRESS: STREET 1: 1 POST OFFICE SQUARE STREET 2: 28TH FLOOR CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 617-392-8533 MAIL ADDRESS: STREET 1: 1 POST OFFICE SQUARE STREET 2: 28TH FLOOR CITY: BOSTON STATE: MA ZIP: 02109 13F-HR 1 gcm13f-06302008.txt United States Securities and Exchange Commission Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30,2008 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: Geode Capital Management, LLC Address: One Post Office Square, 28th Floor Boston, MA 02109 13F File Number: 28-10386 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Jeffrey S. Miller Title: Chief Operating Officer Geode Capital Management, LLC Phone: 617-392-8533 Signature, Place, and Date of Signing: /s/ Jeffrey S. Miller Boston, MA August 14,2008 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 4003 Form 13F Information Table Value Total: $63,312,771 (x1000) List of Other Included Managers: No. Form 13F File Number Name 1 28-10533 Geode Capital Holdings LLC 2 28-10985 Geode Capital Management LP
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER . -TITLE OF CLASS- --CUSIP-- X$1000 PRN AMT PRN CALL DSCRETN.-MANAGERS SOLE SHARED NONE 1 800 FLOWERS COM CL A CL A 68243Q106 465 72152 SH DEFINED 1 72152 0 0 1ST SOURCE CORP COM COM 336901103 354 22012 SH DEFINED 1 22012 0 0 21ST CENTY HLDG CO COM COM 90136Q100 91 11184 SH DEFINED 1 11184 0 0 3-D SYS CORP DEL COM NEW COM NEW 88554D205 225 23695 SH DEFINED 1 23695 0 0 3COM CORP COM COM 885535104 1431 674959 SH DEFINED 1 674959 0 0 3M CO COM 88579Y101 270680 3889642 SH DEFINED 1 3889642 0 0 4 KIDS ENTMT INC COM COM 350865101 236 31787 SH DEFINED 1 31787 0 0 8X8 INC NEW COM COM 282914100 20 17324 SH DEFINED 1 17324 0 0 99 CENTS ONLY STORES COM COM 65440K106 397 60188 SH DEFINED 1 60188 0 0 A C MOORE ARTS & CRAFTS INC CO COM 00086T103 189 26811 SH DEFINED 1 26811 0 0 A D C TELECOMMUNICATIONS COM COM NEW 000886309 2997 202906 SH DEFINED 1 202906 0 0 A D C TELECOMMUNICATIONS COM COM NEW 000886309 285 19300 SH DEFINED 1 2 19300 0 0 A. H. BELO CORP COM CL A 001282102 140 24516 SH DEFINED 1 24516 0 0 AAI 7 07/01/23 NOTE 7.000% 7/0 00949PAB4 308 500000 PRN DEFINED 1 2 500000 0 0 AAON INC COM PAR $0.004 COM PAR $0.004 000360206 565 29355 SH DEFINED 1 29355 0 0 AAR CORP COM COM 000361105 882 65161 SH DEFINED 1 65161 0 0 AARON RENTS INC COM COM 002535201 1995 89361 SH DEFINED 1 89361 0 0 AASTROM BIOSCIENCES INC COM COM 00253U107 31 84283 SH DEFINED 1 84283 0 0 ABAXIS INC COM 002567105 868 35953 SH DEFINED 1 35953 0 0 ABBOTT LABS COM COM 002824100 452293 8538672 SH DEFINED 1 8538672 0 0 ABERCROMBIE & FITCH CO CL A CL A 002896207 24102 384524 SH DEFINED 1 384524 0 0 ABINGTON BANCORP INC COM 00350L109 170 18638 SH DEFINED 1 18638 0 0 ABIOMED INC COM COM 003654100 1250 70440 SH DEFINED 1 70440 0 0 ABITIBIBOWATER INC COM 003687100 735 78730 SH DEFINED 1 78730 0 0 ABM INDS INC COM COM 000957100 1905 85603 SH DEFINED 1 85603 0 0 ABRAXAS PETE CORP COM COM 003830106 328 60691 SH DEFINED 1 60691 0 0 ABRAXIS BIOSCIENCE INC-W/I COM 00383Y102 701 11051 SH DEFINED 1 11051 0 0 ABX 2 3/4 10/15/23 DBCV 2.750%10/1 725906AK7 8467 4500000 PRN DEFINED 1 2 4500000 0 0 ACACIA RESEARCH - ACACIA TEC ACACIA TCH COM 003881307 296 66112 SH DEFINED 1 66112 0 0 ACADIA PHARMACEUTICALS INC COM COM 004225108 255 69138 SH DEFINED 1 69138 0 0 ACADIA RLTY TR COM SH BEN INT COM SH BEN INT 004239109 915 39537 SH DEFINED 1 39537 0 0 ACCELRYS INC COM COM 00430U103 180 37235 SH DEFINED 1 37235 0 0 ACCENTURE LTD BERMUDA CL A CL A G1150G111 38454 944354 SH DEFINED 1 944354 0 0 ACCENTURE LTD BERMUDA CL A CL A G1150G111 4071 99974 SH DEFINED 1 2 99974 0 0 ACCESS INTEGRATED TECH INC CL A 004329108 68 32374 SH DEFINED 1 32374 0 0 ACCO BRANDS CORP COM 00081T108 882 78539 SH DEFINED 1 78539 0 0 ACCURAY INC COM 004397105 412 56553 SH DEFINED 1 56553 0 0 ACCURIDE CORP COM 004398103 110 25797 SH DEFINED 1 25797 0 0 ACE LTD ORD ORD G0070K103 84668 1536903 SH DEFINED 1 1536903 0 0 ACETO CORP COM COM 004446100 213 27839 SH DEFINED 1 27839 0 0 ACF 0 3/4 09/15/11 NOTE 0.750% 9/1 03060RAP6 4339 7000000 PRN DEFINED 1 2 7000000 0 0 ACF 1 3/4 11/15/23 NOTE 1.750%11/1 03060RAM3 4601 5000000 PRN DEFINED 1 2 5000000 0 0 ACI WORLDWIDE INC COM 004498101 1011 57498 SH DEFINED 1 57498 0 0 ACME COMMUNICATION INC COM COM 004631107 21 14993 SH DEFINED 1 14993 0 0 ACME PACKET INC COM 004764106 560 72158 SH DEFINED 1 72158 0 0 ACORDA THERAPEUTICS INC-REDH COM 00484M106 1763 53712 SH DEFINED 1 53712 0 0 ACTEL CORP COM COM 004934105 888 52692 SH DEFINED 1 52692 0 0 ACTIVE POWER INC COM COM 00504W100 69 58784 SH DEFINED 1 58784 0 0 ACTIVIDENTITY CORP COM 00506P103 242 88581 SH DEFINED 1 88581 0 0 ACTIVISION INC NEW COM NEW COM NEW 004930202 16087 472184 SH DEFINED 1 472184 0 0 ACTUANT CORP CL A NEW CL A NEW 00508X203 3188 101688 SH DEFINED 1 101688 0 0 ACTUATE CORP COM COM 00508B102 507 129605 SH DEFINED 1 129605 0 0 ACTUATE CORP COM COM 00508B102 22 5500 SH DEFINED 1 2 5500 0 0 ACUITY BRANDS INC COM COM 00508Y102 5330 110854 SH DEFINED 1 110854 0 0 ACUITY BRANDS INC COM COM 00508Y102 293 6100 SH DEFINED 1 2 6100 0 0 ACXIOM CORP COM COM 005125109 1202 104586 SH DEFINED 1 104586 0 0 ADAMS RESOURCES & ENERGY INC COM NEW 006351308 408 12021 SH DEFINED 1 12021 0 0 ADAPTEC INC COM COM 00651F108 785 245313 SH DEFINED 1 245313 0 0 ADM 6 1/4 06/01/11 UNIT 99/99/9999 039483201 4373 100000 PRN DEFINED 1 2 100000 0 0 ADMINISTAFF INC COM COM 007094105 1064 38158 SH DEFINED 1 38158 0 0 ADOBE SYS INC COM COM 00724F101 101029 2564846 SH DEFINED 1 2564846 0 0 ADOBE SYS INC COM COM 00724F101 4644 117900 SH DEFINED 1 2 117900 0 0 ADOLOR CORP COM COM 00724X102 632 115263 SH DEFINED 1 115263 0 0 ADTRAN INC COM COM 00738A106 2536 106359 SH DEFINED 1 106359 0 0 ADVANCE AMERICA CASH ADVANCE COM 00739W107 431 84790 SH DEFINED 1 84790 0 0 ADVANCED ANALOGIC TECHNOLOGIES COM 00752J108 333 80522 SH DEFINED 1 80522 0 0 ADVANCED AUTO PARTS INC COM COM 00751Y106 5784 148946 SH DEFINED 1 148946 0 0 ADVANCED AUTO PARTS INC COM COM 00751Y106 513 13200 SH DEFINED 1 2 13200 0 0 ADVANCED BATTERY TECH INC COM 00752H102 194 33579 SH DEFINED 1 33579 0 0 ADVANCED ENERGY INDS COM COM 007973100 852 62218 SH DEFINED 1 62218 0 0 ADVANCED ENVIRONML RCL TECHS I CL A 007947104 6 11364 SH DEFINED 1 11364 0 0 ADVANCED MEDICAL OPTICS COM 00763M108 2137 114034 SH DEFINED 1 114034 0 0 ADVANCED MICRO DEVICES INC COM COM 007903107 15600 2675737 SH DEFINED 1 2675737 0 0 ADVANCED PHOTONIX INC CL A CL A 00754E107 28 16420 SH DEFINED 1 16420 0 0 ADVANTA CORP-CL B CL B 007942204 387 61460 SH DEFINED 1 61460 0 0 ADVENT SOFTWARE INC COM COM 007974108 1290 35753 SH DEFINED 1 35753 0 0 ADVENTRX PHARMACEUTICALS INC COM 00764X103 17 46743 SH DEFINED 1 46743 0 0 ADVISORY BRD CO COM COM 00762W107 1281 32576 SH DEFINED 1 32576 0 0 ADVOCAT INC COM 007586100 153 14148 SH DEFINED 1 14148 0 0 AECOM TECHNOLOGY CORP -REDH COM 00766T100 3827 117630 SH DEFINED 1 117630 0 0 AEHR TEST SYSTEMS COM COM 00760J108 98 12637 SH DEFINED 1 12637 0 0 AEL 5 1/4 12/06/24 NOTE 5.250%12/0 025676AE7 9050 10000000 PRN DEFINED 1 2 10000000 0 0 AEP INDS INC COM COM 001031103 255 14658 SH DEFINED 1 14658 0 0 AEROPOSTALE COM COM 007865108 3956 126277 SH DEFINED 1 126277 0 0 AEROPOSTALE COM COM 007865108 163 5200 SH DEFINED 1 2 5200 0 0 AEROVIRONMENT INC COM 008073108 682 25075 SH DEFINED 1 25075 0 0 AES CORP COM COM 00130H105 70612 3675814 SH DEFINED 1 3675814 0 0 AES CORP COM COM 00130H105 269 14000 SH DEFINED 1 2 14000 0 0 AETNA INC NEW COM COM 00817Y108 88949 2194653 SH DEFINED 1 2194653 0 0 AFC ENTERPRISES INC COM COM 00104Q107 406 50829 SH DEFINED 1 50829 0 0 AFFILIATED COMPUTER SERVICE CL CL A 008190100 22753 425360 SH DEFINED 1 425360 0 0 AFFILIATED MANAGERS GROUP COM COM 008252108 5685 63120 SH DEFINED 1 63120 0 0 AFFIRMATIVE INSURANCE HOLDINGS COM 008272106 86 12621 SH DEFINED 1 12621 0 0 AFFYMETRIX INC COM COM 00826T108 1190 115632 SH DEFINED 1 115632 0 0 AFLAC INC COM COM 001055102 136267 2169859 SH DEFINED 1 2169859 0 0 AFTERMARKET TECHNOLOGY CORP CO COM 00211W104 1075 46165 SH DEFINED 1 46165 0 0 AFTERMARKET TECHNOLOGY CORP CO COM 00211W104 100 4300 SH DEFINED 1 2 4300 0 0 AGCO CORP COM COM 001084102 8819 168261 SH DEFINED 1 168261 0 0 AGCO CORP COM COM 001084102 650 12400 SH DEFINED 1 2 12400 0 0 AGILENT TECHNOLOGIES INC COM COM 00846U101 57543 1619114 SH DEFINED 1 1619114 0 0 AGILYSYS INC COM 00847J105 704 62066 SH DEFINED 1 62066 0 0 AGL RES INC COM COM 001204106 4411 127568 SH DEFINED 1 127568 0 0 AGN 1.5 04/01/26 NOTE 1.500% 4/0 018490AL6 10508 10000000 PRN DEFINED 1 2 10000000 0 0 AGREE REALTY CORP COM 008492100 442 20032 SH DEFINED 1 20032 0 0 AGRIUM INC COM COM 008916108 2821 26152 SH DEFINED 1 26152 0 0 AIR METHODS CORP COM PAR $.06 COM PAR $.06 009128307 667 26665 SH DEFINED 1 26665 0 0 AIR PRODS & CHEMS INC COM COM 009158106 91878 929372 SH DEFINED 1 929372 0 0 AIR TRANSPORT SERVICES GROUP I COM 00922R105 104 104374 SH DEFINED 1 104374 0 0 AIRCASTLE LTD COM G0129K104 567 67407 SH DEFINED 1 67407 0 0 AIRGAS INC COM COM 009363102 6704 114810 SH DEFINED 1 114810 0 0 AIRSPAN NETWORKS INC COM 00950H102 44 58903 SH DEFINED 1 58903 0 0 AIRTRAN HLDGS INC COM COM 00949P108 294 144084 SH DEFINED 1 144084 0 0 AK STL HLDG CORP COM COM 001547108 37733 546949 SH DEFINED 1 546949 0 0 AKAMAI TECHNOLOGIES INC COM COM 00971T101 26320 756532 SH DEFINED 1 756532 0 0 AKORN INC COM COM 009728106 308 93189 SH DEFINED 1 93189 0 0 ALASKA AIR GROUP INC COM COM 011659109 1061 69165 SH DEFINED 1 69165 0 0 ALASKA COMMUNICATIONS SYS G CO COM 01167P101 1187 99419 SH DEFINED 1 99419 0 0 ALBANY INTL CORP CL A CL A 012348108 1354 46681 SH DEFINED 1 46681 0 0 ALBANY MOLECULAR RESH INC COM COM 012423109 789 59477 SH DEFINED 1 59477 0 0 ALBEMARLE CORP COM COM 012653101 4863 121838 SH DEFINED 1 121838 0 0 ALBERTO CULVER CO CL B CONV COM 013078100 3356 127737 SH DEFINED 1 127737 0 0 ALCOA INC COM COM 013817101 158387 4446571 SH DEFINED 1 4446571 0 0 ALESCO FINANCIAL INC COM 014485106 241 120426 SH DEFINED 1 120426 0 0 ALEXANDER & BALDWIN INC COM COM 014482103 3302 72486 SH DEFINED 1 72486 0 0 ALEXANDERS INC COM COM 014752109 1031 3319 SH DEFINED 1 3319 0 0 ALEXANDRIA REAL ESTATE EQ I CO COM 015271109 5255 53989 SH DEFINED 1 53989 0 0 ALEXION PHARMACEUTICALS INC CO COM 015351109 4378 60391 SH DEFINED 1 60391 0 0 ALEXZA PHARMACEUTICALS INC COM 015384100 179 45540 SH DEFINED 1 45540 0 0 ALFACELL CORP COM COM 015404106 29 65656 SH DEFINED 1 65656 0 0 ALIGN TECHNOLOGY INC COM COM 016255101 994 94771 SH DEFINED 1 94771 0 0 ALKERMES INC COM COM 01642T108 2070 167475 SH DEFINED 1 167475 0 0 ALLEGHANY CORP DEL COM COM 017175100 3036 9143 SH DEFINED 1 9143 0 0 ALLEGHENY ENERGY INC COM COM 017361106 37628 750903 SH DEFINED 1 750903 0 0 ALLEGHENY ENERGY INC COM COM 017361106 75 1500 SH DEFINED 1 2 1500 0 0 ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 26444 446093 SH DEFINED 1 446093 0 0 ALLEGIANT TRAVEL CO COM 01748X102 527 28359 SH DEFINED 1 28359 0 0 ALLERGAN INC COM COM 018490102 71186 1367649 SH DEFINED 1 1367649 0 0 ALLETE INC COM COM NEW 018522300 1662 39567 SH DEFINED 1 39567 0 0 ALLIANCE DATA SYSTEMS CORP COM COM 018581108 7040 124490 SH DEFINED 1 124490 0 0 ALLIANCE FIBER OPTIC PRODS COM COM 018680108 36 25899 SH DEFINED 1 25899 0 0 ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 525 17613 SH DEFINED 1 17613 0 0 ALLIANCE IMAGING INC COM NEW COM NEW 018606202 315 36302 SH DEFINED 1 36302 0 0 ALLIANCE IMAGING INC COM NEW COM NEW 018606202 42 4900 SH DEFINED 1 2 4900 0 0 ALLIANCE ONE INTERNATIONAL INC COM 018772103 798 156243 SH DEFINED 1 156243 0 0 ALLIANCE RES PARTNER L P UT LT UT LTD PART 01877R108 2114 37968 SH DEFINED 1 37968 0 0 ALLIANCEBERNSTEIN HLDG LP UNIT LTD PARTN 01881G106 2206 40336 SH DEFINED 1 40336 0 0 ALLIANT ENERGY CORP COM COM 018802108 5808 169517 SH DEFINED 1 169517 0 0 ALLIANT ENERGY CORP COM COM 018802108 233 6800 SH DEFINED 1 2 6800 0 0 ALLIANT TECHSYSTEMS INC COM COM 018804104 4860 47799 SH DEFINED 1 47799 0 0 ALLIED HEALTHCARE INTL INC COM 01923A109 50 25364 SH DEFINED 1 25364 0 0 ALLIED NEVADA GOLD CORP COM 019344100 155 26332 SH DEFINED 1 26332 0 0 ALLIED WASTE INDS INC COM PAR$ COM PAR$.01NEW 019589308 24249 1921487 SH DEFINED 1 1921487 0 0 ALLIED WORLD ASSNC HDGS-REDH SHS G0219G203 2823 71247 SH DEFINED 1 71247 0 0 ALLION HEALTHCARE INC COM 019615103 59 10431 SH DEFINED 1 10431 0 0 ALLIS-CHALMERS ENERGY INC COM PAR $.01NW 019645506 901 50605 SH DEFINED 1 50605 0 0 ALLOS THERAPEUTICS INC COM COM 019777101 402 58194 SH DEFINED 1 58194 0 0 ALLOY INC COM NEW COM 019855303 85 11779 SH DEFINED 1 11779 0 0 ALLSCRIPTS HEALTHCARE SOLUT CO COM 01988P108 1295 104341 SH DEFINED 1 104341 0 0 ALLSTATE CORP COM COM 020002101 137508 3016182 SH DEFINED 1 3016182 0 0 ALMOST FAMILY INC COM 020409108 211 7918 SH DEFINED 1 7918 0 0 ALNYLAM PHARMACEUTICALS INC CO COM 02043Q107 1724 64507 SH DEFINED 1 64507 0 0 ALNYLAM PHARMACEUTICALS INC CO COM 02043Q107 858 32100 SH DEFINED 1 2 32100 0 0 ALON USA ENERGY INC COM 020520102 443 37018 SH DEFINED 1 37018 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 11357 108896 SH DEFINED 1 108896 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 876 8400 SH DEFINED 1 2 8400 0 0 ALPHARMA INC CL A CL A 020813101 1748 77573 SH DEFINED 1 77573 0 0 ALPHATEC HOLDINGS INC -REDH COM 02081G102 82 20003 SH DEFINED 1 20003 0 0 ALTAIR NANOTECHNOLOGIES INC COM 021373105 164 96223 SH DEFINED 1 96223 0 0 ALTERA CORP COM COM 021441100 28267 1365532 SH DEFINED 1 1365532 0 0 ALTERA CORP COM COM 021441100 106 5100 SH DEFINED 1 2 5100 0 0 ALTRA HLDGS INC COM 02208R106 935 55618 SH DEFINED 1 55618 0 0 ALTRIA GROUP INC COM 02209S103 239913 11668931 SH DEFINED 1 11668931 0 0 ALTRIA GROUP INC COM 02209S103 886 43100 SH DEFINED 1 2 43100 0 0 ALTUS PHARMACEUTICALS INC COM 02216N105 117 26242 SH DEFINED 1 26242 0 0 AMAG PHARMACEUTICALS INC COM 00163U106 907 26596 SH DEFINED 1 26596 0 0 AMAZON COM INC COM COM 023135106 103696 1414103 SH DEFINED 1 1414103 0 0 AMB PROPERTY CORP COM COM 00163T109 7477 148414 SH DEFINED 1 148414 0 0 AMBAC FINL GROUP INC COM COM 023139108 523 389934 SH DEFINED 1 389934 0 0 AMBASSADORS GROUP INC COM COM 023177108 457 30630 SH DEFINED 1 30630 0 0 AMCOL INTL CORP COM COM 02341W103 1212 42585 SH DEFINED 1 42585 0 0 AMCOMP INC -REDH COM 02342J101 121 12406 SH DEFINED 1 12406 0 0 AMCORE FINL INC COM COM 023912108 199 35237 SH DEFINED 1 35237 0 0 AMEDISYS INC COM COM 023436108 2136 42362 SH DEFINED 1 42362 0 0 AMERCO COM COM 023586100 681 14284 SH DEFINED 1 14284 0 0 AMEREN CORP COM COM 023608102 39384 932606 SH DEFINED 1 932606 0 0 AMERICA SERVICE GROUP INC COM 02364L109 187 20423 SH DEFINED 1 20423 0 0 AMERICAN APPAREL INC -REDH COM 023850100 113 16963 SH DEFINED 1 16963 0 0 AMERICAN AXLE & MFG HLDGS I CO COM 024061103 519 64927 SH DEFINED 1 64927 0 0 AMERICAN BANCORP OF NEW JERSEY COM 02407E104 220 21385 SH DEFINED 1 21385 0 0 AMERICAN CAMPUS COMMUNITIES COM 024835100 1718 61703 SH DEFINED 1 61703 0 0 AMERICAN CAPITAL STRATEGIES CO COM 024937104 19058 801760 SH DEFINED 1 801760 0 0 AMERICAN CAPITAL STRATEGIES CO COM 024937104 74 3100 SH DEFINED 1 2 3100 0 0 AMERICAN COMMERCIAL LINES COM NEW 025195207 743 67998 SH DEFINED 1 67998 0 0 AMERICAN DENTAL PARTNERS INC COM 025353103 230 19407 SH DEFINED 1 19407 0 0 AMERICAN EAGLE OUTFITTERS N CO COM 02553E106 3922 287766 SH DEFINED 1 287766 0 0 AMERICAN ECOLOGY CORP COM NEW 025533407 1134 38412 SH DEFINED 1 38412 0 0 AMERICAN ELEC PWR INC COM COM 025537101 89570 2226440 SH DEFINED 1 2226440 0 0 AMERICAN EQUITY INVT LIFE HL COM 025676206 834 102357 SH DEFINED 1 102357 0 0 AMERICAN EXPRESS CO COM COM 025816109 238777 6338651 SH DEFINED 1 6338651 0 0 AMERICAN FINL GROUP INC OHI CO COM 025932104 2787 104172 SH DEFINED 1 104172 0 0 AMERICAN GREETINGS CORP CL A CL A 026375105 1135 91986 SH DEFINED 1 91986 0 0 AMERICAN GREETINGS CORP CL A CL A 026375105 267 21600 SH DEFINED 1 2 21600 0 0 AMERICAN INTL GROUP INC COM COM 026874107 386738 14615940 SH DEFINED 1 14615940 0 0 AMERICAN INTL GROUP INC COM COM 026874107 744 28100 SH DEFINED 1 2 28100 0 0 AMERICAN MED SYS HLDGS INC COM COM 02744M108 2033 135963 SH DEFINED 1 135963 0 0 AMERICAN NATL INS CO COM COM 028591105 2303 23493 SH DEFINED 1 23493 0 0 AMERICAN OIL & GAS INC COM 028723104 173 44221 SH DEFINED 1 44221 0 0 AMERICAN PHYSICIANS CAPITAL CO COM 028884104 1076 22217 SH DEFINED 1 22217 0 0 AMERICAN PUBLIC EDUCATION COM 02913V103 642 16434 SH DEFINED 1 16434 0 0 AMERICAN RAILCAR INDUSTRIES COM 02916P103 384 22882 SH DEFINED 1 22882 0 0 AMERICAN REAL ESTATE PARTNR DE DEPOSITRY UNIT 451100101 837 11897 SH DEFINED 1 11897 0 0 AMERICAN REPROGRAPHICS COM 029263100 872 52398 SH DEFINED 1 52398 0 0 AMERICAN SCIENCE & ENGR INC CO COM 029429107 771 14954 SH DEFINED 1 14954 0 0 AMERICAN SOFTWARE INC CL A CL A 029683109 162 28749 SH DEFINED 1 28749 0 0 AMERICAN STS WTR CO COM COM 029899101 1257 35966 SH DEFINED 1 35966 0 0 AMERICAN SUPERCONDUCTOR COR CO COM 030111108 3203 89336 SH DEFINED 1 89336 0 0 AMERICAN TOWER CORP CL A CL A 029912201 74848 1771545 SH DEFINED 1 1771545 0 0 AMERICAN VANGUARD CORP COM COM 030371108 416 33795 SH DEFINED 1 33795 0 0 AMERICAN WATER WORKS CO-REDH COM 030420103 1954 88100 SH DEFINED 1 88100 0 0 AMERICAN WOODMARK CORP COM COM 030506109 422 19960 SH DEFINED 1 19960 0 0 AMERICANWEST BANCORPORATION CO COM 03058P109 55 24391 SH DEFINED 1 24391 0 0 AMERICAS CAR MART INC COM COM 03062T105 253 14111 SH DEFINED 1 14111 0 0 AMERICREDIT CORP COM COM 03060R101 1455 168746 SH DEFINED 1 168746 0 0 AMERIGAS PARTNERS L P UNIT L P UNIT L P INT 030975106 1484 46591 SH DEFINED 1 46591 0 0 AMERIGAS PARTNERS L P UNIT L P UNIT L P INT 030975106 150 4700 SH DEFINED 1 2 4700 0 0 AMERIGON INCORPORATED COM 03070L300 320 45027 SH DEFINED 1 45027 0 0 AMERIGON INCORPORATED COM 03070L300 25 3500 SH DEFINED 1 2 3500 0 0 AMERIGROUP CORP COM COM 03073T102 1795 86278 SH DEFINED 1 86278 0 0 AMERIGROUP CORP COM COM 03073T102 293 14100 SH DEFINED 1 2 14100 0 0 AMERIPRISE FINANCIAL INC COM 03076C106 40337 991813 SH DEFINED 1 991813 0 0 AMERIPRISE FINANCIAL INC COM 03076C106 203 5000 SH DEFINED 1 2 5000 0 0 AMERIS BANCORP COM COM 03076K108 215 24765 SH DEFINED 1 24765 0 0 AMERISAFE INC COM 03071H100 850 53318 SH DEFINED 1 53318 0 0 AMERISAFE INC COM 03071H100 139 8700 SH DEFINED 1 2 8700 0 0 AMERISOURCEBERGEN CORP COM COM 03073E105 28757 719113 SH DEFINED 1 719113 0 0 AMERISTAR CASINOS INC COM COM 03070Q101 581 42007 SH DEFINED 1 42007 0 0 AMERITYRE CORP COM 03073V107 41 31328 SH DEFINED 1 31328 0 0 AMERON INTL INC COM COM 030710107 1950 16255 SH DEFINED 1 16255 0 0 AMES NATIONAL CORP COM 031001100 255 15257 SH DEFINED 1 15257 0 0 AMETEK INC NEW COM COM 031100100 7894 167166 SH DEFINED 1 167166 0 0 AMGEN INC COM COM 031162100 287735 6101252 SH DEFINED 1 6101252 0 0 AMICAS INC COM 001712108 128 45200 SH DEFINED 1 45200 0 0 AMICUS THERAPEUTICS INC-REDH COM 03152W109 126 11761 SH DEFINED 1 11761 0 0 AMKOR TECHNOLOGY INC COM COM 031652100 6341 609121 SH DEFINED 1 609121 0 0 AMKOR TECHNOLOGY INC COM COM 031652100 250 24000 SH DEFINED 1 2 24000 0 0 AMKR 2 1/2 05/15/11 NOTE 2.500% 5/1 031652AX8 5111 5000000 PRN DEFINED 1 2 5000000 0 0 AMN HEALTHCARE SERVICES INC CO COM 001744101 1218 71986 SH DEFINED 1 71986 0 0 AMPCO-PITTSBURGH CORP COM COM 032037103 626 14065 SH DEFINED 1 14065 0 0 AMPHENOL CORP NEW CL A CL A 032095101 12358 275351 SH DEFINED 1 275351 0 0 AMPHENOL CORP NEW CL A CL A 032095101 144 3200 SH DEFINED 1 2 3200 0 0 AMR CORP COM COM 001765106 1894 369845 SH DEFINED 1 369845 0 0 AMSURG CORP COM COM 03232P405 1208 49616 SH DEFINED 1 49616 0 0 AMTRUST FINANCIAL SVCS -REDH COM 032359309 662 52523 SH DEFINED 1 52523 0 0 AMYLIN PHARMACEUTICALS INC COM COM 032346108 5596 220408 SH DEFINED 1 220408 0 0 ANADARKO PETE CORP COM COM 032511107 159310 2128674 SH DEFINED 1 2128674 0 0 ANADIGICS INC COM COM 032515108 1069 108576 SH DEFINED 1 108576 0 0 ANADYS PHARMACEUTICALS INC COM 03252Q408 47 20882 SH DEFINED 1 20882 0 0 ANALOG DEVICES INC COM COM 032654105 40757 1282868 SH DEFINED 1 1282868 0 0 ANALOG DEVICES INC COM COM 032654105 1690 53200 SH DEFINED 1 2 53200 0 0 ANALOGIC CORP COM PAR $0.05 COM PAR $0.05 032657207 1393 22085 SH DEFINED 1 22085 0 0 ANALOGIC CORP COM PAR $0.05 COM PAR $0.05 032657207 385 6100 SH DEFINED 1 2 6100 0 0 ANAREN INC COM 032744104 405 38286 SH DEFINED 1 38286 0 0 ANCHOR BANCORP WIS INC COM COM 032839102 306 43605 SH DEFINED 1 43605 0 0 ANDERSONS INC COM COM 034164103 1499 36812 SH DEFINED 1 36812 0 0 ANGELICA CORP COM COM 034663104 285 13383 SH DEFINED 1 13383 0 0 ANGIODYNAMICS INC COM COM 03475V101 714 52438 SH DEFINED 1 52438 0 0 ANGLO AMERICAN PLC-UNSP ADR ADR NEW 03485P201 328 9248 SH DEFINED 1 9248 0 0 ANHEUSER BUSCH COS INC COM COM 035229103 246126 3962101 SH DEFINED 1 3962101 0 0 ANIKA THERAPEUTICS INC COM COM 035255108 122 14182 SH DEFINED 1 14182 0 0 ANIMAL HEALTH INTL INC COM 03525N109 225 36109 SH DEFINED 1 36109 0 0 ANIMAL HEALTH INTL INC COM 03525N109 60 9700 SH DEFINED 1 2 9700 0 0 ANIXTER INTL INC COM COM 035290105 2792 46938 SH DEFINED 1 46938 0 0 ANNALY MTG MGMT INC COM COM 035710409 12694 818430 SH DEFINED 1 818430 0 0 ANNALY MTG MGMT INC COM COM 035710409 262 16900 SH DEFINED 1 2 16900 0 0 ANNTAYLOR STORES CORP COM COM 036115103 2488 103845 SH DEFINED 1 103845 0 0 ANSOFT CORP COM COM 036384105 1168 32076 SH DEFINED 1 32076 0 0 ANSYS INC COM COM 03662Q105 6186 131275 SH DEFINED 1 131275 0 0 ANTHRACITE CAP INC COM COM 037023108 656 93162 SH DEFINED 1 93162 0 0 ANTIGENICS INC DEL COM COM 037032109 54 27965 SH DEFINED 1 27965 0 0 ANWORTH MORTGAGE ASSET CP COM COM 037347101 757 116297 SH DEFINED 1 116297 0 0 ANWORTH MORTGAGE ASSET CP COM COM 037347101 668 102600 SH DEFINED 1 2 102600 0 0 AON CORP COM COM 037389103 60108 1308405 SH DEFINED 1 1308405 0 0 APAC CUSTOMER SERVICES INC COM COM 00185E106 32 20091 SH DEFINED 1 20091 0 0 APACHE CORP COM COM 037411105 209550 1507556 SH DEFINED 1 1507556 0 0 APARTMENT INVT & MGMT CO CL A CL A 03748R101 13606 399466 SH DEFINED 1 399466 0 0 APCO ARGENTINA INC CAYMAN I OR ORD 037489101 375 12955 SH DEFINED 1 12955 0 0 APOGEE ENTERPRISES INC COM COM 037598109 1085 67151 SH DEFINED 1 67151 0 0 APOLLO GROUP INC CL A CL A 037604105 30028 678453 SH DEFINED 1 678453 0 0 APOLLO GROUP INC CL A CL A 037604105 2824 63800 SH DEFINED 1 2 63800 0 0 APP PHARMACEUTICALS INC COM 00202H108 1083 64771 SH DEFINED 1 64771 0 0 APPLE COMPUTER INC COM COM 037833100 829211 4952285 SH DEFINED 1 4952285 0 0 APPLE COMPUTER INC COM COM 037833100 67 400 SH DEFINED 1 2 400 0 0 APPLERA CORP - APPLIED BIOSYST COM 038020103 30443 909275 SH DEFINED 1 909275 0 0 APPLIED ENERGETICS INC COM 03819M106 90 56650 SH DEFINED 1 56650 0 0 APPLIED INDL TECHNOLOGIES I CO COM 03820C105 1390 57501 SH DEFINED 1 57501 0 0 APPLIED MATLS INC COM COM 038222105 117411 6150391 SH DEFINED 1 6150391 0 0 APPLIED MATLS INC COM COM 038222105 84 4400 SH DEFINED 1 2 4400 0 0 APPLIED MICRO CIRCUITS CORP CO COM NEW 03822W406 957 111845 SH DEFINED 1 111845 0 0 APPLIED SIGNAL TECHNOLOGY I CO COM 038237103 469 34298 SH DEFINED 1 34298 0 0 APPROACH RESOURCES INC COM 03834A103 420 15669 SH DEFINED 1 15669 0 0 APRIA HEALTHCARE GROUP INC COM COM 037933108 1546 79757 SH DEFINED 1 79757 0 0 APTARGROUP INC COM COM 038336103 4438 105781 SH DEFINED 1 105781 0 0 AQUA AMERICA INC COM 03836W103 3778 236554 SH DEFINED 1 236554 0 0 AQUILA INC COM COM 03840P102 2265 600810 SH DEFINED 1 600810 0 0 ARBINET-THEXCHANGE INC COM 03875P100 106 27282 SH DEFINED 1 27282 0 0 ARBITRON INC COM COM 03875Q108 2159 45454 SH DEFINED 1 45454 0 0 ARBOR REALTY TRUST INC COM 038923108 361 40245 SH DEFINED 1 40245 0 0 ARCADIA RESOURCES INC COM 039209101 45 80061 SH DEFINED 1 80061 0 0 ARCH CAPITAL GROUP LTD ORD G0450A105 8745 131862 SH DEFINED 1 131862 0 0 ARCH CAPITAL GROUP LTD ORD G0450A105 2235 33700 SH DEFINED 1 2 33700 0 0 ARCH CHEMICALS INC COM COM 03937R102 1704 51403 SH DEFINED 1 51403 0 0 ARCH COAL INC COM COM 039380100 16556 220665 SH DEFINED 1 220665 0 0 ARCHER DANIELS MIDLAND CO COM COM 039483102 101163 2997410 SH DEFINED 1 2997410 0 0 ARCTIC CAT INC COM COM 039670104 201 25557 SH DEFINED 1 25557 0 0 ARENA PHARMACEUTICALS INC COM COM 040047102 743 143169 SH DEFINED 1 143169 0 0 ARENA RESOURCES INC COM 040049108 2935 55561 SH DEFINED 1 55561 0 0 ARGO GROUP INTERNATIONAL COM G0464B107 1575 46925 SH DEFINED 1 46925 0 0 ARGON ST INC COM 040149106 911 36730 SH DEFINED 1 36730 0 0 ARIAD PHARMACEUTICALS INC COM COM 04033A100 494 205639 SH DEFINED 1 205639 0 0 ARIBA INC COM COM NEW 04033V203 2325 158068 SH DEFINED 1 158068 0 0 ARKANSAS BEST CORP DEL COM COM 040790107 1581 43148 SH DEFINED 1 43148 0 0 ARKANSAS BEST CORP DEL COM COM 040790107 11 300 SH DEFINED 1 2 300 0 0 ARLINGTON TANKERS LTD COM G04899103 913 39317 SH DEFINED 1 39317 0 0 ARMSTRONG WORLD INDUSTRIE COM 04247X102 902 30869 SH DEFINED 1 30869 0 0 ARMSTRONG WORLD INDUSTRIE COM 04247X102 1318 45100 SH DEFINED 1 2 45100 0 0 ARQULE INC COM COM 04269E107 162 49838 SH DEFINED 1 49838 0 0 ARRAY BIOPHARMA INC COM COM 04269X105 565 120301 SH DEFINED 1 120301 0 0 ARRIS GROUP INC COM COM 04269Q100 1897 224528 SH DEFINED 1 224528 0 0 ARROW ELECTRS INC COM COM 042735100 5673 184670 SH DEFINED 1 184670 0 0 ARROWHEAD RESEARCH CORP COM 042797100 65 26258 SH DEFINED 1 26258 0 0 ARRS 2 11/15/26 NOTE 2.000%11/1 04269QAC4 4600 5500000 PRN DEFINED 1 2 5500000 0 0 ART TECHNOLOGY GROUP INC COM COM 04289L107 677 211508 SH DEFINED 1 211508 0 0 ARTHROCARE CORP COM COM 043136100 1888 46266 SH DEFINED 1 46266 0 0 ARUBA NETWORKS INC COM 043176106 268 51332 SH DEFINED 1 51332 0 0 ARVINMERITOR INC COM COM 043353101 1446 115829 SH DEFINED 1 115829 0 0 ASBURY AUTOMOTIVE GROUP INC CO COM 043436104 687 53450 SH DEFINED 1 53450 0 0 ASCENT SOLAR TECH INC -REDH COM 043635101 248 24001 SH DEFINED 1 24001 0 0 ASHFORD HOSPITALITY TRUST COM SHS 044103109 1200 259799 SH DEFINED 1 259799 0 0 ASHLAND INC COM COM 044209104 12460 258498 SH DEFINED 1 258498 0 0 ASPECT MED SYS INC COM COM 045235108 194 30779 SH DEFINED 1 30779 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 6612 279320 SH DEFINED 1 279320 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 116 4900 SH DEFINED 1 2 4900 0 0 ASSET ACCEPTANCE CAPITAL COM 04543P100 333 27211 SH DEFINED 1 27211 0 0 ASSISTED LIVING CONCEPTS CL A CL A 04544X102 597 108532 SH DEFINED 1 108532 0 0 ASSOCIATED BANC CORP COM COM 045487105 3731 193426 SH DEFINED 1 193426 0 0 ASSOCIATED ESTATES RLTY COR CO COM 045604105 467 43648 SH DEFINED 1 43648 0 0 ASSURANT INC COM 04621X108 28338 429629 SH DEFINED 1 429629 0 0 ASSURANT INC COM 04621X108 1286 19500 SH DEFINED 1 2 19500 0 0 ASSURED GUARANTY LTD COM G0585R106 1818 101040 SH DEFINED 1 101040 0 0 ASTA FUNDING INC COM 046220109 159 17507 SH DEFINED 1 17507 0 0 ASTEC INDS INC COM COM 046224101 1018 31679 SH DEFINED 1 31679 0 0 ASTORIA FINL CORP COM COM 046265104 2619 130437 SH DEFINED 1 130437 0 0 ASTORIA FINL CORP COM COM 046265104 990 49300 SH DEFINED 1 2 49300 0 0 ASTRONICS CORP COM COM 046433108 163 11751 SH DEFINED 1 11751 0 0 ASYST TECHNOLOGY CORP COM COM 04648X107 166 46403 SH DEFINED 1 46403 0 0 AT&T INC COM 00206R102 1110235 32954438 SH DEFINED 1 32954438 0 0 AT&T INC COM 00206R102 1250 37100 SH DEFINED 1 2 37100 0 0 ATHENAHEALTH INC COM 04685W103 894 29052 SH DEFINED 1 29052 0 0 ATHEROGENICS INC COM COM 047439104 21 36504 SH DEFINED 1 36504 0 0 ATHEROS COMMUNICATIONS COM 04743P108 3325 110827 SH DEFINED 1 110827 0 0 ATLANTIC TELE NETWORK INC COM COM NEW 049079205 431 15652 SH DEFINED 1 15652 0 0 ATLAS AIR WORLDWIDE HLDG INC COM NEW 049164205 1622 32803 SH DEFINED 1 32803 0 0 ATLAS AMERICA INC COM 049167109 3234 71787 SH DEFINED 1 71787 0 0 ATLAS ENERGY RESOURCES LLC COM 049303100 2027 53138 SH DEFINED 1 53138 0 0 ATLAS PIPELINE PARTNERS L P UNIT L P INT 049392103 2263 57941 SH DEFINED 1 57941 0 0 ATMEL CORP COM COM 049513104 2299 660539 SH DEFINED 1 660539 0 0 ATMI INC COM COM 00207R101 1710 61238 SH DEFINED 1 61238 0 0 ATMOS ENERGY CORP COM COM 049560105 3755 136203 SH DEFINED 1 136203 0 0 ATMOS ENERGY CORP COM COM 049560105 692 25100 SH DEFINED 1 2 25100 0 0 ATP OIL & GAS CORP COM COM 00208J108 1852 46927 SH DEFINED 1 46927 0 0 ATWOOD OCEANICS INC COM COM 050095108 5296 42590 SH DEFINED 1 42590 0 0 AUDIOVOX CORP CL A CL A 050757103 219 22255 SH DEFINED 1 22255 0 0 AURORA OIL & GAS CORP COM 052036100 29 68197 SH DEFINED 1 68197 0 0 AUTHENTEC INC COM 052660107 242 23208 SH DEFINED 1 23208 0 0 AUTHENTIDATE HLDG CORP COM COM 052666104 5 12658 SH DEFINED 1 12658 0 0 AUTOBYTEL INC COM COM 05275N106 83 58123 SH DEFINED 1 58123 0 0 AUTODESK INC COM COM 052769106 34532 1021351 SH DEFINED 1 1021351 0 0 AUTODESK INC COM COM 052769106 301 8900 SH DEFINED 1 2 8900 0 0 AUTOLIV INC COM COM 052800109 115 2463 SH DEFINED 1 2463 0 0 AUTOLIV INC COM COM 052800109 508 10900 SH DEFINED 1 2 10900 0 0 AUTOMATIC DATA PROCESSING I CO COM 053015103 97256 2321142 SH DEFINED 1 2321142 0 0 AUTONATION INC COM COM 05329W102 5900 588872 SH DEFINED 1 588872 0 0 AUTONATION INC COM COM 05329W102 73 7300 SH DEFINED 1 2 7300 0 0 AUTOZONE INC COM COM 053332102 28710 237249 SH DEFINED 1 237249 0 0 AUTOZONE INC COM COM 053332102 61 500 SH DEFINED 1 2 500 0 0 AUXILIUM PHARMACEUTICALS INC C COM 05334D107 1865 55470 SH DEFINED 1 55470 0 0 AVALON PHARMACEUTICALS INC COM 05346P106 26 22000 SH DEFINED 1 22000 0 0 AVALONBAY CMNTYS INC COM COM 053484101 30432 341317 SH DEFINED 1 341317 0 0 AVANEX CORP COM COM 05348W109 287 253758 SH DEFINED 1 253758 0 0 AVANIR PHARMACEUTICALS CL A. CL A NEW 05348P401 39 38860 SH DEFINED 1 38860 0 0 AVANT IMMUNOTHERAPEUTICS IN CO COM NEW 053491205 193 13259 SH DEFINED 1 13259 0 0 AVATAR HLDGS INC COM COM 053494100 270 8918 SH DEFINED 1 8918 0 0 AVENTINE RENEWABLE ENERGY COM 05356X403 255 58036 SH DEFINED 1 58036 0 0 AVERY DENNISON CORP COM COM 053611109 20387 464090 SH DEFINED 1 464090 0 0 AVERY DENNISON CORP COM COM 053611109 457 10400 SH DEFINED 1 2 10400 0 0 AVI BIOPHARMA INC COM COM 002346104 35 31424 SH DEFINED 1 31424 0 0 AVID TECHNOLOGY INC COM COM 05367P100 1157 68117 SH DEFINED 1 68117 0 0 AVIGEN INC COM COM 053690103 76 26230 SH DEFINED 1 26230 0 0 AVIS BUDGET GROUP INC COM 053774105 1477 176518 SH DEFINED 1 176518 0 0 AVIS BUDGET GROUP INC COM 053774105 1449 173100 SH DEFINED 1 2 173100 0 0 AVISTA CORP COM COM 05379B107 2059 95935 SH DEFINED 1 95935 0 0 AVNET INC COM COM 053807103 6320 231662 SH DEFINED 1 231662 0 0 AVNET INC COM COM 053807103 35 1300 SH DEFINED 1 2 1300 0 0 AVOCENT CORP COM COM 053893103 1616 86904 SH DEFINED 1 86904 0 0 AVOCENT CORP COM COM 053893103 599 32200 SH DEFINED 1 2 32200 0 0 AVON PRODS INC COM COM 054303102 84097 2334743 SH DEFINED 1 2334743 0 0 AVON PRODS INC COM COM 054303102 746 20700 SH DEFINED 1 2 20700 0 0 AVX CORP NEW COM COM 002444107 864 76389 SH DEFINED 1 76389 0 0 AVX CORP NEW COM COM 002444107 33 2900 SH DEFINED 1 2 2900 0 0 AWARE INC MASS COM COM 05453N100 64 21102 SH DEFINED 1 21102 0 0 AXCELIS TECHNOLOGIES INC COM COM 054540109 951 194944 SH DEFINED 1 194944 0 0 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 6536 219262 SH DEFINED 1 219262 0 0 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1777 59600 SH DEFINED 1 2 59600 0 0 AXSYS TECHNOLOGIES INC COM COM 054615109 775 14898 SH DEFINED 1 14898 0 0 AXT INC COM COM 00246W103 177 42355 SH DEFINED 1 42355 0 0 AZZ INC COM COM 002474104 690 17304 SH DEFINED 1 17304 0 0 B H P BILLITON PLC-ADR SPONSORED ADR 05545E209 1116 14400 SH DEFINED 1 2 14400 0 0 B S D MEDICAL CORP DE COM 055662100 75 13363 SH DEFINED 1 13363 0 0 B&G FOODS INC CL A 05508R106 289 30980 SH DEFINED 1 30980 0 0 BADGER METER INC COM 056525108 1435 28406 SH DEFINED 1 28406 0 0 BAIDU.COM ADR SPON ADR REP A 056752108 595 1900 SH DEFINED 1 1900 0 0 BAKER HUGHES INC COM COM 057224107 146538 1677783 SH DEFINED 1 1677783 0 0 BAKER MICHAEL CORP COM COM 057149106 256 11698 SH DEFINED 1 11698 0 0 BAKER MICHAEL CORP COM COM 057149106 158 7200 SH DEFINED 1 2 7200 0 0 BALCHEM CORP COM COM 057665200 837 36199 SH DEFINED 1 36199 0 0 BALDOR ELEC CO COM COM 057741100 2519 72012 SH DEFINED 1 72012 0 0 BALDWIN & LYONS INC CL B CL B 057755209 262 15007 SH DEFINED 1 15007 0 0 BALL CORP COM COM 058498106 20899 437772 SH DEFINED 1 437772 0 0 BALLY TECHNOLOGIES INC COM 05874B107 2803 82928 SH DEFINED 1 82928 0 0 BANCFIRST CORP COM COM 05945F103 755 17646 SH DEFINED 1 17646 0 0 BANCO LATINOAMERICANO DE EX CL CL E P16994132 39 2402 SH DEFINED 1 2402 0 0 BANCO LATINOAMERICANO DE EX CL CL E P16994132 176 10900 SH DEFINED 1 2 10900 0 0 BANCORPSOUTH INC COM COM 059692103 2078 118818 SH DEFINED 1 118818 0 0 BANCTRUST FINANCIAL GP COM COM 05978R107 113 17181 SH DEFINED 1 17181 0 0 BANK MUTUAL CORP COM 063750103 930 92621 SH DEFINED 1 92621 0 0 BANK MUTUAL CORP COM 063750103 520 51800 SH DEFINED 1 2 51800 0 0 BANK NEW YORK INC COM COM 064058100 240988 6370284 SH DEFINED 1 6370284 0 0 BANK OF AMERICA CORPORATION CO COM 060505104 592247 24811363 SH DEFINED 1 24811363 0 0 BANK OF AMERICA CORPORATION CO COM 060505104 943 39500 SH DEFINED 1 2 39500 0 0 BANK OF FLORIDA CORP COM 062128103 74 10146 SH DEFINED 1 10146 0 0 BANK OF GRANITE CORP COM COM 062401104 244 34349 SH DEFINED 1 34349 0 0 BANK OF HAWAII CORP COM 062540109 4139 86598 SH DEFINED 1 86598 0 0 BANK OF THE OZARKS INC COM COM 063904106 438 29505 SH DEFINED 1 29505 0 0 BANKATLANTIC BANCORP CL A CL A 065908501 106 60263 SH DEFINED 1 60263 0 0 BANKFINANCIAL CORP COM 06643P104 543 41708 SH DEFINED 1 41708 0 0 BANKRATE INC COM 06646V108 978 25044 SH DEFINED 1 25044 0 0 BANKUNITED FINL CORP CL A CL A 06652B103 58 60671 SH DEFINED 1 60671 0 0 BANNER CORP COM COM 06652V109 275 31049 SH DEFINED 1 31049 0 0 BARD C R INC COM COM 067383109 38648 439433 SH DEFINED 1 439433 0 0 BARE ESCENTUALS INC COM 067511105 1671 89193 SH DEFINED 1 89193 0 0 BARNES & NOBLE INC COM COM 067774109 2062 83022 SH DEFINED 1 83022 0 0 BARNES & NOBLE INC COM COM 067774109 42 1700 SH DEFINED 1 2 1700 0 0 BARNES GROUP INC COM COM 067806109 1723 74612 SH DEFINED 1 74612 0 0 BARR PHARMACEUTICALS INC COM COM 068306109 21787 483293 SH DEFINED 1 483293 0 0 BASIC ENERGY SRVCS INC COM 06985P100 1698 53891 SH DEFINED 1 53891 0 0 BASIN WATER INC COM 07011T306 106 22744 SH DEFINED 1 22744 0 0 BASSETT FURNITURE INDS INC COM COM 070203104 146 12348 SH DEFINED 1 12348 0 0 BAXTER INTL INC COM COM 071813109 228298 3570504 SH DEFINED 1 3570504 0 0 BAXTER INTL INC COM COM 071813109 2289 35800 SH DEFINED 1 2 35800 0 0 BB&T CORP COM COM 054937107 57330 2517794 SH DEFINED 1 2517794 0 0 BE AEROSPACE INC COM COM 073302101 3500 150280 SH DEFINED 1 150280 0 0 BEACON POWER CORP COM COM 073677106 216 103764 SH DEFINED 1 103764 0 0 BEACON ROOFING SUPPLY INC COM COM 073685109 1001 94334 SH DEFINED 1 94334 0 0 BEARINGPOINT INC COM 074002106 311 379543 SH DEFINED 1 379543 0 0 BEAZER HOMES USA INC COM COM 07556Q105 300 53826 SH DEFINED 1 53826 0 0 BEBE STORES INC COM COM 075571109 449 46682 SH DEFINED 1 46682 0 0 BECKMAN COULTER INC COM COM 075811109 6252 92581 SH DEFINED 1 92581 0 0 BECKMAN COULTER INC COM COM 075811109 74 1100 SH DEFINED 1 2 1100 0 0 BECTON DICKINSON & CO COM COM 075887109 87706 1078793 SH DEFINED 1 1078793 0 0 BECTON DICKINSON & CO COM COM 075887109 1516 18651 SH DEFINED 1 2 18651 0 0 BED BATH & BEYOND INC COM COM 075896100 32871 1169795 SH DEFINED 1 1169795 0 0 BED BATH & BEYOND INC COM COM 075896100 138 4910 SH DEFINED 1 2 4910 0 0 BEL FUSE INC CL B CL B 077347300 518 20953 SH DEFINED 1 20953 0 0 BELDEN INC COM 077454106 2618 77277 SH DEFINED 1 77277 0 0 BELDEN INC COM 077454106 14 400 SH DEFINED 1 2 400 0 0 BELO CORP COM SER A COM SER A 080555105 1159 158566 SH DEFINED 1 158566 0 0 BELO CORP COM SER A COM SER A 080555105 1602 219100 SH DEFINED 1 2 219100 0 0 BEMIS INC COM COM 081437105 10177 453929 SH DEFINED 1 453929 0 0 BENCHMARK ELECTRS INC COM COM 08160H101 1649 100911 SH DEFINED 1 100911 0 0 BENCHMARK ELECTRS INC COM COM 08160H101 38 2300 SH DEFINED 1 2 2300 0 0 BENEFICIAL MUT BANCORP -REDH COM 08173R104 599 54134 SH DEFINED 1 54134 0 0 BENIHANA INC CL A CL A 082047200 67 10574 SH DEFINED 1 10574 0 0 BENTLEY PHARMACEUTICALS INC CO COM 082657107 