-----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, UnMn1iogK39gcGoU2hIbFYJ84Sl7SNxEZ50/wsvwGSsml5mI8Liqkb2xAkVfmn4/ xKJX2ORKhBXy7oTcrP/12g== 0001214717-08-000002.txt : 20080214 0001214717-08-000002.hdr.sgml : 20080214 20080214164102 ACCESSION NUMBER: 0001214717-08-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20071231 FILED AS OF DATE: 20080214 DATE AS OF CHANGE: 20080214 EFFECTIVENESS DATE: 20080214 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: 08617792 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-12312007.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: December 31,2007 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 February 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: 4161 Form 13F Information Table Value Total: $69,314,425 (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 440 50361 SH DEFINED 1 50361 0 0 1ST SOURCE CORP COM COM 336901103 382 22075 SH DEFINED 1 22075 0 0 3-D SYS CORP DEL COM NEW COM NEW 88554D205 367 23745 SH DEFINED 1 23745 0 0 3COM CORP COM COM 885535104 2812 622072 SH DEFINED 1 622072 0 0 3M CO COM 88579Y101 315514 3741869 SH DEFINED 1 3741869 0 0 4 KIDS ENTMT INC COM COM 350865101 418 31787 SH DEFINED 1 31787 0 0 8X8 INC NEW COM COM 282914100 16 17730 SH DEFINED 1 17730 0 0 99 CENTS ONLY STORES COM COM 65440K106 479 60162 SH DEFINED 1 60162 0 0 A C MOORE ARTS & CRAFTS INC CO COM 00086T103 370 26943 SH DEFINED 1 26943 0 0 A D C TELECOMMUNICATIONS COM COM NEW 000886309 3161 203310 SH DEFINED 1 203310 0 0 A D C TELECOMMUNICATIONS COM COM NEW 000886309 73 4700 SH DEFINED 1 2 4700 0 0 A S V INC COM COM 001963107 425 30664 SH DEFINED 1 30664 0 0 AAI 7 07/01/23 NOTE 7.000% 7/0 00949PAB4 8748 9000000 PRN DEFINED 1 2 9000000 0 0 AAON INC COM PAR $0.004 COM PAR $0.004 000360206 414 20869 SH DEFINED 1 20869 0 0 AAR CORP COM COM 000361105 2477 65136 SH DEFINED 1 65136 0 0 AARON RENTS INC COM COM 002535201 1313 68264 SH DEFINED 1 68264 0 0 AASTROM BIOSCIENCES INC COM COM 00253U107 44 84608 SH DEFINED 1 84608 0 0 ABAXIS INC COM 002567105 1299 36228 SH DEFINED 1 36228 0 0 ABBOTT LABS COM COM 002824100 455488 8111985 SH DEFINED 1 8111985 0 0 ABBOTT LABS COM COM 002824100 51 900 SH DEFINED 1 2 900 0 0 ABERCROMBIE & FITCH CO CL A CL A 002896207 29793 372548 SH DEFINED 1 372548 0 0 ABINGTON BANCORP INC COM 00350L109 175 18657 SH DEFINED 1 18657 0 0 ABIOMED INC COM COM 003654100 1085 69791 SH DEFINED 1 69791 0 0 ABITIBIBOWATER INC COM 003687100 1449 70319 SH DEFINED 1 70319 0 0 ABM INDS INC COM COM 000957100 1583 77658 SH DEFINED 1 77658 0 0 ABRAXAS PETE CORP COM COM 003830106 196 50751 SH DEFINED 1 50751 0 0 ABRAXAS PETE CORP COM COM 003830106 10 2700 SH DEFINED 1 2 2700 0 0 ABRAXIS BIOSCIENCE INC-W/I COM 00383Y102 767 11155 SH DEFINED 1 11155 0 0 ABX 2 3/4 10/15/23 DBCV 2.750%10/1 725906AK7 6179 3500000 PRN DEFINED 1 2 3500000 0 0 ABX HOLDINGS INC COM 00080S101 438 104721 SH DEFINED 1 104721 0 0 ACACIA RESEARCH - ACACIA TEC ACACIA TCH COM 003881307 595 66277 SH DEFINED 1 66277 0 0 ACADIA PHARMACEUTICALS INC COM COM 004225108 582 52587 SH DEFINED 1 52587 0 0 ACADIA RLTY TR COM SH BEN INT COM SH BEN INT 004239109 1132 44194 SH DEFINED 1 44194 0 0 ACCELRYS INC COM COM 00430U103 270 35904 SH DEFINED 1 35904 0 0 ACCENTURE LTD BERMUDA CL A CL A G1150G111 30358 842583 SH DEFINED 1 842583 0 0 ACCENTURE LTD BERMUDA CL A CL A G1150G111 1351 37508 SH DEFINED 1 2 37508 0 0 ACCESS INTEGRATED TECH INC CL A 004329108 145 32445 SH DEFINED 1 32445 0 0 ACCO BRANDS CORP COM 00081T108 1259 78510 SH DEFINED 1 78510 0 0 ACCURAY INC COM 004397105 862 56605 SH DEFINED 1 56605 0 0 ACCURIDE CORP COM 004398103 202 25736 SH DEFINED 1 25736 0 0 ACCURIDE CORP COM 004398103 299 38073 SH DEFINED 1 2 38073 0 0 ACE LTD ORD ORD G0070K103 90830 1470219 SH DEFINED 1 1470219 0 0 ACE LTD ORD ORD G0070K103 2385 38600 SH DEFINED 1 2 38600 0 0 ACETO CORP COM COM 004446100 222 27801 SH DEFINED 1 27801 0 0 ACF 0 3/4 09/15/11 NOTE 0.750% 9/1 03060RAP6 6542 9500000 PRN DEFINED 1 2 9500000 0 0 ACF 1 3/4 11/15/23 NOTE 1.750%11/1 03060RAM3 7832 8250000 PRN DEFINED 1 2 8250000 0 0 ACI WORLDWIDE INC COM 004498101 954 50094 SH DEFINED 1 50094 0 0 ACME COMMUNICATION INC COM COM 004631107 41 15115 SH DEFINED 1 15115 0 0 ACME PACKET INC COM 004764106 666 52881 SH DEFINED 1 52881 0 0 ACORDA THERAPEUTICS INC-REDH COM 00484M106 1170 53262 SH DEFINED 1 53262 0 0 ACTEL CORP COM COM 004934105 516 37745 SH DEFINED 1 37745 0 0 ACTIVE POWER INC COM COM 00504W100 130 59096 SH DEFINED 1 59096 0 0 ACTIVIDENTITY CORP COM 00506P103 344 88724 SH DEFINED 1 88724 0 0 ACTIVISION INC NEW COM NEW COM NEW 004930202 12858 432943 SH DEFINED 1 432943 0 0 ACTUANT CORP CL A NEW CL A NEW 00508X203 2762 81202 SH DEFINED 1 81202 0 0 ACTUATE CORP COM COM 00508B102 1048 134821 SH DEFINED 1 134821 0 0 ACTUATE CORP COM COM 00508B102 94 12100 SH DEFINED 1 2 12100 0 0 ACUITY BRANDS INC COM COM 00508Y102 2905 64551 SH DEFINED 1 64551 0 0 ACUITY BRANDS INC COM COM 00508Y102 54 1200 SH DEFINED 1 2 1200 0 0 ACXIOM CORP COM COM 005125109 1231 104905 SH DEFINED 1 104905 0 0 ADAMS RESOURCES & ENERGY INC COM NEW 006351308 309 12021 SH DEFINED 1 12021 0 0 ADAMS RESPIRATORY THERA INC COM 00635P107 3069 51377 SH DEFINED 1 51377 0 0 ADAPTEC INC COM COM 00651F108 814 240731 SH DEFINED 1 240731 0 0 ADMINISTAFF INC COM COM 007094105 1090 38544 SH DEFINED 1 38544 0 0 ADOBE SYS INC COM COM 00724F101 108251 2533364 SH DEFINED 1 2533364 0 0 ADOBE SYS INC COM COM 00724F101 1692 39600 SH DEFINED 1 2 39600 0 0 ADOLOR CORP COM COM 00724X102 474 103105 SH DEFINED 1 103105 0 0 ADTRAN INC COM COM 00738A106 1777 83126 SH DEFINED 1 83126 0 0 ADVANCE AMERICA CASH ADVANCE COM 00739W107 891 87709 SH DEFINED 1 87709 0 0 ADVANCED ANALOGIC TECHNOLOGIES COM 00752J108 909 80577 SH DEFINED 1 80577 0 0 ADVANCED AUTO PARTS INC COM COM 00751Y106 5374 141453 SH DEFINED 1 141453 0 0 ADVANCED BATTERY TECH INC COM 00752H102 142 30270 SH DEFINED 1 30270 0 0 ADVANCED ENERGY INDS COM COM 007973100 848 64819 SH DEFINED 1 64819 0 0 ADVANCED ENVIRONML RCL TECHS I CL A 007947104 8 11364 SH DEFINED 1 11364 0 0 ADVANCED MEDICAL OPTICS COM 00763M108 1966 80154 SH DEFINED 1 80154 0 0 ADVANCED MEDICAL OPTICS COM 00763M108 2455 100085 SH DEFINED 1 2 100085 0 0 ADVANCED MICRO DEVICES INC COM COM 007903107 19334 2577844 SH DEFINED 1 2577844 0 0 ADVANCED MICRO DEVICES INC COM COM 007903107 202 27000 SH DEFINED 1 2 27000 0 0 ADVANCED PHOTONIX INC CL A CL A 00754E107 31 16420 SH DEFINED 1 16420 0 0 ADVANTA CORP-CL B CL B 007942204 496 61505 SH DEFINED 1 61505 0 0 ADVENT SOFTWARE INC COM COM 007974108 1945 35948 SH DEFINED 1 35948 0 0 ADVENTRX PHARMACEUTICALS INC COM 00764X103 21 46743 SH DEFINED 1 46743 0 0 ADVISORY BRD CO COM COM 00762W107 2097 32666 SH DEFINED 1 32666 0 0 ADVOCAT INC COM 007586100 156 14148 SH DEFINED 1 14148 0 0 AECOM TECHNOLOGY CORP -REDH COM 00766T100 2945 103064 SH DEFINED 1 103064 0 0 AEL 5 1/4 12/06/24 NOTE 5.250%12/0 025676AE7 7028 7500000 PRN DEFINED 1 2 7500000 0 0 AEP INDS INC COM COM 001031103 470 14686 SH DEFINED 1 14686 0 0 AEROPOSTALE COM COM 007865108 3292 124233 SH DEFINED 1 124233 0 0 AEROPOSTALE COM COM 007865108 138 5200 SH DEFINED 1 2 5200 0 0 AEROVIRONMENT INC COM 008073108 486 20101 SH DEFINED 1 20101 0 0 AES CORP COM COM 00130H105 74621 3488612 SH DEFINED 1 3488612 0 0 AES CORP COM COM 00130H105 86 4000 SH DEFINED 1 2 4000 0 0 AETNA INC NEW COM COM 00817Y108 130154 2254529 SH DEFINED 1 2254529 0 0 AETNA INC NEW COM COM 00817Y108 237 4100 SH DEFINED 1 2 4100 0 0 AFC ENTERPRISES INC COM COM 00104Q107 576 50898 SH DEFINED 1 50898 0 0 AFFILIATED COMPUTER SERVICE CL CL A 008190100 19616 434949 SH DEFINED 1 434949 0 0 AFFILIATED MANAGERS GROUP COM COM 008252108 4944 42092 SH DEFINED 1 42092 0 0 AFFILIATED MANAGERS GROUP COM COM 008252108 12 100 SH DEFINED 1 2 100 0 0 AFFIRMATIVE INSURANCE HOLDINGS COM 008272106 131 12654 SH DEFINED 1 12654 0 0 AFFYMAX INC COM 00826A109 211 9445 SH DEFINED 1 9445 0 0 AFFYMETRIX INC COM COM 00826T108 2444 105598 SH DEFINED 1 105598 0 0 AFLAC INC COM COM 001055102 134083 2140878 SH DEFINED 1 2140878 0 0 AFTERMARKET TECHNOLOGY CORP CO COM 008318107 1201 44069 SH DEFINED 1 44069 0 0 AFTERMARKET TECHNOLOGY CORP CO COM 008318107 1235 45292 SH DEFINED 1 2 45292 0 0 AGCO CORP COM COM 001084102 10803 158918 SH DEFINED 1 158918 0 0 AGILENT TECHNOLOGIES INC COM COM 00846U101 61558 1675510 SH DEFINED 1 1675510 0 0 AGILENT TECHNOLOGIES INC COM COM 00846U101 504 13722 SH DEFINED 1 2 13722 0 0 AGILYSYS INC COM 00847J105 940 62198 SH DEFINED 1 62198 0 0 AGL RES INC COM COM 001204106 4339 115264 SH DEFINED 1 115264 0 0 AGL RES INC COM COM 001204106 139 3700 SH DEFINED 1 2 3700 0 0 AGN 1.5 04/01/26 NOTE 1.500% 4/0 018490AL6 11727 10000000 PRN DEFINED 1 2 10000000 0 0 AGREE REALTY CORP COM 008492100 603 20024 SH DEFINED 1 20024 0 0 AGRIUM INC COM COM 008916108 2358 32682 SH DEFINED 1 32682 0 0 AIR METHODS CORP COM PAR $.06 COM PAR $.06 009128307 1326 26697 SH DEFINED 1 26697 0 0 AIR PRODS & CHEMS INC COM COM 009158106 91400 926691 SH DEFINED 1 926691 0 0 AIRCASTLE LTD COM G0129K104 1770 67216 SH DEFINED 1 67216 0 0 AIRGAS INC COM COM 009363102 5239 100533 SH DEFINED 1 100533 0 0 AIRSPAN NETWORKS INC COM 00950H102 104 59005 SH DEFINED 1 59005 0 0 AIRTRAN HLDGS INC COM COM 00949P108 1031 143934 SH DEFINED 1 143934 0 0 AK STL HLDG CORP COM COM 001547108 7674 165955 SH DEFINED 1 165955 0 0 AK STL HLDG CORP COM COM 001547108 633 13700 SH DEFINED 1 2 13700 0 0 AKAMAI TECHNOLOGIES INC COM COM 00971T101 25317 731697 SH DEFINED 1 731697 0 0 AKORN INC COM COM 009728106 685 93354 SH DEFINED 1 93354 0 0 ALABAMA NATL BANCORP DELA COM COM 010317105 2607 33504 SH DEFINED 1 33504 0 0 ALASKA AIR GROUP INC COM COM 011659109 1381 55204 SH DEFINED 1 55204 0 0 ALASKA COMMUNICATIONS SYS G CO COM 01167P101 1715 114321 SH DEFINED 1 114321 0 0 ALBANY INTL CORP CL A CL A 012348108 1550 41777 SH DEFINED 1 41777 0 0 ALBANY MOLECULAR RESH INC COM COM 012423109 857 59569 SH DEFINED 1 59569 0 0 ALBEMARLE CORP COM COM 012653101 4514 109442 SH DEFINED 1 109442 0 0 ALBERTO CULVER CO CL B CONV COM 013078100 3135 127737 SH DEFINED 1 127737 0 0 ALCOA INC COM COM 013817101 161333 4414026 SH DEFINED 1 4414026 0 0 ALCOA INC COM COM 013817101 274 7500 SH DEFINED 1 2 7500 0 0 ALESCO FINANCIAL INC COM 014485106 396 120626 SH DEFINED 1 120626 0 0 ALEXANDER & BALDWIN INC COM COM 014482103 3050 59047 SH DEFINED 1 59047 0 0 ALEXANDERS INC COM COM 014752109 1172 3318 SH DEFINED 1 3318 0 0 ALEXANDRIA REAL ESTATE EQ I CO COM 015271109 4474 44004 SH DEFINED 1 44004 0 0 ALEXION PHARMACEUTICALS INC CO COM 015351109 4401 58663 SH DEFINED 1 58663 0 0 ALEXZA PHARMACEUTICALS INC COM 015384100 369 45578 SH DEFINED 1 45578 0 0 ALFA CORP COM COM 015385107 1199 55328 SH DEFINED 1 55328 0 0 ALFACELL CORP COM COM 015404106 113 65656 SH DEFINED 1 65656 0 0 ALIGN TECHNOLOGY INC COM COM 016255101 1583 94907 SH DEFINED 1 94907 0 0 ALKERMES INC COM COM 01642T108 2478 158946 SH DEFINED 1 158946 0 0 ALLEGHANY CORP DEL COM COM 017175100 2919 7262 SH DEFINED 1 7262 0 0 ALLEGHENY ENERGY INC COM COM 017361106 45795 719941 SH DEFINED 1 719941 0 0 ALLEGHENY ENERGY INC COM COM 017361106 178 2800 SH DEFINED 1 2 2800 0 0 ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 45749 529497 SH DEFINED 1 529497 0 0 ALLEGIANT TRAVEL CO COM 01748X102 1089 33888 SH DEFINED 1 33888 0 0 ALLERGAN INC COM COM 018490102 85355 1328685 SH DEFINED 1 1328685 0 0 ALLETE INC COM COM NEW 018522300 1565 39551 SH DEFINED 1 39551 0 0 ALLIANCE DATA SYSTEMS CORP COM COM 018581108 8324 110996 SH DEFINED 1 110996 0 0 ALLIANCE FIBER OPTIC PRODS COM COM 018680108 52 25899 SH DEFINED 1 25899 0 0 ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 413 17419 SH DEFINED 1 17419 0 0 ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 472 19875 SH DEFINED 1 2 19875 0 0 ALLIANCE IMAGING INC COM NEW COM NEW 018606202 349 36283 SH DEFINED 1 36283 0 0 ALLIANCE IMAGING INC COM NEW COM NEW 018606202 47 4900 SH DEFINED 1 2 4900 0 0 ALLIANCE ONE INTERNATIONAL INC COM 018772103 636 156185 SH DEFINED 1 156185 0 0 ALLIANCE ONE INTERNATIONAL INC COM 018772103 56 13689 SH DEFINED 1 2 13689 0 0 ALLIANCE RES PARTNER L P UT LT UT LTD PART 01877R108 1380 38060 SH DEFINED 1 38060 0 0 ALLIANCE RES PARTNER L P UT LT UT LTD PART 01877R108 216 5960 SH DEFINED 1 2 5960 0 0 ALLIANCEBERNSTEIN HLDG LP UNIT LTD PARTN 01881G106 2839 37723 SH DEFINED 1 37723 0 0 ALLIANT ENERGY CORP COM COM 018802108 6867 168766 SH DEFINED 1 168766 0 0 ALLIANT TECHSYSTEMS INC COM COM 018804104 5438 47799 SH DEFINED 1 47799 0 0 ALLIED HEALTHCARE INTL INC COM 01923A109 62 25582 SH DEFINED 1 25582 0 0 ALLIED NEVADA GOLD CORP COM 019344100 163 26145 SH DEFINED 1 26145 0 0 ALLIED WASTE INDS INC COM PAR$ COM PAR$.01NEW 019589308 16921 1535484 SH DEFINED 1 1535484 0 0 ALLIED WASTE INDS INC COM PAR$ COM PAR$.01NEW 019589308 4 400 SH DEFINED 1 2 400 0 0 ALLIED WORLD ASSNC HDGS-REDH SHS G0219G203 2221 44265 SH DEFINED 1 44265 0 0 ALLION HEALTHCARE INC COM 019615103 57 10461 SH DEFINED 1 10461 0 0 ALLIS-CHALMERS ENERGY INC COM PAR $.01NW 019645506 746 50578 SH DEFINED 1 50578 0 0 ALLOS THERAPEUTICS INC COM COM 019777101 367 58418 SH DEFINED 1 58418 0 0 ALLOY INC COM NEW COM 019855303 111 11817 SH DEFINED 1 11817 0 0 ALLSCRIPTS HEALTHCARE SOLUT CO COM 01988P108 1775 91412 SH DEFINED 1 91412 0 0 ALLSTATE CORP COM COM 020002101 154828 2964352 SH DEFINED 1 2964352 0 0 ALLSTATE CORP COM COM 020002101 151 2900 SH DEFINED 1 2 2900 0 0 ALNYLAM PHARMACEUTICALS INC CO COM 02043Q107 1582 54415 SH DEFINED 1 54415 0 0 ALON USA ENERGY INC COM 020520102 1033 38018 SH DEFINED 1 38018 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 3581 110267 SH DEFINED 1 110267 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 42 1300 SH DEFINED 1 2 1300 0 0 ALPHARMA INC CL A CL A 020813101 1230 61057 SH DEFINED 1 61057 0 0 ALPHATEC HOLDINGS INC -REDH COM 02081G102 90 17952 SH DEFINED 1 17952 0 0 ALTAIR NANOTECHNOLOGIES INC COM 021373105 408 96405 SH DEFINED 1 96405 0 0 ALTERA CORP COM COM 021441100 28785 1489923 SH DEFINED 1 1489923 0 0 ALTERA CORP COM COM 021441100 782 40500 SH DEFINED 1 2 40500 0 0 ALTRA HLDGS INC COM 02208R106 920 55300 SH DEFINED 1 55300 0 0 ALTRIA GROUP INC COM 02209S103 836696 11070340 SH DEFINED 1 11070340 0 0 ALTRIA GROUP INC COM 02209S103 688 9100 SH DEFINED 1 2 9100 0 0 ALTUS PHARMACEUTICALS INC COM 02216N105 137 26412 SH DEFINED 1 26412 0 0 AMAG PHARMACEUTICALS INC COM 00163U106 1601 26625 SH DEFINED 1 26625 0 0 AMAZON COM INC COM COM 023135106 127321 1374361 SH DEFINED 1 1374361 0 0 AMAZON COM INC COM COM 023135106 371 4000 SH DEFINED 1 2 4000 0 0 AMB PROPERTY CORP COM COM 00163T109 8080 140380 SH DEFINED 1 140380 0 0 AMBAC FINL GROUP INC COM COM 023139108 11250 436567 SH DEFINED 1 436567 0 0 AMBASSADORS GROUP INC COM COM 023177108 562 30674 SH DEFINED 1 30674 0 0 AMCOL INTL CORP COM COM 02341W103 1534 42570 SH DEFINED 1 42570 0 0 AMCOMP INC -REDH COM 02342J101 116 12400 SH DEFINED 1 12400 0 0 AMCORE FINL INC COM COM 023912108 791 34828 SH DEFINED 1 34828 0 0 AMD 5.75 08/15/12 NOTE 5.750% 8/1 007903AN7 2013 2500000 PRN DEFINED 1 2 2500000 0 0 AMD 6 05/01/15 NOTE 6.000% 5/0 007903AL1 3556 5000000 PRN DEFINED 1 2 5000000 0 0 AMEDISYS INC COM COM 023436108 1724 35533 SH DEFINED 1 35533 0 0 AMERCO COM COM 023586100 942 14338 SH DEFINED 1 14338 0 0 AMEREN CORP COM COM 023608102 48598 896474 SH DEFINED 1 896474 0 0 AMERICA SERVICE GROUP INC COM 02364L109 150 20451 SH DEFINED 1 20451 0 0 AMERICAN AXLE & MFG HLDGS I CO COM 024061103 1208 64894 SH DEFINED 1 64894 0 0 AMERICAN BANCORP OF NEW JERSEY COM 02407E104 217 21385 SH DEFINED 1 21385 0 0 AMERICAN CAMPUS COMMUNITIES COM 024835100 1180 43953 SH DEFINED 1 43953 0 0 AMERICAN CAPITAL STRATEGIES CO COM 024937104 24690 749092 SH DEFINED 1 749092 0 0 AMERICAN COMMERCIAL LINES COM NEW 025195207 1113 68515 SH DEFINED 1 68515 0 0 AMERICAN DENTAL PARTNERS INC COM 025353103 195 19473 SH DEFINED 1 19473 0 0 AMERICAN DENTAL PARTNERS INC COM 025353103 1 100 SH DEFINED 1 2 100 0 0 AMERICAN EAGLE OUTFITTERS N CO COM 02553E106 5604 269810 SH DEFINED 1 269810 0 0 AMERICAN ECOLOGY CORP COM NEW 025533407 668 28457 SH DEFINED 1 28457 0 0 AMERICAN ELEC PWR INC COM COM 025537101 97885 2102340 SH DEFINED 1 2102340 0 0 AMERICAN EQUITY INVT LIFE HL COM 025676206 848 102329 SH DEFINED 1 102329 0 0 AMERICAN EXPRESS CO COM COM 025816109 317007 6093942 SH DEFINED 1 6093942 0 0 AMERICAN EXPRESS CO COM COM 025816109 728 14000 SH DEFINED 1 2 14000 0 0 AMERICAN FINANCIAL REALTY TR COM 02607P305 1771 220883 SH DEFINED 1 220883 0 0 AMERICAN FINL GROUP INC OHI CO COM 025932104 2724 94332 SH DEFINED 1 94332 0 0 AMERICAN GREETINGS CORP CL A CL A 026375105 1497 73736 SH DEFINED 1 73736 0 0 AMERICAN INTL GROUP INC COM COM 026874107 766355 13145025 SH DEFINED 1 13145025 0 0 AMERICAN MED SYS HLDGS INC COM COM 02744M108 1478 102243 SH DEFINED 1 102243 0 0 AMERICAN NATL INS CO COM COM 028591105 2396 19761 SH DEFINED 1 19761 0 0 AMERICAN OIL & GAS INC COM 028723104 256 44073 SH DEFINED 1 44073 0 0 AMERICAN PHYSICIANS CAPITAL CO COM 028884104 924 22282 SH DEFINED 1 22282 0 0 AMERICAN PUBLIC EDUCATION COM 02913V103 219 5233 SH DEFINED 1 5233 0 0 AMERICAN RAILCAR INDUSTRIES COM 02916P103 441 22932 SH DEFINED 1 22932 0 0 AMERICAN REAL ESTATE PARTNR DE DEPOSITRY UNIT 451100101 1187 9151 SH DEFINED 1 9151 0 0 AMERICAN REPROGRAPHICS COM 029263100 863 52355 SH DEFINED 1 52355 0 0 AMERICAN SCIENCE & ENGR INC CO COM 029429107 850 14977 SH DEFINED 1 14977 0 0 AMERICAN SOFTWARE INC CL A CL A 029683109 244 28710 SH DEFINED 1 28710 0 0 AMERICAN STS WTR CO COM COM 029899101 1161 30820 SH DEFINED 1 30820 0 0 AMERICAN SUPERCONDUCTOR COR CO COM 030111108 2272 83099 SH DEFINED 1 83099 0 0 AMERICAN TOWER CORP CL A CL A 029912201 74699 1753493 SH DEFINED 1 1753493 0 0 AMERICAN TOWER CORP CL A CL A 029912201 379 8900 SH DEFINED 1 2 8900 0 0 AMERICAN VANGUARD CORP COM COM 030371108 586 33780 SH DEFINED 1 33780 0 0 AMERICAN WOODMARK CORP COM COM 030506109 364 20003 SH DEFINED 1 20003 0 0 AMERICANWEST BANCORPORATION CO COM 03058P109 432 24506 SH DEFINED 1 24506 0 0 AMERICAS CAR MART INC COM COM 03062T105 181 14449 SH DEFINED 1 14449 0 0 AMERICREDIT CORP COM COM 03060R101 2042 159686 SH DEFINED 1 159686 0 0 AMERIGAS PARTNERS L P UNIT L P UNIT L P INT 030975106 1535 42591 SH DEFINED 1 42591 0 0 AMERIGON INCORPORATED COM 03070L300 953 45075 SH DEFINED 1 45075 0 0 AMERIGON INCORPORATED COM 03070L300 74 3500 SH DEFINED 1 2 3500 0 0 AMERIGROUP CORP COM COM 03073T102 2690 73802 SH DEFINED 1 73802 0 0 AMERIGROUP CORP COM COM 03073T102 29 800 SH DEFINED 1 2 800 0 0 AMERIPRISE FINANCIAL INC COM 03076C106 55168 1001045 SH DEFINED 1 1001045 0 0 AMERIPRISE FINANCIAL INC COM 03076C106 342 6200 SH DEFINED 1 2 6200 0 0 AMERIS BANCORP COM COM 03076K108 418 24794 SH DEFINED 1 24794 0 0 AMERISAFE INC COM 03071H100 692 44612 SH DEFINED 1 44612 0 0 AMERISAFE INC COM 03071H100 569 36700 SH DEFINED 1 2 36700 0 0 AMERISOURCEBERGEN CORP COM COM 03073E105 32701 728798 SH DEFINED 1 728798 0 0 AMERISOURCEBERGEN CORP COM COM 03073E105 112 2500 SH DEFINED 1 2 2500 0 0 AMERISTAR CASINOS INC COM COM 03070Q101 999 36275 SH DEFINED 1 36275 0 0 AMERITYRE CORP COM 03073V107 45 31415 SH DEFINED 1 31415 0 0 AMERON INTL INC COM COM 030710107 1364 14802 SH DEFINED 1 14802 0 0 AMES NATIONAL CORP COM 031001100 290 15255 SH DEFINED 1 15255 0 0 AMETEK INC NEW COM COM 031100100 7178 153237 SH DEFINED 1 153237 0 0 AMGEN INC COM COM 031162100 269024 5792945 SH DEFINED 1 5792945 0 0 AMGEN INC COM COM 031162100 901 19400 SH DEFINED 1 2 19400 0 0 AMICAS INC COM 001712108 121 45374 SH DEFINED 1 45374 0 0 AMICUS THERAPEUTICS INC-REDH COM 03152W109 127 11829 SH DEFINED 1 11829 0 0 AMIS HOLDINGS INC COM 031538101 1185 118221 SH DEFINED 1 118221 0 0 AMKOR TECHNOLOGY INC COM COM 031652100 1663 194905 SH DEFINED 1 194905 0 0 AMKOR TECHNOLOGY INC COM COM 031652100 9 1100 SH DEFINED 1 2 1100 0 0 AMKR 2 1/2 05/15/11 NOTE 2.500% 5/1 031652AX8 6886 7500000 PRN DEFINED 1 2 7500000 0 0 AMN HEALTHCARE SERVICES INC CO COM 001744101 1111 64685 SH DEFINED 1 64685 0 0 AMPCO-PITTSBURGH CORP COM COM 032037103 536 14057 SH DEFINED 1 14057 0 0 AMPHENOL CORP NEW CL A CL A 032095101 11523 248508 SH DEFINED 1 248508 0 0 AMR CORP COM COM 001765106 4529 322793 SH DEFINED 1 322793 0 0 AMR CORP COM COM 001765106 140 10000 SH DEFINED 1 2 10000 0 0 AMSURG CORP COM COM 03232P405 1336 49375 SH DEFINED 1 49375 0 0 AMTRUST FINANCIAL SVCS -REDH COM 032359309 674 48960 SH DEFINED 1 48960 0 0 AMYLIN PHARMACEUTICALS INC COM COM 032346108 7669 207283 SH DEFINED 1 207283 0 0 ANADARKO PETE CORP COM COM 032511107 132057 2010310 SH DEFINED 1 2010310 0 0 ANADIGICS INC COM COM 032515108 1238 106999 SH DEFINED 1 106999 0 0 ANADYS PHARMACEUTICALS INC COM 03252Q408 34 20978 SH DEFINED 1 20978 0 0 ANALOG DEVICES INC COM COM 032654105 41765 1317493 SH DEFINED 1 1317493 0 0 ANALOG DEVICES INC COM COM 032654105 1290 40700 SH DEFINED 1 2 40700 0 0 ANALOGIC CORP COM PAR $0.05 COM PAR $0.05 032657207 1498 22115 SH DEFINED 1 22115 0 0 ANAREN INC COM 032744104 484 29365 SH DEFINED 1 29365 0 0 ANCHOR BANCORP WIS INC COM COM 032839102 1216 51697 SH DEFINED 1 51697 0 0 ANDERSONS INC COM COM 034164103 1670 37284 SH DEFINED 1 37284 0 0 ANGELICA CORP COM COM 034663104 255 13352 SH DEFINED 1 13352 0 0 ANGIODYNAMICS INC COM COM 03475V101 535 28086 SH DEFINED 1 28086 0 0 ANGLO AMERICAN PLC-UNSP ADR ADR NEW 03485P201 280 9229 SH DEFINED 1 9229 0 0 ANHEUSER BUSCH COS INC COM COM 035229103 201903 3857519 SH DEFINED 1 3857519 0 0 ANHEUSER BUSCH COS INC COM COM 035229103 670 12800 SH DEFINED 1 2 12800 0 0 ANIKA THERAPEUTICS INC COM COM 035255108 207 14263 SH DEFINED 1 14263 0 0 ANIMAL HEALTH INTL INC COM 03525N109 513 41696 SH DEFINED 1 41696 0 0 ANIXTER INTL INC COM COM 035290105 2762 44350 SH DEFINED 1 44350 0 0 ANNALY MTG MGMT INC COM COM 035710409 11542 634850 SH DEFINED 1 634850 0 0 ANNALY MTG MGMT INC COM COM 035710409 1887 103800 SH DEFINED 1 2 103800 0 0 ANNTAYLOR STORES CORP COM COM 036115103 2455 96067 SH DEFINED 1 96067 0 0 ANNTAYLOR STORES CORP COM COM 036115103 820 32067 SH DEFINED 1 2 32067 0 0 ANSOFT CORP COM COM 036384105 839 32451 SH DEFINED 1 32451 0 0 ANSOFT CORP COM COM 036384105 28 1100 SH DEFINED 1 2 1100 0 0 ANSYS INC COM COM 03662Q105 4857 117147 SH DEFINED 1 117147 0 0 ANTHRACITE CAP INC COM COM 037023108 674 93153 SH DEFINED 1 93153 0 0 ANTIGENICS INC DEL COM COM 037032109 57 28099 SH DEFINED 1 28099 0 0 ANWORTH MORTGAGE ASSET CP COM COM 037347101 459 55553 SH DEFINED 1 55553 0 0 ANWORTH MORTGAGE ASSET CP COM COM 037347101 274 33200 SH DEFINED 1 2 33200 0 0 AON CORP COM COM 037389103 59528 1248220 SH DEFINED 1 1248220 0 0 AON CORP COM COM 037389103 129 2700 SH DEFINED 1 2 2700 0 0 APAC CUSTOMER SERVICES INC COM COM 00185E106 23 20091 SH DEFINED 1 20091 0 0 APACHE CORP COM COM 037411105 153676 1429012 SH DEFINED 1 1429012 0 0 APARTMENT INVT & MGMT CO CL A CL A 03748R101 14405 414780 SH DEFINED 1 414780 0 0 APCO ARGENTINA INC CAYMAN I OR ORD 037489101 359 13040 SH DEFINED 1 13040 0 0 APOGEE ENTERPRISES INC COM COM 037598109 745 43517 SH DEFINED 1 43517 0 0 APOGEE ENTERPRISES INC COM COM 037598109 856 50000 SH DEFINED 1 2 50000 0 0 APOLLO GROUP INC CL A CL A 037604105 45129 643320 SH DEFINED 1 643320 0 0 APOLLO GROUP INC CL A CL A 037604105 2055 29300 SH DEFINED 1 2 29300 0 0 APOLLO INVESTMENT CORP COM 03761U106 1622 95132 SH DEFINED 1 95132 0 0 APP PHARMACEUTICALS INC COM 00202H108 458 44628 SH DEFINED 1 44628 0 0 APPLE COMPUTER INC COM COM 037833100 928814 4689085 SH DEFINED 1 4689085 0 0 APPLERA CORP COM AP BIO GRP COM AP BIO GRP 038020103 24873 733286 SH DEFINED 1 733286 0 0 APPLERA CORP COM CE GEN GRP COM CELERA GRP 038020202 1970 124161 SH DEFINED 1 124161 0 0 APPLIED DIGITAL SOLUTIONS COM COM NEW 038188306 25 58900 SH DEFINED 1 58900 0 0 APPLIED INDL TECHNOLOGIES I CO COM 03820C105 1663 57316 SH DEFINED 1 57316 0 0 APPLIED MATLS INC COM COM 038222105 108194 6091989 SH DEFINED 1 6091989 0 0 APPLIED MATLS INC COM COM 038222105 531 29900 SH DEFINED 1 2 29900 0 0 APPLIED MICRO CIRCUITS CORP CO COM NEW 03822W406 979 112040 SH DEFINED 1 112040 0 0 APPLIED SIGNAL TECHNOLOGY I CO COM 038237103 466 34290 SH DEFINED 1 34290 0 0 APRIA HEALTHCARE GROUP INC COM COM 037933108 1495 69325 SH DEFINED 1 69325 0 0 APTARGROUP INC COM COM 038336103 3834 93719 SH DEFINED 1 93719 0 0 AQUA AMERICA INC COM 03836W103 4321 203825 SH DEFINED 1 203825 0 0 AQUILA INC COM COM 03840P102 2007 538079 SH DEFINED 1 538079 0 0 ARBINET-THEXCHANGE INC COM 03875P100 165 27341 SH DEFINED 1 27341 0 0 ARBITRON INC COM COM 03875Q108 1889 45449 SH DEFINED 1 45449 0 0 ARBOR REALTY TRUST INC COM 038923108 648 40229 SH DEFINED 1 40229 0 0 ARCADIA RESOURCES INC COM 039209101 82 80061 SH DEFINED 1 80061 0 0 ARCH CAPITAL GROUP LTD ORD G0450A105 8445 120041 SH DEFINED 1 120041 0 0 ARCH CAPITAL GROUP LTD ORD G0450A105 2596 36900 SH DEFINED 1 2 36900 0 0 ARCH CHEMICALS INC COM COM 03937R102 1759 47867 SH DEFINED 1 47867 0 0 ARCH COAL INC COM COM 039380100 9096 202442 SH DEFINED 1 202442 0 0 ARCHER DANIELS MIDLAND CO COM COM 039483102 134801 2903312 SH DEFINED 1 2903312 0 0 ARCTIC CAT INC COM COM 039670104 306 25658 SH DEFINED 1 25658 0 0 ARCTIC CAT INC COM COM 039670104 7 600 SH DEFINED 1 2 600 0 0 ARENA PHARMACEUTICALS INC COM COM 040047102 832 106211 SH DEFINED 1 106211 0 0 ARENA RESOURCES INC COM 040049108 1781 42698 SH DEFINED 1 42698 0 0 ARGO GROUP INTERNATIONAL COM G0464B107 1993 47297 SH DEFINED 1 47297 0 0 ARGON ST INC COM 040149106 516 27781 SH DEFINED 1 27781 0 0 ARIAD PHARMACEUTICALS INC COM COM 04033A100 842 198122 SH DEFINED 1 198122 0 0 ARIBA INC COM COM NEW 04033V203 1579 141636 SH DEFINED 1 141636 0 0 ARK RESTAURANTS CORP COM COM 040712101 211 5734 SH DEFINED 1 5734 0 0 ARKANSAS BEST CORP DEL COM COM 040790107 829 37767 SH DEFINED 1 37767 0 0 ARKANSAS BEST CORP DEL COM COM 040790107 7 300 SH DEFINED 1 2 300 0 0 ARLINGTON TANKERS LTD COM G04899103 1064 48100 SH DEFINED 1 48100 0 0 ARMSTRONG WORLD INDUSTRIE COM 04247X102 1238 30869 SH DEFINED 1 30869 0 0 ARQULE INC COM COM 04269E107 290 49914 SH DEFINED 1 49914 0 0 ARRAY BIOPHARMA INC COM COM 04269X105 669 79467 SH DEFINED 1 79467 0 0 ARRIS GROUP INC COM COM 04269Q100 2395 239940 SH DEFINED 1 239940 0 0 ARROW ELECTRS INC COM COM 042735100 6706 170723 SH DEFINED 1 170723 0 0 ARROW ELECTRS INC COM COM 042735100 4 100 SH DEFINED 1 2 100 0 0 ARROWHEAD RESEARCH CORP COM 042797100 100 26518 SH DEFINED 1 26518 0 0 ART TECHNOLOGY GROUP INC COM COM 04289L107 915 211772 SH DEFINED 1 211772 0 0 ARTHROCARE CORP COM COM 043136100 1922 39993 SH DEFINED 1 39993 0 0 ARUBA NETWORKS INC COM 043176106 766 51344 SH DEFINED 1 51344 0 0 ARVINMERITOR INC COM COM 043353101 1358 115785 SH DEFINED 1 115785 0 0 ASBURY AUTOMOTIVE GROUP INC CO COM 043436104 804 53412 SH DEFINED 1 53412 0 0 ASCENT SOLAR TECH INC -REDH COM 043635101 585 23512 SH DEFINED 1 23512 0 0 ASHFORD HOSPITALITY TRUST COM SHS 044103109 1450 201705 SH DEFINED 1 201705 0 0 ASHLAND INC COM COM 044209104 11310 238451 SH DEFINED 1 238451 0 0 ASML HLDG NV N Y SHS NY REG SHS N07059186 315 10079 SH DEFINED 1 10079 0 0 ASPECT MED SYS INC COM COM 045235108 433 30910 SH DEFINED 1 30910 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 3317 115024 SH DEFINED 1 115024 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 141 4900 SH DEFINED 1 2 4900 0 0 ASPEN TECHNOLOGY INC COM COM 045327103 1890 116520 SH DEFINED 1 116520 0 0 ASPEN TECHNOLOGY INC COM COM 045327103 44 2700 SH DEFINED 1 2 2700 0 0 ASSET ACCEPTANCE CAPITAL COM 04543P100 284 27305 SH DEFINED 1 27305 0 0 ASSISTED LIVING CONCEPTS CL A CL A 04544X102 814 108532 SH DEFINED 1 108532 0 0 ASSOCIATED BANC CORP COM COM 045487105 4735 174791 SH DEFINED 1 174791 0 0 ASSOCIATED ESTATES RLTY COR CO COM 045604105 292 30958 SH DEFINED 1 30958 0 0 ASSURANT INC COM 04621X108 27462 410498 SH DEFINED 1 410498 0 0 ASSURANT INC COM 04621X108 876 13100 SH DEFINED 1 2 13100 0 0 ASSURED GUARANTY LTD COM G0585R106 1953 73571 SH DEFINED 1 73571 0 0 ASTA FUNDING INC COM 046220109 465 17582 SH DEFINED 1 17582 0 0 ASTEC INDS INC COM COM 046224101 928 24956 SH DEFINED 1 24956 0 0 ASTORIA FINL CORP COM COM 046265104 2638 113365 SH DEFINED 1 113365 0 0 ASTRONICS CORP COM COM 046433108 500 11767 SH DEFINED 1 11767 0 0 ASYST TECHNOLOGY CORP COM COM 04648X107 152 46473 SH DEFINED 1 46473 0 0 AT&T INC COM 00206R102 1327997 31953735 SH DEFINED 1 31953735 0 0 ATHENAHEALTH INC COM 04685W103 276 7669 SH DEFINED 1 7669 0 0 ATHEROGENICS INC COM COM 047439104 14 36616 SH DEFINED 1 36616 0 0 ATHEROS COMMUNICATIONS COM 04743P108 2581 84518 SH DEFINED 1 84518 0 0 ATLANTIC AMERN CORP COM COM 048209100 15 10820 SH DEFINED 1 10820 0 0 ATLANTIC TELE NETWORK INC COM COM NEW 049079205 361 10684 SH DEFINED 1 10684 0 0 ATLAS AIR WORLDWIDE HLDG INC COM NEW 049164205 1478 27264 SH DEFINED 1 27264 0 0 ATLAS AMERICA INC COM 049167109 2832 47859 SH DEFINED 1 47859 0 0 ATLAS ENERGY RESOURCES LLC COM 049303100 377 12138 SH DEFINED 1 12138 0 0 ATLAS PIPELINE PARTNERS L P UNIT L P INT 049392103 886 20674 SH DEFINED 1 20674 0 0 ATMEL CORP COM COM 049513104 2861 662318 SH DEFINED 1 662318 0 0 ATMI INC COM COM 00207R101 1793 55592 SH DEFINED 1 55592 0 0 ATMOS ENERGY CORP COM COM 049560105 3819 136203 SH DEFINED 1 136203 0 0 ATP OIL & GAS CORP COM COM 00208J108 2200 43533 SH DEFINED 1 43533 0 0 ATWOOD OCEANICS INC COM COM 050095108 3799 37903 SH DEFINED 1 37903 0 0 AUDIBLE INC COM COM NEW 05069A302 230 25839 SH DEFINED 1 25839 0 0 AUDIBLE INC COM COM NEW 05069A302 676 75800 SH DEFINED 1 2 75800 0 0 AUDIOVOX CORP CL A CL A 050757103 283 22813 SH DEFINED 1 22813 0 0 AURORA OIL & GAS CORP COM 052036100 106 68197 SH DEFINED 1 68197 0 0 AUTHENTEC INC COM 052660107 146 10053 SH DEFINED 1 10053 0 0 AUTHENTIDATE HLDG CORP COM COM 052666104 8 12820 SH DEFINED 1 12820 0 0 AUTOBYTEL INC COM COM 05275N106 160 58237 SH DEFINED 1 58237 0 0 AUTODESK INC COM COM 052769106 51010 1025128 SH DEFINED 1 1025128 0 0 AUTODESK INC COM COM 052769106 1612 32400 SH DEFINED 1 2 32400 0 0 AUTOLIV INC COM COM 052800109 126 2382 SH DEFINED 1 2382 0 0 AUTOLIV INC COM COM 052800109 1001 19000 SH DEFINED 1 2 19000 0 0 AUTOMATIC DATA PROCESSING I CO COM 053015103 101914 2288649 SH DEFINED 1 2288649 0 0 AUTONATION INC