389 26443 SH DEFINED 1 26443 0 0 BERKLEY W R CORP COM COM 084423102 6382 264171 SH DEFINED 1 264171 0 0 BERKSHIRE HATHAWAY INC DEL CL CL A 084670108 194408 1610 SH DEFINED 1 1610 0 0 BERKSHIRE HILLS BANCORP INC CO COM 084680107 461 19475 SH DEFINED 1 19475 0 0 BERRY PETE CO CL A CL A 085789105 3291 55893 SH DEFINED 1 55893 0 0 BEST BUY INC COM COM 086516101 60869 1537089 SH DEFINED 1 1537089 0 0 BEST BUY INC COM COM 086516101 297 7500 SH DEFINED 1 2 7500 0 0 BEVERLY HILLS BANCORP INC COM 087866109 19 11600 SH DEFINED 1 11600 0 0 BGC 0 7/8 11/15/13 NOTE 0.875%11/1 369300AD0 6747 5000000 PRN DEFINED 1 2 5000000 0 0 BGC PARTNERS INC CL A 05541T101 1537 203520 SH DEFINED 1 203520 0 0 BHP BILLITON LTD SPONSORED ADR SPONSORED ADR 088606108 511 6000 SH DEFINED 1 2 6000 0 0 BIDZ.COM INC COM 08883T200 88 10058 SH DEFINED 1 10058 0 0 BIG 5 SPORTING GOODS CORP COM 08915P101 314 41490 SH DEFINED 1 41490 0 0 BIG LOTS INC COM COM 089302103 18454 590709 SH DEFINED 1 590709 0 0 BIG LOTS INC COM COM 089302103 2977 95300 SH DEFINED 1 2 95300 0 0 BIGBAND NETWORKS INC COM 089750509 337 71294 SH DEFINED 1 71294 0 0 BILL BARRETT CORP COM 06846N104 2776 46726 SH DEFINED 1 46726 0 0 BIO RAD LABS INC CL A CL A 090572207 2266 28012 SH DEFINED 1 28012 0 0 BIO-REFERENCE LABS INC COM $.0 COM $.01 NEW 09057G602 691 30980 SH DEFINED 1 30980 0 0 BIOCRYST PHARMACEUTICALS COM COM 09058V103 141 50208 SH DEFINED 1 50208 0 0 BIODEL INC COM 09064M105 136 10495 SH DEFINED 1 10495 0 0 BIODELIVERY SCIENCES INTL INC COM 09060J106 46 20000 SH DEFINED 1 20000 0 0 BIOGEN IDEC INC COM 09062X103 74776 1337922 SH DEFINED 1 1337922 0 0 BIOGEN IDEC INC COM 09062X103 2213 39600 SH DEFINED 1 2 39600 0 0 BIOLASE TECHNOLOGY INC COM COM 090911108 91 26714 SH DEFINED 1 26714 0 0 BIOMARIN PHARMACEUTICAL INC CO COM 09061G101 4810 165990 SH DEFINED 1 165990 0 0 BIOMED REALTY TRUST INC COM 09063H107 2646 107854 SH DEFINED 1 107854 0 0 BIOMIMETIC THERAPEUTICS INC COM 09064X101 297 24955 SH DEFINED 1 24955 0 0 BIOSANTE PHARMACEUTICALS INC COM NEW 09065V203 116 24503 SH DEFINED 1 24503 0 0 BIOSCRIP INC COM COM 09069N108 146 56502 SH DEFINED 1 56502 0 0 BIOSCRIP INC COM COM 09069N108 205 79000 SH DEFINED 1 2 79000 0 0 BIOVAIL CORP COM COM 09067J109 8 870 SH DEFINED 1 870 0 0 BIOVAIL CORP COM COM 09067J109 188 19300 SH DEFINED 1 2 19300 0 0 BJ SVCS CO COM COM 055482103 41569 1301470 SH DEFINED 1 1301470 0 0 BJ'S RESTAURANTS INC COM 09180C106 372 38226 SH DEFINED 1 38226 0 0 BJS WHOLESALE CLUB INC COM COM 05548J106 9400 242886 SH DEFINED 1 242886 0 0 BJS WHOLESALE CLUB INC COM COM 05548J106 1285 33200 SH DEFINED 1 2 33200 0 0 BLACK & DECKER CORP COM COM 091797100 15360 267080 SH DEFINED 1 267080 0 0 BLACK BOX CORP DEL COM COM 091826107 756 27790 SH DEFINED 1 27790 0 0 BLACK HILLS CORP COM COM 092113109 1926 60065 SH DEFINED 1 60065 0 0 BLACKBAUD INC COM COM 09227Q100 1666 77842 SH DEFINED 1 77842 0 0 BLACKBOARD INC COM COM 091935502 1979 51767 SH DEFINED 1 51767 0 0 BLACKROCK INC CL A COM 09247X101 5467 30889 SH DEFINED 1 30889 0 0 BLACKSTONE GROUP LP COM UNIT LTD 09253U108 3857 211834 SH DEFINED 1 211834 0 0 BLOCK H & R INC COM COM 093671105 30939 1445761 SH DEFINED 1 1445761 0 0 BLOCK H & R INC COM COM 093671105 922 43100 SH DEFINED 1 2 43100 0 0 BLOCKBUSTER INC CL A CL A 093679108 669 267436 SH DEFINED 1 267436 0 0 BLOCKBUSTER INC CL A CL A 093679108 42 17000 SH DEFINED 1 2 17000 0 0 BLOUNT INTL INC NEW COM COM 095180105 870 74899 SH DEFINED 1 74899 0 0 BLOUNT INTL INC NEW COM COM 095180105 30 2600 SH DEFINED 1 2 2600 0 0 BLUE COAT SYSTEMS INC COM NEW 09534T508 994 70438 SH DEFINED 1 70438 0 0 BLUE NILE INC COM 09578R103 1230 28937 SH DEFINED 1 28937 0 0 BLUEGREEN CORP COM COM 096231105 171 28266 SH DEFINED 1 28266 0 0 BLUELINX HOLDINGS INC COM 09624H109 89 25211 SH DEFINED 1 25211 0 0 BLUELINX HOLDINGS INC COM 09624H109 3 800 SH DEFINED 1 2 800 0 0 BLYTH INC COM COM 09643P108 464 38606 SH DEFINED 1 38606 0 0 BMC SOFTWARE INC COM COM 055921100 36834 1023175 SH DEFINED 1 1023175 0 0 BMC SOFTWARE INC COM COM 055921100 814 22600 SH DEFINED 1 2 22600 0 0 BOARDWALK PIPLINE PRTS -REDH UT LTD PARTNER 096627104 887 37750 SH DEFINED 1 37750 0 0 BOB EVANS FARMS INC COM COM 096761101 1938 67760 SH DEFINED 1 67760 0 0 BOEING CO COM COM 097023105 274677 4179501 SH DEFINED 1 4179501 0 0 BOEING CO COM COM 097023105 2075 31580 SH DEFINED 1 2 31580 0 0 BOIS D' ARC ENERGY INC COM 09738U103 1539 63293 SH DEFINED 1 63293 0 0 BOISE INC COM 09746Y105 120 31068 SH DEFINED 1 31068 0 0 BOK FINL CORP COM NEW COM NEW 05561Q201 2204 41232 SH DEFINED 1 41232 0 0 BOLT TECHNOLOGY CORP COM 097698104 218 9657 SH DEFINED 1 9657 0 0 BON-TON STORES INC COM COM 09776J101 104 19960 SH DEFINED 1 19960 0 0 BOOKHAM INC COM 09856E105 209 123830 SH DEFINED 1 123830 0 0 BOOKS-A-MILLION INC COM COM 098570104 107 13984 SH DEFINED 1 13984 0 0 BOOTS & COOTS INTL WELL CTRL I COM NEW 099469504 117 49367 SH DEFINED 1 49367 0 0 BORDERS GROUP INC COM COM 099709107 627 104574 SH DEFINED 1 104574 0 0 BORG WARNER INC COM COM 099724106 8076 181985 SH DEFINED 1 181985 0 0 BORLAND SOFTWARE CORP COM COM 099849101 168 123343 SH DEFINED 1 123343 0 0 BOSTON BEER INC CL A CL A 100557107 924 22706 SH DEFINED 1 22706 0 0 BOSTON PRIVATE FINL HLDGS I CO COM 101119105 361 63687 SH DEFINED 1 63687 0 0 BOSTON PROPERTIES INC COM COM 101121101 50940 564625 SH DEFINED 1 564625 0 0 BOSTON PROPERTIES INC COM COM 101121101 613 6800 SH DEFINED 1 2 6800 0 0 BOSTON SCIENTIFIC CORP COM COM 101137107 76086 6190893 SH DEFINED 1 6190893 0 0 BOSTON SCIENTIFIC CORP COM COM 101137107 58 4700 SH DEFINED 1 2 4700 0 0 BOTTOMLINE TECH DEL INC COM COM 101388106 642 66027 SH DEFINED 1 66027 0 0 BOVIE MEDICAL CORP COM 10211F100 133 18610 SH DEFINED 1 18610 0 0 BOWNE & CO INC COM COM 103043105 799 62643 SH DEFINED 1 62643 0 0 BOYD GAMING CORP COM COM 103304101 1036 82500 SH DEFINED 1 82500 0 0 BP PRUDHOE BAY RTY TR UNIT BEN UNIT BEN INT 055630107 4101 39674 SH DEFINED 1 39674 0 0 BPZ ENERGY INC COM 055639108 2805 95396 SH DEFINED 1 95396 0 0 BRADY CORP CL A CL A 104674106 2850 82546 SH DEFINED 1 82546 0 0 BRANDYWINE RLTY TR SH BEN INT SH BEN INT NEW 105368203 2376 150762 SH DEFINED 1 150762 0 0 BRE PROPERTIES INC CL A CL A 05564E106 3080 71171 SH DEFINED 1 71171 0 0 BREITBURN ENERGY PTNRS -REDH COM UT LTD PTN 106776107 1110 51316 SH DEFINED 1 51316 0 0 BRIGGS & STRATTON CORP COM COM 109043109 935 73702 SH DEFINED 1 73702 0 0 BRIGHAM EXPLORATION CO COM COM 109178103 1308 82627 SH DEFINED 1 82627 0 0 BRIGHAM EXPLORATION CO COM COM 109178103 570 36000 SH DEFINED 1 2 36000 0 0 BRIGHTPOINT INC COM COM NEW 109473405 613 83934 SH DEFINED 1 83934 0 0 BRINK'S CO/THE COM 109696104 3972 60716 SH DEFINED 1 60716 0 0 BRINK'S CO/THE COM 109696104 2499 38200 SH DEFINED 1 2 38200 0 0 BRINKER INTL INC COM COM 109641100 2885 152668 SH DEFINED 1 152668 0 0 BRISTOL MYERS SQUIBB CO COM COM 110122108 225082 10963568 SH DEFINED 1 10963568 0 0 BRISTOL MYERS SQUIBB CO COM COM 110122108 1443 70300 SH DEFINED 1 2 70300 0 0 BRISTOW GROUP INC COM 110394103 1686 34059 SH DEFINED 1 34059 0 0 BRITISH AMERN TOB PLC SPONSORE SPONSORED ADR 110448107 873 12600 SH DEFINED 1 2 12600 0 0 BROADCOM CORP CL A CL A 111320107 55566 2036122 SH DEFINED 1 2036122 0 0 BROADRIDGE FINANCIAL SOLUTNS COM 11133T103 4655 221160 SH DEFINED 1 221160 0 0 BROADRIDGE FINANCIAL SOLUTNS COM 11133T103 1556 73900 SH DEFINED 1 2 73900 0 0 BROCADE COMMUNICATIONS SYS COM COM NEW 111621306 5328 646571 SH DEFINED 1 646571 0 0 BROCADE COMMUNICATIONS SYS COM COM NEW 111621306 503 61100 SH DEFINED 1 2 61100 0 0 BRONCO DRILLING CO INC COM 112211107 1018 55381 SH DEFINED 1 55381 0 0 BROOKDALE SENIOR LIVING INC COM 112463104 1490 73189 SH DEFINED 1 73189 0 0 BROOKDALE SENIOR LIVING INC COM 112463104 73 3600 SH DEFINED 1 2 3600 0 0 BROOKFIELD HOMES CORP COM 112723101 192 15644 SH DEFINED 1 15644 0 0 BROOKFIELD INFRS PTR LP LP INT UNIT G16252101 525 26800 SH DEFINED 1 26800 0 0 BROOKFIELD PPTYS CORP COM COM 112900105 5542 311529 SH DEFINED 1 311529 0 0 BROOKLINE BANCORP INC COM COM 11373M107 1089 113987 SH DEFINED 1 113987 0 0 BROOKS-PRI AUTOMATION INC COM 114340102 1063 128509 SH DEFINED 1 128509 0 0 BROWN & BROWN INC COM COM 115236101 2961 170256 SH DEFINED 1 170256 0 0 BROWN & BROWN INC COM COM 115236101 73 4200 SH DEFINED 1 2 4200 0 0 BROWN FORMAN CORP CL B CL B 115637209 27864 368716 SH DEFINED 1 368716 0 0 BROWN FORMAN CORP CL B CL B 115637209 151 2000 SH DEFINED 1 2 2000 0 0 BROWN SHOE INC NEW COM COM 115736100 845 62329 SH DEFINED 1 62329 0 0 BRUKER BIOSCIENCES CORP COM 116794108 1671 130067 SH DEFINED 1 130067 0 0 BRUNSWICK CORP COM COM 117043109 1340 126376 SH DEFINED 1 126376 0 0 BRUNSWICK CORP COM COM 117043109 19 1800 SH DEFINED 1 2 1800 0 0 BRUSH ENGINEERED MATLS INC COM COM 117421107 710 29078 SH DEFINED 1 29078 0 0 BUCKEYE GP HOLDINGS LP COM UNITS LP 118167105 459 20298 SH DEFINED 1 20298 0 0 BUCKEYE PARTNERS L P UNIT LTD UNIT LTD PARTN 118230101 3021 70643 SH DEFINED 1 70643 0 0 BUCKEYE TECHNOLOGIES INC COM COM 118255108 735 86849 SH DEFINED 1 86849 0 0 BUCKEYE TECHNOLOGIES INC COM COM 118255108 716 84660 SH DEFINED 1 2 84660 0 0 BUCKLE INC COM COM 118440106 1470 32155 SH DEFINED 1 32155 0 0 BUCKLE INC COM COM 118440106 78 1700 SH DEFINED 1 2 1700 0 0 BUCYRUS INTERNATIONAL INC COM 118759109 8702 119176 SH DEFINED 1 119176 0 0 BUFFALO WILD WINGS INC COM 119848109 849 34180 SH DEFINED 1 34180 0 0 BUILD-A-BEAR WORKSHOP INC COM 120076104 150 20586 SH DEFINED 1 20586 0 0 BUILD-A-BEAR WORKSHOP INC COM 120076104 97 13300 SH DEFINED 1 2 13300 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 120 22557 SH DEFINED 1 22557 0 0 BUILDING MATLS HLDG CORP COM COM 120113105 77 43622 SH DEFINED 1 43622 0 0 BUNGE LIMITED COM COM G16962105 22637 210208 SH DEFINED 1 210208 0 0 BURGER KING HOLDINGS INC COM 121208201 2796 104359 SH DEFINED 1 104359 0 0 BURLINGTON NORTHN SANTA FE COM COM 12189T104 159700 1598761 SH DEFINED 1 1598761 0 0 C D I CORP COM COM 125071100 455 17873 SH DEFINED 1 17873 0 0 C H ROBINSON WORLDWIDE INC COM COM NEW 12541W209 42155 768697 SH DEFINED 1 768697 0 0 C H ROBINSON WORLDWIDE INC COM COM NEW 12541W209 373 6800 SH DEFINED 1 2 6800 0 0 C&D TECHNOLOGIES INC COM COM 124661109 392 46316 SH DEFINED 1 46316 0 0 CA INC COM 12673P105 41296 1788461 SH DEFINED 1 1788461 0 0 CABELA'S INC-CL A COM 126804301 766 69579 SH DEFINED 1 69579 0 0 CABLEVISION SYS CORP CL A NY C CL A NY CABLVS 12686C109 7879 348617 SH DEFINED 1 348617 0 0 CABOT CORP COM COM 127055101 2119 87156 SH DEFINED 1 87156 0 0 CABOT MICROELECTRONICS CORP CO COM 12709P103 1238 37350 SH DEFINED 1 37350 0 0 CABOT OIL & GAS CORP COM 127097103 29937 442007 SH DEFINED 1 442007 0 0 CACHE INC COM NEW COM NEW 127150308 277 25930 SH DEFINED 1 25930 0 0 CACI INTL INC CL A CL A 127190304 1993 43546 SH DEFINED 1 43546 0 0 CADENCE DESIGN SYSTEM INC COM COM 127387108 4810 476219 SH DEFINED 1 476219 0 0 CADENCE FINANCIAL CORP COM COM 12738A101 175 16120 SH DEFINED 1 16120 0 0 CADENCE PHARMACEUTICALS COM 12738T100 154 25332 SH DEFINED 1 25332 0 0 CADIZ INC COM COM NEW 127537207 253 15686 SH DEFINED 1 15686 0 0 CAL DIVE INTERNATIONAL COM 12802T101 1094 76551 SH DEFINED 1 76551 0 0 CAL-MAINE FOODS INC COM NEW 128030202 993 30107 SH DEFINED 1 30107 0 0 CALAMOS ASSET MANAGEMENT-A CL A 12811R104 848 49791 SH DEFINED 1 49791 0 0 CALAMP CORP COM COM 128126109 63 30915 SH DEFINED 1 30915 0 0 CALAMP CORP COM COM 128126109 7 3500 SH DEFINED 1 2 3500 0 0 CALAVO GROWERS INC COM 128246105 210 17157 SH DEFINED 1 17157 0 0 CALGON CARBON CORP COM COM 129603106 1631 105499 SH DEFINED 1 105499 0 0 CALIFORNIA COASTAL CMNTYS I CO COM NEW 129915203 59 15386 SH DEFINED 1 15386 0 0 CALIFORNIA MICRO DEVICES CO CO COM 130439102 95 30536 SH DEFINED 1 30536 0 0 CALIFORNIA PIZZA KITCHEN IN CO COM 13054D109 564 50389 SH DEFINED 1 50389 0 0 CALIFORNIA WTR SVC GROUP COM COM 130788102 1171 35728 SH DEFINED 1 35728 0 0 CALIPER LIFE SCIENCES INC COM 130872104 98 37803 SH DEFINED 1 37803 0 0 CALLAWAY GOLF CO COM COM 131193104 1215 102689 SH DEFINED 1 102689 0 0 CALLIDUS SOFTWARE INC COM 13123E500 101 20215 SH DEFINED 1 20215 0 0 CALLON PETE CO DEL COM COM 13123X102 1627 59482 SH DEFINED 1 59482 0 0 CALPINE CORP COM NEW 131347304 13085 580000 SH DEFINED 1 580000 0 0 CALUMET SPECIALTY PROD -REDH UT LTD PARTNER 131476103 322 22437 SH DEFINED 1 22437 0 0 CAM COMM SOLUTIONS INC COM COM 131916108 202 5097 SH DEFINED 1 5097 0 0 CAMBREX CORP COM COM 132011107 382 65059 SH DEFINED 1 65059 0 0 CAMDEN PPTY TR SH BEN INT SH BEN INT 133131102 3538 79944 SH DEFINED 1 79944 0 0 CAMERON INTERNATIONAL CORP COM COM 13342B105 53366 964157 SH DEFINED 1 964157 0 0 CAMPBELL SOUP CO COM COM 134429109 39869 1191551 SH DEFINED 1 1191551 0 0 CAMPBELL SOUP CO COM COM 134429109 134 4000 SH DEFINED 1 2 4000 0 0 CANDELA CORP COM COM 136907102 76 32560 SH DEFINED 1 32560 0 0 CANO PETROLEUM INC COM 137801106 275 34640 SH DEFINED 1 34640 0 0 CANTEL MEDICAL CORP COM COM 138098108 244 24142 SH DEFINED 1 24142 0 0 CAPELLA EDUCATION CO COM 139594105 985 16511 SH DEFINED 1 16511 0 0 CAPITAL CITY BK GROUP INC COM COM 139674105 494 22699 SH DEFINED 1 22699 0 0 CAPITAL CORP OF THE WEST COM COM NEW 140065202 95 24883 SH DEFINED 1 24883 0 0 CAPITAL LEASE FUNDING INC COM 140288101 734 97939 SH DEFINED 1 97939 0 0 CAPITAL ONE FINL CORP COM COM 14040H105 79780 2098922 SH DEFINED 1 2098922 0 0 CAPITAL PRODUCT PARTNERS LP COM UNIT LP Y11082107 383 19290 SH DEFINED 1 19290 0 0 CAPITAL SOURCE COM 14055X102 3725 336180 SH DEFINED 1 336180 0 0 CAPITAL SR LIVING CORP COM COM 140475104 420 55643 SH DEFINED 1 55643 0 0 CAPITAL TRUST-CL A CL A NEW 14052H506 569 29603 SH DEFINED 1 29603 0 0 CAPITOL BANCORP LTD COM COM 14056D105 199 22219 SH DEFINED 1 22219 0 0 CAPITOL FED FINL COM COM 14057C106 1805 47983 SH DEFINED 1 47983 0 0 CAPSTEAD MTG CORP COM NO PAR COM NO PAR 14067E506 739 68112 SH DEFINED 1 68112 0 0 CAPSTEAD MTG CORP COM NO PAR COM NO PAR 14067E506 231 21300 SH DEFINED 1 2 21300 0 0 CAPSTONE TURBINE CORP COM COM 14067D102 1549 369619 SH DEFINED 1 369619 0 0 CAPTARIS INC COM COM 14071N104 126 31119 SH DEFINED 1 31119 0 0 CARACO PHARM LABS INC COM COM 14075T107 268 20272 SH DEFINED 1 20272 0 0 CARACO PHARM LABS INC COM COM 14075T107 63 4800 SH DEFINED 1 2 4800 0 0 CARAUSTAR INDS INC COM COM 140909102 72 24894 SH DEFINED 1 24894 0 0 CARBO CERAMICS INC COM COM 140781105 1899 32553 SH DEFINED 1 32553 0 0 CARDIAC SCIENCE CORP COM 14141A108 219 26730 SH DEFINED 1 26730 0 0 CARDICA INC -REDH COM 14141R101 169 20035 SH DEFINED 1 20035 0 0 CARDINAL FINANCIAL CORP COM 14149F109 130 20824 SH DEFINED 1 20824 0 0 CARDINAL HEALTH INC COM COM 14149Y108 81808 1586040 SH DEFINED 1 1586040 0 0 CARDTRONICS INC COM 14161H108 109 12325 SH DEFINED 1 12325 0 0 CARE INVESTMENT TRUST INC COM 141657106 142 15053 SH DEFINED 1 15053 0 0 CAREER EDUCATION CORP COM COM 141665109 2099 143645 SH DEFINED 1 143645 0 0 CARLISLE COS INC COM COM 142339100 2917 100577 SH DEFINED 1 100577 0 0 CARMAX GROUP COM 143130102 4765 335775 SH DEFINED 1 335775 0 0 CARMIKE CINEMAS INC COM COM 143436400 203 34532 SH DEFINED 1 34532 0 0 CARNIVAL CORP PAIRED CTF 143658300 63717 1933158 SH DEFINED 1 1933158 0 0 CARPENTER TECHNOLOGY CORP COM COM 144285103 3358 76923 SH DEFINED 1 76923 0 0 CARRIZO OIL & CO INC COM COM 144577103 3258 47852 SH DEFINED 1 47852 0 0 CARROLS RESTAURANT GRP INC COM 14574X104 81 15567 SH DEFINED 1 15567 0 0 CARTER HOLDINGS COM 146229109 1270 91875 SH DEFINED 1 91875 0 0 CASCADE BANCORP COM COM 147154108 348 45159 SH DEFINED 1 45159 0 0 CASCADE CORP COM COM 147195101 732 17303 SH DEFINED 1 17303 0 0 CASCADE FINANCIAL CORP COM 147272108 101 15515 SH DEFINED 1 15515 0 0 CASELLA WASTE SYS INC CL A CL A 147448104 727 59644 SH DEFINED 1 59644 0 0 CASEYS GEN STORES INC COM COM 147528103 2081 89806 SH DEFINED 1 89806 0 0 CASEYS GEN STORES INC COM COM 147528103 19 800 SH DEFINED 1 2 800 0 0 CASH AMER INTL INC COM COM 14754D100 1485 47916 SH DEFINED 1 47916 0 0 CASH SYSTEMS INC COM 14756B102 9 18695 SH DEFINED 1 18695 0 0 CASTLE A M & CO COM COM 148411101 773 27006 SH DEFINED 1 27006 0 0 CASTLEPOINT HOLDINGS -REDH COM G19522112 448 49292 SH DEFINED 1 49292 0 0 CASUAL MALE RETAIL GROUP INC COM 148711104 158 51697 SH DEFINED 1 51697 0 0 CATAPULT COMMUNICATIONS COR CO COM 149016107 167 23458 SH DEFINED 1 23458 0 0 CATERPILLAR INC DEL COM COM 149123101 254766 3451179 SH DEFINED 1 3451179 0 0 CATHAY BANCORP INC COM COM 149150104 922 84781 SH DEFINED 1 84781 0 0 CATO CORP NEW CL A CL A 149205106 949 66623 SH DEFINED 1 66623 0 0 CAVALIER HOMES INC COM COM 149507105 26 13027 SH DEFINED 1 13027 0 0 CAVCO INDUSTRIES INC COM 149568107 636 19446 SH DEFINED 1 19446 0 0 CAVIUM NETWORKS INC -REDH COM 14965A101 665 31653 SH DEFINED 1 31653 0 0 CB RICHARD ELLIS GROUP INC-A C CL A 12497T101 15180 790644 SH DEFINED 1 790644 0 0 CB RICHARD ELLIS GROUP INC-A C CL A 12497T101 215 11200 SH DEFINED 1 2 11200 0 0 CBEYOND COMMUNICATIONS INC COM 149847105 519 32409 SH DEFINED 1 32409 0 0 CBIZ INC COM COM 124805102 587 73836 SH DEFINED 1 73836 0 0 CBL & ASSOC PPTYS INC COM COM 124830100 2394 104808 SH DEFINED 1 104808 0 0 CBRE REALTY FINANCE INC COM 12498B307 232 67390 SH DEFINED 1 67390 0 0 CBRL GROUP INC COM COM 12489V106 806 32865 SH DEFINED 1 32865 0 0 CBS CORP CL B 124857202 76086 3903826 SH DEFINED 1 3903826 0 0 CBS CORP CL B 124857202 92 4700 SH DEFINED 1 2 4700 0 0 CCRT3 5/8 05/30/25 NOTE 3.625% 5/3 20478NAB6 4345 9500000 PRN DEFINED 1 2 9500000 0 0 CEC ENTMT INC COM COM 125137109 1511 53934 SH DEFINED 1 53934 0 0 CEC ENTMT INC COM COM 125137109 1832 65400 SH DEFINED 1 2 65400 0 0 CECO ENVIRONMENTAL CORP COM 125141101 72 12177 SH DEFINED 1 12177 0 0 CEDAR FAIR L P DEPOSITRY UNIT DEPOSITRY UNIT 150185106 1484 78975 SH DEFINED 1 78975 0 0 CEDAR SHOPPING CENTERS INC COM NEW 150602209 1160 98971 SH DEFINED 1 98971 0 0 CEGE 3 1/8 11/01/11 NOTE 3.125%11/0 150921AB0 4492 6250000 PRN DEFINED 1 2 6250000 0 0 CELADON GROUP INC COM COM 150838100 332 33228 SH DEFINED 1 33228 0 0 CELANESE CORP-SERIES A COM SER A 150870103 16929 370758 SH DEFINED 1 370758 0 0 CELESTICA INC SUB VTG SHS SUB VTG SHS 15101Q108 3321 394500 SH DEFINED 1 2 394500 0 0 CELGENE CORP COM COM 151020104 126391 1978886 SH DEFINED 1 1978886 0 0 CELL GENESYS INC COM COM 150921104 518 199374 SH DEFINED 1 199374 0 0 CELL THERAPEUTICS INC COM COM NEW 150934404 36 74746 SH DEFINED 1 74746 0 0 CEMIG-CIA ENERG MINAS GERAIS SP ADR N-V PFD 204409601 3390 138100 SH DEFINED 1 138100 0 0 CENTENE CORP DEL COM COM 15135B101 1271 75717 SH DEFINED 1 75717 0 0 CENTENE CORP DEL COM COM 15135B101 1138 67800 SH DEFINED 1 2 67800 0 0 CENTENNIAL COMMUNCTNS CORP CL CL A NEW 15133V208 650 92978 SH DEFINED 1 92978 0 0 CENTER BANCORP INC COM COM 151408101 143 16386 SH DEFINED 1 16386 0 0 CENTER FINANCIAL CORP COM 15146E102 216 25541 SH DEFINED 1 25541 0 0 CENTERLINE HOLDING COMPANY SH BEN INT 15188T108 148 88423 SH DEFINED 1 88423 0 0 CENTERPOINT ENERGY INC COM 15189T107 23005 1433311 SH DEFINED 1 1433311 0 0 CENTEX CORP COM COM 152312104 7289 545197 SH DEFINED 1 545197 0 0 CENTEX CORP COM COM 152312104 931 69600 SH DEFINED 1 2 69600 0 0 CENTILLIUM COMMUNICATIONS I CO COM 152319109 59 91098 SH DEFINED 1 91098 0 0 CENTRAL EUROPEAN DIST CORP COM COM 153435102 4010 54074 SH DEFINED 1 54074 0 0 CENTRAL EUROPEAN MEDIA ENT-A CL A NEW G20045202 249 2745 SH DEFINED 1 2745 0 0 CENTRAL GARDEN AND PET CO-A CL A NON-VTG 153527205 443 108106 SH DEFINED 1 108106 0 0 CENTRAL PACIFIC FINANCIAL CO COM 154760102 491 46022 SH DEFINED 1 46022 0 0 CENTRAL VT PUB SVC CORP COM COM 155771108 377 19447 SH DEFINED 1 19447 0 0 CENTURY ALUM CO COM COM 156431108 3200 48130 SH DEFINED 1 48130 0 0 CENTURY CASINOS INC COM 156492100 104 31749 SH DEFINED 1 31749 0 0 CENTURYTEL INC COM COM 156700106 21434 602259 SH DEFINED 1 602259 0 0 CENTURYTEL INC COM COM 156700106 889 24969 SH DEFINED 1 2 24969 0 0 CENVEO INC COM COM 15670S105 828 84796 SH DEFINED 1 84796 0 0 CEPH 0 06/15/33 NOTE 6/1 156708AL3 9366 7500000 PRN DEFINED 1 2 7500000 0 0 CEPHALON INC COM COM 156708109 7449 111691 SH DEFINED 1 111691 0 0 CEPHALON INC COM COM 156708109 73 1100 SH DEFINED 1 2 1100 0 0 CEPHEID COM COM 15670R107 2972 105686 SH DEFINED 1 105686 0 0 CERADYNE INC COM COM 156710105 1688 49214 SH DEFINED 1 49214 0 0 CERNER CORP COM COM 156782104 4579 101350 SH DEFINED 1 101350 0 0 CERNER CORP COM COM 156782104 149 3300 SH DEFINED 1 2 3300 0 0 CERUS CORP COM COM 157085101 208 50932 SH DEFINED 1 50932 0 0 CEVA INC COM 157210105 308 38664 SH DEFINED 1 38664 0 0 CF INDUSTRIES HOLDINGS INC COM 125269100 17982 117682 SH DEFINED 1 117682 0 0 CF INDUSTRIES HOLDINGS INC COM 125269100 975 6380 SH DEFINED 1 2 6380 0 0 CH ENERGY GROUP INC COM COM 12541M102 854 23996 SH DEFINED 1 23996 0 0 CHAMPION ENTERPRISES INC COM COM 158496109 604 103294 SH DEFINED 1 103294 0 0 CHARLES RIV LABS INTL INC COM COM 159864107 7025 109902 SH DEFINED 1 109902 0 0 CHARLOTTE RUSSE HLDG INC COM COM 161048103 456 25660 SH DEFINED 1 25660 0 0 CHARLOTTE RUSSE HLDG INC COM COM 161048103 414 23300 SH DEFINED 1 2 23300 0 0 CHARMING SHOPPES INC COM COM 161133103 921 200605 SH DEFINED 1 200605 0 0 CHART INDUSTRIES INC COM PAR $0.01 16115Q308 2497 51335 SH DEFINED 1 51335 0 0 CHARTER COMMUNICATIONS INC CL CL A 16117M107 623 592914 SH DEFINED 1 592914 0 0 CHASE CORP COM COM 16150R104 222 11862 SH DEFINED 1 11862 0 0 CHATTEM INC COM COM 162456107 2014 30957 SH DEFINED 1 30957 0 0 CHECK POINT SOFTWARE TECHN ORD M22465104 381 16092 SH DEFINED 1 16092 0 0 CHECK POINT SOFTWARE TECHN ORD M22465104 215 9100 SH DEFINED 1 2 9100 0 0 CHECKPOINT SYS INC COM COM 162825103 1565 74973 SH DEFINED 1 74973 0 0 CHEESECAKE FACTORY INC COM COM 163072101 1663 104556 SH DEFINED 1 104556 0 0 CHEMED CORP COM 16359R103 1394 38082 SH DEFINED 1 38082 0 0 CHEMED CORP COM 16359R103 172 4700 SH DEFINED 1 2 4700 0 0 CHEMICAL FINL CORP COM COM 163731102 804 39414 SH DEFINED 1 39414 0 0 CHEMTURA CORP COM 163893100 2359 404006 SH DEFINED 1 404006 0 0 CHENIERE ENERGY INC COM COM NEW 16411R208 311 71151 SH DEFINED 1 71151 0 0 CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 140 15398 SH DEFINED 1 15398 0 0 CHEROKEE INC DEL NEW COM COM 16444H102 368 18239 SH DEFINED 1 18239 0 0 CHESAPEAKE CORP COM COM 165159104 96 41044 SH DEFINED 1 41044 0 0 CHESAPEAKE ENERGY CORP COM COM 165167107 142780 2164650 SH DEFINED 1 2164650 0 0 CHESAPEAKE UTILS CORP COM COM 165303108 501 19486 SH DEFINED 1 19486 0 0 CHEVRON CORP COM COM 166764100 1143117 11531491 SH DEFINED 1 11531491 0 0 CHICAGO BRIDGE & IRON CO N N Y N Y REGISTRY SH 167250109 239 6000 SH DEFINED 1 2 6000 0 0 CHICOS FAS INC COM COM 168615102 1386 258008 SH DEFINED 1 258008 0 0 CHILDRENS PL RETAIL STORES COM COM 168905107 1596 44202 SH DEFINED 1 44202 0 0 CHIMERA INVESTMENT CORP-REDH COM 16934Q109 434 48138 SH DEFINED 1 48138 0 0 CHINDEX INTERNATIONAL INC COM 169467107 296 20162 SH DEFINED 1 20162 0 0 CHIPOTLE MEXICAN GRILL -REDH CL A 169656105 4166 50422 SH DEFINED 1 50422 0 0 CHIQUITA BRANDS INTL INC COM COM 170032809 1067 70308 SH DEFINED 1 70308 0 0 CHIQUITA BRANDS INTL INC COM COM 170032809 130 8600 SH DEFINED 1 2 8600 0 0 CHOICE HOTELS INTL INC COM COM 169905106 1577 59508 SH DEFINED 1 59508 0 0 CHOICEPOINT INC COM COM 170388102 5349 110968 SH DEFINED 1 110968 0 0 CHORDIANT SOFTWARE INC COM COM NEW 170404305 166 33119 SH DEFINED 1 33119 0 0 CHRISTOPHER & BANKS CORP COM COM 171046105 434 63813 SH DEFINED 1 63813 0 0 CHUBB CORP COM COM 171232101 85324 1740955 SH DEFINED 1 1740955 0 0 CHUBB CORP COM COM 171232101 338 6900 SH DEFINED 1 2 6900 0 0 CHURCH & DWIGHT INC COM COM 171340102 5900 104703 SH DEFINED 1 104703 0 0 CHURCHILL DOWNS INC COM COM 171484108 753 21583 SH DEFINED 1 21583 0 0 CIBER INC COM COM 17163B102 618 99589 SH DEFINED 1 99589 0 0 CIENA CORP COM COM NEW 171779309 9455 408071 SH DEFINED 1 408071 0 0 CIGNA CORP COM COM 125509109 54304 1534458 SH DEFINED 1 1534458 0 0 CIMAREX ENERGY CO COM 171798101 9833 141137 SH DEFINED 1 141137 0 0 CIMAREX ENERGY CO COM 171798101 718 10300 SH DEFINED 1 2 10300 0 0 CINCINNATI BELL INC COM 171871106 1854 465919 SH DEFINED 1 465919 0 0 CINCINNATI BELL INC COM 171871106 28 7000 SH DEFINED 1 2 7000 0 0 CINCINNATI FINL CORP COM COM 172062101 18403 724520 SH DEFINED 1 724520 0 0 CINEMARK HOLDINGS INC -REDH COM 17243V102 1041 79719 SH DEFINED 1 79719 0 0 CINTAS CORP COM COM 172908105 15724 593134 SH DEFINED 1 593134 0 0 CINTAS CORP COM COM 172908105 183 6900 SH DEFINED 1 2 6900 0 0 CIRCOR INTL INC COM COM 17273K109 1760 35923 SH DEFINED 1 35923 0 0 CIRCUIT CITY STORE INC CIRCT C COM 172737108 657 227389 SH DEFINED 1 227389 0 0 CIRRUS LOGIC INC COM COM 172755100 860 154617 SH DEFINED 1 154617 0 0 CISCO SYS INC COM COM 17275R102 775259 33330119 SH DEFINED 1 33330119 0 0 CISCO SYS INC COM COM 17275R102 651 28000 SH DEFINED 1 2 28000 0 0 CIT GROUP INC COM COM 125581108 8667 1272714 SH DEFINED 1 1272714 0 0 CITADEL BROADCASTING CORP COM 17285T106 295 241590 SH DEFINED 1 241590 0 0 CITADEL BROADCASTING CORP COM 17285T106 250 205300 SH DEFINED 1 2 205300 0 0 CITI TRENDS INC COM 17306X102 533 23534 SH DEFINED 1 23534 0 0 CITIGROUP INC COM COM 172967101 504075 30076052 SH DEFINED 1 30076052 0 0 CITIGROUP INC COM COM 172967101 147 8800 SH DEFINED 1 2 8800 0 0 CITIZENS & NORTHERN CORP COM 172922106 290 17519 SH DEFINED 1 17519 0 0 CITIZENS BKG CORP MICH COM COM 174420109 386 136943 SH DEFINED 1 136943 0 0 CITIZENS COMMUNICATIONS CO COM COM 17453B101 16884 1488932 SH DEFINED 1 1488932 0 0 CITIZENS INC CL A CL A 174740100 191 31079 SH DEFINED 1 31079 0 0 CITIZENS SOUTH BKG CORP COM COM 176682102 120 15924 SH DEFINED 1 15924 0 0 CITRIX SYS INC COM COM 177376100 24598 836397 SH DEFINED 1 836397 0 0 CITY BK LYNNWOOD WASH COM COM 17770A109 290 33774 SH DEFINED 1 33774 0 0 CITY HLDG CO COM COM 177835105 1579 38727 SH DEFINED 1 38727 0 0 CITY NATL CORP COM COM 178566105 2517 59836 SH DEFINED 1 59836 0 0 CKE RESTAURANTS INC COM COM 12561E105 1080 86623 SH DEFINED 1 86623 0 0 CKH 2 7/8 12/15/24 DBCV 2.875%12/1 811904AJ0 35734 27728000 PRN DEFINED 1 2 27728000 0 0 CKX INC COM 12562M106 888 101532 SH DEFINED 1 101532 0 0 CLARCOR INC COM COM 179895107 2992 85229 SH DEFINED 1 85229 0 0 CLARIENT INC COM 180489106 24 11640 SH DEFINED 1 11640 0 0 CLEAN ENERGY FUELS CORP-REDH COM 184499101 614 53480 SH DEFINED 1 53480 0 0 CLEAN HARBORS INC COM COM 184496107 1931 27178 SH DEFINED 1 27178 0 0 CLEAR CHANNEL COMMUNICATION CO COM 184502102 94539 2685764 SH DEFINED 1 2685764 0 0 CLEAR CHANNEL OUTDOOR-CL A CL A 18451C109 1223 68566 SH DEFINED 1 68566 0 0 CLEARWIRE CORP CL A 185385309 1566 120816 SH DEFINED 1 120816 0 0 CLECO CORP NEW COM COM 12561W105 2317 99329 SH DEFINED 1 99329 0 0 CLEVELAND BIOLABS INC -REDH COM 185860103 94 20722 SH DEFINED 1 20722 0 0 CLEVELAND CLIFFS INC COM COM 185896107 15819 132725 SH DEFINED 1 132725 0 0 CLIFTON SAVINGS BANCORP INC COM 18712Q103 272 27962 SH DEFINED 1 27962 0 0 CLINICAL DATA INC NEW COM 18725U109 201 14053 SH DEFINED 1 14053 0 0 CLOROX CO DEL COM COM 189054109 32064 614255 SH DEFINED 1 614255 0 0 CME GROUP INC COM 12572Q105 93186 243186 SH DEFINED 1 243186 0 0 CME GROUP INC COM 12572Q105 77 200 SH DEFINED 1 2 200 0 0 CMED3 1/2 11/15/11 NOTE 3.500%11/1 169483AB0 12574 7500000 PRN DEFINED 1 2 7500000 0 0 CMGI INC COM COM NEW 125750307 789 74450 SH DEFINED 1 74450 0 0 CMGI INC COM COM NEW 125750307 68 6400 SH DEFINED 1 2 6400 0 0 CMS 2 7/8 12/01/24 NOTE 2.875%12/0 125896AW0 34763 29500000 PRN DEFINED 1 2 29500000 0 0 CMS ENERGY CORP COM COM 125896100 14877 998423 SH DEFINED 1 998423 0 0 CNA FINL CORP COM COM 126117100 1301 51717 SH DEFINED 1 51717 0 0 CNA SURETY CORP COM COM 12612L108 285 22526 SH DEFINED 1 22526 0 0 CNA SURETY CORP COM COM 12612L108 66 5200 SH DEFINED 1 2 5200 0 0 CNET NETWORKS INC COM COM 12613R104 2560 222804 SH DEFINED 1 222804 0 0 CNH GLOBAL N V SHS SHS NEW N20935206 1744 51350 SH DEFINED 1 51350 0 0 CNOOC LTD SPONSORED ADR SPONSORED ADR 126132109 52 300 SH DEFINED 1 300 0 0 CNOOC LTD SPONSORED ADR SPONSORED ADR 126132109 486 2800 SH DEFINED 1 2 2800 0 0 CNX GAS CORP COM 12618H309 2231 53063 SH DEFINED 1 53063 0 0 COACH INC COM COM 189754104 44040 1524934 SH DEFINED 1 1524934 0 0 COACH INC COM COM 189754104 1741 60300 SH DEFINED 1 2 60300 0 0 COACHMEN INDS INC COM COM 189873102 40 18836 SH DEFINED 1 18836 0 0 COBIZ INC COM COM 190897108 227 34453 SH DEFINED 1 34453 0 0 COCA COLA BOTTLING CO CONS COM COM 191098102 369 9981 SH DEFINED 1 9981 0 0 COCA COLA CO COM COM 191216100 582007 11196748 SH DEFINED 1 11196748 0 0 COCA COLA CO COM COM 191216100 177 3400 SH DEFINED 1 2 3400 0 0 COCA COLA ENTERPRISES INC COM COM 191219104 22022 1272973 SH DEFINED 1 1272973 0 0 COEUR D ALENE MINES CORP ID CO COM 192108108 2517 867762 SH DEFINED 1 867762 0 0 COGDELL SPENCER INC -REDH COM 19238U107 178 10954 SH DEFINED 1 10954 0 0 COGENT COMM GROUP INC COM COM NEW 19239V302 948 70760 SH DEFINED 1 70760 0 0 COGENT INC COM COM 19239Y108 1022 89858 SH DEFINED 1 89858 0 0 COGNEX CORP COM COM 192422103 1615 70070 SH DEFINED 1 70070 0 0 COGNIZANT TECHNOLOGY SOLUTI CL CL A 192446102 42392 1303961 SH DEFINED 1 1303961 0 0 COHEN & STEERS INC COM 19247A100 957 36837 SH DEFINED 1 36837 0 0 COHERENT INC COM COM 192479103 925 30939 SH DEFINED 1 30939 0 0 COHU INC COM COM 192576106 660 44927 SH DEFINED 1 44927 0 0 COINSTAR INC COM COM 19259P300 1689 51624 SH DEFINED 1 51624 0 0 COLDWATER CREEK INC COM COM 193068103 415 78612 SH DEFINED 1 78612 0 0 COLE KENNETH PRODTNS INC CL A CL A 193294105 342 26927 SH DEFINED 1 26927 0 0 COLEMAN CABLE INC COM 193459302 113 10983 SH DEFINED 1 10983 0 0 COLFAX CORP COM 194014106 712 28389 SH DEFINED 1 28389 0 0 COLGATE PALMOLIVE CO COM COM 194162103 195309 2826466 SH DEFINED 1 2826466 0 0 COLGATE PALMOLIVE CO COM COM 194162103 1320 19100 SH DEFINED 1 2 19100 0 0 COLLECTIVE BRANDS INC COM 19421W100 1295 111345 SH DEFINED 1 111345 0 0 COLONIAL BANCGROUP INC COM COM 195493309 1496 338358 SH DEFINED 1 338358 0 0 COLONIAL PPTYS TR COM SH BEN I COM SH BEN INT 195872106 1400 69953 SH DEFINED 1 69953 0 0 COLUMBIA BANCORP/OR COM 197231103 90 12614 SH DEFINED 1 12614 0 0 COLUMBIA BKG SYS INC COM COM 197236102 752 38921 SH DEFINED 1 38921 0 0 COLUMBIA LABS INC COM COM 197779101 155 46862 SH DEFINED 1 46862 0 0 COLUMBIA SPORTSWEAR CO COM COM 198516106 991 26965 SH DEFINED 1 26965 0 0 COLUMBUS MCKINNON CORP N Y COM COM 199333105 818 33950 SH DEFINED 1 33950 0 0 COLUMBUS MCKINNON CORP N Y COM COM 199333105 14 600 SH DEFINED 1 2 600 0 0 COMBINATORX INC COM COM 20010A103 100 28128 SH DEFINED 1 28128 0 0 COMCAST CORP CL A CL A 20030N101 310507 16368299 SH DEFINED 1 16368299 0 0 COMCAST CORP CL A CL A 20030N101 1047 55200 SH DEFINED 1 2 55200 0 0 COMCAST CORP CL A SPL CL A SPL 20030N200 1258 67062 SH DEFINED 1 67062 0 0 COMERICA INC COM COM 200340107 17191 670745 SH DEFINED 1 670745 0 0 COMFORT SYS USA INC COM COM 199908104 1131 84119 SH DEFINED 1 84119 0 0 COMMERCE BANCSHARES INC COM COM 200525103 4064 102478 SH DEFINED 1 102478 0 0 COMMERCIAL METALS CO COM COM 201723103 6804 180487 SH DEFINED 1 180487 0 0 COMMERCIAL VEHICLE GROUP INC C COM 202608105 418 44665 SH DEFINED 1 44665 0 0 COMMSCOPE INC COM COM 203372107 5428 102857 SH DEFINED 1 102857 0 0 COMMUNITY BANCORP COM 20343T100 137 27431 SH DEFINED 1 27431 0 0 COMMUNITY BK SYS INC COM COM 203607106 1329 64438 SH DEFINED 1 64438 0 0 COMMUNITY HEALTH SYS INC NE CO COM 203668108 4829 146432 SH DEFINED 1 146432 0 0 COMMUNITY TR BANCORP INC COM COM 204149108 773 29432 SH DEFINED 1 29432 0 0 COMMVAULT SYSTEMS INC -REDH COM 204166102 921 55325 SH DEFINED 1 55325 0 0 COMPANHIA DE SANEAMENTO BASICO SPONSORED ADR 20441A102 1578 30850 SH DEFINED 1 30850 0 0 COMPANHIA PARANAENSE DE ENERGI SPON ADR PFD 20441B407 3023 149120 SH DEFINED 1 149120 0 0 COMPASS MINERALS INTERNATIONAL COM 20451N101 4071 50528 SH DEFINED 1 50528 0 0 COMPASS MINERALS INTERNATIONAL COM 20451N101 2852 35400 SH DEFINED 1 2 35400 0 0 COMPLETE PRODUCTION SERVICES I COM 20453E109 2385 65476 SH DEFINED 1 65476 0 0 COMPUCREDIT CORP COM COM 20478N100 269 44877 SH DEFINED 1 44877 0 0 COMPUTER PROGRAMS & SYS INC CO COM 205306103 520 29986 SH DEFINED 1 29986 0 0 COMPUTER PROGRAMS & SYS INC CO COM 205306103 109 6300 SH DEFINED 1 2 6300 0 0 COMPUTER SCIENCES CORP COM COM 205363104 31746 677757 SH DEFINED 1 677757 0 0 COMPUTER TASK GROUP INC COM COM 205477102 59 11529 SH DEFINED 1 11529 0 0 COMPUWARE CORP COM COM 205638109 11428 1197906 SH DEFINED 1 1197906 0 0 COMPUWARE CORP COM COM 205638109 10 1100 SH DEFINED 1 2 1100 0 0 COMSCORE INC COM 20564W105 403 18457 SH DEFINED 1 18457 0 0 COMSTOCK RES INC COM NEW COM NEW 205768203 6712 79496 SH DEFINED 1 79496 0 0 COMSYS IT PARTNERS INC COM 20581E104 210 23056 SH DEFINED 1 23056 0 0 COMTECH TELECOMMUNICATIONS COM COM NEW 205826209 1996 40742 SH DEFINED 1 40742 0 0 COMVERGE INC COM 205859101 169 12102 SH DEFINED 1 12102 0 0 CON-WAY INC COM COM 205944101 3314 70123 SH DEFINED 1 70123 0 0 CONAGRA FOODS INC COM COM 205887102 41968 2176779 SH DEFINED 1 2176779 0 0 CONAGRA FOODS INC COM COM 205887102 181 9400 SH DEFINED 1 2 9400 0 0 CONCEPTUS INC COM COM 206016107 681 36840 SH DEFINED 1 36840 0 0 CONCHO RESOURCES INC -REDH COM 20605P101 3192 85573 SH DEFINED 1 85573 0 0 CONCUR TECHNOLOGIES INC COM COM 206708109 2423 72927 SH DEFINED 1 72927 0 0 CONCURRENT COMPUTER CORP NE CO COM 206710204 65 95174 SH DEFINED 1 95174 0 0 CONMED CORP COM COM 207410101 1499 56453 SH DEFINED 1 56453 0 0 CONN'S INC COM 208242107 364 22646 SH DEFINED 1 22646 0 0 CONOCO PHILLIPS CO COM COM 20825C104 803178 8509148 SH DEFINED 1 8509148 0 0 CONSECO INC COM NEW 208464883 2832 285518 SH DEFINED 1 285518 0 0 CONSOL ENERGY INC COM COM 20854P109 91199 811594 SH DEFINED 1 811594 0 0 CONSOLIDATED COMMUNICATIONS COM 209034107 724 48626 SH DEFINED 1 48626 0 0 CONSOLIDATED EDISON INC COM COM 209115104 47194 1207309 SH DEFINED 1 1207309 0 0 CONSOLIDATED GRAPHICS INC COM COM 209341106 1092 22169 SH DEFINED 1 22169 0 0 CONSOLIDATED TOMOKA LD CO COM COM 210226106 426 10119 SH DEFINED 1 10119 0 0 CONSTANT CONTACT INC COM 210313102 395 20963 SH DEFINED 1 20963 0 0 CONSTELLATION BRANDS INC CL A CL A 21036P108 17377 874975 SH DEFINED 1 874975 0 0 CONSTELLATION ENERGY GROUP COM COM 210371100 65284 795173 SH DEFINED 1 795173 0 0 CONSUMER PORTFOLIO SVCS INC CO COM 210502100 24 16644 SH DEFINED 1 16644 0 0 CONTANGO OIL AND GAS COMPANY COM NEW 21075N204 2279 24524 SH DEFINED 1 24524 0 0 CONTINENTAL AIRLS INC CL B CL B 210795308 1647 162869 SH DEFINED 1 162869 0 0 CONTINENTAL RESOURCES INC COM 212015101 5122 73889 SH DEFINED 1 73889 0 0 CONVERA CORP CL A CL A 211919105 58 40511 SH DEFINED 1 40511 0 0 CONVERGYS CORP COM COM 212485106 8119 546336 SH DEFINED 1 546336 0 0 COOPER COS INC COM NEW COM NEW 216648402 2394 64436 SH DEFINED 1 64436 0 0 COOPER INDS INC COM CL A G24182100 31123 787927 SH DEFINED 1 787927 0 0 COOPER TIRE & RUBR CO COM COM 216831107 738 94122 SH DEFINED 1 94122 0 0 COOPER TIRE & RUBR CO COM COM 216831107 2 300 SH DEFINED 1 2 300 0 0 COPANO ENERGY LLC COM UNITS 217202100 2342 69384 SH DEFINED 1 69384 0 0 COPART INC COM COM 217204106 4549 106238 SH DEFINED 1 106238 0 0 COPART INC COM COM 217204106 86 2000 SH DEFINED 1 2 2000 0 0 CORE MARK HOLDING CO INC COM 218681104 478 18239 SH DEFINED 1 18239 0 0 CORINTHIAN COLLEGES INC COM COM 218868107 1763 151816 SH DEFINED 1 151816 0 0 CORN PRODS INTL INC COM COM 219023108 6436 131057 SH DEFINED 1 131057 0 0 CORNELL COMPANIES INC COM COM 219141108 271 11243 SH DEFINED 1 11243 0 0 CORNING INC COM COM 219350105 165018 7159142 SH DEFINED 1 7159142 0 0 CORNING INC COM COM 219350105 159 6900 SH DEFINED 1 2 6900 0 0 CORPORATE EXECUTIVE BRD CO COM COM 21988R102 2739 65138 SH DEFINED 1 65138 0 0 CORPORATE EXECUTIVE BRD CO COM COM 21988R102 437 10400 SH DEFINED 1 2 10400 0 0 CORPORATE OFFICE PPTYS TR SH B SH BEN INT 22002T108 2469 71906 SH DEFINED 1 71906 0 0 CORRECTIONS CORP AMER NEW COM COM NEW 22025Y407 5179 188533 SH DEFINED 1 188533 0 0 CORUS BANKSHARES INC COM COM 220873103 314 75600 SH DEFINED 1 75600 0 0 CORVEL CORP COM COM 221006109 492 14513 SH DEFINED 1 14513 0 0 CORVEL CORP COM COM 221006109 203 6000 SH DEFINED 1 2 6000 0 0 COSAN LTD-REDH SHS A G25343107 1744 137870 SH DEFINED 1 137870 0 0 COSI INC COM 22122P101 133 53173 SH DEFINED 1 53173 0 0 COST PLUS INC CALIF COM COM 221485105 49 19704 SH DEFINED 1 19704 0 0 COSTAR GROUP INC COM COM 22160N109 1651 37145 SH DEFINED 1 37145 0 0 COSTCO WHSL CORP NEW COM COM 22160K105 137612 1961968 SH DEFINED 1 1961968 0 0 COUGAR BIOTECHNOLOGY INC COM 222083107 550 23083 SH DEFINED 1 23083 0 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 11059 2602031 SH DEFINED 1 2602031 0 0 COURIER CORP COM COM 222660102 330 16454 SH DEFINED 1 16454 0 0 COUSINS PPTYS INC COM COM 222795106 1456 63020 SH DEFINED 1 63020 0 0 COVANCE INC COM COM 222816100 8960 104167 SH DEFINED 1 104167 0 0 COVANTA HOLDING CORP COM 22282E102 7068 264814 SH DEFINED 1 264814 0 0 COVENTRY HEALTH CARE INC COM COM 222862104 20558 675799 SH DEFINED 1 675799 0 0 COVIDIEN LTD COM G2552X108 130534 2725697 SH DEFINED 1 2725697 0 0 COVIDIEN LTD COM G2552X108 761 15900 SH DEFINED 1 2 15900 0 0 COWEN GROUP INC COM 223621103 189 24540 SH DEFINED 1 24540 0 0 COX RADIO INC CL A CL A 224051102 824 69796 SH DEFINED 1 69796 0 0 CPI INTERNATIONAL INC -REDH COM 12618M100 123 9992 SH DEFINED 1 9992 0 0 CPI INTERNATIONAL INC -REDH COM 12618M100 9 700 SH DEFINED 1 2 700 0 0 CRA INTERNATIONAL INC COM 12618T105 818 22632 SH DEFINED 1 22632 0 0 CRANE CO COM COM 224399105 3372 87517 SH DEFINED 1 87517 0 0 CRANE CO COM COM 224399105 1264 32800 SH DEFINED 1 2 32800 0 0 CRAWFORD & CO CL B CL B 224633107 192 24064 SH DEFINED 1 24064 0 0 CRAY INC COM COM NEW 225223304 279 60091 SH DEFINED 1 60091 0 0 CREDENCE SYS CORP COM COM 225302108 166 127619 SH DEFINED 1 127619 0 0 CREDENCE SYS CORP COM COM 225302108 67 51800 SH DEFINED 1 2 51800 0 0 CREE INC COM COM 225447101 2837 124384 SH DEFINED 1 124384 0 0 CRESUD S.A.