COM COM 05329W102 9350 597068 SH DEFINED 1 597068 0 0 AUTOZONE INC COM COM 053332102 23833 198755 SH DEFINED 1 198755 0 0 AUTOZONE INC COM COM 053332102 899 7500 SH DEFINED 1 2 7500 0 0 AUXILIUM PHARMACEUTICALS INC C COM 05334D107 1665 55519 SH DEFINED 1 55519 0 0 AVALON PHARMACEUTICALS INC COM 05346P106 70 22000 SH DEFINED 1 22000 0 0 AVALONBAY CMNTYS INC COM COM 053484101 32373 343886 SH DEFINED 1 343886 0 0 AVANEX CORP COM COM 05348W109 254 254222 SH DEFINED 1 254222 0 0 AVANIR PHARMACEUTICALS CL A. CL A NEW 05348P401 49 38965 SH DEFINED 1 38965 0 0 AVANT IMMUNOTHERAPEUTICS IN CO COM 053491106 14 29318 SH DEFINED 1 29318 0 0 AVATAR HLDGS INC COM COM 053494100 373 8930 SH DEFINED 1 8930 0 0 AVENTINE RENEWABLE ENERGY COM 05356X403 767 60136 SH DEFINED 1 60136 0 0 AVENTINE RENEWABLE ENERGY COM 05356X403 139 10900 SH DEFINED 1 2 10900 0 0 AVERY DENNISON CORP COM COM 053611109 24195 455306 SH DEFINED 1 455306 0 0 AVI BIOPHARMA INC COM COM 002346104 44 31551 SH DEFINED 1 31551 0 0 AVICI SYS INC COM COM NEW 05367L802 204 25687 SH DEFINED 1 25687 0 0 AVICI SYS INC COM COM NEW 05367L802 812 102400 SH DEFINED 1 2 102400 0 0 AVID TECHNOLOGY INC COM COM 05367P100 1702 60062 SH DEFINED 1 60062 0 0 AVIGEN INC COM COM 053690103 111 26230 SH DEFINED 1 26230 0 0 AVIS BUDGET GROUP INC COM 053774105 1876 144342 SH DEFINED 1 144342 0 0 AVISTA CORP COM COM 05379B107 1937 89929 SH DEFINED 1 89929 0 0 AVNET INC COM COM 053807103 7484 213999 SH DEFINED 1 213999 0 0 AVNET INC COM COM 053807103 1007 28800 SH DEFINED 1 2 28800 0 0 AVOCENT CORP COM COM 053893103 2042 87622 SH DEFINED 1 87622 0 0 AVON PRODS INC COM COM 054303102 88246 2232372 SH DEFINED 1 2232372 0 0 AVON PRODS INC COM COM 054303102 747 18900 SH DEFINED 1 2 18900 0 0 AVX CORP NEW COM COM 002444107 1151 85779 SH DEFINED 1 85779 0 0 AVX CORP NEW COM COM 002444107 39 2900 SH DEFINED 1 2 2900 0 0 AWARE INC MASS COM COM 05453N100 89 21178 SH DEFINED 1 21178 0 0 AXCAN PHARMA INC COM COM 054923107 92 4019 SH DEFINED 1 4019 0 0 AXCAN PHARMA INC COM COM 054923107 106 4600 SH DEFINED 1 2 4600 0 0 AXCELIS TECHNOLOGIES INC COM COM 054540109 616 133999 SH DEFINED 1 133999 0 0 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 7714 197936 SH DEFINED 1 197936 0 0 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1898 48700 SH DEFINED 1 2 48700 0 0 AXSYS TECHNOLOGIES INC COM COM 054615109 377 10290 SH DEFINED 1 10290 0 0 AXT INC COM COM 00246W103 91 14633 SH DEFINED 1 14633 0 0 AZZ INC COM COM 002474104 490 17296 SH DEFINED 1 17296 0 0 B H P BILLITON PLC-ADR SPONSORED ADR 05545E209 282 4600 SH DEFINED 1 2 4600 0 0 B S D MEDICAL CORP DE COM 055662100 67 13363 SH DEFINED 1 13363 0 0 B&G FOODS INC CL A 05508R106 213 20899 SH DEFINED 1 20899 0 0 BADGER METER INC COM 056525108 1195 26586 SH DEFINED 1 26586 0 0 BAIDU.COM ADR SPON ADR REP A 056752108 677 1735 SH DEFINED 1 1735 0 0 BAIDU.COM ADR SPON ADR REP A 056752108 1210 3100 SH DEFINED 1 2 3100 0 0 BAKER HUGHES INC COM COM 057224107 134150 1654129 SH DEFINED 1 1654129 0 0 BAKER HUGHES INC COM COM 057224107 1071 13200 SH DEFINED 1 2 13200 0 0 BAKER MICHAEL CORP COM COM 057149106 480 11690 SH DEFINED 1 11690 0 0 BALCHEM CORP COM COM 057665200 655 29282 SH DEFINED 1 29282 0 0 BALDOR ELEC CO COM COM 057741100 2019 59971 SH DEFINED 1 59971 0 0 BALDWIN & LYONS INC CL B CL B 057755209 417 15183 SH DEFINED 1 15183 0 0 BALL CORP COM COM 058498106 19916 442580 SH DEFINED 1 442580 0 0 BALL CORP COM COM 058498106 58 1300 SH DEFINED 1 2 1300 0 0 BALLARD PWR SYS INC COM COM 05858H104 53 10059 SH DEFINED 1 10059 0 0 BALLY TECHNOLOGIES INC COM 05874B107 3727 74965 SH DEFINED 1 74965 0 0 BANCFIRST CORP COM COM 05945F103 758 17686 SH DEFINED 1 17686 0 0 BANCO LATINOAMERICANO DE EX CL CL E P16994132 5 290 SH DEFINED 1 290 0 0 BANCO LATINOAMERICANO DE EX CL CL E P16994132 178 10900 SH DEFINED 1 2 10900 0 0 BANCORPSOUTH INC COM COM 059692103 2617 110833 SH DEFINED 1 110833 0 0 BANCTRUST FINANCIAL GP COM COM 05978R107 201 16589 SH DEFINED 1 16589 0 0 BANK MUTUAL CORP COM 063750103 986 93254 SH DEFINED 1 93254 0 0 BANK NEW YORK INC COM COM 064058100 291432 5976868 SH DEFINED 1 5976868 0 0 BANK OF AMERICA CORPORATION CO COM 060505104 967222 23442124 SH DEFINED 1 23442124 0 0 BANK OF AMERICA CORPORATION CO COM 060505104 314 7600 SH DEFINED 1 2 7600 0 0 BANK OF FLORIDA CORP COM 062128103 117 10186 SH DEFINED 1 10186 0 0 BANK OF GRANITE CORP COM COM 062401104 364 34416 SH DEFINED 1 34416 0 0 BANK OF HAWAII CORP COM 062540109 3172 62033 SH DEFINED 1 62033 0 0 BANK OF THE OZARKS INC COM COM 063904106 695 26543 SH DEFINED 1 26543 0 0 BANKATLANTIC BANCORP CL A CL A 065908501 248 60432 SH DEFINED 1 60432 0 0 BANKFINANCIAL CORP COM 06643P104 661 41790 SH DEFINED 1 41790 0 0 BANKRATE INC COM 06646V108 861 17913 SH DEFINED 1 17913 0 0 BANKUNITED FINL CORP CL A CL A 06652B103 444 64286 SH DEFINED 1 64286 0 0 BANNER CORP COM COM 06652V109 893 31098 SH DEFINED 1 31098 0 0 BARD C R INC COM COM 067383109 41772 440630 SH DEFINED 1 440630 0 0 BARE ESCENTUALS INC COM 067511105 1954 80596 SH DEFINED 1 80596 0 0 BARNES & NOBLE INC COM COM 067774109 2559 74289 SH DEFINED 1 74289 0 0 BARNES & NOBLE INC COM COM 067774109 258 7500 SH DEFINED 1 2 7500 0 0 BARNES GROUP INC COM COM 067806109 2309 69139 SH DEFINED 1 69139 0 0 BARR PHARMACEUTICALS INC COM COM 068306109 24910 469120 SH DEFINED 1 469120 0 0 BARRETT BUSINESS SERVICES I CO COM 068463108 197 10932 SH DEFINED 1 10932 0 0 BASIC ENERGY SRVCS INC COM 06985P100 1182 53867 SH DEFINED 1 53867 0 0 BASIN WATER INC COM 07011T306 189 22812 SH DEFINED 1 22812 0 0 BASSETT FURNITURE INDS INC COM COM 070203104 116 12404 SH DEFINED 1 12404 0 0 BAXTER INTL INC COM COM 071813109 197623 3404360 SH DEFINED 1 3404360 0 0 BAXTER INTL INC COM COM 071813109 1474 25400 SH DEFINED 1 2 25400 0 0 BB&T CORP COM COM 054937107 73279 2389268 SH DEFINED 1 2389268 0 0 BB&T CORP COM COM 054937107 95 3100 SH DEFINED 1 2 3100 0 0 BE AEROSPACE INC COM COM 073302101 7319 138363 SH DEFINED 1 138363 0 0 BEA SYS INC COM COM 073325102 9500 602031 SH DEFINED 1 602031 0 0 BEACON POWER CORP COM COM 073677106 157 103399 SH DEFINED 1 103399 0 0 BEACON ROOFING SUPPLY INC COM COM 073685109 643 76355 SH DEFINED 1 76355 0 0 BEAR STEARNS COS INC COM COM 073902108 43738 495611 SH DEFINED 1 495611 0 0 BEARINGPOINT INC COM 074002106 1074 379337 SH DEFINED 1 379337 0 0 BEAZER HOMES USA INC COM COM 07556Q105 400 53795 SH DEFINED 1 53795 0 0 BEBE STORES INC COM COM 075571109 421 32710 SH DEFINED 1 32710 0 0 BECKMAN COULTER INC COM COM 075811109 6373 87539 SH DEFINED 1 87539 0 0 BECTON DICKINSON & CO COM COM 075887109 87610 1048223 SH DEFINED 1 1048223 0 0 BECTON DICKINSON & CO COM COM 075887109 1442 17251 SH DEFINED 1 2 17251 0 0 BED BATH & BEYOND INC COM COM 075896100 34189 1163271 SH DEFINED 1 1163271 0 0 BED BATH & BEYOND INC COM COM 075896100 38 1300 SH DEFINED 1 2 1300 0 0 BEL FUSE INC CL B CL B 077347300 614 20971 SH DEFINED 1 20971 0 0 BELDEN INC COM 077454106 2853 64105 SH DEFINED 1 64105 0 0 BELDEN INC COM 077454106 18 400 SH DEFINED 1 2 400 0 0 BELL INDS INC COM COM 078107109 14 15896 SH DEFINED 1 15896 0 0 BELL MICROPRODUCTS INC COM COM 078137106 177 29411 SH DEFINED 1 29411 0 0 BELO CORP COM SER A COM SER A 080555105 2366 135679 SH DEFINED 1 135679 0 0 BEMIS INC COM COM 081437105 11855 432994 SH DEFINED 1 432994 0 0 BENCHMARK ELECTRS INC COM COM 08160H101 1789 100894 SH DEFINED 1 100894 0 0 BENEFICIAL MUT BANCORP -REDH COM 08173R104 517 53181 SH DEFINED 1 53181 0 0 BENIHANA INC CL A CL A 082047200 136 10636 SH DEFINED 1 10636 0 0 BENTLEY PHARMACEUTICALS INC CO COM 082657107 236 15647 SH DEFINED 1 15647 0 0 BERKLEY W R CORP COM COM 084423102 10093 338582 SH DEFINED 1 338582 0 0 BERKLEY W R CORP COM COM 084423102 1003 33658 SH DEFINED 1 2 33658 0 0 BERKSHIRE HATHAWAY INC DEL CL CL A 084670108 212400 1500 SH DEFINED 1 1500 0 0 BERRY PETE CO CL A CL A 085789105 2394 53858 SH DEFINED 1 53858 0 0 BEST BUY INC COM COM 086516101 80604 1530942 SH DEFINED 1 1530942 0 0 BEST BUY INC COM COM 086516101 948 18000 SH DEFINED 1 2 18000 0 0 BEVERLY HILLS BANCORP INC COM 087866109 60 11700 SH DEFINED 1 11700 0 0 BGC 0 7/8 11/15/13 NOTE 0.875%11/1 369300AD0 8009 5000000 PRN DEFINED 1 2 5000000 0 0 BIDZ.COM INC COM 08883T200 91 10093 SH DEFINED 1 10093 0 0 BIG 5 SPORTING GOODS CORP COM 08915P101 599 41560 SH DEFINED 1 41560 0 0 BIG LOTS INC COM COM 089302103 8079 505238 SH DEFINED 1 505238 0 0 BIG LOTS INC COM COM 089302103 1498 93700 SH DEFINED 1 2 93700 0 0 BIGBAND NETWORKS INC COM 089750509 233 45257 SH DEFINED 1 45257 0 0 BILL BARRETT CORP COM 06846N104 1871 44685 SH DEFINED 1 44685 0 0 BIO RAD LABS INC CL A CL A 090572207 2899 27975 SH DEFINED 1 27975 0 0 BIO-REFERENCE LABS INC COM $.0 COM $.01 NEW 09057G602 1013 31009 SH DEFINED 1 31009 0 0 BIOCRYST PHARMACEUTICALS COM COM 09058V103 311 50357 SH DEFINED 1 50357 0 0 BIODELIVERY SCIENCES INTL INC COM 09060J106 59 20000 SH DEFINED 1 20000 0 0 BIOGEN IDEC INC COM 09062X103 73932 1298876 SH DEFINED 1 1298876 0 0 BIOGEN IDEC INC COM 09062X103 1662 29200 SH DEFINED 1 2 29200 0 0 BIOLASE TECHNOLOGY INC COM COM 090911108 63 26783 SH DEFINED 1 26783 0 0 BIOMARIN PHARMACEUTICAL INC CO COM 09061G101 5548 156727 SH DEFINED 1 156727 0 0 BIOMED REALTY TRUST INC COM 09063H107 2162 93310 SH DEFINED 1 93310 0 0 BIOMIMETIC THERAPEUTICS INC COM 09064X101 251 14446 SH DEFINED 1 14446 0 0 BIOSANTE PHARMACEUTICALS INC COM NEW 09065V203 82 21771 SH DEFINED 1 21771 0 0 BIOSCRIP INC COM COM 09069N108 438 56608 SH DEFINED 1 56608 0 0 BIOSCRIP INC COM COM 09069N108 1130 146200 SH DEFINED 1 2 146200 0 0 BJ SVCS CO COM COM 055482103 30543 1258973 SH DEFINED 1 1258973 0 0 BJ SVCS CO COM COM 055482103 175 7200 SH DEFINED 1 2 7200 0 0 BJ'S RESTAURANTS INC COM 09180C106 623 38288 SH DEFINED 1 38288 0 0 BJS WHOLESALE CLUB INC COM COM 05548J106 6585 194641 SH DEFINED 1 194641 0 0 BJS WHOLESALE CLUB INC COM COM 05548J106 68 2000 SH DEFINED 1 2 2000 0 0 BLACK & DECKER CORP COM COM 091797100 18964 272277 SH DEFINED 1 272277 0 0 BLACK & DECKER CORP COM COM 091797100 42 600 SH DEFINED 1 2 600 0 0 BLACK BOX CORP DEL COM COM 091826107 1043 28832 SH DEFINED 1 28832 0 0 BLACK HILLS CORP COM COM 092113109 2668 60494 SH DEFINED 1 60494 0 0 BLACKBAUD INC COM COM 09227Q100 2230 79522 SH DEFINED 1 79522 0 0 BLACKBOARD INC COM COM 091935502 1902 47255 SH DEFINED 1 47255 0 0 BLACKROCK INC CL A COM 09247X101 6160 28413 SH DEFINED 1 28413 0 0 BLACKSTONE GROUP LP COM UNIT LTD 09253U108 4688 211834 SH DEFINED 1 211834 0 0 BLOCK H & R INC COM COM 093671105 26207 1411239 SH DEFINED 1 1411239 0 0 BLOCKBUSTER INC CL A CL A 093679108 1043 267367 SH DEFINED 1 267367 0 0 BLOCKBUSTER INC CL A CL A 093679108 50 12700 SH DEFINED 1 2 12700 0 0 BLOUNT INTL INC NEW COM COM 095180105 922 74877 SH DEFINED 1 74877 0 0 BLOUNT INTL INC NEW COM COM 095180105 32 2600 SH DEFINED 1 2 2600 0 0 BLUE COAT SYSTEMS INC COM NEW 09534T508 1850 56297 SH DEFINED 1 56297 0 0 BLUE COAT SYSTEMS INC COM NEW 09534T508 700 21300 SH DEFINED 1 2 21300 0 0 BLUE NILE INC COM 09578R103 2053 30165 SH DEFINED 1 30165 0 0 BLUEGREEN CORP COM COM 096231105 203 28293 SH DEFINED 1 28293 0 0 BLUELINX HOLDINGS INC COM 09624H109 99 25256 SH DEFINED 1 25256 0 0 BLUELINX HOLDINGS INC COM 09624H109 79 20000 SH DEFINED 1 2 20000 0 0 BLYTH INC COM COM 09643P108 843 38423 SH DEFINED 1 38423 0 0 BMC SOFTWARE INC COM COM 055921100 34825 977128 SH DEFINED 1 977128 0 0 BMC SOFTWARE INC COM COM 055921100 1156 32430 SH DEFINED 1 2 32430 0 0 BMRN 2 1/2 03/29/13 NOTE 2.500% 3/2 09061GAC5 6727 3000000 PRN DEFINED 1 2 3000000 0 0 BOARDWALK PIPLINE PRTS -REDH UT LTD PARTNER 096627104 1174 37750 SH DEFINED 1 37750 0 0 BOB EVANS FARMS INC COM COM 096761101 1784 66258 SH DEFINED 1 66258 0 0 BOEING CO COM COM 097023105 355747 4067538 SH DEFINED 1 4067538 0 0 BOEING CO COM COM 097023105 766 8760 SH DEFINED 1 2 8760 0 0 BOIS D' ARC ENERGY INC COM 09738U103 1243 62601 SH DEFINED 1 62601 0 0 BOK FINL CORP COM NEW COM NEW 05561Q201 2146 41517 SH DEFINED 1 41517 0 0 BOLT TECHNOLOGY CORP COM 097698104 244 6415 SH DEFINED 1 6415 0 0 BON-TON STORES INC COM COM 09776J101 190 20029 SH DEFINED 1 20029 0 0 BOOKHAM INC COM 09856E105 294 123697 SH DEFINED 1 123697 0 0 BOOKS-A-MILLION INC COM COM 098570104 168 14081 SH DEFINED 1 14081 0 0 BOOTS & COOTS INTL WELL CTRL I COM NEW 099469504 80 49367 SH DEFINED 1 49367 0 0 BORDERS GROUP INC COM COM 099709107 1113 104537 SH DEFINED 1 104537 0 0 BORG WARNER INC COM COM 099724106 8478 175130 SH DEFINED 1 175130 0 0 BORLAND SOFTWARE CORP COM COM 099849101 373 123828 SH DEFINED 1 123828 0 0 BOSTON BEER INC CL A CL A 100557107 855 22706 SH DEFINED 1 22706 0 0 BOSTON PRIVATE FINL HLDGS I CO COM 101119105 1819 67170 SH DEFINED 1 67170 0 0 BOSTON PROPERTIES INC COM COM 101121101 47664 519155 SH DEFINED 1 519155 0 0 BOSTON SCIENTIFIC CORP COM COM 101137107 67838 5833022 SH DEFINED 1 5833022 0 0 BOSTON SCIENTIFIC CORP COM COM 101137107 898 77200 SH DEFINED 1 2 77200 0 0 BOTTOMLINE TECH DEL INC COM COM 101388106 906 64697 SH DEFINED 1 64697 0 0 BOVIE MEDICAL CORP COM 10211F100 119 18610 SH DEFINED 1 18610 0 0 BOWNE & CO INC COM COM 103043105 1102 62630 SH DEFINED 1 62630 0 0 BOYD GAMING CORP COM COM 103304101 2811 82500 SH DEFINED 1 82500 0 0 BP PRUDHOE BAY RTY TR UNIT BEN UNIT BEN INT 055630107 2540 31674 SH DEFINED 1 31674 0 0 BPZ ENERGY INC COM 055639108 863 77233 SH DEFINED 1 77233 0 0 BRADLEY PHARMACEUTICALS INC CO COM 104576103 322 16331 SH DEFINED 1 16331 0 0 BRADY CORP CL A CL A 104674106 2441 69558 SH DEFINED 1 69558 0 0 BRANDYWINE RLTY TR SH BEN INT SH BEN INT NEW 105368203 2191 122191 SH DEFINED 1 122191 0 0 BRE PROPERTIES INC CL A CL A 05564E106 2884 71148 SH DEFINED 1 71148 0 0 BRIGGS & STRATTON CORP COM COM 109043109 1670 73677 SH DEFINED 1 73677 0 0 BRIGHAM EXPLORATION CO COM COM 109178103 461 61279 SH DEFINED 1 61279 0 0 BRIGHT HORIZON FAMILY SOLUT CO COM 109195107 1529 44266 SH DEFINED 1 44266 0 0 BRIGHTPOINT INC COM COM NEW 109473405 1292 84117 SH DEFINED 1 84117 0 0 BRINK'S CO/THE COM 109696104 3627 60716 SH DEFINED 1 60716 0 0 BRINK'S CO/THE COM 109696104 84 1400 SH DEFINED 1 2 1400 0 0 BRINKER INTL INC COM COM 109641100 2993 153011 SH DEFINED 1 153011 0 0 BRISTOL MYERS SQUIBB CO COM COM 110122108 275761 10398225 SH DEFINED 1 10398225 0 0 BRISTOL MYERS SQUIBB CO COM COM 110122108 1830 69000 SH DEFINED 1 2 69000 0 0 BRISTOW GROUP INC COM 110394103 1929 34049 SH DEFINED 1 34049 0 0 BRITISH AMERN TOB PLC SPONSORE SPONSORED ADR 110448107 385 4900 SH DEFINED 1 2 4900 0 0 BROADCOM CORP CL A CL A 111320107 54354 2079356 SH DEFINED 1 2079356 0 0 BROADCOM CORP CL A CL A 111320107 1174 44900 SH DEFINED 1 2 44900 0 0 BROADRIDGE FINANCIAL SOLUTNS COM 11133T103 4514 201265 SH DEFINED 1 201265 0 0 BROCADE COMMUNICATIONS SYS COM COM NEW 111621306 4367 594957 SH DEFINED 1 594957 0 0 BROCADE COMMUNICATIONS SYS COM COM NEW 111621306 722 98300 SH DEFINED 1 2 98300 0 0 BRONCO DRILLING CO INC COM 112211107 819 55145 SH DEFINED 1 55145 0 0 BROOKDALE SENIOR LIVING INC COM 112463104 2079 73189 SH DEFINED 1 73189 0 0 BROOKFIELD HOMES CORP COM 112723101 247 15644 SH DEFINED 1 15644 0 0 BROOKFIELD PPTYS CORP COM COM 112900105 5634 292656 SH DEFINED 1 292656 0 0 BROOKLINE BANCORP INC COM COM 11373M107 995 97982 SH DEFINED 1 97982 0 0 BROOKS-PRI AUTOMATION INC COM 114340102 1734 131230 SH DEFINED 1 131230 0 0 BROWN & BROWN INC COM COM 115236101 4001 170256 SH DEFINED 1 170256 0 0 BROWN FORMAN CORP CL B CL B 115637209 27193 366932 SH DEFINED 1 366932 0 0 BROWN FORMAN CORP CL B CL B 115637209 148 2000 SH DEFINED 1 2 2000 0 0 BROWN SHOE INC NEW COM COM 115736100 945 62312 SH DEFINED 1 62312 0 0 BRUKER BIOSCIENCES CORP COM 116794108 1086 81632 SH DEFINED 1 81632 0 0 BRUNSWICK CORP COM COM 117043109 6510 381833 SH DEFINED 1 381833 0 0 BRUSH ENGINEERED MATLS INC COM COM 117421107 1076 29067 SH DEFINED 1 29067 0 0 BUCKEYE GP HOLDINGS LP COM UNITS LP 118167105 572 20298 SH DEFINED 1 20298 0 0 BUCKEYE GP HOLDINGS LP COM UNITS LP 118167105 96 3400 SH DEFINED 1 2 3400 0 0 BUCKEYE PARTNERS L P UNIT LTD UNIT LTD PARTN 118230101 3336 67513 SH DEFINED 1 67513 0 0 BUCKEYE TECHNOLOGIES INC COM COM 118255108 872 69744 SH DEFINED 1 69744 0 0 BUCKEYE TECHNOLOGIES INC COM COM 118255108 1996 159660 SH DEFINED 1 2 159660 0 0 BUCKLE INC COM COM 118440106 710 21511 SH DEFINED 1 21511 0 0 BUCKLE INC COM COM 118440106 20 600 SH DEFINED 1 2 600 0 0 BUCYRUS INTERNATIONAL INC-A CL A 118759109 5685 57201 SH DEFINED 1 57201 0 0 BUFFALO WILD WINGS INC COM 119848109 795 34230 SH DEFINED 1 34230 0 0 BUILD-A-BEAR WORKSHOP INC COM 120076104 287 20586 SH DEFINED 1 20586 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 163 22629 SH DEFINED 1 22629 0 0 BUILDING MATLS HLDG CORP COM COM 120113105 242 43725 SH DEFINED 1 43725 0 0 BUNGE LIMITED COM COM G16962105 22346 191961 SH DEFINED 1 191961 0 0 BURGER KING HOLDINGS INC COM 121208201 2054 72062 SH DEFINED 1 72062 0 0 BURLINGTON NORTHN SANTA FE COM COM 12189T104 129142 1551627 SH DEFINED 1 1551627 0 0 C D I CORP COM COM 125071100 433 17864 SH DEFINED 1 17864 0 0 C D I CORP COM COM 125071100 5 200 SH DEFINED 1 2 200 0 0 C H ROBINSON WORLDWIDE INC COM COM NEW 12541W209 40008 739248 SH DEFINED 1 739248 0 0 C&D TECHNOLOGIES INC COM COM 124661109 306 46316 SH DEFINED 1 46316 0 0 CA INC COM 12673P105 42425 1700397 SH DEFINED 1 1700397 0 0 CA INC COM 12673P105 322 12900 SH DEFINED 1 2 12900 0 0 CABELA'S INC-CL A COM 126804301 1048 69558 SH DEFINED 1 69558 0 0 CABLEVISION SYS CORP CL A NY C CL A NY CABLVS 12686C109 8057 328864 SH DEFINED 1 328864 0 0 CABOT CORP COM COM 127055101 2906 87156 SH DEFINED 1 87156 0 0 CABOT MICROELECTRONICS CORP CO COM 12709P103 1092 30405 SH DEFINED 1 30405 0 0 CABOT OIL & GAS CORP COM 127097103 6284 155648 SH DEFINED 1 155648 0 0 CACHE INC COM NEW COM NEW 127150308 243 25976 SH DEFINED 1 25976 0 0 CACI INTL INC CL A CL A 127190304 1949 43533 SH DEFINED 1 43533 0 0 CADENCE DESIGN SYSTEM INC COM COM 127387108 9122 536285 SH DEFINED 1 536285 0 0 CADENCE FINANCIAL CORP COM COM 12738A101 235 16120 SH DEFINED 1 16120 0 0 CADENCE PHARMACEUTICALS COM 12738T100 377 25382 SH DEFINED 1 25382 0 0 CADIZ INC COM COM NEW 127537207 330 15712 SH DEFINED 1 15712 0 0 CAL DIVE INTERNATIONAL COM 12802T101 634 47860 SH DEFINED 1 47860 0 0 CAL-MAINE FOODS INC COM NEW 128030202 456 17198 SH DEFINED 1 17198 0 0 CALAMOS ASSET MANAGEMENT-A CL A 12811R104 1038 34854 SH DEFINED 1 34854 0 0 CALAMP CORP COM COM 128126109 86 30987 SH DEFINED 1 30987 0 0 CALAMP CORP COM COM 128126109 10 3500 SH DEFINED 1 2 3500 0 0 CALAVO GROWERS INC COM 128246105 324 17166 SH DEFINED 1 17166 0 0 CALGON CARBON CORP COM COM 129603106 1574 99060 SH DEFINED 1 99060 0 0 CALIFORNIA COASTAL CMNTYS I CO COM NEW 129915203 91 15436 SH DEFINED 1 15436 0 0 CALIFORNIA MICRO DEVICES CO CO COM 130439102 142 30634 SH DEFINED 1 30634 0 0 CALIFORNIA PIZZA KITCHEN IN CO COM 13054D109 570 36638 SH DEFINED 1 36638 0 0 CALIFORNIA WTR SVC GROUP COM COM 130788102 1274 34420 SH DEFINED 1 34420 0 0 CALIPER LIFE SCIENCES INC COM 130872104 209 37729 SH DEFINED 1 37729 0 0 CALLAWAY GOLF CO COM COM 131193104 1790 102674 SH DEFINED 1 102674 0 0 CALLIDUS SOFTWARE INC COM 13123E500 100 19430 SH DEFINED 1 19430 0 0 CALLON PETE CO DEL COM COM 13123X102 663 40293 SH DEFINED 1 40293 0 0 CALUMET SPECIALTY PROD -REDH UT LTD PARTNER 131476103 743 20077 SH DEFINED 1 20077 0 0 CAM COMM SOLUTIONS INC COM COM 131916108 208 4980 SH DEFINED 1 4980 0 0 CAMBREX CORP COM COM 132011107 391 46681 SH DEFINED 1 46681 0 0 CAMBREX CORP COM COM 132011107 895 106850 SH DEFINED 1 2 106850 0 0 CAMDEN PPTY TR SH BEN INT SH BEN INT 133131102 3851 79977 SH DEFINED 1 79977 0 0 CAMERON INTERNATIONAL CORP COM COM 13342B105 16047 333406 SH DEFINED 1 333406 0 0 CAMPBELL SOUP CO COM COM 134429109 41440 1159800 SH DEFINED 1 1159800 0 0 CANDELA CORP COM COM 136907102 182 32600 SH DEFINED 1 32600 0 0 CANO PETROLEUM INC COM 137801106 238 34480 SH DEFINED 1 34480 0 0 CANTEL MEDICAL CORP COM COM 138098108 352 24127 SH DEFINED 1 24127 0 0 CAPELLA EDUCATION CO COM 139594105 1077 16451 SH DEFINED 1 16451 0 0 CAPITAL CITY BK GROUP INC COM COM 139674105 646 22894 SH DEFINED 1 22894 0 0 CAPITAL CORP OF THE WEST COM COM NEW 140065202 329 16938 SH DEFINED 1 16938 0 0 CAPITAL LEASE FUNDING INC COM 140288101 656 77954 SH DEFINED 1 77954 0 0 CAPITAL ONE FINL CORP COM COM 14040H105 96768 2047576 SH DEFINED 1 2047576 0 0 CAPITAL ONE FINL CORP COM COM 14040H105 699 14800 SH DEFINED 1 2 14800 0 0 CAPITAL SOURCE COM 14055X102 3757 213592 SH DEFINED 1 213592 0 0 CAPITAL SR LIVING CORP COM COM 140475104 552 55620 SH DEFINED 1 55620 0 0 CAPITAL TRUST-CL A CL A NEW 14052H506 907 29584 SH DEFINED 1 29584 0 0 CAPITOL BANCORP LTD COM COM 14056D105 447 22219 SH DEFINED 1 22219 0 0 CAPITOL FED FINL COM COM 14057C106 1462 47168 SH DEFINED 1 47168 0 0 CAPSTEAD MTG CORP COM NO PAR COM NO PAR 14067E506 895 67890 SH DEFINED 1 67890 0 0 CAPSTEAD MTG CORP COM NO PAR COM NO PAR 14067E506 1717 130200 SH DEFINED 1 2 130200 0 0 CAPSTONE TURBINE CORP COM COM 14067D102 157 96028 SH DEFINED 1 96028 0 0 CAPTARIS INC COM COM 14071N104 140 32417 SH DEFINED 1 32417 0 0 CARACO PHARM LABS INC COM COM 14075T107 347 20259 SH DEFINED 1 20259 0 0 CARAUSTAR INDS INC COM COM 140909102 77 25017 SH DEFINED 1 25017 0 0 CARBO CERAMICS INC COM COM 140781105 1210 32540 SH DEFINED 1 32540 0 0 CARDIAC SCIENCE CORP COM 14141A108 164 20235 SH DEFINED 1 20235 0 0 CARDICA INC -REDH COM 14141R101 185 18168 SH DEFINED 1 18168 0 0 CARDINAL FINANCIAL CORP COM 14149F109 194 20806 SH DEFINED 1 20806 0 0 CARDINAL HEALTH INC COM COM 14149Y108 90644 1569599 SH DEFINED 1 1569599 0 0 CARDIODYNAMICS INTL CORP COM COM 141597104 10 25749 SH DEFINED 1 25749 0 0 CARE INVESTMENT TRUST INC COM 141657106 161 15000 SH DEFINED 1 15000 0 0 CAREER EDUCATION CORP COM COM 141665109 3373 134179 SH DEFINED 1 134179 0 0 CARLISLE COS INC COM COM 142339100 3064 82757 SH DEFINED 1 82757 0 0 CARMAX GROUP COM 143130102 6130 310372 SH DEFINED 1 310372 0 0 CARMIKE CINEMAS INC COM COM 143436400 251 34618 SH DEFINED 1 34618 0 0 CARNIVAL CORP PAIRED CTF 143658300 83784 1883207 SH DEFINED 1 1883207 0 0 CARPENTER TECHNOLOGY CORP COM COM 144285103 5485 72966 SH DEFINED 1 72966 0 0 CARRIER ACCESS CORP COM COM 144460102 35 14672 SH DEFINED 1 14672 0 0 CARRIZO OIL & CO INC COM COM 144577103 2362 43141 SH DEFINED 1 43141 0 0 CARROLS RESTAURANT GRP INC COM 14574X104 150 15645 SH DEFINED 1 15645 0 0 CARTER HOLDINGS COM 146229109 1777 91852 SH DEFINED 1 91852 0 0 CASCADE BANCORP COM COM 147154108 630 45241 SH DEFINED 1 45241 0 0 CASCADE CORP COM COM 147195101 846 18207 SH DEFINED 1 18207 0 0 CASCADE CORP COM COM 147195101 5 100 SH DEFINED 1 2 100 0 0 CASCADE FINANCIAL CORP COM 147272108 212 15574 SH DEFINED 1 15574 0 0 CASELLA WASTE SYS INC CL A CL A 147448104 779 59708 SH DEFINED 1 59708 0 0 CASEYS GEN STORES INC COM COM 147528103 2529 85403 SH DEFINED 1 85403 0 0 CASEYS GEN STORES INC COM COM 147528103 24 800 SH DEFINED 1 2 800 0 0 CASH AMER INTL INC COM COM 14754D100 1353 41901 SH DEFINED 1 41901 0 0 CASH SYSTEMS INC COM 14756B102 83 18840 SH DEFINED 1 18840 0 0 CASTLE A M & CO COM COM 148411101 734 26989 SH DEFINED 1 26989 0 0 CASTLEPOINT HOLDINGS -REDH COM G19522112 591 49269 SH DEFINED 1 49269 0 0 CASUAL MALE RETAIL GROUP INC COM 148711104 268 51787 SH DEFINED 1 51787 0 0 CATAPULT COMMUNICATIONS COR CO COM 149016107 178 23525 SH DEFINED 1 23525 0 0 CATERPILLAR INC DEL COM COM 149123101 244284 3366642 SH DEFINED 1 3366642 0 0 CATERPILLAR INC DEL COM COM 149123101 65 900 SH DEFINED 1 2 900 0 0 CATHAY BANCORP INC COM COM 149150104 1931 72883 SH DEFINED 1 72883 0 0 CATO CORP NEW CL A CL A 149205106 1043 66611 SH DEFINED 1 66611 0 0 CAVALIER HOMES INC COM COM 149507105 25 13027 SH DEFINED 1 13027 0 0 CAVCO INDUSTRIES INC COM 149568107 344 10165 SH DEFINED 1 10165 0 0 CAVIUM NETWORKS INC -REDH COM 14965A101 734 31875 SH DEFINED 1 31875 0 0 CB RICHARD ELLIS GROUP INC-A C CL A 12497T101 20329 943321 SH DEFINED 1 943321 0 0 CBEYOND COMMUNICATIONS INC COM 149847105 1266 32459 SH DEFINED 1 32459 0 0 CBIZ INC COM COM 124805102 724 73814 SH DEFINED 1 73814 0 0 CBL & ASSOC PPTYS INC COM COM 124830100 2334 97604 SH DEFINED 1 97604 0 0 CBRE REALTY FINANCE INC COM 12498B307 360 67495 SH DEFINED 1 67495 0 0 CBRL GROUP INC COM COM 12489V106 1167 36016 SH DEFINED 1 36016 0 0 CBS CORP CL B 124857202 95873 3518277 SH DEFINED 1 3518277 0 0 CBS CORP CL B 124857202 700 25700 SH DEFINED 1 2 25700 0 0 CCRT3 5/8 05/30/25 NOTE 3.625% 5/3 20478NAB6 4584 9500000 PRN DEFINED 1 2 9500000 0 0 CEC ENTMT INC COM COM 125137109 1400 53947 SH DEFINED 1 53947 0 0 CECO ENVIRONMENTAL CORP COM 125141101 134 12213 SH DEFINED 1 12213 0 0 CEDAR FAIR L P DEPOSITRY UNIT DEPOSITRY UNIT 150185106 1515 71679 SH DEFINED 1 71679 0 0 CEDAR SHOPPING CENTERS INC COM NEW 150602209 844 82512 SH DEFINED 1 82512 0 0 CEGE 3 1/8 11/01/11 NOTE 3.125%11/0 150921AB0 4626 6250000 PRN DEFINED 1 2 6250000 0 0 CELADON GROUP INC COM COM 150838100 305 33269 SH DEFINED 1 33269 0 0 CELANESE CORP-SERIES A COM SER A 150870103 13889 328193 SH DEFINED 1 328193 0 0 CELANESE CORP-SERIES A COM SER A 150870103 2323 54900 SH DEFINED 1 2 54900 0 0 CELGENE CORP COM COM 151020104 78653 1702076 SH DEFINED 1 1702076 0 0 CELGENE CORP COM COM 151020104 568 12300 SH DEFINED 1 2 12300 0 0 CELL GENESYS INC COM COM 150921104 459 199505 SH DEFINED 1 199505 0 0 CELL THERAPEUTICS INC COM COM NEW 150934404 141 74876 SH DEFINED 1 74876 0 0 CEMIG-CIA ENERG MINAS GERAIS SP ADR N-V PFD 204409601 1874 101500 SH DEFINED 1 101500 0 0 CENTENE CORP DEL COM COM 15135B101 1530 55763 SH DEFINED 1 55763 0 0 CENTENE CORP DEL COM COM 15135B101 3 100 SH DEFINED 1 2 100 0 0 CENTENNIAL BANK HLDGS INC/DE COM 151345303 388 67145 SH DEFINED 1 67145 0 0 CENTENNIAL COMMUNCTNS CORP CL CL A NEW 15133V208 458 49296 SH DEFINED 1 49296 0 0 CENTENNIAL COMMUNCTNS CORP CL CL A NEW 15133V208 35 3800 SH DEFINED 1 2 3800 0 0 CENTER BANCORP INC COM COM 151408101 182 16461 SH DEFINED 1 16461 0 0 CENTER FINANCIAL CORP COM 15146E102 229 18613 SH DEFINED 1 18613 0 0 CENTERLINE HOLDING COMPANY SH BEN INT 15188T108 820 107663 SH DEFINED 1 107663 0 0 CENTERPOINT ENERGY INC COM 15189T107 23438 1368222 SH DEFINED 1 1368222 0 0 CENTERPOINT ENERGY INC COM 15189T107 51 3000 SH DEFINED 1 2 3000 0 0 CENTEX CORP COM COM 152312104 13415 531096 SH DEFINED 1 531096 0 0 CENTILLIUM COMMUNICATIONS I CO COM 152319109 105 91215 SH DEFINED 1 91215 0 0 CENTRAL EUROPEAN DIST CORP COM COM 153435102 3142 54102 SH DEFINED 1 54102 0 0 CENTRAL EUROPEAN MEDIA ENT-A CL A NEW G20045202 310 2676 SH DEFINED 1 2676 0 0 CENTRAL GARDEN AND PET CO-A CL A NON-VTG 153527205 559 104327 SH DEFINED 1 104327 0 0 CENTRAL PACIFIC FINANCIAL CO COM 154760102 849 46006 SH DEFINED 1 46006 0 0 CENTRAL VT PUB SVC CORP COM COM 155771108 372 12074 SH DEFINED 1 12074 0 0 CENTURY ALUM CO COM COM 156431108 2595 48115 SH DEFINED 1 48115 0 0 CENTURY CASINOS INC COM 156492100 205 31820 SH DEFINED 1 31820 0 0 CENTURYTEL INC COM COM 156700106 22968 553981 SH DEFINED 1 553981 0 0 CENTURYTEL INC COM COM 156700106 21 500 SH DEFINED 1 2 500 0 0 CENVEO INC COM COM 15670S105 1149 65764 SH DEFINED 1 65764 0 0 CEPH 0 06/15/33 NOTE 6/1 156708AL3 10050 7500000 PRN DEFINED 1 2 7500000 0 0 CEPHALON INC COM COM 156708109 7322 102035 SH DEFINED 1 102035 0 0 CEPHEID COM COM 15670R107 2625 99623 SH DEFINED 1 99623 0 0 CERADYNE INC COM COM 156710105 1789 38121 SH DEFINED 1 38121 0 0 CERNER CORP COM COM 156782104 5233 92781 SH DEFINED 1 92781 0 0 CERUS CORP COM COM 157085101 332 51048 SH DEFINED 1 51048 0 0 CEVA INC COM 157210105 465 38173 SH DEFINED 1 38173 0 0 CF INDUSTRIES HOLDINGS INC COM 125269100 10090 91678 SH DEFINED 1 91678 0 0 CF INDUSTRIES HOLDINGS INC COM 125269100 2231 20272 SH DEFINED 1 2 20272 0 0 CFC 2.6188 05/15/37 DBCV 5/1 222372AP9 2930 4000000 PRN DEFINED 1 2 4000000 0 0 CH ENERGY GROUP INC COM COM 12541M102 1068 23987 SH DEFINED 1 23987 0 0 CHAMPION ENTERPRISES INC COM COM 158496109 973 103238 SH DEFINED 1 103238 0 0 CHARLES RIV LABS INTL INC COM COM 159864107 6414 97474 SH DEFINED 1 97474 0 0 CHARLOTTE RUSSE HLDG INC COM COM 161048103 420 26004 SH DEFINED 1 26004 0 0 CHARMING SHOPPES INC COM COM 161133103 1058 195618 SH DEFINED 1 195618 0 0 CHARMING SHOPPES INC COM COM 161133103 204 37700 SH DEFINED 1 2 37700 0 0 CHART INDUSTRIES INC COM PAR $0.01 16115Q308 1305 42241 SH DEFINED 1 42241 0 0 CHARTER COMMUNICATIONS INC CL CL A 16117M107 695 593982 SH DEFINED 1 593982 0 0 CHASE CORP COM COM 16150R104 300 11862 SH DEFINED 1 11862 0 0 CHATTEM INC COM COM 162456107 2338 30945 SH DEFINED 1 30945 0 0 CHB 2 3/4 11/01/37 NOTE 2.750%11/0 158496AC3 7155 8000000 PRN DEFINED 1 2 8000000 0 0 CHECK POINT SOFTWARE TECHN ORD M22465104 366 16660 SH DEFINED 1 16660 0 0 CHECKPOINT SYS INC COM COM 162825103 1568 60342 SH DEFINED 1 60342 0 0 CHEESECAKE FACTORY INC COM COM 163072101 2491 105059 SH DEFINED 1 105059 0 0 CHEMED CORP COM 16359R103 2151 38490 SH DEFINED 1 38490 0 0 CHEMED CORP COM 16359R103 1213 21700 SH DEFINED 1 2 21700 0 0 CHEMICAL FINL CORP COM COM 163731102 749 31468 SH DEFINED 1 31468 0 0 CHEMTURA CORP COM 163893100 2714 347959 SH DEFINED 1 347959 0 0 CHENIERE ENERGY INC COM COM NEW 16411R208 2316 70953 SH DEFINED 1 70953 0 0 CHEROKEE INC DEL NEW COM COM 16444H102 434 13449 SH DEFINED 1 13449 0 0 CHESAPEAKE CORP COM COM 165159104 213 41115 SH DEFINED 1 41115 0 0 CHESAPEAKE ENERGY CORP COM COM 165167107 76830 1959954 SH DEFINED 1 1959954 0 0 CHESAPEAKE ENERGY CORP COM COM 165167107 921 23500 SH DEFINED 1 2 23500 0 0 CHESAPEAKE UTILS CORP COM COM 165303108 620 19459 SH DEFINED 1 19459 0 0 CHEVRON CORP COM COM 166764100 1041431 11158583 SH DEFINED 1 11158583 0 0 CHEVRON CORP COM COM 166764100 37 400 SH DEFINED 1 2 400 0 0 CHICAGO BRIDGE & IRON CO N N Y N Y REGISTRY SH 167250109 2774 45900 SH DEFINED 1 2 45900 0 0 CHICOS FAS INC COM COM 168615102 2323 257280 SH DEFINED 1 257280 0 0 CHILDRENS PL RETAIL STORES COM COM 168905107 826 31857 SH DEFINED 1 31857 0 0 CHIMERA INVESTMENT CORP-REDH COM 16934Q109 860 48119 SH DEFINED 1 48119 0 0 CHINA MEDICAL TECH-SPON ADR SPONSORED ADR 169483104 53 1196 SH DEFINED 1 1196 0 0 CHINA MEDICAL TECH-SPON ADR SPONSORED ADR 169483104 107 2400 SH DEFINED 1 2 2400 0 0 CHINA MOBILE HONG KONG LTD SPO SPONSORED ADR 16941M109 