-SPONS ADR SPONSORED ADR 226406106 217 14596 SH DEFINED 1 14596 0 0 CRM HOLDINGS LTD -REDH COM G2554P103 35 10363 SH DEFINED 1 10363 0 0 CROCS INC COM 227046109 957 119536 SH DEFINED 1 119536 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 583 40458 SH DEFINED 1 40458 0 0 CROSS TIMBERS RTY TR TR UNIT TR UNIT 22757R109 776 12902 SH DEFINED 1 12902 0 0 CROSSTEX ENERGY INC COM 22765Y104 3164 91288 SH DEFINED 1 91288 0 0 CROSSTEX ENERGY LP COM 22765U102 1051 36656 SH DEFINED 1 36656 0 0 CROWN CASTLE INTL CORP COM COM 228227104 17103 441600 SH DEFINED 1 441600 0 0 CROWN HOLDINGS INC COM 228368106 6506 250331 SH DEFINED 1 250331 0 0 CROWN MEDIA HLDGS INC CL A CL A 228411104 99 20867 SH DEFINED 1 20867 0 0 CRYOLIFE INC COM COM 228903100 723 63163 SH DEFINED 1 63163 0 0 CRYSTAL RIVER CAPITAL INC COM 229393301 137 37538 SH DEFINED 1 37538 0 0 CSG SYS INTL INC COM COM 126349109 739 67058 SH DEFINED 1 67058 0 0 CSK AUTO CORP COM COM 125965103 716 68324 SH DEFINED 1 68324 0 0 CSS INDS INC COM COM 125906107 404 16662 SH DEFINED 1 16662 0 0 CSS INDS INC COM COM 125906107 390 16100 SH DEFINED 1 2 16100 0 0 CSX CORP COM COM 126408103 117557 1871632 SH DEFINED 1 1871632 0 0 CSX CORP COM COM 126408103 1018 16200 SH DEFINED 1 2 16200 0 0 CTC MEDIA INC COM 12642X106 275 11135 SH DEFINED 1 11135 0 0 CTRIP.COM INTERNATIONAL-ADR ADR 22943F100 223 4862 SH DEFINED 1 4862 0 0 CTRIP.COM INTERNATIONAL-ADR ADR 22943F100 156 3400 SH DEFINED 1 2 3400 0 0 CTS CORP COM COM 126501105 659 65532 SH DEFINED 1 65532 0 0 CTS CORP COM COM 126501105 38 3800 SH DEFINED 1 2 3800 0 0 CUBIC CORP COM COM 229669106 676 30321 SH DEFINED 1 30321 0 0 CUBIC CORP COM COM 229669106 47 2100 SH DEFINED 1 2 2100 0 0 CUBIST PHARMACEUTICALS INC COM COM 229678107 1982 110965 SH DEFINED 1 110965 0 0 CULLEN FROST BANKERS INC COM COM 229899109 4321 86680 SH DEFINED 1 86680 0 0 CUMMINS INC COM COM 231021106 58420 891638 SH DEFINED 1 891638 0 0 CUMMINS INC COM COM 231021106 583 8900 SH DEFINED 1 2 8900 0 0 CUMULUS MEDIA INC CL A CL A 231082108 418 106047 SH DEFINED 1 106047 0 0 CURAGEN CORP COM COM 23126R101 51 53422 SH DEFINED 1 53422 0 0 CURIS INC COM COM 231269101 20 13678 SH DEFINED 1 13678 0 0 CURTISS WRIGHT CORP COM COM 231561101 2986 66743 SH DEFINED 1 66743 0 0 CUTERA INC COM 232109108 179 19846 SH DEFINED 1 19846 0 0 CUTERA INC COM 232109108 12 1300 SH DEFINED 1 2 1300 0 0 CV THERAPEUTICS INC COM COM 126667104 854 103723 SH DEFINED 1 103723 0 0 CVB FINL CORP COM COM 126600105 1292 136836 SH DEFINED 1 136836 0 0 CVR ENERGY INC-REDH COM 12662P108 1812 94154 SH DEFINED 1 94154 0 0 CVS CORP COM COM 126650100 314174 7939709 SH DEFINED 1 7939709 0 0 CVS CORP COM COM 126650100 281 7100 SH DEFINED 1 2 7100 0 0 CYBERONICS INC COM COM 23251P102 1292 59526 SH DEFINED 1 59526 0 0 CYBEROPTICS CORP COM COM 232517102 121 12363 SH DEFINED 1 12363 0 0 CYBERSOURCE CORP COM COM 23251J106 2183 130482 SH DEFINED 1 130482 0 0 CYBEX INTERNATIONAL INC COM 23252E106 50 14718 SH DEFINED 1 14718 0 0 CYMER INC COM COM 232572107 1370 50976 SH DEFINED 1 50976 0 0 CYNOSOSURE INC-CLASS A CL A 232577205 355 17886 SH DEFINED 1 17886 0 0 CYPRESS BIOSCIENCES INC COM PA COM PAR $.02 232674507 493 68568 SH DEFINED 1 68568 0 0 CYPRESS SEMICONDUCTOR CORP COM COM 232806109 6192 250191 SH DEFINED 1 250191 0 0 CYTEC INDS INC COM COM 232820100 3670 67257 SH DEFINED 1 67257 0 0 CYTEC INDS INC COM COM 232820100 77 1400 SH DEFINED 1 2 1400 0 0 CYTOKINETICS INC COM COM 23282W100 237 63953 SH DEFINED 1 63953 0 0 CYTORI THERAPEUTICS INC COM 23283K105 171 26421 SH DEFINED 1 26421 0 0 CYTRX CORP COM NEW COM NEW 232828301 58 89298 SH DEFINED 1 89298 0 0 D & E COMMUNICATIONS INC COM COM 232860106 199 22343 SH DEFINED 1 22343 0 0 D R HORTON INC COM COM 23331A109 13283 1224264 SH DEFINED 1 1224264 0 0 D R HORTON INC COM COM 23331A109 153 14100 SH DEFINED 1 2 14100 0 0 DAIMLERCHRYSLER AG STUTTGART COM D1668R123 30314 489038 SH DEFINED 1 489038 0 0 DAIMLERCHRYSLER AG STUTTGART COM D1668R123 720 11615 SH DEFINED 1 2 11615 0 0 DAKTRONICS INC COM COM 234264109 1164 57700 SH DEFINED 1 57700 0 0 DAKTRONICS INC COM COM 234264109 337 16700 SH DEFINED 1 2 16700 0 0 DANA CORP COM 235825205 518 96902 SH DEFINED 1 96902 0 0 DANAHER CORP DEL COM COM 235851102 90419 1169711 SH DEFINED 1 1169711 0 0 DARDEN RESTAURANTS INC COM COM 237194105 23395 732476 SH DEFINED 1 732476 0 0 DARDEN RESTAURANTS INC COM COM 237194105 57 1800 SH DEFINED 1 2 1800 0 0 DARLING INTL INC COM COM 237266101 2617 158419 SH DEFINED 1 158419 0 0 DARLING INTL INC COM COM 237266101 1804 109200 SH DEFINED 1 2 109200 0 0 DARWIN PROF UNDRWRTRS COM 237502109 551 17890 SH DEFINED 1 17890 0 0 DATA DOMAIN INC COM 23767P109 1001 42923 SH DEFINED 1 42923 0 0 DATASCOPE CORP COM COM 238113104 1195 25433 SH DEFINED 1 25433 0 0 DATASCOPE CORP COM COM 238113104 268 5700 SH DEFINED 1 2 5700 0 0 DAVITA INC COM COM 23918K108 8880 167137 SH DEFINED 1 167137 0 0 DAWSON GEOPHYSICAL CO COM COM 239359102 852 14332 SH DEFINED 1 14332 0 0 DAYSTAR TECHNOLOGIES INC COM 23962Q100 253 55291 SH DEFINED 1 55291 0 0 DCP MIDSTREAM PARTNERS -REDH COM UT LTD PTN 23311P100 687 23500 SH DEFINED 1 23500 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 2233 269669 SH DEFINED 1 269669 0 0 DDI CORP COM 0.0001 NEW 233162502 132 21894 SH DEFINED 1 21894 0 0 DEALERTRACK HOLDINGS INC COM 242309102 827 58599 SH DEFINED 1 58599 0 0 DEAN FOODS CO NEW COM COM 242370104 13467 686412 SH DEFINED 1 686412 0 0 DEAN FOODS CO NEW COM COM 242370104 112 5718 SH DEFINED 1 2 5718 0 0 DEARBORN BANCORP INC COM 24242R108 57 11727 SH DEFINED 1 11727 0 0 DECKERS OUTDOOR CORP COM COM 243537107 2926 21023 SH DEFINED 1 21023 0 0 DEERE & CO COM COM 244199105 144270 2000143 SH DEFINED 1 2000143 0 0 DEERFIELD CAPITAL CORP COM 244331104 71 89886 SH DEFINED 1 89886 0 0 DEL MONTE FOODS CO COM COM 24522P103 2211 311427 SH DEFINED 1 311427 0 0 DELEK US HOLDINGS INC COM 246647101 566 61432 SH DEFINED 1 61432 0 0 DELEK US HOLDINGS INC COM 246647101 9 1000 SH DEFINED 1 2 1000 0 0 DELIA*S INC COM 246911101 50 24812 SH DEFINED 1 24812 0 0 DELL INC COM 24702R101 246333 11258368 SH DEFINED 1 11258368 0 0 DELL INC COM 24702R101 726 33200 SH DEFINED 1 2 33200 0 0 DELPHI FINL GROUP INC CL A CL A 247131105 1543 66686 SH DEFINED 1 66686 0 0 DELTA AIR LINES INC COM NEW 247361702 2436 427423 SH DEFINED 1 427423 0 0 DELTA PETROLEUM CORP COM NEW 247907207 2955 115781 SH DEFINED 1 115781 0 0 DELTEK INC COM 24784L105 90 11882 SH DEFINED 1 11882 0 0 DELTIC TIMBER CORP COM COM 247850100 1177 21993 SH DEFINED 1 21993 0 0 DELUXE CORP COM COM 248019101 2944 165222 SH DEFINED 1 165222 0 0 DENBURY RES INC COM NEW COM NEW 247916208 13852 379503 SH DEFINED 1 379503 0 0 DENDREON CORP COM COM 24823Q107 669 150419 SH DEFINED 1 150419 0 0 DENNY'S CORPORATION COM COM 24869P104 636 223919 SH DEFINED 1 223919 0 0 DENTSPLY INTL INC NEW COM COM 249030107 8494 230807 SH DEFINED 1 230807 0 0 DEPOMED INC COM 249908104 260 81123 SH DEFINED 1 81123 0 0 DEUTSCHE BANK AG NPV COM D18190898 22847 264702 SH DEFINED 1 264702 0 0 DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 18533 533927 SH DEFINED 1 533927 0 0 DEVON ENERGY CORP NEW COM COM 25179M103 239431 1992603 SH DEFINED 1 1992603 0 0 DEVON ENERGY CORP NEW COM COM 25179M103 1154 9600 SH DEFINED 1 2 9600 0 0 DEVRY INC DEL COM COM 251893103 5307 98965 SH DEFINED 1 98965 0 0 DEXCOM INC COM 252131107 331 54823 SH DEFINED 1 54823 0 0 DG FASTCHANNEL INC COM 23326R109 584 33869 SH DEFINED 1 33869 0 0 DIAGEO P L C SPON ADR NEW SPON ADR NEW 25243Q205 236 3200 SH DEFINED 1 2 3200 0 0 DIALYSIS CORP OF AMERICA COM 252529102 82 11323 SH DEFINED 1 11323 0 0 DIAMOND FOODS INC COM 252603105 618 26826 SH DEFINED 1 26826 0 0 DIAMOND FOODS INC COM 252603105 1228 53300 SH DEFINED 1 2 53300 0 0 DIAMOND HILL INVESTMENT GRP IN COM NEW 25264R207 218 2607 SH DEFINED 1 2607 0 0 DIAMOND MANAGEMENT & TECHNOLOG COM 25269L106 188 36109 SH DEFINED 1 36109 0 0 DIAMOND OFFSHORE DRILLING I CO COM 25271C102 13826 99367 SH DEFINED 1 99367 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 2000 183644 SH DEFINED 1 183644 0 0 DICE HOLDINGS INC COM 253017107 98 11876 SH DEFINED 1 11876 0 0 DICK'S SPORTING GOODS INC COM 253393102 2467 139040 SH DEFINED 1 139040 0 0 DIEBOLD INC COM COM 253651103 3820 107365 SH DEFINED 1 107365 0 0 DIGI INTL INC COM COM 253798102 318 40518 SH DEFINED 1 40518 0 0 DIGIMARC CORP COM COM 253807101 448 31663 SH DEFINED 1 31663 0 0 DIGITAL ALLY INC COM 25382P109 154 18033 SH DEFINED 1 18033 0 0 DIGITAL REALTY TRUST INC COM 253868103 4203 102739 SH DEFINED 1 102739 0 0 DIGITAL RIV INC COM COM 25388B104 2624 68018 SH DEFINED 1 68018 0 0 DILLARDS INC CL A CL A 254067101 3082 266408 SH DEFINED 1 266408 0 0 DIME CMNTY BANCSHARES COM COM 253922108 1047 63425 SH DEFINED 1 63425 0 0 DINEEQUITY INC COM 254423106 1222 32699 SH DEFINED 1 32699 0 0 DIODES INC COM COM 254543101 1245 45059 SH DEFINED 1 45059 0 0 DIONEX CORP COM COM 254546104 2332 35143 SH DEFINED 1 35143 0 0 DIONEX CORP COM COM 254546104 226 3400 SH DEFINED 1 2 3400 0 0 DIRECTV GROUP INC/THE COM 25459L106 83019 3204112 SH DEFINED 1 3204112 0 0 DIRECTV GROUP INC/THE COM 25459L106 3758 145041 SH DEFINED 1 2 145041 0 0 DISCOVER FINANCIAL SVCS INC COM 254709108 29176 2215325 SH DEFINED 1 2215325 0 0 DISCOVER FINANCIAL SVCS INC COM 254709108 86 6500 SH DEFINED 1 2 6500 0 0 DISCOVERY HOLDING CO-A CL A COM 25468Y107 10207 464777 SH DEFINED 1 464777 0 0 DISCOVERY LABORATORIES INC COM COM 254668106 186 112658 SH DEFINED 1 112658 0 0 DISH NETWORK CORP CL A 25470M109 9965 340324 SH DEFINED 1 340324 0 0 DISH NETWORK CORP CL A 25470M109 3467 118400 SH DEFINED 1 2 118400 0 0 DISNEY WALT CO COM DISNEY COM DISNEY 254687106 332859 10668555 SH DEFINED 1 10668555 0 0 DITECH NETWORKS CORP COM 25500T108 77 35598 SH DEFINED 1 35598 0 0 DIVX INC COM 255413106 297 40482 SH DEFINED 1 40482 0 0 DIXIE GROUP INC CL A CL A 255519100 73 11078 SH DEFINED 1 11078 0 0 DKS 1.6061 02/18/24 NOTE 1.606% 2/1 253393AB8 7321 10000000 PRN DEFINED 1 2 10000000 0 0 DOLAN MEDIA CO -REDH COM 25659P402 588 32293 SH DEFINED 1 32293 0 0 DOLBY LABORATORIES INC-CL A COM 25659T107 2953 73267 SH DEFINED 1 73267 0 0 DOLBY LABORATORIES INC-CL A COM 25659T107 73 1800 SH DEFINED 1 2 1800 0 0 DOLLAR FINANCIAL CORP COM COM 256664103 654 43277 SH DEFINED 1 43277 0 0 DOLLAR THRIFTY AUTOMOTIVE G CO COM 256743105 306 32375 SH DEFINED 1 32375 0 0 DOLLAR TREE INC COM COM 256746108 5370 164276 SH DEFINED 1 164276 0 0 DOLLAR TREE INC COM COM 256746108 2288 70000 SH DEFINED 1 2 70000 0 0 DOMINION RES INC VA NEW COM COM 25746U109 125724 2647370 SH DEFINED 1 2647370 0 0 DOMINO'S PIZZA INC COM 25754A201 707 61499 SH DEFINED 1 61499 0 0 DOMTAR INC COM COM 257559104 4389 805340 SH DEFINED 1 805340 0 0 DONALDSON INC COM COM 257651109 4791 107316 SH DEFINED 1 107316 0 0 DONALDSON INC COM COM 257651109 86 1900 SH DEFINED 1 2 1900 0 0 DONEGAL GROUP INC-CL A CL A 257701201 192 12069 SH DEFINED 1 12069 0 0 DONNELLEY R R & SONS CO COM COM 257867101 28437 957805 SH DEFINED 1 957805 0 0 DONNELLEY R R & SONS CO COM COM 257867101 62 2100 SH DEFINED 1 2 2100 0 0 DORAL FINL CORP COM COM NEW 25811P886 62 4543 SH DEFINED 1 4543 0 0 DORAL FINL CORP COM COM NEW 25811P886 99 7300 SH DEFINED 1 2 7300 0 0 DORCHESTER MINERALS LP COM UNIT 25820R105 1056 33194 SH DEFINED 1 33194 0 0 DOT HILL SYS CORP COM COM 25848T109 109 43109 SH DEFINED 1 43109 0 0 DOUBLE HULL TANKERS COM Y21110104 702 69952 SH DEFINED 1 69952 0 0 DOUBLE-TAKE SFTWAR INC COM 258598101 455 33137 SH DEFINED 1 33137 0 0 DOUGLAS EMMETT INC COM 25960P109 3679 167433 SH DEFINED 1 167433 0 0 DOVER CORP COM COM 260003108 41138 850493 SH DEFINED 1 850493 0 0 DOVER CORP COM COM 260003108 377 7800 SH DEFINED 1 2 7800 0 0 DOVER DOWNS GAMING & ENTMT COM COM 260095104 136 21217 SH DEFINED 1 21217 0 0 DOVER MOTORSPORTS INC COM COM 260174107 175 34370 SH DEFINED 1 34370 0 0 DOW CHEM CO COM COM 260543103 177558 5086173 SH DEFINED 1 5086173 0 0 DOWNEY FINL CORP COM COM 261018105 81 29115 SH DEFINED 1 29115 0 0 DPL INC COM COM 233293109 4680 177400 SH DEFINED 1 177400 0 0 DPL INC COM COM 233293109 74 2800 SH DEFINED 1 2 2800 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 8235 392512 SH DEFINED 1 392512 0 0 DREAMWORKS ANIMATION SKG-A CL A 26153C103 3153 105782 SH DEFINED 1 105782 0 0 DRESS BARN INC COM COM 261570105 915 68388 SH DEFINED 1 68388 0 0 DRESSER-RAND GROUP INC COM 261608103 5808 148539 SH DEFINED 1 148539 0 0 DREW INDS INC COM NEW COM NEW 26168L205 607 38080 SH DEFINED 1 38080 0 0 DRIL-QUIP INC COM COM 262037104 2682 42564 SH DEFINED 1 42564 0 0 DRS TECHNOLOGIES INC COM COM 23330X100 4812 61123 SH DEFINED 1 61123 0 0 DRUGSTORE COM INC COM COM 262241102 165 86773 SH DEFINED 1 86773 0 0 DRYSHIPS INC SHS Y2109Q101 246 3072 SH DEFINED 1 3072 0 0 DSP GROUP INC COM COM 23332B106 505 72159 SH DEFINED 1 72159 0 0 DST SYS INC DEL COM COM 233326107 3982 72340 SH DEFINED 1 72340 0 0 DST SYS INC DEL COM COM 233326107 270 4900 SH DEFINED 1 2 4900 0 0 DSW INC-CLASS A CL A 23334L102 411 34924 SH DEFINED 1 34924 0 0 DTE ENERGY CO COM COM 233331107 33473 788714 SH DEFINED 1 788714 0 0 DTS INC COM 23335C101 1228 39221 SH DEFINED 1 39221 0 0 DU PONT E I DE NEMOURS & CO CO COM 263534109 210973 4918936 SH DEFINED 1 4918936 0 0 DUCOMMUN INC DEL COM COM 264147109 312 13597 SH DEFINED 1 13597 0 0 DUKE ENERGY CORP COM COM 26441C105 97998 5638540 SH DEFINED 1 5638540 0 0 DUKE REALTY CORP COM NEW COM NEW 264411505 5036 224316 SH DEFINED 1 224316 0 0 DUN & BRADSTREET CORP DEL N CO COM 26483E100 7813 89150 SH DEFINED 1 89150 0 0 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1023 54879 SH DEFINED 1 54879 0 0 DURECT CORP COM COM 266605104 441 120235 SH DEFINED 1 120235 0 0 DUSA PHARMACEUTICALS INC COM COM 266898105 22 10786 SH DEFINED 1 10786 0 0 DXP ENTERPRISES INC COM NEW 233377407 240 5760 SH DEFINED 1 5760 0 0 DYAX CORP COM COM 26746E103 340 109642 SH DEFINED 1 109642 0 0 DYCOM INDS INC COM COM 267475101 940 64768 SH DEFINED 1 64768 0 0 DYNAMEX INC COM COM 26784F103 585 21812 SH DEFINED 1 21812 0 0 DYNAMEX INC COM COM 26784F103 29 1100 SH DEFINED 1 2 1100 0 0 DYNAMIC MATERIALS CORP COM 267888105 747 22678 SH DEFINED 1 22678 0 0 DYNAVAX TECHNOLOGIES CORP COM 268158102 88 60287 SH DEFINED 1 60287 0 0 DYNCORP INTL INC CL A 26817C101 500 32975 SH DEFINED 1 32975 0 0 DYNEGY INC NEW CL A CL A 26817G102 18591 2174352 SH DEFINED 1 2174352 0 0 E M C CORP MASS COM COM 268648102 167504 11402554 SH DEFINED 1 11402554 0 0 E M C CORP MASS COM COM 268648102 75 5100 SH DEFINED 1 2 5100 0 0 E TRADE FINANCIAL CORP COM 269246104 6502 2070543 SH DEFINED 1 2070543 0 0 E TRADE FINANCIAL CORP COM 269246104 631 200800 SH DEFINED 1 2 200800 0 0 EAGLE BULK SHIPPING INC COM Y2187A101 2549 86200 SH DEFINED 1 86200 0 0 EAGLE MATERIALS INC COM 26969P108 1646 64965 SH DEFINED 1 64965 0 0 EAGLE ROCK ENERGY PARTNERS UNIT 26985R104 306 18720 SH DEFINED 1 18720 0 0 EAGLE TEST SYSTEMS INC-REDH COM 270006109 189 16904 SH DEFINED 1 16904 0 0 EARTHLINK INC COM COM 270321102 2029 234602 SH DEFINED 1 234602 0 0 EARTHLINK INC COM COM 270321102 1445 167100 SH DEFINED 1 2 167100 0 0 EAST WEST BANCORP INC COM COM 27579R104 752 106559 SH DEFINED 1 106559 0 0 EASTERN INSURANCE HLDGS-REDH COM 276534104 196 12538 SH DEFINED 1 12538 0 0 EASTGROUP PPTY INC COM COM 277276101 1746 40698 SH DEFINED 1 40698 0 0 EASTMAN CHEM CO COM COM 277432100 23158 336309 SH DEFINED 1 336309 0 0 EASTMAN KODAK CO COM COM 277461109 18435 1277581 SH DEFINED 1 1277581 0 0 EASTMAN KODAK CO COM COM 277461109 53 3700 SH DEFINED 1 2 3700 0 0 EATON CORP COM COM 278058102 65487 770712 SH DEFINED 1 770712 0 0 EATON VANCE CORP COM NON VTG COM NON VTG 278265103 7682 193203 SH DEFINED 1 193203 0 0 EBAY INC COM COM 278642103 144067 5271382 SH DEFINED 1 5271382 0 0 EBAY INC COM COM 278642103 667 24400 SH DEFINED 1 2 24400 0 0 ECHELON CORP COM COM 27874N105 697 63960 SH DEFINED 1 63960 0 0 ECHOSTAR CORP CL A 278768106 2077 66540 SH DEFINED 1 66540 0 0 ECLIPSYS CORP COM COM 278856109 1764 96061 SH DEFINED 1 96061 0 0 ECOLAB INC COM COM 278865100 33538 780136 SH DEFINED 1 780136 0 0 EDDIE BAUER HOLDINGS INC COM 071625107 293 70562 SH DEFINED 1 70562 0 0 EDGE PETE CORP DEL COM COM 279862106 354 65610 SH DEFINED 1 65610 0 0 EDIETS.COM INC -CL A COM 280597105 57 14028 SH DEFINED 1 14028 0 0 EDISON INTL COM COM 281020107 79096 1539427 SH DEFINED 1 1539427 0 0 EDUCATION REALTY TRUST INC COM 28140H104 869 74602 SH DEFINED 1 74602 0 0 EDWARDS LIFESCIENCES CORP COM COM 28176E108 5427 87469 SH DEFINED 1 87469 0 0 EDWARDS LIFESCIENCES CORP COM COM 28176E108 1216 19600 SH DEFINED 1 2 19600 0 0 EHEALTH INC COM 28238P109 575 32552 SH DEFINED 1 32552 0 0 EL PASO CORP COM COM 28336L109 83659 3848157 SH DEFINED 1 3848157 0 0 EL PASO ELEC CO COM NEW COM NEW 283677854 1818 91798 SH DEFINED 1 91798 0 0 EL PASO PIPELINE PRTNRS-REDH COM UNIT LPI 283702108 787 38110 SH DEFINED 1 38110 0 0 ELECTRO RENT CORP COM COM 285218103 241 19216 SH DEFINED 1 19216 0 0 ELECTRO SCIENTIFIC INDS COM COM 285229100 859 60632 SH DEFINED 1 60632 0 0 ELECTRO-OPTICAL SCIENCES INC COM 285192100 81 10612 SH DEFINED 1 10612 0 0 ELECTROGLAS INC COM COM 285324109 23 12037 SH DEFINED 1 12037 0 0 ELECTRONIC ARTS INC COM COM 285512109 63920 1438670 SH DEFINED 1 1438670 0 0 ELECTRONIC DATA SYS NEW COM COM 285661104 55272 2243188 SH DEFINED 1 2243188 0 0 ELECTRONICS FOR IMAGING INC CO COM 286082102 1576 107949 SH DEFINED 1 107949 0 0 ELIZABETH ARDEN INC COM COM 28660G106 763 50239 SH DEFINED 1 50239 0 0 ELLIS PERRY INTL INC COM COM 288853104 563 26519 SH DEFINED 1 26519 0 0 ELLIS PERRY INTL INC COM COM 288853104 295 13900 SH DEFINED 1 2 13900 0 0 ELOYALTY CORP COM NEW COM NEW 290151307 50 10184 SH DEFINED 1 10184 0 0 EMAGEON INC COM 29076V109 90 41833 SH DEFINED 1 41833 0 0 EMBARQ CORP COM 29078E105 31601 668513 SH DEFINED 1 668513 0 0 EMC INS GROUP INC COM COM 268664109 465 19293 SH DEFINED 1 19293 0 0 EMCOR GROUP INC COM COM 29084Q100 3131 109732 SH DEFINED 1 109732 0 0 EMCORE CORP COM COM 290846104 725 115890 SH DEFINED 1 115890 0 0 EMERGENCY MEDICAL SVCS -REDH CL A 29100P102 514 22722 SH DEFINED 1 22722 0 0 EMERGENT BIOSOLUTIONS COM 29089Q105 137 13772 SH DEFINED 1 13772 0 0 EMERITUS CORP COM 291005106 372 25416 SH DEFINED 1 25416 0 0 EMERSON ELEC CO COM COM 291011104 178616 3612057 SH DEFINED 1 3612057 0 0 EMERSON ELEC CO COM COM 291011104 1142 23100 SH DEFINED 1 2 23100 0 0 EMISPHERE TECHNOLOGIES INC COM COM 291345106 77 28899 SH DEFINED 1 28899 0 0 EMMIS COMMUNICATIONS CORP CL A CL A 291525103 194 76908 SH DEFINED 1 76908 0 0 EMPIRE DIST ELEC CO COM COM 291641108 1160 62566 SH DEFINED 1 62566 0 0 EMPIRE RESORTS INC COM 292052107 141 48072 SH DEFINED 1 48072 0 0 EMPLOYERS HOLDINGS INC COM 292218104 1521 73490 SH DEFINED 1 73490 0 0 EMS TECHNOLOGIES INC COM COM 26873N108 721 32995 SH DEFINED 1 32995 0 0 EMULEX CORP COM NEW COM NEW 292475209 1730 148483 SH DEFINED 1 148483 0 0 ENBRIDGE ENERGY MANAGEMENT SHS SHS UNITS LLI 29250X103 857 16757 SH DEFINED 1 16757 0 0 ENBRIDGE ENERGY PARTNERS L COM COM 29250R106 4263 84729 SH DEFINED 1 84729 0 0 ENCORE ACQUISITION CO COM COM 29255W100 6251 83131 SH DEFINED 1 83131 0 0 ENCORE CAPITAL GROUP INC COM 292554102 444 50247 SH DEFINED 1 50247 0 0 ENCORE ENERGY PRTNRS LP-REDH COM UNIT 29257A106 238 8500 SH DEFINED 1 8500 0 0 ENCORE WIRE CORP COM COM 292562105 699 32978 SH DEFINED 1 32978 0 0 ENDEAVOUR INTERNATIONAL CORP COM 29259G101 282 129952 SH DEFINED 1 129952 0 0 ENDEAVOUR INTERNATIONAL CORP COM 29259G101 20 9200 SH DEFINED 1 2 9200 0 0 ENDO PHARMACEUTICALS HLDGS COM COM 29264F205 5368 221924 SH DEFINED 1 221924 0 0 ENDO PHARMACEUTICALS HLDGS COM COM 29264F205 373 15400 SH DEFINED 1 2 15400 0 0 ENDOLOGIX INC COM 29266S106 76 33029 SH DEFINED 1 33029 0 0 ENDP 1 3/4 04/15/15 NOTE 1.750% 4/1 29264FAA4 4947 5000000 PRN DEFINED 1 2 5000000 0 0 ENDURANCE SPECIALTY HOLDINGS SHS G30397106 2408 78210 SH DEFINED 1 78210 0 0 ENDURANCE SPECIALTY HOLDINGS SHS G30397106 157 5100 SH DEFINED 1 2 5100 0 0 ENDWAVE CORP COM COM NEW 29264A206 121 19064 SH DEFINED 1 19064 0 0 ENERGEN CORP COM COM 29265N108 7892 101141 SH DEFINED 1 101141 0 0 ENERGEN CORP COM COM 29265N108 1233 15800 SH DEFINED 1 2 15800 0 0 ENERGIZER HLDGS INC COM COM 29266R108 6293 86094 SH DEFINED 1 86094 0 0 ENERGY CONVERSION DEVICES I CO COM 292659109 6416 87129 SH DEFINED 1 87129 0 0 ENERGY CONVERSION DEVICES I CO COM 292659109 442 6000 SH DEFINED 1 2 6000 0 0 ENERGY EAST CORP COM COM 29266M109 6655 269231 SH DEFINED 1 269231 0 0 ENERGY FOCUS, INC. COM 29268T102 30 12941 SH DEFINED 1 12941 0 0 ENERGY PARTNERS LTD COM COM 29270U105 830 55633 SH DEFINED 1 55633 0 0 ENERGY TRANSFER EQUITY -REDH COM UT LTD PTN 29273V100 5959 205545 SH DEFINED 1 205545 0 0 ENERGY TRANSFER PARTNERS LP UNIT LTD PARTN 29273R109 5508 126708 SH DEFINED 1 126708 0 0 ENERGYSOLUTIONS INC-REDH DEPOSITARY SH 292756202 1113 49798 SH DEFINED 1 49798 0 0 ENERGYSOUTH INC COM COM 292970100 763 15560 SH DEFINED 1 15560 0 0 ENERNOC INC -REDH COM 292764107 300 16737 SH DEFINED 1 16737 0 0 ENERSYS INC COM COM 29275Y102 2156 62997 SH DEFINED 1 62997 0 0 ENGLOBAL CORP COM 293306106 292 20476 SH DEFINED 1 20476 0 0 ENNIS BUSINESS FORMS INC COM COM 293389102 659 42082 SH DEFINED 1 42082 0 0 ENPRO INDS INC COM COM 29355X107 1238 33167 SH DEFINED 1 33167 0 0 ENSCO INTL INC COM COM 26874Q100 58928 729843 SH DEFINED 1 729843 0 0 ENSCO INTL INC COM COM 26874Q100 678 8400 SH DEFINED 1 2 8400 0 0 ENSTAR GROUP LTD SHS G3075P101 736 8410 SH DEFINED 1 8410 0 0 ENTEGRIS INC COM COM 29362U104 1165 177800 SH DEFINED 1 177800 0 0 ENTERCOM COMMUNICATIONS COR CL CL A 293639100 332 47305 SH DEFINED 1 47305 0 0 ENTERGY CORP NEW COM COM 29364G103 125837 1044460 SH DEFINED 1 1044460 0 0 ENTERPRISE FINANCIAL SERVICE COM 293712105 370 19627 SH DEFINED 1 19627 0 0 ENTERPRISE GP HLDGS LP UNIT LP INT 293716106 1082 35986 SH DEFINED 1 35986 0 0 ENTERPRISE PRODS PARTNERS L CO COM 293792107 12800 433297 SH DEFINED 1 433297 0 0 ENTERTAINMENT DISTRIBUTION CO COM 29382J105 37 76383 SH DEFINED 1 76383 0 0 ENTERTAINMENT PPTYS TR COM SH COM SH BEN INT 29380T105 2053 41520 SH DEFINED 1 41520 0 0 ENTORIAN TECHNOLOGIES INC COM 29383P100 10 12863 SH DEFINED 1 12863 0 0 ENTRAVISION COMMUNICATIONS CL CL A 29382R107 461 114633 SH DEFINED 1 114633 0 0 ENTREMED INC COM COM 29382F103 10 17990 SH DEFINED 1 17990 0 0 ENTRUST INC COM COM 293848107 218 74129 SH DEFINED 1 74129 0 0 ENVIRONMENTAL POWER CORP COM NEW 29406L201 42 10176 SH DEFINED 1 10176 0 0 ENZO BIOCHEM INC COM COM 294100102 621 55316 SH DEFINED 1 55316 0 0 ENZON PHARMACEUTICALS INC COM 293904108 730 102582 SH DEFINED 1 102582 0 0 EOG RES INC COM COM 26875P101 144826 1103855 SH DEFINED 1 1103855 0 0 EP MEDSYSTEMS INC COM 26881P103 42 14220 SH DEFINED 1 14220 0 0 EPICOR SOFTWARE CORP COM COM 29426L108 623 90188 SH DEFINED 1 90188 0 0 EPIQ SYS INC COM COM 26882D109 1002 70552 SH DEFINED 1 70552 0 0 EPIX PHARMACEUTICALS INC COM COM NEW 26881Q309 25 14666 SH DEFINED 1 14666 0 0 EPOCH HOLDING CORP COM 29428R103 168 18443 SH DEFINED 1 18443 0 0 EQIX 3 10/15/14 NOTE 3.000%10/1 29444UAG1 14920 14000000 PRN DEFINED 1 2 14000000 0 0 EQUIFAX INC COM COM 294429105 19385 576603 SH DEFINED 1 576603 0 0 EQUINIX INC COM NEW 29444U502 4841 54262 SH DEFINED 1 54262 0 0 EQUITABLE RES INC COM COM 294549100 13848 200516 SH DEFINED 1 200516 0 0 EQUITY LIFESTYLE PROPERTIES IN COM 29472R108 1866 42413 SH DEFINED 1 42413 0 0 EQUITY ONE COM COM 294752100 1041 50660 SH DEFINED 1 50660 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 46281 1209320 SH DEFINED 1 1209320 0 0 ERESEARCHTECHNOLOGY INC COM COM 29481V108 1523 87318 SH DEFINED 1 87318 0 0 ERESEARCHTECHNOLOGY INC COM COM 29481V108 1871 107300 SH DEFINED 1 2 107300 0 0 ERICSSON L M TEL CO ADR CL B S ADR B SEK 10 294821608 206 19774 SH DEFINED 1 19774 0 0 ERIE INDTY CO CL A CL A 29530P102 3417 74034 SH DEFINED 1 74034 0 0 ESB FINL CORP COM COM 26884F102 153 15737 SH DEFINED 1 15737 0 0 ESCO TECHNOLOGIES INC COM COM 296315104 1961 41803 SH DEFINED 1 41803 0 0 ESMARK INC COM 296475106 709 37100 SH DEFINED 1 37100 0 0 ESS TECHNOLOGY INC COM COM 269151106 31 19047 SH DEFINED 1 19047 0 0 ESSEX PPTY TR INC COM COM 297178105 4328 40638 SH DEFINED 1 40638 0 0 ESTERLINE TECHNOLOGIES CORP CO COM 297425100 2653 53864 SH DEFINED 1 53864 0 0 ETHAN ALLEN INTERIORS INC COM COM 297602104 1109 45087 SH DEFINED 1 45087 0 0 EUROBANCSHARES INC COM 298716101 44 12248 SH DEFINED 1 12248 0 0 EURONET WORLDWIDE INC COM COM 298736109 1254 74226 SH DEFINED 1 74226 0 0 EV3 INC COM 26928A200 1185 124959 SH DEFINED 1 124959 0 0 EVERCORE PARTNERS INC CLASS A 29977A105 220 23148 SH DEFINED 1 23148 0 0 EVEREST RE GROUP LTD COM COM G3223R108 7436 93285 SH DEFINED 1 93285 0 0 EVERGREEN SOLAR INC COM COM 30033R108 2401 247817 SH DEFINED 1 247817 0 0 EVERGREEN SOLAR INC COM COM 30033R108 800 82520 SH DEFINED 1 2 82520 0 0 EXACT SCIENCES CORP COM COM 30063P105 21 11606 SH DEFINED 1 11606 0 0 EXACTECH INC COM 30064E109 412 16016 SH DEFINED 1 16016 0 0 EXACTECH INC COM 30064E109 46 1800 SH DEFINED 1 2 1800 0 0 EXAR CORP COM COM 300645108 589 78074 SH DEFINED 1 78074 0 0 EXCEL MARITIME CARRIERS LTD COM V3267N107 1699 43289 SH DEFINED 1 43289 0 0 EXCEL TECHNOLOGY INC COM COM 30067T103 612 27419 SH DEFINED 1 27419 0 0 EXCO RESOURCES INC COM 269279402 4851 131430 SH DEFINED 1 131430 0 0 EXELIXIS INC COM COM 30161Q104 1075 214960 SH DEFINED 1 214960 0 0 EXELON CORP COM COM 30161N101 323495 3595984 SH DEFINED 1 3595984 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 2550 152141 SH DEFINED 1 152141 0 0 EXLSERVICE HOLDINGS INC-REDH COM 302081104 232 16533 SH DEFINED 1 16533 0 0 EXPEDIA INC COM 30212P105 17795 968151 SH DEFINED 1 968151 0 0 EXPEDITORS INTL WASH INC COM COM 302130109 41487 964822 SH DEFINED 1 964822 0 0 EXPEDITORS INTL WASH INC COM COM 302130109 146 3400 SH DEFINED 1 2 3400 0 0 EXPONENT INC COM 30214U102 843 26853 SH DEFINED 1 26853 0 0 EXPRESS SCRIPTS INC COM COM 302182100 75449 1202942 SH DEFINED 1 1202942 0 0 EXPRESS SCRIPTS INC COM COM 302182100 1668 26600 SH DEFINED 1 2 26600 0 0 EXPRESSJET HOLDINGS INC CL A CL A 30218U108 43 76868 SH DEFINED 1 76868 0 0 EXTERRAN HOLDINGS INC COM 30225X103 7698 107679 SH DEFINED 1 107679 0 0 EXTRA SPACE STORAGE INC COM 30225T102 2353 153191 SH DEFINED 1 153191 0 0 EXTREME NETWORKS INC COM COM 30226D106 575 202629 SH DEFINED 1 202629 0 0 EXXON MOBIL CORP COM COM 30231G102 2591699 29407682 SH DEFINED 1 29407682 0 0 EXXON MOBIL CORP COM COM 30231G102 1172 13300 SH DEFINED 1 2 13300 0 0 EZCORP INC CL A NON VTG 302301106 973 76324 SH DEFINED 1 76324 0 0 EZCORP INC CL A NON VTG 302301106 450 35300 SH DEFINED 1 2 35300 0 0 F 6 1/2 PFD TR CV6.5% 345395206 4748 175000 PRN DEFINED 1 2 175000 0 0 F M C CORP COM NEW COM NEW 302491303 8518 109992 SH DEFINED 1 109992 0 0 F M C CORP COM NEW COM NEW 302491303 225 2900 SH DEFINED 1 2 2900 0 0 F5 NETWORKS INC COM COM 315616102 4158 146301 SH DEFINED 1 146301 0 0 FACTSET RESH SYS INC COM COM 303075105 3779 67058 SH DEFINED 1 67058 0 0 FACTSET RESH SYS INC COM COM 303075105 169 3000 SH DEFINED 1 2 3000 0 0 FAIR ISAAC INC COM 303250104 1615 77766 SH DEFINED 1 77766 0 0 FAIRCHILD SEMICONDUCTOR INT CL COM 303726103 2353 200557 SH DEFINED 1 200557 0 0 FAIRPOINT COMMUNICATIONS INC COM 305560104 1045 144986 SH DEFINED 1 144986 0 0 FALCONSTOR SOFTWARE INC COM COM 306137100 414 58473 SH DEFINED 1 58473 0 0 FAMILY DLR STORES INC COM COM 307000109 13579 680973 SH DEFINED 1 680973 0 0 FAMILY DLR STORES INC COM COM 307000109 235 11800 SH DEFINED 1 2 11800 0 0 FAMOUS DAVES AMER INC COM COM 307068106 85 10988 SH DEFINED 1 10988 0 0 FARMER BROS CO COM COM 307675108 237 11222 SH DEFINED 1 11222 0 0 FARO TECHNOLOGIES INC COM 311642102 602 23915 SH DEFINED 1 23915 0 0 FASTENAL CO COM COM 311900104 9728 225388 SH DEFINED 1 225388 0 0 FBL FINL GROUP INC CL A CL A 30239F106 657 33032 SH DEFINED 1 33032 0 0 FBR CAPITAL MRKTS CORP -REDH COM 30247C301 301 59823 SH DEFINED 1 59823 0 0 FCSTONE GROUP INC COM 31308T100 1031 36901 SH DEFINED 1 36901 0 0 FCSTONE GROUP INC COM 31308T100 313 11200 SH DEFINED 1 2 11200 0 0 FEDERAL AGRIC MTG CORP CL C CL C 313148306 489 19744 SH DEFINED 1 19744 0 0 FEDERAL HOME LN MTG CORP COM COM 313400301 47646 2905235 SH DEFINED 1 2905235 0 0 FEDERAL MOGUL CORP CL A 313549404 714 44282 SH DEFINED 1 44282 0 0 FEDERAL NATL MTG ASSN COM COM 313586109 91676 4698934 SH DEFINED 1 4698934 0 0 FEDERAL REALTY INVT TR SH BEN SH BEN INT NEW 313747206 6820 98836 SH DEFINED 1 98836 0 0 FEDERAL SIGNAL CORP COM COM 313855108 1007 83893 SH DEFINED 1 83893 0 0 FEDERATED DEPT STORES INC D CO COM 55616P104 36318 1870124 SH DEFINED 1 1870124 0 0 FEDERATED INVS INC PA CL B CL B 314211103 13394 389130 SH DEFINED 1 389130 0 0 FEDERATED INVS INC PA CL B CL B 314211103 1081 31400 SH DEFINED 1 2 31400 0 0 FEDEX CORP COM COM 31428X106 131991 1675225 SH DEFINED 1 1675225 0 0 FEI CO COM COM 30241L109 1290 56621 SH DEFINED 1 56621 0 0 FELCOR LODGING TR INC COM COM 31430F101 1040 99032 SH DEFINED 1 99032 0 0 FELDMAN MALL PROPERTIES INC COM 314308107 13 12239 SH DEFINED 1 12239 0 0 FERRELLGAS PARTNERS -LP UNIT LTD PART 315293100 1047 53192 SH DEFINED 1 53192 0 0 FERRO CORP COM COM 315405100 1095 58386 SH DEFINED 1 58386 0 0 FGX INTERNATIONAL HLDNGS LTD ORD SHS G3396L102 91 11359 SH DEFINED 1 11359 0 0 FIBERNET TELECOM GRP INC COM COM PAR $0.001 315653402 144 17000 SH DEFINED 1 17000 0 0 FIBERTOWER CORP COM 31567R100 187 133494 SH DEFINED 1 133494 0 0 FIDELITY NATIONAL FINL-A CL A 31620R105 4232 335876 SH DEFINED 1 335876 0 0 FIDELITY NATIONAL INFORMATION COM 31620M106 28550 773498 SH DEFINED 1 773498 0 0 FIFTH THIRD BANCORP COM COM 316773100 27573 2708560 SH DEFINED 1 2708560 0 0 FINANCIAL FED CORP COM COM 317492106 980 44609 SH DEFINED 1 44609 0 0 FINISAR COM COM 31787A101 494 414827 SH DEFINED 1 414827 0 0 FINISH LINE INC CL A CL A 317923100 894 102763 SH DEFINED 1 102763 0 0 FINISH LINE INC CL A CL A 317923100 238 27300 SH DEFINED 1 2 27300 0 0 FIRST ACCEPTANCE CORP COM 318457108 94 29456 SH DEFINED 1 29456 0 0 FIRST ADVANTAGE CORP CL A CL A 31845F100 334 21050 SH DEFINED 1 21050 0 0 FIRST AMERN CORP CALIF COM COM 318522307 3362 127356 SH DEFINED 1 127356 0 0 FIRST BANCORP N C COM COM 318910106 367 29015 SH DEFINED 1 29015 0 0 FIRST BANCORP P R COM COM 318672102 975 153794 SH DEFINED 1 153794 0 0 FIRST BUSEY CORP COM COM 319383105 776 58681 SH DEFINED 1 58681 0 0 FIRST CASH FINL SVCS INC COM COM 31942D107 585 39005 SH DEFINED 1 39005 0 0 FIRST CLOVER LEAF FINANCIAL COM 31969M105 93 10566 SH DEFINED 1 10566 0 0 FIRST CMNTY BANCSHARES INC COM COM 31983A103 596 21145 SH DEFINED 1 21145 0 0 FIRST COMWLTH FINL CORP PA COM COM 319829107 1189 127460 SH DEFINED 1 127460 0 0 FIRST CTZNS BANCSHARES INC CL CL A 31946M103 1292 9260 SH DEFINED 1 9260 0 0 FIRST FINANCIAL NORTHWEST COM 32022K102 176 17751 SH DEFINED 1 17751 0 0 FIRST FINL BANCORP OH COM COM 320209109 677 73575 SH DEFINED 1 73575 0 0 FIRST FINL BANKSHARES COM COM 32020R109 1741 38012 SH DEFINED 1 38012 0 0 FIRST FINL CORP IND COM COM 320218100 615 20098 SH DEFINED 1 20098 0 0 FIRST FINL HLDGS INC COM COM 320239106 395 22994 SH DEFINED 1 22994 0 0 FIRST HORIZON NATL CORP COM COM 320517105 6415 863391 SH DEFINED 1 863391 0 0 FIRST INDUSTRIAL REALTY TRU CO COM 32054K103 2039 74244 SH DEFINED 1 74244 0 0 FIRST INDUSTRIAL REALTY TRU CO COM 32054K103 272 9900 SH DEFINED 1 2 9900 0 0 FIRST MARBLEHEAD CORP/THE COM 320771108 210 81763 SH DEFINED 1 81763 0 0 FIRST MERCHANTS CORP COM COM 320817109 698 38467 SH DEFINED 1 38467 0 0 FIRST MERCURY FINANCIAL CORP COM 320841109 484 27434 SH DEFINED 1 27434 0 0 FIRST MIDWEST BANCORP DEL COM COM 320867104 1646 88275 SH DEFINED 1 88275 0 0 FIRST NIAGARA FINL GROUP IN CO COM 33582V108 2689 209114 SH DEFINED 1 209114 0 0 FIRST PL FINL CORP COM COM 33610T109 256 27217 SH DEFINED 1 27217 0 0 FIRST POTOMAC REALTY TRUST COM 33610F109 718 47101 SH DEFINED 1 47101 0 0 FIRST REGIONAL BANCORP/CAL COM 33615C101 120 21314 SH DEFINED 1 21314 0 0 FIRST SECURITY GROUP INC/TN COM 336312103 63 11266 SH DEFINED 1 11266 0 0 FIRST SOLAR INC COM 336433107 24631 90284 SH DEFINED 1 90284 0 0 FIRST ST BANCORPORATION COM 336453105 230 41896 SH DEFINED 1 41896 0 0 FIRST UTD CORP COM COM 33741H107 187 10312 SH DEFINED 1 10312 0 0 FIRSTENERGY CORP COM COM 337932107 111450 1353693 SH DEFINED 1 1353693 0 0 FIRSTFED FINL CORP COM COM 337907109 223 27715 SH DEFINED 1 27715 0 0 FIRSTMERIT CORP COM COM 337915102 1905 116782 SH DEFINED 1 116782 0 0 FISERV INC COM COM 337738108 33624 741099 SH DEFINED 1 741099 0 0 FISHER COMMUNICATIONS INC COM COM 337756209 529 15358 SH DEFINED 1 15358 0 0 FIVE STAR QUALITY CARE INC COM COM 33832D106 334 70584 SH DEFINED 1 70584 0 0 FLAGSTAR BANCORP INC COM COM 337930101 183 60911 SH DEFINED 1 60911 0 0 FLAGSTONE REINS HLDGS SHS G3529T105 624 52965 SH DEFINED 1 52965 0 0 FLANDERS CORP COM COM 338494107 138 22814 SH DEFINED 1 22814 0 0 FLEETWOOD ENTERPRISES INC COM COM 339099103 276 105209 SH DEFINED 1 105209 0 0 FLEXTRONICS INTL LTD ORD ORD Y2573F102 577 61413 SH DEFINED 1 61413 0 0 FLIR SYS INC COM COM 302445101 9098 224244 SH DEFINED 1 224244 0 0 FLOTEK INDUSTRIES INC COM 343389102 565 27404 SH DEFINED 1 27404 0 0 FLOW INTL CORP COM COM 343468104 839 107619 SH DEFINED 1 107619 0 0 FLOWERS FOODS INC COM COM 343498101 3931 138716 SH DEFINED 1 138716 0 0 FLOWERS FOODS INC COM COM 343498101 11 400 SH DEFINED 1 2 400 0 0 FLOWSERVE CORP COM COM 34354P105 11925 87238 SH DEFINED 1 87238 0 0 FLOWSERVE CORP COM COM 34354P105 437 3200 SH DEFINED 1 2 3200 0 0 FLUOR CORP NEW COM COM 343412102 73516 395080 SH DEFINED 1 395080 0 0 FLUOR CORP NEW COM COM 343412102 130 700 SH DEFINED 1 2 700 0 0 FLUSHING FINL CORP COM COM 343873105 748 39473 SH DEFINED 1 39473 0 0 FMC TECHNOLOGIES INC COM COM 30249U101 15776 205069 SH DEFINED 1 205069 0 0 FMC TECHNOLOGIES INC COM COM 30249U101 4308 56000 SH DEFINED 1 2 56000 0 0 FNB CORP PA COM COM 302520101 1755 148948 SH DEFINED 1 148948 0 0 FNB CORP/NORTH CAROLINA COM 302519103 143 18602 SH DEFINED 1 18602 0 0 FOCUS MEDIA HLDG-ADR -REDH SPONSORED ADR 34415V109 236 8499 SH DEFINED 1 8499 0 0 FOOT LOCKER INC COM COM 344849104 2940 236155 SH DEFINED 1 236155 0 0 FORCE PROTECTION INC COM NEW 345203202 314 94983 SH DEFINED 1 94983 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 58564 12175540 SH DEFINED 1 12175540 0 0 FORDING CANADIAN COAL TRUST COM 345425102 38 400 SH DEFINED 1 400 0 0 FORDING CANADIAN COAL TRUST COM 345425102 1559 16300 SH DEFINED 1 2 16300 0 0 FOREST CITY ENTERPRISES INC CL CL A 345550107 3660 113585 SH DEFINED 1 113585 0 0 FOREST LABS INC COM COM 345838106 47335 1362545 SH DEFINED 1 1362545 0 0 FOREST LABS INC COM COM 345838106 591 17000 SH DEFINED 1 2 17000 0 0 FOREST OIL CORP COM PAR $0.01 COM PAR $0.01 346091705 9101 122167 SH DEFINED 1 122167 0 0 FORESTAR REAL ESTATE GRP-W/I COM 346233109 882 46317 SH DEFINED 1 46317 0 0 FORMFACTOR INC COM 346375108 1648 89441 SH DEFINED 1 89441 0 0 FORRESTER RESH INC COM COM 346563109 849 27500 SH DEFINED 1 27500 0 0 FORTRESS INVESTMENT GRP-REDH CL A 34958B106 616 50000 SH DEFINED 1 50000 0 0 FORTUNE BRANDS INC COM COM 349631101 42649 683364 SH DEFINED 1 683364 0 0 FORWARD AIR CORP COM COM 349853101 1860 53763 SH DEFINED 1 53763 0 0 FOSSIL INC COM COM 349882100 2346 80696 SH DEFINED 1 80696 0 0 FOSSIL INC COM COM 349882100 32 1100 SH DEFINED 1 2 1100 0 0 FOSTER L B CO COM COM 350060109 846 25481 SH DEFINED 1 25481 0 0 FOSTER WHEELER LTD SHS SHS NEW G36535139 21104 288498 SH DEFINED 1 288498 0 0 FOUNDATION COAL HOLDINGS INC COM 35039W100 6089 68742 SH DEFINED 1 68742 0 0 FOUNDRY NETWORKS INC COM COM 35063R100 2858 241825 SH DEFINED 1 241825 0 0 FPIC INS GROUP INC COM COM 302563101 927 20444 SH DEFINED 1 20444 0 0 FPL GROUP INC COM COM 302571104 120348 1835132 SH DEFINED 1 1835132 0 0 FRANKLIN BANK CORP/HOUSTON COM 352451108 27 44671 SH DEFINED 1 44671 0 0 FRANKLIN COVEY CO COM COM 353469109 168 19359 SH DEFINED 1 19359 0 0 FRANKLIN ELEC INC COM COM 353514102 1891 48762 SH DEFINED 1 48762 0 0 FRANKLIN RES INC COM COM 354613101 64100 699402 SH DEFINED 1 699402 0 0 FRANKLIN STREET PROPERTIES C COM 35471R106 1259 99623 SH DEFINED 1 99623 0 0 FREDS INC CL A CL A 356108100 636 56618 SH DEFINED 1 56618 0 0 FREEPORT-MCMORAN COPPER & G CL COM 35671D857 207404 1769811 SH DEFINED 1 1769811 0 0 FREEPORT-MCMORAN COPPER & G CL COM 35671D857 3363 28700 SH DEFINED 1 2 28700 0 0 FREIGHTCAR AMERICA INC COM 357023100 845 23810 SH DEFINED 1 23810 0 0 FRESH DEL MONTE PRODUCE INC OR ORD G36738105 1842 78129 SH DEFINED 1 78129 0 0 FRESH DEL MONTE PRODUCE INC OR ORD G36738105 1235 52400 SH DEFINED 1 2 52400 0 0 FRIEDMAN BILLINGS RAMSEY GR CL CL A 358434108 388 258570 SH DEFINED 1 258570 0 0 FRIEDMAN BILLINGS RAMSEY GR CL CL A 358434108 224 149000 SH DEFINED 1 2 149000 0 0 FRONTIER FINL CORP WASH COM COM 35907K105 620 72800 SH DEFINED 1 72800 0 0 FRONTIER OIL CORP COM COM 35914P105 3985 166663 SH DEFINED 1 166663 0 0 FSI INTL INC COM COM 302633102 50 37376 SH DEFINED 1 37376 0 0 FTD GROUP COM 30267U108 579 43435 SH DEFINED 1 43435 0 0 FTI CONSULTING INC COM COM 302941109 4886 71365 SH DEFINED 1 71365 0 0 FUEL SYSTEMS SOL INC COM COM 35952W103 896 23274 SH DEFINED 1 23274 0 0 FUEL SYSTEMS SOL INC COM COM 35952W103 1063 27600 SH DEFINED 1 2 27600 0 0 FUEL-TECH N.V. COM 359523107 552 31316 SH DEFINED 1 31316 0 0 FUELCELL ENERGY INC COM COM 35952H106 1297 182613 SH DEFINED 1 182613 0 0 FULLER H B CO COM COM 359694106 2312 103043 SH DEFINED 1 103043 0 0 FULTON FINL CORP PA COM COM 360271100 3007 299250 SH DEFINED 1 299250 0 0 FURMANITE CORP COM 361086101 432 54197 SH DEFINED 1 54197 0 0 FURNITURE BRANDS INTL INC COM COM 360921100 1322 98925 SH DEFINED 1 98925 0 0 FURNITURE BRANDS INTL INC COM COM 360921100 783 58600 SH DEFINED 1 2 58600 0 0 FX ENERGY INC COM COM 302695101 345 65460 SH DEFINED 1 65460 0 0 FX REAL ESTATE AND ENTERTAI COM 302709100 33 17349 SH DEFINED 1 17349 0 0 G & K SVCS INC CL A CL A 361268105 974 31992 SH DEFINED 1 31992 0 0 G M X RESOURCES COM 38011M108 1611 21739 SH DEFINED 1 21739 0 0 G-III APPAREL GROUP LTD COM COM 36237H101 367 29724 SH DEFINED 1 29724 0 0 GAIAM INC CL A CL A 36268Q103 430 31799 SH DEFINED 1 31799 0 0 GALLAGHER ARTHUR J & CO COM COM 363576109 3665 152059 SH DEFINED 1 152059 0 0 GAMCO INVESTORS INC COM 361438104 629 12685 SH DEFINED 1 12685 0 0 GAMESTOP CORP CL A CL A 36467W109 29076 719714 SH DEFINED 1 719714 0 0 GAMETECH INTERNATIONAL INC COM 36466D102 65 13721 SH DEFINED 1 13721 0 0 GANNETT INC COM COM 364730101 22161 1022674 SH DEFINED 1 1022674 0 0 GAP 5.125 06/15/2011 NOTE 5.125% 6/1 390064AJ2 7445 8000000 PRN DEFINED 1 2 8000000 0 0 GAP INC DEL COM COM 364760108 38210 2292139 SH DEFINED 1 2292139 0 0 GAP INC DEL COM COM 364760108 3337 200200 SH DEFINED 1 2 200200 0 0 GARDNER DENVER INC COM COM 365558105 7084 124716 SH DEFINED 1 124716 0 0 GARMIN LTD ORD ORD G37260109 9181 214302 SH DEFINED 1 214302 0 0 GARTNER INC COM COM 366651107 2356 113697 SH DEFINED 1 113697 0 0 GASCO ENERGY INC COM 367220100 1299 312647 SH DEFINED 1 312647 0 0 GATEHOUSE MEDIA INC COM 367348109 156 63283 SH DEFINED 1 63283 0 0 GATEWAY FINANCIAL HOLDINGS COM 368140109 89 11622 SH DEFINED 1 11622 0 0 GATX CORP COM COM 361448103 2821 63640 SH DEFINED 1 63640 0 0 GAYLORD ENTMT CO NEW COM COM 367905106 1631 68085 SH DEFINED 1 68085 0 0 GEHL CO COM COM 368483103 395 26685 SH DEFINED 1 26685 0 0 GEN-PROBE INC COM 36866T103 4181 88065 SH DEFINED 1 88065 0 0 GEN-PROBE INC COM 36866T103 76 1600 SH DEFINED 1 2 1600 0 0 GENCO SHIPPING & TRADING LTD SHS Y2685T107 2802 42978 SH DEFINED 1 42978 0 0 GENCORP INC COM COM 368682100 674 94157 SH DEFINED 1 94157 0 0 GENELABS TECHNOLOGIES INC COM COM NEW 368706206 7 11523 SH DEFINED 1 11523 0 0 GENENTECH INC COM NEW COM NEW 368710406 54848 722634 SH DEFINED 1 722634 0 0 GENERAL CABLE CORP DEL NEW COM COM 369300108 4827 79321 SH DEFINED 1 79321 0 0 GENERAL COMMUNICATION INC CL A CL A 369385109 568 82681 SH DEFINED 1 82681 0 0 GENERAL DYNAMICS CORP COM COM 369550108 181573 2156454 SH DEFINED 1 2156454 0 0 GENERAL DYNAMICS CORP COM COM 369550108 253 3000 SH DEFINED 1 2 3000 0 0 GENERAL ELEC CO COM COM 369604103 1475125 55268819 SH DEFINED 1 55268819 0 0 GENERAL ELEC CO COM COM 369604103 985 36900 SH DEFINED 1 2 36900 0 0 GENERAL GROWTH PPTYS INC COM COM 370021107 41185 1175708 SH DEFINED 1 1175708 0 0 GENERAL GROWTH PPTYS INC COM COM 370021107 259 7400 SH DEFINED 1 2 7400 0 0 GENERAL MARITIME CORP SHS Y2692M103 997 38378 SH DEFINED 1 38378 0 0 GENERAL MLS INC COM COM 370334104 97403 1602812 SH DEFINED 1 1602812 0 0 GENERAL MOLY INC COM 370373102 612 77712 SH DEFINED 1 77712 0 0 GENERAL MTRS CORP COM COM 370442105 35192 3060189 SH DEFINED 1 3060189 0 0 GENESCO INC COM COM 371532102 1246 40368 SH DEFINED 1 40368 0 0 GENESEE & WYO INC CL A CL A 371559105 2068 60784 SH DEFINED 1 60784 0 0 GENESIS ENERGY L P UNIT LTD PARTN 371927104 494 26776 SH DEFINED 1 26776 0 0 GENITOPE CORP COM 37229P507 3 69917 SH DEFINED 1 69917 0 0 GENOMIC HEALTH INC COM 37244C101 449 23454 SH DEFINED 1 23454 0 0 GENOPTIX INC COM 37243V100 412 13051 SH DEFINED 1 13051 0 0 GENPACT LTD SHS G3922B107 1256 84200 SH DEFINED 1 84200 0 0 GENTEK INC COM NEW 37245X203 400 14859 SH DEFINED 1 14859 0 0 GENTEX CORP COM COM 371901109 3359 232652 SH DEFINED 1 232652 0 0 GENTIVA HEALTH SERVICES INC CO COM 37247A102 691 36252 SH DEFINED 1 36252 0 0 GENUINE PARTS CO COM COM 372460105 28936 729246 SH DEFINED 1 729246 0 0 GENVEC INC COM 37246C109 166 115007 SH DEFINED 1 115007 0 0 GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 34195 1920006 SH DEFINED 1 1920006 0 0 GENZYME CORP COM GENL DIV COM 372917104 87052 1208721 SH DEFINED 1 1208721 0 0 GEO GROUP INC/THE COM 36159R103 1675 74424 SH DEFINED 1 74424 0 0 GEOEYE INC COM 37250W108 669 37787 SH DEFINED 1 37787 0 0 GEOMET INC COM 37250U201 217 22893 SH DEFINED 1 22893 0 0 GEORGIA GULF CORP COM PAR $0.0 COM PAR $0.01 373200203 157 53982 SH DEFINED 1 53982 0 0 GERBER SCIENTIFIC INC COM COM 373730100 441 38777 SH DEFINED 1 38777 0 0 GERMAN AMERN BANCORP COM COM 373865104 217 18651 SH DEFINED 1 18651 0 0 GERON CORP COM COM 374163103 427 123826 SH DEFINED 1 123826 0 0 GETTY IMAGES INC COM COM 374276103 2762 81392 SH DEFINED 1 81392 0 0 GETTY RLTY CORP NEW COM COM 374297109 403 27978 SH DEFINED 1 27978 0 0 GEVITY HR INC COM 374393106 147 27392 SH DEFINED 1 27392 0 0 GFI GROUP INC COM 361652209 897 99590 SH DEFINED 1 99590 0 0 GIBRALTAR INDUSTRIES, INC COM 374689107 1045 65433 SH DEFINED 1 65433 0 0 GILEAD SCIENCES INC COM COM 375558103 225543 4259546 SH DEFINED 1 4259546 0 0 GLACIER BANCORP INC NEW COM COM 37637Q105 1597 99859 SH DEFINED 1 99859 0 0 GLADSTONE COMMERCIAL CORP COM 376536108 224 12933 SH DEFINED 1 12933 0 0 GLATFELTER COM COM 377316104 1471 108902 SH DEFINED 1 108902 0 0 GLG PARTNERS INC COM 37929X107 2708 347206 SH DEFINED 1 347206 0 0 GLIMCHER RLTY TR SH BEN INT SH BEN INT 379302102 672 60147 SH DEFINED 1 60147 0 0 GLOBAL CASH ACCESS INC COM 378967103 464 67695 SH DEFINED 1 67695 0 0 GLOBAL CROSSING LTD SHS NEW G3921A175 911 50789 SH DEFINED 1 50789 0 0 GLOBAL INDS LTD COM COM 379336100 2804 156379 SH DEFINED 1 156379 0 0 GLOBAL PMTS INC COM COM 37940X102 5462 117219 SH DEFINED 1 117219 0 0 GLOBALSTAR INC COM 378973408 65 22894 SH DEFINED 1 22894 0 0 GLOBECOMM SYSTEMS INC COM COM 37956X103 360 43594 SH DEFINED 1 43594 0 0 GLU MOBILE INC COM 379890106 81 16740 SH DEFINED 1 16740 0 0 GOLDLEAF FINANCIAL SOLUTIONS COM NEW 38144H208 27 12407 SH DEFINED 1 12407 0 0 GOLDMAN SACHS GROUP INC COM COM 38141G104 383429 2192276 SH DEFINED 1 2192276 0 0 GOLDMAN SACHS GROUP INC COM COM 38141G104 1014 5800 SH DEFINED 1 2 5800 0 0 GOODRICH CORP COM COM 382388106 26351 555228 SH DEFINED 1 555228 0 0 GOODRICH PETROLEUM CORP COM NEW 382410405 3435 41429 SH DEFINED 1 41429 0 0 GOODYEAR TIRE & RUBR CO COM COM 382550101 18954 1063034 SH DEFINED 1 1063034 0 0 GOODYEAR TIRE & RUBR CO COM COM 382550101 346 19400 SH DEFINED 1 2 19400 0 0 GOOGLE INC-CL A COM CL A 38259P508 685921 1302992 SH DEFINED 1 1302992 0 0 GOOGLE INC-CL A COM CL A 38259P508 105 200 SH DEFINED 1 2 200 0 0 GORMAN RUPP CO COM COM 383082104 1188 29818 SH DEFINED 1 29818 0 0 GOTTSCHALKS INC COM COM 383485109 31 13746 SH DEFINED 1 13746 0 0 GP STRATEGIES CORP COM COM 36225V104 164 16290 SH DEFINED 1 16290 0 0 GRACE W R & CO DEL NEW COM COM 38388F108 2036 86672 SH DEFINED 1 86672 0 0 GRACO INC COM COM 384109104 3614 94929 SH DEFINED 1 94929 0 0 GRAFTECH INTERNATIONAL LTD COM 384313102 4963 184970 SH DEFINED 1 184970 0 0 GRAFTECH INTERNATIONAL LTD COM 384313102 1685 62800 SH DEFINED 1 2 62800 0 0 GRAHAM CORP COM 384556106 451 6092 SH DEFINED 1 6092 0 0 GRAHAM CORP COM 384556106 604 8150 SH DEFINED 1 2 8150 0 0 GRAINGER W W INC COM COM 384802104 23769 290578 SH DEFINED 1 290578 0 0 GRAINGER W W INC COM COM 384802104 744 9100 SH DEFINED 1 2 9100 0 0 GRAMERCY CAPITAL CORP COM 384871109 662 57104 SH DEFINED 1 57104 0 0 GRAN TIERRA ENERGY INC COM 38500T101 82 10254 SH DEFINED 1 10254 0 0 GRANITE CONSTR INC COM COM 387328107 1943 61622 SH DEFINED 1 61622 0 0 GRAPHIC PACKAGING HOLDING CO COM 388689101 271 134266 SH DEFINED 1 134266 0 0 GRAY TELEVISION INC COM COM 389375106 172 59862 SH DEFINED 1 59862 0 0 GREAT ATLANTIC & PAC TEA IN CO COM 390064103 1267 55515 SH DEFINED 1 55515 0 0 GREAT LAKES DREDGE&DOCK CORP COM 390607109 569 93059 SH DEFINED 1 93059 0 0 GREAT PLAINS ENERGY INC COM COM 391164100 3532 139710 SH DEFINED 1 139710 0 0 GREAT PLAINS ENERGY INC COM COM 391164100 74 2900 SH DEFINED 1 2 2900 0 0 GREAT SOUTHN BANCORP INC COM COM 390905107 173 21247 SH DEFINED 1 21247 0 0 GREAT WOLF RESORTS INC COM 391523107 318 72820 SH DEFINED 1 72820 0 0 GREATBATCH INC COM 39153L106 601 34746 SH DEFINED 1 34746 0 0 GREEN MTN COFFEE ROASTERS COM 393122106 1448 38548 SH DEFINED 1 38548 0 0 GREENBRIER COS INC COM COM 393657101 398 19601 SH DEFINED 1 19601 0 0 GREENE BANCSHARES INC COM NEW 394361208 362 25842 SH DEFINED 1 25842 0 0 GREENFIELD ONLINE COM COM 395150105 902 60443 SH DEFINED 1 60443 0 0 GREENHILL & CO INC COM COM 395259104 962 17869 SH DEFINED 1 17869 0 0 GREENLIGHT CAPITAL RE CLASS A G4095J109 283 12368 SH DEFINED 1 12368 0 0 GREIF INC CL A 397624107 3218 50257 SH DEFINED 1 50257 0 0 GREY WOLF INC COM COM 397888108 3140 347726 SH DEFINED 1 347726 0 0 GREY WOLF INC COM COM 397888108 23 2600 SH DEFINED 1 2 2600 0 0 GRIFFON CORP COM COM 398433102 251 28652 SH DEFINED 1 28652 0 0 GROUP 1 AUTOMOTIVE INC COM COM 398905109 665 33491 SH DEFINED 1 33491 0 0 GROUPE GCI INC CL A COM 39945C109 383 38400 SH DEFINED 1 2 38400 0 0 GRUBB & ELLIS CO COM PAR $0.01 COM PAR $0.01 400095204 156 40606 SH DEFINED 1 40606 0 0 GSI COMMERCE INC COM 36238G102 390 28646 SH DEFINED 1 28646 0 0 GTX INC COM 40052B108 315 21937 SH DEFINED 1 21937 0 0 GUARANTY BANCORP COM 40075T102 323 89678 SH DEFINED 1 89678 0 0 GUARANTY FINANCIAL GRP-REDH COM 40108N106 249 46321 SH DEFINED 1 46321 0 0 GUESS INC COM COM 401617105 3078 82202 SH DEFINED 1 82202 0 0 GULF ISLAND FABRICATION INC CO COM 402307102 1331 27207 SH DEFINED 1 27207 0 0 GULFMARK OFFSHORE INC COM COM 402629109 2300 39527 SH DEFINED 1 39527 0 0 GULFPORT ENERGY CORP COM NEW 402635304 675 41002 SH DEFINED 1 41002 0 0 GYMBOREE CORP COM COM 403777105 2157 53828 SH DEFINED 1 53828 0 0 GYMBOREE CORP COM COM 403777105 1543 38500 SH DEFINED 1 2 38500 0 0 H&E EQUIPMENT SERVICES INC COM 404030108 382 31770 SH DEFINED 1 31770 0 0 HACKETT GROUP INC/THE COM 404609109 291 50703 SH DEFINED 1 50703 0 0 HAEMONETICS CORP COM COM 405024100 2098 37836 SH DEFINED 1 37836 0 0 HAIN CELESTIAL GROUP INC COM COM 405217100 1645 70066 SH DEFINED 1 70066 0 0 HALLIBURTON CO COM COM 406216101 263534 4965772 SH DEFINED 1 4965772 0 0 HALLMARK FINL SVCS INC COM NEW 40624Q203 147 15200 SH DEFINED 1 15200 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 666 123835 SH DEFINED 1 123835 0 0 HANA BIOSCIENCES INC COM 40963P105 15 20719 SH DEFINED 1 20719 0 0 HANCOCK HLDG CO COM COM 410120109 1989 50633 SH DEFINED 1 50633 0 0 HANESBRANDS INC COM 410345102 4128 152106 SH DEFINED 1 152106 0 0 HANESBRANDS INC COM 410345102 19 700 SH DEFINED 1 2 700 0 0 HANGER ORTHOPEDIC GROUP INC CO COM NEW 41043F208 500 30347 SH DEFINED 1 30347 0 0 HANGER ORTHOPEDIC GROUP INC CO COM NEW 41043F208 234 14200 SH DEFINED 1 2 14200 0 0 HANMI FINL CORP COM COM 410495105 440 84426 SH DEFINED 1 84426 0 0 HANOVER INSURANCE GROUP INC/TH COM 410867105 3217 75686 SH DEFINED 1 75686 0 0 HANSEN MEDICAL INC COM 411307101 262 15690 SH DEFINED 1 15690 0 0 HANSEN NATURAL CORP COM 411310105 3633 126056 SH DEFINED 1 126056 0 0 HANSEN NATURAL CORP COM 411310105 182 6300 SH DEFINED 1 2 6300 0 0 HARDINGE INC COM COM 412324303 284 21591 SH DEFINED 1 21591 0 0 HARLEY DAVIDSON INC COM COM 412822108 38086 1050349 SH DEFINED 1 1050349 0 0 HARLEY DAVIDSON INC COM COM 412822108 801 22100 SH DEFINED 1 2 22100 0 0 HARLEYSVILLE GROUP INC COM COM 412824104 1081 31967 SH DEFINED 1 31967 0 0 HARLEYSVILLE NATL CORP PA COM COM 412850109 630 56427 SH DEFINED 1 56427 0 0 HARMAN INTL INDS INC COM COM 413086109 10736 259393 SH DEFINED 1 259393 0 0 HARMONIC INC COM COM 413160102 1488 156518 SH DEFINED 1 156518 0 0 HARRIS CORP DEL COM COM 413875105 10855 214984 SH DEFINED 1 214984 0 0 HARRIS INTERACTIVE INC COM COM 414549105 109 54126 SH DEFINED 1 54126 0 0 HARRIS STRATEX NETWORKS-CL A CL A 41457P106 441 46482 SH DEFINED 1 46482 0 0 HARSCO CORP COM COM 415864107 6887 126582 SH DEFINED 1 126582 0 0 HARTE-HANKS INC COM COM 416196103 738 64474 SH DEFINED 1 64474 0 0 HARTFORD FINL SVCS GROUP IN CO COM 416515104 112440 1741360 SH DEFINED 1 1741360 0 0 HARTMARX CORP COM COM 417119104 84 38879 SH DEFINED 1 38879 0 0 HARVARD BIOSCIENCE INC COM COM 416906105 50 10713 SH DEFINED 1 10713 0 0 HARVEST NATURAL RESOURCES INC COM 41754V103 693 62653 SH DEFINED 1 62653 0 0 HASBRO INC COM COM 418056107 22002 615964 SH DEFINED 1 615964 0 0 HASBRO INC COM COM 418056107 4029 112800 SH DEFINED 1 2 112800 0 0 HAVERTY FURNITURE INC COM COM 419596101 255 25428 SH DEFINED 1 25428 0 0 HAWAIIAN ELEC INDUSTRIES COM COM 419870100 3170 128194 SH DEFINED 1 128194 0 0 HAWAIIAN HOLDINGS INC COM 419879101 202 29022 SH DEFINED 1 29022 0 0 HAWAIIAN HOLDINGS INC COM 419879101 705 101400 SH DEFINED 1 2 101400 0 0 HAWKINS INC COM COM 420261109 194 12955 SH DEFINED 1 12955 0 0 HAYES LEMMERZ INTERNATIONAL COM NEW 420781304 459 161706 SH DEFINED 1 161706 0 0 HAYNES INTERNATIONAL INC COM NEW 420877201 1034 17966 SH DEFINED 1 17966 0 0 HCC INS HLDGS INC COM COM 404132102 3659 173099 SH DEFINED 1 173099 0 0 HCP INC COM 40414L109 33253 1045348 SH DEFINED 1 1045348 0 0 HEADWATERS INC COM COM 42210P102 611 51913 SH DEFINED 1 51913 0 0 HEALTH CARE REIT INC COM COM 42217K106 6121 137561 SH DEFINED 1 137561 0 0 HEALTH GRADES INC COM COM 42218Q102 145 32374 SH DEFINED 1 32374 0 0 HEALTH MGMT ASSOC INC NEW CL A CL A 421933102 2508 385278 SH DEFINED 1 385278 0 0 HEALTH NET INC COM COM 42222G108 3951 164229 SH DEFINED 1 164229 0 0 HEALTH NET INC COM COM 42222G108 29 1200 SH DEFINED 1 2 1200 0 0 HEALTHCARE RLTY TR COM COM 421946104 1904 80093 SH DEFINED 1 80093 0 0 HEALTHCARE SVCS GRP INC COM COM 421906108 977 64262 SH DEFINED 1 64262 0 0 HEALTHEXTRAS INC COM COM 422211102 1681 55789 SH DEFINED 1 55789 0 0 HEALTHSOUTH CORP COM COM NEW 421924309 2235 134400 SH DEFINED 1 134400 0 0 HEALTHSPRING INC COM 42224N101 1546 91582 SH DEFINED 1 91582 0 0 HEALTHTRONICS INC COM 42222L107 96 29334 SH DEFINED 1 29334 0 0 HEALTHTRONICS INC COM 42222L107 101 30800 SH DEFINED 1 2 30800 0 0 HEALTHWAYS INC COM 422245100 1608 54332 SH DEFINED 1 54332 0 0 HEARST-ARGYLE TELEVISION IN CO COM 422317107 620 32302 SH DEFINED 1 32302 0 0 HEARTLAND EXPRESS INC COM COM 422347104 1662 111470 SH DEFINED 1 111470 0 0 HEARTLAND FINANCIAL USA INC COM 42234Q102 427 23452 SH DEFINED 1 23452 0 0 HEARTLAND PAYMENT SYSTEMS IN COM 42235N108 928 39317 SH DEFINED 1 39317 0 0 HEARUSA INC COM NEW 422360305 18 11117 SH DEFINED 1 11117 0 0 HECLA MNG CO COM COM 422704106 1608 173600 SH DEFINED 1 173600 0 0 HEELYS INC COM COM 42279M107 62 15261 SH DEFINED 1 15261 0 0 HEICO CORP-CL A CL A 422806208 790 29723 SH DEFINED 1 29723 0 0 HEIDRICK & STRUGGLES INTL I CO COM 422819102 847 30640 SH DEFINED 1 30640 0 0 HEINZ H J CO COM COM 423074103 81874 1711045 SH DEFINED 1 1711045 0 0 HELEN OF TROY CORP LTD COM COM G4388N106 707 43860 SH DEFINED 1 43860 0 0 HELIX ENERGY SOLUTIONS GROUP I COM 42330P107 5344 128334 SH DEFINED 1 128334 0 0 HELMERICH & PAYNE INC COM COM 423452101 10223 141951 SH DEFINED 1 141951 0 0 HEMISPHERX BIOPHARMA INC COM COM 42366C103 79 94492 SH DEFINED 1 94492 0 0 HENRY JACK & ASSOC INC COM COM 426281101 3262 150725 SH DEFINED 1 150725 0 0 HENRY JACK & ASSOC INC COM COM 426281101 50 2300 SH DEFINED 1 2 2300 0 0 HERBALIFE LTD COM USD SHS G4412G101 3189 82296 SH DEFINED 1 82296 0 0 HERBALIFE LTD COM USD SHS G4412G101 1829 47200 SH DEFINED 1 2 47200 0 0 HERCULES INC COM COM 427056106 8570 506212 SH DEFINED 1 506212 0 0 HERCULES OFFSHORE INC COM 427093109 5716 150340 SH DEFINED 1 150340 0 0 HERITAGE COMMERCE CORP COM COM 426927109 175 17653 SH DEFINED 1 17653 0 0 HERLEY INDS INC DEL COM COM 427398102 228 17165 SH DEFINED 1 17165 0 0 HERSHA HOSPITALITY TRUST SH BEN INT A 427825104 730 96626 SH DEFINED 1 96626 0 0 HERSHEY CO/THE COM 427866108 24316 741789 SH DEFINED 1 741789 0 0 HERTZ GLOBAL HOLDINGS, INC COM 42805T105 2040 212545 SH DEFINED 1 212545 0 0 HERTZ GLOBAL HOLDINGS, INC COM 42805T105 215 22400 SH DEFINED 1 2 22400 0 0 HESKA CORP COM COM 42805E108 25 20430 SH DEFINED 1 20430 0 0 HESS CORP COM COM 42809H107 158978 1259830 SH DEFINED 1 1259830 0 0 HESS CORP COM COM 42809H107 13 100 SH DEFINED 1 2 100 0 0 HEWITT ASSOCS INC COM COM 42822Q100 5819 151813 SH DEFINED 1 151813 0 0 HEWITT ASSOCS INC COM COM 42822Q100 3427 89400 SH DEFINED 1 2 89400 0 0 HEWLETT PACKARD CO COM COM 428236103 610671 13812951 SH DEFINED 1 13812951 0 0 HEXCEL CORP NEW COM COM 428291108 2961 153395 SH DEFINED 1 153395 0 0 HFF INC-CLASS A CL A 40418F108 123 21700 SH DEFINED 1 21700 0 0 HHGREGG INC -REDH COM 42833L108 121 12051 SH DEFINED 1 12051 0 0 HI-TECH PHARMACAL INC COM COM 42840B101 118 11809 SH DEFINED 1 11809 0 0 HIBBETT SPORTS INC COM 428567101 1179 55890 SH DEFINED 1 55890 0 0 HICKORY TECH CORP COM COM 429060106 100 12091 SH DEFINED 1 12091 0 0 HIGHWOODS PPTYS INC COM COM 431284108 3082 98098 SH DEFINED 1 98098 0 0 HILB ROGAL & HOBBS CO COM COM 431294107 2432 55963 SH DEFINED 1 55963 0 0 HILL INTERNATIONAL INC COM 431466101 166 10097 SH DEFINED 1 10097 0 0 HILL-ROM HOLDINGS INC COM 431475102 2427 89957 SH DEFINED 1 89957 0 0 HILL-ROM HOLDINGS INC COM 431475102 507 18800 SH DEFINED 1 2 18800 0 0 HILLENBRAND INC -SPN COM 431571108 1925 89957 SH DEFINED 1 89957 0 0 HILLTOP HOLDINGS COM 432748101 1072 103946 SH DEFINED 1 103946 0 0 HITTITE MICROWAVE CORP COM 43365Y104 1111 31202 SH DEFINED 1 31202 0 0 HITTITE MICROWAVE CORP COM 43365Y104 11 300 SH DEFINED 1 2 300 0 0 HL 6.5 6.5% CONV PFD 422704304 3332 35000 PRN DEFINED 1 2 35000 0 0 HLTH CORP COM 40422Y101 3329 294045 SH DEFINED 1 294045 0 0 HMS HOLDINGS CORP COM 40425J101 908 42298 SH DEFINED 1 42298 0 0 HNI CORP COM COM 404251100 1138 64423 SH DEFINED 1 64423 0 0 HOKU SCIENTIFIC INC COM 434712105 184 36562 SH DEFINED 1 36562 0 0 HOLLY CORP COM PAR $0.01 COM PAR $0.01 435758305 2713 73478 SH DEFINED 1 73478 0 0 HOLLY ENERGY PARTNERS LP COM UT LTD PTN 435763107 441 11315 SH DEFINED 1 11315 0 0 HOLLYWOOD MEDIA CORP COM COM 436233100 74 30067 SH DEFINED 1 30067 0 0 HOLOGIC INC COM COM 436440101 9122 418452 SH DEFINED 1 418452 0 0 HOLX 2 12/15/37 FRNT 2.000%12/1 436440AA9 8675 10250000 PRN DEFINED 1 2 10250000 0 0 HOME BANCSHARES INC COM 436893200 530 23598 SH DEFINED 1 23598 0 0 HOME DEPOT INC COM COM 437076102 218937 9348274 SH DEFINED 1 9348274 0 0 HOME DEPOT INC COM COM 437076102 386 16500 SH DEFINED 1 2 16500 0 0 HOME DIAGNOSTICS INC -REDH COM 437080104 187 20631 SH DEFINED 1 20631 0 0 HOME FEDERAL BANCORP INC COM 43710G105 173 17524 SH DEFINED 1 17524 0 0 HOME PROPERTIES INC COM 437306103 2399 49907 SH DEFINED 1 49907 0 0 HONEYWELL INTL INC COM COM 438516106 209809 4172804 SH DEFINED 1 4172804 0 0 HOOKER FURNITURE CORP COM 439038100 461 26644 SH DEFINED 1 26644 0 0 HOOKER FURNITURE CORP COM 439038100 717 41400 SH DEFINED 1 2 41400 0 0 HOOPER HOLMES INC COM COM 439104100 59 57721 SH DEFINED 1 57721 0 0 HORACE MANN EDUCATORS CORP COM COM 440327104 936 66766 SH DEFINED 1 66766 0 0 HORIZON FINL CORP WASH COM COM 44041F105 185 29595 SH DEFINED 1 29595 0 0 HORIZON LINES INC-CL A COM 44044K101 466 46847 SH DEFINED 1 46847 0 0 HORMEL FOODS CORP COM COM 440452100 3693 106702 SH DEFINED 1 106702 0 0 HORNBECK OFFSHORE SERVICES COM COM 440543106 2174 38467 SH DEFINED 1 38467 0 0 HOSPIRA INC COM COM 441060100 28232 703856 SH DEFINED 1 703856 0 0 HOSPITALITY PPTYS TR COM SH BE COM SH BEN INT 44106M102 6609 270178 SH DEFINED 1 270178 0 0 HOST MARRIOTT CORP NEW COM COM 44107P104 32040 2347279 SH DEFINED 1 2347279 0 0 HOST MARRIOTT CORP NEW COM COM 44107P104 474 34700 SH DEFINED 1 2 34700 0 0 HOT TOPIC INC COM COM 441339108 280 51802 SH DEFINED 1 51802 0 0 HOUSEVALUES INC COM 44183Y102 31 11119 SH DEFINED 1 11119 0 0 HOUSTON AMERN ENERGY CORP COM 44183U100 225 20061 SH DEFINED 1 20061 0 0 HOUSTON WIRE & CABLE COM 44244K109 583 29279 SH DEFINED 1 29279 0 0 HOVNANIAN ENTERPRISES INC CL A CL A 442487203 471 85891 SH DEFINED 1 85891 0 0 HRPT PPTYS TR COM SH BEN INT COM SH BEN INT 40426W101 2376 350897 SH DEFINED 1 350897 0 0 HUB GROUP INC CL A CL A 443320106 2612 76537 SH DEFINED 1 76537 0 0 HUBBELL INC CL B CL B 443510201 3276 82157 SH DEFINED 1 82157 0 0 HUDSON CITY BANCORP COM COM 443683107 39066 2342112 SH DEFINED 1 2342112 0 0 HUDSON CITY BANCORP COM COM 443683107 987 59200 SH DEFINED 1 2 59200 0 0 HUDSON HIGHLAND GROUP COM 443792106 390 37266 SH DEFINED 1 37266 0 0 HUDSON HIGHLAND GROUP COM 443792106 10 1000 SH DEFINED 1 2 1000 0 0 HUGHES COMMUNICATIONS INC COM 444398101 654 13332 SH DEFINED 1 13332 0 0 HUGOTON RTY TR TEX UNIT BEN IN UNIT BEN INT 444717102 2486 67189 SH DEFINED 1 67189 0 0 HUMAN GENOME SCIENCES INC COM COM 444903108 1303 250165 SH DEFINED 1 250165 0 0 HUMANA INC COM COM 444859102 29823 749883 SH DEFINED 1 749883 0 0 HUMANA INC COM COM 444859102 119 3000 SH DEFINED 1 2 3000 0 0 HUNT J B TRANS SVCS INC COM COM 445658107 4794 144049 SH DEFINED 1 144049 0 0 HUNTINGTON BANCSHARES INC COM COM 446150104 9524 1650691 SH DEFINED 1 1650691 0 0 HUNTSMAN CORP COM 447011107 1727 151455 SH DEFINED 1 151455 0 0 HURCO COMPANIES INC COM 447324104 328 10630 SH DEFINED 1 10630 0 0 HURON CONSULTING GROUP INC COM 447462102 1740 38383 SH DEFINED 1 38383 0 0 HUTCHINSON TECHNOLOGY INC COM COM 448407106 559 41624 SH DEFINED 1 41624 0 0 HW 2 1/2 02/01/14 NOTE 2.500% 2/0 42210PAD4 3108 4500000 PRN DEFINED 1 2 4500000 0 0 HYPERCOM CORP COM COM 44913M105 308 70091 SH DEFINED 1 70091 0 0 HYPERDYNAMICS CORP COM 448954107 52 30744 SH DEFINED 1 30744 0 0 HYTHIAM INC COM COM 44919F104 95 39177 SH DEFINED 1 39177 0 0 I-FLOW CORP COM NEW COM NEW 449520303 391 38493 SH DEFINED 1 38493 0 0 I-MANY INC COM COM 44973Q103 18 17667 SH DEFINED 1 17667 0 0 I2 TECHNOLOGIES INC COM COM NEW 465754208 434 34887 SH DEFINED 1 34887 0 0 IAC INTERACTIVECORP COM NEW 44919P300 16178 839082 SH DEFINED 1 839082 0 0 IAC INTERACTIVECORP COM NEW 44919P300 648 33600 SH DEFINED 1 2 33600 0 0 IBASIS INC COM COM NEW 450732201 146 44561 SH DEFINED 1 44561 0 0 IBERIABANK CORP COM COM 450828108 901 20263 SH DEFINED 1 20263 0 0 ICAD INC COM 44934S107 156 52744 SH DEFINED 1 52744 0 0 ICF INTERNATIONAL INC COM 44925C103 179 10776 SH DEFINED 1 10776 0 0 ICO GLOBAL COM HLDG LTD-NEW CL A 44930K108 197 60491 SH DEFINED 1 60491 0 0 ICO HLDGS INC COM 449293109 337 55985 SH DEFINED 1 55985 0 0 ICONIX BRAND GROUP INC COM 451055107 1020 84427 SH DEFINED 1 84427 0 0 ICOUS 9 08/01/12 NOTE 9.000% 8/0 45928HAD8 5544 2500000 PRN DEFINED 1 2 2500000 0 0 ICT GROUP INC COM COM 44929Y101 115 14081 SH DEFINED 1 14081 0 0 ICU MED INC COM COM 44930G107 454 19864 SH DEFINED 1 19864 0 0 ID SYSTEMS INC COM 449489103 82 12677 SH DEFINED 1 12677 0 0 IDACORP INC COM COM 451107106 2033 70361 SH DEFINED 1 70361 0 0 IDEARC INC COM 451663108 506 215138 SH DEFINED 1 215138 0 0 IDENIX PHARMACEUTICALS INC COM COM 45166R204 156 21518 SH DEFINED 1 21518 0 0 IDERA PHARMACEUTICALS INC COM NEW 45168K306 430 29433 SH DEFINED 1 29433 0 0 IDEX CORP COM COM 45167R104 6331 171856 SH DEFINED 1 171856 0 0 IDEXX LABS INC COM COM 45168D104 5139 105437 SH DEFINED 1 105437 0 0 IDEXX LABS INC COM COM 45168D104 75 1500 SH DEFINED 1 2 1500 0 0 IDT CORP CL B CL B 448947309 198 116747 SH DEFINED 1 116747 0 0 IGATE CAPITAL CORP COM COM 45169U105 383 47133 SH DEFINED 1 47133 0 0 IGO INC COM 449593102 34 27090 SH DEFINED 1 27090 0 0 IHS INC-CLASS A CL A 451734107 4040 58051 SH DEFINED 1 58051 0 0 II VI INC COM COM 902104108 1613 46182 SH DEFINED 1 46182 0 0 IKANOS COMMUNICATIONS INC COM 45173E105 270 80123 SH DEFINED 1 80123 0 0 IKON OFFICE SOLUTIONS INC COM COM 451713101 1342 119003 SH DEFINED 1 119003 0 0 ILLINOIS TOOL WKS INC COM COM 452308109 85234 1794016 SH DEFINED 1 1794016 0 0 ILLUMINA INC COM COM 452327109 7838 89975 SH DEFINED 1 89975 0 0 IMATION CORP COM COM 45245A107 1124 49044 SH DEFINED 1 49044 0 0 IMCLONE SYS INC COM COM 45245W109 4039 99818 SH DEFINED 1 99818 0 0 IMERGENT INC COM 45247Q100 190 16016 SH DEFINED 1 16016 0 0 IMMERSION CORP COM COM 452521107 485 71182 SH DEFINED 1 71182 0 0 IMMUCOR INC COM COM 452526106 3149 121675 SH DEFINED 1 121675 0 0 IMMUNOGEN INC COM COM 45253H101 123 40318 SH DEFINED 1 40318 0 0 IMMUNOMEDICS INC COM COM 452907108 166 77732 SH DEFINED 1 77732 0 0 IMPERIAL CAPITAL BANCORP INC COM 452680101 61 10618 SH DEFINED 1 10618 0 0 IMPERIAL SUGAR CO COM NEW 453096208 198 12757 SH DEFINED 1 12757 0 0 IMS HEALTH INC COM COM 449934108 23376 1003271 SH DEFINED 1 1003271 0 0 IMS HEALTH INC COM COM 449934108 1095 47000 SH DEFINED 1 2 47000 0 0 INCYTE INC COM 45337C102 1042 136885 SH DEFINED 1 136885 0 0 INDEPENDENT BANK CORP MASS COM COM 453836108 647 27144 SH DEFINED 1 27144 0 0 INDEPENDENT BANK CORP MICH COM COM 453838104 144 36046 SH DEFINED 1 36046 0 0 INDEVUS PHARMACEUTICALS INC CO COM 454072109 215 136861 SH DEFINED 1 136861 0 0 INDYMAC BANCORP INC COM COM 456607100 69 122451 SH DEFINED 1 122451 0 0 INERGY HOLDINGS LP COM 45661Q107 234 6517 SH DEFINED 1 6517 0 0 INERGY LP UNIT LTD PTNR 456615103 1793 68891 SH DEFINED 1 68891 0 0 INFINERA CORP -REDH COM 45667G103 1087 123281 SH DEFINED 1 123281 0 0 INFINITY PROPERTY & CASUALTY COM 45665Q103 1409 33945 SH DEFINED 1 33945 0 0 INFOCUS CORP COM COM 45665B106 40 26567 SH DEFINED 1 26567 0 0 INFOGROUP INC NEW COM COM 45670G108 261 59375 SH DEFINED 1 59375 0 0 INFORMATICA CORP COM COM 45666Q102 2197 146105 SH DEFINED 1 146105 0 0 INFOSPACE INC COM COM NEW 45678T201 586 70338 SH DEFINED 1 70338 0 0 INFOSYS TECHNOLOGIES-SP ADR SPONSORED ADR 456788108 347 7991 SH DEFINED 1 7991 0 0 INGERSOLL-RAND COMPANY LTD CL CL A G4776G101 52822 1411212 SH DEFINED 1 1411212 0 0 INGLES MKTS INC CL A CL A 457030104 707 30322 SH DEFINED 1 30322 0 0 INGRAM MICRO INC CL A CL A 457153104 4414 248686 SH DEFINED 1 248686 0 0 INGRAM MICRO INC CL A CL A 457153104 12 700 SH DEFINED 1 2 700 0 0 INHIBITEX INC COM COM 45719T103 7 10544 SH DEFINED 1 10544 0 0 INLAND REAL ESTATE CORP COM NEW 457461200 1817 126027 SH DEFINED 1 126027 0 0 INNERWORKINGS INC -REDH COM 45773Y105 801 67007 SH DEFINED 1 67007 0 0 INNODATA ISOGEN CORP COM NEW 457642205 52 18471 SH DEFINED 1 18471 0 0 INNOPHOS HOLDINGS INC -REDH COM 45774N108 827 25880 SH DEFINED 1 25880 0 0 INNOVATIVE SOLUTIONS & SUPP CO COM 45769N105 219 33923 SH DEFINED 1 33923 0 0 INSIGHT ENTERPRISES INC COM COM 45765U103 1025 87422 SH DEFINED 1 87422 0 0 INSIGHT ENTERPRISES INC COM COM 45765U103 38 3200 SH DEFINED 1 2 3200 0 0 INSITE VISION INC COM 457660108 34 62560 SH DEFINED 1 62560 0 0 INSITUFORM TECHNOLOGIES INC CL CL A 457667103 876 57489 SH DEFINED 1 57489 0 0 INSPIRE PHARMACEUTICALS INC CO COM 457733103 295 68982 SH DEFINED 1 68982 0 0 INSTEEL INDUSTRIES INC COM COM 45774W108 928 50706 SH DEFINED 1 50706 0 0 INSULET CORP -REDH COM 45784P101 490 31133 SH DEFINED 1 31133 0 0 INTEGRA BK CORP COM COM 45814P105 256 32690 SH DEFINED 1 32690 0 0 INTEGRA LIFESCIENCES HLDGS COM COM NEW 457985208 1474 33130 SH DEFINED 1 33130 0 0 INTEGRAL SYS INC MD COM COM 45810H107 957 24717 SH DEFINED 1 24717 0 0 INTEGRAMED AMERICA INC COM NEW 45810N302 90 12500 SH DEFINED 1 12500 0 0 INTEGRATED DEVICE TECHNOLOG CO COM 458118106 2914 293151 SH DEFINED 1 293151 0 0 INTEGRATED DEVICE TECHNOLOG CO COM 458118106 2306 232000 SH DEFINED 1 2 232000 0 0 INTEGRATED ELECTRICAL SVC COM COM 45811E301 438 25462 SH DEFINED 1 25462 0 0 INTEGRATED SILICON SOLUTION CO COM 45812P107 178 32029 SH DEFINED 1 32029 0 0 INTEL CORP COM COM 458140100 690536 32147854 SH DEFINED 1 32147854 0 0 INTEL CORP COM COM 458140100 421 19600 SH DEFINED 1 2 19600 0 0 INTER PARFUMS INC COM COM 458334109 518 34548 SH DEFINED 1 34548 0 0 INTERACTIVE BROKERS GRP COM 45841N107 2234 69541 SH DEFINED 1 69541 0 0 INTERACTIVE DATA CORP COM COM 45840J107 1562 62171 SH DEFINED 1 62171 0 0 INTERACTIVE DATA CORP COM COM 45840J107 93 3700 SH DEFINED 1 2 3700 0 0 INTERACTIVE INTELLIGENCE IN CO COM 45839M103 186 15958 SH DEFINED 1 15958 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 35813 314151 SH DEFINED 1 314151 0 0 INTERDIGITAL INC COM 45867G101 2121 87201 SH DEFINED 1 87201 0 0 INTERFACE INC CL A CL A 458665106 1272 101551 SH DEFINED 1 101551 0 0 INTERLINE BRANDS COM 458743101 840 52750 SH DEFINED 1 52750 0 0 INTERMEC INC COM 458786100 1668 79138 SH DEFINED 1 79138 0 0 INTERMUNE INC COM COM 45884X103 909 69271 SH DEFINED 1 69271 0 0 INTERNAP NETWORK SVCS CORP COM COM PAR $.001 45885A300 409 87410 SH DEFINED 1 87410 0 0 INTERNATIONAL BANCSHARES CO CO COM 459044103 2217 103729 SH DEFINED 1 103729 0 0 INTERNATIONAL BUSINESS MACHINE COM 459200101 910245 7679452 SH DEFINED 1 7679452 0 0 INTERNATIONAL BUSINESS MACHINE COM 459200101 130 1100 SH DEFINED 1 2 1100 0 0 INTERNATIONAL COAL GROUP INC COM 45928H106 2780 213007 SH DEFINED 1 213007 0 0 INTERNATIONAL FLAVORS&FRAGR CO COM 459506101 13883 355420 SH DEFINED 1 355420 0 0 INTERNATIONAL GAME TECHNOLO CO COM 459902102 34575 1384126 SH DEFINED 1 1384126 0 0 INTERNATIONAL GAME TECHNOLO CO COM 459902102 452 18100 SH DEFINED 1 2 18100 0 0 INTERNATIONAL RECTIFIER COR CO COM 460254105 1950 101552 SH DEFINED 1 101552 0 0 INTERNATIONAL SPEEDWAY CORP CL CL A 460335201 2203 56453 SH DEFINED 1 56453 0 0 INTERNET CAP GROUP INC COM COM NEW 46059C205 632 81804 SH DEFINED 1 81804 0 0 INTERPUBLIC GROUP COS INC COM COM 460690100 18147 2110145 SH DEFINED 1 2110145 0 0 INTERSECTIONS INC COM 460981301 148 13557 SH DEFINED 1 13557 0 0 INTERSIL CORP CL A CL A 46069S109 4807 197667 SH DEFINED 1 197667 0 0 INTERSTATE HOTELS & RESORTS COM 46088S106 45 17438 SH DEFINED 1 17438 0 0 INTERVEST BANCSHARES CORP CL A 460927106 90 17667 SH DEFINED 1 17667 0 0 INTERVOICE INC COM COM 461142101 378 66306 SH DEFINED 1 66306 0 0 INTERWOVEN INC COM COM NEW 46114T508 1164 96881 SH DEFINED 1 96881 0 0 INTEVAC INC COM COM 461148108 517 45864 SH DEFINED 1 45864 0 0 INTL PAPER CO COM COM 460146103 54189 2325702 SH DEFINED 1 2325702 0 0 INTREPID POTASH INC COM 46121Y102 2973 45200 SH DEFINED 1 45200 0 0 INTROGEN THERAPEUTICS INC COM 46119F107 83 53735 SH DEFINED 1 53735 0 0 INTUIT COM COM 461202103 39847 1445292 SH DEFINED 1 1445292 0 0 INTUITIVE SURGICAL INC COM COM NEW 46120E602 47042 174616 SH DEFINED 1 174616 0 0 INVACARE CORP COM COM 461203101 1100 53822 SH DEFINED 1 53822 0 0 INVACARE CORP COM COM 461203101 33 1600 SH DEFINED 1 2 1600 0 0 INVENTIV HEALTH INC COM COM 46122E105 1520 54706 SH DEFINED 1 54706 0 0 INVERNESS MED INNOVATIONS I CO COM 46126P106 4254 128245 SH DEFINED 1 128245 0 0 INVESCO PLC SHS G491BT108 16980 708103 SH DEFINED 1 708103 0 0 INVESCO PLC SHS G491BT108 4261 177700 SH DEFINED 1 2 177700 0 0 INVESTMENT TECHNOLOGY GRP N CO COM 46145F105 2393 71532 SH DEFINED 1 71532 0 0 INVESTORS REAL ESTATE TR SH BE SH BEN INT 461730103 941 98593 SH DEFINED 1 98593 0 0 INVITROGEN CORP COM COM 46185R100 11336 288754 SH DEFINED 1 288754 0 0 INVITROGEN CORP COM COM 46185R100 43 1100 SH DEFINED 1 2 1100 0 0 ION GEOPHYSICAL CORP COM COM 462044108 2099 120266 SH DEFINED 1 120266 0 0 IOWA TELECOMMUNICATIONS SERV COM 462594201 1390 78906 SH DEFINED 1 78906 0 0 IPASS INC COM 46261V108 184 89116 SH DEFINED 1 89116 0 0 IPC HLDGS LTD ORD ORD G4933P101 2810 105855 SH DEFINED 1 105855 0 0 IPCS INC COM NEW 44980Y305 1083 36559 SH DEFINED 1 36559 0 0 IPCS INC COM NEW 44980Y305 572 19300 SH DEFINED 1 2 19300 0 0 IPG PHOTONICS CORP -REDH COM 44980X109 656 34896 SH DEFINED 1 34896 0 0 IRIS INTERNATIONAL INC COM COM 46270W105 483 30837 SH DEFINED 1 30837 0 0 IROBOT CORP COM 462726100 521 37922 SH DEFINED 1 37922 0 0 IRON MTN INC PA COM COM 462846106 7801 293814 SH DEFINED 1 293814 0 0 IRWIN FINL CORP COM COM 464119106 96 35870 SH DEFINED 1 35870 0 0 ISCO INTL INC COM COM 46426P103 3 21729 SH DEFINED 1 21729 0 0 ISHARES INC MSCI TAIWAN MSCI TAIWAN 464286731 656 46400 PRN DEFINED 1 46400 0 0 ISHARES TR RUSSELL1000GRW RUSSELL1000GRW 464287614 468 8472 PRN DEFINED 1 8472 0 0 ISHARES TR S&P 100 IDX FD S&P 100 IDX FD 464287101 26326 452795 PRN DEFINED 1 452795 0 0 ISILON SYSTEMS INC COM 46432L104 139 31389 SH DEFINED 1 31389 0 0 ISIS PHARMACEUTICALS INC COM COM 464330109 2107 154551 SH DEFINED 1 154551 0 0 ISLE OF CAPRI CASINOS INC COM COM 464592104 171 35785 SH DEFINED 1 35785 0 0 ISOLAGEN INC COM 46488N103 11 33379 SH DEFINED 1 33379 0 0 ISTA PHARMACEUTICALS INC. COM NEW 45031X204 21 10161 SH DEFINED 1 10161 0 0 ISTAR FINL INC COM COM 45031U101 2859 216450 SH DEFINED 1 216450 0 0 ITC HOLDINGS CORP COM 465685105 4031 78864 SH DEFINED 1 78864 0 0 ITRON INC COM COM 465741106 7724 78533 SH DEFINED 1 78533 0 0 ITT EDUCATIONAL SERVICES IN CO COM 45068B109 5327 64468 SH DEFINED 1 64468 0 0 ITT INDS INC IND COM COM 450911102 54040 853313 SH DEFINED 1 853313 0 0 IVANHOE ENERGY INC COM 465790103 70 19622 SH DEFINED 1 19622 0 0 IVANHOE ENERGY INC COM 465790103 133 37300 SH DEFINED 1 2 37300 0 0 IVAX DIAGNOSTICS INC COM COM 45070W109 7 10711 SH DEFINED 1 10711 0 0 IXIA COM COM 45071R109 504 72579 SH DEFINED 1 72579 0 0 IXYS CORP COM COM 46600W106 357 29865 SH DEFINED 1 29865 0 0 J & J SNACK FOODS CORP COM COM 466032109 649 23667 SH DEFINED 1 23667 0 0 J CREW GROUP INC COM 46612H402 2215 67104 SH DEFINED 1 67104 0 0 J2 GLOBAL COMMUNICATIONS