206 2375 SH DEFINED 1 2375 0 0 CHINA MOBILE HONG KONG LTD SPO SPONSORED ADR 16941M109 35 400 SH DEFINED 1 2 400 0 0 CHIPOTLE MEXICAN GRILL -REDH CL A 169656105 7196 48929 SH DEFINED 1 48929 0 0 CHIPOTLE MEXICAN GRILL -REDH CL A 169656105 1956 13300 SH DEFINED 1 2 13300 0 0 CHIQUITA BRANDS INTL INC COM COM 170032809 1478 80381 SH DEFINED 1 80381 0 0 CHITTENDEN CORP COM COM 170228100 2759 77445 SH DEFINED 1 77445 0 0 CHOICE HOTELS INTL INC COM COM 169905106 1975 59473 SH DEFINED 1 59473 0 0 CHOICEPOINT INC COM COM 170388102 4041 110968 SH DEFINED 1 110968 0 0 CHORDIANT SOFTWARE INC COM COM NEW 170404305 284 33212 SH DEFINED 1 33212 0 0 CHORDIANT SOFTWARE INC COM COM NEW 170404305 211 24700 SH DEFINED 1 2 24700 0 0 CHRISTOPHER & BANKS CORP COM COM 171046105 750 65519 SH DEFINED 1 65519 0 0 CHUBB CORP COM COM 171232101 95287 1745828 SH DEFINED 1 1745828 0 0 CHUBB CORP COM COM 171232101 1834 33600 SH DEFINED 1 2 33600 0 0 CHURCH & DWIGHT INC COM COM 171340102 5115 94605 SH DEFINED 1 94605 0 0 CHURCH & DWIGHT INC COM COM 171340102 130 2400 SH DEFINED 1 2 2400 0 0 CHURCHILL DOWNS INC COM COM 171484108 843 15624 SH DEFINED 1 15624 0 0 CIBER INC COM COM 17163B102 498 81562 SH DEFINED 1 81562 0 0 CIENA CORP COM COM NEW 171779309 12841 376468 SH DEFINED 1 376468 0 0 CIENA CORP COM COM NEW 171779309 205 6000 SH DEFINED 1 2 6000 0 0 CIGNA CORP COM COM 125509109 78027 1452208 SH DEFINED 1 1452208 0 0 CIGNA CORP COM COM 125509109 43 800 SH DEFINED 1 2 800 0 0 CIMAREX ENERGY CO COM 171798101 4807 113029 SH DEFINED 1 113029 0 0 CINCINNATI BELL INC COM 171871106 2104 442982 SH DEFINED 1 442982 0 0 CINCINNATI BELL INC COM 171871106 33 7000 SH DEFINED 1 2 7000 0 0 CINCINNATI FINL CORP COM COM 172062101 28776 727780 SH DEFINED 1 727780 0 0 CINEMARK HOLDINGS INC -REDH COM 17243V102 839 49339 SH DEFINED 1 49339 0 0 CINTAS CORP COM COM 172908105 19945 593239 SH DEFINED 1 593239 0 0 CINTAS CORP COM COM 172908105 182 5400 SH DEFINED 1 2 5400 0 0 CIRCOR INTL INC COM COM 17273K109 1461 31509 SH DEFINED 1 31509 0 0 CIRCUIT CITY STORE INC CIRCT C COM 172737108 3024 720012 SH DEFINED 1 720012 0 0 CIRCUIT CITY STORE INC CIRCT C COM 172737108 175 41600 SH DEFINED 1 2 41600 0 0 CIRRUS LOGIC INC COM COM 172755100 824 156128 SH DEFINED 1 156128 0 0 CISCO SYS INC COM COM 17275R102 880409 32523416 SH DEFINED 1 32523416 0 0 CISCO SYS INC COM COM 17275R102 568 21000 SH DEFINED 1 2 21000 0 0 CIT GROUP INC COM COM 125581108 19764 822484 SH DEFINED 1 822484 0 0 CIT GROUP INC COM COM 125581108 43 1800 SH DEFINED 1 2 1800 0 0 CITADEL BROADCASTING CORP COM 17285T106 497 241454 SH DEFINED 1 241454 0 0 CITADEL BROADCASTING CORP COM 17285T106 83 40500 SH DEFINED 1 2 40500 0 0 CITI TRENDS INC COM 17306X102 364 23566 SH DEFINED 1 23566 0 0 CITIGROUP INC COM COM 172967101 772851 26251737 SH DEFINED 1 26251737 0 0 CITIGROUP INC COM COM 172967101 1098 37300 SH DEFINED 1 2 37300 0 0 CITIZENS & NORTHERN CORP COM 172922106 306 17504 SH DEFINED 1 17504 0 0 CITIZENS BKG CORP MICH COM COM 174420109 1976 136175 SH DEFINED 1 136175 0 0 CITIZENS COMMUNICATIONS CO COM COM 17453B101 18190 1428905 SH DEFINED 1 1428905 0 0 CITIZENS COMMUNICATIONS CO COM COM 17453B101 145 11400 SH DEFINED 1 2 11400 0 0 CITIZENS INC CL A CL A 174740100 116 21042 SH DEFINED 1 21042 0 0 CITIZENS SOUTH BKG CORP COM COM 176682102 162 15951 SH DEFINED 1 15951 0 0 CITRIX SYS INC COM COM 177376100 31575 830704 SH DEFINED 1 830704 0 0 CITRIX SYS INC COM COM 177376100 141 3700 SH DEFINED 1 2 3700 0 0 CITY BK LYNNWOOD WASH COM COM 17770A109 873 38945 SH DEFINED 1 38945 0 0 CITY HLDG CO COM COM 177835105 1109 32777 SH DEFINED 1 32777 0 0 CITY NATL CORP COM COM 178566105 3194 53628 SH DEFINED 1 53628 0 0 CKE RESTAURANTS INC COM COM 12561E105 1144 86638 SH DEFINED 1 86638 0 0 CKH 2 7/8 12/15/24 DBCV 2.875%12/1 811904AJ0 34209 25228000 PRN DEFINED 1 2 25228000 0 0 CKX INC COM 12562M106 899 74895 SH DEFINED 1 74895 0 0 CLARCOR INC COM COM 179895107 2886 76016 SH DEFINED 1 76016 0 0 CLARIENT INC COM 180489106 24 11640 SH DEFINED 1 11640 0 0 CLAYMONT STEEL HLDS INC-REDH COM 18382P104 306 13114 SH DEFINED 1 13114 0 0 CLEAN ENERGY FUELS CORP-REDH COM 184499101 811 53542 SH DEFINED 1 53542 0 0 CLEAN HARBORS INC COM COM 184496107 1244 24054 SH DEFINED 1 24054 0 0 CLEAR CHANNEL COMMUNICATION CO COM 184502102 88087 2551773 SH DEFINED 1 2551773 0 0 CLEAR CHANNEL COMMUNICATION CO COM 184502102 41 1200 SH DEFINED 1 2 1200 0 0 CLEAR CHANNEL OUTDOOR-CL A CL A 18451C109 1736 62750 SH DEFINED 1 62750 0 0 CLEARWIRE CORP CL A 185385309 1474 107508 SH DEFINED 1 107508 0 0 CLECO CORP NEW COM COM 12561W105 2634 94731 SH DEFINED 1 94731 0 0 CLEVELAND BIOLABS INC -REDH COM 185860103 182 20722 SH DEFINED 1 20722 0 0 CLEVELAND CLIFFS INC COM COM 185896107 5882 58350 SH DEFINED 1 58350 0 0 CLIFTON SAVINGS BANCORP INC COM 18712Q103 275 28026 SH DEFINED 1 28026 0 0 CLINICAL DATA INC NEW COM 18725U109 301 13546 SH DEFINED 1 13546 0 0 CLOROX CO DEL COM COM 189054109 38834 595886 SH DEFINED 1 595886 0 0 CLOROX CO DEL COM COM 189054109 72 1100 SH DEFINED 1 2 1100 0 0 CME GROUP INC COM 12572Q105 162129 236340 SH DEFINED 1 236340 0 0 CME GROUP INC COM 12572Q105 755 1100 SH DEFINED 1 2 1100 0 0 CMED3 1/2 11/15/11 NOTE 3.500%11/1 169483AB0 6860 4500000 PRN DEFINED 1 2 4500000 0 0 CMGI INC COM COM NEW 125750307 962 73498 SH DEFINED 1 73498 0 0 CMOS 3.5 05/15/10 NOTE 3.500% 5/1 225302AG3 2719 3000000 PRN DEFINED 1 2 3000000 0 0 CMS 2 7/8 12/01/24 NOTE 2.875%12/0 125896AW0 21403 16000000 PRN DEFINED 1 2 16000000 0 0 CMS ENERGY CORP COM COM 125896100 17124 985294 SH DEFINED 1 985294 0 0 CNA FINL CORP COM COM 126117100 1744 51717 SH DEFINED 1 51717 0 0 CNA SURETY CORP COM COM 12612L108 446 22513 SH DEFINED 1 22513 0 0 CNA SURETY CORP COM COM 12612L108 103 5200 SH DEFINED 1 2 5200 0 0 CNET NETWORKS INC COM COM 12613R104 1873 204899 SH DEFINED 1 204899 0 0 CNH GLOBAL N V SHS SHS NEW N20935206 2356 35801 SH DEFINED 1 35801 0 0 CNX GAS CORP COM 12618H309 1501 46970 SH DEFINED 1 46970 0 0 COACH INC COM COM 189754104 48872 1598178 SH DEFINED 1 1598178 0 0 COACH INC COM COM 189754104 275 9000 SH DEFINED 1 2 9000 0 0 COACHMEN INDS INC COM COM 189873102 112 18836 SH DEFINED 1 18836 0 0 COBIZ INC COM COM 190897108 520 35000 SH DEFINED 1 35000 0 0 COCA COLA BOTTLING CO CONS COM COM 191098102 342 5806 SH DEFINED 1 5806 0 0 COCA COLA CO COM COM 191216100 648371 10564945 SH DEFINED 1 10564945 0 0 COCA COLA ENTERPRISES INC COM COM 191219104 32258 1239244 SH DEFINED 1 1239244 0 0 COCA COLA ENTERPRISES INC COM COM 191219104 2366 90900 SH DEFINED 1 2 90900 0 0 COEUR D ALENE MINES CORP ID CO COM 192108108 3858 780995 SH DEFINED 1 780995 0 0 COGENT COMM GROUP INC COM COM NEW 19239V302 1862 78537 SH DEFINED 1 78537 0 0 COGENT INC COM COM 19239Y108 1031 92442 SH DEFINED 1 92442 0 0 COGNEX CORP COM COM 192422103 1411 70028 SH DEFINED 1 70028 0 0 COGNIZANT TECHNOLOGY SOLUTI CL CL A 192446102 43203 1272930 SH DEFINED 1 1272930 0 0 COGNOS INC COM COM 19244C109 348 6043 SH DEFINED 1 6043 0 0 COGNOS INC COM COM 19244C109 714 12400 SH DEFINED 1 2 12400 0 0 COHEN & STEERS INC COM 19247A100 1104 36831 SH DEFINED 1 36831 0 0 COHU INC COM COM 192576106 504 32973 SH DEFINED 1 32973 0 0 COINSTAR INC COM COM 19259P300 1448 51436 SH DEFINED 1 51436 0 0 COLDWATER CREEK INC COM COM 193068103 526 78612 SH DEFINED 1 78612 0 0 COLE KENNETH PRODTNS INC CL A CL A 193294105 349 19927 SH DEFINED 1 19927 0 0 COLEMAN CABLE INC COM 193459302 104 11024 SH DEFINED 1 11024 0 0 COLEY PHARMACEUTICAL GROUP COM 19388P106 354 44312 SH DEFINED 1 44312 0 0 COLGATE PALMOLIVE CO COM COM 194162103 209690 2689718 SH DEFINED 1 2689718 0 0 COLGATE PALMOLIVE CO COM COM 194162103 1037 13300 SH DEFINED 1 2 13300 0 0 COLLAGENEX PHARMACEUTICALS COM COM 19419B100 258 26974 SH DEFINED 1 26974 0 0 COLLECTIVE BRANDS INC COM 19421W100 1587 91267 SH DEFINED 1 91267 0 0 COLLECTIVE BRANDS INC COM 19421W100 2 100 SH DEFINED 1 2 100 0 0 COLONIAL BANCGROUP INC COM COM 195493309 3037 224324 SH DEFINED 1 224324 0 0 COLONIAL PPTYS TR COM SH BEN I COM SH BEN INT 195872106 1534 67788 SH DEFINED 1 67788 0 0 COLUMBIA BANCORP/OR COM 197231103 199 12044 SH DEFINED 1 12044 0 0 COLUMBIA BKG SYS INC COM COM 197236102 1060 35654 SH DEFINED 1 35654 0 0 COLUMBIA LABS INC COM COM 197779101 106 46776 SH DEFINED 1 46776 0 0 COLUMBIA SPORTSWEAR CO COM COM 198516106 1198 27181 SH DEFINED 1 27181 0 0 COLUMBUS MCKINNON CORP N Y COM COM 199333105 866 26549 SH DEFINED 1 26549 0 0 COLUMBUS MCKINNON CORP N Y COM COM 199333105 20 600 SH DEFINED 1 2 600 0 0 COMBINATORX INC COM COM 20010A103 110 24728 SH DEFINED 1 24728 0 0 COMCAST CORP CL A CL A 20030N101 294744 16141529 SH DEFINED 1 16141529 0 0 COMCAST CORP CL A CL A 20030N101 453 24800 SH DEFINED 1 2 24800 0 0 COMCAST CORP CL A SPL CL A SPL 20030N200 1342 74083 SH DEFINED 1 74083 0 0 COMERICA INC COM COM 200340107 29261 672199 SH DEFINED 1 672199 0 0 COMERICA INC COM COM 200340107 61 1400 SH DEFINED 1 2 1400 0 0 COMFORT SYS USA INC COM COM 199908104 830 64972 SH DEFINED 1 64972 0 0 COMMERCE BANCORP INC NJ COM COM 200519106 32382 849039 SH DEFINED 1 849039 0 0 COMMERCE BANCORP INC NJ COM COM 200519106 122 3200 SH DEFINED 1 2 3200 0 0 COMMERCE BANCSHARES INC COM COM 200525103 4610 102774 SH DEFINED 1 102774 0 0 COMMERCE GROUP INC MASS COM COM 200641108 2804 77946 SH DEFINED 1 77946 0 0 COMMERCIAL METALS CO COM COM 201723103 4867 165256 SH DEFINED 1 165256 0 0 COMMERCIAL VEHICLE GROUP INC C COM 202608105 648 44687 SH DEFINED 1 44687 0 0 COMMSCOPE INC COM COM 203372107 4577 93000 SH DEFINED 1 93000 0 0 COMMUNITY BANCORP COM 20343T100 621 35743 SH DEFINED 1 35743 0 0 COMMUNITY BK SYS INC COM COM 203607106 809 40739 SH DEFINED 1 40739 0 0 COMMUNITY HEALTH SYS INC NE CO COM 203668108 4747 128797 SH DEFINED 1 128797 0 0 COMMUNITY TR BANCORP INC COM COM 204149108 662 24052 SH DEFINED 1 24052 0 0 COMMVAULT SYSTEMS INC -REDH COM 204166102 1379 65088 SH DEFINED 1 65088 0 0 COMPANHIA DE SANEAMENTO BASICO SPONSORED ADR 20441A102 1131 24063 SH DEFINED 1 24063 0 0 COMPANHIA PARANAENSE DE ENERGI SPON ADR PFD 20441B407 1686 111700 SH DEFINED 1 111700 0 0 COMPASS MINERALS INTERNATIONAL COM 20451N101 1878 45817 SH DEFINED 1 45817 0 0 COMPLETE PRODUCTION SERVICES I COM 20453E109 1176 65431 SH DEFINED 1 65431 0 0 COMPUCREDIT CORP COM COM 20478N100 449 45010 SH DEFINED 1 45010 0 0 COMPUCREDIT CORP COM COM 20478N100 1902 190600 SH DEFINED 1 2 190600 0 0 COMPUTER PROGRAMS & SYS INC CO COM 205306103 310 13649 SH DEFINED 1 13649 0 0 COMPUTER SCIENCES CORP COM COM 205363104 37398 755979 SH DEFINED 1 755979 0 0 COMPUTER TASK GROUP INC COM COM 205477102 64 11529 SH DEFINED 1 11529 0 0 COMPUWARE CORP COM COM 205638109 11347 1277811 SH DEFINED 1 1277811 0 0 COMPUWARE CORP COM COM 205638109 57 6400 SH DEFINED 1 2 6400 0 0 COMSCORE INC COM 20564W105 247 7579 SH DEFINED 1 7579 0 0 COMSTOCK RES INC COM NEW COM NEW 205768203 2600 76467 SH DEFINED 1 76467 0 0 COMSYS IT PARTNERS INC COM 20581E104 412 26096 SH DEFINED 1 26096 0 0 COMTECH TELECOMMUNICATIONS COM COM NEW 205826209 2011 37237 SH DEFINED 1 37237 0 0 COMTECH TELECOMMUNICATIONS COM COM NEW 205826209 5 100 SH DEFINED 1 2 100 0 0 COMVERGE INC COM 205859101 380 12083 SH DEFINED 1 12083 0 0 CON-WAY INC COM COM 205944101 2621 63097 SH DEFINED 1 63097 0 0 CON-WAY INC COM COM 205944101 104 2500 SH DEFINED 1 2 2500 0 0 CONAGRA FOODS INC COM COM 205887102 50019 2102518 SH DEFINED 1 2102518 0 0 CONAGRA FOODS INC COM COM 205887102 1553 65300 SH DEFINED 1 2 65300 0 0 CONCEPTUS INC COM COM 206016107 710 36894 SH DEFINED 1 36894 0 0 CONCHO RESOURCES INC -REDH COM 20605P101 702 34070 SH DEFINED 1 34070 0 0 CONCUR TECHNOLOGIES INC COM COM 206708109 2515 69455 SH DEFINED 1 69455 0 0 CONCURRENT COMPUTER CORP NE CO COM 206710204 79 95407 SH DEFINED 1 95407 0 0 CONEXANT SYSTEMS INC COM COM 207142100 512 616897 SH DEFINED 1 616897 0 0 CONMED CORP COM COM 207410101 1298 56154 SH DEFINED 1 56154 0 0 CONMED CORP COM COM 207410101 296 12800 SH DEFINED 1 2 12800 0 0 CONN'S INC COM 208242107 389 22720 SH DEFINED 1 22720 0 0 CONOCO PHILLIPS CO COM COM 20825C104 737572 8353021 SH DEFINED 1 8353021 0 0 CONOCO PHILLIPS CO COM COM 20825C104 1051 11900 SH DEFINED 1 2 11900 0 0 CONSECO INC COM NEW 208464883 3403 270976 SH DEFINED 1 270976 0 0 CONSOL ENERGY INC COM COM 20854P109 55955 782368 SH DEFINED 1 782368 0 0 CONSOLIDATED COMMUNICATIONS COM 209034107 1001 50301 SH DEFINED 1 50301 0 0 CONSOLIDATED EDISON INC COM COM 209115104 57333 1173664 SH DEFINED 1 1173664 0 0 CONSOLIDATED EDISON INC COM COM 209115104 98 2000 SH DEFINED 1 2 2000 0 0 CONSOLIDATED GRAPHICS INC COM COM 209341106 1060 22165 SH DEFINED 1 22165 0 0 CONSOLIDATED TOMOKA LD CO COM COM 210226106 467 7452 SH DEFINED 1 7452 0 0 CONSTANT CONTACT INC COM 210313102 234 10884 SH DEFINED 1 10884 0 0 CONSTELLATION BRANDS INC CL A CL A 21036P108 19876 840796 SH DEFINED 1 840796 0 0 CONSTELLATION BRANDS INC CL A CL A 21036P108 116 4900 SH DEFINED 1 2 4900 0 0 CONSTELLATION ENERGY GROUP COM COM 210371100 80094 781172 SH DEFINED 1 781172 0 0 CONSUMER PORTFOLIO SVCS INC CO COM 210502100 56 16708 SH DEFINED 1 16708 0 0 CONTANGO OIL AND GAS COMPANY COM NEW 21075N204 1248 24516 SH DEFINED 1 24516 0 0 CONTINENTAL AIRLS INC CL B CL B 210795308 3052 137181 SH DEFINED 1 137181 0 0 CONTINENTAL RESOURCES INC COM 212015101 3031 116006 SH DEFINED 1 116006 0 0 CONVERA CORP CL A CL A 211919105 113 40694 SH DEFINED 1 40694 0 0 CONVERGYS CORP COM COM 212485106 9399 571050 SH DEFINED 1 571050 0 0 COOPER COS INC COM NEW COM NEW 216648402 2449 64436 SH DEFINED 1 64436 0 0 COOPER INDS INC COM CL A G24182100 41940 793122 SH DEFINED 1 793122 0 0 COOPER INDS INC COM CL A G24182100 53 1000 SH DEFINED 1 2 1000 0 0 COOPER TIRE & RUBR CO COM COM 216831107 1618 97594 SH DEFINED 1 97594 0 0 COOPER TIRE & RUBR CO COM COM 216831107 1169 70500 SH DEFINED 1 2 70500 0 0 COPANO ENERGY LLC COM UNITS 217202100 2175 59831 SH DEFINED 1 59831 0 0 COPART INC COM COM 217204106 4208 98902 SH DEFINED 1 98902 0 0 CORE MARK HOLDING CO INC COM 218681104 353 12306 SH DEFINED 1 12306 0 0 CORINTHIAN COLLEGES INC COM COM 218868107 2341 151992 SH DEFINED 1 151992 0 0 CORN PRODS INTL INC COM COM 219023108 4479 121883 SH DEFINED 1 121883 0 0 CORNELL COMPANIES INC COM COM 219141108 262 11236 SH DEFINED 1 11236 0 0 CORNING INC COM COM 219350105 163649 6821553 SH DEFINED 1 6821553 0 0 CORNING INC COM COM 219350105 22 900 SH DEFINED 1 2 900 0 0 CORPORATE EXECUTIVE BRD CO COM COM 21988R102 3234 53814 SH DEFINED 1 53814 0 0 CORPORATE OFFICE PPTYS TR SH B SH BEN INT 22002T108 2092 66408 SH DEFINED 1 66408 0 0 CORRECTIONS CORP AMER NEW COM COM NEW 22025Y407 5151 174551 SH DEFINED 1 174551 0 0 CORUS BANKSHARES INC COM COM 220873103 932 87376 SH DEFINED 1 87376 0 0 CORVEL CORP COM COM 221006109 338 14691 SH DEFINED 1 14691 0 0 CORVEL CORP COM COM 221006109 44 1900 SH DEFINED 1 2 1900 0 0 COSAN LTD-REDH SHS A G25343107 1300 103200 SH DEFINED 1 103200 0 0 COSI INC COM 22122P101 119 53323 SH DEFINED 1 53323 0 0 COST PLUS INC CALIF COM COM 221485105 86 19760 SH DEFINED 1 19760 0 0 COSTAR GROUP INC COM COM 22160N109 1778 37638 SH DEFINED 1 37638 0 0 COSTCO WHSL CORP NEW COM COM 22160K105 134958 1934602 SH DEFINED 1 1934602 0 0 COSTCO WHSL CORP NEW COM COM 22160K105 230 3300 SH DEFINED 1 2 3300 0 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 22363 2501449 SH DEFINED 1 2501449 0 0 COURIER CORP COM COM 222660102 569 17248 SH DEFINED 1 17248 0 0 COUSINS PPTYS INC COM COM 222795106 1392 62964 SH DEFINED 1 62964 0 0 COVAD COMMUNICATIONS GROUP COM COM 222814204 301 349593 SH DEFINED 1 349593 0 0 COVANCE INC COM COM 222816100 7842 90535 SH DEFINED 1 90535 0 0 COVANTA HOLDING CORP COM 22282E102 6210 224512 SH DEFINED 1 224512 0 0 COVENTRY HEALTH CARE INC COM COM 222862104 41790 705315 SH DEFINED 1 705315 0 0 COVIDIEN LTD COM G2552X108 114529 2585888 SH DEFINED 1 2585888 0 0 COWEN GROUP INC COM 223621103 234 24637 SH DEFINED 1 24637 0 0 COX RADIO INC CL A CL A 224051102 840 69109 SH DEFINED 1 69109 0 0 CPI INTERNATIONAL INC -REDH COM 12618M100 172 10038 SH DEFINED 1 10038 0 0 CPI INTERNATIONAL INC -REDH COM 12618M100 26 1500 SH DEFINED 1 2 1500 0 0 CRA INTERNATIONAL INC COM 12618T105 1079 22659 SH DEFINED 1 22659 0 0 CRANE CO COM COM 224399105 3204 74692 SH DEFINED 1 74692 0 0 CRANE CO COM COM 224399105 1656 38600 SH DEFINED 1 2 38600 0 0 CRAWFORD & CO CL B CL B 224633107 100 24040 SH DEFINED 1 24040 0 0 CRAY INC COM COM NEW 225223304 210 35136 SH DEFINED 1 35136 0 0 CREDENCE SYS CORP COM COM 225302108 418 172705 SH DEFINED 1 172705 0 0 CREE INC COM COM 225447101 3415 124301 SH DEFINED 1 124301 0 0 CRM HOLDINGS LTD -REDH COM G2554P103 81 10363 SH DEFINED 1 10363 0 0 CROCS INC COM 227046109 4203 114174 SH DEFINED 1 114174 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 582 40880 SH DEFINED 1 40880 0 0 CROSS TIMBERS RTY TR TR UNIT TR UNIT 22757R109 429 10402 SH DEFINED 1 10402 0 0 CROSSTEX ENERGY INC COM 22765Y104 3394 91148 SH DEFINED 1 91148 0 0 CROSSTEX ENERGY LP COM 22765U102 782 25220 SH DEFINED 1 25220 0 0 CROWN CASTLE INTL CORP COM COM 228227104 16951 407479 SH DEFINED 1 407479 0 0 CROWN HOLDINGS INC COM 228368106 6083 237160 SH DEFINED 1 237160 0 0 CROWN MEDIA HLDGS INC CL A CL A 228411104 138 21161 SH DEFINED 1 21161 0 0 CRYOLIFE INC COM COM 228903100 221 27744 SH DEFINED 1 27744 0 0 CRYSTAL RIVER CAPITAL INC COM 229393301 543 37628 SH DEFINED 1 37628 0 0 CSG SYS INTL INC COM COM 126349109 1035 70294 SH DEFINED 1 70294 0 0 CSG SYS INTL INC COM COM 126349109 303 20570 SH DEFINED 1 2 20570 0 0 CSK AUTO CORP COM COM 125965103 342 68298 SH DEFINED 1 68298 0 0 CSK AUTO CORP COM COM 125965103 21 4100 SH DEFINED 1 2 4100 0 0 CSS INDS INC COM COM 125906107 611 16655 SH DEFINED 1 16655 0 0 CSS INDS INC COM COM 125906107 1666 45400 SH DEFINED 1 2 45400 0 0 CSX CORP COM COM 126408103 80244 1824561 SH DEFINED 1 1824561 0 0 CTC MEDIA INC COM 12642X106 339 11218 SH DEFINED 1 11218 0 0 CTRIP.COM INTERNATIONAL-ADR ADR 22943F100 287 4999 SH DEFINED 1 4999 0 0 CTRIP.COM INTERNATIONAL-ADR ADR 22943F100 287 5000 SH DEFINED 1 2 5000 0 0 CTS CORP COM COM 126501105 624 62868 SH DEFINED 1 62868 0 0 CTS CORP COM COM 126501105 38 3800 SH DEFINED 1 2 3800 0 0 CUBIC CORP COM COM 229669106 1200 30613 SH DEFINED 1 30613 0 0 CUBIC CORP COM COM 229669106 1074 27400 SH DEFINED 1 2 27400 0 0 CUBIST PHARMACEUTICALS INC COM COM 229678107 1990 97012 SH DEFINED 1 97012 0 0 CULLEN FROST BANKERS INC COM COM 229899109 4138 81680 SH DEFINED 1 81680 0 0 CUMMINS INC COM COM 231021106 55650 436916 SH DEFINED 1 436916 0 0 CUMULUS MEDIA INC CL A CL A 231082108 416 51703 SH DEFINED 1 51703 0 0 CURAGEN CORP COM COM 23126R101 49 53619 SH DEFINED 1 53619 0 0 CURIS INC COM COM 231269101 14 13848 SH DEFINED 1 13848 0 0 CURTISS WRIGHT CORP COM COM 231561101 3379 67318 SH DEFINED 1 67318 0 0 CUTERA INC COM 232109108 468 29837 SH DEFINED 1 29837 0 0 CUTERA INC COM 232109108 3 200 SH DEFINED 1 2 200 0 0 CV THERAPEUTICS INC COM COM 126667104 940 103863 SH DEFINED 1 103863 0 0 CVB FINL CORP COM COM 126600105 1417 137015 SH DEFINED 1 137015 0 0 CVR ENERGY INC-REDH COM 12662P108 920 36879 SH DEFINED 1 36879 0 0 CVS CORP COM COM 126650100 308856 7769953 SH DEFINED 1 7769953 0 0 CVS CORP COM COM 126650100 525 13200 SH DEFINED 1 2 13200 0 0 CYBERONICS INC COM COM 23251P102 304 23127 SH DEFINED 1 23127 0 0 CYBEROPTICS CORP COM COM 232517102 149 12393 SH DEFINED 1 12393 0 0 CYBERSOURCE CORP COM COM 23251J106 2326 130908 SH DEFINED 1 130908 0 0 CYBEX INTERNATIONAL INC COM 23252E106 67 14718 SH DEFINED 1 14718 0 0 CYMER INC COM COM 232572107 2006 51534 SH DEFINED 1 51534 0 0 CYNOSOSURE INC-CLASS A CL A 232577205 391 14780 SH DEFINED 1 14780 0 0 CYPRESS BIOSCIENCES INC COM PA COM PAR $.02 232674507 757 68647 SH DEFINED 1 68647 0 0 CYPRESS SEMICONDUCTOR CORP COM COM 232806109 7889 218946 SH DEFINED 1 218946 0 0 CYTEC INDS INC COM COM 232820100 3477 56461 SH DEFINED 1 56461 0 0 CYTOGEN CORP COM COM NEW 232824300 8 16153 SH DEFINED 1 16153 0 0 CYTOKINETICS INC COM COM 23282W100 303 64027 SH DEFINED 1 64027 0 0 CYTORI THERAPEUTICS INC COM 23283K105 87 14448 SH DEFINED 1 14448 0 0 CYTRX CORP COM NEW COM NEW 232828301 231 81307 SH DEFINED 1 81307 0 0 D & E COMMUNICATIONS INC COM COM 232860106 324 22424 SH DEFINED 1 22424 0 0 D R HORTON INC COM COM 23331A109 15762 1196789 SH DEFINED 1 1196789 0 0 DAIMLERCHRYSLER AG STUTTGART COM D1668R123 44207 462531 SH DEFINED 1 462531 0 0 DAIMLERCHRYSLER AG STUTTGART COM D1668R123 592 6190 SH DEFINED 1 2 6190 0 0 DAKTRONICS INC COM COM 234264109 1304 57796 SH DEFINED 1 57796 0 0 DANAHER CORP DEL COM COM 235851102 98198 1119189 SH DEFINED 1 1119189 0 0 DANAHER CORP DEL COM COM 235851102 790 9000 SH DEFINED 1 2 9000 0 0 DARDEN RESTAURANTS INC COM COM 237194105 19114 689790 SH DEFINED 1 689790 0 0 DARDEN RESTAURANTS INC COM COM 237194105 1014 36600 SH DEFINED 1 2 36600 0 0 DARLING INTL INC COM COM 237266101 1757 152027 SH DEFINED 1 152027 0 0 DARLING INTL INC COM COM 237266101 2247 194400 SH DEFINED 1 2 194400 0 0 DARWIN PROF UNDRWRTRS COM 237502109 242 10028 SH DEFINED 1 10028 0 0 DATA DOMAIN INC COM 23767P109 874 33196 SH DEFINED 1 33196 0 0 DATASCOPE CORP COM COM 238113104 923 25348 SH DEFINED 1 25348 0 0 DAVITA INC COM COM 23918K108 8502 150887 SH DEFINED 1 150887 0 0 DAWSON GEOPHYSICAL CO COM COM 239359102 1029 14393 SH DEFINED 1 14393 0 0 DAYSTAR TECHNOLOGIES INC COM 23962Q100 346 55291 SH DEFINED 1 55291 0 0 DCP MIDSTREAM PARTNERS -REDH COM UT LTD PTN 23311P100 896 19500 SH DEFINED 1 19500 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 2338 251075 SH DEFINED 1 251075 0 0 DDI CORP COM 0.0001 NEW 233162502 123 21894 SH DEFINED 1 21894 0 0 DEALERTRACK HOLDINGS INC COM 242309102 1951 58280 SH DEFINED 1 58280 0 0 DEAN FOODS CO NEW COM COM 242370104 14730 569623 SH DEFINED 1 569623 0 0 DEAN FOODS CO NEW COM COM 242370104 65 2500 SH DEFINED 1 2 2500 0 0 DEARBORN BANCORP INC COM 24242R108 89 11727 SH DEFINED 1 11727 0 0 DECKERS OUTDOOR CORP COM COM 243537107 3087 19908 SH DEFINED 1 19908 0 0 DEERE & CO COM COM 244199105 184210 1978195 SH DEFINED 1 1978195 0 0 DEL MONTE FOODS CO COM COM 24522P103 2764 292218 SH DEFINED 1 292218 0 0 DELEK US HOLDINGS INC COM 246647101 1242 61413 SH DEFINED 1 61413 0 0 DELEK US HOLDINGS INC COM 246647101 20 1000 SH DEFINED 1 2 1000 0 0 DELIA*S INC COM 246911101 67 24895 SH DEFINED 1 24895 0 0 DELL INC COM 24702R101 289191 11798888 SH DEFINED 1 11798888 0 0 DELL INC COM 24702R101 400 16300 SH DEFINED 1 2 16300 0 0 DELPHI FINL GROUP INC CL A CL A 247131105 2401 68054 SH DEFINED 1 68054 0 0 DELTA AIR LINES INC COM NEW 247361702 5407 363113 SH DEFINED 1 363113 0 0 DELTA PETROLEUM CORP COM NEW 247907207 1997 105961 SH DEFINED 1 105961 0 0 DELTEK INC COM 24784L105 182 11935 SH DEFINED 1 11935 0 0 DELTIC TIMBER CORP COM COM 247850100 967 18773 SH DEFINED 1 18773 0 0 DELUXE CORP COM COM 248019101 4877 148277 SH DEFINED 1 148277 0 0 DENBURY RES INC COM NEW COM NEW 247916208 10102 339577 SH DEFINED 1 339577 0 0 DENDREON CORP COM COM 24823Q107 770 123749 SH DEFINED 1 123749 0 0 DENNY'S CORPORATION COM COM 24869P104 820 218612 SH DEFINED 1 218612 0 0 DENTSPLY INTL INC NEW COM COM 249030107 9812 217954 SH DEFINED 1 217954 0 0 DENTSPLY INTL INC NEW COM COM 249030107 1436 31900 SH DEFINED 1 2 31900 0 0 DEPOMED INC COM 249908104 265 81137 SH DEFINED 1 81137 0 0 DEUTSCHE BANK AG NPV(REGD) COM D18190898 32011 247383 SH DEFINED 1 247383 0 0 DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 20414 533130 SH DEFINED 1 533130 0 0 DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 92 2400 SH DEFINED 1 2 2400 0 0 DEVON ENERGY CORP NEW COM COM 25179M103 171136 1924827 SH DEFINED 1 1924827 0 0 DEVON ENERGY CORP NEW COM COM 25179M103 169 1900 SH DEFINED 1 2 1900 0 0 DEVRY INC DEL COM COM 251893103 5054 97266 SH DEFINED 1 97266 0 0 DEVRY INC DEL COM COM 251893103 2162 41600 SH DEFINED 1 2 41600 0 0 DEXCOM INC COM 252131107 484 54776 SH DEFINED 1 54776 0 0 DG FASTCHANNEL INC COM 23326R109 869 33900 SH DEFINED 1 33900 0 0 DIALYSIS CORP OF AMERICA COM 252529102 97 11358 SH DEFINED 1 11358 0 0 DIAMOND FOODS INC COM 252603105 586 27324 SH DEFINED 1 27324 0 0 DIAMOND MANAGEMENT & TECHNOLOG COM 25269L106 264 36333 SH DEFINED 1 36333 0 0 DIAMOND MANAGEMENT & TECHNOLOG COM 25269L106 635 87310 SH DEFINED 1 2 87310 0 0 DIAMOND OFFSHORE DRILLING I CO COM 25271C102 13464 94819 SH DEFINED 1 94819 0 0 DIAMOND OFFSHORE DRILLING I CO COM 25271C102 241 1700 SH DEFINED 1 2 1700 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 1984 132476 SH DEFINED 1 132476 0 0 DICE HOLDINGS INC COM 253017107 95 11876 SH DEFINED 1 11876 0 0 DICK'S SPORTING GOODS INC COM 253393102 3231 116377 SH DEFINED 1 116377 0 0 DIEBOLD INC COM COM 253651103 2778 95867 SH DEFINED 1 95867 0 0 DIGI INTL INC COM COM 253798102 444 31314 SH DEFINED 1 31314 0 0 DIGIMARC CORP COM COM 253807101 265 30052 SH DEFINED 1 30052 0 0 DIGITAL REALTY TRUST INC COM 253868103 3539 92231 SH DEFINED 1 92231 0 0 DIGITAL RIV INC COM COM 25388B104 1933 58449 SH DEFINED 1 58449 0 0 DILLARDS INC CL A CL A 254067101 4548 242160 SH DEFINED 1 242160 0 0 DIME CMNTY BANCSHARES COM COM 253922108 776 60797 SH DEFINED 1 60797 0 0 DIODES INC COM COM 254543101 1358 45153 SH DEFINED 1 45153 0 0 DIONEX CORP COM COM 254546104 2826 34104 SH DEFINED 1 34104 0 0 DIONEX CORP COM COM 254546104 282 3400 SH DEFINED 1 2 3400 0 0 DIRECTED ELECTRONICS INC COM 254575103 24 14601 SH DEFINED 1 14601 0 0 DIRECTV GROUP INC/THE COM 25459L106 73992 3200361 SH DEFINED 1 3200361 0 0 DIRECTV GROUP INC/THE COM 25459L106 2066 89341 SH DEFINED 1 2 89341 0 0 DISCOVER FINANCIAL SVCS INC COM 254709108 31667 2099909 SH DEFINED 1 2099909 0 0 DISCOVERY HOLDING CO-A CL A COM 25468Y107 10644 423401 SH DEFINED 1 423401 0 0 DISCOVERY LABORATORIES INC COM COM 254668106 243 112800 SH DEFINED 1 112800 0 0 DISNEY WALT CO COM DISNEY COM DISNEY 254687106 325093 10071045 SH DEFINED 1 10071045 0 0 DISNEY WALT CO COM DISNEY COM DISNEY 254687106 255 7900 SH DEFINED 1 2 7900 0 0 DITECH NETWORKS CORP COM 25500T108 124 35824 SH DEFINED 1 35824 0 0 DIVX INC COM 255413106 568 40539 SH DEFINED 1 40539 0 0 DIXIE GROUP INC CL A CL A 255519100 92 11107 SH DEFINED 1 11107 0 0 DKS 1.6061 02/18/24 NOTE 1.606% 2/1 253393AB8 5006 5000000 PRN DEFINED 1 2 5000000 0 0 DOLAN MEDIA CO -REDH COM 25659P402 746 25561 SH DEFINED 1 25561 0 0 DOLBY LABORATORIES INC-CL A COM 25659T107 3466 69708 SH DEFINED 1 69708 0 0 DOLBY LABORATORIES INC-CL A COM 25659T107 89 1800 SH DEFINED 1 2 1800 0 0 DOLLAR FINANCIAL CORP COM COM 256664103 1022 33307 SH DEFINED 1 33307 0 0 DOLLAR FINANCIAL CORP COM COM 256664103 34 1100 SH DEFINED 1 2 1100 0 0 DOLLAR THRIFTY AUTOMOTIVE G CO COM 256743105 767 32375 SH DEFINED 1 32375 0 0 DOLLAR TREE STORES INC COM COM 256747106 3987 153811 SH DEFINED 1 153811 0 0 DOLLAR TREE STORES INC COM COM 256747106 1871 72200 SH DEFINED 1 2 72200 0 0 DOMINION RES INC VA NEW COM COM 25746U109 122509 2581862 SH DEFINED 1 2581862 0 0 DOMINO'S PIZZA INC COM 25754A201 814 61499 SH DEFINED 1 61499 0 0 DOMTAR INC COM COM 257559104 6193 805340 SH DEFINED 1 805340 0 0 DONALDSON INC COM COM 257651109 4468 96335 SH DEFINED 1 96335 0 0 DONNELLEY R R & SONS CO COM COM 257867101 34991 927170 SH DEFINED 1 927170 0 0 DORCHESTER MINERALS LP COM UNIT 25820R105 593 29445 SH DEFINED 1 29445 0 0 DOT HILL SYS CORP COM COM 25848T109 105 43340 SH DEFINED 1 43340 0 0 DOUBLE HULL TANKERS COM Y21110104 855 69868 SH DEFINED 1 69868 0 0 DOUBLE-TAKE SFTWAR INC COM 258598101 720 33150 SH DEFINED 1 33150 0 0 DOUGLAS EMMETT INC COM 25960P109 3198 141430 SH DEFINED 1 141430 0 0 DOVER CORP COM COM 260003108 39493 856863 SH DEFINED 1 856863 0 0 DOVER DOWNS GAMING & ENTMT COM COM 260095104 239 21217 SH DEFINED 1 21217 0 0 DOVER MOTORSPORTS INC COM COM 260174107 225 34311 SH DEFINED 1 34311 0 0 DOW CHEM CO COM COM 260543103 194587 4936248 SH DEFINED 1 4936248 0 0 DOW CHEM CO COM COM 260543103 505 12800 SH DEFINED 1 2 12800 0 0 DOWNEY FINL CORP COM COM 261018105 906 29115 SH DEFINED 1 29115 0 0 DPL INC COM COM 233293109 5091 171688 SH DEFINED 1 171688 0 0 DREAMWORKS ANIMATION SKG-A CL A 26153C103 2571 100681 SH DEFINED 1 100681 0 0 DRESS BARN INC COM COM 261570105 853 68176 SH DEFINED 1 68176 0 0 DRESSER-RAND GROUP INC COM 261608103 5083 130179 SH DEFINED 1 130179 0 0 DRESSER-RAND GROUP INC COM 261608103 2213 56660 SH DEFINED 1 2 56660 0 0 DREW INDS INC COM NEW COM NEW 26168L205 1021 37253 SH DEFINED 1 37253 0 0 DRIL-QUIP INC COM COM 262037104 2598 46681 SH DEFINED 1 46681 0 0 DRS TECHNOLOGIES INC COM COM 23330X100 3303 60870 SH DEFINED 1 60870 0 0 DRUGSTORE COM INC COM COM 262241102 286 86649 SH DEFINED 1 86649 0 0 DRYSHIPS INC SHS Y2109Q101 214 2759 SH DEFINED 1 2759 0 0 DSP GROUP INC COM COM 23332B106 881 72249 SH DEFINED 1 72249 0 0 DST SYS INC DEL COM COM 233326107 5747 69614 SH DEFINED 1 69614 0 0 DST SYS INC DEL COM COM 233326107 404 4900 SH DEFINED 1 2 4900 0 0 DSW INC-CLASS A CL A 23334L102 655 34924 SH DEFINED 1 34924 0 0 DTE ENERGY CO COM COM 233331107 31053 706386 SH DEFINED 1 706386 0 0 DTE ENERGY CO COM COM 233331107 84 1900 SH DEFINED 1 2 1900 0 0 DTS INC COM 23335C101 1009 39451 SH DEFINED 1 39451 0 0 DU PONT E I DE NEMOURS & CO CO COM 263534109 206394 4681191 SH DEFINED 1 4681191 0 0 DU PONT E I DE NEMOURS & CO CO COM 263534109 410 9300 SH DEFINED 1 2 9300 0 0 DUCOMMUN INC DEL COM COM 264147109 515 13554 SH DEFINED 1 13554 0 0 DUKE ENERGY CORP COM COM 26441C105 110222 5464665 SH DEFINED 1 5464665 0 0 DUKE ENERGY CORP COM COM 26441C105 58 2900 SH DEFINED 1 2 2900 0 0 DUKE REALTY CORP COM NEW COM NEW 264411505 5109 195892 SH DEFINED 1 195892 0 0 DUN & BRADSTREET CORP DEL N CO COM 26483E100 7901 89150 SH DEFINED 1 89150 0 0 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 894 45625 SH DEFINED 1 45625 0 0 DURECT CORP COM COM 266605104 582 90456 SH DEFINED 1 90456 0 0 DUSA PHARMACEUTICALS INC COM COM 266898105 22 10786 SH DEFINED 1 10786 0 0 DXP ENTERPRISES INC COM NEW 233377407 253 5410 SH DEFINED 1 5410 0 0 DYADIC INTERNATIONAL INC COM 26745T101 23 16428 SH DEFINED 1 16428 0 0 DYAX CORP COM COM 26746E103 273 74611 SH DEFINED 1 74611 0 0 DYCOM INDS INC COM COM 267475101 1920 72060 SH DEFINED 1 72060 0 0 DYNAMEX INC COM COM 26784F103 591 21849 SH DEFINED 1 21849 0 0 DYNAMEX INC COM COM 26784F103 30 1100 SH DEFINED 