IN CO COM NEW 46626E205 1858 80769 SH DEFINED 1 80769 0 0 JA SOLAR HOLDINGS CO LTD-ADR SPON ADR 466090107 1426 84613 SH DEFINED 1 84613 0 0 JA SOLAR HOLDINGS CO LTD-ADR SPON ADR 466090107 138 8200 SH DEFINED 1 2 8200 0 0 JABIL CIRCUIT INC COM COM 466313103 15116 921118 SH DEFINED 1 921118 0 0 JABIL CIRCUIT INC COM COM 466313103 1647 100368 SH DEFINED 1 2 100368 0 0 JACK IN THE BOX INC COM COM 466367109 2015 89913 SH DEFINED 1 89913 0 0 JACKSON HEWITT TAX SERVICE COM 468202106 534 43669 SH DEFINED 1 43669 0 0 JACOBS ENGR GROUP INC DEL COM COM 469814107 43424 538091 SH DEFINED 1 538091 0 0 JAKKS PAC INC COM COM 47012E106 1058 48416 SH DEFINED 1 48416 0 0 JAMBA INC COM 47023A101 121 65666 SH DEFINED 1 65666 0 0 JAMES RIVER COAL CO COM NEW 470355207 2811 47898 SH DEFINED 1 47898 0 0 JAMES RIVER COAL CO COM NEW 470355207 1092 18612 SH DEFINED 1 2 18612 0 0 JANUS CAPITAL GROUP INC COM 47102X105 17633 666145 SH DEFINED 1 666145 0 0 JANUS CAPITAL GROUP INC COM 47102X105 159 6000 SH DEFINED 1 2 6000 0 0 JARDEN CORP COM COM 471109108 1894 103820 SH DEFINED 1 103820 0 0 JAVELIN PHARMACEUTICALS INC COM 471894105 85 36443 SH DEFINED 1 36443 0 0 JDA SOFTWARE GROUP INC COM COM 46612K108 1339 73999 SH DEFINED 1 73999 0 0 JDA SOFTWARE GROUP INC COM COM 46612K108 27 1500 SH DEFINED 1 2 1500 0 0 JDS UNIPHASE CORP COM COM PAR $0.001 46612J507 11944 1051410 SH DEFINED 1 1051410 0 0 JEFFERIES GROUP INC NEW COM COM 472319102 2804 166680 SH DEFINED 1 166680 0 0 JER INVESTORS TRUST INC COM 46614H301 232 36901 SH DEFINED 1 36901 0 0 JETBLUE AIRWAYS CORP COM 477143101 1062 284799 SH DEFINED 1 284799 0 0 JO-ANN STORES INC COM 47758P307 1133 49200 SH DEFINED 1 49200 0 0 JOHNSON & JOHNSON COM COM 478160104 1010877 15711485 SH DEFINED 1 15711485 0 0 JOHNSON & JOHNSON COM COM 478160104 2535 39400 SH DEFINED 1 2 39400 0 0 JOHNSON CTLS INC COM COM 478366107 75810 2643306 SH DEFINED 1 2643306 0 0 JOHNSON CTLS INC COM COM 478366107 731 25500 SH DEFINED 1 2 25500 0 0 JONES APPAREL GROUP INC COM COM 480074103 5385 391617 SH DEFINED 1 391617 0 0 JONES APPAREL GROUP INC COM COM 480074103 1203 87500 SH DEFINED 1 2 87500 0 0 JONES LANG LASALLE INC COM COM 48020Q107 3239 53813 SH DEFINED 1 53813 0 0 JONES SODA CO COM 48023P106 132 40915 SH DEFINED 1 40915 0 0 JOS A BANK CLOTHIERS INC COM COM 480838101 897 33532 SH DEFINED 1 33532 0 0 JOURNAL COMMUNICATIONS INC-A CL A 481130102 367 76127 SH DEFINED 1 76127 0 0 JOURNAL COMMUNICATIONS INC-A CL A 481130102 38 7900 SH DEFINED 1 2 7900 0 0 JOY GLOBAL INC COM COM 481165108 13757 181421 SH DEFINED 1 181421 0 0 JOY GLOBAL INC COM COM 481165108 1903 25100 SH DEFINED 1 2 25100 0 0 JP MORGAN CHASE & CO COM 46625H100 657025 19149658 SH DEFINED 1 19149658 0 0 JP MORGAN CHASE & CO COM 46625H100 371 10800 SH DEFINED 1 2 10800 0 0 JUNIPER NETWORKS INC COM COM 48203R104 52751 2378321 SH DEFINED 1 2378321 0 0 JUNIPER NETWORKS INC COM COM 48203R104 1661 74900 SH DEFINED 1 2 74900 0 0 JUPITER MEDIA CORP COM 48207D101 50 35738 SH DEFINED 1 35738 0 0 K V PHARMACEUTICAL CO CL A CL A 482740206 1297 67073 SH DEFINED 1 67073 0 0 K-SEA TRANSPORTATION PARTNER COM 48268Y101 353 11063 SH DEFINED 1 11063 0 0 K-SWISS INC CL A CL A 482686102 747 50788 SH DEFINED 1 50788 0 0 K-TRON INTERNATIONAL INC COM 482730108 572 4413 SH DEFINED 1 4413 0 0 KADANT INC COM COM 48282T104 471 20841 SH DEFINED 1 20841 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 1385 25880 SH DEFINED 1 25880 0 0 KAMAN CORP COM 483548103 942 41375 SH DEFINED 1 41375 0 0 KANSAS CITY LIFE INS CO COM COM 484836101 246 5885 SH DEFINED 1 5885 0 0 KANSAS CITY SOUTHN INDS INC CO COM NEW 485170302 5464 124204 SH DEFINED 1 124204 0 0 KAYDON CORP COM COM 486587108 2411 46901 SH DEFINED 1 46901 0 0 KB HOME COM COM 48666K109 5752 339751 SH DEFINED 1 339751 0 0 KB HOME COM COM 48666K109 1017 60100 SH DEFINED 1 2 60100 0 0 KBR INC COM 48242W106 9224 264211 SH DEFINED 1 264211 0 0 KBW INC COM 482423100 858 41701 SH DEFINED 1 41701 0 0 KEARNY FINANCIAL CORP COM 487169104 220 19972 SH DEFINED 1 19972 0 0 KEITHLEY INSTRS INC COM COM 487584104 291 30646 SH DEFINED 1 30646 0 0 KELLOGG CO COM COM 487836108 53787 1120089 SH DEFINED 1 1120089 0 0 KELLY SVCS INC CL A CL A 488152208 1000 51751 SH DEFINED 1 51751 0 0 KEMET CORP COM COM 488360108 499 153869 SH DEFINED 1 153869 0 0 KENDLE INTERNATIONAL INC COM COM 48880L107 1038 28573 SH DEFINED 1 28573 0 0 KENEXA CORP COM 488879107 844 44806 SH DEFINED 1 44806 0 0 KENNAMETAL INC COM COM 489170100 3921 120469 SH DEFINED 1 120469 0 0 KENSEY NASH CORP COM COM 490057106 912 28448 SH DEFINED 1 28448 0 0 KERYX BIOPHARMACEUTICALS IN CO COM 492515101 43 87516 SH DEFINED 1 87516 0 0 KEY ENERGY SVCS INC COM COM 492914106 3782 194769 SH DEFINED 1 194769 0 0 KEYCORP NEW COM COM 493267108 23573 2146860 SH DEFINED 1 2146860 0 0 KEYNOTE SYS INC COM COM 493308100 590 45844 SH DEFINED 1 45844 0 0 KFORCE INC COM COM 493732101 643 75768 SH DEFINED 1 75768 0 0 KFX INC COM 30024B104 156 89563 SH DEFINED 1 89563 0 0 KHD HUMBOLDT WEDAG INTERNATION COM 482462108 1479 46900 SH DEFINED 1 2 46900 0 0 KI HOLDINGS INC COM 50060P106 1099 26237 SH DEFINED 1 26237 0 0 KI HOLDINGS INC COM 50060P106 84 2000 SH DEFINED 1 2 2000 0 0 KILROY RLTY CORP COM COM 49427F108 2321 49344 SH DEFINED 1 49344 0 0 KIMBALL INTL INC CL B CL B 494274103 387 46687 SH DEFINED 1 46687 0 0 KIMBERLY CLARK CORP COM COM 494368103 111403 1863544 SH DEFINED 1 1863544 0 0 KIMCO REALTY CORP COM COM 49446R109 38625 1118912 SH DEFINED 1 1118912 0 0 KINDER MORGAN ENERGY PARTNE UT UT LTD PARTNER 494550106 14583 261664 SH DEFINED 1 261664 0 0 KINDER MORGAN MANAGEMENT LL SH SHS 49455U100 6098 113245 SH DEFINED 1 113245 0 0 KINDRED HEALTHCARE INC COM COM 494580103 1402 48738 SH DEFINED 1 48738 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 4800 120262 SH DEFINED 1 120262 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 136 3400 SH DEFINED 1 2 3400 0 0 KING PHARMACEUTICALS INC COM COM 495582108 13374 1277392 SH DEFINED 1 1277392 0 0 KING PHARMACEUTICALS INC COM COM 495582108 850 81200 SH DEFINED 1 2 81200 0 0 KIRBY CORP COM COM 497266106 3779 78730 SH DEFINED 1 78730 0 0 KIRBY CORP COM COM 497266106 72 1500 SH DEFINED 1 2 1500 0 0 KITE REALTY GROUP TRUST COM 49803T102 694 55510 SH DEFINED 1 55510 0 0 KKR FINANCIAL HOLDINGS LLC COM 48248A306 1672 159222 SH DEFINED 1 159222 0 0 KLA-TENCOR CORP COM COM 482480100 31418 771748 SH DEFINED 1 771748 0 0 KLA-TENCOR CORP COM COM 482480100 142 3500 SH DEFINED 1 2 3500 0 0 KMG CHEMICALS INC COM 482564101 113 10907 SH DEFINED 1 10907 0 0 KNIGHT CAPITAL GROUP INC CL A 499005106 6122 340481 SH DEFINED 1 340481 0 0 KNIGHT CAPITAL GROUP INC CL A 499005106 381 21200 SH DEFINED 1 2 21200 0 0 KNIGHT TRANSN INC COM COM 499064103 1734 94736 SH DEFINED 1 94736 0 0 KNOLL INC COM NEW 498904200 899 74028 SH DEFINED 1 74028 0 0 KNOLOGY INC COM 499183804 740 67360 SH DEFINED 1 67360 0 0 KNOT INC (THE) COM 499184109 421 43084 SH DEFINED 1 43084 0 0 KOHLS CORP COM COM 500255104 53932 1346955 SH DEFINED 1 1346955 0 0 KOPIN CORP COM COM 500600101 198 69040 SH DEFINED 1 69040 0 0 KORN FERRY INTL COM NEW COM NEW 500643200 1293 82191 SH DEFINED 1 82191 0 0 KRAFT FOODS INC CL A CL A 50075N104 235925 8292627 SH DEFINED 1 8292627 0 0 KRAFT FOODS INC CL A CL A 50075N104 438 15400 SH DEFINED 1 2 15400 0 0 KRATOS DEFENSE & SECURITY SOL COM 50077B108 70 35469 SH DEFINED 1 35469 0 0 KRISPY KREME DOUGHNUTS INC COM COM 501014104 548 109824 SH DEFINED 1 109824 0 0 KROGER CO COM COM 501044101 90263 3126546 SH DEFINED 1 3126546 0 0 KROGER CO COM COM 501044101 87 3000 SH DEFINED 1 2 3000 0 0 KULICKE & SOFFA INDS INC COM COM 501242101 765 104882 SH DEFINED 1 104882 0 0 KVH INDUSTRIES INC COM 482738101 184 22123 SH DEFINED 1 22123 0 0 L K Q CORP COM 501889208 3720 205872 SH DEFINED 1 205872 0 0 L-1 IDENTITY SOLUTIONS INC COM 50212A106 1485 111489 SH DEFINED 1 111489 0 0 L-3 COMMUNICATIONS HLDGS IN CO COM 502424104 49950 549687 SH DEFINED 1 549687 0 0 LA JOLLA PHARMACEUTICAL CO COM COM NEW 503459307 90 41108 SH DEFINED 1 41108 0 0 LA Z BOY INC COM COM 505336107 592 77420 SH DEFINED 1 77420 0 0 LABORATORY CORP AMER HLDGS COM COM NEW 50540R409 34711 498509 SH DEFINED 1 498509 0 0 LABORATORY CORP AMER HLDGS COM COM NEW 50540R409 202 2900 SH DEFINED 1 2 2900 0 0 LABRANCHE & CO INC COM COM 505447102 968 136770 SH DEFINED 1 136770 0 0 LABRANCHE & CO INC COM COM 505447102 171 24200 SH DEFINED 1 2 24200 0 0 LACLEDE GROUP INC COM COM 505597104 1282 31762 SH DEFINED 1 31762 0 0 LACLEDE GROUP INC COM COM 505597104 129 3200 SH DEFINED 1 2 3200 0 0 LADENBURG THALMANN FINANCIAL COM 50575Q102 149 98782 SH DEFINED 1 98782 0 0 LADISH INC COM NEW COM NEW 505754200 434 21097 SH DEFINED 1 21097 0 0 LAKELAND BANCORP INC COM COM 511637100 341 28027 SH DEFINED 1 28027 0 0 LAKELAND FINL CORP COM COM 511656100 377 19780 SH DEFINED 1 19780 0 0 LAKES ENTERTAINMENT INC COM 51206P109 185 28111 SH DEFINED 1 28111 0 0 LAM RESEARCH CORP COM COM 512807108 7365 203721 SH DEFINED 1 203721 0 0 LAM RESEARCH CORP COM COM 512807108 102 2818 SH DEFINED 1 2 2818 0 0 LAMAR ADVERTISING CO CL A CL A 512815101 3895 108098 SH DEFINED 1 108098 0 0 LANCASTER COLONY CORP COM COM 513847103 1064 35150 SH DEFINED 1 35150 0 0 LANCASTER COLONY CORP COM COM 513847103 33 1100 SH DEFINED 1 2 1100 0 0 LANCE INC COM COM 514606102 1054 56178 SH DEFINED 1 56178 0 0 LANDAMERICA FINL GROUP INC COM COM 514936103 615 27711 SH DEFINED 1 27711 0 0 LANDAUER INC COM COM 51476K103 1281 22772 SH DEFINED 1 22772 0 0 LANDEC CORP COM 514766104 314 48498 SH DEFINED 1 48498 0 0 LANDRYS RESTAURANTS INC COM COM 51508L103 317 17660 SH DEFINED 1 17660 0 0 LANDSTAR SYS INC COM COM 515098101 4976 90107 SH DEFINED 1 90107 0 0 LANTRONIX INC COM COM 516548104 12 18464 SH DEFINED 1 18464 0 0 LAS VEGAS SANDS CORP COM 517834107 7638 160995 SH DEFINED 1 160995 0 0 LASALLE HOTEL PPTYS COM SH BEN COM SH BEN INT 517942108 1898 75522 SH DEFINED 1 75522 0 0 LASERCARD CORP COM COM 51807U101 70 14631 SH DEFINED 1 14631 0 0 LATTICE SEMICONDUCTOR CORP COM COM 518415104 837 267428 SH DEFINED 1 267428 0 0 LATTICE SEMICONDUCTOR CORP COM COM 518415104 643 205300 SH DEFINED 1 2 205300 0 0 LAUDER ESTEE COS INC CL A CL A 518439104 23610 508279 SH DEFINED 1 508279 0 0 LAWSON SOFTWARE INC COM COM 52078P102 1702 234046 SH DEFINED 1 234046 0 0 LAYNE CHRISTENSEN COMPANY COM 521050104 1939 44288 SH DEFINED 1 44288 0 0 LAZARD LTD SHS A G54050102 2557 74871 SH DEFINED 1 74871 0 0 LCA-VISION INC COM NEW COM PAR $.001 501803308 140 29409 SH DEFINED 1 29409 0 0 LCC INTERNATIONAL INC CL A CL A 501810105 11 11442 SH DEFINED 1 11442 0 0 LDK SOLAR CO LTD -ADR -REDH SPONSORED ADR 50183L107 2421 63900 SH DEFINED 1 63900 0 0 LEADIS TECHNOLOGY INC COM COM 52171N103 74 46093 SH DEFINED 1 46093 0 0 LEAP WIRELESS INTL INC COM NEW 521863308 3627 84012 SH DEFINED 1 84012 0 0 LEAPFROG ENTERPRISES INC CL A CL A 52186N106 642 77157 SH DEFINED 1 77157 0 0 LEAR CORP COM COM 521865105 1451 102327 SH DEFINED 1 102327 0 0 LEAR CORP COM COM 521865105 187 13200 SH DEFINED 1 2 13200 0 0 LEARNING TREE INTL INC COM COM 522015106 304 17782 SH DEFINED 1 17782 0 0 LECG CORP COM 523234102 372 42605 SH DEFINED 1 42605 0 0 LECROY CORP COM COM 52324W109 137 15369 SH DEFINED 1 15369 0 0 LEE ENTERPRISES INC COM COM 523768109 267 66955 SH DEFINED 1 66955 0 0 LEGACY BANCORP INC/WISCONSIN CL A 52463G105 225 19517 SH DEFINED 1 19517 0 0 LEGACY RESERVES LP UNIT LP INT 524707304 302 12164 SH DEFINED 1 12164 0 0 LEGG MASON INC COM COM 524901105 27272 625934 SH DEFINED 1 625934 0 0 LEGG MASON INC COM COM 524901105 183 4200 SH DEFINED 1 2 4200 0 0 LEGGETT & PLATT INC COM COM 524660107 12513 746181 SH DEFINED 1 746181 0 0 LEHMAN BROS HLDGS INC COM COM 524908100 76166 3844815 SH DEFINED 1 3844815 0 0 LENNAR CORP COM CL A 526057104 7817 633441 SH DEFINED 1 633441 0 0 LENNAR CORP COM CL A 526057104 49 4000 SH DEFINED 1 2 4000 0 0 LENNOX INTL INC COM COM 526107107 2616 90348 SH DEFINED 1 90348 0 0 LENNOX INTL INC COM COM 526107107 104 3600 SH DEFINED 1 2 3600 0 0 LEUCADIA NATL CORP COM COM 527288104 36640 780567 SH DEFINED 1 780567 0 0 LEVEL 3 COMMUNICATIONS INC COM COM 52729N100 7346 2490025 SH DEFINED 1 2490025 0 0 LEXICON GENETICS INC COM COM 528872104 135 84589 SH DEFINED 1 84589 0 0 LEXINGTON CORP PPTYS TR COM COM 529043101 1710 125491 SH DEFINED 1 125491 0 0 LEXMARK INTL NEW CL A CL A 529771107 16514 493977 SH DEFINED 1 493977 0 0 LEXMARK INTL NEW CL A CL A 529771107 388 11600 SH DEFINED 1 2 11600 0 0 LHC GROUP LLC COM 50187A107 756 32507 SH DEFINED 1 32507 0 0 LIBBEY INC COM COM 529898108 161 21616 SH DEFINED 1 21616 0 0 LIBERTY ENTERTAINMENT ENT COM SER A 53071M500 20390 841510 SH DEFINED 1 841510 0 0 LIBERTY GLOBAL INC-A COM SER A 530555101 17332 551442 SH DEFINED 1 551442 0 0 LIBERTY GLOBAL INC-C COM SER C 530555309 349 11492 SH DEFINED 1 11492 0 0 LIBERTY MEDIA HOLD-CAP SER A C CAP COM SER A 53071M302 3364 233613 SH DEFINED 1 233613 0 0 LIBERTY MEDIA-INTERACTIVE A CO INT COM SER A 53071M104 14692 995405 SH DEFINED 1 995405 0 0 LIBERTY PPTY TR SH BEN INT SH BEN INT 531172104 4606 138937 SH DEFINED 1 138937 0 0 LIFE TIME FITNESS INC COM 53217R207 1514 51220 SH DEFINED 1 51220 0 0 LIFEPOINT HOSPITALS INC COM COM 53219L109 2625 92771 SH DEFINED 1 92771 0 0 LIFETIME BRANDS INC COM 53222Q103 108 13207 SH DEFINED 1 13207 0 0 LIFEWAY FOODS INC COM 531914109 135 11317 SH DEFINED 1 11317 0 0 LIGAND PHARMACEUTICALS INC CL CL B 53220K207 325 124998 SH DEFINED 1 124998 0 0 LILLY ELI & CO COM COM 532457108 210744 4565518 SH DEFINED 1 4565518 0 0 LILLY ELI & CO COM COM 532457108 471 10200 SH DEFINED 1 2 10200 0 0 LIMELIGHT NETWORKS INC -REDH COM 53261M104 167 43790 SH DEFINED 1 43790 0 0 LIMITED BRANDS INC COM 532716107 22297 1323255 SH DEFINED 1 1323255 0 0 LIMITED BRANDS INC COM 532716107 713 42300 SH DEFINED 1 2 42300 0 0 LIN TV CORP CL A CL A 532774106 540 90624 SH DEFINED 1 90624 0 0 LINCARE HLDGS INC COM COM 532791100 3541 124698 SH DEFINED 1 124698 0 0 LINCOLN ELEC HLDGS INC COM COM 533900106 5201 66082 SH DEFINED 1 66082 0 0 LINCOLN NATL CORP IND COM COM 534187109 52588 1160379 SH DEFINED 1 1160379 0 0 LINDSAY MFG CO COM COM 535555106 2176 25613 SH DEFINED 1 25613 0 0 LINEAR TECHNOLOGY CORP COM COM 535678106 32874 1009332 SH DEFINED 1 1009332 0 0 LINEAR TECHNOLOGY CORP COM COM 535678106 2993 91900 SH DEFINED 1 2 91900 0 0 LINN ENERGY LLC-UNITS UNIT LTD LIAB 536020100 4611 185562 SH DEFINED 1 185562 0 0 LIONBRIDGE TECHNOLOGIES INC CO COM 536252109 305 118310 SH DEFINED 1 118310 0 0 LIQUIDITY SERVICES, INC. COM 53635B107 367 31802 SH DEFINED 1 31802 0 0 LITHIA MTRS INC CL A CL A 536797103 82 16704 SH DEFINED 1 16704 0 0 LITTELFUSE INC COM COM 537008104 1331 42185 SH DEFINED 1 42185 0 0 LIVE NATION COM 538034109 1150 108728 SH DEFINED 1 108728 0 0 LIVEPERSON INC COM 538146101 136 48252 SH DEFINED 1 48252 0 0 LIZ CLAIBORNE INC COM COM 539320101 5931 419162 SH DEFINED 1 419162 0 0 LM 7 06/30/11 UNIT 99/99/9999 524901303 4603 110000 PRN DEFINED 1 2 110000 0 0 LMI AEROSPACE INC COM 502079106 229 13045 SH DEFINED 1 13045 0 0 LO-JACK CORP COM COM 539451104 353 44318 SH DEFINED 1 44318 0 0 LO-JACK CORP COM COM 539451104 69 8700 SH DEFINED 1 2 8700 0 0 LOCKHEED MARTIN CORP COM COM 539830109 155063 1571695 SH DEFINED 1 1571695 0 0 LODGENET INTERACTIVE CORP COM 540211109 223 45508 SH DEFINED 1 45508 0 0 LODGIAN INC COM COM PAR $.01 54021P403 277 35339 SH DEFINED 1 35339 0 0 LOEWS CORP COM COM 540424108 77149 1644978 SH DEFINED 1 1644978 0 0 LOEWS CORP COM COM 540424108 66 1400 SH DEFINED 1 2 1400 0 0 LOGITECH INTERNATIONAL - REG SHS H50430232 2827 105975 SH DEFINED 1 105975 0 0 LOGITECH INTERNATIONAL - REG SHS H50430232 277 10360 SH DEFINED 1 2 10360 0 0 LONGS DRUG STORES CORP COM COM 543162101 2659 63155 SH DEFINED 1 63155 0 0 LOOPNET INC COM 543524300 609 53853 SH DEFINED 1 53853 0 0 LORAL SPACE & COMMUNICATION CO COM 543881106 373 21145 SH DEFINED 1 21145 0 0 LORILLARD INC COM 544147101 53748 777148 SH DEFINED 1 777148 0 0 LOUISIANA PAC CORP COM COM 546347105 1304 153542 SH DEFINED 1 153542 0 0 LOWES COS INC COM COM 548661107 136187 6563242 SH DEFINED 1 6563242 0 0 LSB INDUSTRIES INC COM 502160104 548 27698 SH DEFINED 1 27698 0 0 LSI INDS INC COM COM 50216C108 300 36968 SH DEFINED 1 36968 0 0 LSI INDS INC COM COM 50216C108 50 6100 SH DEFINED 1 2 6100 0 0 LSI LOGIC CORP COM COM 502161102 18197 2963740 SH DEFINED 1 2963740 0 0 LSI LOGIC CORP COM COM 502161102 1758 286400 SH DEFINED 1 2 286400 0 0 LTC PPTYS INC COM COM 502175102 912 35667 SH DEFINED 1 35667 0 0 LTX CORP COM COM 502392103 157 71375 SH DEFINED 1 71375 0 0 LUBRIZOL CORP COM COM 549271104 7582 163657 SH DEFINED 1 163657 0 0 LUBYS INC COM COM 549282101 271 44373 SH DEFINED 1 44373 0 0 LUFKIN INDS INC COM COM 549764108 2086 25050 SH DEFINED 1 25050 0 0 LULULEMON ATHLETICA INC COM 550021109 246 8461 SH DEFINED 1 8461 0 0 LUMBER LIQUIDATORS INC-REDH COM 55003Q103 149 11463 SH DEFINED 1 11463 0 0 LUMERA CORP COM COM 55024R106 13 13075 SH DEFINED 1 13075 0 0 LUMINEX CORP DEL COM COM 55027E102 1585 77106 SH DEFINED 1 77106 0 0 LYDALL INC DEL COM COM 550819106 242 19278 SH DEFINED 1 19278 0 0 LYDALL INC DEL COM COM 550819106 1 100 SH DEFINED 1 2 100 0 0 M & F WORLDWIDE CORP COM COM 552541104 813 20685 SH DEFINED 1 20685 0 0 M & T BK CORP COM COM 55261F104 24038 340768 SH DEFINED 1 340768 0 0 M D C HLDGS INC COM COM 552676108 2244 57447 SH DEFINED 1 57447 0 0 M SMUCKER CO/THE-NEW COM COM NEW 832696405 3682 90606 SH DEFINED 1 90606 0 0 M SMUCKER CO/THE-NEW COM COM NEW 832696405 191 4700 SH DEFINED 1 2 4700 0 0 M/I HOMES INC COM 55305B101 491 31215 SH DEFINED 1 31215 0 0 M/I HOMES INC COM 55305B101 231 14700 SH DEFINED 1 2 14700 0 0 MACATAWA BK CORP COM COM 554225102 278 34793 SH DEFINED 1 34793 0 0 MACE SEC INTL INC COM COM NEW 554335208 16 10018 SH DEFINED 1 10018 0 0 MACERICH CO COM COM 554382101 6892 110921 SH DEFINED 1 110921 0 0 MACK CALI RLTY CORP COM COM 554489104 3355 98178 SH DEFINED 1 98178 0 0 MACQUARIE INFRASTRUCTURE CO MEMBERSHIP INT 55608B105 1724 68179 SH DEFINED 1 68179 0 0 MACQUARIE INFRASTRUCTURE CO MEMBERSHIP INT 55608B105 63 2500 SH DEFINED 1 2 2500 0 0 MACROVISION SOLUTIONS CORP COM 55611C108 2032 135840 SH DEFINED 1 135840 0 0 MADDEN STEVEN LTD COM COM 556269108 691 37607 SH DEFINED 1 37607 0 0 MADDEN STEVEN LTD COM COM 556269108 809 44000 SH DEFINED 1 2 44000 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 2740 73994 SH DEFINED 1 73994 0 0 MAGELLAN MIDSTREAM HLDGS LP COM LP INTS 55907R108 925 41089 SH DEFINED 1 41089 0 0 MAGELLAN MIDSTREAM PARTNERS COM UNIT RP LP 559080106 3571 100331 SH DEFINED 1 100331 0 0 MAGMA DESIGN AUTOMATION COM COM 559181102 463 76236 SH DEFINED 1 76236 0 0 MAGNA INTL INC CL A CL A 559222401 536 9000 SH DEFINED 1 2 9000 0 0 MAGNETEK INC COM COM 559424106 121 28487 SH DEFINED 1 28487 0 0 MAGUIRE PROPERTIES INC COM 559775101 746 61312 SH DEFINED 1 61312 0 0 MAIDENFORM BRANDS INC COM 560305104 637 47162 SH DEFINED 1 47162 0 0 MAINSOURCE FINANCIAL GP INC CO COM 56062Y102 542 34964 SH DEFINED 1 34964 0 0 MAIR HOLDINGS INC COM 560635104 77 19052 SH DEFINED 1 19052 0 0 MAJESCO ENTERTAINMENT CO COM NEW 560690208 20 22919 SH DEFINED 1 22919 0 0 MANAGEMENT NETWORK GROUP IN CO COM 561693102 23 15849 SH DEFINED 1 15849 0 0 MANHATTAN ASSOCS INC COM COM 562750109 990 41711 SH DEFINED 1 41711 0 0 MANITOWOC INC COM COM 563571108 19003 584159 SH DEFINED 1 584159 0 0 MANITOWOC INC COM COM 563571108 88 2700 SH DEFINED 1 2 2700 0 0 MANNATECH INC COM 563771104 116 21332 SH DEFINED 1 21332 0 0 MANNKIND CORP COM COM 56400P201 354 117995 SH DEFINED 1 117995 0 0 MANPOWER INC COM COM 56418H100 7278 124970 SH DEFINED 1 124970 0 0 MANTECH INTL CORP CL A CL A 564563104 1299 26987 SH DEFINED 1 26987 0 0 MARATHON OIL CORP COM COM 565849106 166602 3211910 SH DEFINED 1 3211910 0 0 MARATHON OIL CORP COM COM 565849106 903 17400 SH DEFINED 1 2 17400 0 0 MARCHEX INC-CLASS B CL B 56624R108 803 65196 SH DEFINED 1 65196 0 0 MARCUS CORP COM COM 566330106 797 53301 SH DEFINED 1 53301 0 0 MARINE PRODS CORP COM COM 568427108 166 25084 SH DEFINED 1 25084 0 0 MARINEMAX INC COM COM 567908108 185 25742 SH DEFINED 1 25742 0 0 MARINER ENERGY INC COM 56845T305 4815 130237 SH DEFINED 1 130237 0 0 MARKEL CORP COM COM 570535104 5735 15627 SH DEFINED 1 15627 0 0 MARKET VECTORS AGRIBUSINESS AGRIBUS ETF 57060U605 809 13130 PRN DEFINED 1 13130 0 0 MARKETAXESS HOLDINGS INC COM 57060D108 483 63864 SH DEFINED 1 63864 0 0 MARKWEST ENERGY PART-UTS UNIT LTD PARTN 570759100 2552 71478 SH DEFINED 1 71478 0 0 MARLIN BUSINESS SERVICES INC COM 571157106 155 22372 SH DEFINED 1 22372 0 0 MARRIOTT INTL INC NEW CL A CL A 571903202 35432 1350313 SH DEFINED 1 1350313 0 0 MARRIOTT INTL INC NEW CL A CL A 571903202 76 2900 SH DEFINED 1 2 2900 0 0 MARSH & MCLENNAN COS INC COM COM 571748102 60601 2282525 SH DEFINED 1 2282525 0 0 MARSH & MCLENNAN COS INC COM COM 571748102 443 16700 SH DEFINED 1 2 16700 0 0 MARSHALL & ILSLEY CORP COM COM 571837103 17695 1154301 SH DEFINED 1 1154301 0 0 MARTEK BIOSCIENCES CORP COM COM 572901106 2116 62777 SH DEFINED 1 62777 0 0 MARTEK BIOSCIENCES CORP COM COM 572901106 78 2300 SH DEFINED 1 2 2300 0 0 MARTEN TRANSPORT LTD COM 573075108 400 25027 SH DEFINED 1 25027 0 0 MARTHA STEWART LIVING OMNIM CL CL A 573083102 311 41983 SH DEFINED 1 41983 0 0 MARTIN MARIETTA MATLS INC COM COM 573284106 6362 61414 SH DEFINED 1 61414 0 0 MARVEL ENTERTAINMENT INC COM 57383T103 2995 93185 SH DEFINED 1 93185 0 0 MARVELL TECHNOLOGY GROUP LT OR ORD G5876H105 13831 783193 SH DEFINED 1 783193 0 0 MASCO CORP COM COM 574599106 25234 1604170 SH DEFINED 1 1604170 0 0 MASIMO CORP -REDH COM 574795100 2518 73316 SH DEFINED 1 73316 0 0 MASSBANK CORP READ MASS COM COM 576152102 315 7947 SH DEFINED 1 7947 0 0 MASSEY ENERGY CORP COM COM 576206106 33926 361880 SH DEFINED 1 361880 0 0 MASSEY ENERGY CORP COM COM 576206106 966 10300 SH DEFINED 1 2 10300 0 0 MASTEC INC COM COM 576323109 780 73197 SH DEFINED 1 73197 0 0 MASTERCARD INC CL A 57636Q104 32843 123694 SH DEFINED 1 123694 0 0 MATRIX SERVICE CO COM 576853105 897 38877 SH DEFINED 1 38877 0 0 MATRIXX INITIATIVES INC COM 57685L105 260 15592 SH DEFINED 1 15592 0 0 MATTEL INC COM COM 577081102 27730 1619768 SH DEFINED 1 1619768 0 0 MATTHEWS INTL CORP CL A CL A 577128101 2517 55617 SH DEFINED 1 55617 0 0 MATTSON TECHNOLOGY INC COM COM 577223100 524 110019 SH DEFINED 1 110019 0 0 MAX RE CAPITAL LTD HAMILTON SH SHS G6052F103 1680 78768 SH DEFINED 1 78768 0 0 MAXIMUS INC COM COM 577933104 1479 42462 SH DEFINED 1 42462 0 0 MAXIMUS INC COM COM 577933104 66 1900 SH DEFINED 1 2 1900 0 0 MAXWELL TECHNOLOGIES INC COM COM 577767106 268 25202 SH DEFINED 1 25202 0 0 MAXYGEN INC COM COM 577776107 164 48338 SH DEFINED 1 48338 0 0 MB FINANCIAL INC NEW COM COM 55264U108 1390 61871 SH DEFINED 1 61871 0 0 MBIA INC COM COM 55262C100 4200 956622 SH DEFINED 1 956622 0 0 MBT FINANCIAL CORP COM 578877102 78 13064 SH DEFINED 1 13064 0 0 MCAFEE INC COM 579064106 8612 253059 SH DEFINED 1 253059 0 0 MCCLATCHY CO CL A CL A 579489105 511 75295 SH DEFINED 1 75295 0 0 MCCLATCHY CO CL A CL A 579489105 517 76200 SH DEFINED 1 2 76200 0 0 MCCORMICK & CO INC COM NON VTG COM NON VTG 579780206 20227 567229 SH DEFINED 1 567229 0 0 MCCORMICK & SCHMICK'S SEAFOOD COM 579793100 286 29691 SH DEFINED 1 29691 0 0 MCDERMOTT INTL INC COM COM 580037109 22158 358026 SH DEFINED 1 358026 0 0 MCDERMOTT INTL INC COM COM 580037109 470 7600 SH DEFINED 1 2 7600 0 0 MCDONALDS CORP COM COM 580135101 359731 6398624 SH DEFINED 1 6398624 0 0 MCDONALDS CORP COM COM 580135101 4588 81600 SH DEFINED 1 2 81600 0 0 MCGRATH RENTCORP COM COM 580589109 1100 44742 SH DEFINED 1 44742 0 0 MCGRAW HILL COS INC COM COM 580645109 57787 1440364 SH DEFINED 1 1440364 0 0 MCGRAW HILL COS INC COM COM 580645109 16 400 SH DEFINED 1 2 400 0 0 MCKESSON CORP COM COM 58155Q103 69713 1246874 SH DEFINED 1 1246874 0 0 MCMORAN EXPLORATION CO COM COM 582411104 2684 97517 SH DEFINED 1 97517 0 0 MDI INC COM COM 552705105 5 11559 SH DEFINED 1 11559 0 0 MDRNA INC COM 55276N100 67 54997 SH DEFINED 1 54997 0 0 MDT 1 5/8 04/15/13 NOTE 1.625% 4/1 585055AM8 21436 20000000 PRN DEFINED 1 2 20000000 0 0 MDU RES GROUP INC COM COM 552690109 9085 260603 SH DEFINED 1 260603 0 0 MEADOWBROOK INS GROUP INC COM COM 58319P108 297 56088 SH DEFINED 1 56088 0 0 MEADWESTVACO CORP COM COM 583334107 18317 768317 SH DEFINED 1 768317 0 0 MEASUREMENT SPECIALTIES INC CO COM 583421102 367 20876 SH DEFINED 1 20876 0 0 MEDALLION FINL CORP COM COM 583928106 196 20767 SH DEFINED 1 20767 0 0 MEDAREX INC COM COM 583916101 1512 228747 SH DEFINED 1 228747 0 0 MEDASSETS INC-REDH COM 584045108 509 29876 SH DEFINED 1 29876 0 0 MEDCATH CORP COM COM 58404W109 511 28396 SH DEFINED 1 28396 0 0 MEDCATH CORP COM COM 58404W109 50 2800 SH DEFINED 1 2 2800 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 107091 2268886 SH DEFINED 1 2268886 0 0 MEDIA GEN INC CL A CL A 584404107 556 46491 SH DEFINED 1 46491 0 0 MEDIACOM COMMUNICATIONS COR CL CL A 58446K105 725 135758 SH DEFINED 1 135758 0 0 MEDICAL ACTION INDS INC COM COM 58449L100 207 19991 SH DEFINED 1 19991 0 0 MEDICAL PROPERTIES TRUST INC COM 58463J304 1318 130256 SH DEFINED 1 130256 0 0 MEDICAL STAFFING NTWK HLDG INC COM 58463F104 53 13640 SH DEFINED 1 13640 0 0 MEDICINES CO COM COM 584688105 1764 88976 SH DEFINED 1 88976 0 0 MEDICIS PHARMACEUTICAL CORP CL CL A NEW 584690309 2176 104704 SH DEFINED 1 104704 0 0 MEDIS TECHNOLOGIES LTD COM COM 58500P107 126 37354 SH DEFINED 1 37354 0 0 MEDIVATION INC COM 58501N101 534 45181 SH DEFINED 1 45181 0 0 MEDTRONIC INC COM COM 585055106 320156 6186597 SH DEFINED 1 6186597 0 0 MEMC ELECTR MATLS INC COM COM 552715104 64859 1053927 SH DEFINED 1 1053927 0 0 MEMC ELECTR MATLS INC COM COM 552715104 215 3500 SH DEFINED 1 2 3500 0 0 MEMORY PHARMACEUTICALS CORP COM 58606R403 29 74893 SH DEFINED 1 74893 0 0 MENS WEARHOUSE INC COM COM 587118100 1138 69856 SH DEFINED 1 69856 0 0 MENTOR CORP MINN COM COM 587188103 1550 55717 SH DEFINED 1 55717 0 0 MENTOR GRAPHICS CORP COM COM 587200106 2489 157551 SH DEFINED 1 157551 0 0 MERCER INTL INC SH BEN INT COM 588056101 164 21980 SH DEFINED 1 21980 0 0 MERCHANTS BANCSHARES COM COM 588448100 266 11869 SH DEFINED 1 11869 0 0 MERCK & CO INC COM COM 589331107 450567 11954538 SH DEFINED 1 11954538 0 0 MERCK & CO INC COM COM 589331107 2382 63200 SH DEFINED 1 2 63200 0 0 MERCURY COMPUTER SYS COM COM 589378108 358 47583 SH DEFINED 1 47583 0 0 MERCURY GENL CORP NEW COM COM 589400100 2029 43419 SH DEFINED 1 43419 0 0 MEREDITH CORP COM COM 589433101 4756 168125 SH DEFINED 1 168125 0 0 MEREDITH CORP COM COM 589433101 45 1600 SH DEFINED 1 2 1600 0 0 MERGE HEALTHCARE INC COM 589499102 74 63906 SH DEFINED 1 63906 0 0 MERIDIAN BIOSCIENCE INC COM COM 589584101 2120 78755 SH DEFINED 1 78755 0 0 MERIDIAN BIOSCIENCE INC COM COM 589584101 65 2400 SH DEFINED 1 2 2400 0 0 MERIDIAN RESOURCE CORP COM COM 58977Q109 206 69802 SH DEFINED 1 69802 0 0 MERIDIAN RESOURCE CORP COM COM 58977Q109 118 39900 SH DEFINED 1 2 39900 0 0 MERIT MED SYS INC COM COM 589889104 1098 74677 SH DEFINED 1 74677 0 0 MERITAGE HOMES CORP COM COM 59001A102 921 60727 SH DEFINED 1 60727 0 0 MERIX CORP COM COM 590049102 42 18248 SH DEFINED 1 18248 0 0 MERRILL LYNCH & CO INC COM COM 590188108 169955 5359661 SH DEFINED 1 5359661 0 0 MERRIMAN CURHAN FORD GROUP INC COM 590418109 14 10677 SH DEFINED 1 10677 0 0 MERUELO MADDUX PPTYS COM 590473104 157 71817 SH DEFINED 1 71817 0 0 MESA 2.115 02/10/24 NOTE 2.115% 2/1 590479AD3 1080 9000000 PRN DEFINED 1 2 9000000 0 0 MESA 2.4829 06/16/23 NOTE 2.482% 6/1 590479AB7 265 3121500 PRN DEFINED 1 2 3121500 0 0 MESA AIR GROUP INC COM COM 590479101 24 47230 SH DEFINED 1 47230 0 0 METABASIS THERAPEUTICS INC COM COM 59101M105 44 28639 SH DEFINED 1 28639 0 0 METABOLIX INC COM 591018809 330 33688 SH DEFINED 1 33688 0 0 METALICO INC COM 591176102 869 49581 SH DEFINED 1 49581 0 0 METALLINE MINING INC COM 591257100 42 25343 SH DEFINED 1 25343 0 0 METAVANTE TECHNOLOGIES-W/I COM 591407101 3901 172479 SH DEFINED 1 172479 0 0 METHANEX CORP COM COM 59151K108 203 7185 SH DEFINED 1 7185 0 0 METHANEX CORP COM COM 59151K108 418 14800 SH DEFINED 1 2 14800 0 0 METHODE ELECTRS INC CL A COM 591520200 673 64378 SH DEFINED 1 64378 0 0 METHODE ELECTRS INC CL A COM 591520200 99 9500 SH DEFINED 1 2 9500 0 0 METLIFE INC COM COM 59156R108 161652 3063334 SH DEFINED 1 3063334 0 0 METRO HEALTH NETWORKS INC COM 592142103 65 36067 SH DEFINED 1 36067 0 0 METROPCS COMM INC COM 591708102 5036 284366 SH DEFINED 1 284366 0 0 METTLER TOLEDO INTERNATIONA CO COM 592688105 7849 82748 SH DEFINED 1 82748 0 0 METTLER TOLEDO INTERNATIONA CO COM 592688105 142 1500 SH DEFINED 1 2 1500 0 0 MF GLOBAL LTD SHS G60642108 918 145541 SH DEFINED 1 145541 0 0 MFA MORTGAGE INVESTMENTS INC COM 55272X102 1903 291940 SH DEFINED 1 291940 0 0 MFA MORTGAGE INVESTMENTS INC COM 55272X102 273 41900 SH DEFINED 1 2 41900 0 0 MGE ENERGY INC COM 55277P104 1324 40576 SH DEFINED 1 40576 0 0 MGIC INVT CORP WIS COM COM 552848103 3332 545267 SH DEFINED 1 545267 0 0 MGM MIRAGE COM COM 552953101 5337 157489 SH DEFINED 1 157489 0 0 MGP INGREDIENTS INC COM 55302G103 102 17563 SH DEFINED 1 17563 0 0 MICREL INC COM COM 594793101 763 83370 SH DEFINED 1 83370 0 0 MICROCHIP TECHNOLOGY INC COM COM 595017104 25873 847173 SH DEFINED 1 847173 0 0 MICRON TECHNOLOGY INC COM COM 595112103 20446 3407662 SH DEFINED 1 3407662 0 0 MICRON TECHNOLOGY INC COM COM 595112103 584 97300 SH DEFINED 1 2 97300 0 0 MICROS SYS INC COM COM 594901100 4180 137089 SH DEFINED 1 137089 0 0 MICROSEMI CORP COM COM 595137100 3069 121868 SH DEFINED 1 121868 0 0 MICROSOFT CORP COM COM 594918104 1250074 45440711 SH DEFINED 1 45440711 0 0 MICROSOFT CORP COM COM 594918104 979 35600 SH DEFINED 1 2 35600 0 0 MICROSTRATEGY INC CL A CL A NEW 594972408 975 15058 SH DEFINED 1 15058 0 0 MICROSTRATEGY INC CL A CL A NEW 594972408 26 400 SH DEFINED 1 2 400 0 0 MICROTUNE INC DEL COM COM 59514P109 482 139236 SH DEFINED 1 139236 0 0 MICROVISION INC WASH COM COM 594960106 279 101399 SH DEFINED 1 101399 0 0 MICRUS ENDOVASCULAR CORP COM 59518V102 249 17753 SH DEFINED 1 17753 0 0 MID-AMER APT CMNTYS INC COM COM 59522J103 2161 42331 SH DEFINED 1 42331 0 0 MIDAS GROUP INC COM COM 595626102 542 40144 SH DEFINED 1 40144 0 0 MIDDLEBROOK PHARMACEUTICALS IN COM 596087106 229 67799 SH DEFINED 1 67799 0 0 MIDDLEBY CORP COM COM 596278101 1261 28713 SH DEFINED 1 28713 0 0 MIDDLESEX WATER CO COM COM 596680108 227 13682 SH DEFINED 1 13682 0 0 MIDWAY GAMES INC COM COM 598148104 62 28401 SH DEFINED 1 28401 0 0 MIDWEST BANC HOLDINGS INC COM COM 598251106 165 33968 SH DEFINED 1 33968 0 0 MILLER HERMAN INC COM COM 600544100 2368 95147 SH DEFINED 1 95147 0 0 MILLER HERMAN INC COM COM 600544100 485 19500 SH DEFINED 1 2 19500 0 0 MILLICOM INTL CELLULAR S.A. SHS NEW L6388F110 823 7956 SH DEFINED 1 7956 0 0 MILLICOM INTL CELLULAR S.A. SHS NEW L6388F110 414 4000 SH DEFINED 1 2 4000 0 0 MILLIPORE CORP COM COM 601073109 16494 243054 SH DEFINED 1 243054 0 0 MINDSPEED TECHNOLOGIES INC COM 602682106 93 108589 SH DEFINED 1 108589 0 0 MINE SAFETY APPLIANCES CO COM COM 602720104 1702 42572 SH DEFINED 1 42572 0 0 MINERALS TECHNOLOGIES INC COM COM 603158106 2305 36247 SH DEFINED 1 36247 0 0 MINERALS TECHNOLOGIES INC COM COM 603158106 172 2700 SH DEFINED 1 2 2700 0 0 MINES MANAGEMENT INC COM 603432105 33 11916 SH DEFINED 1 11916 0 0 MINRAD INTL INC COM 60443P103 50 24400 SH DEFINED 1 24400 0 0 MIPS TECHNOLOGIES INC COM 604567107 271 72288 SH DEFINED 1 72288 0 0 MIRANT CORP COM 60467R100 19138 488836 SH DEFINED 1 488836 0 0 MISSION WEST PPTYS INC COM COM 605203108 610 55695 SH DEFINED 1 55695 0 0 MITCHAM INDS INC COM COM 606501104 297 17392 SH DEFINED 1 17392 0 0 MITCHAM INDS INC COM COM 606501104 340 19900 SH DEFINED 1 2 19900 0 0 MIVA INC COM 55311R108 44 41914 SH DEFINED 1 41914 0 0 MKS INSTRUMENT INC COM COM 55306N104 1927 88009 SH DEFINED 1 88009 0 0 MMR 5 1/4 10/06/11 NOTE 5.250%10/0 582411AE4 4244 2500000 PRN DEFINED 1 2 2500000 0 0 MOBILE MINI INC COM COM 60740F105 1068 53415 SH DEFINED 1 53415 0 0 MODINE MFG CO COM COM 607828100 575 46467 SH DEFINED 1 46467 0 0 MOHAWK INDS INC COM COM 608190104 5415 84479 SH DEFINED 1 84479 0 0 MOLEX INC COM COM 608554101 15303 626914 SH DEFINED 1 626914 0 0 MOLEX INC COM COM 608554101 73 3000 SH DEFINED 1 2 3000 0 0 MOLINA HEALTHCARE INC COM 60855R100 682 28006 SH DEFINED 1 28006 0 0 MOLINA HEALTHCARE INC COM 60855R100 295 12100 SH DEFINED 1 2 12100 0 0 MOLSON COORS BREWING CO -B CL B 60871R209 33805 622215 SH DEFINED 1 622215 0 0 MOLSON COORS BREWING CO -B CL B 60871R209 261 4800 SH DEFINED 1 2 4800 0 0 MOMENTA PHARMACEUTICALS INC CO COM 60877T100 541 44016 SH DEFINED 1 44016 0 0 MONACO COACH CORP COM COM 60886R103 217 71456 SH DEFINED 1 71456 0 0 MONACO COACH CORP COM COM 60886R103 18 6000 SH DEFINED 1 2 6000 0 0 MONARCH CASINO & RESORT INC CO COM 609027107 254 21536 SH DEFINED 1 21536 0 0 MONARCH CASINO & RESORT INC CO COM 609027107 68 5800 SH DEFINED 1 2 5800 0 0 MONEYGRAM INTERNATIONAL, INC. COM 60935Y109 113 124504 SH DEFINED 1 124504 0 0 MONMOUTH REAL ESTATE INVT C CL CL A 609720107 124 19385 SH DEFINED 1 19385 0 0 MONOGRAM BIOSCIENCES INC COM 60975U108 138 125684 SH DEFINED 1 125684 0 0 MONOLITHIC POWER SYSTEMS INC COM 609839105 878 40608 SH DEFINED 1 40608 0 0 MONOTYPE IMAGING HLDGS -REDH COM 61022P100 343 28174 SH DEFINED 1 28174 0 0 MONRO MUFFLER BRAKE INC COM COM 610236101 671 43302 SH DEFINED 1 43302 0 0 MONSANTO CO NEW COM COM 61166W101 323493 2558474 SH DEFINED 1 2558474 0 0 MONSANTO CO NEW COM COM 61166W101 1315 10400 SH DEFINED 1 2 10400 0 0 MONSTER WORLDWIDE INC COM 611742107 11415 553873 SH DEFINED 1 553873 0 0 MONSTER WORLDWIDE INC COM 611742107 342 16600 SH DEFINED 1 2 16600 0 0 MONTPELIER RE HOLDINGS LTD SHS G62185106 2175 147441 SH DEFINED 1 147441 0 0 MOODYS CORP COM COM 615369105 31401 911764 SH DEFINED 1 911764 0 0 MOOG INC CL A CL A 615394202 2469 66297 SH DEFINED 1 66297 0 0 MORGAN STANLEY COM NEW 617446448 218800 6065975 SH DEFINED 1 6065975 0 0 MORGANS HOTEL GROUP CO COM 61748W108 631 61281 SH DEFINED 1 61281 0 0 MORNINGSTAR INC COM 617700109 1838 25518 SH DEFINED 1 25518 0 0 MOSAIC CO COM 61945A107 37880 261786 SH DEFINED 1 261786 0 0 MOSAIC CO COM 61945A107 1476 10200 SH DEFINED 1 2 10200 0 0 MOSYS INC COM 619718109 142 28823 SH DEFINED 1 28823 0 0 MOTOROLA INC COM COM 620076109 73465 10008801 SH DEFINED 1 10008801 0 0 MOVADO GROUP INC COM COM 624580106 544 27474 SH DEFINED 1 27474 0 0 MOVADO GROUP INC COM COM 624580106 141 7100 SH DEFINED 1 2 7100 0 0 MOVE INC COM COM 62458M108 480 205999 SH DEFINED 1 205999 0 0 MPS GROUP INC COM COM 553409103 1760 165533 SH DEFINED 1 165533 0 0 MPS GROUP INC COM COM 553409103 18 1700 SH DEFINED 1 2 1700 0 0 MRV COMMUNICATIONS INC COM COM 553477100 252 211838 SH DEFINED 1 211838 0 0 MSC INDL DIRECT INC CL A CL A 553530106 3015 68349 SH DEFINED 1 68349 0 0 MSC SOFTWARE CORP COM COM 553531104 934 85108 SH DEFINED 1 85108 0 0 MSCI INC-A CL A 55354G100 2512 69213 SH DEFINED 1 69213 0 0 MTR GAMING GROUP INC COM COM 553769100 159 33246 SH DEFINED 1 33246 0 0 MTS SYS CORP COM COM 553777103 1111 30966 SH DEFINED 1 30966 0 0 MUELLER INDS INC COM COM 624756102 1960 60866 SH DEFINED 1 60866 0 0 MUELLER INDS INC COM COM 624756102 39 1200 SH DEFINED 1 2 1200 0 0 MUELLER WATER PRODUCTS INC-B COM SER B 624758207 2060 241268 SH DEFINED 1 241268 0 0 MULTI-COLOR CORP COM 625383104 373 17792 SH DEFINED 1 17792 0 0 MULTI-FINELINE ELECTRONIX IN COM 62541B101 323 11676 SH DEFINED 1 11676 0 0 MULTIMEDIA GAMES INC COM COM 625453105 183 41308 SH DEFINED 1 41308 0 0 MURPHY OIL CORP COM COM 626717102 83202 848568 SH DEFINED 1 848568 0 0 MWI VETERINARY SUPPLY INC COM 55402X105 805 24323 SH DEFINED 1 24323 0 0 MYERS INDS INC COM COM 628464109 314 38537 SH DEFINED 1 38537 0 0 MYLAN LABS INC COM COM 628530107 16424 1360750 SH DEFINED 1 1360750 0 0 MYLAN LABS INC COM COM 628530107 193 16000 SH DEFINED 1 2 16000 0 0 MYRIAD GENETICS INC COM COM 62855J104 3587 78791 SH DEFINED 1 78791 0 0 NABI BIOPHARMACEUTICALS COM COM 629519109 372 94330 SH DEFINED 1 94330 0 0 NABORS INDS INC COM SHS G6359F103 61823 1255793 SH DEFINED 1 1255793 0 0 NACCO INDS INC CL A CL A 629579103 584 7860 SH DEFINED 1 7860 0 0 NALCO HOLDING CO COM 62985Q101 7253 342915 SH DEFINED 1 342915 0 0 NANOPHASE TCHNOLOGIES CORP COM COM 630079101 24 10187 SH DEFINED 1 10187 0 0 NAPCO SECURITY SYSTEMS INC COM 630402105 79 17472 SH DEFINED 1 17472 0 0 NAPSTER INC COM COM 630797108 47 33193 SH DEFINED 1 33193 0 0 NARA BANCORP INC COM COM 63080P105 525 48923 SH DEFINED 1 48923 0 0 NASDAQ OMX GROUP COM 631103108 6188 233078 SH DEFINED 1 233078 0 0 NASDAQ OMX GROUP COM 631103108 895 33700 SH DEFINED 1 2 33700 0 0 NASH FINCH CO COM COM 631158102 1177 34352 SH DEFINED 1 34352 0 0 NASH FINCH CO COM COM 631158102 27 800 SH DEFINED 1 2 800 0 0 NATCO GROUP INC CL A CL A 63227W203 1730 31733 SH DEFINED 1 31733 0 0 NATIONAL BEVERAGE CORP COM COM 635017106 193 26612 SH DEFINED 1 26612 0 0 NATIONAL CINEMEDIA INC COM 635309107 906 84973 SH DEFINED 1 84973 0 0 NATIONAL CITY CORP COM COM 635405103 15488 3246918 SH DEFINED 1 3246918 0 0 NATIONAL FINANCIAL PARTNERS COM 63607P208 1118 56431 SH DEFINED 1 56431 0 0 NATIONAL FUEL GAS CO N J COM COM 636180101 6010 101036 SH DEFINED 1 101036 0 0 NATIONAL HEALTH INVS INC COM COM 63633D104 1350 47368 SH DEFINED 1 47368 0 0 NATIONAL HEALTHCARE CORP COM COM 635906100 496 10830 SH DEFINED 1 10830 0 0 NATIONAL INFO CONSORTIUM IN CO COM 62914B100 506 74041 SH DEFINED 1 74041 0 0 NATIONAL INSTRS CORP COM COM 636518102 2915 102763 SH DEFINED 1 102763 0 0 NATIONAL OILWELL VARCO INC COM COM 637071101 210604 2373803 SH DEFINED 1 2373803 0 0 NATIONAL PENN BANCSHARES IN CO COM 637138108 2242 168825 SH DEFINED 1 168825 0 0 NATIONAL PRESTO INDS INC COM COM 637215104 744 11596 SH DEFINED 1 11596 0 0 NATIONAL RETAIL PROPERTIES INC COM 637417106 4502 215414 SH DEFINED 1 215414 0 0 NATIONAL SEMICONDUCTOR CORP CO COM 637640103 23114 1125296 SH DEFINED 1 1125296 0 0 NATIONAL SEMICONDUCTOR CORP CO COM 637640103 2383 116000 SH DEFINED 1 2 116000 0 0 NATIONAL WESTN LIFE INS CO CL CL A 638522102 846 3871 SH DEFINED 1 3871 0 0 NATIONWIDE FINL SVCS INC CL A CL A 638612101 3685 76751 SH DEFINED 1 76751 0 0 NATIONWIDE HEALTH PPTYS INC CO COM 638620104 5110 162278 SH DEFINED 1 162278 0 0 NATURAL GAS SERVICES GROUP INC COM 63886Q109 1180 38700 SH DEFINED 1 38700 0 0 NATURAL GAS SERVICES GROUP INC COM 63886Q109 497 16300 SH DEFINED 1 2 16300 0 0 NATURAL RESOURCE PARTNERS LP COM UNIT L P 63900P103 2015 48896 SH DEFINED 1 48896 0 0 NATUS MEDICAL INC COM 639050103 1069 51032 SH DEFINED 1 51032 0 0 NAUTILUS INC COM 63910B102 171 33625 SH DEFINED 1 33625 0 0 NAVARRE CORP COM COM 639208107 63 38176 SH DEFINED 1 38176 0 0 NAVIGANT CONSULTING INC COM COM 63935N107 1730 88458 SH DEFINED 1 88458 0 0 NAVIGATORS GROUP INC COM COM 638904102 1293 23928 SH DEFINED 1 23928 0 0 NAVISITE INC COM COM NEW 63935M208 39 10220 SH DEFINED 1 10220 0 0 NAVTEQ CORP COM COM 63936L100 11447 148659 SH DEFINED 1 148659 0 0 NBR 0.94 05/15/11 NOTE 0.940% 5/1 629568AP1 14131 11500000 PRN DEFINED 1 2 11500000 0 0 NBT BANCORP INC COM COM 628778102 1201 58280 SH DEFINED 1 58280 0 0 NBTY INC COM COM 628782104 3141 97975 SH DEFINED 1 97975 0 0 NBTY INC COM COM 628782104 55 1700 SH DEFINED 1 2 1700 0 0 NCI BUILDING SYS INC COM COM 628852105 1159 31544 SH DEFINED 1 31544 0 0 NCI INC-CLASS A CL A 62886K104 243 10631 SH DEFINED 1 10631 0 0 NCR CORP NEW COM COM 62886E108 6969 276531 SH DEFINED 1 276531 0 0 NEENAH PAPER INC COM 640079109 490 29303 SH DEFINED 1 29303 0 0 NEKTAR THERAPEUTICS COM 640268108 546 162871 SH DEFINED 1 162871 0 0 NELNET INC-CL A CL A 64031N108 310 27596 SH DEFINED 1 27596 0 0 NEOGEN CORP COM COM 640491106 583 25449 SH DEFINED 1 25449 0 0 NEOPHARM INC COM COM 640919106 7 13774 SH DEFINED 1 13774 0 0 NEOSE TECHNOLOGIES INC COM COM 640522108 4 13014 SH DEFINED 1 13014 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 176 7235 SH DEFINED 1 7235 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 158 6500 SH DEFINED 1 2 6500 0 0 NETAPP INC COM 64110D104 33785 1559797 SH DEFINED 1 1559797 0 0 NETEASE.COM INC -ADR SPONSORED ADR 64110W102 108 4974 SH DEFINED 1 4974 0 0 NETEASE.COM INC -ADR SPONSORED ADR 64110W102 148 6800 SH DEFINED 1 2 6800 0 0 NETFLIX COM INC COM COM 64110L106 2534 97183 SH DEFINED 1 97183 0 0 NETFLIX COM INC COM COM 64110L106 1366 52400 SH DEFINED 1 2 52400 0 0 NETGEAR INC COM 64111Q104 878 63360 SH DEFINED 1 63360 0 0 NETLIST INC COM 64118P109 29 17149 SH DEFINED 1 17149 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 931 28031 SH DEFINED 1 28031 0 0 NETSCOUT SYS INC COM COM 64115T104 458 42869 SH DEFINED 1 42869 0 0 NETWORK ENGINES INC COM COM 64121A107 17 14131 SH DEFINED 1 14131 0 0 NETWORK EQUIP TECHNOLOGIES COM COM 641208103 156 43913 SH DEFINED 1 43913 0 0 NEUROCRINE BIOSCIENCES INC COM COM 64125C109 247 58927 SH DEFINED 1 58927 0 0 NEUROGEN CORP COM COM 64124E106 18 17932 SH DEFINED 1 17932 0 0 NEUSTAR INC-CLASS A CL A 64126X201 2730 126613 SH DEFINED 1 126613 0 0 NEUTRAL TANDEM INC COM 64128B108 353 20163 SH DEFINED 1 20163 0 0 NEW FRONTIER MEDIA INC COM COM 644398109 154 39288 SH DEFINED 1 39288 0 0 NEW JERSEY RES COM COM 646025106 2373 72695 SH DEFINED 1 72695 0 0 NEW YORK & CO COM 649295102 361 39572 SH DEFINED 1 39572 0 0 NEW YORK CMNTY BANCORP INC COM COM 649445103 9252 518609 SH DEFINED 1 518609 0 0 NEW YORK CMNTY BANCORP INC COM COM 649445103 995 55800 SH DEFINED 1 2 55800 0 0 NEW YORK TIMES CO CL A CL A 650111107 9726 631955 SH DEFINED 1 631955 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 2065 165440 SH DEFINED 1 165440 0 0 NEWBRIDGE BANCORP COM 65080T102 155 22457 SH DEFINED 1 22457 0 0 NEWCASTLE INVESTMENT CORP COM 65105M108 593 84625 SH DEFINED 1 84625 0 0 NEWELL RUBBERMAID INC COM COM 651229106 20910 1245391 SH DEFINED 1 1245391 0 0 NEWFIELD EXPL CO COM COM 651290108 12920 198005 SH DEFINED 1 198005 0 0 NEWMARKET CORP COM COM 651587107 1603 24202 SH DEFINED 1 24202 0 0 NEWMARKET CORP COM COM 651587107 503 7600 SH DEFINED 1 2 7600 0 0 NEWMONT MINING CORP COM COM 651639106 104992 2012875 SH DEFINED 1 2012875 0 0 NEWMONT MINING CORP COM COM 651639106 777 14900 SH DEFINED 1 2 14900 0 0 NEWPARK RES INC COM PAR $.01NE COM PAR $.01NEW 651718504 1310 166620 SH DEFINED 1 166620 0 0 NEWPARK RES INC COM PAR $.01NE COM PAR $.01NEW 651718504 53 6800 SH DEFINED 1 2 6800 0 0 NEWPORT CORP COM COM 651824104 710 62298 SH DEFINED 1 62298 0 0 NEWS CORP-CL A CL A 65248E104 157313 10459648 SH DEFINED 1 10459648 0 0 NEWS CORP-CL A CL A 65248E104 796 52900 SH DEFINED 1 2 52900 0 0 NEWSTAR FINANCIAL INC COM 65251F105 372 62947 SH DEFINED 1 62947 0 0 NEXCEN BRANDS INC COM 653351106 31 55860 SH DEFINED 1 55860 0 0 NEXEN INC COM COM 65334H102 283 7100 SH DEFINED 1 2 7100 0 0 NEXTWAVE WIRELESS INC-W/I COM 65337Y102 304 75324 SH DEFINED 1 75324 0 0 NGAS RESOURCES INC COM 62912T103 168 18146 SH DEFINED 1 18146 0 0 NICOR INC COM COM 654086107 8347 195978 SH DEFINED 1 195978 0 0 NIGHTHAWK RADIOLOGY HOLDINGS COM 65411N105 310 43827 SH DEFINED 1 43827 0 0 NII HOLDINGS INC-CL B CL B NEW 62913F201 13170 277324 SH DEFINED 1 277324 0 0 NIKE INC CL B CL B 654106103 103938 1743626 SH DEFINED 1 1743626 0 0 NIKE INC CL B CL B 654106103 1234 20700 SH DEFINED 1 2 20700 0 0 NISOURCE INC COM COM 65473P105 21472 1198214 SH DEFINED 1 1198214 0 0 NITROMED INC COM 654798503 28 28073 SH DEFINED 1 28073 0 0 NMS COMMUNICATIONS CORP COM COM 629248105 46 41855 SH DEFINED 1 41855 0 0 NMT MEDICAL INC COM 629294109 80 17170 SH DEFINED 1 17170 0 0 NN INC COM COM 629337106 484 34731 SH DEFINED 1 34731 0 0 NNN 3.95 09/15/26 NOTE 3.950% 9/1 637417AA4 7216 7500000 PRN DEFINED 1 2 7500000 0 0 NOBLE CORP SHS G65422100 77598 1194556 SH DEFINED 1 1194556 0 0 NOBLE ENERGY INC COM 655044105 84084 836158 SH DEFINED 1 836158 0 0 NOBLE ENERGY INC COM 655044105 2232 22200 SH DEFINED 1 2 22200 0 0 NOBLE INTL LTD COM COM 655053106 165 36939 SH DEFINED 1 36939 0 0 NOKIA CORP SPONSORED ADR SPONSORED ADR 654902204 443 18100 SH DEFINED 1 2 18100 0 0 NORDIC AMERICAN TANKER SHPG LT COM G65773106 271 6988 SH DEFINED 1 6988 0 0 NORDSON CORP COM COM 655663102 3827 52503 SH DEFINED 1 52503 0 0 NORDSTROM INC COM COM 655664100 24068 794313 SH DEFINED 1 794313 0 0 NORFOLK SOUTHERN CORP COM COM 655844108 132855 2119912 SH DEFINED 1 2119912 0 0 NORTH AMERICAN GALVANIZ & COAT COM 65686Y109 114 13000 SH DEFINED 1 13000 0 0 NORTH VALLEY BANCORP COM 66304M105 113 17286 SH DEFINED 1 17286 0 0 NORTHEAST UTILS COM COM 664397106 6493 254320 SH DEFINED 1 254320 0 0 NORTHERN BORDER PARTNERS L UNI UNIT LTD PARTN 68268N103 4104 73425 SH DEFINED 1 73425 0 0 NORTHERN TR CORP COM COM 665859104 64535 941155 SH DEFINED 1 941155 0 0 NORTHFIELD BANCORP INC COM 66611L105 209 19432 SH DEFINED 1 19432 0 0 NORTHFIELD LABS INC COM COM 666135108 31 43096 SH DEFINED 1 43096 0 0 NORTHROP GRUMMAN CORP COM COM 666807102 101639 1519274 SH DEFINED 1 1519274 0 0 NORTHROP GRUMMAN CORP COM COM 666807102 1552 23200 SH DEFINED 1 2 23200 0 0 NORTHSTAR NEUROSCIENCE -REDH COM 66704V101 32 20419 SH DEFINED 1 20419 0 0 NORTHSTAR REALTY FINANCE CORP COM 66704R100 976 117351 SH DEFINED 1 117351 0 0 NORTHWEST AIRLINES CORP COM 667280408 2397 359862 SH DEFINED 1 359862 0 0 NORTHWEST BANCORP INC PA COM COM 667328108 963 44128 SH DEFINED 1 44128 0 0 NORTHWEST NAT GAS CO COM COM 667655104 2407 52037 SH DEFINED 1 52037 0 0 NORTHWEST PIPE CO COM COM 667746101 1222 21895 SH DEFINED 1 21895 0 0 NORTHWESTERN CORP COM NEW 668074305 2022 79552 SH DEFINED 1 79552 0 0 NOVAMED INC COM 66986W108 134 35497 SH DEFINED 1 35497 0 0 NOVARTIS A G SPONSORED ADR SPONSORED ADR 66987V109 1013 18400 SH DEFINED 1 2 18400 0 0 NOVATEL WIRELESS INC COM COM NEW 66987M604 812 72956 SH DEFINED 1 72956 0 0 NOVAVAX INC COM COM 670002104 133 53386 SH DEFINED 1 53386 0 0 NOVELL INC COM COM 670006105 9296 1578300 SH DEFINED 1 1578300 0 0 NOVELLUS SYS INC COM COM 670008101 9997 471796 SH DEFINED 1 471796 0 0 NOVEN PHARMACEUTICALS INC COM COM 670009109 554 51798 SH DEFINED 1 51798 0 0 NPS PHARMACEUTICALS INC COM COM 62936P103 229 51489 SH DEFINED 1 51489 0 0 NRG ENERGY INC COM NEW 629377508 15929 371300 SH DEFINED 1 371300 0 0 NSTAR COM COM 67019E107 5214 154175 SH DEFINED 1 154175 0 0 NTELOS HOLDINGS CORP COM 67020Q107 1350 53212 SH DEFINED 1 53212 0 0 NTN COMMUNUNICATIONS INC COM N COM NEW 629410309 6 16316 SH DEFINED 1 16316 0 0 NU HORIZONS ELECTRS CORP COM COM 669908105 104 21370 SH DEFINED 1 21370 0 0 NU SKIN ENTERPRISES INC CL A CL A 67018T105 1240 83095 SH DEFINED 1 83095 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 4847 309349 SH DEFINED 1 309349 0 0 NUCOR CORP COM COM 670346105 109955 1472545 SH DEFINED 1 1472545 0 0 NUCOR CORP COM COM 670346105 1897 25400 SH DEFINED 1 2 25400 0 0 NUSTAR ENERGY LP UNIT COM 67058H102 3151 66485 SH DEFINED 1 66485 0 0 NUSTAR GP HLDGS LLC UNIT RESTG LLC 67059L102 1285 59286 SH DEFINED 1 59286 0 0 NUTRACEUTICAL INTL CORP COM COM 67060Y101 188 15666 SH DEFINED 1 15666 0 0 NUTRI/SYSTEM INC COM 67069D108 834 58968 SH DEFINED 1 58968 0 0 NUTRITION 21 INC COM COM 67069V108 7 16280 SH DEFINED 1 16280 0 0 NUVASIVE INC COM 670704105 3140 70300 SH DEFINED 1 70300 0 0 NUVELO INC COM NEW 67072M301 34 60330 SH DEFINED 1 60330 0 0 NVIDIA CORP COM COM 67066G104 47623 2543954 SH DEFINED 1 2543954 0 0 NVIDIA CORP COM COM 67066G104 535 28600 SH DEFINED 1 2 28600 0 0 NVR INC COM COM 62944T105 3803 7604 SH DEFINED 1 7604 0 0 NVR INC COM COM 62944T105 150 300 SH DEFINED 1 2 300 0 0 NXSTAGE MEDICAL INC COM 67072V103 226 58893 SH DEFINED 1 58893 0 0 NYMAGIC INC COM COM 629484106 268 13999 SH DEFINED 1 13999 0 0 NYMEX HOLDINGS INC COM 62948N104 11898 140843 SH DEFINED 1 140843 0 0 NYSE EURONEXT COM 629491101 72247 1426120 SH DEFINED 1 1426120 0 0 NYSE EURONEXT COM 629491101 152 3000 SH DEFINED 1 2 3000 0 0 O CHARLEYS INC COM COM 670823103 366 36431 SH DEFINED 1 36431 0 0 O CHARLEYS INC COM COM 670823103 89 8800 SH DEFINED 1 2 8800 0 0 O REILLY AUTOMOTIVE INC COM COM 686091109 4232 189348 SH DEFINED 1 189348 0 0 OBAGI MEDICAL PRODUCTS INC COM 67423R108 258 30146 SH DEFINED 1 30146 0 0 OCCAM NETWORKS INC COM NEW 67457P309 42 10584 SH DEFINED 1 10584 0 0 OCCIDENTAL PETE CORP DEL COM COM 674599105 341342 3798601 SH DEFINED 1 3798601 0 0 OCCIDENTAL PETE CORP DEL COM COM 674599105 2022 22500 SH DEFINED 1 2 22500 0 0 OCEANEERING INTL INC COM COM 675232102 6475 84042 SH DEFINED 1 84042 0 0 OCEANFIRST FINL CORP COM COM 675234108 369 20422 SH DEFINED 1 20422 0 0 OCEANFREIGHT INC SHS Y64202107 628 27083 SH DEFINED 1 27083 0 0 OCH-ZIFF CAPITAL MGMT-REDH CL A 67551U105 1008 53000 SH DEFINED 1 53000 0 0 OCWEN FINL CORP COM COM NEW 675746309 351 75393 SH DEFINED 1 75393 0 0 ODYSSEY HEALTHCARE INC COM COM 67611V101 518 53229 SH DEFINED 1 53229 0 0 ODYSSEY MARINE EXPLORATION COM 676118102 176 44340 SH DEFINED 1 44340 0 0 ODYSSEY RE HLDGS CORP COM COM 67612W108 1359 38278 SH DEFINED 1 38278 0 0 OFFICE DEPOT INC COM COM 676220106 13276 1213574 SH DEFINED 1 1213574 0 0 OFFICE DEPOT INC COM COM 676220106 755 69000 SH DEFINED 1 2 69000 0 0 OFFICEMAX INC COM 67622P101 1559 112180 SH DEFINED 1 112180 0 0 OGE ENERGY CORP COM COM 670837103 4585 144586 SH DEFINED 1 144586 0 0 OIL STS INTL INC COM COM 678026105 4952 78065 SH DEFINED 1 78065 0 0 OIL STS INTL INC COM COM 678026105 51 800 SH DEFINED 1 2 800 0 0 OLD DOMINION FGHT LINES INC CO COM 679580100 1518 50579 SH DEFINED 1 50579 0 0 OLD NATL BANCORP IND COM COM 680033107 1646 115397 SH DEFINED 1 115397 0 0 OLD REP INTL CORP COM COM 680223104 4490 379235 SH DEFINED 1 379235 0 0 OLD SECOND BANCORP INC ILL COM COM 680277100 408 35137 SH DEFINED 1 35137 0 0 OLIN CORP COM PAR $1 COM PAR $1 680665205 2658 101510 SH DEFINED 1 101510 0 0 OLYMPIC STEEL INC COM COM 68162K106 1734 22844 SH DEFINED 1 22844 0 0 OM GROUP INC COM COM 670872100 1465 44691 SH DEFINED 1 44691 0 0 OMEGA HEALTHCARE INVS INC COM COM 681936100 1888 113379 SH DEFINED 1 113379 0 0 OMEGA HEALTHCARE INVS INC COM COM 681936100 388 23300 SH DEFINED 1 2 23300 0 0 OMEGA PROTEIN CORP COM 68210P107 388 25958 SH DEFINED 1 25958 0 0 OMNI ENERGY SERVICES CORP COM NEW 68210T208 84 13076 SH DEFINED 1 13076 0 0 OMNICARE INC COM COM 681904108 5002 190760 SH DEFINED 1 190760 0 0 OMNICELL INC COM COM 68213N109 866 65695 SH DEFINED 1 65695 0 0 OMNICOM GROUP INC COM COM 681919106 69455 1547566 SH DEFINED 1 1547566 0 0 OMNITURE INC -REDH COM 68212S109 1729 93120 SH DEFINED 1 93120 0 0 OMNIVISION TECHNOLOGIES INC CO COM 682128103 1123 92866 SH DEFINED 1 92866 0 0 OMNOVA SOLUTIONS INC COM COM 682129101 156 56248 SH DEFINED 1 56248 0 0 OMRIX BIOPHARMACTCLS COM 681989109 436 27707 SH DEFINED 1 27707 0 0 ON ASSIGNMENT INC COM COM 682159108 878 109471 SH DEFINED 1 109471 0 0 ON SEMICONDUCTOR CORP COM COM 682189105 5831 635889 SH DEFINED 1 635889 0 0 ON SEMICONDUCTOR CORP COM COM 682189105 23 2500 SH DEFINED 1 2 2500 0 0 ON2 TECHNOLOGIES INC COM 68338A107 113 185014 SH DEFINED 1 185014 0 0 ONE LIBERTY PROPERTIES INC COM 682406103 271 16611 SH DEFINED 1 16611 0 0 ONEBEACON INSURANCE GRP CL A G67742109 797 45371 SH DEFINED 1 45371 0 0 ONEOK INC NEW COM COM 682680103 7433 152219 SH DEFINED 1 152219 0 0 ONEOK INC NEW COM COM 682680103 156 3200 SH DEFINED 1 2 3200 0 0 ONLINE RESOURCES CORP COM 68273G101 524 62764 SH DEFINED 1 62764 0 0 ONYX PHARMACEUTICALS INC COM COM 683399109 3067 86144 SH DEFINED 1 86144 0 0 OPENTV CORP CL A CL A G67543101 126 96227 SH DEFINED 1 96227 0 0 OPENWAVE SYS INC COM COM NEW 683718308 191 128387 SH DEFINED 1 128387 0 0 OPLINK COMMUNICATIONS INC COM COM NEW 68375Q403 429 44701 SH DEFINED 1 44701 0 0 OPNET TECHNOLOGIES INC COM COM 683757108 231 25700 SH DEFINED 1 25700 0 0 OPNEXT INC COM 68375V105 204 37953 SH DEFINED 1 37953 0 0 OPTIONSXPRESS HOLDINGS INC COM 684010101 2354 105361 SH DEFINED 1 105361 0 0 OPTIUM CORP COM 68402T107 124 17003 SH DEFINED 1 17003 0 0 ORACLE CORP COM COM 68389X105 473151 22530993 SH DEFINED 1 22530993 0 0 ORACLE CORP COM COM 68389X105 1023 48700 SH DEFINED 1 2 48700 0 0 ORASURE TECHNOLOGIES INC COM COM 68554V108 274 73213 SH DEFINED 1 73213 0 0 ORBCOMM INC COM 68555P100 325 57069 SH DEFINED 1 57069 0 0 ORBITAL SCIENCES CORP COM COM 685564106 2300 97608 SH DEFINED 1 97608 0 0 ORBITZ WORLDWIDE INC COM 68557K109 355 70926 SH DEFINED 1 70926 0 0 ORCHID CELLMARK INC COM 68573C107 72 27718 SH DEFINED 1 27718 0 0 OREXIGEN THERPEUTCS INC COM 686164104 314 39785 SH DEFINED 1 39785 0 0 ORIENT-EXPRESS HOTELS LTD CL A CL A G67743107 2530 58249 SH DEFINED 1 58249 0 0 ORIENTAL FINL GROUP INC COM COM 68618W100 929 65178 SH DEFINED 1 65178 0 0 ORIENTAL FINL GROUP INC COM COM 68618W100 1533 107500 SH DEFINED 1 2 107500 0 0 ORIGEN FINANCIAL INC COM 68619E208 31 21106 SH DEFINED 1 21106 0 0 ORION MARINE GROUP INC-REDH COM 68628V308 384 27141 SH DEFINED 1 27141 0 0 ORITANI FINANCIAL CORP COM 686323106 305 19086 SH DEFINED 1 19086 0 0 ORMAT TECHNOLOGIES INC COM 686688102 2509 51026 SH DEFINED 1 51026 0 0 ORTHOFIX INTL N V COM COM N6748L102 762 26322 SH DEFINED 1 26322 0 0 ORTHOLOGIC CORP COM COM 68750J107 47 46846 SH DEFINED 1 46846 0 0 ORTHOVITA INC COM 68750U102 54 26516 SH DEFINED 1 26516 0 0 OSCIENT PHARMACEUTICALS CORP C COM NEW 68812R303 17 11834 SH DEFINED 1 11834 0 0 OSHKOSH TRUCK CORP COM COM 688239201 2397 115845 SH DEFINED 1 115845 0 0 OSI PHARMACEUTICALS INC COM COM 671040103 4589 111058 SH DEFINED 1 111058 0 0 OSI PHARMACEUTICALS INC COM COM 671040103 74 1800 SH DEFINED 1 2 1800 0 0 OSI SYSTEMS INC COM COM 671044105 732 34171 SH DEFINED 1 34171 0 0 OSIRIS THERAPEUTICS INC-REDH COM 68827R108 263 20496 SH DEFINED 1 20496 0 0 OTTER TAIL CORP COM COM 689648103 1889 48646 SH DEFINED 1 48646 0 0 OUTDOOR CHANNEL HOLDINGS INC C COM NEW 690027206 179 25680 SH DEFINED 1 25680 0 0 OVERHILL FARMS INC COM 690212105 198 28537 SH DEFINED 1 28537 0 0 OVERSEAS SHIPHOLDING GROUP COM COM 690368105 3168 39837 SH DEFINED 1 39837 0 0 OVERSTOCK COM INC DEL COM COM 690370101 484 18648 SH DEFINED 1 18648 0 0 OVERSTOCK COM INC DEL COM COM 690370101 532 20500 SH DEFINED 1 2 20500 0 0 OWENS & MINOR INC NEW COM COM 690732102 3207 70200 SH DEFINED 1 70200 0 0 OWENS & MINOR INC NEW COM COM 690732102 2221 48600 SH DEFINED 1 2 48600 0 0 OWENS CORNING COM 690742101 3247 142747 SH DEFINED 1 142747 0 0 OWENS ILL INC COM NEW COM NEW 690768403 11036 264722 SH DEFINED 1 264722 0 0 OWENS ILL INC COM NEW COM NEW 690768403 3177 76200 SH DEFINED 1 2 76200 0 0 OXFORD INDS INC COM COM 691497309 467 24394 SH DEFINED 1 24394 0 0 OXIGENE INC COM COM 691828107 38 30531 SH DEFINED 1 30531 0 0 OYO GEOSPACE CORP COM COM 671074102 420 7124 SH DEFINED 1 7124 0 0 P A M TRANSN SVCS INC COM COM 693149106 140 13128 SH DEFINED 1 13128 0 0 P C CONNECTION COM COM 69318J100 170 18236 SH DEFINED 1 18236 0 0 P C CONNECTION COM COM 69318J100 8 900 SH DEFINED 1 2 900 0 0 P F CHANGS CHINA BISTRO INC CO COM 69333Y108 1296 58014 SH DEFINED 1 58014 0 0 PACCAR INC COM COM 693718108 69406 1659235 SH DEFINED 1 1659235 0 0 PACER INTL INC TENN COM COM 69373H106 1818 84514 SH DEFINED 1 84514 0 0 PACER INTL INC TENN COM COM 69373H106 740 34400 SH DEFINED 1 2 34400 0 0 PACIFIC CAP BANCORP NEW COM COM 69404P101 1308 94947 SH DEFINED 1 94947 0 0 PACIFIC ETHANOL INC COM 69423U107 110 60882 SH DEFINED 1 60882 0 0 PACIFIC SUNWEAR CALIF INC COM COM 694873100 1010 118452 SH DEFINED 1 118452 0 0 PACKAGING CORP AMER COM COM 695156109 3134 145681 SH DEFINED 1 145681 0 0 PACTIV CORP COM COM 695257105 12315 580072 SH DEFINED 1 580072 0 0 PACWEST BANCORP COM 695263103 653 43880 SH DEFINED 1 43880 0 0 PAETEC HOLDING CORP COM 695459107 983 154778 SH DEFINED 1 154778 0 0 PAIN THERAPEUTICS INC COM COM 69562K100 663 83865 SH DEFINED 1 83865 0 0 PALATIN TECHNOLOGIES INC COM NEW 696077304 14 73258 SH DEFINED 1 73258 0 0 PALL CORP COM COM 696429307 21305 536923 SH DEFINED 1 536923 0 0 PALM HARBOR HOMES COM COM 696639103 98 17765 SH DEFINED 1 17765 0 0 PALM INC COM 696643105 791 146796 SH DEFINED 1 146796 0 0 PALOMAR MED TECHNOLOGIES IN CO COM NEW 697529303 286 28689 SH DEFINED 1 28689 0 0 PAN AMERICAN SILVER CORP COM COM 697900108 202 5848 SH DEFINED 1 5848 0 0 PANACOS PHARMACEUTICALS INC COM 69811Q106 41 91306 SH DEFINED 1 91306 0 0 PANERA BREAD CO CL A CL A 69840W108 2448 52910 SH DEFINED 1 52910 0 0 PANERA BREAD CO CL A CL A 69840W108 768 16600 SH DEFINED 1 2 16600 0 0 PANHANDLE ROYALTY CO-CL A CL A 698477106 490 14472 SH DEFINED 1 14472 0 0 PANTRY INC COM COM 698657103 327 30696 SH DEFINED 1 30696 0 0 PAPA JOHNS INTL INC COM COM 698813102 1499 56381 SH DEFINED 1 56381 0 0 PAR PHARMACEUTICALS COS INC COM 69888P106 895 55162 SH DEFINED 1 55162 0 0 PARALLEL PETE CORP DEL COM COM 699157103 1601 79553 SH DEFINED 1 79553 0 0 PARAMETRIC TECHNOLOGY CORP COM COM NEW 699173209 3392 203482 SH DEFINED 1 203482 0 0 PAREXEL INTL CORP COM COM 699462107 2481 94280 SH DEFINED 1 94280 0 0 PARK ELECTROCHEMICAL CORP COM COM 700416209 798 32813 SH DEFINED 1 32813 0 0 PARK NATL CORP COM COM 700658107 1361 25244 SH DEFINED 1 25244 0 0 PARKER DRILLING CO COM COM 701081101 1790 178853 SH DEFINED 1 178853 0 0 PARKER HANNIFIN CORP COM COM 701094104 53129 744932 SH DEFINED 1 744932 0 0 PARKERVISION INC COM COM 701354102 472 47535 SH DEFINED 1 47535 0 0 PARKWAY PPTYS INC COM COM 70159Q104 1175 34832 SH DEFINED 1 34832 0 0 PARLUX FRAGRANCES INC COM 701645103 73 14556 SH DEFINED 1 14556 0 0 PARTICLE DRILLING TECH INC COM 70212G101 50 20038 SH DEFINED 1 20038 0 0 PARTNERRE LTD COM COM G6852T105 6107 88343 SH DEFINED 1 88343 0 0 PATRIOT COAL CORP COM 70336T104 6942 45288 SH DEFINED 1 45288 0 0 PATTERSON COS INC COM 703395103 17115 582337 SH DEFINED 1 582337 0 0 PATTERSON COS INC COM 703395103 147 5000 SH DEFINED 1 2 5000 0 0 PATTERSON UTI ENERGY INC COM COM 703481101 9199 255238 SH DEFINED 1 255238 0 0 PATTERSON UTI ENERGY INC COM COM 703481101 65 1800 SH DEFINED 1 2 1800 0 0 PAYCHEX INC COM COM 704326107 45510 1454918 SH DEFINED 1 1454918 0 0 PC-TEL INC COM COM 69325Q105 263 27461 SH DEFINED 1 27461 0 0 PDF SOLUTIONS INC COM COM 693282105 224 37672 SH DEFINED 1 37672 0 0 PDL BIOPHARMA INC COM COM 69329Y104 2016 189850 SH DEFINED 1 189850 0 0 PEABODY ENERGY CORP COM COM 704549104 106135 1205398 SH DEFINED 1 1205398 0 0 PEDIATRIX MED GROUP COM COM 705324101 3607 73262 SH DEFINED 1 73262 0 0 PEETS COFFEE & TEA INC COM COM 705560100 613 30908 SH DEFINED 1 30908 0 0 PEGASYSTEMS INC COM COM 705573103 315 23388 SH DEFINED 1 23388 0 0 PENFORD CORP COM COM 707051108 319 21407 SH DEFINED 1 21407 0 0 PENN NATL GAMING INC COM COM 707569109 3919 121887 SH DEFINED 1 121887 0 0 PENN TREATY AMERN CORP COM COM NEW 707874400 213 43907 SH DEFINED 1 43907 0 0 PENN VA CORP COM COM 707882106 4696 62263 SH DEFINED 1 62263 0 0 PENN VA RESOURCES PARTNERS COM COM 707884102 1153 42588 SH DEFINED 1 42588 0 0 PENN VIRGINIA GP HLDGS -REDH COM UNIT R LIM 70788P105 262 8000 SH DEFINED 1 8000 0 0 PENNEY J C INC COM COM 708160106 35172 969183 SH DEFINED 1 969183 0 0 PENNEY J C INC COM COM 708160106 54 1500 SH DEFINED 1 2 1500 0 0 PENNSYLVANIA RL ESTATE INVT SH SH BEN INT 709102107 1531 66152 SH DEFINED 1 66152 0 0 PENSKE AUTO GROUP COM 70959W103 1086 73709 SH DEFINED 1 73709 0 0 PENSON WORLDWIDE INC COM 709600100 374 31324 SH DEFINED 1 31324 0 0 PENTAIR INC COM COM 709631105 7395 211153 SH DEFINED 1 211153 0 0 PENWEST PHARMACEUTICALS CO COM COM 709754105 65 24051 SH DEFINED 1 24051 0 0 PEOPLES BANCORP INC COM COM 709789101 275 14500 SH DEFINED 1 14500 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 4834 309868 SH DEFINED 1 309868 0 0 PEOPLESUPPORT INC COM 712714302 504 59241 SH DEFINED 1 59241 0 0 PEP BOYS MANNY MOE & JACK COM COM 713278109 448 51362 SH DEFINED 1 51362 0 0 PEPCO HOLDINGS INC COM 713291102 22993 896421 SH DEFINED 1 896421 0 0 PEPSI BOTTLING GROUP INC COM COM 713409100 16934 606502 SH DEFINED 1 606502 0 0 PEPSI BOTTLING GROUP INC COM COM 713409100 304 10900 SH DEFINED 1 2 10900 0 0 PEPSIAMERICAS INC COM COM 71343P200 1954 98806 SH DEFINED 1 98806 0 0 PEPSICO INC COM COM 713448108 560978 8821797 SH DEFINED 1 8821797 0 0 PEREGRINE PHARMACEUTICALS I CO COM 713661106 73 173737 SH DEFINED 1 173737 0 0 PERFICIENT INC COM 71375U101 518 53629 SH DEFINED 1 53629 0 0 PERICOM SEMICONDUCTOR CORP COM COM 713831105 771 51986 SH DEFINED 1 51986 0 0 PERINI CORP COM COM 713839108 1561 47240 SH DEFINED 1 47240 0 0 PERINI CORP COM COM 713839108 250 7570 SH DEFINED 1 2 7570 0 0 PERKINELMER INC COM COM 714046109 14873 534044 SH DEFINED 1 534044 0 0 PERMA-FIX ENVIRONMENTAL SVCS COM 714157104 31 10762 SH DEFINED 1 10762 0 0 PEROT SYS CORP CL A CL A 714265105 2026 134994 SH DEFINED 1 134994 0 0 PERRIGO CO COM COM 714290103 4524 142384 SH DEFINED 1 142384 0 0 PERVASIVE SOFTWARE INC COM COM 715710109 47 11002 SH DEFINED 1 11002 0 0 PETMED EXPRESS INC COM 716382106 532 43392 SH DEFINED 1 43392 0 0 PETRO CANADA COM 71644E102 23 400 SH DEFINED 1 400 0 0 PETRO CANADA COM 71644E102 1227 21900 SH DEFINED 1 2 21900 0 0 PETROHAWK ENERGY CORP COM COM 716495106 15632 337541 SH DEFINED 1 337541 0 0 PETROLEUM DEV CORP COM COM 716578109 2022 30417 SH DEFINED 1 30417 0 0 PETROQUEST ENERGY INC COM COM 716748108 2085 77499 SH DEFINED 1 77499 0 0 PETSMART INC COM COM 716768106 4446 222867 SH DEFINED 1 222867 0 0 PFF BANCORP INC COM COM 69331W104 36 32953 SH DEFINED 1 32953 0 0 PFIZER INC COM COM 717081103 659969 37777283 SH DEFINED 1 37777283 0 0 PFIZER INC COM COM 717081103 335 19200 SH DEFINED 1 2 19200 0 0 PG&E CORP COM COM 69331C108 62849 1583485 SH DEFINED 1 1583485 0 0 PGT INC -REDH COM 69336V101 63 18442 SH DEFINED 1 18442 0 0 PGT INC -REDH COM 69336V101 7 2000 SH DEFINED 1 2 2000 0 0 PHARMACEUTICAL PROD DEV INC CO COM 717124101 7185 167488 SH DEFINED 1 167488 0 0 PHARMACOPEIA DRUG DISCOVERY CO COM 7171EP101 179 46769 SH DEFINED 1 46769 0 0 PHARMANET DEV GRP COM 717148100 515 32628 SH DEFINED 1 32628 0 0 PHARMASSET INC -REDH COM 71715N106 646 34222 SH DEFINED 1 34222 0 0 PHARMERICA CORP COM 71714F104 1077 47690 SH DEFINED 1 47690 0 0 PHASE FORWARD INC COM COM 71721R406 1244 69249 SH DEFINED 1 69249 0 0 PHH CORP COM NEW 693320202 1255 81755 SH DEFINED 1 81755 0 0 PHI INC COM NON VTG 69336T205 1363 33931 SH DEFINED 1 33931 0 0 PHILADELPHIA CONS HLDG CORP CO COM 717528103 3857 113549 SH DEFINED 1 113549 0 0 PHILIP MORRIS INTL -SPN COM 718172109 580758 11758618 SH DEFINED 1 11758618 0 0 PHILLIPS VAN HEUSEN CORP COM COM 718592108 3373 92111 SH DEFINED 1 92111 0 0 PHILLIPS VAN HEUSEN CORP COM COM 718592108 586 16000 SH DEFINED 1 2 16000 0 0 PHOENIX COS INC NEW COM COM 71902E109 1355 178084 SH DEFINED 1 178084 0 0 PHOENIX TECHNOLOGY LTD COM COM 719153108 506 45991 SH DEFINED 1 45991 0 0 PHOTON DYNAMICS INC COM COM 719364101 451 29917 SH DEFINED 1 29917 0 0 PHOTRONICS INC COM COM 719405102 453 64338 SH DEFINED 1 64338 0 0 PHYSICIANS FORMULA HOLDINGS COM 719427106 162 17306 SH DEFINED 1 17306 0 0 PICO HLDGS INC COM NEW COM NEW 693366205 1543 35510 SH DEFINED 1 35510 0 0 PIEDMONT NAT GAS INC COM COM 720186105 2866 109539 SH DEFINED 1 109539 0 0 PIER 1 IMPORTS INC COM COM 720279108 516 149997 SH DEFINED 1 149997 0 0 PIKE ELECTRIC CORP COM 721283109 507 30533 SH DEFINED 1 30533 0 0 PILGRIMS PRIDE CORP CL B COM 721467108 1125 86569 SH DEFINED 1 86569 0 0 PINNACLE AIRLINES CORP COM 723443107 114 36212 SH DEFINED 1 36212 0 0 PINNACLE ENTMT INC COM COM 723456109 920 87672 SH DEFINED 1 87672 0 0 PINNACLE FINANCIAL PARTNERS COM 72346Q104 568 28275 SH DEFINED 1 28275 0 0 PINNACLE WEST CAP CORP COM COM 723484101 14088 457845 SH DEFINED 1 457845 0 0 PIONEER DRILLING COMPANY COM 723655106 1798 95578 SH DEFINED 1 95578 0 0 PIONEER NAT RES CO COM COM 723787107 14516 185443 SH DEFINED 1 185443 0 0 PIPER JAFFRAY CO COM 724078100 916 31216 SH DEFINED 1 31216 0 0 PITNEY BOWES INC COM COM 724479100 31541 924967 SH DEFINED 1 924967 0 0 PITNEY BOWES INC COM COM 724479100 48 1400 SH DEFINED 1 2 1400 0 0 PIXELWORKS INC COM COM NEW 72581M305 21 11677 SH DEFINED 1 11677 0 0 PLAINS EXPLORATION & PROD COM 726505100 12573 172306 SH DEFINED 1 172306 0 0 PLANAR SYS INC COM COM 726900103 56 21664 SH DEFINED 1 21664 0 0 PLANTRONICS INC NEW COM COM 727493108 1651 73955 SH DEFINED 1 73955 0 0 PLANTRONICS INC NEW COM COM 727493108 7 300 SH DEFINED 1 2 300 0 0 PLATINUM UNDERWRITERS HLDGS COM G7127P100 3057 93755 SH DEFINED 1 93755 0 0 PLATINUM UNDERWRITERS HLDGS COM G7127P100 447 13700 SH DEFINED 1 2 13700 0 0 PLATO LEARNING INC COM COM 72764Y100 80 30069 SH DEFINED 1 30069 0 0 PLAYBOY ENTERPRISES INC CL B CL B 728117300 152 30739 SH DEFINED 1 30739 0 0 PLEXUS CORP COM COM 729132100 2207 79740 SH DEFINED 1 79740 0 0 PLUG POWER INC COM COM 72919P103 318 135260 SH DEFINED 1 135260 0 0 PLUM CREEK TIMBER CO INC COM COM 729251108 32430 759309 SH DEFINED 1 759309 0 0 PLX TECHNOLOGY INC COM COM 693417107 334 43770 SH DEFINED 1 43770 0 0 PMA CAP CORP CL A CL A 693419202 586 63621 SH DEFINED 1 63621 0 0 PMC-SIERRA INC COM COM 69344F106 2938 384060 SH DEFINED 1 384060 0 0 PMC-SIERRA INC COM COM 69344F106 1629 212900 SH DEFINED 1 2 212900 0 0 PMI GROUP INC COM COM 69344M101 286 146489 SH DEFINED 1 146489 0 0 PNC FINL SVCS GROUP INC COM COM 693475105 89625 1569620 SH DEFINED 1 1569620 0 0 PNM RES INC COM COM 69349H107 1359 113651 SH DEFINED 1 113651 0 0 POLARIS INDS INC COM COM 731068102 2088 51720 SH DEFINED 1 51720 0 0 POLO RALPH LAUREN CORP CL A CL A 731572103 16100 256448 SH DEFINED 1 256448 0 0 POLYCOM INC COM COM 73172K104 3578 146868 SH DEFINED 1 146868 0 0 POLYONE CORP COM COM 73179P106 1187 170307 SH DEFINED 1 170307 0 0 POLYPORE INTL INC COM 73179V103 566 22353 SH DEFINED 1 22353 0 0 POLYPORE INTL INC COM 73179V103 560 22100 SH DEFINED 1 2 22100 0 0 PONIARD PHARMACEUTICALS INC COM NEW 732449301 75 17780 SH DEFINED 1 17780 0 0 POOL CORP COM COM 73278L105 1415 79656 SH DEFINED 1 79656 0 0 POPULAR INC COM COM 733174106 2816 427304 SH DEFINED 1 427304 0 0 PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 1105 29460 SH DEFINED 1 29460 0 0 PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 2674 118760 SH DEFINED 1 118760 0 0 POST PPTYS INC COM COM 737464107 1916 64415 SH DEFINED 1 64415 0 0 POTASH CORP SASK INC COM COM 73755L107 4951 21659 SH DEFINED 1 21659 0 0 POTASH CORP SASK INC COM COM 73755L107 777 3400 SH DEFINED 1 2 3400 0 0 POTLATCH CORP COM COM 737630103 3037 67320 SH DEFINED 1 67320 0 0 POTLATCH CORP COM COM 737630103 117 2600 SH DEFINED 1 2 2600 0 0 POWELL INDS INC COM COM 739128106 663 13149 SH DEFINED 1 13149 0 0 POWER INTEGRATIONS INC COM COM 739276103 1600 50627 SH DEFINED 1 50627 0 0 POWER INTEGRATIONS INC COM COM 739276103 354 11200 SH DEFINED 1 2 11200 0 0 POWER-ONE INC COM COM 739308104 202 106976 SH DEFINED 1 106976 0 0 POWERSECURE INTERNATIONAL INC COM 73936N105 177 24397 SH DEFINED 1 24397 0 0 POWERSHARES ETF TRUST DMP WNDRHLL CLN EN 73935X500 1767 89715 PRN DEFINED 1 89715 0 0 POWERSHARES GLOBAL WATER PRT GBL WTR PORT 73936T623 2373 110199 PRN DEFINED 1 110199 0 0 POWERWAVE TECHNOLOGIES INC COM COM 739363109 1059 249227 SH DEFINED 1 249227 0 0 POZEN INC COM COM 73941U102 485 44573 SH DEFINED 1 44573 0 0 PPG INDS INC COM COM 693506107 41778 728223 SH DEFINED 1 728223 0 0 PPL CORP COM COM 69351T106 86618 1657131 SH DEFINED 1 1657131 0 0 PRAXAIR INC COM COM 74005P104 131496 1395329 SH DEFINED 1 1395329 0 0 PRE PAID LEGAL SVCS INC COM COM 740065107 629 15495 SH DEFINED 1 15495 0 0 PRE PAID LEGAL SVCS INC COM COM 740065107 32 800 SH DEFINED 1 2 800 0 0 PRECISION CASTPARTS CORP COM COM 740189105 59422 616606 SH DEFINED 1 616606 0 0 PRECISION DRILLING TRUST COM 740215108 24 900 SH DEFINED 1 900 0 0 PRECISION DRILLING TRUST COM 740215108 254 9400 SH DEFINED 1 2 9400 0 0 PREFERRED BANK LOS ANGELES COM COM 740367107 94 18110 SH DEFINED 1 18110 0 0 PREMIER EXHIBITIONS INC COM 74051E102 94 20722 SH DEFINED 1 20722 0 0 PREMIERE GLOBAL SERVICES INC COM 740585104 1364 93541 SH DEFINED 1 93541 0 0 PREMIERWEST BANCORP COM 740921101 117 19953 SH DEFINED 1 19953 0 0 PRESIDENTIAL LIFE CORP COM COM 740884101 505 32775 SH DEFINED 1 32775 0 0 PRESSTEK INC COM COM 741113104 247 49795 SH DEFINED 1 49795 0 0 PRESTIGE BRANDS HOLDINGS INC COM 74112D101 784 73546 SH DEFINED 1 73546 0 0 PRG-SCHULTZ INTERNATIONAL I CO COM NEW 69357C503 211 22462 SH DEFINED 1 22462 0 0 PRICE T ROWE GROUP INC COM COM 74144T108 66599 1179376 SH DEFINED 1 1179376 0 0 PRICELINE COM INC COM COM NEW 741503403 6585 57036 SH DEFINED 1 57036 0 0 PRICESMART INC COM COM 741511109 608 30713 SH DEFINED 1 30713 0 0 PRIDE INTL INC DEL COM COM 74153Q102 12085 255542 SH DEFINED 1 255542 0 0 PRIMEDIA INC COM COM NEW 74157K846 151 32459 SH DEFINED 1 32459 0 0 PRIMUS GUARANTY LTD SHS G72457107 63 21590 SH DEFINED 1 21590 0 0 PRINCETON REVIEW INC COM COM 742352107 181 26775 SH DEFINED 1 26775 0 0 PRINCIPAL FINANCIAL GROUP I CO COM 74251V102 48429 1153905 SH DEFINED 1 1153905 0 0 PRINCIPAL FINANCIAL GROUP I CO COM 74251V102 42 1000 SH DEFINED 1 2 1000 0 0 PRIVATEBANCORP INC COM COM 742962103 1351 44472 SH DEFINED 1 44472 0 0 PRO PHARMACEUTICALS INC COM 74267T109 8 23828 SH DEFINED 1 23828 0 0 PROASSURANCE CORP COM COM 74267C106 2166 45018 SH DEFINED 1 45018 0 0 PROCENTURY CORP COM COM 74268T108 588 37095 SH DEFINED 1 37095 0 0 PROCTER & GAMBLE CO COM COM 742718109 1031489 16962487 SH DEFINED 1 16962487 0 0 PROCTER & GAMBLE CO COM COM 742718109 1551 25500 SH DEFINED 1 2 25500 0 0 PROGENICS PHARMACEUTICALS I CO COM 743187106 671 42302 SH DEFINED 1 42302 0 0 PROGRESS ENERGY INC COM COM 743263105 48245 1153358 SH DEFINED 1 1153358 0 0 PROGRESS SOFTWARE CORP COM COM 743312100 1647 64402 SH DEFINED 1 64402 0 0 PROGRESSIVE CORP OHIO COM COM 743315103 56015 2992251 SH DEFINED 1 2992251 0 0 PROGRESSIVE CORP OHIO COM COM 743315103 187 10000 SH DEFINED 1 2 10000 0 0 PROGRESSIVE GAMING CORP COM COM 74332S102 99 79059 SH DEFINED 1 79059 0 0 PROLOGIS SH BEN INT 743410102 66596 1225321 SH DEFINED 1 1225321 0 0 PROS HOLDINGS INC COM 74346Y103 404 35981 SH DEFINED 1 35981 0 0 PROSPECT ENERGY CORP COM COM 74348T102 205 15549 SH DEFINED 1 15549 0 0 PROSPERITY BANCSHARES INC COM COM 743606105 1953 73077 SH DEFINED 1 73077 0 0 PROTECTIVE LIFE CORP COM COM 743674103 4037 106094 SH DEFINED 1 106094 0 0 PROVIDENCE SERVICE CORP COM 743815102 595 28171 SH DEFINED 1 28171 0 0 PROVIDENT BANKSHARES CORP COM COM 743859100 462 72406 SH DEFINED 1 72406 0 0 PROVIDENT FINANCIAL SERVICES COM 74386T105 2035 145221 SH DEFINED 1 145221 0 0 PROVIDENT NEW YORK BANCORP COM 744028101 877 79297 SH DEFINED 1 79297 0 0 PRUDENTIAL FINL INC COM COM 744320102 117447 1965963 SH DEFINED 1 1965963 0 0 PS BUSINESS PKS INC CALIF COM COM 69360J107 1691 32767 SH DEFINED 1 32767 0 0 PSS WORLD MED INC COM COM 69366A100 1781 109291 SH DEFINED 1 109291 0 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 3386 89471 SH DEFINED 1 89471 0 0 PUBLIC STORAGE INC COM COM 74460D109 44810 554652 SH DEFINED 1 554652 0 0 PUBLIC SVC ENTERPRISE GROUP CO COM 744573106 107571 2342065 SH DEFINED 1 2342065 0 0 PUGET ENERGY INC NEW COM COM 745310102 4183 174356 SH DEFINED 1 174356 0 0 PULTE HOMES INC COM COM 745867101 9021 936746 SH DEFINED 1 936746 0 0 PULTE HOMES INC COM COM 745867101 83 8600 SH DEFINED 1 2 8600 0 0 PURE CYCLE CORP COM COM NEW 746228303 153 23841 SH DEFINED 1 23841 0 0 PVA 4 1/2 11/15/12 NOTE 4.500%11/1 707882AA4 15194 10000000 PRN DEFINED 1 2 10000000 0 0 PVF CAPITAL CORP COM 693654105 82 11229 SH DEFINED 1 11229 0 0 PXD 2.875 01/15/2038 NOTE 2.875% 1/1 723787AH0 15475 10000000 PRN DEFINED 1 2 10000000 0 0 PZENA INVESTMENT MGT-REDH CLASS A 74731Q103 166 13024 SH DEFINED 1 13024 0 0 QAD INC COM COM 74727D108 150 22114 SH DEFINED 1 22114 0 0 QC HOLDINGS INC COM COM 74729T101 93 11975 SH DEFINED 1 11975 0 0 QIAGEN N V ORD ORD N72482107 289 14340 SH DEFINED 1 14340 0 0 QLOGIC CORP COM COM 747277101 9039 619515 SH DEFINED 1 619515 0 0 QLOGIC CORP COM COM 747277101 3643 249700 SH DEFINED 1 2 249700 0 0 QUAKER CHEM CORP COM COM 747316107 809 30338 SH DEFINED 1 30338 0 0 QUALCOMM INC COM COM 747525103 330337 7445057 SH DEFINED 1 7445057 0 0 QUALITY SYSTEMS INC COM 747582104 1005 34326 SH DEFINED 1 34326 0 0 QUANEX BUILDING PRODUCTS COM 747619104 835 56191 SH DEFINED 1 56191 0 0 QUANTA CAPITAL HOLDINGS LTD SHS G7313F106 29 11107 SH DEFINED 1 11107 0 0 QUANTA SVCS INC COM COM 74762E102 8908 267736 SH DEFINED 1 267736 0 0 QUANTUM CORP COM DSSG COM DSSG 747906204 429 318038 SH DEFINED 1 318038 0 0 QUANTUM FUEL SYS TECH WORLD COM 74765E109 125 40506 SH