1 2 1100 0 0 DYNAMIC MATERIALS CORP COM 267888105 1325 22493 SH DEFINED 1 22493 0 0 DYNAMIC MATERIALS CORP COM 267888105 6 100 SH DEFINED 1 2 100 0 0 DYNAVAX TECHNOLOGIES CORP COM 268158102 307 60395 SH DEFINED 1 60395 0 0 DYNCORP INTL INC CL A 26817C101 886 32962 SH DEFINED 1 32962 0 0 DYNEGY INC NEW CL A CL A 26817G102 14854 2080416 SH DEFINED 1 2080416 0 0 DYNEGY INC NEW CL A CL A 26817G102 42 5900 SH DEFINED 1 2 5900 0 0 E M C CORP MASS COM COM 268648102 203679 10991878 SH DEFINED 1 10991878 0 0 E M C CORP MASS COM COM 268648102 988 53300 SH DEFINED 1 2 53300 0 0 E TRADE FINANCIAL CORP COM 269246104 6585 1855053 SH DEFINED 1 1855053 0 0 E TRADE FINANCIAL CORP COM 269246104 299 84200 SH DEFINED 1 2 84200 0 0 E-Z-EM INC COM NEW 269305405 280 13501 SH DEFINED 1 13501 0 0 EAGLE BULK SHIPPING INC COM Y2187A101 2086 78585 SH DEFINED 1 78585 0 0 EAGLE MATERIALS INC COM 26969P108 2305 64965 SH DEFINED 1 64965 0 0 EAGLE TEST SYSTEMS INC-REDH COM 270006109 216 16924 SH DEFINED 1 16924 0 0 EARTHLINK INC COM COM 270321102 1651 233532 SH DEFINED 1 233532 0 0 EAST WEST BANCORP INC COM COM 27579R104 2238 92364 SH DEFINED 1 92364 0 0 EASTERN INSURANCE HLDGS-REDH COM 276534104 207 12557 SH DEFINED 1 12557 0 0 EASTGROUP PPTY INC COM COM 277276101 1570 37519 SH DEFINED 1 37519 0 0 EASTMAN CHEM CO COM COM 277432100 21391 350161 SH DEFINED 1 350161 0 0 EASTMAN CHEM CO COM COM 277432100 92 1500 SH DEFINED 1 2 1500 0 0 EASTMAN KODAK CO COM COM 277461109 27185 1243021 SH DEFINED 1 1243021 0 0 EASTMAN KODAK CO COM COM 277461109 341 15600 SH DEFINED 1 2 15600 0 0 EATON CORP COM COM 278058102 64484 665128 SH DEFINED 1 665128 0 0 EATON CORP COM COM 278058102 1018 10500 SH DEFINED 1 2 10500 0 0 EATON VANCE CORP COM NON VTG COM NON VTG 278265103 7942 174895 SH DEFINED 1 174895 0 0 EATON VANCE CORP COM NON VTG COM NON VTG 278265103 341 7500 SH DEFINED 1 2 7500 0 0 EBAY INC COM COM 278642103 172891 5209139 SH DEFINED 1 5209139 0 0 EBAY INC COM COM 278642103 1822 54900 SH DEFINED 1 2 54900 0 0 ECHELON CORP COM COM 27874N105 1331 64475 SH DEFINED 1 64475 0 0 ECLIPSYS CORP COM COM 278856109 1718 67873 SH DEFINED 1 67873 0 0 ECOLAB INC COM COM 278865100 38908 759779 SH DEFINED 1 759779 0 0 EDDIE BAUER HOLDINGS INC COM 071625107 434 68383 SH DEFINED 1 68383 0 0 EDGE PETE CORP DEL COM COM 279862106 232 39046 SH DEFINED 1 39046 0 0 EDGEWATER TECHNOLOGY INC COM COM 280358102 73 10044 SH DEFINED 1 10044 0 0 EDIETS.COM INC -CL A COM 280597105 83 14028 SH DEFINED 1 14028 0 0 EDISON INTL COM COM 281020107 78499 1470840 SH DEFINED 1 1470840 0 0 EDISON INTL COM COM 281020107 2055 38500 SH DEFINED 1 2 38500 0 0 EDUCATION REALTY TRUST INC COM 28140H104 670 59587 SH DEFINED 1 59587 0 0 EDWARDS LIFESCIENCES CORP COM COM 28176E108 3864 84014 SH DEFINED 1 84014 0 0 EFJ INC COM 26843B101 41 15093 SH DEFINED 1 15093 0 0 EHEALTH INC COM 28238P109 1046 32567 SH DEFINED 1 32567 0 0 EL PASO CORP COM COM 28336L109 62635 3633109 SH DEFINED 1 3633109 0 0 EL PASO CORP COM COM 28336L109 291 16900 SH DEFINED 1 2 16900 0 0 EL PASO ELEC CO COM NEW COM NEW 283677854 2186 85500 SH DEFINED 1 85500 0 0 ELECTRO RENT CORP COM COM 285218103 292 19671 SH DEFINED 1 19671 0 0 ELECTRO SCIENTIFIC INDS COM COM 285229100 1205 60709 SH DEFINED 1 60709 0 0 ELECTRO-OPTICAL SCIENCES INC COM 285192100 48 10612 SH DEFINED 1 10612 0 0 ELECTROGLAS INC COM COM 285324109 20 12037 SH DEFINED 1 12037 0 0 ELECTRONIC ARTS INC COM COM 285512109 80998 1386717 SH DEFINED 1 1386717 0 0 ELECTRONIC ARTS INC COM COM 285512109 421 7200 SH DEFINED 1 2 7200 0 0 ELECTRONIC CLEARING HOUSE I CO COM PAR.01 NEW 285562500 201 12098 SH DEFINED 1 12098 0 0 ELECTRONIC DATA SYS NEW COM COM 285661104 45871 2212803 SH DEFINED 1 2212803 0 0 ELECTRONIC DATA SYS NEW COM COM 285661104 189 9100 SH DEFINED 1 2 9100 0 0 ELECTRONICS FOR IMAGING INC CO COM 286082102 1916 85212 SH DEFINED 1 85212 0 0 ELIZABETH ARDEN INC COM COM 28660G106 1229 60411 SH DEFINED 1 60411 0 0 ELLIS PERRY INTL INC COM COM 288853104 289 18796 SH DEFINED 1 18796 0 0 ELLIS PERRY INTL INC COM COM 288853104 18 1200 SH DEFINED 1 2 1200 0 0 ELNK3 1/4 11/15/26 NOTE 3.250%11/1 270321AA0 4133 4000000 PRN DEFINED 1 2 4000000 0 0 ELOYALTY CORP COM NEW COM NEW 290151307 136 10184 SH DEFINED 1 10184 0 0 EMAGEON INC COM 29076V109 168 41883 SH DEFINED 1 41883 0 0 EMBARQ CORP COM 29078E105 32864 663512 SH DEFINED 1 663512 0 0 EMBARQ CORP COM 29078E105 223 4500 SH DEFINED 1 2 4500 0 0 EMC INS GROUP INC COM COM 268664109 458 19343 SH DEFINED 1 19343 0 0 EMCOR GROUP INC COM COM 29084Q100 2412 102073 SH DEFINED 1 102073 0 0 EMCORE CORP COM COM 290846104 802 52386 SH DEFINED 1 52386 0 0 EMERGENCY MEDICAL SVCS -REDH CL A 29100P102 271 9244 SH DEFINED 1 9244 0 0 EMERGENT BIOSOLUTIONS COM 29089Q105 70 13739 SH DEFINED 1 13739 0 0 EMERITUS CORP COM 291005106 476 18926 SH DEFINED 1 18926 0 0 EMERSON ELEC CO COM COM 291011104 200703 3542228 SH DEFINED 1 3542228 0 0 EMERSON ELEC CO COM COM 291011104 414 7300 SH DEFINED 1 2 7300 0 0 EMISPHERE TECHNOLOGIES INC COM COM 291345106 79 28994 SH DEFINED 1 28994 0 0 EMMIS COMMUNICATIONS CORP CL A CL A 291525103 297 77103 SH DEFINED 1 77103 0 0 EMPIRE DIST ELEC CO COM COM 291641108 791 34744 SH DEFINED 1 34744 0 0 EMPIRE RESORTS INC COM 292052107 164 48192 SH DEFINED 1 48192 0 0 EMPLOYERS HOLDINGS INC COM 292218104 1228 73478 SH DEFINED 1 73478 0 0 EMS TECHNOLOGIES INC COM COM 26873N108 820 27129 SH DEFINED 1 27129 0 0 EMULEX CORP COM NEW COM NEW 292475209 2280 139728 SH DEFINED 1 139728 0 0 EMULEX CORP COM NEW COM NEW 292475209 137 8400 SH DEFINED 1 2 8400 0 0 ENBRIDGE ENERGY MANAGEMENT SHS SHS UNITS LLI 29250X103 743 14192 SH DEFINED 1 14192 0 0 ENBRIDGE ENERGY PARTNERS L COM COM 29250R106 3592 71075 SH DEFINED 1 71075 0 0 ENCANA CORP COM COM 292505104 34 500 SH DEFINED 1 500 0 0 ENCANA CORP COM COM 292505104 1053 15500 SH DEFINED 1 2 15500 0 0 ENCORE ACQUISITION CO COM COM 29255W100 2386 71492 SH DEFINED 1 71492 0 0 ENCORE CAPITAL GROUP INC COM 292554102 391 40407 SH DEFINED 1 40407 0 0 ENCORE WIRE CORP COM COM 292562105 423 26558 SH DEFINED 1 26558 0 0 ENCYSIVE PHARMACEUTICALS INC COM 29256X107 52 60907 SH DEFINED 1 60907 0 0 ENDEAVOUR INTERNATIONAL CORP COM 29259G101 99 74100 SH DEFINED 1 74100 0 0 ENDO PHARMACEUTICALS HLDGS COM COM 29264F205 5398 202406 SH DEFINED 1 202406 0 0 ENDO PHARMACEUTICALS HLDGS COM COM 29264F205 1395 52300 SH DEFINED 1 2 52300 0 0 ENDOLOGIX INC COM 29266S106 93 33182 SH DEFINED 1 33182 0 0 ENDURANCE SPECIALTY HOLDINGS SHS G30397106 3264 78210 SH DEFINED 1 78210 0 0 ENDURANCE SPECIALTY HOLDINGS SHS G30397106 1198 28700 SH DEFINED 1 2 28700 0 0 ENDWAVE CORP COM COM NEW 29264A206 139 19124 SH DEFINED 1 19124 0 0 ENERGEN CORP COM COM 29265N108 5700 88745 SH DEFINED 1 88745 0 0 ENERGEN CORP COM COM 29265N108 1439 22400 SH DEFINED 1 2 22400 0 0 ENERGIZER HLDGS INC COM COM 29266R108 8904 79406 SH DEFINED 1 79406 0 0 ENERGIZER HLDGS INC COM COM 29266R108 437 3900 SH DEFINED 1 2 3900 0 0 ENERGY CONVERSION DEVICES I CO COM 292659109 2565 76222 SH DEFINED 1 76222 0 0 ENERGY EAST CORP COM COM 29266M109 5808 213441 SH DEFINED 1 213441 0 0 ENERGY FOCUS, INC. COM 29268T102 94 12941 SH DEFINED 1 12941 0 0 ENERGY PARTNERS LTD COM COM 29270U105 502 42490 SH DEFINED 1 42490 0 0 ENERGY TRANSFER EQUITY -REDH COM UT LTD PTN 29273V100 5677 161129 SH DEFINED 1 161129 0 0 ENERGY TRANSFER PARTNERS LP UNIT LTD PARTN 29273R109 6843 127012 SH DEFINED 1 127012 0 0 ENERGYSOLUTIONS INC-REDH DEPOSITARY SH 292756202 1163 43107 SH DEFINED 1 43107 0 0 ENERGYSOUTH INC COM COM 292970100 898 15481 SH DEFINED 1 15481 0 0 ENERNOC INC -REDH COM 292764107 464 9460 SH DEFINED 1 9460 0 0 ENERSYS INC COM COM 29275Y102 1401 56131 SH DEFINED 1 56131 0 0 ENGLOBAL CORP COM 293306106 232 20423 SH DEFINED 1 20423 0 0 ENNIS BUSINESS FORMS INC COM COM 293389102 594 33009 SH DEFINED 1 33009 0 0 ENNIS BUSINESS FORMS INC COM COM 293389102 18 1000 SH DEFINED 1 2 1000 0 0 ENPRO INDS INC COM COM 29355X107 1016 33162 SH DEFINED 1 33162 0 0 ENSCO INTL INC COM COM 26874Q100 37383 627025 SH DEFINED 1 627025 0 0 ENSTAR GROUP LTD SHS G3075P101 834 6809 SH DEFINED 1 6809 0 0 ENTEGRIS INC COM COM 29362U104 1537 178096 SH DEFINED 1 178096 0 0 ENTERCOM COMMUNICATIONS COR CL CL A 293639100 648 47305 SH DEFINED 1 47305 0 0 ENTERGY CORP NEW COM COM 29364G103 120986 1012267 SH DEFINED 1 1012267 0 0 ENTERPRISE FINANCIAL SERVICE COM 293712105 468 19674 SH DEFINED 1 19674 0 0 ENTERPRISE GP HLDGS LP UNIT LP INT 293716106 259 6986 SH DEFINED 1 6986 0 0 ENTERPRISE PRODS PARTNERS L CO COM 293792107 13078 410211 SH DEFINED 1 410211 0 0 ENTERTAINMENT DISTRIBUTION CO COM 29382J105 51 76596 SH DEFINED 1 76596 0 0 ENTERTAINMENT PPTYS TR COM SH COM SH BEN INT 29380T105 1948 41448 SH DEFINED 1 41448 0 0 ENTRAVISION COMMUNICATIONS CL CL A 29382R107 898 114633 SH DEFINED 1 114633 0 0 ENTREMED INC COM COM 29382F103 22 18323 SH DEFINED 1 18323 0 0 ENTRUST INC COM COM 293848107 147 75997 SH DEFINED 1 75997 0 0 ENVIRONMENTAL POWER CORP COM NEW 29406L201 47 10176 SH DEFINED 1 10176 0 0 ENZO BIOCHEM INC COM COM 294100102 704 55295 SH DEFINED 1 55295 0 0 ENZON PHARMACEUTICALS INC COM 293904108 810 84944 SH DEFINED 1 84944 0 0 ENZON PHARMACEUTICALS INC COM 293904108 48 5000 SH DEFINED 1 2 5000 0 0 EOG RES INC COM COM 26875P101 94749 1061617 SH DEFINED 1 1061617 0 0 EP MEDSYSTEMS INC COM 26881P103 30 14220 SH DEFINED 1 14220 0 0 EPICOR SOFTWARE CORP COM COM 29426L108 1064 90312 SH DEFINED 1 90312 0 0 EPIQ SYS INC COM COM 26882D109 1263 72571 SH DEFINED 1 72571 0 0 EPIX PHARMACEUTICALS INC COM COM NEW 26881Q309 58 14782 SH DEFINED 1 14782 0 0 EPOCH HOLDING CORP COM 29428R103 277 18498 SH DEFINED 1 18498 0 0 EPR 5 3/4 PFD C CNV 5.75% 29380T402 1968 100000 PRN DEFINED 1 2 100000 0 0 EQIX 3 10/15/14 NOTE 3.000%10/1 29444UAG1 3988 3250000 PRN DEFINED 1 2 3250000 0 0 EQUIFAX INC COM COM 294429105 20909 575067 SH DEFINED 1 575067 0 0 EQUIFAX INC COM COM 294429105 109 3000 SH DEFINED 1 2 3000 0 0 EQUINIX INC COM NEW 29444U502 4794 47433 SH DEFINED 1 47433 0 0 EQUITABLE RES INC COM COM 294549100 9272 174023 SH DEFINED 1 174023 0 0 EQUITY LIFESTYLE PROPERTIES IN COM 29472R108 1936 42391 SH DEFINED 1 42391 0 0 EQUITY ONE COM COM 294752100 1165 50586 SH DEFINED 1 50586 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 42960 1177962 SH DEFINED 1 1177962 0 0 ERESEARCHTECHNOLOGY INC COM COM 29481V108 990 83737 SH DEFINED 1 83737 0 0 ERESEARCHTECHNOLOGY INC COM COM 29481V108 82 6900 SH DEFINED 1 2 6900 0 0 ERICSSON L M TEL CO ADR CL B S ADR B SEK 10 294821608 240 10285 SH DEFINED 1 10285 0 0 ERIE INDTY CO CL A CL A 29530P102 3871 74608 SH DEFINED 1 74608 0 0 ESB FINL CORP COM COM 26884F102 158 15832 SH DEFINED 1 15832 0 0 ESCO TECHNOLOGIES INC COM COM 296315104 1669 41788 SH DEFINED 1 41788 0 0 ESPEED INC CL A CL A 296643109 854 75542 SH DEFINED 1 75542 0 0 ESS TECHNOLOGY INC COM COM 269151106 25 19047 SH DEFINED 1 19047 0 0 ESSEX PPTY TR INC COM COM 297178105 3393 34803 SH DEFINED 1 34803 0 0 ESTERLINE TECHNOLOGIES CORP CO COM 297425100 2100 40578 SH DEFINED 1 40578 0 0 ETHAN ALLEN INTERIORS INC COM COM 297602104 1285 45080 SH DEFINED 1 45080 0 0 EUROBANCSHARES INC COM 298716101 49 12277 SH DEFINED 1 12277 0 0 EURONET WORLDWIDE INC COM COM 298736109 2288 76282 SH DEFINED 1 76282 0 0 EV3 INC COM 26928A200 1597 125612 SH DEFINED 1 125612 0 0 EVERCORE PARTNERS INC CLASS A 29977A105 283 13148 SH DEFINED 1 13148 0 0 EVEREST RE GROUP LTD COM COM G3223R108 9366 93285 SH DEFINED 1 93285 0 0 EVERGREEN SOLAR INC COM COM 30033R108 2857 165451 SH DEFINED 1 165451 0 0 EXACT SCIENCES CORP COM COM 30063P105 38 11807 SH DEFINED 1 11807 0 0 EXACTECH INC COM 30064E109 337 16228 SH DEFINED 1 16228 0 0 EXAR CORP COM COM 300645108 623 78188 SH DEFINED 1 78188 0 0 EXCEL MARITIME CARRIERS LTD COM V3267N107 976 24289 SH DEFINED 1 24289 0 0 EXCEL TECHNOLOGY INC COM COM 30067T103 744 27461 SH DEFINED 1 27461 0 0 EXCO RESOURCES INC COM 269279402 2033 131344 SH DEFINED 1 131344 0 0 EXELIXIS INC COM COM 30161Q104 1257 145619 SH DEFINED 1 145619 0 0 EXELON CORP COM COM 30161N101 280107 3431004 SH DEFINED 1 3431004 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 1215 151821 SH DEFINED 1 151821 0 0 EXLSERVICE HOLDINGS INC-REDH COM 302081104 384 16640 SH DEFINED 1 16640 0 0 EXPEDIA INC COM 30212P105 29451 931405 SH DEFINED 1 931405 0 0 EXPEDIA INC COM 30212P105 57 1800 SH DEFINED 1 2 1800 0 0 EXPEDITORS INTL WASH INC COM COM 302130109 41944 938769 SH DEFINED 1 938769 0 0 EXPEDITORS INTL WASH INC COM COM 302130109 103 2300 SH DEFINED 1 2 2300 0 0 EXPONENT INC COM 30214U102 723 26730 SH DEFINED 1 26730 0 0 EXPRESS SCRIPTS INC COM COM 302182100 84585 1158699 SH DEFINED 1 1158699 0 0 EXPRESS SCRIPTS INC COM COM 302182100 1686 23100 SH DEFINED 1 2 23100 0 0 EXPRESSJET HOLDINGS INC CL A CL A 30218U108 191 77072 SH DEFINED 1 77072 0 0 EXTERRAN HOLDINGS INC COM 30225X103 7552 92318 SH DEFINED 1 92318 0 0 EXTRA SPACE STORAGE INC COM 30225T102 1899 132859 SH DEFINED 1 132859 0 0 EXTREME NETWORKS INC COM COM 30226D106 718 202930 SH DEFINED 1 202930 0 0 EXTREME NETWORKS INC COM COM 30226D106 617 174200 SH DEFINED 1 2 174200 0 0 EXXON MOBIL CORP COM COM 30231G102 2695468 28770076 SH DEFINED 1 28770076 0 0 EXXON MOBIL CORP COM COM 30231G102 141 1500 SH DEFINED 1 2 1500 0 0 EZCORP INC CL A NON VTG 302301106 809 71636 SH DEFINED 1 71636 0 0 F M C CORP COM NEW COM NEW 302491303 5691 104319 SH DEFINED 1 104319 0 0 F M C CORP COM NEW COM NEW 302491303 125 2300 SH DEFINED 1 2 2300 0 0 F N B CORP VA COM COM 302930102 252 10862 SH DEFINED 1 10862 0 0 F5 NETWORKS INC COM COM 315616102 3567 125068 SH DEFINED 1 125068 0 0 FACTSET RESH SYS INC COM COM 303075105 3792 68082 SH DEFINED 1 68082 0 0 FAIR ISAAC INC COM 303250104 2502 77831 SH DEFINED 1 77831 0 0 FAIRCHILD SEMICONDUCTOR INT CL COM 303726103 2261 156686 SH DEFINED 1 156686 0 0 FAIRPOINT COMMUNICATIONS INC COM 305560104 857 65832 SH DEFINED 1 65832 0 0 FALCONSTOR SOFTWARE INC COM COM 306137100 660 58599 SH DEFINED 1 58599 0 0 FAMILY DLR STORES INC COM COM 307000109 12253 637176 SH DEFINED 1 637176 0 0 FAMOUS DAVES AMER INC COM COM 307068106 149 10988 SH DEFINED 1 10988 0 0 FARMER BROS CO COM COM 307675108 250 10884 SH DEFINED 1 10884 0 0 FARO TECHNOLOGIES INC COM 311642102 651 23945 SH DEFINED 1 23945 0 0 FASTENAL CO COM COM 311900104 8203 202950 SH DEFINED 1 202950 0 0 FBL FINL GROUP INC CL A CL A 30239F106 1166 33772 SH DEFINED 1 33772 0 0 FBR CAPITAL MRKTS CORP -REDH COM 30247C301 575 60013 SH DEFINED 1 60013 0 0 FCSTONE GROUP INC COM 31308T100 1385 30080 SH DEFINED 1 30080 0 0 FEDERAL AGRIC MTG CORP CL C CL C 313148306 519 19737 SH DEFINED 1 19737 0 0 FEDERAL HOME LN MTG CORP COM COM 313400301 98332 2886175 SH DEFINED 1 2886175 0 0 FEDERAL NATL MTG ASSN COM COM 313586109 171626 4292792 SH DEFINED 1 4292792 0 0 FEDERAL REALTY INVT TR SH BEN SH BEN INT NEW 313747206 6285 76505 SH DEFINED 1 76505 0 0 FEDERAL SIGNAL CORP COM COM 313855108 941 83868 SH DEFINED 1 83868 0 0 FEDERATED DEPT STORES INC D CO COM 55616P104 48655 1880765 SH DEFINED 1 1880765 0 0 FEDERATED INVS INC PA CL B CL B 314211103 15777 383300 SH DEFINED 1 383300 0 0 FEDERATED INVS INC PA CL B CL B 314211103 2560 62200 SH DEFINED 1 2 62200 0 0 FEDEX CORP COM COM 31428X106 142092 1593495 SH DEFINED 1 1593495 0 0 FEDEX CORP COM COM 31428X106 1578 17700 SH DEFINED 1 2 17700 0 0 FEI CO COM COM 30241L109 1411 56809 SH DEFINED 1 56809 0 0 FELCOR LODGING TR INC COM COM 31430F101 1570 100707 SH DEFINED 1 100707 0 0 FELDMAN MALL PROPERTIES INC COM 314308107 45 12239 SH DEFINED 1 12239 0 0 FERRELLGAS PARTNERS -LP UNIT LTD PART 315293100 1165 53192 SH DEFINED 1 53192 0 0 FERRO CORP COM COM 315405100 1210 58364 SH DEFINED 1 58364 0 0 FFHCN 5 07/15/23 DBCV 5.000% 7/1 303901AL6 6820 5000000 PRN DEFINED 1 2 5000000 0 0 FIBERNET TELECOM GRP INC COM COM PAR $0.001 315653402 135 17000 SH DEFINED 1 17000 0 0 FIBERTOWER CORP COM 31567R100 305 133801 SH DEFINED 1 133801 0 0 FIDELITY NATIONAL FINL-A CL A 31620R105 4649 318226 SH DEFINED 1 318226 0 0 FIDELITY NATIONAL INFORMATION COM 31620M106 31284 752200 SH DEFINED 1 752200 0 0 FIFTH THIRD BANCORP COM COM 316773100 58156 2314198 SH DEFINED 1 2314198 0 0 FINANCIAL FED CORP COM COM 317492106 994 44601 SH DEFINED 1 44601 0 0 FINISAR COM COM 31787A101 602 415283 SH DEFINED 1 415283 0 0 FINISH LINE INC CL A CL A 317923100 186 76815 SH DEFINED 1 76815 0 0 FIRST ACCEPTANCE CORP COM 318457108 124 29456 SH DEFINED 1 29456 0 0 FIRST ADVANTAGE CORP CL A CL A 31845F100 182 11068 SH DEFINED 1 11068 0 0 FIRST AMERN CORP CALIF COM COM 318522307 4034 118233 SH DEFINED 1 118233 0 0 FIRST BANCORP N C COM COM 318910106 549 29047 SH DEFINED 1 29047 0 0 FIRST BANCORP P R COM COM 318672102 1033 141642 SH DEFINED 1 141642 0 0 FIRST BUSEY CORP COM COM 319383105 1210 60923 SH DEFINED 1 60923 0 0 FIRST CASH FINL SVCS INC COM COM 31942D107 579 39439 SH DEFINED 1 39439 0 0 FIRST CHARTER CORP COM COM 319439105 1835 61453 SH DEFINED 1 61453 0 0 FIRST CLOVER LEAF FINANCIAL COM 31969M105 107 10566 SH DEFINED 1 10566 0 0 FIRST CMNTY BANCORP CALIF COM COM 31983B101 1812 43944 SH DEFINED 1 43944 0 0 FIRST CMNTY BANCSHARES INC COM COM 31983A103 675 21180 SH DEFINED 1 21180 0 0 FIRST COMWLTH FINL CORP PA COM COM 319829107 1048 98420 SH DEFINED 1 98420 0 0 FIRST CONSULTING GROUP INC COM COM 31986R103 508 39289 SH DEFINED 1 39289 0 0 FIRST CTZNS BANCSHARES INC CL CL A 31946M103 1349 9246 SH DEFINED 1 9246 0 0 FIRST FINANCIAL NORTHWEST COM 32022K102 174 17660 SH DEFINED 1 17660 0 0 FIRST FINL BANCORP OH COM COM 320209109 840 73671 SH DEFINED 1 73671 0 0 FIRST FINL BANKSHARES COM COM 32020R109 1121 29766 SH DEFINED 1 29766 0 0 FIRST FINL CORP IND COM COM 320218100 571 20134 SH DEFINED 1 20134 0 0 FIRST FINL HLDGS INC COM COM 320239106 570 20791 SH DEFINED 1 20791 0 0 FIRST HORIZON NATL CORP COM COM 320517105 9847 542550 SH DEFINED 1 542550 0 0 FIRST HORIZON NATL CORP COM COM 320517105 441 24300 SH DEFINED 1 2 24300 0 0 FIRST IND CORP COM COM 32054R108 676 21122 SH DEFINED 1 21122 0 0 FIRST INDUSTRIAL REALTY TRU CO COM 32054K103 2479 71659 SH DEFINED 1 71659 0 0 FIRST MARBLEHEAD CORP/THE COM 320771108 1310 85653 SH DEFINED 1 85653 0 0 FIRST MERCHANTS CORP COM COM 320817109 682 31247 SH DEFINED 1 31247 0 0 FIRST MERCURY FINANCIAL CORP COM 320841109 669 27422 SH DEFINED 1 27422 0 0 FIRST MIDWEST BANCORP DEL COM COM 320867104 2704 88374 SH DEFINED 1 88374 0 0 FIRST NIAGARA FINL GROUP IN CO COM 33582V108 1877 155937 SH DEFINED 1 155937 0 0 FIRST PL FINL CORP COM COM 33610T109 381 27259 SH DEFINED 1 27259 0 0 FIRST POTOMAC REALTY TRUST COM 33610F109 651 37677 SH DEFINED 1 37677 0 0 FIRST REGIONAL BANCORP/CAL COM 33615C101 404 21375 SH DEFINED 1 21375 0 0 FIRST SECURITY GROUP INC/TN COM 336312103 108 12041 SH DEFINED 1 12041 0 0 FIRST SOLAR INC COM 336433107 17680 66182 SH DEFINED 1 66182 0 0 FIRST ST BANCORPORATION COM 336453105 585 42059 SH DEFINED 1 42059 0 0 FIRST UTD CORP COM COM 33741H107 208 10350 SH DEFINED 1 10350 0 0 FIRSTENERGY CORP COM COM 337932107 95573 1321163 SH DEFINED 1 1321163 0 0 FIRSTFED FINL CORP COM COM 337907109 1090 30431 SH DEFINED 1 30431 0 0 FIRSTMERIT CORP COM COM 337915102 2336 116746 SH DEFINED 1 116746 0 0 FISERV INC COM COM 337738108 40420 728425 SH DEFINED 1 728425 0 0 FISERV INC COM COM 337738108 111 2000 SH DEFINED 1 2 2000 0 0 FISHER COMMUNICATIONS INC COM COM 337756209 416 10963 SH DEFINED 1 10963 0 0 FIVE STAR QUALITY CARE INC COM COM 33832D106 585 70454 SH DEFINED 1 70454 0 0 FLAGSTAR BANCORP INC COM COM 337930101 425 60911 SH DEFINED 1 60911 0 0 FLAGSTONE REINS HLDGS SHS G3529T105 735 52888 SH DEFINED 1 52888 0 0 FLANDERS CORP COM COM 338494107 128 22832 SH DEFINED 1 22832 0 0 FLEETWOOD ENTERPRISES INC COM COM 339099103 629 105149 SH DEFINED 1 105149 0 0 FLEXTRONICS INTL LTD ORD ORD Y2573F102 754 62548 SH DEFINED 1 62548 0 0 FLIR SYS INC COM COM 302445101 6556 209471 SH DEFINED 1 209471 0 0 FLOTEK INDUSTRIES INC COM 343389102 987 27376 SH DEFINED 1 27376 0 0 FLOW INTL CORP COM COM 343468104 778 83510 SH DEFINED 1 83510 0 0 FLOWERS FOODS INC COM COM 343498101 3032 129516 SH DEFINED 1 129516 0 0 FLOWERS FOODS INC COM COM 343498101 1245 53200 SH DEFINED 1 2 53200 0 0 FLOWSERVE CORP COM COM 34354P105 7714 80184 SH DEFINED 1 80184 0 0 FLUOR CORP NEW COM COM 343412102 55850 383269 SH DEFINED 1 383269 0 0 FLUSHING FINL CORP COM COM 343873105 500 31169 SH DEFINED 1 31169 0 0 FMC TECHNOLOGIES INC COM COM 30249U101 10312 181869 SH DEFINED 1 181869 0 0 FNB CORP PA COM COM 302520101 1520 103396 SH DEFINED 1 103396 0 0 FNB CORP/NORTH CAROLINA COM 302519103 227 18628 SH DEFINED 1 18628 0 0 FOCUS ENHANCEMENTS INC COM COM 344159108 7 13172 SH DEFINED 1 13172 0 0 FOCUS MEDIA HLDG-ADR -REDH SPONSORED ADR 34415V109 470 8280 SH DEFINED 1 8280 0 0 FOOT LOCKER INC COM COM 344849104 3069 224667 SH DEFINED 1 224667 0 0 FORCE PROTECTION INC COM NEW 345203202 445 95115 SH DEFINED 1 95115 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 74741 11105604 SH DEFINED 1 11105604 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 779 115800 SH DEFINED 1 2 115800 0 0 FORDING CANADIAN COAL TRUST COM 345425102 16 400 SH DEFINED 1 400 0 0 FORDING CANADIAN COAL TRUST COM 345425102 788 20400 SH DEFINED 1 2 20400 0 0 FOREST CITY ENTERPRISES INC CL CL A 345550107 4295 96650 SH DEFINED 1 96650 0 0 FOREST LABS INC COM COM 345838106 49350 1353905 SH DEFINED 1 1353905 0 0 FOREST LABS INC COM COM 345838106 1246 34185 SH DEFINED 1 2 34185 0 0 FOREST OIL CORP COM PAR $0.01 COM PAR $0.01 346091705 5474 107667 SH DEFINED 1 107667 0 0 FORESTAR REAL ESTATE GRP-W/I COM 346233109 1089 46170 SH DEFINED 1 46170 0 0 FORMFACTOR INC COM 346375108 2152 65007 SH DEFINED 1 65007 0 0 FORRESTER RESH INC COM COM 346563109 772 27564 SH DEFINED 1 27564 0 0 FORTRESS INVESTMENT GRP-REDH CL A 34958B106 779 50000 SH DEFINED 1 50000 0 0 FORTUNE BRANDS INC COM COM 349631101 47903 662008 SH DEFINED 1 662008 0 0 FORTUNE BRANDS INC COM COM 349631101 745 10300 SH DEFINED 1 2 10300 0 0 FORWARD AIR CORP COM COM 349853101 1686 54082 SH DEFINED 1 54082 0 0 FOSSIL INC COM COM 349882100 3153 75102 SH DEFINED 1 75102 0 0 FOSSIL INC COM COM 349882100 1264 30100 SH DEFINED 1 2 30100 0 0 FOSTER L B CO COM COM 350060109 1327 25653 SH DEFINED 1 25653 0 0 FOSTER WHEELER LTD SHS SHS NEW G36535139 16737 107969 SH DEFINED 1 107969 0 0 FOSTER WHEELER LTD SHS SHS NEW G36535139 31 200 SH DEFINED 1 2 200 0 0 FOUNDATION COAL HOLDINGS INC COM 35039W100 3600 68567 SH DEFINED 1 68567 0 0 FOUNDRY NETWORKS INC COM COM 35063R100 3577 204166 SH DEFINED 1 204166 0 0 FPIC INS GROUP INC COM COM 302563101 733 17049 SH DEFINED 1 17049 0 0 FPL GROUP INC COM COM 302571104 121428 1791504 SH DEFINED 1 1791504 0 0 FPL GROUP INC COM COM 302571104 75 1100 SH DEFINED 1 2 1100 0 0 FRANKLIN BANK CORP/HOUSTON COM 352451108 193 44811 SH DEFINED 1 44811 0 0 FRANKLIN COVEY CO COM COM 353469109 154 19359 SH DEFINED 1 19359 0 0 FRANKLIN ELEC INC COM COM 353514102 1747 45641 SH DEFINED 1 45641 0 0 FRANKLIN RES INC COM COM 354613101 80689 705140 SH DEFINED 1 705140 0 0 FRANKLIN RES INC COM COM 354613101 709 6200 SH DEFINED 1 2 6200 0 0 FRANKLIN STREET PROPERTIES C COM 35471R106 1306 88229 SH DEFINED 1 88229 0 0 FREDS INC CL A CL A 356108100 546 56721 SH DEFINED 1 56721 0 0 FREEPORT-MCMORAN COPPER & G CL COM 35671D857 174282 1701310 SH DEFINED 1 1701310 0 0 FREEPORT-MCMORAN COPPER & G CL COM 35671D857 420 4100 SH DEFINED 1 2 4100 0 0 FREIGHTCAR AMERICA INC COM 357023100 662 18912 SH DEFINED 1 18912 0 0 FREMONT GEN CORP COM COM 357288109 299 85543 SH DEFINED 1 85543 0 0 FRESH DEL MONTE PRODUCE INC OR ORD G36738105 1824 54314 SH DEFINED 1 54314 0 0 FRESH DEL MONTE PRODUCE INC OR ORD G36738105 2129 63400 SH DEFINED 1 2 63400 0 0 FRIEDMAN BILLINGS RAMSEY GR CL CL A 358434108 812 258570 SH DEFINED 1 258570 0 0 FRONTIER AIRLINES INC COM COM 359059102 630 119783 SH DEFINED 1 119783 0 0 FRONTIER FINL CORP WASH COM COM 35907K105 1391 74893 SH DEFINED 1 74893 0 0 FRONTIER OIL CORP COM COM 35914P105 6684 164703 SH DEFINED 1 164703 0 0 FRONTIER OIL CORP COM COM 35914P105 1744 42975 SH DEFINED 1 2 42975 0 0 FRONTLINE LTD COM COM G3682E127 1215 25300 SH DEFINED 1 25300 0 0 FSI INTL INC COM COM 302633102 67 37376 SH DEFINED 1 37376 0 0 FTD GROUP COM 30267U108 530 41186 SH DEFINED 1 41186 0 0 FTI CONSULTING INC COM COM 302941109 4026 65309 SH DEFINED 1 65309 0 0 FUEL SYSTEMS SOL INC COM COM 35952W103 235 16443 SH DEFINED 1 16443 0 0 FUEL-TECH N.V. COM 359523107 711 31371 SH DEFINED 1 31371 0 0 FUELCELL ENERGY INC COM COM 35952H106 1712 172559 SH DEFINED 1 172559 0 0 FULLER H B CO COM COM 359694106 2161 96237 SH DEFINED 1 96237 0 0 FULTON FINL CORP PA COM COM 360271100 2933 261365 SH DEFINED 1 261365 0 0 FURMANITE CORP COM 361086101 638 54047 SH DEFINED 1 54047 0 0 FURNITURE BRANDS INTL INC COM COM 360921100 766 76160 SH DEFINED 1 76160 0 0 FX ENERGY INC COM COM 302695101 378 66490 SH DEFINED 1 66490 0 0 G & K SVCS INC CL A CL A 361268105 1208 32192 SH DEFINED 1 32192 0 0 G M X RESOURCES COM 38011M108 703 21763 SH DEFINED 1 21763 0 0 G-III APPAREL GROUP LTD COM COM 36237H101 268 18157 SH DEFINED 1 18157 0 0 GAIAM INC CL A CL A 36268Q103 510 17174 SH DEFINED 1 17174 0 0 GALLAGHER ARTHUR J & CO COM COM 363576109 3204 132443 SH DEFINED 1 132443 0 0 GAMCO INVESTORS INC COM 361438104 905 13074 SH DEFINED 1 13074 0 0 GAMESTOP CORP CL A CL A 36467W109 42746 688233 SH DEFINED 1 688233 0 0 GAMESTOP CORP CL A CL A 36467W109 919 14800 SH DEFINED 1 2 14800 0 0 GAMETECH INTERNATIONAL INC COM 36466D102 98 13721 SH DEFINED 1 13721 0 0 GANNETT INC COM COM 364730101 38879 996898 SH DEFINED 1 996898 0 0 GANNETT INC COM COM 364730101 74 1900 SH DEFINED 1 2 1900 0 0 GAP INC DEL COM COM 364760108 48185 2264342 SH DEFINED 1 2264342 0 0 GAP INC DEL COM COM 364760108 353 16600 SH DEFINED 1 2 16600 0 0 GARDNER DENVER INC COM COM 365558105 3506 106256 SH DEFINED 1 106256 0 0 GARMIN LTD ORD ORD G37260109 19504 201076 SH DEFINED 1 201076 0 0 GARTNER INC COM COM 366651107 1645 93659 SH DEFINED 1 93659 0 0 GASCO ENERGY INC COM 367220100 144 72748 SH DEFINED 1 72748 0 0 GATEHOUSE MEDIA INC COM 367348109 555 63213 SH DEFINED 1 63213 0 0 GATEWAY FINANCIAL HOLDINGS COM 368140109 139 11668 SH DEFINED 1 11668 0 0 GATX CORP COM COM 361448103 2334 63640 SH DEFINED 1 63640 0 0 GAYLORD ENTMT CO NEW COM COM 367905106 2581 63774 SH DEFINED 1 63774 0 0 GB&T BANCSHARES INC COM 361462104 150 16046 SH DEFINED 1 16046 0 0 GEHL CO COM COM 368483103 434 27051 SH DEFINED 1 27051 0 0 GEMSTAR-TV GUIDE INTL INC COM COM 36866W106 2144 450352 SH DEFINED 1 450352 0 0 GEN-PROBE INC COM 36866T103 4822 76631 SH DEFINED 1 76631 0 0 GENCO SHIPPING & TRADING LTD SHS Y2685T107 1849 33766 SH DEFINED 1 33766 0 0 GENCORP INC COM COM 368682100 1097 94121 SH DEFINED 1 94121 0 0 GENELABS TECHNOLOGIES INC COM COM NEW 368706206 14 11642 SH DEFINED 1 11642 0 0 GENENTECH INC COM NEW COM NEW 368710406 44779 667641 SH DEFINED 1 667641 0 0 GENERAL CABLE CORP DEL NEW COM COM 369300108 5296 72274 SH DEFINED 1 72274 0 0 GENERAL COMMUNICATION INC CL A CL A 369385109 725 82831 SH DEFINED 1 82831 0 0 GENERAL DYNAMICS CORP COM COM 369550108 184041 2068112 SH DEFINED 1 2068112 0 0 GENERAL DYNAMICS CORP COM COM 369550108 267 3000 SH DEFINED 1 2 3000 0 0 GENERAL ELEC CO COM COM 369604103 1970035 53143660 SH DEFINED 1 53143660 0 0 GENERAL ELEC CO COM COM 369604103 263 7100 SH DEFINED 1 2 7100 0 0 GENERAL GROWTH PPTYS INC COM COM 370021107 43235 1049906 SH DEFINED 1 1049906 0 0 GENERAL MARITIME CORP SHS Y2692M103 938 38370 SH DEFINED 1 38370 0 0 GENERAL MARITIME CORP SHS Y2692M103 161 6600 SH DEFINED 1 2 6600 0 0 GENERAL MLS INC COM COM 370334104 88285 1548860 SH DEFINED 1 1548860 0 0 GENERAL MOLY INC COM 370373102 560 47983 SH DEFINED 1 47983 0 0 GENERAL MTRS CORP COM COM 370442105 72075 2895723 SH DEFINED 1 2895723 0 0 GENESCO INC COM COM 371532102 1232 32589 SH DEFINED 1 32589 0 0 GENESEE & WYO INC CL A CL A 371559105 1469 60784 SH DEFINED 1 60784 0 0 GENESIS ENERGY L P UNIT LTD PARTN 371927104 629 26776 SH DEFINED 1 26776 0 0 GENESIS MICROCHIP INC DEL COM COM 37184C103 620 72297 SH DEFINED 1 72297 0 0 GENITOPE CORP COM 37229P507 52 70085 SH DEFINED 1 70085 0 0 GENLYTE GROUP INC COM COM 372302109 3971 41715 SH DEFINED 1 41715 0 0 GENOMIC HEALTH INC COM 37244C101 532 23519 SH DEFINED 1 23519 0 0 GENPACT LTD SHS G3922B107 716 47000 SH DEFINED 1 47000 0 0 GENTEK INC COM NEW 37245X203 431 14711 SH DEFINED 1 14711 0 0 GENTEX CORP COM COM 371901109 3967 223250 SH DEFINED 1 223250 0 0 GENTIVA HEALTH SERVICES INC CO COM 37247A102 700 36748 SH DEFINED 1 36748 0 0 GENUINE PARTS CO COM COM 372460105 33550 724629 SH DEFINED 1 724629 0 0 GENVEC INC COM 37246C109 170 115508 SH DEFINED 1 115508 0 0 GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 48487 1905200 SH DEFINED 1 1905200 0 0 GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 53 2100 SH DEFINED 1 2 2100 0 0 GENZYME CORP COM GENL DIV COM 372917104 87352 1173450 SH DEFINED 1 1173450 0 0 GEO GROUP INC/THE COM 36159R103 2083 74397 SH DEFINED 1 74397 0 0 GEOEYE INC COM 37250W108 1316 39117 SH DEFINED 1 39117 0 0 GEOMET INC COM 37250U201 116 22356 SH DEFINED 1 22356 0 0 GEORGIA GULF CORP COM PAR $0.0 COM PAR $0.01 373200203 358 54104 SH DEFINED 1 54104 0 0 GERBER SCIENTIFIC INC COM COM 373730100 419 38762 SH DEFINED 1 38762 0 0 GERMAN AMERN BANCORP COM COM 373865104 239 18730 SH DEFINED 1 18730 0 0 GERON CORP COM COM 374163103 704 124000 SH DEFINED 1 124000 0 0 GETTY IMAGES INC COM COM 374276103 2122 73184 SH DEFINED 1 73184 0 0 GETTY RLTY CORP NEW COM COM 374297109 745 27940 SH DEFINED 1 27940 0 0 GEVITY HR INC COM 374393106 211 27452 SH DEFINED 1 27452 0 0 GFI GROUP INC COM 361652209 2620 27372 SH DEFINED 1 27372 0 0 GFI GROUP INC COM 361652209 10 100 SH DEFINED 1 2 100 0 0 GIBRALTAR INDUSTRIES, INC COM 374689107 613 39769 SH DEFINED 1 39769 0 0 GILEAD SCIENCES INC COM COM 375558103 191231 4156296 SH DEFINED 1 4156296 0 0 GILEAD SCIENCES INC COM COM 375558103 1384 30079 SH DEFINED 1 2 30079 0 0 GLACIER BANCORP INC NEW COM COM 37637Q105 1640 87495 SH DEFINED 1 87495 0 0 GLADSTONE COMMERCIAL CORP COM 376536108 228 12971 SH DEFINED 1 12971 0 0 GLATFELTER COM COM 377316104 1461 95454 SH DEFINED 1 95454 0 0 GLG PARTNERS INC COM 37929X107 4708 346200 SH DEFINED 1 346200 0 0 GLIMCHER RLTY TR SH BEN INT SH BEN INT 379302102 784 54866 SH DEFINED 1 54866 0 0 GLOBAL CASH ACCESS INC COM 378967103 384 63402 SH DEFINED 1 63402 0 0 GLOBAL CROSSING LTD SHS NEW G3921A175 599 27170 SH DEFINED 1 27170 0 0 GLOBAL INDS LTD COM COM 379336100 3142 146707 SH DEFINED 1 146707 0 0 GLOBAL INDS LTD COM COM 379336100 43 2000 SH DEFINED 1 2 2000 0 0 GLOBAL PMTS INC COM COM 37940X102 5453 117219 SH DEFINED 1 117219 0 0 GLOBALSTAR INC COM 378973408 172 21555 SH DEFINED 1 21555 0 0 GLOBECOMM SYSTEMS INC COM COM 37956X103 276 23556 SH DEFINED 1 23556 0 0 GLU MOBILE INC COM 379890106 72 13822 SH DEFINED 1 13822 0 0 GMH COMMUNITIES TRUST COM 36188G102 405 73408 SH DEFINED 1 73408 0 0 GOLDEN TELECOM INC COM 38122G107 369 3658 SH DEFINED 1 3658 0 0 GOLDLEAF FINANCIAL SOLUTIONS COM NEW 38144H208 20 12407 SH DEFINED 1 12407 0 0 GOLDMAN SACHS GROUP INC COM COM 38141G104 448716 2086567 SH DEFINED 1 2086567 0 0 GOLDMAN SACHS GROUP INC COM COM 38141G104 903 4200 SH DEFINED 1 2 4200 0 0 GOODMAN GLOBAL INC COM 38239A100 1586 64626 SH DEFINED 1 64626 0 0 GOODRICH CORP COM COM 382388106 38357 543217 SH DEFINED 1 543217 0 0 GOODRICH PETROLEUM CORP COM NEW 382410405 777 34342 SH DEFINED 1 34342 0 0 GOODYEAR TIRE & RUBR CO COM COM 382550101 28760 1019146 SH DEFINED 1 1019146 0 0 GOODYEAR TIRE & RUBR CO COM COM 382550101 23 800 SH DEFINED 1 2 800 0 0 GOOGLE INC-CL A COM CL A 38259P508 850753 1230337 SH DEFINED 1 1230337 0 0 GOOGLE INC-CL A COM CL A 38259P508 207 300 SH DEFINED 1 2 300 0 0 GORMAN RUPP CO COM COM 383082104 925 29655 SH DEFINED 1 29655 0 0 GOTTSCHALKS INC COM COM 383485109 46 13746 SH DEFINED 1 13746 0 0 GP STRATEGIES CORP COM COM 36225V104 173 16290 SH DEFINED 1 16290 0 0 GRACE W R & CO DEL NEW COM COM 38388F108 2268 86625 SH DEFINED 1 86625 0 0 GRACO INC COM COM 384109104 3381 90734 SH DEFINED 1 90734 0 0 GRAFTECH INTERNATIONAL LTD COM 384313102 3111 175286 SH DEFINED 1 175286 0 0 GRAFTECH INTERNATIONAL LTD COM 384313102 44 2500 SH DEFINED 1 2 2500 0 0 GRAHAM CORP COM 384556106 212 4038 SH DEFINED 1 4038 0 0 GRAHAM CORP COM 384556106 1231 23500 SH DEFINED 1 2 23500 0 0 GRAINGER W W INC COM COM 384802104 28611 326911 SH DEFINED 1 326911 0 0 GRAMERCY CAPITAL CORP COM 384871109 849 34923 SH DEFINED 1 34923 0 0 GRANITE CONSTR INC COM COM 387328107 1607 44421 SH DEFINED 1 44421 0 0 GRANT PRIDECO INC COM COM 38821G101 11711 210976 SH DEFINED 1 210976 0 0 GRAPHIC PACKAGING INTL CORP CO COM 388688103 494 133916 SH DEFINED 1 133916 0 0 GRAY TELEVISION INC COM COM 389375106 480 59862 SH DEFINED 1 59862 0 0 GREAT ATLANTIC & PAC TEA IN CO COM 390064103 1055 33660 SH DEFINED 1 33660 0 0 GREAT ATLANTIC & PAC TEA IN CO COM 390064103 1054 33628 SH DEFINED 1 2 33628 0 0 GREAT LAKES BANCORP INC COM COM 390914109 260 20256 SH DEFINED 1 20256 0 0 GREAT LAKES DREDGE&DOCK CORP COM 390607109 820 94037 SH DEFINED 1 94037 0 0 GREAT PLAINS ENERGY INC COM COM 391164100 4096 139710 SH DEFINED 1 139710 0 0 GREAT SOUTHN BANCORP INC COM COM 390905107 498 22669 SH DEFINED 1 22669 0 0 GREAT WOLF RESORTS INC COM 391523107 537 54711 SH DEFINED 1 54711 0 0 GREATBATCH INC COM 39153L106 745 37260 SH DEFINED 1 37260 0 0 GREEN MTN COFFEE ROASTERS COM 393122106 1117 27441 SH DEFINED 1 27441 0 0 GREEN MTN COFFEE ROASTERS COM 393122106 525 12900 SH DEFINED 1 2 12900 0 0 GREENBRIER COS INC COM COM 393657101 436 19591 SH DEFINED 1 19591 0 0 GREENE BANCSHARES INC COM NEW 394361208 514 26788 SH DEFINED 1 26788 0 0 GREENFIELD ONLINE COM COM 395150105 668 45751 SH DEFINED 1 45751 0 0 GREENHILL & CO INC COM COM 395259104 1188 17866 SH DEFINED 1 17866 0 0 GREIF INC CL A 397624107 2895 44289 SH DEFINED 1 44289 0 0 GREY WOLF INC COM COM 397888108 1334 250224 SH DEFINED 1 250224 0 0 GREY WOLF INC COM COM 397888108 2 300 SH DEFINED 1 2 300 0 0 GRIFFON CORP COM COM 398433102 357 28652 SH DEFINED 1 28652 0 0 GROUP 1 AUTOMOTIVE INC COM COM 398905109 795 33483 SH DEFINED 1 33483 0 0 GROUPE CGI INC CL A COM 39945C109 524 44900 SH DEFINED 1 2 44900 0 0 GRUBB & ELLIS CO COM PAR $0.01 COM PAR $0.01 400095204 95 14791 SH DEFINED 1 14791 0 0 GRZ 5 1/2 06/15/22 NOTE 5.500% 6/1 38068NAB4 6694 6750000 PRN DEFINED 1 2 6750000 0 0 GSI COMMERCE INC COM 36238G102 624 32017 SH DEFINED 1 32017 0 0 GTX INC COM 40052B108 340 23669 SH DEFINED 1 23669 0 0 GUARANTY FINANCIAL GRP-REDH COM 40108N106 739 46170 SH DEFINED 1 46170 0 0 GUESS INC COM COM 401617105 3220 84988 SH DEFINED 1 84988 0 0 GULF ISLAND FABRICATION INC CO COM 402307102 864 27262 SH DEFINED 1 27262 0 0 GULFMARK OFFSHORE INC COM COM 402629109 1484 31706 SH DEFINED 1 31706 0 0 GULFPORT ENERGY CORP COM NEW 402635304 750 41070 SH DEFINED 1 41070 0 0 GYMBOREE CORP COM COM 403777105 1477 48488 SH DEFINED 1 48488 0 0 H&E EQUIPMENT SERVICES INC COM 404030108 431 22831 SH DEFINED 1 22831 0 0 HAEMONETICS CORP COM COM 405024100 2384 37824 SH DEFINED 1 37824 0 0 HAIN CELESTIAL GROUP INC COM COM 405217100 2244 70137 SH DEFINED 1 70137 0 0 HALLIBURTON CO COM COM 406216101 179513 4735254 SH DEFINED 1 4735254 0 0 HALLIBURTON CO COM COM 406216101 1353 35700 SH DEFINED 1 2 35700 0 0 HALLMARK FINL SVCS INC COM NEW 40624Q203 328 20669 SH DEFINED 1 20669 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 882 123983 SH DEFINED 1 123983 0 0 HANA BIOSCIENCES INC COM 40963P105 22 20802 SH DEFINED 1 20802 0 0 HANCOCK HLDG CO COM COM 410120109 1596 41774 SH DEFINED 1 41774 0 0 HANDLEMAN CO DEL COM COM 410252100 45 26470 SH DEFINED 1 26470 0 0 HANESBRANDS INC COM 410345102 3711 136602 SH DEFINED 1 136602 0 0 HANGER ORTHOPEDIC GROUP INC CO COM NEW 41043F208 212 19274 SH DEFINED 1 19274 0 0 HANGER ORTHOPEDIC GROUP INC CO COM NEW 41043F208 11 1000 SH DEFINED 1 2 1000 0 0 HANMI FINL CORP COM COM 410495105 748 86819 SH DEFINED 1 86819 0 0 HANOVER INSURANCE GROUP INC/TH COM 410867105 3466 75686 SH DEFINED 1 75686 0 0 HANSEN MEDICAL INC COM 411307101 470 15704 SH DEFINED 1 15704 0 0 HANSEN NATURAL CORP COM 411310105 4916 111002 SH DEFINED 1 111002 0 0 HARDINGE INC COM COM 412324303 363 21657 SH DEFINED 1 21657 0 0 HARLEY DAVIDSON INC COM COM 412822108 49027 1049605 SH DEFINED 1 1049605 0 0 HARLEYSVILLE GROUP INC COM COM 412824104 1114 31484 SH DEFINED 1 31484 0 0 HARLEYSVILLE NATL CORP PA COM COM 412850109 647 44385 SH DEFINED 1 44385 0 0 HARMAN INTL INDS INC COM COM 413086109 19530 264960 SH DEFINED 1 264960 0 0 HARMAN INTL INDS INC COM COM 413086109 184 2500 SH DEFINED 1 2 2500 0 0 HARMONIC INC COM COM 413160102 1626 155196 SH DEFINED 1 155196 0 0 HARRAHS ENTMT INC COM COM 413619107 85997 968978 SH DEFINED 1 968978 0 0 HARRAHS ENTMT INC COM COM 413619107 40 450 SH DEFINED 1 2 450 0 0 HARRIS CORP DEL COM COM 413875105 12549 200200 SH DEFINED 1 200200 0 0 HARRIS INTERACTIVE INC COM COM 414549105 262 61533 SH DEFINED 1 61533 0 0 HARRIS STRATEX NETWORKS-CL A CL A 41457P106 777 46538 SH DEFINED 1 46538 0 0 HARSCO CORP COM COM 415864107 7495 116989 SH DEFINED 1 116989 0 0 HARTE-HANKS INC COM COM 416196103 1113 64324 SH DEFINED 1 64324 0 0 HARTFORD FINL SVCS GROUP IN CO COM 416515104 145150 1664751 SH DEFINED 1 1664751 0 0 HARTMARX CORP COM COM 417119104 133 38879 SH DEFINED 1 38879 0 0 HARVARD BIOSCIENCE INC COM COM 416906105 54 11852 SH DEFINED 1 11852 0 0 HARVEST NATURAL RESOURCES INC COM 41754V103 783 62637 SH DEFINED 1 62637 0 0 HASBRO INC COM COM 418056107 16091 629027 SH DEFINED 1 629027 0 0 HASBRO INC COM COM 418056107 1913 74800 SH DEFINED 1 2 74800 0 0 HAVERTY FURNITURE INC COM COM 419596101 229 25428 SH DEFINED 1 25428 0 0 HAWAIIAN ELEC INDUSTRIES COM COM 419870100 2919 128194 SH DEFINED 1 128194 0 0 HAWAIIAN HOLDINGS INC COM 419879101 127 24994 SH DEFINED 1 24994 0 0 HAWKINS INC COM COM 420261109 195 12993 SH DEFINED 1 12993 0 0 HAYES LEMMERZ INTERNATIONAL COM NEW 420781304 740 161859 SH DEFINED 1 161859 0 0 HAYNES INTERNATIONAL INC COM NEW 420877201 1088 15658 SH DEFINED 1 15658 0 0 HCC INS HLDGS INC COM COM 404132102 4782 166753 SH DEFINED 1 166753 0 0 HCP INC COM 40414L109 10038 288610 SH DEFINED 1 288610 0 0 HEADWATERS INC COM COM 42210P102 761 64800 SH DEFINED 1 64800 0 0 HEALTH CARE REIT INC COM COM 42217K106 4801 107436 SH DEFINED 1 107436 0 0 HEALTH GRADES INC COM COM 42218Q102 193 32472 SH DEFINED 1 32472 0 0 HEALTH MGMT ASSOC INC NEW CL A CL A 421933102 2073 346672 SH DEFINED 1 346672 0 0 HEALTH NET INC COM COM 42222G108 7353 152233 SH DEFINED 1 152233 0 0 HEALTH NET INC COM COM 42222G108 1415 29290 SH DEFINED 1 2 29290 0 0 HEALTHCARE RLTY TR COM COM 421946104 2031 79993 SH DEFINED 1 79993 0 0 HEALTHCARE SVCS GRP INC COM COM 421906108 1369 64657 SH DEFINED 1 64657 0 0 HEALTHEXTRAS INC COM COM 422211102 1454 55757 SH DEFINED 1 55757 0 0 HEALTHSOUTH CORP COM COM NEW 421924309 2494 118746 SH DEFINED 1 118746 0 0 HEALTHSPRING INC COM 42224N101 1759 92333 SH DEFINED 1 92333 0 0 HEALTHSPRING INC COM 42224N101 27 1400 SH DEFINED 1 2 1400 0 0 HEALTHTRONICS INC COM 42222L107 135 29407 SH DEFINED 1 29407 0 0 HEALTHTRONICS INC COM 42222L107 14 3000 SH DEFINED 1 2 3000 0 0 HEALTHWAYS INC COM 422245100 3162 54106 SH DEFINED 1 54106 0 0 HEARST-ARGYLE TELEVISION IN CO COM 422317107 714 32302 SH DEFINED 1 32302 0 0 HEARTLAND EXPRESS INC COM COM 422347104 1584 111702 SH DEFINED 1 111702 0 0 HEARTLAND FINANCIAL USA INC COM 42234Q102 436 23491 SH DEFINED 1 23491 0 0 HEARTLAND PAYMENT SYSTEMS IN COM 42235N108 1053 39274 SH DEFINED 1 39274 0 0 HEARUSA INC COM NEW 422360305 15 11117 SH DEFINED 1 11117 0 0 HECLA MNG CO COM COM 422704106 1622 173497 SH DEFINED 1 173497 0 0 HEELYS INC COM COM 42279M107 107 15344 SH DEFINED 1 15344 0 0 HEICO CORP-CL A CL A 422806208 1266 29723 SH DEFINED 1 29723 0 0 HEIDRICK & STRUGGLES INTL I CO COM 422819102 1183 31870 SH DEFINED 1 31870 0 0 HEINZ H J CO COM COM 423074103 76644 1641901 SH DEFINED 1 1641901 0 0 HELEN OF TROY CORP LTD COM COM G4388N106 753 43917 SH DEFINED 1 43917 0 0 HELIX ENERGY SOLUTIONS GROUP I COM 42330P107 4767 114856 SH DEFINED 1 114856 0 0 HELMERICH & PAYNE INC COM COM 423452101 5140 128282 SH DEFINED 1 128282 0 0 HEMISPHERX BIOPHARMA INC COM COM 42366C103 75 94492 SH DEFINED 1 94492 0 0 HENRY JACK & ASSOC INC COM COM 426281101 3277 134615 SH DEFINED 1 134615 0 0 HENRY JACK & ASSOC INC COM COM 426281101 56 2300 SH DEFINED 1 2 2300 0 0 HERBALIFE LTD COM USD SHS G4412G101 2960 73477 SH DEFINED 1 73477 0 0 HERBALIFE LTD COM USD SHS G4412G101 1873 46500 SH DEFINED 1 2 46500 0 0 HERCULES INC COM COM 427056106 9872 510194 SH DEFINED 1 510194 0 0 HERCULES OFFSHORE INC COM 427093109 3148 132396 SH DEFINED 1 132396 0 0 HERITAGE COMMERCE CORP COM COM 426927109 298 16225 SH DEFINED 1 16225 0 0 HERLEY INDS INC DEL COM COM 427398102 236 17162 SH DEFINED 1 17162 0 0 HERSHA HOSPITALITY TRUST SH BEN INT A 427825104 918 96598 SH DEFINED 1 96598 0 0 HERSHEY CO/THE COM 427866108 28372 720108 SH DEFINED 1 720108 0 0 HERSHEY CO/THE COM 427866108 83 2100 SH DEFINED 1 2 2100 0 0 HERTZ GLOBAL HOLDINGS, INC COM 42805T105 3000 188767 SH DEFINED 1 188767 0 0 HESKA CORP COM COM 42805E108 37 20430 SH DEFINED 1 20430 0 0 HESS CORP COM COM 42809H107 121641 1206037 SH DEFINED 1 1206037 0 0 HESS CORP COM COM 42809H107 10 100 SH DEFINED 1 2 100 0 0 HEWITT ASSOCS INC COM COM 42822Q100 5435 141935 SH DEFINED 1 141935 0 0 HEWITT ASSOCS INC COM COM 42822Q100 2317 60500 SH DEFINED 1 2 60500 0 0 HEWLETT PACKARD CO COM COM 428236103 689299 13654901 SH DEFINED 1 13654901 0 0 HEWLETT PACKARD CO COM COM 428236103 717 14200 SH DEFINED 1 2 14200 0 0 HEXCEL CORP NEW COM COM 428291108 3635 149692 SH DEFINED 1 149692 0 0 HFF INC-CLASS A CL A 40418F108 168 21758 SH DEFINED 1 21758 0 0 HHGREGG INC -REDH COM 42833L108 166 12034 SH DEFINED 1 12034 0 0 HI-TECH PHARMACAL INC COM COM 42840B101 115 11836 SH DEFINED 1 11836 0 0 HIBBETT SPORTS INC COM 428567101 1124 56256 SH DEFINED 1 56256 0 0 HICKORY TECH CORP COM COM 429060106 119 12759 SH DEFINED 1 12759 0 0 HIGHWOODS PPTYS INC COM COM 431284108 2392 81420 SH DEFINED 1 81420 0 0 HILB ROGAL & HOBBS CO COM COM 431294107 2270 55945 SH DEFINED 1 55945 0 0 HILL INTERNATIONAL INC COM 431466101 170 12030 SH DEFINED 1 12030 0 0 HILLENBRAND INDS INC COM COM 431573104 4536 81401 SH DEFINED 1 81401 0 0 HILLTOP HOLDINGS COM 432748101 1135 103929 SH DEFINED 1 103929 0 0 HITTITE MICROWAVE CORP COM 43365Y104 1293 27083 SH DEFINED 1 27083 0 0 HITTITE MICROWAVE CORP COM 43365Y104 14 300 SH DEFINED 1 2 300 0 0 HLTH CORP COM 40422Y101 3792 282993 SH DEFINED 1 282993 0 0 HMS HOLDINGS CORP COM 40425J101 1417 42666 SH DEFINED 1 42666 0 0 HNI CORP COM COM 404251100 1703 48579 SH DEFINED 1 48579 0 0 HOKU SCIENTIFIC INC COM 434712105 414 36303 SH DEFINED 1 36303 0 0 HOLLY CORP COM PAR $0.01 COM PAR $0.01 435758305 3619 71118 SH DEFINED 1 71118 0 0 HOLLY CORP COM PAR $0.01 COM PAR $0.01 435758305 31 600 SH DEFINED 1 2 600 0 0 HOLLY ENERGY PARTNERS LP COM UT LTD PTN 435763107 386 8815 SH DEFINED 1 8815 0 0 HOLLYWOOD MEDIA CORP COM COM 436233100 87 30067 SH DEFINED 1 30067 0 0 HOLOGIC INC COM COM 436440101 13413 195408 SH DEFINED 1 195408 0 0 HOLX 2 12/15/37 FRNT 2.000%12/1 436440AA9 8371 7750000 PRN DEFINED 1 2 7750000 0 0 HOME BANCSHARES INC COM 436893200 539 25704 SH DEFINED 1 25704 0 0 HOME DEPOT INC COM COM 437076102 238332 8846760 SH DEFINED 1 8846760 0 0 HOME DEPOT INC COM COM 437076102 738 27400 SH DEFINED 1 2 27400 0 0 HOME DIAGNOSTICS INC -REDH COM 437080104 169 20670 SH DEFINED 1 20670 0 0 HOME PROPERTIES INC COM 437306103 2290 51064 SH DEFINED 1 51064 0 0 HOME SOLUTIONS OF AMERICA INC COM 437355100 36 35739 SH DEFINED 1 35739 0 0 HONEYWELL INTL INC COM COM 438516106 244190 3966052 SH DEFINED 1 3966052 0 0 HONEYWELL INTL INC COM COM 438516106 2678 43500 SH DEFINED 1 2 43500 0 0 HOOKER FURNITURE CORP COM 439038100 537 26696 SH DEFINED 1 26696 0 0 HOOKER FURNITURE CORP COM 439038100 824 41000 SH DEFINED 1 2 41000 0 0 HOOPER HOLMES INC COM COM 439104100 99 57721 SH DEFINED 1 57721 0 0 HORACE MANN EDUCATORS CORP COM COM 440327104 1264 66752 SH DEFINED 1 66752 0 0 HORIZON FINL CORP WASH COM COM 44041F105 475 27225 SH DEFINED 1 27225 0 0 HORIZON LINES INC-CL A COM 44044K101 710 38114 SH DEFINED 1 38114 0 0 HORMEL FOODS CORP COM COM 440452100 4160 102778 SH DEFINED 1 102778 0 0 HORNBECK OFFSHORE SERVICES COM COM 440543106 1879 41796 SH DEFINED 1 41796 0 0 HORNBECK OFFSHORE SERVICES COM COM 440543106 9 200 SH DEFINED 1 2 200 0 0 HOSPIRA INC COM COM 441060100 28799 675392 SH DEFINED 1 675392 0 0 HOSPIRA INC COM COM 441060100 141 3300 SH DEFINED 1 2 3300 0 0 HOSPITALITY PPTYS TR COM SH BE COM SH BEN INT 44106M102 4092 126996 SH DEFINED 1 126996 0 0 HOST MARRIOTT CORP NEW COM COM 44107P104 38696 2270921 SH DEFINED 1 2270921 0 0 HOST MARRIOTT CORP NEW COM COM 44107P104 143 8400 SH DEFINED 1 2 8400 0 0 HOT TOPIC INC COM COM 441339108 302 51898 SH DEFINED 1 51898 0 0 HOUSEVALUES INC COM 44183Y102 35 11172 SH DEFINED 1 11172 0 0 HOUSTON AMERN ENERGY CORP COM 44183U100 61 20000 SH DEFINED 1 20000 0 0 HOUSTON WIRE & CABLE COM 44244K109 415 29320 SH DEFINED 1 29320 0 0 HOVNANIAN ENTERPRISES INC CL A CL A 442487203 468 65289 SH DEFINED 1 65289 0 0 HRPT PPTYS TR COM SH BEN INT COM SH BEN INT 40426W101 2340 302683 SH DEFINED 1 302683 0 0 HUB GROUP INC CL A CL A 443320106 1687 63459 SH DEFINED 1 63459 0 0 HUBBELL INC CL B CL B 443510201 3926 76082 SH DEFINED 1 76082 0 0 HUDSON CITY BANCORP COM COM 443683107 34018 2264836 SH DEFINED 1 2264836 0 0 HUDSON HIGHLAND GROUP COM 443792106 314 37313 SH DEFINED 1 37313 0 0 HUDSON HIGHLAND GROUP COM 443792106 45 5300 SH DEFINED 1 2 5300 0 0 HUGHES COMMUNICATIONS INC COM 444398101 205 3758 SH DEFINED 1 3758 0 0 HUGOTON RTY TR TEX UNIT BEN IN UNIT BEN INT 444717102 1395 62189 SH DEFINED 1 62189 0 0 HUMAN GENOME SCIENCES INC COM COM 444903108 2128 203823 SH DEFINED 1 203823 0 0 HUMANA INC COM COM 444859102 60558 804116 SH DEFINED 1 804116 0 0 HUMANA INC COM COM 444859102 1566 20800 SH DEFINED 1 2 20800 0 0 HUNT J B TRANS SVCS INC COM COM 445658107 3985 144637 SH DEFINED 1 144637 0 0 HUNTINGTON BANCSHARES INC COM COM 446150104 23603 1599124 SH DEFINED 1 1599124 0 0 HUNTSMAN CORP COM 447011107 3332 129648 SH DEFINED 1 129648 0 0 HURCO COMPANIES INC COM 447324104 464 10638 SH DEFINED 1 10638 0 0 HURON CONSULTING GROUP INC COM 447462102 3098 38420 SH DEFINED 1 38420 0 0 HUTCHINSON TECHNOLOGY INC COM COM 448407106 1097 41696 SH DEFINED 1 41696 0 0 HW 2 1/2 02/01/14 NOTE 2.500% 2/0 42210PAD4 4740 6500000 PRN DEFINED 1 2 6500000 0 0 HYPERCOM CORP COM COM 44913M105 349 70053 SH DEFINED 1 70053 0 0 HYPERDYNAMICS CORP COM 448954107 47 30744 SH DEFINED 1 30744 0 0 HYTHIAM INC COM COM 44919F104 115 39417 SH DEFINED 1 39417 0 0 I TRAX INC COM NEW 45069D203 112 31500 SH DEFINED 1 31500 0 0 I-FLOW CORP COM NEW COM NEW 449520303 609 38575 SH DEFINED 1 38575 0 0 I-MANY INC COM COM 44973Q103 55 17667 SH DEFINED 1 17667 0 0 I2 TECHNOLOGIES INC COM COM NEW 465754208 440 34945 SH DEFINED 1 34945 0 0 IAC INTERACTIVECORP COM NEW 44919P300 22233 825888 SH DEFINED 1 825888 0 0 IBASIS INC COM COM NEW 450732201 229 44716 SH DEFINED 1 44716 0 0 IBERIABANK CORP COM COM 450828108 953 20389 SH DEFINED 1 20389 0 0 ICAD INC COM 44934S107 99 49230 SH DEFINED 1 49230 0 0 ICF INTERNATIONAL INC COM 44925C103 272 10785 SH DEFINED 1 10785 0 0 ICF INTERNATIONAL INC COM 44925C103 38 1500 SH DEFINED 1 2 1500 0 0 ICO GLOBAL COM HLDG LTD-NEW CL A 44930K108 193 60795 SH DEFINED 1 60795 0 0 ICO HLDGS INC COM 449293109 719 55973 SH DEFINED 1 55973 0 0 ICO HLDGS INC COM 449293109 199 15500 SH DEFINED 1 2 15500 0 0 ICONIX BRAND GROUP INC COM 451055107 1662 84544 SH DEFINED 1 84544 0 0 ICT GROUP INC COM COM 44929Y101 169 14134 SH DEFINED 1 14134 0 0 ICU MED INC COM COM 44930G107 717 19908 SH DEFINED 1 19908 0 0 ID SYSTEMS INC COM 449489103 158 12711 SH DEFINED 1 12711 0 0 IDACORP INC COM COM 451107106 2286 64915 SH DEFINED 1 64915 0 0 IDEARC INC COM 451663108 3459 196971 SH DEFINED 1 196971 0 0 IDENIX PHARMACEUTICALS INC COM COM 45166R204 58 21635 SH DEFINED 1 21635 0 0 IDENIX PHARMACEUTICALS INC COM COM 45166R204 8 3000 SH DEFINED 1 2 3000 0 0 IDERA PHARMACEUTICALS INC COM NEW 45168K306 196 15000 SH DEFINED 1 15000 0 0 IDEX CORP COM COM 45167R104 5294 146522 SH DEFINED 1 146522 0 0 IDEXX LABS INC COM COM 45168D104 5655 96460 SH DEFINED 1 96460 0 0 IDT CORP CL B CL B 448947309 987 116747 SH DEFINED 1 116747 0 0 IGATE CAPITAL CORP COM COM 45169U105 406 47930 SH DEFINED 1 47930 0 0 IHOP CORP COM COM 449623107 1272 34762 SH DEFINED 1 34762 0 0 IHS INC-CLASS A CL A 451734107 2992 49400 SH DEFINED 1 49400 0 0 II VI INC COM COM 902104108 1276 41760 SH DEFINED 1 41760 0 0 IKANOS COMMUNICATIONS INC COM 45173E105 432 80246 SH DEFINED 1 80246 0 0 IKON OFFICE SOLUTIONS INC COM COM 451713101 131 10061 SH DEFINED 1 10061 0 0 IKON OFFICE SOLUTIONS INC COM COM 451713101 16 1200 SH DEFINED 1 2 1200 0 0 ILLINOIS TOOL WKS INC COM COM 452308109 97076 1813141 SH DEFINED 1 1813141 0 0 ILLUMINA INC COM COM 452327109 5465 92213 SH DEFINED 1 92213 0 0 IMATION CORP COM COM 45245A107 1030 49051 SH DEFINED 1 49051 0 0 IMCLONE SYS INC COM COM 45245W109 3839 89270 SH DEFINED 1 89270 0 0 IMERGENT INC COM 45247Q100 170 16060 SH DEFINED 1 16060 0 0 IMMERSION CORP COM COM 452521107 947 73118 SH DEFINED 1 73118 0 0 IMMUCOR INC COM COM 452526106 3674 108085 SH DEFINED 1 108085 0 0 IMMUNOGEN INC COM COM 45253H101 167 40312 SH DEFINED 1 40312 0 0 IMMUNOMEDICS INC COM COM 452907108 181 77904 SH DEFINED 1 77904 0 0 IMPAC MTG HLDGS INC COM COM 45254P102 42 75386 SH DEFINED 1 75386 0 0 IMPERIAL CAPITAL BANCORP INC COM 452680101 208 11363 SH DEFINED 1 11363 0 0 IMPERIAL SUGAR CO COM NEW 453096208 258 13770 SH DEFINED 1 13770 0 0 IMS HEALTH INC COM COM 449934108 19348 839757 SH DEFINED 1 839757 0 0 IMS HEALTH INC COM COM 449934108 58 2500 SH DEFINED 1 2 2500 0 0 INCY 3 1/2 02/15/11 NOTE 3.500% 2/1 45337CAE2 6777 6750000 PRN DEFINED 1 2 6750000 0 0 INCYTE INC COM 45337C102 1112 110693 SH DEFINED 1 110693 0 0 INDEPENDENT BANK CORP MASS COM COM 453836108 736 27035 SH DEFINED 1 27035 0 0 INDEPENDENT BANK CORP MICH COM COM 453838104 344 36171 SH DEFINED 1 36171 0 0 INDEVUS PHARMACEUTICALS INC CO COM 454072109 952 136973 SH DEFINED 1 136973 0 0 INDYMAC BANCORP INC COM COM 456607100 578 97066 SH DEFINED 1 97066 0 0 INERGY HOLDINGS LP COM 45661Q107 289 6692 SH DEFINED 1 6692 0 0 INERGY LP UNIT LTD PTNR 456615103 1960 63029 SH DEFINED 1 63029 0 0 INFINERA CORP -REDH COM 45667G103 1612 108648 SH DEFINED 1 108648 0 0 INFINITY PROPERTY & CASUALTY COM 45665Q103 1239 34281 SH DEFINED 1 34281 0 0 INFOCUS CORP COM COM 45665B106 49 26739 SH DEFINED 1 26739 0 0 INFORMATICA CORP COM COM 45666Q102 2636 146306 SH DEFINED 1 146306 0 0 INFOSPACE INC COM COM NEW 45678T201 1037 55155 SH DEFINED 1 55155 0 0 INFOSYS TECHNOLOGIES-SP ADR SPONSORED ADR 456788108 359 7918 SH DEFINED 1 7918 0 0 INFOUSA INC NEW COM COM 456818301 532 59553 SH DEFINED 1 59553 0 0 INGERSOLL-RAND COMPANY LTD CL CL A G4776G101 55023 1184062 SH DEFINED 1 1184062 0 0 INGERSOLL-RAND COMPANY LTD CL CL A G4776G101 1092 23500 SH DEFINED 1 2 23500 0 0 INGLES MKTS INC CL A CL A 457030104 771 30353 SH DEFINED 1 30353 0 0 INGRAM MICRO INC CL A CL A 457153104 3827 212166 SH DEFINED 1 212166 0 0 INHIBITEX INC COM COM 45719T103 9 10635 SH DEFINED 1 10635 0 0 INLAND REAL ESTATE CORP COM NEW 457461200 1926 136020 SH DEFINED 1 136020 0 0 INNERWORKINGS INC -REDH COM 45773Y105 1158 67102 SH DEFINED 1 67102 0 0 INNODATA ISOGEN CORP COM NEW 457642205 99 18471 SH DEFINED 1 18471 0 0 INNOPHOS HOLDINGS INC -REDH COM 45774N108 254 17095 SH DEFINED 1 17095 0 0 INNOVATIVE SOLUTIONS & SUPP CO COM 45769N105 330 34025 SH DEFINED 1 34025 0 0 INSIGHT ENTERPRISES INC COM COM 45765U103 1429 78354 SH DEFINED 1 78354 0 0 INSITE VISION INC COM 457660108 47 62560 SH DEFINED 1 62560 0 0 INSITUFORM TECHNOLOGIES INC CL CL A 457667103 852 57547 SH DEFINED 1 57547 0 0 INSMED INC COM NEW COM NEW 457669208 110 132836 SH DEFINED 1 132836 0 0 INSPIRE PHARMACEUTICALS INC CO COM 457733103 412 68978 SH DEFINED 1 68978 0 0 INSTEEL INDUSTRIES INC COM COM 45774W108 460 39196 SH DEFINED 1 39196 0 0 INSULET CORP -REDH COM 45784P101 573 24404 SH DEFINED 1 24404 0 0 INTEGRA BK CORP COM COM 45814P105 462 32745 SH DEFINED 1 32745 0 0 INTEGRA LIFESCIENCES HLDGS COM COM NEW 457985208 1392 33194 SH DEFINED 1 33194 0 0 INTEGRAL SYS INC MD COM COM 45810H107 296 12745 SH DEFINED 1 12745 0 0 INTEGRAMED AMERICA INC COM NEW 45810N302 144 12500 SH DEFINED 1 12500 0 0 INTEGRATED DEVICE TECHNOLOG CO COM 458118106 3355 296652 SH DEFINED 1 296652 0 0 INTEGRATED ELECTRICAL SVC COM COM 45811E301 480 25528 SH DEFINED 1 25528 0 0 INTEGRATED ELECTRICAL SVC COM COM 45811E301 242 12900 SH DEFINED 1 2 12900 0 0 INTEGRATED SILICON SOLUTION CO COM 45812P107 355 53617 SH DEFINED 1 53617 0 0 INTEL CORP COM COM 458140100 831642 31194387 SH DEFINED 1 31194387 0 0 INTEL CORP COM COM 458140100 1144 42900 SH DEFINED 1 2 42900 0 0 INTER PARFUMS INC COM COM 458334109 253 14055 SH DEFINED 1 14055 0 0 INTERACTIVE BROKERS GRP COM 45841N107 1708 52850 SH DEFINED 1 52850 0 0 INTERACTIVE DATA CORP COM COM 45840J107 2030 61500 SH DEFINED 1 61500 0 0 INTERACTIVE DATA CORP COM COM 45840J107 132 4000 SH DEFINED 1 2 4000 0 0 INTERACTIVE INTELLIGENCE IN CO COM 45839M103 422 16014 SH DEFINED 1 16014 0 0 INTERACTIVE INTELLIGENCE IN CO COM 45839M103 45 1700 SH DEFINED 1 2 1700 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 57530 298856 SH DEFINED 1 298856 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 154 800 SH DEFINED 1 2 800 0 0 INTERDIGITAL INC COM 45867G101 1744 74737 SH DEFINED 1 74737 0 0 INTERFACE INC CL A CL A 458665106 1522 93267 SH DEFINED 1 93267 0 0 INTERLINE BRANDS COM 458743101 1155 52719 SH DEFINED 1 52719 0 0 INTERMEC INC COM 458786100 1607 79101 SH DEFINED 1 79101 0 0 INTERMUNE INC COM COM 45884X103 680 51001 SH DEFINED 1 51001 0 0 INTERNAP NETWORK SVCS CORP COM COM PAR $.001 45885A300 729 87492 SH DEFINED 1 87492 0 0 INTERNATIONAL BANCSHARES CO CO COM 459044103 2167 103481 SH DEFINED 1 103481 0 0 INTERNATIONAL BUSINESS MACHINE COM 459200101 787828 7287958 SH DEFINED 1 7287958 0 0 INTERNATIONAL COAL GROUP INC COM 45928H106 1141 212938 SH DEFINED 1 212938 0 0 INTERNATIONAL FLAVORS&FRAGR CO COM 459506101 16656 346067 SH DEFINED 1 346067 0 0 INTERNATIONAL GAME TECHNOLO CO COM 459902102 60059 1367144 SH DEFINED 1 1367144 0 0 INTERNATIONAL GAME TECHNOLO CO COM 459902102 13 300 SH DEFINED 1 2 300 0 0 INTERNATIONAL RECTIFIER COR CO COM 460254105 3450 101552 SH DEFINED 1 101552 0 0 INTERNATIONAL SPEEDWAY CORP CL CL A 460335201 2319 56323 SH DEFINED 1 56323 0 0 INTERNET CAP GROUP INC COM COM NEW 46059C205 961 81880 SH DEFINED 1 81880 0 0 INTERPUBLIC GROUP COS INC COM COM 460690100 16507 2035381 SH DEFINED 1 2035381 0 0 INTERPUBLIC GROUP COS INC COM COM 460690100 590 72800 SH DEFINED 1 2 72800 0 0 INTERSECTIONS INC COM 460981301 113 13597 SH DEFINED 1 13597 0 0 INTERSIL CORP CL A CL A 46069S109 4875 199143 SH DEFINED 1 199143 0 0 INTERSIL CORP CL A CL A 46069S109 1324 54100 SH DEFINED 1 2 54100 0 0 INTERSTATE HOTELS & RESORTS COM 46088S106 69 17438 SH DEFINED 1 17438 0 0 INTERVEST BANCSHARES CORP CL A 460927106 305 17683 SH DEFINED 1 17683 0 0 INTERVOICE INC COM COM 461142101 530 66389 SH DEFINED 1 66389 0 0 INTERWOVEN INC COM COM NEW 46114T508 1131 79524 SH DEFINED 1 79524 0 0 INTEVAC INC COM COM 461148108 572 39318 SH DEFINED 1 39318 0 0 INTL PAPER CO COM COM 460146103 72065 2225616 SH DEFINED 1 2225616 0 0 INTL PAPER CO COM COM 460146103 975 30100 SH DEFINED 1 2 30100 0 0 INTROGEN THERAPEUTICS INC COM 46119F107 158 53840 SH DEFINED 1 53840 0 0 INTUIT COM COM 461202103 46205 1461721 SH DEFINED 1 1461721 0 0 INTUITIVE SURGICAL INC COM COM NEW 46120E602 18332 56492 SH DEFINED 1 56492 0 0 INVACARE CORP COM COM 461203101 1410 55950 SH DEFINED 1 55950 0 0 INVACARE CORP COM COM 461203101 40 1600 SH DEFINED 1 2 1600 0 0 INVENTIV HEALTH INC COM COM 46122E105 1569 50690 SH DEFINED 1 50690 0 0 INVERNESS MED INNOVATIONS I CO COM 46126P106 5569 99131 SH DEFINED 1 99131 0 0 INVESCO PLC SHS G491BT108 19040 606754 SH DEFINED 1 606754 0 0 INVESTMENT TECHNOLOGY GRP N CO COM 46145F105 2822 59301 SH DEFINED 1 59301 0 0 INVESTOOLS INC COM 46145P103 1219 68722 SH DEFINED 1 68722 0 0 INVESTOOLS INC COM 46145P103 34 1900 SH DEFINED 1 2 1900 0 0 INVESTORS REAL ESTATE TR SH BE SH BEN INT 461730103 867 96604 SH DEFINED 1 96604 0 0 INVITROGEN CORP COM COM 46185R100 11097 118802 SH DEFINED 1 118802 0 0 INVITROGEN CORP COM COM 46185R100 1375 14725 SH DEFINED 1 2 14725 0 0 IOMEGA CORP COM NEW COM NEW 462030305 190 54614 SH DEFINED 1 54614 0 0 ION GEOPHYSICAL CORP COM COM 462044108 1651 104607 SH DEFINED 1 104607 0 0 IONATRON INC COM 462070103 163 57047 SH DEFINED 1 57047 0 0 IOWA TELECOMMUNICATIONS SERV COM 462594201 1064 65436 SH DEFINED 1 65436 0 0 IPASS INC COM 46261V108 363 89457 SH DEFINED 1 89457 0 0 IPC HLDGS LTD ORD ORD G4933P101 2616 90609 SH DEFINED 1 90609 0 0 IPC HLDGS LTD ORD ORD G4933P101 81 2800 SH DEFINED 1 2 2800 0 0 IPCS INC COM NEW 44980Y305 805 22362 SH DEFINED 1 22362 0 0 IPG PHOTONICS CORP -REDH COM 44980X109 699 34958 SH DEFINED 1 34958 0 0 IRIS INTERNATIONAL INC COM COM 46270W105 604 30806 SH DEFINED 1 30806 0 0 IROBOT CORP COM 462726100 519 28711 SH DEFINED 1 28711 0 0 IRON MTN INC PA COM COM 462846106 9925 268085 SH DEFINED 1 268085 0 0 IRWIN FINL CORP COM COM 464119106 264 35942 SH DEFINED 1 35942 0 0 ISCO INTL INC COM COM 46426P103 4 21729 SH DEFINED 1 21729 0 0 ISHARES INC MSCI TAIWAN MSCI TAIWAN 464286731 653 43400 PRN DEFINED 1 43400 0 0 ISHARES MSCI EAFE INDEX FUND MSCI EAFE IDX 464287465 10991 139910 PRN DEFINED 1 139910 0 0 ISHARES MSCI EMERGING MKT IN MSCI EMERG MKT 464287234 206 1370 PRN DEFINED 1 1370 0 0 ISHARES TR RUSSELL 2000 RUSSELL 2000 464287655 395 5190 PRN DEFINED 1 5190 0 0 ISHARES TR RUSSELL1000GRW RUSSELL1000GRW 464287614 1230 20186 PRN DEFINED 1 20186 0 0 ISHARES TR S&P 100 IDX FD S&P 100 IDX FD 464287101 15327 223755 PRN DEFINED 1 223755 0 0 ISILON SYSTEMS INC COM 46432L104 160 31498 SH DEFINED 1 31498 0 0 ISIS PHARMACEUTICALS INC COM COM 464330109 2110 133990 SH DEFINED 1 133990 0 0 ISLE OF CAPRI CASINOS INC COM COM 464592104 494 35872 SH DEFINED 1 35872 0 0 ISOLAGEN INC COM 46488N103 84 33379 SH DEFINED 1 33379 0 0 ISTA PHARMACEUTICALS INC. COM NEW 45031X204 50 10290 SH DEFINED 1 10290 0 0 ISTAR FINL INC COM COM 45031U101 4720 181174 SH DEFINED 1 181174 0 0 ITC HOLDINGS CORP COM 465685105 3522 62433 SH DEFINED 1 62433 0 0 ITRON INC COM COM 465741106 5999 62512 SH DEFINED 1 62512 0 0 ITT EDUCATIONAL SERVICES IN CO COM 45068B109 4919 57689 SH DEFINED 1 57689 0 0 ITT EDUCATIONAL SERVICES IN CO COM 45068B109 563 6600 SH DEFINED 1 2 6600 0 0 ITT INDS INC IND COM COM 450911102 53842 815296 SH DEFINED 1 815296 0 0 IVANHOE ENERGY INC COM 465790103 35 22495 SH DEFINED 1 22495 0 0 IVAX DIAGNOSTICS INC COM COM 45070W109 6 10711 SH DEFINED 1 10711 0 0 IXIA COM COM 45071R109 684 72113 SH DEFINED 1 72113 0 0 IXYS CORP COM COM 46600W106 246 30634 SH DEFINED 1 30634 0 0 J & J SNACK FOODS CORP COM COM 466032109 742 23717 SH DEFINED 1 23717 0 0 J CREW GROUP INC COM 46612H402 3448 71512 SH DEFINED 1 71512 0 0 J2 GLOBAL COMMUNICATIONS IN CO COM NEW 46626E205 1736 82004 SH DEFINED 1 82004 0 0 JA SOLAR HOLDINGS CO LTD-ADR SPON ADR 466090107 1438 20603 SH DEFINED 1 20603 0 0 JABIL CIRCUIT INC COM COM 466313103 13368 875446 SH DEFINED 1 875446 0 0 JABIL CIRCUIT INC COM COM 466313103 50 3300 SH DEFINED 1 2 3300 0 0 JACK IN THE BOX INC COM COM 466367109 2305 89457 SH DEFINED 1 89457 0 0 JACKSON HEWITT TAX SERVICE COM 468202106 1442 45431 SH DEFINED 1 45431 0 0 JACOBS ENGR GROUP INC DEL COM COM 469814107 49484 517559 SH DEFINED 1 517559 0 0 JAKKS PAC INC COM COM 47012E106 1152 48806 SH DEFINED 1 48806 0 0 JAMBA INC COM 47023A101 244 66034 SH DEFINED 1 66034 0 0 JAMES RIVER COAL CO COM NEW 470355207 208 18590 SH DEFINED 1 18590 0 0 JAMES RIVER COAL CO COM NEW 470355207 193 17300 SH DEFINED 1 2 17300 0 0 JANUS CAPITAL GROUP INC COM 47102X105 22051 671252 SH DEFINED 1 671252 0 0 JANUS CAPITAL GROUP INC COM 47102X105 1439 43800 SH DEFINED 1 2 43800 0 0 JARDEN CORP COM COM 471109108 2451 103820 SH DEFINED 1 103820 0 0 JAVELIN PHARMACEUTICALS INC COM 471894105 136 36366 SH DEFINED 1 36366 0 0 JDA SOFTWARE GROUP INC COM COM 46612K108 1274 62285 SH DEFINED 1 62285 0 0 JDA SOFTWARE GROUP INC COM COM 46612K108 311 15200 SH DEFINED 1 2 15200 0 0 JDS UNIPHASE CORP COM COM PAR $0.001 46612J507 12786 