DEFINED 1 40506 0 0 QUEST DIAGNOSTICS INC COM COM 74834L100 33979 701030 SH DEFINED 1 701030 0 0 QUEST ENERGY PARTNRS LP-REDH COM UNIT LP IN 74836B209 163 10000 SH DEFINED 1 10000 0 0 QUEST RESOURCE CORP. COM NEW 748349305 486 42616 SH DEFINED 1 42616 0 0 QUEST SOFTWARE INC COM COM 74834T103 1530 103305 SH DEFINED 1 103305 0 0 QUESTAR CORP COM COM 748356102 54318 764616 SH DEFINED 1 764616 0 0 QUESTAR CORP COM COM 748356102 64 900 SH DEFINED 1 2 900 0 0 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 222 47849 SH DEFINED 1 47849 0 0 QUICKLOGIC CORP COM COM 74837P108 19 11269 SH DEFINED 1 11269 0 0 QUICKSILVER RESOURCES INC COM COM 74837R104 6645 171975 SH DEFINED 1 171975 0 0 QUIDEL CORP COM COM 74838J101 1052 63681 SH DEFINED 1 63681 0 0 QUIDEL CORP COM COM 74838J101 81 4900 SH DEFINED 1 2 4900 0 0 QUIKSILVER INC COM COM 74838C106 1920 195545 SH DEFINED 1 195545 0 0 QUIXOTE CORP COM COM 749056107 101 12318 SH DEFINED 1 12318 0 0 QWEST COMMUNICATIONS INTL I CO COM 749121109 27570 7015270 SH DEFINED 1 7015270 0 0 QWEST COMMUNICATIONS INTL I CO COM 749121109 83 21100 SH DEFINED 1 2 21100 0 0 R H DONNELLEY CORP COM NEW COM NEW 74955W307 362 120720 SH DEFINED 1 120720 0 0 RACKABLE SYSTEMS INC COM 750077109 885 66034 SH DEFINED 1 66034 0 0 RADIAN GROUP INC COM COM 750236101 254 175190 SH DEFINED 1 175190 0 0 RADIANT SYSTEMS INC COM COM 75025N102 480 44740 SH DEFINED 1 44740 0 0 RADIO ONE INC CL D NON VTG CL D NON VTG 75040P405 119 91949 SH DEFINED 1 91949 0 0 RADIOSHACK CORP COM COM 750438103 8481 691171 SH DEFINED 1 691171 0 0 RADIOSHACK CORP COM COM 750438103 270 22000 SH DEFINED 1 2 22000 0 0 RADISYS CORP COM COM 750459109 271 29952 SH DEFINED 1 29952 0 0 RADNET INC COM 750491102 271 43639 SH DEFINED 1 43639 0 0 RADYNE CORP COM NEW 750611402 371 32487 SH DEFINED 1 32487 0 0 RAE SYSTEMS INC COM 75061P102 66 46052 SH DEFINED 1 46052 0 0 RAINMAKER SYSTEMS INC. COM NEW 750875304 56 18994 SH DEFINED 1 18994 0 0 RAIT INVT TR COM COM 749227104 650 87570 SH DEFINED 1 87570 0 0 RALCORP HLDGS INC NEW COM COM 751028101 2479 50146 SH DEFINED 1 50146 0 0 RAM ENERGY RESOURCES INC COM 75130P109 236 37524 SH DEFINED 1 37524 0 0 RAMBUS INC DEL COM COM 750917106 3191 167338 SH DEFINED 1 167338 0 0 RAMCO-GERSHENSON PPTYS TR COM COM SH BEN INT 751452202 750 36521 SH DEFINED 1 36521 0 0 RAMTRON INTL CORP COM NEW COM NEW 751907304 65 15546 SH DEFINED 1 15546 0 0 RANDGOLD RESOURCES LTD-ADR ADR 752344309 203 4406 SH DEFINED 1 4406 0 0 RANGE RES CORP COM COM 75281A109 44890 684931 SH DEFINED 1 684931 0 0 RAVEN INDS INC COM COM 754212108 1190 36314 SH DEFINED 1 36314 0 0 RAYMOND JAMES FINANCIAL INC CO COM 754730109 4153 157369 SH DEFINED 1 157369 0 0 RAYONIER INC COM COM 754907103 5115 120472 SH DEFINED 1 120472 0 0 RAYTHEON CO COM NEW COM NEW 755111507 134662 2392719 SH DEFINED 1 2392719 0 0 RBC BEARINGS INC -REDH COM 75524B104 1654 49633 SH DEFINED 1 49633 0 0 RC2 CORP COM 749388104 582 31381 SH DEFINED 1 31381 0 0 RCM TECHNOLOGIES INC COM NEW COM NEW 749360400 70 16159 SH DEFINED 1 16159 0 0 RCN CORP COM NEW 749361200 692 64161 SH DEFINED 1 64161 0 0 READING INTERNATIONAL INC-A CL A 755408101 83 10681 SH DEFINED 1 10681 0 0 REALNETWORKS INC COM COM 75605L104 1068 161841 SH DEFINED 1 161841 0 0 REALTY INCOME CORP COM COM 756109104 3631 159525 SH DEFINED 1 159525 0 0 RED HAT INC COM COM 756577102 6230 301115 SH DEFINED 1 301115 0 0 RED LION HOTELS CORP COM 756764106 108 13529 SH DEFINED 1 13529 0 0 RED ROBIN GOURMET BURGERS COM 75689M101 701 25254 SH DEFINED 1 25254 0 0 REDDY ICE HOLDINGS INC COM 75734R105 675 49366 SH DEFINED 1 49366 0 0 REDDY ICE HOLDINGS INC COM 75734R105 509 37200 SH DEFINED 1 2 37200 0 0 REDWOOD TR INC COM COM 758075402 1027 45045 SH DEFINED 1 45045 0 0 REGAL BELOIT CORP COM COM 758750103 2212 52348 SH DEFINED 1 52348 0 0 REGAL ENTMT GROUP CL A CL A 758766109 1797 117597 SH DEFINED 1 117597 0 0 REGENCY CTRS CORP COM COM 758849103 6224 105277 SH DEFINED 1 105277 0 0 REGENCY ENERGY PARTNERS-REDH COM UNITS L P 75885Y107 1190 49084 SH DEFINED 1 49084 0 0 REGENERON PHARMACEUTICALS COM COM 75886F107 1883 130415 SH DEFINED 1 130415 0 0 REGENT COMMUNICATIONS INC D CO COM 758865109 22 24226 SH DEFINED 1 24226 0 0 REGIONS FINL CORP COM COM 7591EP100 42017 3851270 SH DEFINED 1 3851270 0 0 REGIONS FINL CORP COM COM 7591EP100 47 4300 SH DEFINED 1 2 4300 0 0 REGIS CORP MINN COM COM 758932107 1791 67979 SH DEFINED 1 67979 0 0 REHABCARE GROUP INC COM COM 759148109 661 41261 SH DEFINED 1 41261 0 0 REHABCARE GROUP INC COM COM 759148109 410 25600 SH DEFINED 1 2 25600 0 0 REINSURANCE GROUP AMER INC COM COM 759351109 1850 42519 SH DEFINED 1 42519 0 0 REINSURANCE GROUP AMER INC COM COM 759351109 483 11100 SH DEFINED 1 2 11100 0 0 RELIANCE STEEL & ALUMINUM C CO COM 759509102 7995 103705 SH DEFINED 1 103705 0 0 RELIANCE STEEL & ALUMINUM C CO COM 759509102 401 5200 SH DEFINED 1 2 5200 0 0 RELIANT ENERGY INC COM COM 75952B105 11722 551087 SH DEFINED 1 551087 0 0 RELIANT ENERGY INC COM COM 75952B105 984 46260 SH DEFINED 1 2 46260 0 0 RELIV INTERNATIONAL INC COM 75952R100 66 12022 SH DEFINED 1 12022 0 0 RENAISSANCE LEARNING INC COM COM 75968L105 161 14405 SH DEFINED 1 14405 0 0 RENAISSANCE RE HLDGS LTD COM COM G7496G103 4252 95187 SH DEFINED 1 95187 0 0 RENAISSANCE RE HLDGS LTD COM COM G7496G103 608 13600 SH DEFINED 1 2 13600 0 0 RENASANT CORP COM 75970E107 739 50137 SH DEFINED 1 50137 0 0 RENT A CTR INC NEW COM COM 76009N100 2237 108750 SH DEFINED 1 108750 0 0 RENTECH INC COM 760112102 441 232282 SH DEFINED 1 232282 0 0 REPLIGEN CORP COM COM 759916109 203 43057 SH DEFINED 1 43057 0 0 REPROS THERAPEUTICS INC COM 76028H100 167 17685 SH DEFINED 1 17685 0 0 REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 498 57521 SH DEFINED 1 57521 0 0 REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 1474 170200 SH DEFINED 1 2 170200 0 0 REPUBLIC BANCORP KY CL A CL A 760281204 574 23334 SH DEFINED 1 23334 0 0 REPUBLIC SVCS INC COM COM 760759100 7205 242590 SH DEFINED 1 242590 0 0 REPUBLIC SVCS INC COM COM 760759100 3178 106990 SH DEFINED 1 2 106990 0 0 RES-CARE INC COM COM 760943100 826 46473 SH DEFINED 1 46473 0 0 RES-CARE INC COM COM 760943100 68 3800 SH DEFINED 1 2 3800 0 0 RESEARCH FRONTIERS INC COM COM 760911107 155 24607 SH DEFINED 1 24607 0 0 RESEARCH IN MOTION LTD COM COM 760975102 4869 41647 SH DEFINED 1 41647 0 0 RESMED INC COM COM 761152107 4304 120427 SH DEFINED 1 120427 0 0 RESOURCE AMERICA INC CL A CL A 761195205 184 19796 SH DEFINED 1 19796 0 0 RESOURCE CAPITAL CORP COM 76120W302 291 40325 SH DEFINED 1 40325 0 0 RESOURCES CONNECTION INC COM COM 76122Q105 1808 88869 SH DEFINED 1 88869 0 0 RETAIL VENTURES INC COM 76128Y102 158 34257 SH DEFINED 1 34257 0 0 RETRACTABLE TECHNOLOGIES INC COM 76129W105 17 11706 SH DEFINED 1 11706 0 0 REVLON INC CL A CL A 761525500 227 270567 SH DEFINED 1 270567 0 0 REWARDS NETWORK INC COM 761557107 104 25305 SH DEFINED 1 25305 0 0 REX ENERGY CORP COM 761565100 946 35851 SH DEFINED 1 35851 0 0 REX STORES CORP COM COM 761624105 142 12325 SH DEFINED 1 12325 0 0 REYNOLDS AMERICAN INC COM 761713106 35742 765848 SH DEFINED 1 765848 0 0 REYNOLDS AMERICAN INC COM 761713106 182 3900 SH DEFINED 1 2 3900 0 0 RF MICRODEVICES INC COM COM 749941100 1170 403276 SH DEFINED 1 403276 0 0 RICHARDSON ELECTRS LTD COM COM 763165107 225 38024 SH DEFINED 1 38024 0 0 RIG 1.5 12/15/2037 NOTE 1.500%12/1 893830AV1 5644 5000000 PRN DEFINED 1 2 5000000 0 0 RIG 1.5 12/15/2037 NOTE 1.500%12/1 893830AW9 17062 15000000 PRN DEFINED 1 2 15000000 0 0 RIGEL PHARMACEUTICALS INC COM COM NEW 766559603 1518 66988 SH DEFINED 1 66988 0 0 RIGHTNOW TECHNOLOGIES COM COM 76657R106 584 42696 SH DEFINED 1 42696 0 0 RIMAGE CORP COM COM 766721104 319 25724 SH DEFINED 1 25724 0 0 RISKMETRICS GROUP INC-REDH COM 767735103 395 20088 SH DEFINED 1 20088 0 0 RITE AID CORP COM COM 767754104 1464 920531 SH DEFINED 1 920531 0 0 RIVERBED TECHNOLOGY INC COM 768573107 1150 83808 SH DEFINED 1 83808 0 0 RIVERVIEW BANCORP INC COM 769397100 171 23053 SH DEFINED 1 23053 0 0 RIVIERA HOLDINGS CORP COM 769627100 161 15835 SH DEFINED 1 15835 0 0 RLI CORP COM COM 749607107 1941 39238 SH DEFINED 1 39238 0 0 ROBBINS & MYERS INC COM COM 770196103 2240 44916 SH DEFINED 1 44916 0 0 ROBBINS & MYERS INC COM COM 770196103 1361 27300 SH DEFINED 1 2 27300 0 0 ROBERT HALF INTL INC COM COM 770323103 16955 707360 SH DEFINED 1 707360 0 0 ROCK-TENN CO CL A CL A 772739207 1934 64476 SH DEFINED 1 64476 0 0 ROCKVILLE FINANCIAL INC COM 774186100 137 10940 SH DEFINED 1 10940 0 0 ROCKWELL AUTOMATION INC COM COM 773903109 28013 640598 SH DEFINED 1 640598 0 0 ROCKWELL COLLINS INC COM COM 774341101 34337 715941 SH DEFINED 1 715941 0 0 ROCKWELL COLLINS INC COM COM 774341101 1213 25300 SH DEFINED 1 2 25300 0 0 ROCKWOOD HOLDINGS INC COM 774415103 2442 70173 SH DEFINED 1 70173 0 0 ROFIN SINAR TECHNOLOGIES IN CO COM 775043102 1543 51078 SH DEFINED 1 51078 0 0 ROGERS CORP COM COM 775133101 1320 35118 SH DEFINED 1 35118 0 0 ROHM & HAAS CO COM COM 775371107 26282 565943 SH DEFINED 1 565943 0 0 ROLLINS INC COM COM 775711104 1179 79528 SH DEFINED 1 79528 0 0 ROMA FINANCIAL CORP COM 77581P109 176 13471 SH DEFINED 1 13471 0 0 ROME BANCORP INC COM 77587P103 149 13404 SH DEFINED 1 13404 0 0 ROPER INDS INC NEW COM COM 776696106 8549 129766 SH DEFINED 1 129766 0 0 ROSETTA RESOURCES INC COM 777779307 2823 99042 SH DEFINED 1 99042 0 0 ROSS STORES INC COM COM 778296103 8173 230100 SH DEFINED 1 230100 0 0 ROSS STORES INC COM COM 778296103 1165 32800 SH DEFINED 1 2 32800 0 0 ROWAN COS INC COM COM 779382100 23176 495741 SH DEFINED 1 495741 0 0 ROYAL BANCSHARES PA INC CL A CL A 780081105 102 10834 SH DEFINED 1 10834 0 0 ROYAL CARIBBEAN CRUISES LTD CO COM V7780T103 4461 198523 SH DEFINED 1 198523 0 0 ROYAL GOLD INC COM COM 780287108 1752 55879 SH DEFINED 1 55879 0 0 RPC INC COM COM 749660106 1116 66436 SH DEFINED 1 66436 0 0 RPM INTERNATIONAL INC COM 749685103 4013 194785 SH DEFINED 1 194785 0 0 RSC HOLDINGS INC COM 74972L102 819 88464 SH DEFINED 1 88464 0 0 RTI BIOLOGICS INC COM 74975N105 721 82448 SH DEFINED 1 82448 0 0 RTI INTL METALS INC COM COM 74973W107 1496 42004 SH DEFINED 1 42004 0 0 RUBICON TECHNOLOGY INC-REDH COM 78112T107 299 14704 SH DEFINED 1 14704 0 0 RUBY TUESDAY INC COM COM 781182100 412 76324 SH DEFINED 1 76324 0 0 RUDDICK CORP COM COM 781258108 2192 63876 SH DEFINED 1 63876 0 0 RUDOLPH TECHNOLOGIES INC COM COM 781270103 351 45609 SH DEFINED 1 45609 0 0 RURAL / METRO CORP COM COM 781748108 60 29532 SH DEFINED 1 29532 0 0 RURAL CELLULAR CORP CL A CL A 781904107 1029 23120 SH DEFINED 1 23120 0 0 RUSH ENTERPRISES INC-CL A CL A 781846209 620 51605 SH DEFINED 1 51605 0 0 RUSS BERRIE & CO COM COM 782233100 162 20289 SH DEFINED 1 20289 0 0 RUTH'S CHRIS STEAK HOUSE COM 783332109 224 43240 SH DEFINED 1 43240 0 0 RYANAIR HLDGS PLC SPONSORED AD SPONSORED ADR 783513104 249 8687 SH DEFINED 1 8687 0 0 RYDER SYS INC COM COM 783549108 17482 253808 SH DEFINED 1 253808 0 0 RYDER SYS INC COM COM 783549108 1660 24100 SH DEFINED 1 2 24100 0 0 RYLAND GROUP INC COM COM 783764103 1377 63128 SH DEFINED 1 63128 0 0 S & T BANCORP INC COM COM 783859101 1514 52111 SH DEFINED 1 52111 0 0 S L M CORP COM 78442P106 40870 2112143 SH DEFINED 1 2112143 0 0 S L M CORP COM 78442P106 163 8400 SH DEFINED 1 2 8400 0 0 S Y BANCORP INC COM COM 785060104 482 22555 SH DEFINED 1 22555 0 0 S1 CORPORATION COM COM 78463B101 845 111577 SH DEFINED 1 111577 0 0 S1 CORPORATION COM COM 78463B101 362 47800 SH DEFINED 1 2 47800 0 0 SABA SOFTWARE INC COM COM NEW 784932600 98 30454 SH DEFINED 1 30454 0 0 SAFECO CORP COM COM 786429100 26783 398791 SH DEFINED 1 398791 0 0 SAFEGUARD SCIENTIFICS INC COM COM 786449108 306 247040 SH DEFINED 1 247040 0 0 SAFETY INSURANCE GROUP INC COM 78648T100 867 24331 SH DEFINED 1 24331 0 0 SAFEWAY INC COM NEW COM NEW 786514208 57257 2005495 SH DEFINED 1 2005495 0 0 SAFEWAY INC COM NEW COM NEW 786514208 120 4200 SH DEFINED 1 2 4200 0 0 SAIA INC COM 78709Y105 309 28330 SH DEFINED 1 28330 0 0 SAIC INC COM 78390X101 5649 271447 SH DEFINED 1 271447 0 0 SAKS INC COM COM 79377W108 2143 195185 SH DEFINED 1 195185 0 0 SALARY.COM COM 794006106 50 12501 SH DEFINED 1 12501 0 0 SALEM COMMUNICATIONS CORP D CL CL A 794093104 20 10392 SH DEFINED 1 10392 0 0 SALESFORCE.COM INC COM 79466L302 10840 158869 SH DEFINED 1 158869 0 0 SALIX PHARMACEUTICALS INC COM COM 795435106 717 102030 SH DEFINED 1 102030 0 0 SALLY BEAUTY HOLDINGS INC COM 79546E104 909 140649 SH DEFINED 1 140649 0 0 SANDERS MORRIS HARRIS GRP IN COM 80000Q104 339 50037 SH DEFINED 1 50037 0 0 SANDERSON FARMS INC COM COM 800013104 1020 29558 SH DEFINED 1 29558 0 0 SANDISK CORP COM COM 80004C101 18892 1010271 SH DEFINED 1 1010271 0 0 SANDRIDGE ENERGY INC COM 80007P307 8842 136916 SH DEFINED 1 136916 0 0 SANDRIDGE ENERGY INC COM 80007P307 77 1200 SH DEFINED 1 2 1200 0 0 SANDY SPRING BANCORP INC COM COM 800363103 616 37163 SH DEFINED 1 37163 0 0 SANGAMO BIOSCIENCES INC COM COM 800677106 891 89560 SH DEFINED 1 89560 0 0 SANMINA SCI CORP COM COM 800907107 1128 881437 SH DEFINED 1 881437 0 0 SANMINA SCI CORP COM COM 800907107 2504 1956600 SH DEFINED 1 2 1956600 0 0 SANTANDER BANCORP COM COM 802809103 179 16877 SH DEFINED 1 16877 0 0 SANTARUS INC COM COM 802817304 130 64541 SH DEFINED 1 64541 0 0 SAPIENT CORP COM COM 803062108 913 142275 SH DEFINED 1 142275 0 0 SARA LEE CORP COM COM 803111103 47071 3842494 SH DEFINED 1 3842494 0 0 SARA LEE CORP COM COM 803111103 633 51700 SH DEFINED 1 2 51700 0 0 SAUER-DANFOSS INC COM COM 804137107 609 19556 SH DEFINED 1 19556 0 0 SAUL CTRS INC COM COM 804395101 961 20454 SH DEFINED 1 20454 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 2528 99937 SH DEFINED 1 99937 0 0 SAVVIS INC COM COM NEW 805423308 587 45463 SH DEFINED 1 45463 0 0 SBA COMMUNICATIONS CORP COM COM 78388J106 5924 164512 SH DEFINED 1 164512 0 0 SCANA CORP NEW COM COM 80589M102 6292 170057 SH DEFINED 1 170057 0 0 SCANSOURCE INC COM COM 806037107 1135 42425 SH DEFINED 1 42425 0 0 SCBT FINANCIAL CORP COM 78401V102 492 17231 SH DEFINED 1 17231 0 0 SCHAWK INC CL A CL A 806373106 166 13814 SH DEFINED 1 13814 0 0 SCHEIN HENRY INC COM COM 806407102 7230 140195 SH DEFINED 1 140195 0 0 SCHERING PLOUGH CORP COM COM 806605101 145630 7396156 SH DEFINED 1 7396156 0 0 SCHERING PLOUGH CORP COM COM 806605101 941 47800 SH DEFINED 1 2 47800 0 0 SCHIFF NUTRITION INTERNATIONAL COM 806693107 66 11765 SH DEFINED 1 11765 0 0 SCHLUMBERGER LTD COM COM 806857108 710203 6610841 SH DEFINED 1 6610841 0 0 SCHNITZER STL INDS CL A CL A 806882106 3715 32416 SH DEFINED 1 32416 0 0 SCHOLASTIC CORP COM COM 807066105 1640 57234 SH DEFINED 1 57234 0 0 SCHOOL SPECIALTY INC COM COM 807863105 809 27214 SH DEFINED 1 27214 0 0 SCHULMAN A INC COM COM 808194104 976 42387 SH DEFINED 1 42387 0 0 SCHULMAN A INC COM COM 808194104 53 2300 SH DEFINED 1 2 2300 0 0 SCHWAB CHARLES CORP NEW COM COM 808513105 87152 4243020 SH DEFINED 1 4243020 0 0 SCHWEITZER-MAUDUIT INTL INC CO COM 808541106 482 28598 SH DEFINED 1 28598 0 0 SCICLONE PHARMACEUTICALS IN CO COM 80862K104 38 25104 SH DEFINED 1 25104 0 0 SCIELE PHARMA INC COM COM 808627103 1105 57087 SH DEFINED 1 57087 0 0 SCIENTIFIC GAMES CORP CL A CL A 80874P109 3556 120070 SH DEFINED 1 120070 0 0 SCOLR PHARMA INC COM COM 78402X107 17 17200 SH DEFINED 1 17200 0 0 SCOTTS MIRACLE-GRO CO CL A 810186106 1250 71153 SH DEFINED 1 71153 0 0 SCPIE HLDGS INC COM COM 78402P104 337 12030 SH DEFINED 1 12030 0 0 SCRIPPS E W CO OHIO CL A CL A 811054204 16318 389449 SH DEFINED 1 389449 0 0 SEABOARD CORP COM COM 811543107 721 465 SH DEFINED 1 465 0 0 SEABRIGHT INSURANCE HOLDINGS COM 811656107 771 53279 SH DEFINED 1 53279 0 0 SEACHANGE INTL INC COM COM 811699107 283 39495 SH DEFINED 1 39495 0 0 SEACOAST BKG CORP FLA COM 811707306 186 23961 SH DEFINED 1 23961 0 0 SEACOR HOLDINGS INC COM 811904101 4601 51399 SH DEFINED 1 51399 0 0 SEAGATE TECHNOLOGY SHS G7945J104 16108 842012 SH DEFINED 1 842012 0 0 SEAGATE TECHNOLOGY SHS G7945J104 42 2200 SH DEFINED 1 2 2200 0 0 SEALED AIR CORP NEW COM COM 81211K100 13472 708687 SH DEFINED 1 708687 0 0 SEALY CORP COM 812139301 347 60535 SH DEFINED 1 60535 0 0 SEARS HOLDINGS CORP COM 812350106 23872 324079 SH DEFINED 1 324079 0 0 SEATTLE GENETICS INC COM COM 812578102 1058 125037 SH DEFINED 1 125037 0 0 SECURE COMPUTING CORP COM COM 813705100 489 118080 SH DEFINED 1 118080 0 0 SECURE COMPUTING CORP COM COM 813705100 229 55400 SH DEFINED 1 2 55400 0 0 SECURITY BANK CORP COM 814047106 225 38454 SH DEFINED 1 38454 0 0 SECURITY CAPITAL ASSRC COM G8018D107 16 56139 SH DEFINED 1 56139 0 0 SEI INVESTMENTS CO COM COM 784117103 5353 227583 SH DEFINED 1 227583 0 0 SEI INVESTMENTS CO COM COM 784117103 136 5800 SH DEFINED 1 2 5800 0 0 SELECT COMFORT CORP COM COM 81616X103 132 80304 SH DEFINED 1 80304 0 0 SELECTICA INC COM COM 816288104 24 18034 SH DEFINED 1 18034 0 0 SELECTIVE INS GROUP INC COM COM 816300107 1822 97112 SH DEFINED 1 97112 0 0 SEMGROUP ENERGY PARTNERS LP COM UNIT LP 81662W108 618 24396 SH DEFINED 1 24396 0 0 SEMITOOL INC COM COM 816909105 275 36665 SH DEFINED 1 36665 0 0 SEMPRA ENERGY COM COM 816851109 65681 1163531 SH DEFINED 1 1163531 0 0 SEMTECH CORP COM COM 816850101 1754 124675 SH DEFINED 1 124675 0 0 SEMTECH CORP COM COM 816850101 3035 215700 SH DEFINED 1 2 215700 0 0 SENIOR HSG PPTYS TR SH BEN INT SH BEN INT 81721M109 2957 151429 SH DEFINED 1 151429 0 0 SENOMYX INC COM COM 81724Q107 274 55535 SH DEFINED 1 55535 0 0 SENSIENT TECHNOLOGIES CORP COM COM 81725T100 2034 72238 SH DEFINED 1 72238 0 0 SEPRACOR INC COM COM 817315104 3755 188514 SH DEFINED 1 188514 0 0 SEQUENOM INC COM COM NEW 817337405 1400 87691 SH DEFINED 1 87691 0 0 SERVICE CORP INTL COM COM 817565104 4383 444541 SH DEFINED 1 444541 0 0 SHAW GROUP INC COM COM 820280105 7352 118988 SH DEFINED 1 118988 0 0 SHAW GROUP INC COM COM 820280105 1687 27300 SH DEFINED 1 2 27300 0 0 SHENANDOAH TELECOMMUNICATIO CO COM 82312B106 531 40774 SH DEFINED 1 40774 0 0 SHERWIN WILLIAMS CO COM COM 824348106 20243 440744 SH DEFINED 1 440744 0 0 SHIP FINANCE INTL LTD SHS G81075106 2258 76464 SH DEFINED 1 76464 0 0 SHIRE LTD-ADR SPONSORED ADR 82481R106 221 4498 SH DEFINED 1 4498 0 0 SHOE CARNIVAL INC COM COM 824889109 164 13951 SH DEFINED 1 13951 0 0 SHORETEL INC COM 825211105 76 17099 SH DEFINED 1 17099 0 0 SHUFFLE MASTER INC COM COM 825549108 374 75778 SH DEFINED 1 75778 0 0 SHUTTERFLY INC COM 82568P304 390 31931 SH DEFINED 1 31931 0 0 SI INTERNATIONAL INC COM 78427V102 447 21361 SH DEFINED 1 21361 0 0 SIEBERT FINL CORP COM COM 826176109 41 12435 SH DEFINED 1 12435 0 0 SIERRA BANCORP COM 82620P102 234 14167 SH DEFINED 1 14167 0 0 SIERRA PAC RES NEW COM COM 826428104 4556 358461 SH DEFINED 1 358461 0 0 SIERRA PAC RES NEW COM COM 826428104 183 14400 SH DEFINED 1 2 14400 0 0 SIGMA ALDRICH CORP COM COM 826552101 30776 571401 SH DEFINED 1 571401 0 0 SIGMA DESIGNS INC COM COM 826565103 593 42706 SH DEFINED 1 42706 0 0 SIGNATURE BANK COM 82669G104 1350 52422 SH DEFINED 1 52422 0 0 SIL 4 09/15/24 NOTE 4.000% 9/1 03760XAD3 1820 3500000 PRN DEFINED 1 2 3500000 0 0 SILGAN HOLDINGS INC COM COM 827048109 2870 56565 SH DEFINED 1 56565 0 0 SILICON IMAGE INC COM COM 82705T102 1208 166574 SH DEFINED 1 166574 0 0 SILICON LABORATORIES INC COM COM 826919102 2886 79978 SH DEFINED 1 79978 0 0 SILICON LABORATORIES INC COM COM 826919102 906 25100 SH DEFINED 1 2 25100 0 0 SILICON STORAGE TECHNOLOGY COM COM 827057100 434 156551 SH DEFINED 1 156551 0 0 SILICON STORAGE TECHNOLOGY COM COM 827057100 10 3700 SH DEFINED 1 2 3700 0 0 SILVERLEAF RESORTS INC COM 828395103 36 16000 SH DEFINED 1 16000 0 0 SIMMONS 1ST NATL CORP CL A $5 CL A $1 PAR 828730200 668 23868 SH DEFINED 1 23868 0 0 SIMON PPTY GROUP INC NEW COM COM 828806109 90091 1002234 SH DEFINED 1 1002234 0 0 SIMON PPTY GROUP INC NEW COM COM 828806109 90 1000 SH DEFINED 1 2 1000 0 0 SIMPSON MANUFACTURING CO IN CO COM 829073105 1520 64015 SH DEFINED 1 64015 0 0 SIMULATIONS PLUS INC COM 829214105 41 24000 SH DEFINED 1 24000 0 0 SINA CORP ORD G81477104 172 4039 SH DEFINED 1 4039 0 0 SINA CORP ORD G81477104 38 900 SH DEFINED 1 2 900 0 0 SINCLAIR BROADCAST GROUP IN CL CL A 829226109 818 107687 SH DEFINED 1 107687 0 0 SIRF TECHNOLOGY HOLDINGS INC C COM 82967H101 386 89260 SH DEFINED 1 89260 0 0 SIRIUS SATELLITE RADIO INC COM COM 82966U103 4158 2165551 SH DEFINED 1 2165551 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 905 34905 SH DEFINED 1 34905 0 0 SIX FLAGS INC COM COM 83001P109 178 154634 SH DEFINED 1 154634 0 0 SJW CORP COM COM 784305104 650 24624 SH DEFINED 1 24624 0 0 SKECHERS U S A INC CL A CL A 830566105 909 46013 SH DEFINED 1 46013 0 0 SKILLED HEALTHCARE GROU-CL A CL A 83066R107 338 25215 SH DEFINED 1 25215 0 0 SKYLINE CORP COM COM 830830105 316 13436 SH DEFINED 1 13436 0 0 SKYWEST INC COM COM 830879102 1270 100374 SH DEFINED 1 100374 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 3075 311541 SH DEFINED 1 311541 0 0 SL GREEN RLTY CORP COM COM 78440X101 9362 113174 SH DEFINED 1 113174 0 0 SM&A COM 78465D105 50 10460 SH DEFINED 1 10460 0 0 SMART MODULAR TECHNOLOGIES ORD SHS G82245104 185 48257 SH DEFINED 1 48257 0 0 SMITH & WESSON HLDG CORP COM 831756101 267 51277 SH DEFINED 1 51277 0 0 SMITH A O COM COM 831865209 1062 32358 SH DEFINED 1 32358 0 0 SMITH A O COM COM 831865209 10 300 SH DEFINED 1 2 300 0 0 SMITH INTL INC COM COM 832110100 74158 891967 SH DEFINED 1 891967 0 0 SMITH MICRO SOFTWARE INC COM COM 832154108 175 30750 SH DEFINED 1 30750 0 0 SMITHFIELD FOODS INC COM COM 832248108 4458 224233 SH DEFINED 1 224233 0 0 SMITHTOWN BANCORP INC COM 832449102 182 11190 SH DEFINED 1 11190 0 0 SMURFIT-STONE CONTAINER COR CO COM 832727101 1819 446992 SH DEFINED 1 446992 0 0 SNAP ON INC COM COM 833034101 13388 257414 SH DEFINED 1 257414 0 0 SNAP ON INC COM COM 833034101 317 6100 SH DEFINED 1 2 6100 0 0 SOAPSTONE NETWORKS INC COM 833570104 98 25610 SH DEFINED 1 25610 0 0 SOAPSTONE NETWORKS INC COM 833570104 55 14300 SH DEFINED 1 2 14300 0 0 SOCKET MOBILE INC COM 83368E101 8 11347 SH DEFINED 1 11347 0 0 SOHU COM INC COM 83408W103 196 2780 SH DEFINED 1 2780 0 0 SOHU COM INC COM 83408W103 1120 15900 SH DEFINED 1 2 15900 0 0 SOLERA HOLDINGS INC COM 83421A104 2571 92942 SH DEFINED 1 92942 0 0 SOLUTIA INC COM NEW 834376501 1093 85251 SH DEFINED 1 85251 0 0 SOMANETICS CORP COM NEW 834445405 681 32120 SH DEFINED 1 32120 0 0 SONIC AUTOMOTIVE INC CL A CL A 83545G102 905 70236 SH DEFINED 1 70236 0 0 SONIC CORP COM COM 835451105 1527 103181 SH DEFINED 1 103181 0 0 SONIC FDRY INC COM COM 83545R108 12 19504 SH DEFINED 1 19504 0 0 SONIC INNOVATIONS INC COM COM 83545M109 126 37712 SH DEFINED 1 37712 0 0 SONIC SOLUTIONS COM COM 835460106 358 60053 SH DEFINED 1 60053 0 0 SONICWALL INC COM COM 835470105 911 141206 SH DEFINED 1 141206 0 0 SONOCO PRODS CO COM COM 835495102 4960 160246 SH DEFINED 1 160246 0 0 SONOSITE INC COM COM 83568G104 832 29695 SH DEFINED 1 29695 0 0 SONUS NETWORKS INC COM COM 835916107 1437 420065 SH DEFINED 1 420065 0 0 SONUS PHARMACEUTICALS INC COM COM 835692104 12 38445 SH DEFINED 1 38445 0 0 SOTHEBYS HLDGS INC CL A COM 835898107 2754 104450 SH DEFINED 1 104450 0 0 SOURCE INTERLINK COS INC COM NEW 836151209 73 33048 SH DEFINED 1 33048 0 0 SOURCEFIRE INC COM 83616T108 132 17046 SH DEFINED 1 17046 0 0 SOURCEFORGE INC COM COM 83616W101 100 62318 SH DEFINED 1 62318 0 0 SOUTH FINL GROUP INC COM COM 837841105 458 116819 SH DEFINED 1 116819 0 0 SOUTH JERSEY INDS INC COM COM 838518108 2373 63509 SH DEFINED 1 63509 0 0 SOUTHERN CO COM COM 842587107 147245 4216635 SH DEFINED 1 4216635 0 0 SOUTHERN COPPER CORP COM COM 84265V105 13007 121984 SH DEFINED 1 121984 0 0 SOUTHERN COPPER CORP COM COM 84265V105 11 100 SH DEFINED 1 2 100 0 0 SOUTHERN UN CO NEW COM COM 844030106 4257 157568 SH DEFINED 1 157568 0 0 SOUTHSIDE BANCSHARES INC COM 84470P109 544 29501 SH DEFINED 1 29501 0 0 SOUTHWEST AIRLS CO COM COM 844741108 42248 3239880 SH DEFINED 1 3239880 0 0 SOUTHWEST AIRLS CO COM COM 844741108 201 15400 SH DEFINED 1 2 15400 0 0 SOUTHWEST BANCORP INC OKLA COM COM 844767103 344 29952 SH DEFINED 1 29952 0 0 SOUTHWEST GAS CORP COM COM 844895102 2033 68378 SH DEFINED 1 68378 0 0 SOUTHWEST WTR CO COM COM 845331107 434 43269 SH DEFINED 1 43269 0 0 SOUTHWESTERN ENERGY CO COM COM 845467109 72533 1523479 SH DEFINED 1 1523479 0 0 SOVEREIGN BANCORP INC COM COM 845905108 15938 2165444 SH DEFINED 1 2165444 0 0 SOVEREIGN BANCORP INC COM COM 845905108 178 24200 SH DEFINED 1 2 24200 0 0 SOVRAN SELF STORAGE INC COM COM 84610H108 1753 42168 SH DEFINED 1 42168 0 0 SPANISH BROADCASTING SYS IN CL CL A 846425882 89 77924 SH DEFINED 1 77924 0 0 SPANSION INC-CLASS A COM CL A 84649R101 372 165289 SH DEFINED 1 165289 0 0 SPANSION INC-CLASS A COM CL A 84649R101 775 344600 SH DEFINED 1 2 344600 0 0 SPARTAN MOTORS INC COM 846819100 318 42567 SH DEFINED 1 42567 0 0 SPARTAN STORES INC COM COM 846822104 1145 49802 SH DEFINED 1 49802 0 0 SPARTECH CORP COM NEW COM NEW 847220209 426 45202 SH DEFINED 1 45202 0 0 SPDR TR UNIT SER 1 ON AMEX UNIT SER 1 78462F103 329 2572 PRN DEFINED 1 2572 0 0 SPDR TR UNIT SER 1 ON AMEX UNIT SER 1 78462F103 25343 198300 PRN DEFINED 1 2 198300 0 0 SPECIALTY UNDERWRITERS' ALLI COM 84751T309 89 16608 SH DEFINED 1 16608 0 0 SPECTRA ENERGY CORP COM 847560109 88137 3066687 SH DEFINED 1 3066687 0 0 SPECTRA ENERGY PARTNERS LP COM 84756N109 230 10000 SH DEFINED 1 10000 0 0 SPECTRANETICS CORP COM 84760C107 604 61287 SH DEFINED 1 61287 0 0 SPECTRUM BRANDS INC COM 84762L105 171 66927 SH DEFINED 1 66927 0 0 SPECTRUM CTL INC COM COM 847615101 138 16791 SH DEFINED 1 16791 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 86 61815 SH DEFINED 1 61815 0 0 SPEEDWAY MOTORSPORTS INC COM COM 847788106 428 21007 SH DEFINED 1 21007 0 0 SPHERION CORP COM COM 848420105 444 96172 SH DEFINED 1 96172 0 0 SPHERION CORP COM COM 848420105 44 9500 SH DEFINED 1 2 9500 0 0 SPIRIT AEROSYSTEMS HLDG-CL A COM CL A 848574109 3089 161062 SH DEFINED 1 161062 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 147897 15568133 SH DEFINED 1 15568133 0 0 SPSS INC COM COM 78462K102 1542 42409 SH DEFINED 1 42409 0 0 SPX CORP COM COM 784635104 10861 82452 SH DEFINED 1 82452 0 0 SRA INTL INC CL A CL A 78464R105 1401 62392 SH DEFINED 1 62392 0 0 SRS LABS INC COM COM 78464M106 146 22607 SH DEFINED 1 22607 0 0 ST JOE CO COM COM 790148100 4835 140881 SH DEFINED 1 140881 0 0 ST JUDE MED INC COM COM 790849103 61820 1512226 SH DEFINED 1 1512226 0 0 ST MARY LD & EXPL CO COM COM 792228108 6497 100508 SH DEFINED 1 100508 0 0 ST PAUL TRAVELERS CO INC COM 89417E109 117343 2703760 SH DEFINED 1 2703760 0 0 STAAR SURGICAL CO COM PAR $0.0 COM PAR $0.01 852312305 43 13943 SH DEFINED 1 13943 0 0 STAGE STORES INC COM NEW COM NEW 85254C305 784 67163 SH DEFINED 1 67163 0 0 STAMPS COM INC COM COM NEW 852857200 435 34835 SH DEFINED 1 34835 0 0 STANCORP FINL GROUP INC COM COM 852891100 3509 74713 SH DEFINED 1 74713 0 0 STANDARD MICROSYSTEMS CORP COM COM 853626109 1046 38525 SH DEFINED 1 38525 0 0 STANDARD MTR PRODS INC COM COM 853666105 116 14221 SH DEFINED 1 14221 0 0 STANDARD MTR PRODS INC COM COM 853666105 27 3300 SH DEFINED 1 2 3300 0 0 STANDARD PAC CORP NEW COM COM 85375C101 451 133496 SH DEFINED 1 133496 0 0 STANDARD REGISTER CO COM COM 853887107 289 30652 SH DEFINED 1 30652 0 0 STANDEX INTL CORP COM COM 854231107 426 20537 SH DEFINED 1 20537 0 0 STANLEY FURNITURE INC COM NEW COM NEW 854305208 201 18594 SH DEFINED 1 18594 0 0 STANLEY INC COM 854532108 718 21424 SH DEFINED 1 21424 0 0 STANLEY WKS COM COM 854616109 15732 350920 SH DEFINED 1 350920 0 0 STAPLES INC COM COM 855030102 75339 3172169 SH DEFINED 1 3172169 0 0 STAR GAS PARTNERS L P UNIT LTD UNIT LTD PARTNR 85512C105 160 57420 SH DEFINED 1 57420 0 0 STAR GAS PARTNERS L P UNIT LTD UNIT LTD PARTNR 85512C105 75 26900 SH DEFINED 1 2 26900 0 0 STAR SCIENTIFIC INC COM COM 85517P101 79 65902 SH DEFINED 1 65902 0 0 STARBUCKS CORP COM COM 855244109 52074 3308400 SH DEFINED 1 3308400 0 0 STARENT NETWORKS CORP COM 85528P108 646 51345 SH DEFINED 1 51345 0 0 STARWOOD HOTELS&RESORTS WRL PA COM 85590A401 33218 828991 SH DEFINED 1 828991 0 0 STATE AUTO FINL CORP COM COM 855707105 570 23802 SH DEFINED 1 23802 0 0 STATE BANCORP INC N.Y COM COM 855716106 139 11097 SH DEFINED 1 11097 0 0 STATE STR CORP COM COM 857477103 123847 1935415 SH DEFINED 1 1935415 0 0 STEAK N SHAKE CO COM COM 857873103 268 42327 SH DEFINED 1 42327 0 0 STEC INC COM 784774101 539 52464 SH DEFINED 1 52464 0 0 STEEL DYNAMICS INC COM COM 858119100 12143 310812 SH DEFINED 1 310812 0 0 STEELCASE INC CL A CL A 858155203 795 79275 SH DEFINED 1 79275 0 0 STEIN MART INC COM COM 858375108 162 35942 SH DEFINED 1 35942 0 0 STEINER LEISURE LTD ORD ORD P8744Y102 777 27411 SH DEFINED 1 27411 0 0 STEINWAY MUSICAL INSTRS INC CO COM 858495104 420 15928 SH DEFINED 1 15928 0 0 STELLARONE CORP COM 85856G100 475 32554 SH DEFINED 1 32554 0 0 STEMCELLS INC COM 85857R105 72 58675 SH DEFINED 1 58675 0 0 STEPAN CO COM COM 858586100 971 21289 SH DEFINED 1 21289 0 0 STEREOTAXIS INC COM COM 85916J102 351 65425 SH DEFINED 1 65425 0 0 STERICYCLE INC COM COM 858912108 7279 140790 SH DEFINED 1 140790 0 0 STERIS CORP COM COM 859152100 2858 99360 SH DEFINED 1 99360 0 0 STERLING BANCORP COM COM 859158107 475 39749 SH DEFINED 1 39749 0 0 STERLING BANCSHARES INC COM COM 858907108 1204 132502 SH DEFINED 1 132502 0 0 STERLING CONSTRUCTION CO COM 859241101 494 24894 SH DEFINED 1 24894 0 0 STERLING FINL CORP WASH COM COM 859319105 340 82025 SH DEFINED 1 82025 0 0 STEWART ENTERPRISES INC CL A CL A 860370105 1261 175097 SH DEFINED 1 175097 0 0 STEWART INFORMATION SVCS CO CO COM 860372101 428 22138 SH DEFINED 1 22138 0 0 STEWART W P & CO LTD COM COM G84922106 61 40130 SH DEFINED 1 40130 0 0 STIFEL FINL CORP COM COM 860630102 1128 32789 SH DEFINED 1 32789 0 0 STILLWATER MNG CO COM COM 86074Q102 750 63386 SH DEFINED 1 63386 0 0 STILLWATER MNG CO COM COM 86074Q102 1064 89900 SH DEFINED 1 2 89900 0 0 STONE ENERGY CORP COM COM 861642106 5558 84323 SH DEFINED 1 84323 0 0 STONE ENERGY CORP COM COM 861642106 3500 53100 SH DEFINED 1 2 53100 0 0 STONERIDGE INC COM COM 86183P102 628 36786 SH DEFINED 1 36786 0 0 STONERIDGE INC COM COM 86183P102 39 2300 SH DEFINED 1 2 2300 0 0 STRATASYS INC COM 862685104 681 36893 SH DEFINED 1 36893 0 0 STRATEGIC HOTELS & RESORTS INC COM 86272T106 1059 113021 SH DEFINED 1 113021 0 0 STRAYER ED INC COM COM 863236105 5353 25605 SH DEFINED 1 25605 0 0 STRYKER CORP COM COM 863667101 69412 1103882 SH DEFINED 1 1103882 0 0 STUDENT LN CORP COM COM 863902102 511 5206 SH DEFINED 1 5206 0 0 STURM RUGER & CO INC COM COM 864159108 508 71897 SH DEFINED 1 71897 0 0 SUBURBANPROPANE PRTNRS -LP UNIT LTD PARTN 864482104 2000 52307 SH DEFINED 1 52307 0 0 SUBURBANPROPANE PRTNRS -LP UNIT LTD PARTN 864482104 203 5300 SH DEFINED 1 2 5300 0 0 SUCCESSFACTORS INC COM 864596101 293 26743 SH DEFINED 1 26743 0 0 SUFFOLK BANCORP COM COM 864739107 816 27768 SH DEFINED 1 27768 0 0 SULPHCO INC COM 865378103 103 45461 SH DEFINED 1 45461 0 0 SUMTOTAL SYSTEMS INC COM 866615107 89 19059 SH DEFINED 1 19059 0 0 SUN BANCORP INC COM COM 86663B102 313 30879 SH DEFINED 1 30879 0 0 SUN COMMUNITIES INC COM COM 866674104 961 52694 SH DEFINED 1 52694 0 0 SUN HEALTHCARE GROUP INC COM NEW 866933401 822 61379 SH DEFINED 1 61379 0 0 SUN HYDRAULICS CORP COM COM 866942105 1041 32246 SH DEFINED 1 32246 0 0 SUN MICROSYSTEMS INC COM COM NEW 866810203 38602 3547978 SH DEFINED 1 3547978 0 0 SUN MICROSYSTEMS INC COM COM NEW 866810203 81 7400 SH DEFINED 1 2 7400 0 0 SUNOCO INC COM COM 86764P109 21441 526924 SH DEFINED 1 526924 0 0 SUNOCO LOGISTICS PRTNRS L P CO COM UNITS 86764L108 1247 26593 SH DEFINED 1 26593 0 0 SUNPOWER CORP-CLASS A COM CL A 867652109 6278 87223 SH DEFINED 1 87223 0 0 SUNRISE ASSISTED LIVING INC CO COM 86768K106 1816 80780 SH DEFINED 1 80780 0 0 SUNSTONE HOTEL INV INC -REDH COM 867892101 1791 107880 SH DEFINED 1 107880 0 0 SUNTECH POWER HLDG ADS -REDH ADR 86800C104 1628 43464 SH DEFINED 1 43464 0 0 SUNTRUST BKS INC COM COM 867914103 56773 1567436 SH DEFINED 1 1567436 0 0 SUPER MICRO COMPUTR INC COM 86800U104 279 37811 SH DEFINED 1 37811 0 0 SUPERGEN INC COM COM 868059106 127 61884 SH DEFINED 1 61884 0 0 SUPERIOR BANCORP COM COM NEW 86806M205 158 18634 SH DEFINED 1 18634 0 0 SUPERIOR ENERGY SVCS INC COM COM 868157108 6817 123629 SH DEFINED 1 123629 0 0 SUPERIOR ESSEX INC COM 86815V105 1911 42825 SH DEFINED 1 42825 0 0 SUPERIOR INDS INTL INC COM COM 868168105 754 44697 SH DEFINED 1 44697 0 0 SUPERIOR WELL SERVICES INC COM 86837X105 1037 32688 SH DEFINED 1 32688 0 0 SUPERTEL HOSPITALITY INC COM 868526104 65 13197 SH DEFINED 1 13197 0 0 SUPERTEX INC COM COM 868532102 364 15614 SH DEFINED 1 15614 0 0 SUPERVALU INC COM COM 868536103 29891 967655 SH DEFINED 1 967655 0 0 SUPERVALU INC COM COM 868536103 114 3700 SH DEFINED 1 2 3700 0 0 SUPPORTSOFT INC COM COM 868587106 167 51458 SH DEFINED 1 51458 0 0 SUREWEST COMMUNICATIONS COM 868733106 197 23318 SH DEFINED 1 23318 0 0 SURMODICS INC COM COM 868873100 1293 28840 SH DEFINED 1 28840 0 0 SUSQUEHANNA BANCSHARES INC COM COM 869099101 2387 174394 SH DEFINED 1 174394 0 0 SUSSER HOLDINGS CORP -REDH COM 869233106 179 18461 SH DEFINED 1 18461 0 0 SVB FINANCIAL GROUP COM 78486Q101 2710 56335 SH DEFINED 1 56335 0 0 SWIFT ENERGY CO COM COM 870738101 3395 51387 SH DEFINED 1 51387 0 0 SWITCH & DATA INC COM 871043105 707 41591 SH DEFINED 1 41591 0 0 SWS GROUP INC COM COM 78503N107 939 56558 SH DEFINED 1 56558 0 0 SYBASE INC COM COM 871130100 3759 127761 SH DEFINED 1 127761 0 0 SYCAMORE NETWORKS INC COM COM 871206108 1197 371585 SH DEFINED 1 371585 0 0 SYKES ENTERPRISES INC COM COM 871237103 1048 55584 SH DEFINED 1 55584 0 0 SYMANTEC CORP COM COM 871503108 73688 3808163 SH DEFINED 1 3808163 0 0 SYMMETRICOM INC COM COM 871543104 222 57923 SH DEFINED 1 57923 0 0 SYMMETRY MEDICAL INC COM 871546206 796 49078 SH DEFINED 1 49078 0 0 SYMYX TECHNOLOGIES COM COM 87155S108 501 71824 SH DEFINED 1 71824 0 0 SYNAPTICS INC COM COM 87157D109 1567 41540 SH DEFINED 1 41540 0 0 SYNCHRONOSS TECHNLGS COM 87157B103 313 34659 SH DEFINED 1 34659 0 0 SYNGENTA AG SPONSORED ADR SPONSORED ADR 87160A100 4972 76850 SH DEFINED 1 76850 0 0 SYNIVERSE HOLDINGS INC COM 87163F106 1286 79356 SH DEFINED 1 79356 0 0 SYNIVERSE HOLDINGS INC COM 87163F106 84 5200 SH DEFINED 1 2 5200 0 0 SYNNEX CORP COM COM 87162W100 624 24861 SH DEFINED 1 24861 0 0 SYNNEX CORP COM COM 87162W100 95 3800 SH DEFINED 1 2 3800 0 0 SYNOPSYS INC COM COM 871607107 6077 254180 SH DEFINED 1 254180 0 0 SYNOVIS LIFE TECHNOLOGIES INC COM 87162G105 495 26267 SH DEFINED 1 26267 0 0 SYNOVUS FINL CORP COM COM 87161C105 3606 413110 SH DEFINED 1 413110 0 0 SYNTA PHARMA CORP-REDH COM 87162T206 226 37028 SH DEFINED 1 37028 0 0 SYNTAX-BRILLIAN CORP COM 87163L103 60 116243 SH DEFINED 1 116243 0 0 SYNTEL INC COM COM 87162H103 795 23566 SH DEFINED 1 23566 0 0 SYNTROLEUM CORP COM COM 871630109 90 52611 SH DEFINED 1 52611 0 0 SYPRIS SOLUTIONS INC COM COM 871655106 54 12860 SH DEFINED 1 12860 0 0 SYSCO CORP COM COM 871829107 73844 2684269 SH DEFINED 1 2684269 0 0 SYSCO CORP COM COM 871829107 239 8700 SH DEFINED 1 2 8700 0 0 SYSTEMAX INC COM COM 871851101 316 17877 SH DEFINED 1 17877 0 0 SYSTEMAX INC COM COM 871851101 192 10900 SH DEFINED 1 2 10900 0 0 T G C INDUSTRIES INC COM NEW 872417308 129 14521 SH DEFINED 1 14521 0 0 T V I CORP COM 872916101 12 29926 SH DEFINED 1 29926 0 0 T-3 ENERGY SRVCS INC COM COM 87306E107 2018 25391 SH DEFINED 1 25391 0 0 TAKE-TWO INTERACTIVE SOFTWA CO COM 874054109 3039 118866 SH DEFINED 1 118866 0 0 TAL INTERNATIONAL GROUP INC COM 874083108 942 41430 SH DEFINED 1 41430 0 0 TALBOTS INC COM COM 874161102 590 50918 SH DEFINED 1 50918 0 0 TALEO CORP-CLASS A CL A 87424N104 671 34236 SH DEFINED 1 34236 0 0 TANGER FACTORY OUTLET CTRS COM COM 875465106 1745 48566 SH DEFINED 1 48566 0 0 TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 1532 66453 SH DEFINED 1 66453 0 0 TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 864 37500 SH DEFINED 1 2 37500 0 0 TARGET CORP COM COM 87612E106 197519 4248642 SH DEFINED 1 4248642 0 0 TARGET CORP COM COM 87612E106 130 2800 SH DEFINED 1 2 2800 0 0 TARRANT APPAREL GROUP COM COM 876289109 8 12392 SH DEFINED 1 12392 0 0 TASER INTL INC COM COM 87651B104 535 107247 SH DEFINED 1 107247 0 0 TAUBMAN CTRS