961372 SH DEFINED 1 961372 0 0 JDS UNIPHASE CORP COM COM PAR $0.001 46612J507 472 35500 SH DEFINED 1 2 35500 0 0 JEFFERIES GROUP INC NEW COM COM 472319102 3427 148658 SH DEFINED 1 148658 0 0 JER INVESTORS TRUST INC COM 46614H301 397 36901 SH DEFINED 1 36901 0 0 JETBLUE AIRWAYS CORP COM 477143101 1512 256263 SH DEFINED 1 256263 0 0 JO-ANN STORES INC COM 47758P307 544 41626 SH DEFINED 1 41626 0 0 JOHNSON & JOHNSON COM COM 478160104 1005594 15076370 SH DEFINED 1 15076370 0 0 JOHNSON & JOHNSON COM COM 478160104 474 7100 SH DEFINED 1 2 7100 0 0 JOHNSON CTLS INC COM COM 478366107 92556 2568147 SH DEFINED 1 2568147 0 0 JOHNSON CTLS INC COM COM 478366107 1157 32100 SH DEFINED 1 2 32100 0 0 JONES APPAREL GROUP INC COM COM 480074103 6105 381783 SH DEFINED 1 381783 0 0 JONES LANG LASALLE INC COM COM 48020Q107 5022 70572 SH DEFINED 1 70572 0 0 JONES LANG LASALLE INC COM COM 48020Q107 726 10200 SH DEFINED 1 2 10200 0 0 JONES SODA CO COM 48023P106 306 41106 SH DEFINED 1 41106 0 0 JOS A BANK CLOTHIERS INC COM COM 480838101 782 27470 SH DEFINED 1 27470 0 0 JOS A BANK CLOTHIERS INC COM COM 480838101 3 100 SH DEFINED 1 2 100 0 0 JOURNAL COMMUNICATIONS INC-A CL A 481130102 681 76127 SH DEFINED 1 76127 0 0 JOURNAL COMMUNICATIONS INC-A CL A 481130102 71 7900 SH DEFINED 1 2 7900 0 0 JOURNAL REGISTER CO COM COM 481138105 98 55591 SH DEFINED 1 55591 0 0 JOY GLOBAL INC COM COM 481165108 10730 163026 SH DEFINED 1 163026 0 0 JP MORGAN CHASE & CO COM 46625H100 774905 17752702 SH DEFINED 1 17752702 0 0 JUNIPER NETWORKS INC COM COM 48203R104 76490 2303930 SH DEFINED 1 2303930 0 0 JUNIPER NETWORKS INC COM COM 48203R104 2125 64000 SH DEFINED 1 2 64000 0 0 JUPITER MEDIA CORP COM 48207D101 137 35847 SH DEFINED 1 35847 0 0 K V PHARMACEUTICAL CO CL A CL A 482740206 1758 61610 SH DEFINED 1 61610 0 0 K-SEA TRANSPORTATION PARTNER COM 48268Y101 397 11063 SH DEFINED 1 11063 0 0 K-SWISS INC CL A CL A 482686102 752 41532 SH DEFINED 1 41532 0 0 K-TRON INTERNATIONAL INC COM 482730108 347 2909 SH DEFINED 1 2909 0 0 KADANT INC COM COM 48282T104 618 20833 SH DEFINED 1 20833 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 1687 21224 SH DEFINED 1 21224 0 0 KAMAN CORP COM 483548103 1532 41620 SH DEFINED 1 41620 0 0 KANSAS CITY LIFE INS CO COM COM 484836101 258 5919 SH DEFINED 1 5919 0 0 KANSAS CITY SOUTHN INDS INC CO COM NEW 485170302 3658 106549 SH DEFINED 1 106549 0 0 KAYDON CORP COM COM 486587108 2390 43824 SH DEFINED 1 43824 0 0 KB HOME COM COM 48666K109 7247 335488 SH DEFINED 1 335488 0 0 KBR INC COM 48242W106 13006 335214 SH DEFINED 1 335214 0 0 KBR INC COM 48242W106 2181 56200 SH DEFINED 1 2 56200 0 0 KBW INC COM 482423100 1067 41701 SH DEFINED 1 41701 0 0 KEARNY FINANCIAL CORP COM 487169104 235 19719 SH DEFINED 1 19719 0 0 KEITHLEY INSTRS INC COM COM 487584104 297 30646 SH DEFINED 1 30646 0 0 KELLOGG CO COM COM 487836108 59268 1130424 SH DEFINED 1 1130424 0 0 KELLOGG CO COM COM 487836108 89 1700 SH DEFINED 1 2 1700 0 0 KELLWOOD CO COM COM 488044108 604 36323 SH DEFINED 1 36323 0 0 KELLY SVCS INC CL A CL A 488152208 667 35735 SH DEFINED 1 35735 0 0 KEMET CORP COM COM 488360108 1020 153817 SH DEFINED 1 153817 0 0 KENDLE INTERNATIONAL INC COM COM 48880L107 1333 27256 SH DEFINED 1 27256 0 0 KENEXA CORP COM 488879107 716 36883 SH DEFINED 1 36883 0 0 KENNAMETAL INC COM COM 489170100 4097 108212 SH DEFINED 1 108212 0 0 KENSEY NASH CORP COM COM 490057106 508 16967 SH DEFINED 1 16967 0 0 KERYX BIOPHARMACEUTICALS IN CO COM 492515101 578 68815 SH DEFINED 1 68815 0 0 KEY ENERGY SVCS INC COM COM 492914106 2662 185000 SH DEFINED 1 185000 0 0 KEYCORP NEW COM COM 493267108 39661 1691304 SH DEFINED 1 1691304 0 0 KEYNOTE SYS INC COM COM 493308100 651 46323 SH DEFINED 1 46323 0 0 KFORCE INC COM COM 493732101 754 77311 SH DEFINED 1 77311 0 0 KFX INC COM 30024B104 200 89563 SH DEFINED 1 89563 0 0 KI HOLDINGS INC COM 50060P106 1133 26214 SH DEFINED 1 26214 0 0 KI HOLDINGS INC COM 50060P106 86 2000 SH DEFINED 1 2 2000 0 0 KILROY RLTY CORP COM COM 49427F108 2711 49328 SH DEFINED 1 49328 0 0 KIMBALL INTL INC CL B CL B 494274103 641 46752 SH DEFINED 1 46752 0 0 KIMBERLY CLARK CORP COM COM 494368103 129196 1863231 SH DEFINED 1 1863231 0 0 KIMCO REALTY CORP COM COM 49446R109 39115 1074592 SH DEFINED 1 1074592 0 0 KINDER MORGAN ENERGY PARTNE UT UT LTD PARTNER 494550106 11748 217588 SH DEFINED 1 217588 0 0 KINDER MORGAN MANAGEMENT LL SH SHS 49455U100 5273 99601 SH DEFINED 1 99601 0 0 KINDRED HEALTHCARE INC COM COM 494580103 1217 48731 SH DEFINED 1 48731 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 5468 102096 SH DEFINED 1 102096 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 712 13300 SH DEFINED 1 2 13300 0 0 KING PHARMACEUTICALS INC COM COM 495582108 10736 1048437 SH DEFINED 1 1048437 0 0 KING PHARMACEUTICALS INC COM COM 495582108 388 37900 SH DEFINED 1 2 37900 0 0 KIRBY CORP COM COM 497266106 3659 78730 SH DEFINED 1 78730 0 0 KITE REALTY GROUP TRUST COM 49803T102 669 43795 SH DEFINED 1 43795 0 0 KKR FINANCIAL HOLDINGS LLC COM 48248A306 2237 159222 SH DEFINED 1 159222 0 0 KLA-TENCOR CORP COM COM 482480100 38689 803339 SH DEFINED 1 803339 0 0 KLA-TENCOR CORP COM COM 482480100 323 6700 SH DEFINED 1 2 6700 0 0 KMG CHEMICALS INC COM 482564101 158 10939 SH DEFINED 1 10939 0 0 KMG CHEMICALS INC COM 482564101 589 40700 SH DEFINED 1 2 40700 0 0 KNBT BANCORP INC COM 482921103 808 52400 SH DEFINED 1 52400 0 0 KNDL3 3/8 07/15/12 NOTE 3.375% 7/1 48880LAA5 5803 4750000 PRN DEFINED 1 2 4750000 0 0 KNIGHT CAPITAL GROUP INC CL A 499005106 2642 183453 SH DEFINED 1 183453 0 0 KNIGHT TRANSN INC COM COM 499064103 944 63731 SH DEFINED 1 63731 0 0 KNOLL INC COM NEW 498904200 1371 83465 SH DEFINED 1 83465 0 0 KNOLL INC COM NEW 498904200 56 3400 SH DEFINED 1 2 3400 0 0 KNOLOGY INC COM 499183804 862 67468 SH DEFINED 1 67468 0 0 KNOT INC (THE) COM 499184109 688 43154 SH DEFINED 1 43154 0 0 KOHLS CORP COM COM 500255104 61696 1347072 SH DEFINED 1 1347072 0 0 KOPIN CORP COM COM 500600101 218 68979 SH DEFINED 1 68979 0 0 KORN FERRY INTL COM NEW COM NEW 500643200 1618 85997 SH DEFINED 1 85997 0 0 KOSAN BIOSCIENCES INC COM COM 50064W107 123 34214 SH DEFINED 1 34214 0 0 KRAFT FOODS INC CL A CL A 50075N104 265699 8142792 SH DEFINED 1 8142792 0 0 KRAFT FOODS INC CL A CL A 50075N104 3 100 SH DEFINED 1 2 100 0 0 KRATOS DEFENSE & SECURITY SOL COM 50077B108 84 35683 SH DEFINED 1 35683 0 0 KRISPY KREME DOUGHNUTS INC COM COM 501014104 347 109824 SH DEFINED 1 109824 0 0 KROGER CO COM COM 501044101 82470 3087609 SH DEFINED 1 3087609 0 0 KROGER CO COM COM 501044101 673 25200 SH DEFINED 1 2 25200 0 0 KULICKE & SOFFA INDS INC COM COM 501242101 969 141300 SH DEFINED 1 141300 0 0 KVH INDUSTRIES INC COM 482738101 179 22160 SH DEFINED 1 22160 0 0 L K Q CORP COM 501889208 3947 187752 SH DEFINED 1 187752 0 0 L-1 IDENTITY SOLUTIONS INC COM 50212A106 2000 111434 SH DEFINED 1 111434 0 0 L-3 COMMUNICATIONS HLDGS IN CO COM 502424104 57582 543538 SH DEFINED 1 543538 0 0 L-3 COMMUNICATIONS HLDGS IN CO COM 502424104 11 100 SH DEFINED 1 2 100 0 0 LA JOLLA PHARMACEUTICAL CO COM COM NEW 503459307 162 41293 SH DEFINED 1 41293 0 0 LA Z BOY INC COM COM 505336107 614 77395 SH DEFINED 1 77395 0 0 LABORATORY CORP AMER HLDGS COM COM NEW 50540R409 38345 507677 SH DEFINED 1 507677 0 0 LABRANCHE & CO INC COM COM 505447102 396 78634 SH DEFINED 1 78634 0 0 LACLEDE GROUP INC COM COM 505597104 1087 31752 SH DEFINED 1 31752 0 0 LACLEDE GROUP INC COM COM 505597104 110 3200 SH DEFINED 1 2 3200 0 0 LADENBURG THALMANN FINANCIAL COM 50575Q102 209 98681 SH DEFINED 1 98681 0 0 LADISH INC COM NEW COM NEW 505754200 913 21129 SH DEFINED 1 21129 0 0 LAKELAND BANCORP INC COM COM 511637100 200 17281 SH DEFINED 1 17281 0 0 LAKELAND FINL CORP COM COM 511656100 410 19604 SH DEFINED 1 19604 0 0 LAKES ENTERTAINMENT INC COM 51206P109 196 28261 SH DEFINED 1 28261 0 0 LAM RESEARCH CORP COM COM 512807108 10722 248033 SH DEFINED 1 248033 0 0 LAMAR ADVERTISING CO CL A CL A 512815101 5227 108745 SH DEFINED 1 108745 0 0 LANCASTER COLONY CORP COM COM 513847103 1398 35220 SH DEFINED 1 35220 0 0 LANCE INC COM COM 514606102 1149 56278 SH DEFINED 1 56278 0 0 LANDAMERICA FINL GROUP INC COM COM 514936103 927 27711 SH DEFINED 1 27711 0 0 LANDAUER INC COM COM 51476K103 1180 22765 SH DEFINED 1 22765 0 0 LANDEC CORP COM 514766104 651 48545 SH DEFINED 1 48545 0 0 LANDRYS RESTAURANTS INC COM COM 51508L103 348 17676 SH DEFINED 1 17676 0 0 LANDSTAR SYS INC COM COM 515098101 3559 84444 SH DEFINED 1 84444 0 0 LANTRONIX INC COM COM 516548104 14 18464 SH DEFINED 1 18464 0 0 LAS VEGAS SANDS CORP COM 517834107 15701 152362 SH DEFINED 1 152362 0 0 LASALLE HOTEL PPTYS COM SH BEN COM SH BEN INT 517942108 1911 59892 SH DEFINED 1 59892 0 0 LASERCARD CORP COM COM 51807U101 155 14656 SH DEFINED 1 14656 0 0 LATTICE SEMICONDUCTOR CORP COM COM 518415104 728 224029 SH DEFINED 1 224029 0 0 LAUDER ESTEE COS INC CL A CL A 518439104 21271 487745 SH DEFINED 1 487745 0 0 LAWSON PRODS INC COM COM 520776105 219 5780 SH DEFINED 1 5780 0 0 LAWSON SOFTWARE INC COM COM 52078P102 2401 234501 SH DEFINED 1 234501 0 0 LAYNE CHRISTENSEN COMPANY COM 521050104 1945 39533 SH DEFINED 1 39533 0 0 LAZARD LTD SHS A G54050102 3046 74871 SH DEFINED 1 74871 0 0 LCA-VISION INC COM NEW COM PAR $.001 501803308 691 34614 SH DEFINED 1 34614 0 0 LCC INTERNATIONAL INC CL A CL A 501810105 21 11442 SH DEFINED 1 11442 0 0 LDK SOLAR CO LTD -ADR -REDH SPONSORED ADR 50183L107 2250 47855 SH DEFINED 1 47855 0 0 LEADIS TECHNOLOGY INC COM COM 52171N103 132 46163 SH DEFINED 1 46163 0 0 LEAP WIRELESS INTL INC COM NEW 521863308 3403 72969 SH DEFINED 1 72969 0 0 LEAPFROG ENTERPRISES INC CL A CL A 52186N106 196 29160 SH DEFINED 1 29160 0 0 LEAR CORP COM COM 521865105 2554 92332 SH DEFINED 1 92332 0 0 LEAR CORP COM COM 521865105 25 900 SH DEFINED 1 2 900 0 0 LEARNING TREE INTL INC COM COM 522015106 409 17812 SH DEFINED 1 17812 0 0 LEARNING TREE INTL INC COM COM 522015106 448 19500 SH DEFINED 1 2 19500 0 0 LECG CORP COM 523234102 616 40897 SH DEFINED 1 40897 0 0 LECROY CORP COM COM 52324W109 148 15369 SH DEFINED 1 15369 0 0 LEE ENTERPRISES INC COM COM 523768109 1004 68566 SH DEFINED 1 68566 0 0 LEGACY BANCORP INC/WISCONSIN CL A 52463G105 259 19517 SH DEFINED 1 19517 0 0 LEGACY RESERVES LP UNIT LP INT 524707304 235 11402 SH DEFINED 1 11402 0 0 LEGG MASON INC COM COM 524901105 42374 579273 SH DEFINED 1 579273 0 0 LEGGETT & PLATT INC COM COM 524660107 12876 738294 SH DEFINED 1 738294 0 0 LEGGETT & PLATT INC COM COM 524660107 84 4800 SH DEFINED 1 2 4800 0 0 LEHMAN BROS HLDGS INC COM COM 524908100 185213 2830267 SH DEFINED 1 2830267 0 0 LENNAR CORP COM CL A 526057104 10706 598414 SH DEFINED 1 598414 0 0 LENNAR CORP COM CL A 526057104 36 2000 SH DEFINED 1 2 2000 0 0 LENNOX INTL INC COM COM 526107107 3844 92798 SH DEFINED 1 92798 0 0 LENNOX INTL INC COM COM 526107107 21 500 SH DEFINED 1 2 500 0 0 LENOX GROUP INC COM 526262100 35 13279 SH DEFINED 1 13279 0 0 LEUCADIA NATL CORP COM COM 527288104 34212 726380 SH DEFINED 1 726380 0 0 LEUCADIA NATL CORP COM COM 527288104 212 4500 SH DEFINED 1 2 4500 0 0 LEVEL 3 COMMUNICATIONS INC COM COM 52729N100 6851 2253649 SH DEFINED 1 2253649 0 0 LEVITT CORP CL A CL A 52742P108 29 13328 SH DEFINED 1 13328 0 0 LEXICON GENETICS INC COM COM 528872104 257 84678 SH DEFINED 1 84678 0 0 LEXINGTON CORP PPTYS TR COM COM 529043101 1662 114310 SH DEFINED 1 114310 0 0 LEXMARK INTL NEW CL A CL A 529771107 14278 409585 SH DEFINED 1 409585 0 0 LEXMARK INTL NEW CL A CL A 529771107 1007 28900 SH DEFINED 1 2 28900 0 0 LHC GROUP LLC COM 50187A107 861 34467 SH DEFINED 1 34467 0 0 LIBBEY INC COM COM 529898108 342 21616 SH DEFINED 1 21616 0 0 LIBERTY GLOBAL INC-A COM SER A 530555101 22214 566817 SH DEFINED 1 566817 0 0 LIBERTY GLOBAL INC-C COM SER C 530555309 510 13950 SH DEFINED 1 13950 0 0 LIBERTY MEDIA HOLD-CAP SER A C CAP COM SER A 53071M302 23269 199753 SH DEFINED 1 199753 0 0 LIBERTY MEDIA-INTERACTIVE A CO INT COM SER A 53071M104 18792 984881 SH DEFINED 1 984881 0 0 LIBERTY PPTY TR SH BEN INT SH BEN INT 531172104 3666 127254 SH DEFINED 1 127254 0 0 LIFE TIME FITNESS INC COM 53217R207 2543 51190 SH DEFINED 1 51190 0 0 LIFECELL CORP COM COM 531927101 2356 54660 SH DEFINED 1 54660 0 0 LIFECORE BIOMEDICAL INC COM COM 532187101 368 25451 SH DEFINED 1 25451 0 0 LIFECORE BIOMEDICAL INC COM COM 532187101 7 500 SH DEFINED 1 2 500 0 0 LIFEPOINT HOSPITALS INC COM COM 53219L109 2695 90605 SH DEFINED 1 90605 0 0 LIFETIME BRANDS INC COM 53222Q103 172 13281 SH DEFINED 1 13281 0 0 LIFEWAY FOODS INC COM 531914109 140 11861 SH DEFINED 1 11861 0 0 LIGAND PHARMACEUTICALS INC CL CL B 53220K207 586 121230 SH DEFINED 1 121230 0 0 LILLY ELI & CO COM COM 532457108 234353 4389447 SH DEFINED 1 4389447 0 0 LILLY ELI & CO COM COM 532457108 2204 41290 SH DEFINED 1 2 41290 0 0 LIMELIGHT NETWORKS INC -REDH COM 53261M104 104 15129 SH DEFINED 1 15129 0 0 LIMITED BRANDS INC COM 532716107 25553 1349873 SH DEFINED 1 1349873 0 0 LIMITED BRANDS INC COM 532716107 343 18100 SH DEFINED 1 2 18100 0 0 LIN TV CORP CL A CL A 532774106 1098 90200 SH DEFINED 1 90200 0 0 LINCARE HLDGS INC COM COM 532791100 4454 126667 SH DEFINED 1 126667 0 0 LINCARE HLDGS INC COM COM 532791100 729 20746 SH DEFINED 1 2 20746 0 0 LINCOLN ELEC HLDGS INC COM COM 533900106 4366 61336 SH DEFINED 1 61336 0 0 LINCOLN NATL CORP IND COM COM 534187109 68173 1170958 SH DEFINED 1 1170958 0 0 LINCOLN NATL CORP IND COM COM 534187109 227 3900 SH DEFINED 1 2 3900 0 0 LINDSAY MFG CO COM COM 535555106 1723 24368 SH DEFINED 1 24368 0 0 LINEAR TECHNOLOGY CORP COM COM 535678106 31912 1002565 SH DEFINED 1 1002565 0 0 LINEAR TECHNOLOGY CORP COM COM 535678106 484 15200 SH DEFINED 1 2 15200 0 0 LINN ENERGY LLC-UNITS UNIT LTD LIAB 536020100 2564 102424 SH DEFINED 1 102424 0 0 LIONBRIDGE TECHNOLOGIES INC CO COM 536252109 264 74456 SH DEFINED 1 74456 0 0 LIQUIDITY SERVICES, INC. COM 53635B107 282 21859 SH DEFINED 1 21859 0 0 LITHIA MTRS INC CL A CL A 536797103 230 16761 SH DEFINED 1 16761 0 0 LITTELFUSE INC COM COM 537008104 1430 43379 SH DEFINED 1 43379 0 0 LIVE NATION COM 538034109 1412 97232 SH DEFINED 1 97232 0 0 LIVEPERSON INC COM 538146101 259 48534 SH DEFINED 1 48534 0 0 LIZ CLAIBORNE INC COM COM 539320101 8789 431908 SH DEFINED 1 431908 0 0 LO-JACK CORP COM COM 539451104 464 27592 SH DEFINED 1 27592 0 0 LO-JACK CORP COM COM 539451104 34 2000 SH DEFINED 1 2 2000 0 0 LOCKHEED MARTIN CORP COM COM 539830109 163210 1550541 SH DEFINED 1 1550541 0 0 LOCKHEED MARTIN CORP COM COM 539830109 884 8400 SH DEFINED 1 2 8400 0 0 LODGENET INTERACTIVE CORP COM 540211109 628 36006 SH DEFINED 1 36006 0 0 LODGIAN INC COM COM PAR $.01 54021P403 398 35339 SH DEFINED 1 35339 0 0 LOEWS CORP CAROLNA GP STK CAROLNA GP STK 540424207 13512 158403 SH DEFINED 1 158403 0 0 LOEWS CORP COM COM 540424108 95778 1902616 SH DEFINED 1 1902616 0 0 LOEWS CORP COM COM 540424108 45 900 SH DEFINED 1 2 900 0 0 LOGITECH INTERNATIONAL - REG SHS H50430232 496 13537 SH DEFINED 1 13537 0 0 LONGS DRUG STORES CORP COM COM 543162101 2472 52590 SH DEFINED 1 52590 0 0 LOOPNET INC COM 543524300 601 42809 SH DEFINED 1 42809 0 0 LORAL SPACE & COMMUNICATION CO COM 543881106 726 21184 SH DEFINED 1 21184 0 0 LOUISIANA PAC CORP COM COM 546347105 1903 139128 SH DEFINED 1 139128 0 0 LOWES COS INC COM COM 548661107 144373 6382534 SH DEFINED 1 6382534 0 0 LOWES COS INC COM COM 548661107 106 4700 SH DEFINED 1 2 4700 0 0 LPNT3 1/2 05/15/14 NOTE 3.500% 5/1 53219LAH2 3597 4000000 PRN DEFINED 1 2 4000000 0 0 LSB INDUSTRIES INC COM 502160104 351 12446 SH DEFINED 1 12446 0 0 LSB INDUSTRIES INC COM 502160104 48 1700 SH DEFINED 1 2 1700 0 0 LSI INDS INC COM COM 50216C108 683 37529 SH DEFINED 1 37529 0 0 LSI LOGIC CORP COM COM 502161102 16294 3068486 SH DEFINED 1 3068486 0 0 LSI LOGIC CORP COM COM 502161102 169 31900 SH DEFINED 1 2 31900 0 0 LTC PPTYS INC COM COM 502175102 667 26639 SH DEFINED 1 26639 0 0 LTX CORP COM COM 502392103 227 71527 SH DEFINED 1 71527 0 0 LUBRIZOL CORP COM COM 549271104 8711 160834 SH DEFINED 1 160834 0 0 LUBRIZOL CORP COM COM 549271104 959 17700 SH DEFINED 1 2 17700 0 0 LUBYS INC COM COM 549282101 450 44286 SH DEFINED 1 44286 0 0 LUFKIN INDS INC COM COM 549764108 1281 22360 SH DEFINED 1 22360 0 0 LUFKIN INDS INC COM COM 549764108 17 300 SH DEFINED 1 2 300 0 0 LULULEMON ATHLETICA INC COM 550021109 445 9392 SH DEFINED 1 9392 0 0 LUMERA CORP COM COM 55024R106 34 13075 SH DEFINED 1 13075 0 0 LUMINEX CORP DEL COM COM 55027E102 791 48714 SH DEFINED 1 48714 0 0 LYDALL INC DEL COM COM 550819106 202 19210 SH DEFINED 1 19210 0 0 LYDALL INC DEL COM COM 550819106 1 100 SH DEFINED 1 2 100 0 0 M & F WORLDWIDE CORP COM COM 552541104 1113 20677 SH DEFINED 1 20677 0 0 M & T BK CORP COM COM 55261F104 26387 323486 SH DEFINED 1 323486 0 0 M C F CORP COM NEW 580395309 56 10677 SH DEFINED 1 10677 0 0 M D C HLDGS INC COM COM 552676108 1987 53511 SH DEFINED 1 53511 0 0 M SMUCKER CO/THE-NEW COM COM NEW 832696405 6539 127113 SH DEFINED 1 127113 0 0 M/I HOMES INC COM 55305B101 191 18147 SH DEFINED 1 18147 0 0 MACATAWA BK CORP COM COM 554225102 300 34880 SH DEFINED 1 34880 0 0 MACE SEC INTL INC COM COM NEW 554335208 20 10018 SH DEFINED 1 10018 0 0 MACERICH CO COM COM 554382101 6993 98412 SH DEFINED 1 98412 0 0 MACK CALI RLTY CORP COM COM 554489104 3302 97119 SH DEFINED 1 97119 0 0 MACQUARIE INFRASTRUCTURE CO MEMBERSHIP INT 55608B105 2111 52079 SH DEFINED 1 52079 0 0 MACROVISION CORP COM COM 555904101 1569 85615 SH DEFINED 1 85615 0 0 MADDEN STEVEN LTD COM COM 556269108 753 37674 SH DEFINED 1 37674 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 2652 56883 SH DEFINED 1 56883 0 0 MAGELLAN MIDSTREAM HLDGS LP COM LP INTS 55907R108 887 33089 SH DEFINED 1 33089 0 0 MAGELLAN MIDSTREAM PARTNERS COM UNIT RP LP 559080106 4090 94331 SH DEFINED 1 94331 0 0 MAGMA DESIGN AUTOMATION COM COM 559181102 931 76276 SH DEFINED 1 76276 0 0 MAGNETEK INC COM COM 559424106 122 28487 SH DEFINED 1 28487 0 0 MAGUIRE PROPERTIES INC COM 559775101 1806 61277 SH DEFINED 1 61277 0 0 MAIDENFORM BRANDS INC COM 560305104 498 36790 SH DEFINED 1 36790 0 0 MAIDENFORM BRANDS INC COM 560305104 1 100 SH DEFINED 1 2 100 0 0 MAINSOURCE FINANCIAL GP INC CO COM 56062Y102 509 32740 SH DEFINED 1 32740 0 0 MAIR HOLDINGS INC COM 560635104 89 19157 SH DEFINED 1 19157 0 0 MAJESCO ENTERTAINMENT CO COM NEW 560690208 31 23284 SH DEFINED 1 23284 0 0 MANAGEMENT NETWORK GROUP IN CO COM 561693102 42 15849 SH DEFINED 1 15849 0 0 MANHATTAN ASSOCS INC COM COM 562750109 1132 42932 SH DEFINED 1 42932 0 0 MANITOWOC INC COM COM 563571108 27793 569173 SH DEFINED 1 569173 0 0 MANITOWOC INC COM COM 563571108 1660 34000 SH DEFINED 1 2 34000 0 0 MANNATECH INC COM 563771104 135 21406 SH DEFINED 1 21406 0 0 MANNKIND CORP COM COM 56400P201 941 118198 SH DEFINED 1 118198 0 0 MANPOWER INC COM COM 56418H100 7071 124276 SH DEFINED 1 124276 0 0 MANTECH INTL CORP CL A CL A 564563104 1180 26920 SH DEFINED 1 26920 0 0 MARATHON OIL CORP COM COM 565849106 189901 3120289 SH DEFINED 1 3120289 0 0 MARATHON OIL CORP COM COM 565849106 1132 18600 SH DEFINED 1 2 18600 0 0 MARCHEX INC-CLASS B CL B 56624R108 414 38130 SH DEFINED 1 38130 0 0 MARCUS CORP COM COM 566330106 652 42209 SH DEFINED 1 42209 0 0 MARINE PRODS CORP COM COM 568427108 176 25084 SH DEFINED 1 25084 0 0 MARINEMAX INC COM COM 567908108 399 25742 SH DEFINED 1 25742 0 0 MARINER ENERGY INC COM 56845T305 2872 125515 SH DEFINED 1 125515 0 0 MARKEL CORP COM COM 570535104 7017 14289 SH DEFINED 1 14289 0 0 MARKET VECTORS AGRIBUSINESS AGRIBUS ETF 57060U605 762 13300 PRN DEFINED 1 13300 0 0 MARKETAXESS HOLDINGS INC COM 57060D108 820 63922 SH DEFINED 1 63922 0 0 MARKETAXESS HOLDINGS INC COM 57060D108 10 800 SH DEFINED 1 2 800 0 0 MARKWEST ENERGY PART-UTS UNIT LTD PARTN 570759100 1178 34874 SH DEFINED 1 34874 0 0 MARKWEST HYDROCARBON INC COM COM 570762104 1205 19236 SH DEFINED 1 19236 0 0 MARLIN BUSINESS SERVICES INC COM 571157106 270 22413 SH DEFINED 1 22413 0 0 MARRIOTT INTL INC NEW CL A CL A 571903202 46306 1354767 SH DEFINED 1 1354767 0 0 MARRIOTT INTL INC NEW CL A CL A 571903202 243 7100 SH DEFINED 1 2 7100 0 0 MARSH & MCLENNAN COS INC COM COM 571748102 59707 2255643 SH DEFINED 1 2255643 0 0 MARSH & MCLENNAN COS INC COM COM 571748102 119 4500 SH DEFINED 1 2 4500 0 0 MARSHALL & ILSLEY CORP COM COM 571837103 29389 1109838 SH DEFINED 1 1109838 0 0 MARTEK BIOSCIENCES CORP COM COM 572901106 1802 60934 SH DEFINED 1 60934 0 0 MARTEN TRANSPORT LTD COM 573075108 354 25375 SH DEFINED 1 25375 0 0 MARTHA STEWART LIVING OMNIM CL CL A 573083102 389 41983 SH DEFINED 1 41983 0 0 MARTIN MARIETTA MATLS INC COM COM 573284106 7788 58731 SH DEFINED 1 58731 0 0 MARVEL ENTERTAINMENT INC COM 57383T103 2224 83278 SH DEFINED 1 83278 0 0 MARVELL TECHNOLOGY GROUP LT OR ORD G5876H105 9602 686843 SH DEFINED 1 686843 0 0 MASCO CORP COM COM 574599106 34440 1593692 SH DEFINED 1 1593692 0 0 MASCO CORP COM COM 574599106 138 6400 SH DEFINED 1 2 6400 0 0 MASIMO CORP -REDH COM 574795100 1512 38322 SH DEFINED 1 38322 0 0 MASSBANK CORP READ MASS COM COM 576152102 290 7953 SH DEFINED 1 7953 0 0 MASSEY ENERGY CORP COM COM 576206106 3981 111363 SH DEFINED 1 111363 0 0 MASSEY ENERGY CORP COM COM 576206106 21 600 SH DEFINED 1 2 600 0 0 MASTEC INC COM COM 576323109 742 72976 SH DEFINED 1 72976 0 0 MASTERCARD INC CL A 57636Q104 26179 121651 SH DEFINED 1 121651 0 0 MATRIA HEALTHCARE INC COM NEW COM NEW 576817209 894 37626 SH DEFINED 1 37626 0 0 MATRIX SERVICE CO COM 576853105 850 38937 SH DEFINED 1 38937 0 0 MATRIXX INITIATIVES INC COM 57685L105 213 15290 SH DEFINED 1 15290 0 0 MATTEL INC COM COM 577081102 30534 1603689 SH DEFINED 1 1603689 0 0 MATTEL INC COM COM 577081102 1015 53300 SH DEFINED 1 2 53300 0 0 MATTHEWS INTL CORP CL A CL A 577128101 2446 52190 SH DEFINED 1 52190 0 0 MATTSON TECHNOLOGY INC COM COM 577223100 943 110166 SH DEFINED 1 110166 0 0 MATTSON TECHNOLOGY INC COM COM 577223100 5 600 SH DEFINED 1 2 600 0 0 MAX RE CAPITAL LTD HAMILTON SH SHS G6052F103 2164 77317 SH DEFINED 1 77317 0 0 MAXIMUS INC COM COM 577933104 1662 43054 SH DEFINED 1 43054 0 0 MAXIMUS INC COM COM 577933104 1251 32400 SH DEFINED 1 2 32400 0 0 MAXWELL TECHNOLOGIES INC COM COM 577767106 208 25180 SH DEFINED 1 25180 0 0 MAXYGEN INC COM COM 577776107 389 48453 SH DEFINED 1 48453 0 0 MB FINANCIAL INC NEW COM COM 55264U108 1910 61953 SH DEFINED 1 61953 0 0 MBIA INC COM COM 55262C100 10090 541608 SH DEFINED 1 541608 0 0 MBT FINANCIAL CORP COM 578877102 116 13129 SH DEFINED 1 13129 0 0 MCAFEE INC COM 579064106 10056 268173 SH DEFINED 1 268173 0 0 MCCLATCHY CO CL A CL A 579489105 940 75065 SH DEFINED 1 75065 0 0 MCCORMICK & CO INC COM NON VTG COM NON VTG 579780206 20627 544102 SH DEFINED 1 544102 0 0 MCCORMICK & SCHMICK'S SEAFOOD COM 579793100 355 29794 SH DEFINED 1 29794 0 0 MCDERMOTT INTL INC COM COM 580037109 19280 326607 SH DEFINED 1 326607 0 0 MCDERMOTT INTL INC COM COM 580037109 608 10300 SH DEFINED 1 2 10300 0 0 MCDONALDS CORP COM COM 580135101 371678 6309245 SH DEFINED 1 6309245 0 0 MCDONALDS CORP COM COM 580135101 1915 32500 SH DEFINED 1 2 32500 0 0 MCGRATH RENTCORP COM COM 580589109 789 30648 SH DEFINED 1 30648 0 0 MCGRAW HILL COS INC COM COM 580645109 62586 1428574 SH DEFINED 1 1428574 0 0 MCGRAW HILL COS INC COM COM 580645109 780 17800 SH DEFINED 1 2 17800 0 0 MCKESSON CORP COM COM 58155Q103 85422 1303950 SH DEFINED 1 1303950 0 0 MCKESSON CORP COM COM 58155Q103 373 5700 SH DEFINED 1 2 5700 0 0 MCMORAN EXPLORATION CO COM COM 582411104 988 75451 SH DEFINED 1 75451 0 0 MDI INC COM COM 552705105 6 11559 SH DEFINED 1 11559 0 0 MDT 1 5/8 04/15/13 NOTE 1.625% 4/1 585055AM8 8035 7500000 PRN DEFINED 1 2 7500000 0 0 MDU RES GROUP INC COM COM 552690109 6771 245247 SH DEFINED 1 245247 0 0 MEADOWBROOK INS GROUP INC COM COM 58319P108 527 56053 SH DEFINED 1 56053 0 0 MEADWESTVACO CORP COM COM 583334107 24729 790076 SH DEFINED 1 790076 0 0 MEASUREMENT SPECIALTIES INC CO COM 583421102 462 20902 SH DEFINED 1 20902 0 0 MECHANICAL TECHNOLOGY INC COM COM 583538103 12 16604 SH DEFINED 1 16604 0 0 MEDALLION FINL CORP COM COM 583928106 208 20774 SH DEFINED 1 20774 0 0 MEDAREX INC COM COM 583916101 2154 206676 SH DEFINED 1 206676 0 0 MEDCATH CORP COM COM 58404W109 732 29790 SH DEFINED 1 29790 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 117602 1159781 SH DEFINED 1 1159781 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 852 8400 SH DEFINED 1 2 8400 0 0 MEDIA GEN INC CL A CL A 584404107 988 46477 SH DEFINED 1 46477 0 0 MEDIACOM COMMUNICATIONS COR CL CL A 58446K105 376 81855 SH DEFINED 1 81855 0 0 MEDICAL ACTION INDS INC COM COM 58449L100 417 20021 SH DEFINED 1 20021 0 0 MEDICAL PROPERTIES TRUST INC COM 58463J304 1188 116616 SH DEFINED 1 116616 0 0 MEDICAL STAFFING NTWK HLDG INC COM 58463F104 82 13640 SH DEFINED 1 13640 0 0 MEDICINES CO COM COM 584688105 1515 79056 SH DEFINED 1 79056 0 0 MEDICIS PHARMACEUTICAL CORP CL CL A NEW 584690309 2125 81831 SH DEFINED 1 81831 0 0 MEDIS TECHNOLOGIES LTD COM COM 58500P107 376 24356 SH DEFINED 1 24356 0 0 MEDIVATION INC COM 58501N101 656 45589 SH DEFINED 1 45589 0 0 MEDTOX SCIENTIFIC INC COM COM NEW 584977201 160 8827 SH DEFINED 1 8827 0 0 MEDTOX SCIENTIFIC INC COM COM NEW 584977201 496 27461 SH DEFINED 1 2 27461 0 0 MEDTRONIC INC COM COM 585055106 297110 5910278 SH DEFINED 1 5910278 0 0 MEDTRONIC INC COM COM 585055106 5 100 SH DEFINED 1 2 100 0 0 MEMC ELECTR MATLS INC COM COM 552715104 90430 1021923 SH DEFINED 1 1021923 0 0 MEMC ELECTR MATLS INC COM COM 552715104 354 4000 SH DEFINED 1 2 4000 0 0 MEMORY PHARMACEUTICALS CORP COM 58606R403 43 75106 SH DEFINED 1 75106 0 0 MENS WEARHOUSE INC COM COM 587118100 1937 71777 SH DEFINED 1 71777 0 0 MENTOR CORP MINN COM COM 587188103 2268 58011 SH DEFINED 1 58011 0 0 MENTOR GRAPHICS CORP COM COM 587200106 1554 144147 SH DEFINED 1 144147 0 0 MERCADOLIBRE INC COM 58733R102 438 5923 SH DEFINED 1 5923 0 0 MERCHANTS BANCSHARES COM COM 588448100 280 11915 SH DEFINED 1 11915 0 0 MERCK & CO INC COM COM 589331107 667575 11488125 SH DEFINED 1 11488125 0 0 MERCK & CO INC COM COM 589331107 999 17200 SH DEFINED 1 2 17200 0 0 MERCURY COMPUTER SYS COM COM 589378108 767 47628 SH DEFINED 1 47628 0 0 MERCURY GENL CORP NEW COM COM 589400100 2163 43419 SH DEFINED 1 43419 0 0 MEREDITH CORP COM COM 589433101 9146 166351 SH DEFINED 1 166351 0 0 MERGE TECHNOLOGIES INC COM COM 589981109 76 64015 SH DEFINED 1 64015 0 0 MERIDIAN BIOSCIENCE INC COM COM 589584101 2302 76516 SH DEFINED 1 76516 0 0 MERIDIAN BIOSCIENCE INC COM COM 589584101 72 2400 SH DEFINED 1 2 2400 0 0 MERIDIAN RESOURCE CORP COM COM 58977Q109 126 69802 SH DEFINED 1 69802 0 0 MERIDIAN RESOURCE CORP COM COM 58977Q109 9 5000 SH DEFINED 1 2 5000 0 0 MERIT MED SYS INC COM COM 589889104 1046 75263 SH DEFINED 1 75263 0 0 MERITAGE HOMES CORP COM COM 59001A102 884 60695 SH DEFINED 1 60695 0 0 MERIX CORP COM COM 590049102 85 18306 SH DEFINED 1 18306 0 0 MERRILL LYNCH & CO INC COM COM 590188108 241633 4501359 SH DEFINED 1 4501359 0 0 MERUELO MADDUX PPTYS COM 590473104 288 72030 SH DEFINED 1 72030 0 0 MESA 2.115 02/10/24 NOTE 2.115% 2/1 590479AD3 6965 14000000 PRN DEFINED 1 2 14000000 0 0 MESA 2.4829 06/16/23 NOTE 2.482% 6/1 590479AB7 2521 6662000 PRN DEFINED 1 2 6662000 0 0 MESA AIR GROUP INC COM COM 590479101 146 47336 SH DEFINED 1 47336 0 0 METABASIS THERAPEUTICS INC COM COM 59101M105 88 28742 SH DEFINED 1 28742 0 0 METABOLIX INC COM 591018809 803 33730 SH DEFINED 1 33730 0 0 METAL MANAGEMENT INC COM NEW 591097209 1711 37570 SH DEFINED 1 37570 0 0 METALICO INC COM 591176102 356 32796 SH DEFINED 1 32796 0 0 METALLINE MINING INC COM 591257100 60 25343 SH DEFINED 1 25343 0 0 METAVANTE TECHNOLOGIES-W/I COM 591407101 3838 164560 SH DEFINED 1 164560 0 0 METHANEX CORP COM COM 59151K108 218 7857 SH DEFINED 1 7857 0 0 METHANEX CORP COM COM 59151K108 702 25300 SH DEFINED 1 2 25300 0 0 METHODE ELECTRS INC CL A COM 591520200 1058 64355 SH DEFINED 1 64355 0 0 METHODE ELECTRS INC CL A COM 591520200 156 9500 SH DEFINED 1 2 9500 0 0 METLIFE INC COM COM 59156R108 191354 3105391 SH DEFINED 1 3105391 0 0 METRO HEALTH NETWORKS INC COM 592142103 86 36067 SH DEFINED 1 36067 0 0 METROPCS COMM INC COM 591708102 4985 256300 SH DEFINED 1 256300 0 0 METTLER TOLEDO INTERNATIONA CO COM 592688105 8045 70694 SH DEFINED 1 70694 0 0 METTLER TOLEDO INTERNATIONA CO COM 592688105 2430 21357 SH DEFINED 1 2 21357 0 0 MF GLOBAL LTD SHS G60642108 4294 136454 SH DEFINED 1 136454 0 0 MFA MORTGAGE INVESTMENTS INC COM 55272X102 1580 170817 SH DEFINED 1 170817 0 0 MFA MORTGAGE INVESTMENTS INC COM 55272X102 906 98000 SH DEFINED 1 2 98000 0 0 MGE ENERGY INC COM 55277P104 1285 36231 SH DEFINED 1 36231 0 0 MGI PHARMA INC COM COM 552880106 5305 130880 SH DEFINED 1 130880 0 0 MGIC INVT CORP WIS COM COM 552848103 7826 348924 SH DEFINED 1 348924 0 0 MGM MIRAGE COM COM 552953101 14637 174213 SH DEFINED 1 174213 0 0 MGP INGREDIENTS INC COM 55302G103 166 17640 SH DEFINED 1 17640 0 0 MICREL INC COM COM 594793101 604 71466 SH DEFINED 1 71466 0 0 MICROCHIP TECHNOLOGY INC COM COM 595017104 29566 941006 SH DEFINED 1 941006 0 0 MICROCHIP TECHNOLOGY INC COM COM 595017104 764 24300 SH DEFINED 1 2 24300 0 0 MICRON TECHNOLOGY INC COM COM 595112103 23827 3286463 SH DEFINED 1 3286463 0 0 MICRON TECHNOLOGY INC COM COM 595112103 742 102400 SH DEFINED 1 2 102400 0 0 MICROS SYS INC COM COM 594901100 4521 64442 SH DEFINED 1 64442 0 0 MICROSEMI CORP COM COM 595137100 2222 100361 SH DEFINED 1 100361 0 0 MICROSOFT CORP COM COM 594918104 1542276 43322359 SH DEFINED 1 43322359 0 0 MICROSOFT CORP COM COM 594918104 146 4100 SH DEFINED 1 2 4100 0 0 MICROSTRATEGY INC CL A CL A NEW 594972408 1449 15235 SH DEFINED 1 15235 0 0 MICROSTRATEGY INC CL A CL A NEW 594972408 19 200 SH DEFINED 1 2 200 0 0 MICROTUNE INC DEL COM COM 59514P109 910 139394 SH DEFINED 1 139394 0 0 MICROVISION INC WASH COM COM 594960106 254 65056 SH DEFINED 1 65056 0 0 MICRUS ENDOVASCULAR CORP COM 59518V102 350 17777 SH DEFINED 1 17777 0 0 MID-AMER APT CMNTYS INC COM COM 59522J103 1563 36561 SH DEFINED 1 36561 0 0 MIDAS GROUP INC COM COM 595626102 572 39047 SH DEFINED 1 39047 0 0 MIDDLEBROOK PHARMACEUTICALS IN COM 596087106 19 15620 SH DEFINED 1 15620 0 0 MIDDLEBY CORP COM COM 596278101 2222 28997 SH DEFINED 1 28997 0 0 MIDDLESEX WATER CO COM COM 596680108 259 13664 SH DEFINED 1 13664 0 0 MIDLAND CO COM COM 597486109 1462 22599 SH DEFINED 1 22599 0 0 MIDWAY GAMES INC COM COM 598148104 79 28485 SH DEFINED 1 28485 0 0 MIDWEST BANC HOLDINGS INC COM COM 598251106 423 34033 SH DEFINED 1 34033 0 0 MIDWEST EXPRESS GROUP INC COM COM 597911106 757 51171 SH DEFINED 1 51171 0 0 MILLENNIUM CELL INC COM COM 60038B105 3 11060 SH DEFINED 1 11060 0 0 MILLENNIUM PHARMACEUTICALS COM COM 599902103 7412 494768 SH DEFINED 1 494768 0 0 MILLER HERMAN INC COM COM 600544100 3080 95099 SH DEFINED 1 95099 0 0 MILLICOM INTL CELLULAR S.A. SHS NEW L6388F110 888 7531 SH DEFINED 1 7531 0 0 MILLIPORE CORP COM COM 601073109 17422 238065 SH DEFINED 1 238065 0 0 MINDSPEED TECHNOLOGIES INC COM 602682106 133 108844 SH DEFINED 1 108844 0 0 MINE SAFETY APPLIANCES CO COM COM 602720104 2207 42544 SH DEFINED 1 42544 0 0 MINERALS TECHNOLOGIES INC COM COM 603158106 2265 33831 SH DEFINED 1 33831 0 0 MINES MANAGEMENT INC COM 603432105 41 11916 SH DEFINED 1 11916 0 0 MINRAD INTL INC COM 60443P103 80 24570 SH DEFINED 1 24570 0 0 MIPS TECHNOLOGIES INC COM 604567107 359 72374 SH DEFINED 1 72374 0 0 MIRANT CORP COM 60467R100 16481 422802 SH DEFINED 1 422802 0 0 MISSION WEST PPTYS INC COM COM 605203108 430 45251 SH DEFINED 1 45251 0 0 MITCHAM INDS INC COM COM 606501104 352 17118 SH DEFINED 1 17118 0 0 MITCHAM INDS INC COM COM 606501104 493 24000 SH DEFINED 1 2 24000 0 0 MIVA INC COM 55311R108 80 42087 SH DEFINED 1 42087 0 0 MKS INSTRUMENT INC COM COM 55306N104 1688 88212 SH DEFINED 1 88212 0 0 MMR 5 1/4 10/06/11 NOTE 5.250%10/0 582411AE4 2731 2500000 PRN DEFINED 1 2 2500000 0 0 MNKD3 3/4 12/15/13 NOTE 3.750%12/1 56400PAA0 9726 11750000 PRN DEFINED 1 2 11750000 0 0 MOBILE MINI INC COM COM 60740F105 996 53701 SH DEFINED 1 53701 0 0 MOBILITY ELECTRONICS INC COM COM 60741U101 42 27181 SH DEFINED 1 27181 0 0 MODINE MFG CO COM COM 607828100 767 46454 SH DEFINED 1 46454 0 0 MOHAWK INDS INC COM COM 608190104 5787 77780 SH DEFINED 1 77780 0 0 MOLDFLOW CORP COM COM 608507109 200 12387 SH DEFINED 1 12387 0 0 MOLEX INC COM COM 608554101 16790 615025 SH DEFINED 1 615025 0 0 MOLEX INC COM COM 608554101 46 1700 SH DEFINED 1 2 1700 0 0 MOLINA HEALTHCARE INC COM 60855R100 1039 26850 SH DEFINED 1 26850 0 0 MOLINA HEALTHCARE INC COM 60855R100 31 800 SH DEFINED 1 2 800 0 0 MOLSON COORS BREWING CO -B CL B 60871R209 31075 602001 SH DEFINED 1 602001 0 0 MOLSON COORS BREWING CO -B CL B 60871R209 46 900 SH DEFINED 1 2 900 0 0 MOMENTA PHARMACEUTICALS INC CO COM 60877T100 277 38763 SH DEFINED 1 38763 0 0 MONACO COACH CORP COM COM 60886R103 322 36304 SH DEFINED 1 36304 0 0 MONARCH CASINO & RESORT INC CO COM 609027107 520 21585 SH DEFINED 1 21585 0 0 MONARCH CASINO & RESORT INC CO COM 609027107 79 3300 SH DEFINED 1 2 3300 0 0 MONEYGRAM INTERNATIONAL, INC. COM 60935Y109 1724 112177 SH DEFINED 1 112177 0 0 MONMOUTH REAL ESTATE INVT C CL CL A 609720107 158 19450 SH DEFINED 1 19450 0 0 MONOGRAM BIOSCIENCES INC COM 60975U108 183 126113 SH DEFINED 1 126113 0 0 MONOLITHIC POWER SYSTEMS INC COM 609839105 878 40899 SH DEFINED 1 40899 0 0 MONOTYPE IMAGING HLDGS -REDH COM 61022P100 267 17607 SH DEFINED 1 17607 0 0 MONRO MUFFLER BRAKE INC COM COM 610236101 845 43379 SH DEFINED 1 43379 0 0 MONSANTO CO NEW COM COM 61166W101 275849 2469773 SH DEFINED 1 2469773 0 0 MONSANTO CO NEW COM COM 61166W101 369 3300 SH DEFINED 1 2 3300 0 0 MONSTER WORLDWIDE INC COM 611742107 18247 563190 SH DEFINED 1 563190 0 0 MONSTER WORLDWIDE INC COM 611742107 350 10800 SH DEFINED 1 2 10800 0 0 MONTPELIER RE HOLDINGS LTD SHS G62185106 2508 147424 SH DEFINED 1 147424 0 0 MOODYS CORP COM COM 615369105 33282 932282 SH DEFINED 1 932282 0 0 MOOG INC CL A CL A 615394202 2535 55330 SH DEFINED 1 55330 0 0 MORGAN STANLEY COM NEW 617446448 294727 5549374 SH DEFINED 1 5549374 0 0 MORGAN STANLEY COM NEW 617446448 37 700 SH DEFINED 1 2 700 0 0 MORGANS HOTEL GROUP CO COM 61748W108 1182 61330 SH DEFINED 1 61330 0 0 MORNINGSTAR INC COM 617700109 1561 20071 SH DEFINED 1 20071 0 0 MORNINGSTAR INC COM 617700109 86 1100 SH DEFINED 1 2 1100 0 0 MOSAIC CO COM 61945A107 24123 255708 SH DEFINED 1 255708 0 0 MOSAIC CO COM 61945A107 670 7100 SH DEFINED 1 2 7100 0 0 MOSYS INC COM 619718109 140 28925 SH DEFINED 1 28925 0 0 MOTOROLA INC COM COM 620076109 159126 9920603 SH DEFINED 1 9920603 0 0 MOVADO GROUP INC COM COM 624580106 695 27474 SH DEFINED 1 27474 0 0 MOVADO GROUP INC COM COM 624580106 121 4800 SH DEFINED 1 2 4800 0 0 MOVE INC COM COM 62458M108 505 206279 SH DEFINED 1 206279 0 0 MPS GROUP INC COM COM 553409103 1836 167782 SH DEFINED 1 167782 0 0 MPS GROUP INC COM COM 553409103 19 1700 SH DEFINED 1 2 1700 0 0 MRV COMMUNICATIONS INC COM COM 553477100 492 212042 SH DEFINED 1 212042 0 0 MSC INDL DIRECT INC CL A CL A 553530106 2766 68349 SH DEFINED 1 68349 0 0 MSC SOFTWARE CORP COM COM 553531104 1101 84783 SH DEFINED 1 84783 0 0 MSCI INC-A CL A 55354G100 776 20200 SH DEFINED 1 20200 0 0 MTC TECHNOLOGIES INC COM COM 55377A106 260 11059 SH DEFINED 1 11059 0 0 MTR GAMING GROUP INC COM COM 553769100 227 33424 SH DEFINED 1 33424 0 0 MTS SYS CORP COM COM 553777103 1165 27311 SH DEFINED 1 27311 0 0 MUELLER INDS INC COM COM 624756102 1593 54941 SH DEFINED 1 54941 0 0 MUELLER INDS INC COM COM 624756102 35 1200 SH DEFINED 1 2 1200 0 0 MUELLER WATER PRODUCTS INC-B COM SER B 624758207 2099 210553 SH DEFINED 1 210553 0 0 MULTI-COLOR CORP COM 625383104 324 11809 SH DEFINED 1 11809 0 0 MULTI-FINELINE ELECTRONIX IN COM 62541B101 207 11951 SH DEFINED 1 11951 0 0 MULTIMEDIA GAMES INC COM COM 625453105 346 41464 SH DEFINED 1 41464 0 0 MURPHY OIL CORP COM COM 626717102 68895 812055 SH DEFINED 1 812055 0 0 MURPHY OIL CORP COM COM 626717102 942 11100 SH DEFINED 1 2 11100 0 0 MWI VETERINARY SUPPLY INC COM 55402X105 954 23838 SH DEFINED 1 23838 0 0 MYERS INDS INC COM COM 628464109 557 38516 SH DEFINED 1 38516 0 0 MYLAN LABS INC COM COM 628530107 18398 1308511 SH DEFINED 1 1308511 0 0 MYLAN LABS INC COM COM 628530107 1011 71900 SH DEFINED 1 2 71900 0 0 MYRIAD GENETICS INC COM COM 62855J104 3076 66266 SH DEFINED 1 66266 0 0 NABI BIOPHARMACEUTICALS COM COM 629519109 337 93265 SH DEFINED 1 93265 0 0 NABORS INDS INC COM SHS G6359F103 33389 1219008 SH DEFINED 1 1219008 0 0 NABORS INDS INC COM SHS G6359F103 181 6600 SH DEFINED 1 2 6600 0 0 NACCO INDS INC CL A CL A 629579103 783 7857 SH DEFINED 1 7857 0 0 NALCO HOLDING CO COM 62985Q101 7149 295648 SH DEFINED 1 295648 0 0 NANOGEN INC COM COM 630075109 14 39014 SH DEFINED 1 39014 0 0 NANOPHASE TCHNOLOGIES CORP COM COM 630079101 39 10187 SH DEFINED 1 10187 0 0 NAPCO SECURITY SYSTEMS INC COM 630402105 109 17472 SH DEFINED 1 17472 0 0 NAPSTER INC COM COM 630797108 66 33402 SH DEFINED 1 33402 0 0 NARA BANCORP INC COM COM 63080P105 572 49007 SH DEFINED 1 49007 0 0 NASDAQ STOCK MARKET INC COM 631103108 7717 155931 SH DEFINED 1 155931 0 0 NASDAQ STOCK MARKET INC COM 631103108 812 16400 SH DEFINED 1 2 16400 0 0 NASH FINCH CO COM COM 631158102 1210 34298 SH DEFINED 1 34298 0 0 NASH FINCH CO COM COM 631158102 28 800 SH DEFINED 1 2 800 0 0 NASTECH PHARMACEUTICAL INC COM COM PAR $0.006 631728409 210 55151 SH DEFINED 1 55151 0 0 NATCO GROUP INC CL A CL A 63227W203 1717 31713 SH DEFINED 1 31713 0 0 NATIONAL BEVERAGE CORP COM COM 635017106 199 24795 SH DEFINED 1 24795 0 0 NATIONAL CINEMEDIA INC COM 635309107 2113 83819 SH DEFINED 1 83819 0 0 NATIONAL CITY CORP COM COM 635405103 44822 2723114 SH DEFINED 1 2723114 0 0 NATIONAL CITY CORP COM COM 635405103 44 2700 SH DEFINED 1 2 2700 0 0 NATIONAL FINANCIAL PARTNERS COM 63607P208 2572 56402 SH DEFINED 1 56402 0 0 NATIONAL FUEL GAS CO N J COM COM 636180101 4700 100693 SH DEFINED 1 100693 0 0 NATIONAL FUEL GAS CO N J COM COM 636180101 1097 23500 SH DEFINED 1 2 23500 0 0 NATIONAL HEALTH INVS INC COM COM 63633D104 1034 37048 SH DEFINED 1 37048 0 0 NATIONAL HEALTHCARE CORP COM COM 635906100 559 10821 SH DEFINED 1 10821 0 0 NATIONAL INFO CONSORTIUM IN CO COM 62914B100 516 61182 SH DEFINED 1 61182 0 0 NATIONAL INSTRS CORP COM COM 636518102 2877 86322 SH DEFINED 1 86322 0 0 NATIONAL INSTRS CORP COM COM 636518102 443 13300 SH DEFINED 1 2 13300 0 0 NATIONAL INTERSTATE CORP COM 63654U100 267 8071 SH DEFINED 1 8071 0 0 NATIONAL OILWELL VARCO INC COM COM 637071101 118326 1610750 SH DEFINED 1 1610750 0 0 NATIONAL OILWELL VARCO INC COM COM 637071101 404 5500 SH DEFINED 1 2 5500 0 0 NATIONAL PENN BANCSHARES IN CO COM 637138108 1264 83477 SH DEFINED 1 83477 0 0 NATIONAL PRESTO INDS INC COM COM 637215104 479 9093 SH DEFINED 1 9093 0 0 NATIONAL RETAIL PROPERTIES INC COM 637417106 2227 95246 SH DEFINED 1 95246 0 0 NATIONAL RETAIL PROPERTIES INC COM 637417106 168 7200 SH DEFINED 1 2 7200 0 0 NATIONAL SEMICONDUCTOR CORP CO COM 637640103 25739 1136869 SH DEFINED 1 1136869 0 0 NATIONAL SEMICONDUCTOR CORP CO COM 637640103 18 800 SH DEFINED 1 2 800 0 0 NATIONAL WESTN LIFE INS CO CL CL A 638522102 708 3412 SH DEFINED 1 3412 0 0 NATIONWIDE FINL SVCS INC CL A CL A 638612101 4891 108673 SH DEFINED 1 108673 0 0 NATIONWIDE FINL SVCS INC CL A CL A 638612101 338 7500 SH DEFINED 1 2 7500 0 0 NATIONWIDE HEALTH PPTYS INC CO COM 638620104 4318 137655 SH DEFINED 1 137655 0 0 NATURAL GAS SERVICES GROUP INC COM 63886Q109 758 38650 SH DEFINED 1 38650 0 0 NATURAL GAS SERVICES GROUP INC COM 63886Q109 637 32500 SH DEFINED 1 2 32500 0 0 NATURAL RESOURCE PARTNERS LP COM UNIT L P 63900P103 1392 42896 SH DEFINED 1 42896 0 0 NATUS MEDICAL INC COM 639050103 836 43213 SH DEFINED 1 43213 0 0 NAUTILUS INC COM 63910B102 163 33658 SH DEFINED 1 33658 0 0 NAVARRE CORP COM COM 639208107 80 38273 SH DEFINED 1 38273 0 0 NAVIGANT CONSULTING INC COM COM 63935N107 1054 77124 SH DEFINED 1 77124 0 0 NAVIGATORS GROUP INC COM COM 638904102 1341 20630 SH DEFINED 1 20630 0 0 NAVISITE INC COM COM NEW 63935M208 59 11753 SH DEFINED 1 11753 0 0 NAVTEQ CORP COM COM 63936L100 10439 138079 SH DEFINED 1 138079 0 0 NBR 0.94 05/15/11 NOTE 0.940% 5/1 629568AP1 10810 11500000 PRN DEFINED 1 2 11500000 0 0 NBT BANCORP INC COM COM 628778102 1332 58354 SH DEFINED 1 58354 0 0 NBTY INC COM COM 628782104 2252 82193 SH DEFINED 1 82193 0 0 NBTY INC COM COM 628782104 38 1400 SH DEFINED 1 2 1400 0 0 NCI BUILDING SYS INC COM COM 628852105 812 28213 SH DEFINED 1 28213 0 0 NCR CORP NEW COM COM 62886E108 7212 287346 SH DEFINED 1 287346 0 0 NEENAH PAPER INC COM 640079109 854 29293 SH DEFINED 1 29293 0 0 NEKTAR THERAPEUTICS COM 640268108 928 138353 SH DEFINED 1 138353 0 0 NELNET INC-CL A CL A 64031N108 351 27581 SH DEFINED 1 27581 0 0 NEOGEN CORP COM COM 640491106 557 20978 SH DEFINED 1 20978 0 0 NEOPHARM INC COM COM 640919106 8 13844 SH DEFINED 1 13844 0 0 NEOSE TECHNOLOGIES INC COM COM 640522108 14 13103 SH DEFINED 1 13103 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 173 5887 SH DEFINED 1 5887 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 53 1800 SH DEFINED 1 2 1800 0 0 NETFLIX COM INC COM COM 64110L106 2311 86812 SH DEFINED 1 86812 0 0 NETGEAR INC COM 64111Q104 2133 59805 SH DEFINED 1 59805 0 0 NETLIST INC COM 64118P109 38 17213 SH DEFINED 1 17213 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 909 28232 SH DEFINED 1 28232 0 0 NETSCOUT SYS INC COM COM 64115T104 561 43912 SH DEFINED 1 43912 0 0 NETWORK APPLIANCE INC COM COM 64120L104 38095 1526240 SH DEFINED 1 1526240 0 0 NETWORK APPLIANCE INC COM COM 64120L104 801 32100 SH DEFINED 1 2 32100 0 0 NETWORK ENGINES INC COM COM 64121A107 23 14253 SH DEFINED 1 14253 0 0 NETWORK EQUIP TECHNOLOGIES COM COM 641208103 371 44009 SH DEFINED 1 44009 0 0 NETWORK EQUIP TECHNOLOGIES COM COM 641208103 415 49300 SH DEFINED 1 2 49300 0 0 NEUROCRINE BIOSCIENCES INC COM COM 64125C109 268 58977 SH DEFINED 1 58977 0 0 NEUROGEN CORP COM COM 64124E106 63 18170 SH DEFINED 1 18170 0 0 NEUSTAR INC-CLASS A CL A 64126X201 2949 102839 SH DEFINED 1 102839 0 0 NEW FRONTIER MEDIA INC COM COM 644398109 217 39387 SH DEFINED 1 39387 0 0 NEW JERSEY RES COM COM 646025106 2413 48243 SH DEFINED 1 48243 0 0 NEW YORK & CO COM 649295102 252 39553 SH DEFINED 1 39553 0 0 NEW YORK CMNTY BANCORP INC COM COM 649445103 8234 468364 SH DEFINED 1 468364 0 0 NEW YORK TIMES CO CL A CL A 650111107 11386 649536 SH DEFINED 1 649536 0 0 NEW YORK TIMES CO CL A CL A 650111107 256 14600 SH DEFINED 1 2 14600 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 1905 165399 SH DEFINED 1 165399 0 0 NEWBRIDGE BANCORP COM 65080T102 243 22541 SH DEFINED 1 22541 0 0 NEWCASTLE INVESTMENT CORP COM 65105M108 1096 84559 SH DEFINED 1 84559 0 0 NEWELL RUBBERMAID INC COM COM 651229106 31531 1218368 SH DEFINED 1 1218368 0 0 NEWFIELD EXPL CO COM COM 651290108 9273 175962 SH DEFINED 1 175962 0 0 NEWMARKET CORP COM COM 651587107 1348 24202 SH DEFINED 1 24202 0 0 NEWMONT MINING CORP COM COM 651639106 94940 1944298 SH DEFINED 1 1944298 0 0 NEWMONT MINING CORP COM COM 651639106 361 7400 SH DEFINED 1 2 7400 0 0 NEWPARK RES INC COM PAR $.01NE COM PAR $.01NEW 651718504 639 117185 SH DEFINED 1 117185 0 0 NEWPARK RES INC COM PAR $.01NE COM PAR $.01NEW 651718504 37 6800 SH DEFINED 1 2 6800 0 0 NEWPORT CORP COM COM 651824104 803 62774 SH DEFINED 1 62774 0 0 NEWS CORP-CL A CL A 65248E104 208130 10157622 SH DEFINED 1 10157622 0 0 NEWSTAR FINANCIAL INC COM 65251F105 497 60080 SH DEFINED 1 60080 0 0 NEXCEN BRANDS INC COM 653351106 272 56202 SH DEFINED 1 56202 0 0 NEXTEST SYSTEMS CORP-REDH COM 653339101 767 38559 SH DEFINED 1 38559 0 0 NEXTWAVE WIRELESS INC-W/I COM 65337Y102 378 70230 SH DEFINED 1 70230 0 0 NGAS RESOURCES INC COM 62912T103 100 17850 SH DEFINED 1 17850 0 0 NICOR INC COM COM 654086107 8489 200437 SH DEFINED 1 200437 0 0 NIGHTHAWK RADIOLOGY HOLDINGS COM 65411N105 759 36066 SH DEFINED 1 36066 0 0 NII HOLDINGS INC-CL B CL B NEW 62913F201 12581 260364 SH DEFINED 1 260364 0 0 NIKE INC CL B CL B 654106103 109267 1700914 SH DEFINED 1 1700914 0 0 NIKE INC CL B CL B 654106103 1529 23800 SH DEFINED 1 2 23800 0 0 NISOURCE INC COM COM 65473P105 22348 1183047 SH DEFINED 1 1183047 0 0 NISOURCE INC COM COM 65473P105 674 35700 SH DEFINED 1 2 35700 0 0 NITROMED INC COM 654798503 28 28155 SH DEFINED 1 28155 0 0 NMS COMMUNICATIONS CORP COM COM 629248105 68 41988 SH DEFINED 1 41988 0 0 NMT MEDICAL INC COM 629294109 97 17222 SH DEFINED 1 17222 0 0 NN INC COM COM 629337106 327 34736 SH DEFINED 1 34736 0 0 NOBLE CORP SHS G65422100 65580 1160498 SH DEFINED 1 1160498 0 0 NOBLE CORP SHS G65422100 1249 22100 SH DEFINED 1 2 22100 0 0 NOBLE ENERGY INC COM 655044105 59322 745997 SH DEFINED 1 745997 0 0 NOBLE ENERGY INC COM 655044105 406 5100 SH DEFINED 1 2 5100 0 0 NOBLE INTL LTD COM COM 655053106 568 34841 SH DEFINED 1 34841 0 0 NORDSON CORP COM COM 655663102 3023 52151 SH DEFINED 1 52151 0 0 NORDSTROM INC COM COM 655664100 30457 829217 SH DEFINED 1 829217 0 0 NORDSTROM INC COM COM 655664100 70 1900 SH DEFINED 1 2 1900 0 0 NORFOLK SOUTHERN CORP COM COM 655844108 101500 2012287 SH DEFINED 1 2012287 0 0 NORFOLK SOUTHERN CORP COM COM 655844108 318 6300 SH DEFINED 1 2 6300 0 0 NORTH VALLEY BANCORP COM 66304M105 227 17323 SH DEFINED 1 17323 0 0 NORTHEAST UTILS COM COM 664397106 6716 214496 SH DEFINED 1 214496 0 0 NORTHERN BORDER PARTNERS L UNI UNIT LTD PARTN 68268N103 3946 64425 SH DEFINED 1 64425 0 0 NORTHERN TR CORP COM COM 665859104 65982 861611 SH DEFINED 1 861611 0 0 NORTHFIELD LABS INC COM COM 666135108 44 43189 SH DEFINED 1 43189 0 0 NORTHROP GRUMMAN CORP COM COM 666807102 114611 1457415 SH DEFINED 1 1457415 0 0 NORTHROP GRUMMAN CORP COM COM 666807102 1290 16400 SH DEFINED 1 2 16400 0 0 NORTHSTAR NEUROSCIENCE -REDH COM 66704V101 191 20546 SH DEFINED 1 20546 0 0 NORTHSTAR REALTY FINANCE CORP COM 66704R100 944 105837 SH DEFINED 1 105837 0 0 NORTHWEST AIRLINES CORP COM 667280408 4531 312234 SH DEFINED 1 312234 0 0 NORTHWEST BANCORP INC PA COM COM 667328108 1176 44248 SH DEFINED 1 44248 0 0 NORTHWEST NAT GAS CO COM COM 667655104 2561 52624 SH DEFINED 1 52624 0 0 NORTHWEST NAT GAS CO COM COM 667655104 117 2400 SH DEFINED 1 2 2400 0 0 NORTHWEST PIPE CO COM COM 667746101 858 21921 SH DEFINED 1 21921 0 0 NORTHWESTERN CORP COM NEW 668074305 2427 82265 SH DEFINED 1 82265 0 0 NOVAMED INC COM 66986W108 151 35558 SH DEFINED 1 35558 0 0 NOVATEL WIRELESS INC COM COM NEW 66987M604 1197 73913 SH DEFINED 1 73913 0 0 NOVAVAX INC COM COM 670002104 178 53385 SH DEFINED 1 53385 0 0 NOVELL INC COM COM 670006105 10671 1553282 SH DEFINED 1 1553282 0 0 NOVELL INC COM COM 670006105 168 24500 SH DEFINED 1 2 24500 0 0 NOVELLUS SYS INC COM COM 670008101 14199 515006 SH DEFINED 1 515006 0 0 NOVELLUS SYS INC COM COM 670008101 397 14400 SH DEFINED 1 2 14400 0 0 NOVEN PHARMACEUTICALS INC COM COM 670009109 745 53665 SH DEFINED 1 53665 0 0 NPS PHARMACEUTICALS INC COM COM 62936P103 197 51454 SH DEFINED 1 51454 0 0 NRG ENERGY INC COM NEW 629377508 14819 341920 SH DEFINED 1 341920 0 0 NSTAR COM COM 67019E107 5228 144335 SH DEFINED 1 144335 0 0 NTELOS HOLDINGS CORP COM 67020Q107 1556 52411 SH DEFINED 1 52411 0 0 NTN COMMUNUNICATIONS INC COM N COM NEW 629410309 10 16316 SH DEFINED 1 16316 0 0 NU HORIZONS ELECTRS CORP COM COM 669908105 149 21476 SH DEFINED 1 21476 0 0 NU SKIN ENTERPRISES INC CL A CL A 67018T105 1365 83072 SH DEFINED 1 83072 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 4414 236279 SH DEFINED 1 236279 0 0 NUCO2 INC COM COM 629428103 1056 42428 SH DEFINED 1 42428 0 0 NUCOR CORP COM COM 670346105 76929 1299044 SH DEFINED 1 1299044 0 0 NUCOR CORP COM COM 670346105 983 16600 SH DEFINED 1 2 16600 0 0 NUSTAR ENERGY LP UNIT COM 67058H102 2589 48579 SH DEFINED 1 48579 0 0 NUSTAR GP HLDGS LLC UNIT RESTG LLC 67059L102 1693 59286 SH DEFINED 1 59286 0 0 NUTRACEUTICAL INTL CORP COM COM 67060Y101 209 15746 SH DEFINED 1 15746 0 0 NUTRI/SYSTEM INC COM 67069D108 1422 52706 SH DEFINED 1 52706 0 0 NUTRITION 21 INC COM COM 67069V108 11 16280 SH DEFINED 1 16280 0 0 NUVASIVE INC COM 670704105 2781 70370 SH DEFINED 1 70370 0 0 NUVELO INC COM NEW 67072M301 111 60479 SH DEFINED 1 60479 0 0 NVIDIA CORP COM COM 67066G104 84162 2473890 SH DEFINED 1 2473890 0 0 NVIDIA CORP COM COM 67066G104 1653 48600 SH DEFINED 1 2 48600 0 0 NVR INC COM COM 62944T105 3674 7012 SH DEFINED 1 7012 0 0 NXSTAGE MEDICAL INC COM 67072V103 883 58236 SH DEFINED 1 58236 0 0 NYMAGIC INC COM COM 629484106 324 13999 SH DEFINED 1 13999 0 0 NYMEX HOLDINGS INC COM 62948N104 11867 88816 SH DEFINED 1 88816 0 0 NYSE EURONEXT COM 629491101 117696 1340958 SH DEFINED 1 1340958 0 0 NYSE EURONEXT COM 629491101 693 7900 SH DEFINED 1 2 7900 0 0 O CHARLEYS INC COM COM 670823103 547 36517 SH DEFINED 1 36517 0 0 O REILLY AUTOMOTIVE INC COM COM 686091109 5567 171651 SH DEFINED 1 171651 0 0 OBAGI MEDICAL PRODUCTS INC COM 67423R108 685 37460 SH DEFINED 1 37460 0 0 OBAGI MEDICAL PRODUCTS INC COM 67423R108 22 1200 SH DEFINED 1 2 1200 0 0 OCCIDENTAL PETE CORP DEL COM COM 674599105 284928 3700844 SH DEFINED 1 3700844 0 0 OCCIDENTAL PETE CORP DEL COM COM 674599105 1116 14500 SH DEFINED 1 2 14500 0 0 OCEANEERING INTL INC COM COM 675232102 4941 73366 SH DEFINED 1 73366 0 0 OCEANFIRST FINL CORP COM COM 675234108 213 13457 SH DEFINED 1 13457 0 0 OCEANFREIGHT INC SHS Y64202107 526 27341 SH DEFINED 1 27341 0 0 OCH-ZIFF CAPITAL MGMT-REDH CL A 67551U105 1393 53000 SH DEFINED 1 53000 0 0 OCWEN FINL CORP COM COM NEW 675746309 249 44928 SH DEFINED 1 44928 0 0 ODYSSEY HEALTHCARE INC COM COM 67611V101 590 53310 SH DEFINED 1 53310 0 0 ODYSSEY MARINE EXPLORATION COM 676118102 275 44405 SH DEFINED 1 44405 0 0 ODYSSEY RE HLDGS CORP COM COM 67612W108 1405 38278 SH DEFINED 1 38278 0 0 OFFICE DEPOT INC COM COM 676220106 16299 1171719 SH DEFINED 1 1171719 0 0 OFFICE DEPOT INC COM COM 676220106 228 16400 SH DEFINED 1 2 16400 0 0 OFFICEMAX INC COM 67622P101 6717 325118 SH DEFINED 1 325118 0 0 OFFICEMAX INC COM 67622P101 155 7500 SH DEFINED 1 2 7500 0 0 OGE ENERGY CORP COM COM 670837103 4871 134219 SH DEFINED 1 134219 0 0 OIL STS INTL INC COM COM 678026105 2659 77925 SH DEFINED 1 77925 0 0 OIL STS INTL INC COM COM 678026105 27 800 SH DEFINED 1 2 800 0 0 OLD DOMINION FGHT LINES INC CO COM 679580100 1161 50235 SH DEFINED 1 50235 0 0 OLD NATL BANCORP IND COM COM 680033107 1576 105363 SH DEFINED 1 105363 0 0 OLD REP INTL CORP COM COM 680223104 4979 323124 SH DEFINED 1 323124 0 0 OLD SECOND BANCORP INC ILL COM COM 680277100 735 27441 SH DEFINED 1 27441 0 0 OLIN CORP COM PAR $1 COM PAR $1 680665205 1961 101466 SH DEFINED 1 101466 0 0 OLYMPIC STEEL INC COM COM 68162K106 215 6773 SH DEFINED 1 6773 0 0 OM GROUP INC COM COM 670872100 2570 44673 SH DEFINED 1 44673 0 0 OMEGA FINL CORP COM COM 682092101 687 23484 SH DEFINED 1 23484 0 0 OMEGA HEALTHCARE INVS INC COM COM 681936100 1934 120503 SH DEFINED 1 120503 0 0 OMEGA PROTEIN CORP COM 68210P107 116 12499 SH DEFINED 1 12499 0 0 OMNI ENERGY SERVICES CORP COM NEW 68210T208 64 13129 SH DEFINED 1 13129 0 0 OMNICARE INC COM COM 681904108 3783 165845 SH DEFINED 1 165845 0 0 OMNICELL INC COM COM 68213N109 1771 65778 SH DEFINED 1 65778 0 0 OMNICOM GROUP INC COM COM 681919106 71375 1501685 SH DEFINED 1 1501685 0 0 OMNICOM GROUP INC COM COM 681919106 71 1500 SH DEFINED 1 2 1500 0 0 OMNITURE INC -REDH COM 68212S109 2169 65167 SH DEFINED 1 65167 0 0 OMNIVISION TECHNOLOGIES INC CO COM 682128103 1157 73900 SH DEFINED 1 73900 0 0 OMNOVA SOLUTIONS INC COM COM 682129101 248 56248 SH DEFINED 1 56248 0 0 OMRIX BIOPHARMACTCLS COM 681989109 803 23117 SH DEFINED 1 23117 0 0 ON ASSIGNMENT INC COM COM 682159108 247 35261 SH DEFINED 1 35261 0 0 ON SEMICONDUCTOR CORP COM COM 682189105 3773 424875 SH DEFINED 1 424875 0 0 ON2 TECHNOLOGIES INC COM 68338A107 189 185421 SH DEFINED 1 185421 0 0 ONE LIBERTY PROPERTIES INC COM 682406103 231 12580 SH DEFINED 1 12580 0 0 ONEBEACON INSURANCE GRP CL A G67742109 975 45371 SH DEFINED 1 45371 0 0 ONEOK INC NEW COM COM 682680103 6815 152219 SH DEFINED 1 152219 0 0 ONLINE RESOURCES CORP COM 68273G101 749 62798 SH DEFINED 1 62798 0 0 ONYX PHARMACEUTICALS INC COM COM 683399109 4695 84420 SH DEFINED 1 84420 0 0 OPENTV CORP CL A CL A G67543101 127 96531 SH DEFINED 1 96531 0 0 OPENWAVE SYS INC COM COM NEW 683718308 335 128914 SH DEFINED 1 128914 0 0 OPLINK COMMUNICATIONS INC COM COM NEW 68375Q403 493 32141 SH DEFINED 1 32141 0 0 OPNET TECHNOLOGIES INC COM COM 683757108 233 25719 SH DEFINED 1 25719 0 0 OPNEXT INC COM 68375V105 337 38112 SH DEFINED 1 38112 0 0 OPTIONSXPRESS HOLDINGS INC COM 684010101 2658 78591 SH DEFINED 1 78591 0 0 OPTIUM CORP COM 68402T107 134 17039 SH DEFINED 1 17039 0 0 ORACLE CORP COM COM 68389X105 479397 21231032 SH DEFINED 1 21231032 0 0 ORACLE CORP COM COM 68389X105 1339 59300 SH DEFINED 1 2 59300 0 0 ORASURE TECHNOLOGIES INC COM COM 68554V108 652 73289 SH DEFINED 1 73289 0 0 ORBCOMM INC COM 68555P100 359 57136 SH DEFINED 1 57136 0 0 ORBITAL SCIENCES CORP COM COM 685564106 2402 97942 SH DEFINED 1 97942 0 0 ORBITZ WORLDWIDE INC COM 68557K109 532 62609 SH DEFINED 1 62609 0 0 ORCHID CELLMARK INC COM 68573C107 139 27882 SH DEFINED 1 27882 0 0 OREXIGEN THERPEUTCS INC COM 686164104 192 13448 SH DEFINED 1 13448 0 0 ORIENT-EXPRESS HOTELS LTD CL A CL A G67743107 3350 58249 SH DEFINED 1 58249 0 0 ORIENTAL FINL GROUP INC COM COM 68618W100 857 63923 SH DEFINED 1 63923 0 0 ORIENTAL FINL GROUP INC COM COM 68618W100 97 7200 SH DEFINED 1 2 7200 0 0 ORIGEN FINANCIAL INC COM 68619E208 85 21246 SH DEFINED 1 21246 0 0 ORITANI FINANCIAL CORP COM 686323106 236 19178 SH DEFINED 1 19178 0 0 ORMAT TECHNOLOGIES INC COM 686688102 2441 44368 SH DEFINED 1 44368 0 0 ORTHOFIX INTL N V COM COM N6748L102 1499 25866 SH DEFINED 1 25866 0 0 ORTHOLOGIC CORP COM COM 68750J107 63 47020 SH DEFINED 1 47020 0 0 ORTHOVITA INC COM 68750U102 92 26459 SH DEFINED 1 26459 0 0 OSCIENT PHARMACEUTICALS CORP C COM NEW 68812R303 16 11934 SH DEFINED 1 11934 0 0 OSHKOSH TRUCK CORP COM COM 688239201 4836 102322 SH DEFINED 1 102322 0 0 OSI PHARMACEUTICALS INC COM COM 671040103 4790 98752 SH DEFINED 1 98752 0 0 OSI PHARMACEUTICALS INC COM COM 671040103 475 9800 SH DEFINED 1 2 9800 0 0 OSI SYSTEMS INC COM COM 671044105 732 27641 SH DEFINED 1 27641 0 0 OSIRIS THERAPEUTICS INC-REDH COM 68827R108 247 20562 SH DEFINED 1 20562 0 0 OTTER TAIL CORP COM COM 689648103 1342 38774 SH DEFINED 1 38774 0 0 OUTDOOR CHANNEL HOLDINGS INC C COM NEW 690027206 173 25030 SH DEFINED 1 25030 0 0 OVERHILL FARMS INC COM 690212105 81 28537 SH DEFINED 1 28537 0 0 OVERSEAS SHIPHOLDING GROUP COM COM 690368105 2965 39837 SH DEFINED 1 39837 0 0 OVERSTOCK COM INC DEL COM COM 690370101 290 18705 SH DEFINED 1 18705 0 0 OVERSTOCK COM INC DEL COM COM 690370101 2 100 SH DEFINED 1 2 100 0 0 OWENS & MINOR INC NEW COM COM 690732102 2474 58306 SH DEFINED 1 58306 0 0 OWENS CORNING COM 690742101 2536 125427 SH DEFINED 1 125427 0 0 OWENS ILL INC COM NEW COM NEW 690768403 10300 208086 SH DEFINED 1 208086 0 0 OWENS ILL INC COM NEW COM NEW 690768403 1732 35000 SH DEFINED 1 2 35000 0 0 OXFORD INDS INC COM COM 691497309 628 24385 SH DEFINED 1 24385 0 0 OXIGENE INC COM COM 691828107 76 30644 SH DEFINED 1 30644 0 0 OYO GEOSPACE CORP COM COM 671074102 538 7136 SH DEFINED 1 7136 0 0 P A M TRANSN SVCS INC COM COM 693149106 205 13171 SH DEFINED 1 13171 0 0 P C CONNECTION COM COM 69318J100 213 18788 SH DEFINED 1 18788 0 0 P C CONNECTION COM COM 69318J100 10 900 SH DEFINED 1 2 900 0 0 P F CHANGS CHINA BISTRO INC CO COM 69333Y108 1331 58262 SH DEFINED 1 58262 0 0 PACCAR INC COM COM 693718108 88433 1623215 SH DEFINED 1 1623215 0 0 PACER INTL INC TENN COM COM 69373H106 1158 79320 SH DEFINED 1 79320 0 0 PACER INTL INC TENN COM COM 69373H106 378 25900 SH DEFINED 1 2 25900 0 0 PACIFIC CAP BANCORP NEW COM COM 69404P101 1686 83744 SH DEFINED 1 83744 0 0 PACIFIC ETHANOL INC COM 69423U107 516 62891 SH DEFINED 1 62891 0 0 PACIFIC SUNWEAR CALIF INC COM COM 694873100 1673 118595 SH DEFINED 1 118595 0 0 PACKAGING CORP AMER COM COM 695156109 3582 127008 SH DEFINED 1 127008 0 0 PACKAGING CORP AMER COM COM 695156109 1049 37200 SH DEFINED 1 2 37200 0 0 PACKETEER INC COM COM 695210104 257 41763 SH DEFINED 1 41763 0 0 PACTIV CORP COM COM 695257105 15200 570777 SH DEFINED 1 570777 0 0 PACTIV CORP COM COM 695257105 714 26800 SH DEFINED 1 2 26800 0 0 PAETEC HOLDING CORP COM 695459107 1293 132623 SH DEFINED 1 132623 0 0 PAIN THERAPEUTICS INC COM COM 69562K100 877 82716 SH DEFINED 1 82716 0 0 PAINCARE HOLDINGS INC COM 69562E104 8 63158 SH DEFINED 1 63158 0 0 PALATIN TECHNOLOGIES INC COM NEW 696077304 15 73258 SH DEFINED 1 73258 0 0 PALL CORP COM COM 696429307 21421 531285 SH DEFINED 1 531285 0 0 PALM HARBOR HOMES COM COM 696639103 188 17840 SH DEFINED 1 17840 0 0 PALM INC COM 696643105 932 147033 SH DEFINED 1 147033 0 0 PALOMAR MED TECHNOLOGIES IN CO COM NEW 697529303 469 30610 SH DEFINED 1 30610 0 0 PANACOS PHARMACEUTICALS INC COM 69811Q106 72 91539 SH DEFINED 1 91539 0 0 PANERA BREAD CO CL A CL A 69840W108 1908 53271 SH DEFINED 1 53271 0 0 PANHANDLE ROYALTY CO-CL A CL A 698477106 370 14442 SH DEFINED 1 14442 0 0 PANTRY INC COM COM 698657103 803 30738 SH DEFINED 1 30738 0 0 PAPA JOHNS INTL INC COM COM 698813102 1273 56074 SH DEFINED 1 56074 0 0 PAR PHARMACEUTICALS COS INC COM 69888P106 1324 55151 SH DEFINED 1 55151 0 0 PARALLEL PETE CORP DEL COM COM 699157103 1253 71048 SH DEFINED 1 71048 0 0 PARAMETRIC TECHNOLOGY CORP COM COM NEW 699173209 2864 160452 SH DEFINED 1 160452 0 0 PAREXEL INTL CORP COM COM 699462107 2285 47301 SH DEFINED 1 47301 0 0 PARK ELECTROCHEMICAL CORP COM COM 700416209 973 34449 SH DEFINED 1 34449 0 0 PARK NATL CORP COM COM 700658107 1628 25241 SH DEFINED 1 25241 0 0 PARK OHIO HLDGS CORP COM COM 700666100 251 9991 SH DEFINED 1 9991 0 0 PARKER DRILLING CO COM COM 701081101 1220 161594 SH DEFINED 1 161594 0 0 PARKER HANNIFIN CORP COM COM 701094104 54721 726607 SH DEFINED 1 726607 0 0 PARKER HANNIFIN CORP COM COM 701094104 384 5100 SH DEFINED 1 2 5100 0 0 PARKERVISION INC COM COM 701354102 577 36471 SH DEFINED 1 36471 0 0 PARKWAY PPTYS INC COM COM 70159Q104 1104 29853 SH DEFINED 1 29853 0 0 PARLUX FRAGRANCES INC COM 701645103 60 14628 SH DEFINED 1 14628 0 0 PARTICLE DRILLING TECH INC COM 70212G101 47 18049 SH DEFINED 1 18049 0 0 PARTNERRE LTD COM COM G6852T105 6694 81111 SH DEFINED 1 81111 0 0 PATRIOT COAL CORP COM 70336T104 1560 37375 SH DEFINED 1 37375 0 0 PATTERSON COS INC COM 703395103 20611 607112 SH DEFINED 1 607112 0 0 PATTERSON UTI ENERGY INC COM COM 703481101 4520 231550 SH DEFINED 1 231550 0 0 PAYCHEX INC COM COM 704326107 53257 1470367 SH DEFINED 1 1470367 0 0 PAYCHEX INC COM COM 704326107 735 20300 SH DEFINED 1 2 20300 0 0 PC MALL INC COM COM 69323K100 46 4979 SH DEFINED 1 4979 0 0 PC MALL INC COM COM 69323K100 325 34900 SH DEFINED 1 2 34900 0 0 PC-TEL INC COM COM 69325Q105 188 27449 SH DEFINED 1 27449 0 0 PDF SOLUTIONS INC COM COM 693282105 341 37850 SH DEFINED 1 37850 0 0 PDL BIOPHARMA INC COM COM 69329Y104 3083 175951 SH DEFINED 1 175951 0 0 PEABODY ENERGY CORP COM COM 704549104 70822 1148960 SH DEFINED 1 1148960 0 0 PEDIATRIX MED GROUP COM COM 705324101 4847 71116 SH DEFINED 1 71116 0 0 PEETS COFFEE & TEA INC COM COM 705560100 900 30943 SH DEFINED 1 30943 0 0 PEGASYSTEMS INC COM COM 705573103 285 23899 SH DEFINED 1 23899 0 0 PENFORD CORP COM COM 707051108 547 21392 SH DEFINED 1 21392 0 0 PENN NATL GAMING INC COM COM 707569109 6541 109836 SH DEFINED 1 109836 0 0 PENN TREATY AMERN CORP COM COM NEW 707874400 285 43907 SH DEFINED 1 43907 0 0 PENN VA CORP COM COM 707882106 2672 61249 SH DEFINED 1 61249 0 0 PENN VA RESOURCES PARTNERS COM COM 707884102 900 36623 SH DEFINED 1 36623 0 0 PENNEY J C INC COM COM 708160106 41478 942903 SH DEFINED 1 942903 0 0 PENNEY J C INC COM COM 708160106 383 8700 SH DEFINED 1 2 8700 0 0 PENNSYLVANIA RL ESTATE INVT SH SH BEN INT 709102107 2024 68188 SH DEFINED 1 68188 0 0 PENSKE AUTO GROUP COM 70959W103 932 53376 SH DEFINED 1 53376 0 0 PENSON WORLDWIDE INC COM 709600100 450 31363 SH DEFINED 1 31363 0 0 PENTAIR INC COM COM 709631105 6728 193265 SH DEFINED 1 193265 0 0 PENWEST PHARMACEUTICALS CO COM COM 709754105 142 24189 SH DEFINED 1 24189 0 0 PEOPLES BANCORP INC COM COM 709789101 274 11024 SH DEFINED 1 11024 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 3302 185495 SH DEFINED 1 185495 0 0 PEOPLESUPPORT INC COM 712714302 643 46967 SH DEFINED 1 46967 0 0 PEP BOYS MANNY MOE & JACK COM COM 713278109 589 51340 SH DEFINED 1 51340 0 0 PEPCO HOLDINGS INC COM 713291102 25306 862816 SH DEFINED 1 862816 0 0 PEPSI BOTTLING GROUP INC COM COM 713409100 23926 606341 SH DEFINED 1 606341 0 0 PEPSI BOTTLING GROUP INC COM COM 713409100 316 8000 SH DEFINED 1 2 8000 0 0 PEPSIAMERICAS INC COM COM 71343P200 3064 91961 SH DEFINED 1 91961 0 0 PEPSICO INC COM COM 713448108 643990 8484713 SH DEFINED 1 8484713 