INC COM COM 876664103 4383 90089 SH DEFINED 1 90089 0 0 TAYLOR CAPITAL GROUP INC COM 876851106 139 18545 SH DEFINED 1 18545 0 0 TBS INTERNATIONAL LTD-A COM CL A G86975151 922 23089 SH DEFINED 1 23089 0 0 TBS INTERNATIONAL LTD-A COM CL A G86975151 104 2600 SH DEFINED 1 2 2600 0 0 TC PIPELINES LP UT COM LTD PRT UT COM LTD PRT 87233Q108 970 27520 SH DEFINED 1 27520 0 0 TCF FINL CORP COM COM 872275102 2280 189495 SH DEFINED 1 189495 0 0 TD AMERITRADE HOLDING CORP COM 87236Y108 9973 551307 SH DEFINED 1 551307 0 0 TEAM INC COM 878155100 1251 36445 SH DEFINED 1 36445 0 0 TECH DATA CORP COM COM 878237106 3436 101397 SH DEFINED 1 101397 0 0 TECHNE CORP COM COM 878377100 5521 71338 SH DEFINED 1 71338 0 0 TECHNITROL INC COM COM 878555101 1178 69360 SH DEFINED 1 69360 0 0 TECHWELL INC COM 87874D101 491 39866 SH DEFINED 1 39866 0 0 TECO ENERGY INC COM COM 872375100 20027 931940 SH DEFINED 1 931940 0 0 TECO ENERGY INC COM COM 872375100 821 38200 SH DEFINED 1 2 38200 0 0 TECUMSEH PRODS CO CL A CL A 878895200 1341 40899 SH DEFINED 1 40899 0 0 TECUMSEH PRODS CO CL A CL A 878895200 1528 46600 SH DEFINED 1 2 46600 0 0 TEEKAY LNG PARTNERS LP PRTNRSP UNITS Y8564M105 716 27197 SH DEFINED 1 27197 0 0 TEEKAY SHIPPING MARSHALL IS CO COM Y8564W103 3009 66595 SH DEFINED 1 66595 0 0 TEEKAY TANKERS LTD CL A Y8565N102 222 9571 SH DEFINED 1 9571 0 0 TEJON RANCH CO DEL COM COM 879080109 998 27671 SH DEFINED 1 27671 0 0 TEKELEC COM COM 879101103 1790 121665 SH DEFINED 1 121665 0 0 TELECOMMUNICATION SYS INC CL A CL A 87929J103 169 36599 SH DEFINED 1 36599 0 0 TELEDYNE TECHNOLOGIES INC COM COM 879360105 2672 54761 SH DEFINED 1 54761 0 0 TELEFLEX INC COM COM 879369106 3319 59707 SH DEFINED 1 59707 0 0 TELEPHONE & DATA SYS INC COM COM 879433100 7825 165528 SH DEFINED 1 165528 0 0 TELETECH HOLDINGS INC COM COM 879939106 1401 70208 SH DEFINED 1 70208 0 0 TELIK INC COM COM 87959M109 73 60498 SH DEFINED 1 60498 0 0 TELKONET INC COM COM 879604106 19 34540 SH DEFINED 1 34540 0 0 TELLABS INC COM COM 879664100 8431 1813011 SH DEFINED 1 1813011 0 0 TELULAR CORP COM NEW COM NEW 87970T208 67 17670 SH DEFINED 1 17670 0 0 TEMECULA VALLEY BANCORP INC COM 87972L104 141 23534 SH DEFINED 1 23534 0 0 TEMPLE INLAND INC COM COM 879868107 1561 138513 SH DEFINED 1 138513 0 0 TEMPUR-PEDIC INTERNATIONAL COM 88023U101 863 110453 SH DEFINED 1 110453 0 0 TENET HEALTHCARE CORP COM COM 88033G100 11976 2154039 SH DEFINED 1 2154039 0 0 TENET HEALTHCARE CORP COM COM 88033G100 764 137400 SH DEFINED 1 2 137400 0 0 TENNANT CO COM COM 880345103 753 25025 SH DEFINED 1 25025 0 0 TENNECO AUTOMOTIVE INC COM COM 880349105 843 62332 SH DEFINED 1 62332 0 0 TEPPCO PARTNERS L P UT LTD PAR UT LTD PARTNER 872384102 3636 109544 SH DEFINED 1 109544 0 0 TERADATA CORP-REDH COM 88076W103 18558 802003 SH DEFINED 1 802003 0 0 TERADYNE INC COM COM 880770102 8445 762833 SH DEFINED 1 762833 0 0 TERADYNE INC COM COM 880770102 1146 103500 SH DEFINED 1 2 103500 0 0 TERCICA INC COM 88078L105 301 34112 SH DEFINED 1 34112 0 0 TEREX CORP NEW COM COM 880779103 22789 443615 SH DEFINED 1 443615 0 0 TEREX CORP NEW COM COM 880779103 200 3900 SH DEFINED 1 2 3900 0 0 TERRA INDS INC COM COM 880915103 11628 235633 SH DEFINED 1 235633 0 0 TERRA INDS INC COM COM 880915103 2122 43000 SH DEFINED 1 2 43000 0 0 TERRA NITROGEN COMPANY LP COM UNIT 881005201 1481 11409 SH DEFINED 1 11409 0 0 TERRA NITROGEN COMPANY LP COM UNIT 881005201 2882 22200 SH DEFINED 1 2 22200 0 0 TERREMARK WORLDWIDE INC COM COM NEW 881448203 282 51587 SH DEFINED 1 51587 0 0 TERRESTAR CORP COM 881451108 343 86226 SH DEFINED 1 86226 0 0 TESORO CORP COM COM 881609101 12055 609757 SH DEFINED 1 609757 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 1174 71744 SH DEFINED 1 71744 0 0 TETRA TECH INC NEW COM COM 88162G103 2298 101572 SH DEFINED 1 101572 0 0 TETRA TECHNOLOGIES INC DEL COM COM 88162F105 2686 113286 SH DEFINED 1 113286 0 0 TEVA 0.25 02/01/2024 DBCV 0.250% 2/0 88164RAB3 23362 17500000 PRN DEFINED 1 2 17500000 0 0 TEVA PHARM INDS -ADR ADR 881624209 2144 46823 SH DEFINED 1 46823 0 0 TEVA PHARM INDS -ADR ADR 881624209 353 7700 SH DEFINED 1 2 7700 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 677 42330 SH DEFINED 1 42330 0 0 TEXAS INDS INC COM COM 882491103 2313 41200 SH DEFINED 1 41200 0 0 TEXAS INSTRS INC COM COM 882508104 206325 7326875 SH DEFINED 1 7326875 0 0 TEXAS INSTRS INC COM COM 882508104 358 12700 SH DEFINED 1 2 12700 0 0 TEXAS ROADHOUSE INC-CLASS A CL A 882681109 850 94799 SH DEFINED 1 94799 0 0 TEXTAINER GROUP HLDNGS-REDH SHS G8766E109 244 12498 SH DEFINED 1 12498 0 0 TEXTRON INC COM COM 883203101 53020 1106195 SH DEFINED 1 1106195 0 0 TFS FINANCIAL CORP COM 87240R107 2204 190135 SH DEFINED 1 190135 0 0 THE BANCORP INC COM 05969A105 111 14553 SH DEFINED 1 14553 0 0 THERAGENICS CORP COM COM 883375107 168 46404 SH DEFINED 1 46404 0 0 THERAVANCE INC COM 88338T104 1340 112880 SH DEFINED 1 112880 0 0 THERMAGE INC COM 88343R101 31 10818 SH DEFINED 1 10818 0 0 THERMO ELECTRON CORP COM COM 883556102 106939 1918877 SH DEFINED 1 1918877 0 0 THERMOGENESIS CORP COM NEW 883623209 168 119787 SH DEFINED 1 119787 0 0 THESTREET COM COM COM 88368Q103 195 29996 SH DEFINED 1 29996 0 0 THINK PARTNERSHIP INC COM 88409N101 14 31103 SH DEFINED 1 31103 0 0 THINKORSWIM GROUP INC COM 88409C105 604 85662 SH DEFINED 1 85662 0 0 THIRD WAVE TECHNOLOGIES INC CO COM 88428W108 1046 93754 SH DEFINED 1 93754 0 0 THOMAS & BETTS CORP COM COM 884315102 3464 91529 SH DEFINED 1 91529 0 0 THOMAS PROPERTIES GROUP COM 884453101 506 51443 SH DEFINED 1 51443 0 0 THOMAS WEISEL PARTNERS GROUP COM 884481102 336 61412 SH DEFINED 1 61412 0 0 THOR INDS INC COM COM 885160101 1242 58407 SH DEFINED 1 58407 0 0 THORATEC CORP COM NEW COM NEW 885175307 1613 92769 SH DEFINED 1 92769 0 0 THQ INC COM NEW COM NEW 872443403 2267 111887 SH DEFINED 1 111887 0 0 THRESHOLD PHARMACEUTICALS COM 885807107 7 18950 SH DEFINED 1 18950 0 0 TIB FINL CORP COM COM 872449103 61 10147 SH DEFINED 1 10147 0 0 TIBCO SOFTWARE INC COM COM 88632Q103 2338 305565 SH DEFINED 1 305565 0 0 TIDEWATER INC COM COM 886423102 7092 109058 SH DEFINED 1 109058 0 0 TIERONE CORP COM 88650R108 139 30321 SH DEFINED 1 30321 0 0 TIFFANY & CO NEW COM COM 886547108 22908 562155 SH DEFINED 1 562155 0 0 TIFFANY & CO NEW COM COM 886547108 852 20900 SH DEFINED 1 2 20900 0 0 TIMBERLAND BANCORP INC COM COM 887098101 151 18880 SH DEFINED 1 18880 0 0 TIMBERLAND CO CL A CL A 887100105 1171 71633 SH DEFINED 1 71633 0 0 TIME WARNER CABLE INC CL A 88732J108 6648 251050 SH DEFINED 1 251050 0 0 TIME WARNER INC COM COM 887317105 292845 19786844 SH DEFINED 1 19786844 0 0 TIMKEN CO COM COM 887389104 3940 119604 SH DEFINED 1 119604 0 0 TITAN INTL INC ILL COM COM 88830M102 1417 39788 SH DEFINED 1 39788 0 0 TITAN MACHINERY INC-REDH COM 88830R101 295 9406 SH DEFINED 1 9406 0 0 TITAN PHARMACEUTICALS INC D CO COM 888314101 18 12715 SH DEFINED 1 12715 0 0 TITANIUM METALS CORP COM COM NEW 888339207 6105 436366 SH DEFINED 1 436366 0 0 TIVO INC COM COM 888706108 948 153606 SH DEFINED 1 153606 0 0 TJX COS INC NEW COM COM 872540109 65196 2071688 SH DEFINED 1 2071688 0 0 TJX COS INC NEW COM COM 872540109 2071 65800 SH DEFINED 1 2 65800 0 0 TNS INC COM 872960109 1194 49846 SH DEFINED 1 49846 0 0 TNS INC COM 872960109 477 19900 SH DEFINED 1 2 19900 0 0 TOLL BROTHERS INC COM COM 889478103 3966 211731 SH DEFINED 1 211731 0 0 TOLLGRADE COMMUNICATIONS IN CO COM 889542106 86 19193 SH DEFINED 1 19193 0 0 TOMOTHERAPY INC -REDH COM 890088107 523 58546 SH DEFINED 1 58546 0 0 TOMPKINSTRUSTCO INC COM COM 890110109 501 13462 SH DEFINED 1 13462 0 0 TOOTSIE ROLL INDS INC COM COM 890516107 1052 41868 SH DEFINED 1 41868 0 0 TORCHMARK CORP COM COM 891027104 23336 397886 SH DEFINED 1 397886 0 0 TOREADOR RESOURCES CORP COM 891050106 243 28497 SH DEFINED 1 28497 0 0 TORO CO COM COM 891092108 1813 54484 SH DEFINED 1 54484 0 0 TORO CO COM COM 891092108 37 1100 SH DEFINED 1 2 1100 0 0 TOTAL SYS SVCS INC COM COM 891906109 19707 886891 SH DEFINED 1 886891 0 0 TOTAL SYS SVCS INC COM COM 891906109 3440 154800 SH DEFINED 1 2 154800 0 0 TOWER GROUP INC COM 891777104 989 46660 SH DEFINED 1 46660 0 0 TOWER SEMICONDUCTOR LTD ORD M87915100 17 20973 SH DEFINED 1 20973 0 0 TOWN SPORTS INTL HOLDINGS COM 89214A102 269 28772 SH DEFINED 1 28772 0 0 TOWN SPORTS INTL HOLDINGS COM 89214A102 130 13900 SH DEFINED 1 2 13900 0 0 TRACTOR SUPPLY CO COM COM 892356106 1614 55570 SH DEFINED 1 55570 0 0 TRADESTATION GROUP INC COM COM 89267P105 675 66531 SH DEFINED 1 66531 0 0 TRANS WORLD ENTMT CORP COM COM 89336Q100 62 21788 SH DEFINED 1 21788 0 0 TRANSACT TECHNOLOGIES INC COM COM 892918103 85 10228 SH DEFINED 1 10228 0 0 TRANSATLANTIC HLDGS INC COM COM 893521104 2068 36616 SH DEFINED 1 36616 0 0 TRANSCEND SERVICES INC COM NEW 893929208 134 15039 SH DEFINED 1 15039 0 0 TRANSIDGM GROUP INC COM 893641100 1614 48050 SH DEFINED 1 48050 0 0 TRANSMETA CORP DEL COM COM 89376R208 230 16628 SH DEFINED 1 16628 0 0 TRANSMETA CORP DEL COM COM 89376R208 505 36600 SH DEFINED 1 2 36600 0 0 TRANSOCEAN INC SHS G90073100 220801 1448920 SH DEFINED 1 1448920 0 0 TRANSWITCH CORP COM COM 894065101 141 153127 SH DEFINED 1 153127 0 0 TRAVELCENTERS OF AMERICA W/I COM 894174101 61 26721 SH DEFINED 1 26721 0 0 TREDEGAR CORP COM COM 894650100 752 51141 SH DEFINED 1 51141 0 0 TREEHOUSE FOODS INC COM 89469A104 1204 49633 SH DEFINED 1 49633 0 0 TREX INC COM COM 89531P105 295 25127 SH DEFINED 1 25127 0 0 TRI-VALLEY CORP COM 895735108 265 35728 SH DEFINED 1 35728 0 0 TRIAD GTY INC COM COM 895925105 18 17010 SH DEFINED 1 17010 0 0 TRIARC COS INC CL B CL B SER 1 895927309 667 105448 SH DEFINED 1 105448 0 0 TRICO BANCSHARES COM COM 896095106 305 27820 SH DEFINED 1 27820 0 0 TRICO MARINE SERVICES INC COM NEW 896106200 813 22321 SH DEFINED 1 22321 0 0 TRIDENT MICROSYSTEMS INC COM COM 895919108 298 81715 SH DEFINED 1 81715 0 0 TRIMAS CORP COM NEW 896215209 81 13567 SH DEFINED 1 13567 0 0 TRIMBLE NAVIGATION LTD COM COM 896239100 6901 193306 SH DEFINED 1 193306 0 0 TRIMERIS INC COM COM 896263100 157 33360 SH DEFINED 1 33360 0 0 TRINA SOLAR LTD -ADR SPON ADR 89628E104 443 14460 SH DEFINED 1 14460 0 0 TRINITY INDS INC COM COM 896522109 4215 121503 SH DEFINED 1 121503 0 0 TRIPLE-S MANAGEMENT CP-REDH CL B 896749108 513 31390 SH DEFINED 1 31390 0 0 TRIQUINT SEMICONDUCTOR INC COM COM 89674K103 1858 306614 SH DEFINED 1 306614 0 0 TRIQUINT SEMICONDUCTOR INC COM COM 89674K103 1739 286900 SH DEFINED 1 2 286900 0 0 TRIUMPH GROUP INC NEW COM COM 896818101 1242 26363 SH DEFINED 1 26363 0 0 TRIZETTO GROUP INC COM COM 896882107 1886 88229 SH DEFINED 1 88229 0 0 TRONOX INC-CLASS A CL A 897051108 262 83031 SH DEFINED 1 83031 0 0 TRONOX INC-CLASS A CL A 897051108 23 7200 SH DEFINED 1 2 7200 0 0 TRUE RELIGION APPAREL INC COM 89784N104 1009 37846 SH DEFINED 1 37846 0 0 TRUEBLUE INC COM 89785X101 770 58292 SH DEFINED 1 58292 0 0 TRUMP ENTERTAINMENT RESORTS COM 89816T103 86 44872 SH DEFINED 1 44872 0 0 TRUSTCO BK CORP N Y COM COM 898349105 1065 143538 SH DEFINED 1 143538 0 0 TRUSTMARK CORP COM COM 898402102 1551 87883 SH DEFINED 1 87883 0 0 TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 1551 83961 SH DEFINED 1 83961 0 0 TTM TECHNOLOGIES INC COM COM 87305R109 1021 77297 SH DEFINED 1 77297 0 0 TUESDAY MORNING CORP COM NEW COM NEW 899035505 213 51714 SH DEFINED 1 51714 0 0 TUMBLEWEED COMMUNICATIONS C CO COM 899690101 194 74120 SH DEFINED 1 74120 0 0 TUPPERWARE BRANDS CORP COM COM 899896104 3258 95194 SH DEFINED 1 95194 0 0 TURBOCHEF TECHNOLOGIES INC COM COM NEW 900006206 119 24877 SH DEFINED 1 24877 0 0 TWEEN BRANDS INC COM COM 901166108 747 45400 SH DEFINED 1 45400 0 0 TWIN DISC INC COM COM 901476101 445 21283 SH DEFINED 1 21283 0 0 TWIN DISC INC COM COM 901476101 165 7900 SH DEFINED 1 2 7900 0 0 TWTC 2 3/8 04/01/26 DBCV 2.375% 4/0 887319AC5 7987 7500000 PRN DEFINED 1 2 7500000 0 0 TXCO RESOURCES INC COM 87311M102 994 84511 SH DEFINED 1 84511 0 0 TYCO ELECTRONICS LTD COM NEW G9144P105 78310 2186199 SH DEFINED 1 2186199 0 0 TYCO INTERNATIONAL LTD SHS G9143X208 107052 2673615 SH DEFINED 1 2673615 0 0 TYLER TECHNOLOGIES INC COM COM 902252105 1021 75218 SH DEFINED 1 75218 0 0 TYSON FOODS INC CL A CL A 902494103 19023 1273262 SH DEFINED 1 1273262 0 0 TYSON FOODS INC CL A CL A 902494103 648 43400 SH DEFINED 1 2 43400 0 0 U S CONCRETE INC COM COM 90333L102 374 78501 SH DEFINED 1 78501 0 0 U S ENERGY CORP - WYOMING COM 911805109 67 21686 SH DEFINED 1 21686 0 0 U S G CORP COM NEW COM NEW 903293405 3337 112840 SH DEFINED 1 112840 0 0 U S PHYSICAL THERAPY INC COM COM 90337L108 599 36506 SH DEFINED 1 36506 0 0 U S PHYSICAL THERAPY INC COM COM 90337L108 164 10000 SH DEFINED 1 2 10000 0 0 U-STORE-IT TRUST COM 91274F104 994 83185 SH DEFINED 1 83185 0 0 U.S. GLOBAL INVESTORS INC-A CL A 902952100 473 28259 SH DEFINED 1 28259 0 0 UAL CORP COM NEW 902549807 942 180369 SH DEFINED 1 180369 0 0 UBS AG COM H89231338 32175 1544555 SH DEFINED 1 1544555 0 0 UCBH HOLDINGS INC COM COM 90262T308 349 154967 SH DEFINED 1 154967 0 0 UDR INC COM 902653104 4569 204159 SH DEFINED 1 204159 0 0 UGI CORP NEW COM COM 902681105 4973 173225 SH DEFINED 1 173225 0 0 UGI CORP NEW COM COM 902681105 1280 44600 SH DEFINED 1 2 44600 0 0 UIL HLDG CORP COM COM 902748102 1181 40141 SH DEFINED 1 40141 0 0 ULTA SALON COSMETICS & FRAGR COM 90384S303 118 10481 SH DEFINED 1 10481 0 0 ULTIMATE SOFTWARE GROUP INC CO COM 90385D107 1595 44775 SH DEFINED 1 44775 0 0 ULTRA CLEAN HOLDINGS COM 90385V107 292 36729 SH DEFINED 1 36729 0 0 ULTRA PETE CORP COM COM 903914109 23280 237066 SH DEFINED 1 237066 0 0 ULTRALIFE CORP COM 903899102 179 16704 SH DEFINED 1 16704 0 0 ULTRATECH STEPPER INC COM COM 904034105 968 62367 SH DEFINED 1 62367 0 0 UMB FINL CORP COM COM 902788108 2984 58205 SH DEFINED 1 58205 0 0 UMPQUA HLDGS CORP COM COM 904214103 1095 90293 SH DEFINED 1 90293 0 0 UNDER ARMOUR INC-CLASS A CL A 904311107 1607 62670 SH DEFINED 1 62670 0 0 UNIFI INC COM COM 904677101 98 38953 SH DEFINED 1 38953 0 0 UNIFI INC COM COM 904677101 10 4000 SH DEFINED 1 2 4000 0 0 UNIFIRST CORP MASS COM COM 904708104 831 18613 SH DEFINED 1 18613 0 0 UNION BANKSHARES CORP COM COM 905399101 304 20389 SH DEFINED 1 20389 0 0 UNION DRILLING INC COM 90653P105 576 26558 SH DEFINED 1 26558 0 0 UNION PAC CORP COM COM 907818108 177557 2351743 SH DEFINED 1 2351743 0 0 UNIONBANCAL CORP COM COM 908906100 3305 81758 SH DEFINED 1 81758 0 0 UNISOURCE ENERGY CORP COM COM 909205106 1866 60169 SH DEFINED 1 60169 0 0 UNISYS CORP COM COM 909214108 6394 1618711 SH DEFINED 1 1618711 0 0 UNIT CORP COM COM 909218109 5808 69998 SH DEFINED 1 69998 0 0 UNITED AMERICA INDEMNITY LTD CL A 90933T109 541 40465 SH DEFINED 1 40465 0 0 UNITED BANKSHARES INC WEST COM COM 909907107 1636 71277 SH DEFINED 1 71277 0 0 UNITED CMNTY BKS BLAIRSVLE CAP CAP STK 90984P105 617 72313 SH DEFINED 1 72313 0 0 UNITED CMNTY FINL CORP OHIO CO COM 909839102 160 42772 SH DEFINED 1 42772 0 0 UNITED FIRE & CAS CO COM COM 910331107 1012 37589 SH DEFINED 1 37589 0 0 UNITED NAT FOODS INC COM COM 911163103 1173 60223 SH DEFINED 1 60223 0 0 UNITED ONLINE INC COM COM 911268100 1110 110643 SH DEFINED 1 110643 0 0 UNITED ONLINE INC COM COM 911268100 86 8600 SH DEFINED 1 2 8600 0 0 UNITED PARCEL SERVICE INC CL B CL B 911312106 333337 5422760 SH DEFINED 1 5422760 0 0 UNITED RENTALS INC COM COM 911363109 2507 127818 SH DEFINED 1 127818 0 0 UNITED STATES CELLULAR CORP CO COM 911684108 1253 22154 SH DEFINED 1 22154 0 0 UNITED STATES STL CORP NEW COM COM 912909108 104189 563855 SH DEFINED 1 563855 0 0 UNITED STATES STL CORP NEW COM COM 912909108 2033 11000 SH DEFINED 1 2 11000 0 0 UNITED STATIONERS INC COM COM 913004107 1606 43454 SH DEFINED 1 43454 0 0 UNITED TECHNOLOGIES CORP COM COM 913017109 330626 5358614 SH DEFINED 1 5358614 0 0 UNITED TECHNOLOGIES CORP COM COM 913017109 271 4400 SH DEFINED 1 2 4400 0 0 UNITED THERAPEUTICS CORP DE CO COM 91307C102 3407 34851 SH DEFINED 1 34851 0 0 UNITEDHEALTH GROUP INC COM COM 91324P102 178437 6797584 SH DEFINED 1 6797584 0 0 UNITEDHEALTH GROUP INC COM COM 91324P102 276 10500 SH DEFINED 1 2 10500 0 0 UNITRIN INC COM COM 913275103 1939 70339 SH DEFINED 1 70339 0 0 UNIVERSAL AMERN FINL CORP COM COM 913377107 560 54789 SH DEFINED 1 54789 0 0 UNIVERSAL CORP VA COM COM 913456109 2018 44619 SH DEFINED 1 44619 0 0 UNIVERSAL DISPLAY CORP COM COM 91347P105 732 59429 SH DEFINED 1 59429 0 0 UNIVERSAL ELECTRS INC COM COM 913483103 485 23205 SH DEFINED 1 23205 0 0 UNIVERSAL FST PRODS INC COM COM 913543104 902 30123 SH DEFINED 1 30123 0 0 UNIVERSAL HEALTH RLTY INCM SH SH BEN INT 91359E105 611 20363 SH DEFINED 1 20363 0 0 UNIVERSAL HLTH SVCS INC CL B CL B 913903100 4863 76914 SH DEFINED 1 76914 0 0 UNIVERSAL INSURANCE HLDGS COM 91359V107 53 15000 SH DEFINED 1 15000 0 0 UNIVERSAL STAINLESS & ALLOY COM 913837100 700 18907 SH DEFINED 1 18907 0 0 UNIVERSAL TECHNICAL INSTITUT COM 913915104 548 43975 SH DEFINED 1 43975 0 0 UNIVEST CORP OF PENNSYLVANIA COM 915271100 316 15924 SH DEFINED 1 15924 0 0 UNUMPROVIDENT CORP COM COM 91529Y106 31948 1562236 SH DEFINED 1 1562236 0 0 UNUMPROVIDENT CORP COM COM 91529Y106 147 7200 SH DEFINED 1 2 7200 0 0 UQM TECHNOLOGIES INC COM COM 903213106 29 13358 SH DEFINED 1 13358 0 0 URANIUM RESOURCES INC COM PAR $0.001 916901507 314 85054 SH DEFINED 1 85054 0 0 URBAN OUTFITTERS INC COM COM 917047102 6004 192510 SH DEFINED 1 192510 0 0 URS CORP NEW COM COM 903236107 5190 123650 SH DEFINED 1 123650 0 0 URSTADT BIDDLE PPTYS INS CL A CL A 917286205 437 29838 SH DEFINED 1 29838 0 0 US AIRWAYS GROUP INC COM 90341W108 302 120896 SH DEFINED 1 120896 0 0 US AUTO PARTS NTWRK INC-REDH COM 90343C100 111 30550 SH DEFINED 1 30550 0 0 US BANCORP DEL COM NEW COM NEW 902973304 268834 9639070 SH DEFINED 1 9639070 0 0 US BANCORP DEL COM NEW COM NEW 902973304 332 11900 SH DEFINED 1 2 11900 0 0 US GOLD CORP COM PAR $0.10 912023207 129 55552 SH DEFINED 1 55552 0 0 USA MOBILITY INC COM 90341G103 476 63053 SH DEFINED 1 63053 0 0 USA MOBILITY INC COM 90341G103 514 68100 SH DEFINED 1 2 68100 0 0 USANA HEALTH SCIENCES INC COM 90328M107 368 13697 SH DEFINED 1 13697 0 0 USEC INC COM COM 90333E108 910 149602 SH DEFINED 1 149602 0 0 UST INC COM COM 902911106 35909 657556 SH DEFINED 1 657556 0 0 UST INC COM COM 902911106 153 2800 SH DEFINED 1 2 2800 0 0 UTEK CORP COM COM 91759P106 103 10333 SH DEFINED 1 10333 0 0 UTI WORLDWIDE INC ORD G87210103 3059 153332 SH DEFINED 1 153332 0 0 UTSTARCOM INC COM COM 918076100 1004 183508 SH DEFINED 1 183508 0 0 UTSTARCOM INC COM COM 918076100 530 96900 SH DEFINED 1 2 96900 0 0 V F CORP COM COM 918204108 27487 386166 SH DEFINED 1 386166 0 0 VAALCO ENERGY INC COM NEW 91851C201 731 86314 SH DEFINED 1 86314 0 0 VAALCO ENERGY INC COM NEW 91851C201 235 27800 SH DEFINED 1 2 27800 0 0 VAIL RESORTS INC COM COM 91879Q109 1932 45113 SH DEFINED 1 45113 0 0 VALASSIS COMMUNICATIONS INC CO COM 918866104 1003 80107 SH DEFINED 1 80107 0 0 VALEANT PHARMACEUTICALS INC COM 91911X104 2100 122740 SH DEFINED 1 122740 0 0 VALENCE TECHNOLOGY INC COM COM 918914102 374 84319 SH DEFINED 1 84319 0 0 VALERO ENERGY CORP NEW COM COM 91913Y100 97633 2370876 SH DEFINED 1 2370876 0 0 VALHI INC NEW COM COM 918905100 220 8061 SH DEFINED 1 8061 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 1011 47567 SH DEFINED 1 47567 0 0 VALLEY NATL BANCORP COM COM 919794107 3015 191202 SH DEFINED 1 191202 0 0 VALMONT INDS INC COM COM 920253101 4841 46423 SH DEFINED 1 46423 0 0 VALSPAR CORP COM COM 920355104 2765 146225 SH DEFINED 1 146225 0 0 VALUECLICK INC COM COM 92046N102 2480 163668 SH DEFINED 1 163668 0 0 VALUEVISION MEDIA INC CL A 92047K107 201 56171 SH DEFINED 1 56171 0 0 VANDA PHARMACTCLS INC COM 921659108 108 32801 SH DEFINED 1 32801 0 0 VARIAN INC COM COM 922206107 2545 49849 SH DEFINED 1 49849 0 0 VARIAN INC COM COM 922206107 143 2800 SH DEFINED 1 2 2800 0 0 VARIAN MED SYS INC COM COM 92220P105 28984 559004 SH DEFINED 1 559004 0 0 VARIAN SEMICONDUCTOR EQUIPM CO COM 922207105 4656 133710 SH DEFINED 1 133710 0 0 VASCO DATA SECURITY INTL COM 92230Y104 548 52002 SH DEFINED 1 52002 0 0 VASCULAR SOLUTIONS INC COM 92231M109 151 23302 SH DEFINED 1 23302 0 0 VCA ANTECH INC COM COM 918194101 3666 131972 SH DEFINED 1 131972 0 0 VCG HOLDING CORP COM 91821K101 70 18692 SH DEFINED 1 18692 0 0 VECTOR GROUP LTD COM COM 92240M108 1049 65053 SH DEFINED 1 65053 0 0 VECTREN CORP COM COM 92240G101 3275 104934 SH DEFINED 1 104934 0 0 VEECO INSTRS INC DEL COM COM 922417100 1169 72671 SH DEFINED 1 72671 0 0 VENOCO INC COM 92275P307 772 33270 SH DEFINED 1 33270 0 0 VENTAS INC COM COM 92276F100 8961 210501 SH DEFINED 1 210501 0 0 VERASUN ENERGY CORP -REDH COM 92336G106 1051 254452 SH DEFINED 1 254452 0 0 VERENIUM CORP COM 92340P100 113 58728 SH DEFINED 1 58728 0 0 VERIFONE HOLDINGS INC COM 92342Y109 1079 90260 SH DEFINED 1 90260 0 0 VERISIGN INC COM COM 92343E102 34103 902185 SH DEFINED 1 902185 0 0 VERIZON COMMUNICATIONS COM COM 92343V104 564419 15944051 SH DEFINED 1 15944051 0 0 VERTEX PHARMACEUTICALS INC COM COM 92532F100 7572 226241 SH DEFINED 1 226241 0 0 VGR 5 11/15/11 NOTE 5.000%11/1 92240MAE8 7215 6000000 PRN DEFINED 1 2 6000000 0 0 VGR 5 11/15/11 NOTE 5.000%11/1 92240MAH1 6012 5000000 PRN DEFINED 1 2 5000000 0 0 VIACOM INC CL B CL B 92553P201 90430 2961022 SH DEFINED 1 2961022 0 0 VIAD CORP COM COM NEW 92552R406 974 37760 SH DEFINED 1 37760 0 0 VIASAT INC COM COM 92552V100 989 48929 SH DEFINED 1 48929 0 0 VICAL INC COM COM 925602104 132 39089 SH DEFINED 1 39089 0 0 VICON INDUSTRIES INC COM 925811101 97 18575 SH DEFINED 1 18575 0 0 VICOR CORP COM COM 925815102 332 33240 SH DEFINED 1 33240 0 0 VIEWPOINT FINANCIAL GROUP COM 926727108 485 32970 SH DEFINED 1 32970 0 0 VIGNETTE CORP COM COM NEW 926734401 710 59164 SH DEFINED 1 59164 0 0 VINEYARD NATL BANCORP CO COM 927426106 130 34501 SH DEFINED 1 34501 0 0 VIRAGE LOGIC CORP COM COM 92763R104 84 11768 SH DEFINED 1 11768 0 0 VIRGIN MEDIA INC COM COM 92769L101 6597 484703 SH DEFINED 1 484703 0 0 VIRGIN MOBILE USA INC-A CL A 92769R108 106 38399 SH DEFINED 1 38399 0 0 VIRGINIA COMMERCE BANCORP COM 92778Q109 365 70273 SH DEFINED 1 70273 0 0 VIROPHARMA INC COM COM 928241108 1468 132755 SH DEFINED 1 132755 0 0 VIRTUSA CORP COM 92827P102 158 15638 SH DEFINED 1 15638 0 0 VISA INC COM CL A 92826C839 57346 705282 SH DEFINED 1 705282 0 0 VISHAY INTERTECHNOLOGY INC COM COM 928298108 2135 240690 SH DEFINED 1 240690 0 0 VISTA GOLD CORP COM NEW 927926303 120 32930 SH DEFINED 1 32930 0 0 VISTAPRINT LTD SHS G93762204 1788 66800 SH DEFINED 1 66800 0 0 VISTEON CORP COM COM 92839U107 505 191974 SH DEFINED 1 191974 0 0 VITAL IMAGES INC COM 92846N104 461 37045 SH DEFINED 1 37045 0 0 VITAL SIGNS INC COM COM 928469105 944 16621 SH DEFINED 1 16621 0 0 VIVUS INC COM COM 928551100 931 139438 SH DEFINED 1 139438 0 0 VMWARE INC-CLASS A CL A COM 928563402 3295 61186 SH DEFINED 1 61186 0 0 VMWARE INC-CLASS A CL A COM 928563402 162 3000 SH DEFINED 1 2 3000 0 0 VNUS MEDICAL TECHNOLOGIES COM 928566108 558 27881 SH DEFINED 1 27881 0 0 VOCUS INC -REDH COM 92858J108 992 30829 SH DEFINED 1 30829 0 0 VOLCANO CORP -REDH COM 928645100 672 55076 SH DEFINED 1 55076 0 0 VOLCOM INC COM 92864N101 678 28337 SH DEFINED 1 28337 0 0 VOLT INFORMATION SCIENCES I CO COM 928703107 251 21110 SH DEFINED 1 21110 0 0 VOLT INFORMATION SCIENCES I CO COM 928703107 36 3000 SH DEFINED 1 2 3000 0 0 VOLTERRA SEMICONDUCTOR CORP CO COM 928708106 891 51643 SH DEFINED 1 51643 0 0 VONAGE HOLDINGS CORP COM 92886T201 76 45993 SH DEFINED 1 45993 0 0 VORNADO RLTY TR SH BEN INT SH BEN INT 929042109 57832 657183 SH DEFINED 1 657183 0 0 VULCAN MATLS CO COM COM 929160109 28292 473273 SH DEFINED 1 473273 0 0 W HLDG CO INC COM COM 929251106 155 193999 SH DEFINED 1 193999 0 0 W P CAREY & CO LLC COM COM 92930Y107 1093 38067 SH DEFINED 1 38067 0 0 W&T OFFSHORE COM 92922P106 6705 114601 SH DEFINED 1 114601 0 0 W&T OFFSHORE COM 92922P106 410 7000 SH DEFINED 1 2 7000 0 0 W-H ENERGY SVCS INC COM COM 92925E108 4478 46769 SH DEFINED 1 46769 0 0 WABASH NATL CORP COM COM 929566107 433 57280 SH DEFINED 1 57280 0 0 WABCO HOLDINGS INC COM 92927K102 4221 90845 SH DEFINED 1 90845 0 0 WABCO HOLDINGS INC COM 92927K102 127 2725 SH DEFINED 1 2 2725 0 0 WABTEC CORP COM COM 929740108 3660 75286 SH DEFINED 1 75286 0 0 WACHOVIA CORP 2ND NEW COM COM 929903102 183687 11827862 SH DEFINED 1 11827862 0 0 WACHOVIA CORP 2ND NEW COM COM 929903102 189 12200 SH DEFINED 1 2 12200 0 0 WADDELL & REED FINL INC CL A CL A 930059100 4892 139731 SH DEFINED 1 139731 0 0 WAL MART STORES INC COM COM 931142103 730667 13001184 SH DEFINED 1 13001184 0 0 WALGREEN CO COM COM 931422109 144667 4449930 SH DEFINED 1 4449930 0 0 WALGREEN CO COM COM 931422109 98 3000 SH DEFINED 1 2 3000 0 0 WALTER INDS INC COM COM 93317Q105 9153 84146 SH DEFINED 1 84146 0 0 WARNACO GROUP INC/THE COM NEW 934390402 3310 75115 SH DEFINED 1 75115 0 0 WARNACO GROUP INC/THE COM NEW 934390402 392 8900 SH DEFINED 1 2 8900 0 0 WARNER CHILCOTT LTD COM CL A G9435N108 3898 229967 SH DEFINED 1 229967 0 0 WARNER MUSIC GROUP CORP COM 934550104 503 70490 SH DEFINED 1 70490 0 0 WARREN RESOURCES INC COM 93564A100 1511 102945 SH DEFINED 1 102945 0 0 WASHINGTON BANKING CO COM 937303105 94 11858 SH DEFINED 1 11858 0 0 WASHINGTON FED INC COM COM 938824109 2658 146841 SH DEFINED 1 146841 0 0 WASHINGTON MUT INC COM COM 939322103 22630 4590269 SH DEFINED 1 4590269 0 0 WASHINGTON POST CO CL B CL B 939640108 14977 25518 SH DEFINED 1 25518 0 0 WASHINGTON REAL ESTATE INVT SH SH BEN INT 939653101 2070 68877 SH DEFINED 1 68877 0 0 WASHINGTON TR BANCORP COM COM 940610108 468 23735 SH DEFINED 1 23735 0 0 WASTE CONNECTIONS INC COM COM 941053100 3437 107633 SH DEFINED 1 107633 0 0 WASTE MGMT INC DEL COM COM 94106L109 82062 2176129 SH DEFINED 1 2176129 0 0 WATERS CORP COM COM 941848103 29040 450233 SH DEFINED 1 450233 0 0 WATERS CORP COM COM 941848103 155 2400 SH DEFINED 1 2 2400 0 0 WATSCO INC COM COM 942622200 1557 37246 SH DEFINED 1 37246 0 0 WATSON PHARMACEUTICALS INC COM COM 942683103 12442 457941 SH DEFINED 1 457941 0 0 WATSON PHARMACEUTICALS INC COM COM 942683103 1422 52330 SH DEFINED 1 2 52330 0 0 WATSON WYATT & CO HLDGS CL A CL A 942712100 3530 66750 SH DEFINED 1 66750 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 1515 60845 SH DEFINED 1 60845 0 0 WAUSAU PAPER CORP COM COM 943315101 719 93310 SH DEFINED 1 93310 0 0 WAUWATOSA HOLDINGS INC COM 94348P108 117 10973 SH DEFINED 1 10973 0 0 WCA WASTE CORP COM COM 92926K103 112 17714 SH DEFINED 1 17714 0 0 WCI CMNTYS INC COM COM 92923C104 72 49525 SH DEFINED 1 49525 0 0 WD-40 CO COM COM 929236107 1014 34668 SH DEFINED 1 34668 0 0 WD-40 CO COM COM 929236107 94 3200 SH DEFINED 1 2 3200 0 0 WEATHERFORD INTL INC COM COM G95089101 150259 3030027 SH DEFINED 1 3030027 0 0 WEBMD HEALTH CORP-CLASS A CL A 94770V102 518 18558 SH DEFINED 1 18558 0 0 WEBSENSE INC COM COM 947684106 1254 74494 SH DEFINED 1 74494 0 0 WEBSITE PROS INC COM 94769V105 416 49995 SH DEFINED 1 49995 0 0 WEBSTER FINL CORP CONN COM COM 947890109 1470 79013 SH DEFINED 1 79013 0 0 WEGENER CORP COM COM 948585104 17 15102 SH DEFINED 1 15102 0 0 WEIGHT WATCHERS INTL INC NE CO COM 948626106 5070 142365 SH DEFINED 1 142365 0 0 WEIGHT WATCHERS INTL INC NE CO COM 948626106 1239 34800 SH DEFINED 1 2 34800 0 0 WEINGARTEN RLTY INVS SH BEN IN SH BEN INT 948741103 3500 115437 SH DEFINED 1 115437 0 0 WEIS MKTS INC COM COM 948849104 540 16618 SH DEFINED 1 16618 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 2283 63165 SH DEFINED 1 63165 0 0 WELLPOINT INC COM COM 94973V107 114924 2411321 SH DEFINED 1 2411321 0 0 WELLPOINT INC COM COM 94973V107 448 9400 SH DEFINED 1 2 9400 0 0 WELLS FARGO & CO NEW COM COM 949746101 434204 18282265 SH DEFINED 1 18282265 0 0 WELLS FARGO & CO NEW COM COM 949746101 135 5700 SH DEFINED 1 2 5700 0 0 WENDYS INTL INC COM COM 950590109 10879 399669 SH DEFINED 1 399669 0 0 WERNER ENTERPRISES INC COM COM 950755108 1426 76767 SH DEFINED 1 76767 0 0 WESBANCO INC COM COM 950810101 1024 59732 SH DEFINED 1 59732 0 0 WESCO FINL CORP COM COM 950817106 703 1840 SH DEFINED 1 1840 0 0 WESCO INTL INC COM COM 95082P105 2561 63969 SH DEFINED 1 63969 0 0 WESCO INTL INC COM COM 95082P105 28 700 SH DEFINED 1 2 700 0 0 WEST BANCORPORATION CAP STK 95123P106 130 14888 SH DEFINED 1 14888 0 0 WEST COAST BANCORP ORE NEW COM COM 952145100 291 33609 SH DEFINED 1 33609 0 0 WEST MARINE INC COM COM 954235107 96 23408 SH DEFINED 1 23408 0 0 WEST MARINE INC COM COM 954235107 10 2400 SH DEFINED 1 2 2400 0 0 WEST PHARMACEUTICAL SVSC IN CO COM 955306105 2357 54450 SH DEFINED 1 54450 0 0 WESTAMERICA BANCORPORATION COM COM 957090103 2709 51509 SH DEFINED 1 51509 0 0 WESTAR ENERGY, INC COM 95709T100 3264 151726 SH DEFINED 1 151726 0 0 WESTELL TECHNOLOGIES INC CL A CL A 957541105 139 102891 SH DEFINED 1 102891 0 0 WESTERN ALLIANCE BANCORP COM 957638109 292 37656 SH DEFINED 1 37656 0 0 WESTERN DIGITAL CORP COM COM 958102105 11563 334872 SH DEFINED 1 334872 0 0 WESTERN DIGITAL CORP COM COM 958102105 55 1600 SH DEFINED 1 2 1600 0 0 WESTERN REFINING INC COM 959319104 869 73412 SH DEFINED 1 73412 0 0 WESTERN UNION CO COM 959802109 86902 3515436 SH DEFINED 1 3515436 0 0 WESTFIELD FINANCIAL INC COM COM 96008P104 271 29892 SH DEFINED 1 29892 0 0 WESTLAKE CHEMICAL CORP COM COM 960413102 420 28272 SH DEFINED 1 28272 0 0 WESTMORELAND COAL CO COM 960878106 278 13170 SH DEFINED 1 13170 0 0 WESTWOOD ONE INC COM COM 961815107 168 138628 SH DEFINED 1 138628 0 0 WESTWOOD ONE INC COM COM 961815107 13 10400 SH DEFINED 1 2 10400 0 0 WET SEAL INC CL A CL A 961840105 919 192685 SH DEFINED 1 192685 0 0 WET SEAL INC CL A CL A 961840105 433 90840 SH DEFINED 1 2 90840 0 0 WEYCO GROUP INC COM 962149100 338 12747 SH DEFINED 1 12747 0 0 WEYERHAEUSER CO COM COM 962166104 58906 1151856 SH DEFINED 1 1151856 0 0 WEYERHAEUSER CO COM COM 962166104 317 6200 SH DEFINED 1 2 6200 0 0 WGL HLDGS INC COM COM 92924F106 2775 79865 SH DEFINED 1 79865 0 0 WGL HLDGS INC COM COM 92924F106 76 2200 SH DEFINED 1 2 2200 0 0 WHIRLPOOL CORP COM COM 963320106 20441 331130 SH DEFINED 1 331130 0 0 WHITE ELECTR DESIGNS CORP COM COM 963801105 51 11157 SH DEFINED 1 11157 0 0 WHITE MTNS INS GROUP LTD COM COM G9618E107 5366 12508 SH DEFINED 1 12508 0 0 WHITING PETROLEUM CORP COM 966387102 7341 69205 SH DEFINED 1 69205 0 0 WHITNEY HLDG CORP COM COM 966612103 2380 130062 SH DEFINED 1 130062 0 0 WHOLE FOODS MKT INC COM COM 966837106 14858 627188 SH DEFINED 1 627188 0 0 WHOLE FOODS MKT INC COM COM 966837106 216 9100 SH DEFINED 1 2 9100 0 0 WILEY JOHN & SONS INC CL A CL A 968223206 3905 86727 SH DEFINED 1 86727 0 0 WILLIAMS CLAYTON ENERGY INC CO COM 969490101 1433 13030 SH DEFINED 1 13030 0 0 WILLIAMS CLAYTON ENERGY INC CO COM 969490101 1935 17600 SH DEFINED 1 2 17600 0 0 WILLIAMS COS INC DEL COM COM 969457100 128923 3198279 SH DEFINED 1 3198279 0 0 WILLIAMS PARTNERS LP-REDH COM UNIT L P 96950F104 2003 60981 SH DEFINED 1 60981 0 0 WILLIAMS PIPELINE PTNRS-REDH COM UNIT LP IN 96950K103 431 24967 SH DEFINED 1 24967 0 0 WILLIAMS SONOMA INC COM COM 969904101 2536 127813 SH DEFINED 1 127813 0 0 WILLOW FINANCIAL BANCORP COM 97111W101 186 22840 SH DEFINED 1 22840 0 0 WILMINGTON TRUST CORP COM COM 971807102 2577 97464 SH DEFINED 1 97464 0 0 WILSHIRE BANCORP INC COM 97186T108 345 40312 SH DEFINED 1 40312 0 0 WILSONS THE LEATHER EXPERTS CO COM 972463103 2 30856 SH DEFINED 1 30856 0 0 WIND RIVER SYSTEMS INC COM COM 973149107 1271 116737 SH DEFINED 1 116737 0 0 WINDSTREAM CORP COM COM 97381W104 28499 2309470 SH DEFINED 1 2309470 0 0 WINDSTREAM CORP COM COM 97381W104 37 3000 SH DEFINED 1 2 3000 0 0 WINN DIXIE STORES INC COM NEW 974280307 1269 79188 SH DEFINED 1 79188 0 0 WINNEBAGO INDS INC COM COM 974637100 554 54372 SH DEFINED 1 54372 0 0 WINTHROP REALTY TRUST SH BEN INT 976391102 302 83922 SH DEFINED 1 83922 0 0 WINTRUST FINANCIAL CORP COM COM 97650W108 974 40818 SH DEFINED 1 40818 0 0 WISCONSIN ENERGY CORP COM COM 976657106 8026 177482 SH DEFINED 1 177482 0 0 WISCONSIN ENERGY CORP COM COM 976657106 72 1600 SH DEFINED 1 2 1600 0 0 WMS INDS INC COM COM 929297109 1979 66472 SH DEFINED 1 66472 0 0 WOLVERINE WORLD WIDE INC COM COM 978097103 2393 89738 SH DEFINED 1 89738 0 0 WOODBRIDGE HOLDINGS CORP CL A 978842102 15 13328 SH DEFINED 1 13328 0 0 WOODWARD GOVERNOR CO COM COM 980745103 3699 103738 SH DEFINED 1 103738 0 0 WOODWARD GOVERNOR CO COM COM 980745103 307 8600 SH DEFINED 1 2 8600 0 0 WORLD ACCEP CORP DEL COM COM 981419104 1097 32574 SH DEFINED 1 32574 0 0 WORLD FUEL SVCS CORP COM COM 981475106 1009 45996 SH DEFINED 1 45996 0 0 WORLD WRESTLING ENTMT CL A 98156Q108 488 31532 SH DEFINED 1 31532 0 0 WORLDSPACE INC-CLASS A CL A 981579105 39 20591 SH DEFINED 1 20591 0 0 WORTHINGTON INDS INC COM COM 981811102 2167 105695 SH DEFINED 1 105695 0 0 WPS RESOURCES CORP COM COM 45822P105 17167 337731 SH DEFINED 1 337731 0 0 WRIGHT EXPRESS CORP COM 98233Q105 1522 61379 SH DEFINED 1 61379 0 0 WRIGHT MED GROUP INC COM COM 98235T107 1948 68569 SH DEFINED 1 68569 0 0 WRIGLEY WM JR CO COM COM 982526105 75391 969286 SH DEFINED 1 969286 0 0 WSFS FINL CORP COM COM 929328102 553 12388 SH DEFINED 1 12388 0 0 WYETH COM COM 983024100 289084 6027598 SH DEFINED 1 6027598 0 0 WYETH COM COM 983024100 484 10100 SH DEFINED 1 2 10100 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 14115 788082 SH DEFINED 1 788082 0 0 WYNN RESORTS LTD COM 983134107 8468 104098 SH DEFINED 1 104098 0 0 X-RITE INC COM COM 983857103 187 73189 SH DEFINED 1 73189 0 0 XCEL ENERGY INC COM COM 98389B100 39371 1961680 SH DEFINED 1 1961680 0 0 XENOPORT INC COM 98411C100 1591 40766 SH DEFINED 1 40766 0 0 XERIUM TECHNOLOGIES INC COM 98416J100 85 21538 SH DEFINED 1 21538 0 0 XERIUM TECHNOLOGIES INC COM 98416J100 128 32200 SH DEFINED 1 2 32200 0 0 XEROX CORP COM COM 984121103 68397 5044027 SH DEFINED 1 5044027 0 0 XETHANOL CORP COM 98420A103 13 28810 SH DEFINED 1 28810 0 0 XILINX INC COM COM 983919101 31974 1266301 SH DEFINED 1 1266301 0 0 XILINX INC COM COM 983919101 646 25600 SH DEFINED 1 2 25600 0 0 XL CAP LTD CL A CL A G98255105 16478 801440 SH DEFINED 1 801440 0 0 XL CAP LTD CL A CL A G98255105 68 3300 SH DEFINED 1 2 3300 0 0 XM SATELLITE RADIO HLDGS IN CL CL A 983759101 4031 514113 SH DEFINED 1 514113 0 0 XM SATELLITE RADIO HLDGS IN CL CL A 983759101 878 112000 SH DEFINED 1 2 112000 0 0 XMSR 1 3/4 12/01/09 NOTE 1.750%12/0 983759AC5 9500 10000000 PRN DEFINED 1 2 10000000 0 0 XOMA LTD ORD ORD G9825R107 470 278360 SH DEFINED 1 278360 0 0 XTO ENERGY CORP COM COM 98385X106 155852 2274886 SH DEFINED 1 2274886 0 0 XTO ENERGY CORP COM COM 98385X106 75 1100 SH DEFINED 1 2 1100 0 0 YAHOO INC COM COM 984332106 127527 6172655 SH DEFINED 1 6172655 0 0 YINGLI GREEN ENERGY HLDG-ADR ADR 98584B103 1266 79510 SH DEFINED 1 79510 0 0 YORK WATER CO COM 987184108 198 13561 SH DEFINED 1 13561 0 0 YOUBET COM INC COM COM 987413101 43 33732 SH DEFINED 1 33732 0 0 YOUNG INNOVATIONS INC COM 987520103 205 9837 SH DEFINED 1 9837 0 0 YRC WORLDWIDE INC COM 984249102 1444 97111 SH DEFINED 1 97111 0 0 YUM! BRANDS INC COM 988498101 74167 2113634 SH DEFINED 1 2113634 0 0 YUM! BRANDS INC COM 988498101 1102 31400 SH DEFINED 1 2 31400 0 0 ZALE CORP NEW COM COM 988858106 1410 74636 SH DEFINED 1 74636 0 0 ZEBRA TECHNOLOGIES CORP CL A CL A 989207105 3747 114798 SH DEFINED 1 114798 0 0 ZENITH NATL INS CORP COM COM 989390109 1853 52712 SH DEFINED 1 52712 0 0 ZEP INC COM 98944B108 469 31522 SH DEFINED 1 31522 0 0 ZHONE TECHNOLOGIES INC COM 98950P108 182 233328 SH DEFINED 1 233328 0 0 ZILA INC COM PAR $0.01 COM PAR $0.01 989513205 6 21471 SH DEFINED 1 21471 0 0 ZILOG INC COM PAR $0.01 989524301 41 12868 SH DEFINED 1 12868 0 0 ZIMMER HLDGS INC COM COM 98956P102 70433 1035013 SH DEFINED 1 1035013 0 0 ZIONS BANCORPORATION COM COM 989701107 15514 492670 SH DEFINED 1 492670 0 0 ZIPREALTY INC COM 98974V107 47 11771 SH DEFINED 1 11771 0 0 ZIX CORP COM COM 98974P100 281 101176 SH DEFINED 1 101176 0 0 ZOLL MED CORP COM COM 989922109 1365 40544 SH DEFINED 1 40544 0 0 ZOLTEK COS INC COM COM 98975W104 984 40565 SH DEFINED 1 40565 0 0 ZORAN CORP COM COM 98975F101 1091 93281 SH DEFINED 1 93281 0 0 ZUMIEZ INC COM 989817101 567 34199 SH DEFINED 1 34199 0 0 ZYGO CORP COM COM 989855101 305 31037 SH DEFINED 1 31037 0 0 ZYMOGENETICS INC COM COM 98985T109 801 95173 SH DEFINED 1 95173 0 0
-----END PRIVACY-ENHANCED MESSAGE-----