0 0 PEPSICO INC COM COM 713448108 258 3400 SH DEFINED 1 2 3400 0 0 PEREGRINE PHARMACEUTICALS I CO COM 713661106 64 174199 SH DEFINED 1 174199 0 0 PERFICIENT INC COM 71375U101 677 43008 SH DEFINED 1 43008 0 0 PERFORMANCE FOOD GROUP CO COM COM 713755106 1432 53281 SH DEFINED 1 53281 0 0 PERICOM SEMICONDUCTOR CORP COM COM 713831105 966 51670 SH DEFINED 1 51670 0 0 PERINI CORP COM COM 713839108 1542 37238 SH DEFINED 1 37238 0 0 PERINI CORP COM COM 713839108 1111 26833 SH DEFINED 1 2 26833 0 0 PERKINELMER INC COM COM 714046109 13274 510145 SH DEFINED 1 510145 0 0 PERMA-FIX ENVIRONMENTAL SVCS COM 714157104 27 10762 SH DEFINED 1 10762 0 0 PEROT SYS CORP CL A CL A 714265105 1822 134954 SH DEFINED 1 134954 0 0 PERRIGO CO COM COM 714290103 4765 136115 SH DEFINED 1 136115 0 0 PERVASIVE SOFTWARE INC COM COM 715710109 45 11109 SH DEFINED 1 11109 0 0 PETMED EXPRESS INC COM 716382106 362 29890 SH DEFINED 1 29890 0 0 PETRO-CDA COM COM 71644E102 21 400 SH DEFINED 1 400 0 0 PETRO-CDA COM COM 71644E102 2053 38300 SH DEFINED 1 2 38300 0 0 PETROHAWK ENERGY CORP COM COM 716495106 4329 250086 SH DEFINED 1 250086 0 0 PETROLEUM DEV CORP COM COM 716578109 1817 30730 SH DEFINED 1 30730 0 0 PETROQUEST ENERGY INC COM COM 716748108 1051 73465 SH DEFINED 1 73465 0 0 PETSMART INC COM COM 716768106 4822 204936 SH DEFINED 1 204936 0 0 PFF BANCORP INC COM COM 69331W104 398 33040 SH DEFINED 1 33040 0 0 PFIZER INC COM COM 717081103 818160 35994730 SH DEFINED 1 35994730 0 0 PFIZER INC COM COM 717081103 1768 77800 SH DEFINED 1 2 77800 0 0 PFSWEB INC COM COM 717098107 32 25008 SH DEFINED 1 25008 0 0 PG&E CORP COM COM 69331C108 66074 1533403 SH DEFINED 1 1533403 0 0 PG&E CORP COM COM 69331C108 685 15900 SH DEFINED 1 2 15900 0 0 PGT INC -REDH COM 69336V101 88 18538 SH DEFINED 1 18538 0 0 PGT INC -REDH COM 69336V101 19 4000 SH DEFINED 1 2 4000 0 0 PHARMACEUTICAL PROD DEV INC CO COM 717124101 6435 159407 SH DEFINED 1 159407 0 0 PHARMACYCLICS INC COM COM 716933106 70 47971 SH DEFINED 1 47971 0 0 PHARMANET DEV GRP COM 717148100 1372 34997 SH DEFINED 1 34997 0 0 PHARMERICA CORP COM 71714F104 538 38740 SH DEFINED 1 38740 0 0 PHARMION CORP COM 71715B409 3189 50732 SH DEFINED 1 50732 0 0 PHARMOS CORP COM NEW COM PAR $.03 717139307 6 16997 SH DEFINED 1 16997 0 0 PHASE FORWARD INC COM COM 71721R406 1489 68452 SH DEFINED 1 68452 0 0 PHH CORP COM NEW 693320202 1282 72703 SH DEFINED 1 72703 0 0 PHI INC COM NON VTG 69336T205 960 30955 SH DEFINED 1 30955 0 0 PHILADELPHIA CONS HLDG CORP CO COM 717528103 3880 98610 SH DEFINED 1 98610 0 0 PHILLIPS VAN HEUSEN CORP COM COM 718592108 2923 79299 SH DEFINED 1 79299 0 0 PHOENIX COS INC NEW COM COM 71902E109 2188 184298 SH DEFINED 1 184298 0 0 PHOENIX COS INC NEW COM COM 71902E109 9 800 SH DEFINED 1 2 800 0 0 PHOENIX TECHNOLOGY LTD COM COM 719153108 457 35479 SH DEFINED 1 35479 0 0 PHOTON DYNAMICS INC COM COM 719364101 237 28510 SH DEFINED 1 28510 0 0 PHOTON DYNAMICS INC COM COM 719364101 364 43800 SH DEFINED 1 2 43800 0 0 PHOTRONICS INC COM COM 719405102 803 64406 SH DEFINED 1 64406 0 0 PHYSICIANS FORMULA HOLDINGS COM 719427106 206 17359 SH DEFINED 1 17359 0 0 PICO HLDGS INC COM NEW COM NEW 693366205 1163 34605 SH DEFINED 1 34605 0 0 PIEDMONT NAT GAS INC COM COM 720186105 2564 98020 SH DEFINED 1 98020 0 0 PIER 1 IMPORTS INC COM COM 720279108 784 149940 SH DEFINED 1 149940 0 0 PIKE ELECTRIC CORP COM 721283109 512 30523 SH DEFINED 1 30523 0 0 PILGRIMS PRIDE CORP CL B COM 721467108 2123 73347 SH DEFINED 1 73347 0 0 PINNACLE AIRLINES CORP COM 723443107 555 36366 SH DEFINED 1 36366 0 0 PINNACLE AIRLINES CORP COM 723443107 625 40964 SH DEFINED 1 2 40964 0 0 PINNACLE ENTMT INC COM COM 723456109 2065 87642 SH DEFINED 1 87642 0 0 PINNACLE FINANCIAL PARTNERS COM 72346Q104 502 19763 SH DEFINED 1 19763 0 0 PINNACLE WEST CAP CORP COM COM 723484101 18316 431876 SH DEFINED 1 431876 0 0 PINNACLE WEST CAP CORP COM COM 723484101 683 16100 SH DEFINED 1 2 16100 0 0 PIONEER DRILLING COMPANY COM 723655106 1135 95551 SH DEFINED 1 95551 0 0 PIONEER NAT RES CO COM COM 723787107 8445 172917 SH DEFINED 1 172917 0 0 PIPER JAFFRAY CO COM 724078100 1446 31208 SH DEFINED 1 31208 0 0 PITNEY BOWES INC COM COM 724479100 35724 939116 SH DEFINED 1 939116 0 0 PIXELWORKS INC COM COM 72581M107 27 35158 SH DEFINED 1 35158 0 0 PLAINS EXPLORATION & PROD COM 726505100 9182 170034 SH DEFINED 1 170034 0 0 PLANAR SYS INC COM COM 726900103 139 21704 SH DEFINED 1 21704 0 0 PLANTRONICS INC NEW COM COM 727493108 1922 73928 SH DEFINED 1 73928 0 0 PLANTRONICS INC NEW COM COM 727493108 94 3600 SH DEFINED 1 2 3600 0 0 PLATINUM UNDERWRITERS HLDGS COM G7127P100 3127 87929 SH DEFINED 1 87929 0 0 PLATINUM UNDERWRITERS HLDGS COM G7127P100 487 13700 SH DEFINED 1 2 13700 0 0 PLATO LEARNING INC COM COM 72764Y100 120 30172 SH DEFINED 1 30172 0 0 PLAYBOY ENTERPRISES INC CL B CL B 728117300 280 30739 SH DEFINED 1 30739 0 0 PLEXUS CORP COM COM 729132100 2102 80047 SH DEFINED 1 80047 0 0 PLUG POWER INC COM COM 72919P103 534 135273 SH DEFINED 1 135273 0 0 PLUM CREEK TIMBER CO INC COM COM 729251108 34732 754386 SH DEFINED 1 754386 0 0 PLUM CREEK TIMBER CO INC COM COM 729251108 64 1400 SH DEFINED 1 2 1400 0 0 PLX TECHNOLOGY INC COM COM 693417107 243 26085 SH DEFINED 1 26085 0 0 PMA CAP CORP CL A CL A 693419202 524 63704 SH DEFINED 1 63704 0 0 PMC-SIERRA INC COM COM 69344F106 1964 300366 SH DEFINED 1 300366 0 0 PMI GROUP INC COM COM 69344M101 1563 117709 SH DEFINED 1 117709 0 0 PNC FINL SVCS GROUP INC COM COM 693475105 100937 1537509 SH DEFINED 1 1537509 0 0 PNM RES INC COM COM 69349H107 2437 113612 SH DEFINED 1 113612 0 0 POLARIS INDS INC COM COM 731068102 2463 51557 SH DEFINED 1 51557 0 0 POLO RALPH LAUREN CORP CL A CL A 731572103 15526 251268 SH DEFINED 1 251268 0 0 POLYCOM INC COM COM 73172K104 4019 144681 SH DEFINED 1 144681 0 0 POLYONE CORP COM COM 73179P106 804 122136 SH DEFINED 1 122136 0 0 POLYPORE INTL INC COM 73179V103 583 33321 SH DEFINED 1 33321 0 0 PONIARD PHARMACEUTICALS INC COM NEW 732449301 79 17986 SH DEFINED 1 17986 0 0 POOL CORP COM COM 73278L105 1570 79187 SH DEFINED 1 79187 0 0 POPULAR INC COM COM 733174106 3954 373047 SH DEFINED 1 373047 0 0 PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 1175 29614 SH DEFINED 1 29614 0 0 PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 2826 101713 SH DEFINED 1 101713 0 0 POSSIS MEDICAL INC COM COM 737407106 314 21528 SH DEFINED 1 21528 0 0 POST PPTYS INC COM COM 737464107 2261 64372 SH DEFINED 1 64372 0 0 POTASH CORP SASK INC COM COM 73755L107 4350 30215 SH DEFINED 1 30215 0 0 POTASH CORP SASK INC COM COM 73755L107 576 4000 SH DEFINED 1 2 4000 0 0 POTLATCH CORP COM COM 737630103 2390 53781 SH DEFINED 1 53781 0 0 POTLATCH CORP COM COM 737630103 116 2600 SH DEFINED 1 2 2600 0 0 POWELL INDS INC COM COM 739128106 593 13467 SH DEFINED 1 13467 0 0 POWER-ONE INC COM COM 739308104 427 107123 SH DEFINED 1 107123 0 0 POWERSECURE INTERNATIONAL INC COM 73936N105 195 14457 SH DEFINED 1 14457 0 0 POWERSHARES ETF TRUST DMP WNDRHLL CLN EN 73935X500 769 27800 PRN DEFINED 1 27800 0 0 POWERSHARES GLOBAL WATER PRT GBL WTR PORT 73936T623 255 10300 PRN DEFINED 1 10300 0 0 POWERWAVE TECHNOLOGIES INC COM COM 739363109 912 226370 SH DEFINED 1 226370 0 0 POWERWAVE TECHNOLOGIES INC COM COM 739363109 81 20200 SH DEFINED 1 2 20200 0 0 POZEN INC COM COM 73941U102 536 44635 SH DEFINED 1 44635 0 0 PPG INDS INC COM COM 693506107 49709 707807 SH DEFINED 1 707807 0 0 PPG INDS INC COM COM 693506107 253 3600 SH DEFINED 1 2 3600 0 0 PPL CORP COM COM 69351T106 83835 1609426 SH DEFINED 1 1609426 0 0 PRAXAIR INC COM COM 74005P104 121051 1364574 SH DEFINED 1 1364574 0 0 PRE PAID LEGAL SVCS INC COM COM 740065107 857 15491 SH DEFINED 1 15491 0 0 PRE PAID LEGAL SVCS INC COM COM 740065107 44 800 SH DEFINED 1 2 800 0 0 PRECISION CASTPARTS CORP COM COM 740189105 82750 596615 SH DEFINED 1 596615 0 0 PRECISION CASTPARTS CORP COM COM 740189105 1845 13300 SH DEFINED 1 2 13300 0 0 PREFERRED BANK LOS ANGELES COM COM 740367107 499 19178 SH DEFINED 1 19178 0 0 PREMIER EXHIBITIONS INC COM 74051E102 229 20929 SH DEFINED 1 20929 0 0 PREMIERE GLOBAL SERVICES INC COM 740585104 1389 93541 SH DEFINED 1 93541 0 0 PREMIERWEST BANCORP COM 740921101 228 19923 SH DEFINED 1 19923 0 0 PRESIDENTIAL LIFE CORP COM COM 740884101 580 33146 SH DEFINED 1 33146 0 0 PRESSTEK INC COM COM 741113104 259 50588 SH DEFINED 1 50588 0 0 PRESTIGE BRANDS HOLDINGS INC COM 74112D101 530 70899 SH DEFINED 1 70899 0 0 PRG-SCHULTZ INTERNATIONAL I CO COM NEW 69357C503 105 12296 SH DEFINED 1 12296 0 0 PRICE T ROWE GROUP INC COM COM 74144T108 70671 1160831 SH DEFINED 1 1160831 0 0 PRICELINE COM INC COM COM NEW 741503403 6181 53815 SH DEFINED 1 53815 0 0 PRICESMART INC COM COM 741511109 915 30423 SH DEFINED 1 30423 0 0 PRIDE INTL INC DEL COM COM 74153Q102 7851 231586 SH DEFINED 1 231586 0 0 PRIMEDIA INC COM COM NEW 74157K846 276 32519 SH DEFINED 1 32519 0 0 PRIMUS GUARANTY LTD SHS G72457107 152 21661 SH DEFINED 1 21661 0 0 PRINCETON REVIEW INC COM COM 742352107 229 27473 SH DEFINED 1 27473 0 0 PRINCIPAL FINANCIAL GROUP I CO COM 74251V102 79174 1150123 SH DEFINED 1 1150123 0 0 PRIVATEBANCORP INC COM COM 742962103 1219 37336 SH DEFINED 1 37336 0 0 PRO PHARMACEUTICALS INC COM 74267T109 17 23828 SH DEFINED 1 23828 0 0 PROASSURANCE CORP COM COM 74267C106 2598 47311 SH DEFINED 1 47311 0 0 PROCENTURY CORP COM COM 74268T108 508 33090 SH DEFINED 1 33090 0 0 PROCTER & GAMBLE CO COM COM 742718109 1201490 16364611 SH DEFINED 1 16364611 0 0 PROCTER & GAMBLE CO COM COM 742718109 411 5600 SH DEFINED 1 2 5600 0 0 PROGENICS PHARMACEUTICALS I CO COM 743187106 765 42363 SH DEFINED 1 42363 0 0 PROGRESS ENERGY INC COM COM 743263105 54067 1116385 SH DEFINED 1 1116385 0 0 PROGRESS SOFTWARE CORP COM COM 743312100 2167 64329 SH DEFINED 1 64329 0 0 PROGRESSIVE CORP OHIO COM COM 743315103 57493 3000653 SH DEFINED 1 3000653 0 0 PROGRESSIVE CORP OHIO COM COM 743315103 86 4500 SH DEFINED 1 2 4500 0 0 PROGRESSIVE GAMING CORP COM COM 74332S102 196 79146 SH DEFINED 1 79146 0 0 PROLOGIS SH BEN INT 743410102 73761 1163795 SH DEFINED 1 1163795 0 0 PROLOGIS SH BEN INT 743410102 653 10300 SH DEFINED 1 2 10300 0 0 PROS HOLDINGS INC COM 74346Y103 216 11028 SH DEFINED 1 11028 0 0 PROSPERITY BANCSHARES INC COM COM 743606105 2023 68844 SH DEFINED 1 68844 0 0 PROTECTION ONE INC COM COM NEW 743663403 57 4770 SH DEFINED 1 4770 0 0 PROTECTION ONE INC COM COM NEW 743663403 39 3308 SH DEFINED 1 2 3308 0 0 PROTECTIVE LIFE CORP COM COM 743674103 4322 105366 SH DEFINED 1 105366 0 0 PROVIDENCE SERVICE CORP COM 743815102 794 28216 SH DEFINED 1 28216 0 0 PROVIDENT BANKSHARES CORP COM COM 743859100 1550 72457 SH DEFINED 1 72457 0 0 PROVIDENT FINANCIAL SERVICES COM 74386T105 1948 135123 SH DEFINED 1 135123 0 0 PROVIDENT NEW YORK BANCORP COM 744028101 1059 81954 SH DEFINED 1 81954 0 0 PRUDENTIAL FINL INC COM COM 744320102 184421 1982168 SH DEFINED 1 1982168 0 0 PRUDENTIAL FINL INC COM COM 744320102 633 6800 SH DEFINED 1 2 6800 0 0 PS BUSINESS PKS INC CALIF COM COM 69360J107 1727 32867 SH DEFINED 1 32867 0 0 PSS WORLD MED INC COM COM 69366A100 2152 109969 SH DEFINED 1 109969 0 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 2670 82158 SH DEFINED 1 82158 0 0 PUBLIC STORAGE INC COM COM 74460D109 39825 542504 SH DEFINED 1 542504 0 0 PUBLIC STORAGE INC COM COM 74460D109 859 11700 SH DEFINED 1 2 11700 0 0 PUBLIC SVC ENTERPRISE GROUP CO COM 744573106 111962 1139676 SH DEFINED 1 1139676 0 0 PUBLIC SVC ENTERPRISE GROUP CO COM 744573106 462 4700 SH DEFINED 1 2 4700 0 0 PUGET ENERGY INC NEW COM COM 745310102 4463 162702 SH DEFINED 1 162702 0 0 PULTE HOMES INC COM COM 745867101 9705 920764 SH DEFINED 1 920764 0 0 PURE CYCLE CORP COM COM NEW 746228303 192 24988 SH DEFINED 1 24988 0 0 PVF CAPITAL CORP COM 693654105 125 11246 SH DEFINED 1 11246 0 0 PVTB3 5/8 03/15/27 NOTE 3.625% 3/1 742962AD5 7690 8000000 PRN DEFINED 1 2 8000000 0 0 PXLW 1 3/4 05/15/24 SDCV 1.750% 5/1 72581MAB3 2882 4000000 PRN DEFINED 1 2 4000000 0 0 QAD INC COM COM 74727D108 208 22225 SH DEFINED 1 22225 0 0 QC HOLDINGS INC COM COM 74729T101 136 12056 SH DEFINED 1 12056 0 0 QIAGEN N V ORD ORD N72482107 297 14132 SH DEFINED 1 14132 0 0 QLOGIC CORP COM COM 747277101 8521 600058 SH DEFINED 1 600058 0 0 QLOGIC CORP COM COM 747277101 26 1800 SH DEFINED 1 2 1800 0 0 QUADRA REALTY TRUST INC COM 746945104 157 19559 SH DEFINED 1 19559 0 0 QUADRAMED CORP COM COM 74730W101 68 35763 SH DEFINED 1 35763 0 0 QUAKER CHEM CORP COM COM 747316107 314 14296 SH DEFINED 1 14296 0 0 QUALCOMM INC COM COM 747525103 287012 7293824 SH DEFINED 1 7293824 0 0 QUALCOMM INC COM COM 747525103 1365 34700 SH DEFINED 1 2 34700 0 0 QUALITY SYSTEMS INC COM 747582104 1049 34401 SH DEFINED 1 34401 0 0 QUANEX CORP COM COM 747620102 3220 62043 SH DEFINED 1 62043 0 0 QUANTA SVCS INC COM COM 74762E102 6310 240457 SH DEFINED 1 240457 0 0 QUANTUM CORP COM DSSG COM DSSG 747906204 855 317900 SH DEFINED 1 317900 0 0 QUANTUM FUEL SYS TECH WORLD COM 74765E109 16 32937 SH DEFINED 1 32937 0 0 QUEST DIAGNOSTICS INC COM COM 74834L100 35869 678055 SH DEFINED 1 678055 0 0 QUEST RESOURCE CORP. COM NEW 748349305 306 42670 SH DEFINED 1 42670 0 0 QUEST SOFTWARE INC COM COM 74834T103 1553 84217 SH DEFINED 1 84217 0 0 QUESTAR CORP COM COM 748356102 40033 739987 SH DEFINED 1 739987 0 0 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 275 47623 SH DEFINED 1 47623 0 0 QUICKLOGIC CORP COM COM 74837P108 37 11269 SH DEFINED 1 11269 0 0 QUICKSILVER RESOURCES INC COM COM 74837R104 4448 74637 SH DEFINED 1 74637 0 0 QUIDEL CORP COM COM 74838J101 1216 62463 SH DEFINED 1 62463 0 0 QUIDEL CORP COM COM 74838J101 95 4900 SH DEFINED 1 2 4900 0 0 QUIKSILVER INC COM COM 74838C106 1542 179691 SH DEFINED 1 179691 0 0 QUIXOTE CORP COM COM 749056107 235 12351 SH DEFINED 1 12351 0 0 QWEST COMMUNICATIONS INTL I CO COM 749121109 48278 6887081 SH DEFINED 1 6887081 0 0 QWEST COMMUNICATIONS INTL I CO COM 749121109 430 61300 SH DEFINED 1 2 61300 0 0 R H DONNELLEY CORP COM NEW COM NEW 74955W307 3711 101715 SH DEFINED 1 101715 0 0 RACKABLE SYSTEMS INC COM 750077109 462 46164 SH DEFINED 1 46164 0 0 RADIAN GROUP INC COM COM 750236101 1209 103486 SH DEFINED 1 103486 0 0 RADIANT SYSTEMS INC COM COM 75025N102 761 44151 SH DEFINED 1 44151 0 0 RADIATION THERAPY SERVICES COM COM 750323206 785 25403 SH DEFINED 1 25403 0 0 RADIO ONE INC CL D NON VTG CL D NON VTG 75040P405 219 92437 SH DEFINED 1 92437 0 0 RADIOSHACK CORP COM COM 750438103 11125 659868 SH DEFINED 1 659868 0 0 RADIOSHACK CORP COM COM 750438103 2172 128800 SH DEFINED 1 2 128800 0 0 RADISYS CORP COM COM 750459109 402 29989 SH DEFINED 1 29989 0 0 RADNET INC COM 750491102 206 20254 SH DEFINED 1 20254 0 0 RADYNE CORP COM NEW 750611402 202 21977 SH DEFINED 1 21977 0 0 RADYNE CORP COM NEW 750611402 6 600 SH DEFINED 1 2 600 0 0 RAE SYSTEMS INC COM 75061P102 124 46052 SH DEFINED 1 46052 0 0 RAINMAKER SYSTEMS INC. COM NEW 750875304 102 15802 SH DEFINED 1 15802 0 0 RAIT INVT TR COM COM 749227104 755 87545 SH DEFINED 1 87545 0 0 RALCORP HLDGS INC NEW COM COM 751028101 2307 37943 SH DEFINED 1 37943 0 0 RAMBUS INC DEL COM COM 750917106 3076 146897 SH DEFINED 1 146897 0 0 RAMCO-GERSHENSON PPTYS TR COM COM SH BEN INT 751452202 780 36521 SH DEFINED 1 36521 0 0 RAMTRON INTL CORP COM NEW COM NEW 751907304 58 13514 SH DEFINED 1 13514 0 0 RANGE RES CORP COM COM 75281A109 32831 639228 SH DEFINED 1 639228 0 0 RANGE RES CORP COM COM 75281A109 169 3300 SH DEFINED 1 2 3300 0 0 RAVEN INDS INC COM COM 754212108 979 25514 SH DEFINED 1 25514 0 0 RAYMOND JAMES FINANCIAL INC CO COM 754730109 4629 141731 SH DEFINED 1 141731 0 0 RAYONIER INC COM COM 754907103 5098 107913 SH DEFINED 1 107913 0 0 RAYONIER INC COM COM 754907103 713 15100 SH DEFINED 1 2 15100 0 0 RAYTHEON CO COM NEW COM NEW 755111507 139920 2305106 SH DEFINED 1 2305106 0 0 RAYTHEON CO COM NEW COM NEW 755111507 898 14800 SH DEFINED 1 2 14800 0 0 RBC BEARINGS INC -REDH COM 75524B104 2200 50619 SH DEFINED 1 50619 0 0 RC2 CORP COM 749388104 883 31449 SH DEFINED 1 31449 0 0 RCM TECHNOLOGIES INC COM NEW COM NEW 749360400 95 16159 SH DEFINED 1 16159 0 0 RCN CORP COM NEW 749361200 1001 64186 SH DEFINED 1 64186 0 0 READING INTERNATIONAL INC-A CL A 755408101 107 10681 SH DEFINED 1 10681 0 0 REALNETWORKS INC COM COM 75605L104 988 162208 SH DEFINED 1 162208 0 0 REALTY INCOME CORP COM COM 756109104 3887 143867 SH DEFINED 1 143867 0 0 RED HAT INC COM COM 756577102 5753 276056 SH DEFINED 1 276056 0 0 RED LION HOTELS CORP COM 756764106 135 13529 SH DEFINED 1 13529 0 0 RED ROBIN GOURMET BURGERS COM 75689M101 809 25296 SH DEFINED 1 25296 0 0 REDDY ICE HOLDINGS INC COM 75734R105 1249 49366 SH DEFINED 1 49366 0 0 REDWOOD TR INC COM COM 758075402 1339 39118 SH DEFINED 1 39118 0 0 REGAL BELOIT CORP COM COM 758750103 2339 52036 SH DEFINED 1 52036 0 0 REGAL BELOIT CORP COM COM 758750103 40 900 SH DEFINED 1 2 900 0 0 REGAL ENTMT GROUP CL A CL A 758766109 4550 251812 SH DEFINED 1 251812 0 0 REGAL ENTMT GROUP CL A CL A 758766109 1559 86300 SH DEFINED 1 2 86300 0 0 REGENCY CTRS CORP COM COM 758849103 6423 99601 SH DEFINED 1 99601 0 0 REGENCY ENERGY PARTNERS-REDH COM UNITS L P 75885Y107 1645 49284 SH DEFINED 1 49284 0 0 REGENERATION TECH INC DEL COM COM 75886N100 581 66890 SH DEFINED 1 66890 0 0 REGENERON PHARMACEUTICALS COM COM 75886F107 2561 106026 SH DEFINED 1 106026 0 0 REGENT COMMUNICATIONS INC D CO COM 758865109 38 24400 SH DEFINED 1 24400 0 0 REGIONS FINL CORP COM COM 7591EP100 86293 3648751 SH DEFINED 1 3648751 0 0 REGIS CORP MINN COM COM 758932107 1900 67960 SH DEFINED 1 67960 0 0 REHABCARE GROUP INC COM COM 759148109 847 37547 SH DEFINED 1 37547 0 0 REHABCARE GROUP INC COM COM 759148109 1049 46500 SH DEFINED 1 2 46500 0 0 REINSURANCE GROUP AMER INC COM COM 759351109 2335 44500 SH DEFINED 1 44500 0 0 RELIANCE STEEL & ALUMINUM C CO COM 759509102 5037 92940 SH DEFINED 1 92940 0 0 RELIANT ENERGY INC COM COM 75952B105 12753 486017 SH DEFINED 1 486017 0 0 RELIANT ENERGY INC COM COM 75952B105 2218 84545 SH DEFINED 1 2 84545 0 0 RELIV INTERNATIONAL INC COM 75952R100 99 12057 SH DEFINED 1 12057 0 0 RENAISSANCE RE HLDGS LTD COM COM G7496G103 5429 90121 SH DEFINED 1 90121 0 0 RENAISSANCE RE HLDGS LTD COM COM G7496G103 199 3300 SH DEFINED 1 2 3300 0 0 RENASANT CORP COM 75970E107 815 37804 SH DEFINED 1 37804 0 0 RENOVIS INC COM 759885106 83 27417 SH DEFINED 1 27417 0 0 RENT A CTR INC NEW COM COM 76009N100 1589 109424 SH DEFINED 1 109424 0 0 RENTECH INC COM 760112102 420 232179 SH DEFINED 1 232179 0 0 REPLIGEN CORP COM COM 759916109 89 13627 SH DEFINED 1 13627 0 0 REPROS THERAPEUTICS INC COM 76028H100 149 15972 SH DEFINED 1 15972 0 0 REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 1118 57085 SH DEFINED 1 57085 0 0 REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 16 800 SH DEFINED 1 2 800 0 0 REPUBLIC BANCORP KY CL A CL A 760281204 393 23787 SH DEFINED 1 23787 0 0 REPUBLIC SVCS INC COM COM 760759100 7294 232675 SH DEFINED 1 232675 0 0 REPUBLIC SVCS INC COM COM 760759100 1708 54483 SH DEFINED 1 2 54483 0 0 RES-CARE INC COM COM 760943100 1171 46548 SH DEFINED 1 46548 0 0 RES-CARE INC COM COM 760943100 96 3800 SH DEFINED 1 2 3800 0 0 RESEARCH FRONTIERS INC COM COM 760911107 246 24607 SH DEFINED 1 24607 0 0 RESEARCH IN MOTION LTD COM COM 760975102 4769 42052 SH DEFINED 1 42052 0 0 RESEARCH IN MOTION LTD COM COM 760975102 352 3100 SH DEFINED 1 2 3100 0 0 RESMED INC COM COM 761152107 5578 106178 SH DEFINED 1 106178 0 0 RESOURCE AMERICA INC CL A CL A 761195205 291 19840 SH DEFINED 1 19840 0 0 RESOURCE CAPITAL CORP COM 76120W302 375 40325 SH DEFINED 1 40325 0 0 RESOURCES CONNECTION INC COM COM 76122Q105 1273 70126 SH DEFINED 1 70126 0 0 RESPIRONICS INC COM COM 761230101 7434 113525 SH DEFINED 1 113525 0 0 RESTORATION HARDWARE INC DE CO COM 760981100 349 53111 SH DEFINED 1 53111 0 0 RETAIL VENTURES INC COM 76128Y102 174 34216 SH DEFINED 1 34216 0 0 RETRACTABLE TECHNOLOGIES INC COM 76129W105 18 11706 SH DEFINED 1 11706 0 0 REVLON INC CL A CL A 761525500 320 271256 SH DEFINED 1 271256 0 0 REWARDS NETWORK INC COM 761557107 126 25305 SH DEFINED 1 25305 0 0 REX STORES CORP COM COM 761624105 194 12289 SH DEFINED 1 12289 0 0 REYNOLDS AMERICAN INC COM 761713106 53080 804723 SH DEFINED 1 804723 0 0 REYNOLDS AMERICAN INC COM 761713106 59 900 SH DEFINED 1 2 900 0 0 RF MICRODEVICES INC COM COM 749941100 2518 441032 SH DEFINED 1 441032 0 0 RICHARDSON ELECTRS LTD COM COM 763165107 267 38101 SH DEFINED 1 38101 0 0 RICK'S CABARET INTL INC COM NEW 765641303 525 19500 SH DEFINED 1 2 19500 0 0 RIG 1.5 12/15/2037 NOTE 1.500%12/1 893830AV1 5406 5000000 PRN DEFINED 1 2 5000000 0 0 RIG 1.5 12/15/2037 NOTE 1.500%12/1 893830AW9 16237 15000000 PRN DEFINED 1 2 15000000 0 0 RIG 1.625 12/15/2037 NOTE 1.625%12/1 893830AU3 5413 5000000 PRN DEFINED 1 2 5000000 0 0 RIGEL PHARMACEUTICALS INC COM COM NEW 766559603 1708 67268 SH DEFINED 1 67268 0 0 RIGHTNOW TECHNOLOGIES COM COM 76657R106 677 42743 SH DEFINED 1 42743 0 0 RIMAGE CORP COM COM 766721104 488 18812 SH DEFINED 1 18812 0 0 RITCHIE BROS AUCTIONEERS INC COM 767744105 1025 12400 SH DEFINED 1 2 12400 0 0 RITE AID CORP COM COM 767754104 2360 845858 SH DEFINED 1 845858 0 0 RIVERBED TECHNOLOGY INC COM 768573107 1506 56319 SH DEFINED 1 56319 0 0 RIVERVIEW BANCORP INC COM 769397100 258 22541 SH DEFINED 1 22541 0 0 RIVIERA HOLDINGS CORP COM 769627100 488 15835 SH DEFINED 1 15835 0 0 RLI CORP COM COM 749607107 2226 39197 SH DEFINED 1 39197 0 0 ROBBINS & MYERS INC COM COM 770196103 1692 22373 SH DEFINED 1 22373 0 0 ROBERT HALF INTL INC COM COM 770323103 18785 694714 SH DEFINED 1 694714 0 0 ROCK-TENN CO CL A CL A 772739207 1504 59208 SH DEFINED 1 59208 0 0 ROCK-TENN CO CL A CL A 772739207 1995 78500 SH DEFINED 1 2 78500 0 0 ROCKWELL AUTOMATION INC COM COM 773903109 52930 767540 SH DEFINED 1 767540 0 0 ROCKWELL COLLINS INC COM COM 774341101 50770 705429 SH DEFINED 1 705429 0 0 ROCKWELL COLLINS INC COM COM 774341101 360 5000 SH DEFINED 1 2 5000 0 0 ROCKWOOD HOLDINGS INC COM 774415103 1765 53126 SH DEFINED 1 53126 0 0 ROFIN SINAR TECHNOLOGIES IN CO COM 775043102 2461 51144 SH DEFINED 1 51144 0 0 ROFIN SINAR TECHNOLOGIES IN CO COM 775043102 10 200 SH DEFINED 1 2 200 0 0 ROGERS CORP COM COM 775133101 1523 35105 SH DEFINED 1 35105 0 0 ROHM & HAAS CO COM COM 775371107 29778 561103 SH DEFINED 1 561103 0 0 ROHM & HAAS CO COM COM 775371107 85 1600 SH DEFINED 1 2 1600 0 0 ROLLINS INC COM COM 775711104 1526 79503 SH DEFINED 1 79503 0 0 ROMA FINANCIAL CORP COM 77581P109 219 13964 SH DEFINED 1 13964 0 0 ROME BANCORP INC COM 77587P103 155 13404 SH DEFINED 1 13404 0 0 ROPER INDS INC NEW COM COM 776696106 7750 123923 SH DEFINED 1 123923 0 0 ROSETTA RESOURCES INC COM 777779307 1836 92596 SH DEFINED 1 92596 0 0 ROSS STORES INC COM COM 778296103 5399 211139 SH DEFINED 1 211139 0 0 ROTECH HEALTHCARE INC COM 778669101 7 17202 SH DEFINED 1 17202 0 0 ROWAN COS INC COM COM 779382100 18813 476759 SH DEFINED 1 476759 0 0 ROWAN COS INC COM COM 779382100 414 10500 SH DEFINED 1 2 10500 0 0 ROYAL BANCSHARES PA INC CL A CL A 780081105 120 10905 SH DEFINED 1 10905 0 0 ROYAL CARIBBEAN CRUISES LTD CO COM V7780T103 8075 190263 SH DEFINED 1 190263 0 0 ROYAL GOLD INC COM COM 780287108 1492 48875 SH DEFINED 1 48875 0 0 RPC INC COM COM 749660106 778 66425 SH DEFINED 1 66425 0 0 RPM INTERNATIONAL INC COM 749685103 3558 175289 SH DEFINED 1 175289 0 0 RSC HOLDINGS INC COM 74972L102 349 27827 SH DEFINED 1 27827 0 0 RTI INTL METALS INC COM COM 74973W107 2084 30235 SH DEFINED 1 30235 0 0 RUBY TUESDAY INC COM COM 781182100 744 76293 SH DEFINED 1 76293 0 0 RUDDICK CORP COM COM 781258108 1998 57627 SH DEFINED 1 57627 0 0 RUDOLPH TECHNOLOGIES INC COM COM 781270103 344 30368 SH DEFINED 1 30368 0 0 RURAL / METRO CORP COM COM 781748108 63 29605 SH DEFINED 1 29605 0 0 RURAL CELLULAR CORP CL A CL A 781904107 1026 23267 SH DEFINED 1 23267 0 0 RUSH ENTERPRISES INC-CL A CL A 781846209 940 51711 SH DEFINED 1 51711 0 0 RUSS BERRIE & CO COM COM 782233100 168 10270 SH DEFINED 1 10270 0 0 RUTH'S CHRIS STEAK HOUSE COM 783332109 387 43284 SH DEFINED 1 43284 0 0 RYANAIR HLDGS PLC SPONSORED AD SPONSORED ADR 783513104 344 8731 SH DEFINED 1 8731 0 0 RYDER SYS INC COM COM 783549108 11631 247410 SH DEFINED 1 247410 0 0 RYLAND GROUP INC COM COM 783764103 1611 58469 SH DEFINED 1 58469 0 0 S & T BANCORP INC COM COM 783859101 1291 46715 SH DEFINED 1 46715 0 0 S L M CORP COM 78442P106 44020 2185701 SH DEFINED 1 2185701 0 0 S L M CORP COM 78442P106 240 11900 SH DEFINED 1 2 11900 0 0 S Y BANCORP INC COM COM 785060104 462 19296 SH DEFINED 1 19296 0 0 S1 CORPORATION COM COM 78463B101 822 112562 SH DEFINED 1 112562 0 0 S1 CORPORATION COM COM 78463B101 1091 149400 SH DEFINED 1 2 149400 0 0 SABA SOFTWARE INC COM COM NEW 784932600 157 30560 SH DEFINED 1 30560 0 0 SAFECO CORP COM COM 786429100 22917 411583 SH DEFINED 1 411583 0 0 SAFECO CORP COM COM 786429100 384 6900 SH DEFINED 1 2 6900 0 0 SAFEGUARD SCIENTIFICS INC COM COM 786449108 444 246907 SH DEFINED 1 246907 0 0 SAFETY INSURANCE GROUP INC COM 78648T100 892 24358 SH DEFINED 1 24358 0 0 SAFEWAY INC COM NEW COM NEW 786514208 67827 1982658 SH DEFINED 1 1982658 0 0 SAFEWAY INC COM NEW COM NEW 786514208 1433 41900 SH DEFINED 1 2 41900 0 0 SAIA INC COM 78709Y105 209 15682 SH DEFINED 1 15682 0 0 SAIC INC COM 78390X101 3249 161469 SH DEFINED 1 161469 0 0 SAKS INC COM COM 79377W108 3793 182702 SH DEFINED 1 182702 0 0 SALARY.COM COM 794006106 152 11857 SH DEFINED 1 11857 0 0 SALEM COMMUNICATIONS CORP D CL CL A 794093104 69 10477 SH DEFINED 1 10477 0 0 SALESFORCE.COM INC COM 79466L302 9063 144564 SH DEFINED 1 144564 0 0 SALIX PHARMACEUTICALS INC COM COM 795435106 506 64173 SH DEFINED 1 64173 0 0 SALLY BEAUTY HOLDINGS INC COM 79546E104 943 104162 SH DEFINED 1 104162 0 0 SANDERS MORRIS HARRIS GRP IN COM 80000Q104 431 42096 SH DEFINED 1 42096 0 0 SANDERSON FARMS INC COM COM 800013104 1005 29763 SH DEFINED 1 29763 0 0 SANDISK CORP COM COM 80004C101 33207 1001104 SH DEFINED 1 1001104 0 0 SANDISK CORP COM COM 80004C101 803 24200 SH DEFINED 1 2 24200 0 0 SANDRIDGE ENERGY INC COM 80007P307 1463 40800 SH DEFINED 1 40800 0 0 SANDY SPRING BANCORP INC COM COM 800363103 709 25468 SH DEFINED 1 25468 0 0 SANGAMO BIOSCIENCES INC COM COM 800677106 1172 89527 SH DEFINED 1 89527 0 0 SANMINA SCI CORP COM COM 800907107 1519 834566 SH DEFINED 1 834566 0 0 SANTARUS INC COM COM 802817304 178 64890 SH DEFINED 1 64890 0 0 SAPIENT CORP COM COM 803062108 1106 125560 SH DEFINED 1 125560 0 0 SARA LEE CORP COM COM 803111103 60482 3766003 SH DEFINED 1 3766003 0 0 SARA LEE CORP COM COM 803111103 933 58100 SH DEFINED 1 2 58100 0 0 SAUER-DANFOSS INC COM COM 804137107 490 19545 SH DEFINED 1 19545 0 0 SAUL CTRS INC COM COM 804395101 1287 24079 SH DEFINED 1 24079 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 2311 100629 SH DEFINED 1 100629 0 0 SAVVIS INC COM COM NEW 805423308 1279 45837 SH DEFINED 1 45837 0 0 SBA COMMUNICATIONS CORP COM COM 78388J106 4995 147603 SH DEFINED 1 147603 0 0 SCANA CORP NEW COM COM 80589M102 6196 147004 SH DEFINED 1 147004 0 0 SCANSOURCE INC COM COM 806037107 1229 37997 SH DEFINED 1 37997 0 0 SCBT FINANCIAL CORP COM 78401V102 446 14090 SH DEFINED 1 14090 0 0 SCHAWK INC CL A CL A 806373106 234 15100 SH DEFINED 1 15100 0 0 SCHEIN HENRY INC COM COM 806407102 7890 128499 SH DEFINED 1 128499 0 0 SCHERING PLOUGH CORP COM COM 806605101 191612 7192656 SH DEFINED 1 7192656 0 0 SCHERING PLOUGH CORP COM COM 806605101 1433 53800 SH DEFINED 1 2 53800 0 0 SCHIFF NUTRITION INTERNATIONAL COM 806693107 67 11731 SH DEFINED 1 11731 0 0 SCHLUMBERGER LTD COM COM 806857108 618146 6283883 SH DEFINED 1 6283883 0 0 SCHLUMBERGER LTD COM COM 806857108 108 1100 SH DEFINED 1 2 1100 0 0 SCHNITZER STL INDS CL A CL A 806882106 2214 32021 SH DEFINED 1 32021 0 0 SCHNITZER STL INDS CL A CL A 806882106 118 1700 SH DEFINED 1 2 1700 0 0 SCHOLASTIC CORP COM COM 807066105 1986 56921 SH DEFINED 1 56921 0 0 SCHOOL SPECIALTY INC COM COM 807863105 942 27258 SH DEFINED 1 27258 0 0 SCHULMAN A INC COM COM 808194104 921 42739 SH DEFINED 1 42739 0 0 SCHULMAN A INC COM COM 808194104 319 14800 SH DEFINED 1 2 14800 0 0 SCHWAB CHARLES CORP NEW COM COM 808513105 106739 4177635 SH DEFINED 1 4177635 0 0 SCHWEITZER-MAUDUIT INTL INC CO COM 808541106 725 27989 SH DEFINED 1 27989 0 0 SCICLONE PHARMACEUTICALS IN CO COM 80862K104 52 25232 SH DEFINED 1 25232 0 0 SCIELE PHARMA INC COM COM 808627103 1218 59575 SH DEFINED 1 59575 0 0 SCIENTIFIC GAMES CORP CL A CL A 80874P109 3439 103440 SH DEFINED 1 103440 0 0 SCOLR PHARMA INC COM COM 78402X107 25 17200 SH DEFINED 1 17200 0 0 SCOTTISH RE GROUP LTD ORD SHS G73537410 70 96963 SH DEFINED 1 96963 0 0 SCOTTS MIRACLE-GRO CO CL A 810186106 2096 56001 SH DEFINED 1 56001 0 0 SCPIE HLDGS INC COM COM 78402P104 330 11995 SH DEFINED 1 11995 0 0 SCRIPPS E W CO OHIO CL A CL A 811054204 17263 383532 SH DEFINED 1 383532 0 0 SEABOARD CORP COM COM 811543107 684 465 SH DEFINED 1 465 0 0 SEABRIGHT INSURANCE HOLDINGS COM 811656107 669 44387 SH DEFINED 1 44387 0 0 SEABRIGHT INSURANCE HOLDINGS COM 811656107 35 2300 SH DEFINED 1 2 2300 0 0 SEACHANGE INTL INC COM COM 811699107 378 52227 SH DEFINED 1 52227 0 0 SEACOAST BKG CORP FLA COM 811707306 247 24011 SH DEFINED 1 24011 0 0 SEACOR HOLDINGS INC COM 811904101 4767 51399 SH DEFINED 1 51399 0 0 SEAGATE TECHNOLOGY SHS G7945J104 19765 775091 SH DEFINED 1 775091 0 0 SEAGATE TECHNOLOGY SHS G7945J104 1436 56300 SH DEFINED 1 2 56300 0 0 SEALED AIR CORP NEW COM COM 81211K100 16034 692902 SH DEFINED 1 692902 0 0 SEALED AIR CORP NEW COM COM 81211K100 51 2200 SH DEFINED 1 2 2200 0 0 SEALY CORP COM 812139301 677 60504 SH DEFINED 1 60504 0 0 SEARS HOLDINGS CORP COM 812350106 33933 332510 SH DEFINED 1 332510 0 0 SEATTLE GENETICS INC COM COM 812578102 1075 94313 SH DEFINED 1 94313 0 0 SECURE COMPUTING CORP COM COM 813705100 1212 126231 SH DEFINED 1 126231 0 0 SECURITY BANK CORP COM 814047106 275 30127 SH DEFINED 1 30127 0 0 SECURITY CAPITAL ASSRC COM G8018D107 219 56225 SH DEFINED 1 56225 0 0 SEI INVESTMENTS CO COM COM 784117103 6778 210706 SH DEFINED 1 210706 0 0 SELECT COMFORT CORP COM COM 81616X103 565 80618 SH DEFINED 1 80618 0 0 SELECTICA INC COM COM 816288104 33 18244 SH DEFINED 1 18244 0 0 SELECTIVE INS GROUP INC COM COM 816300107 2229 96964 SH DEFINED 1 96964 0 0 SEMGROUP ENERGY PARTNERS LP COM UNIT LP 81662W108 561 19463 SH DEFINED 1 19463 0 0 SEMITOOL INC COM COM 816909105 319 36758 SH DEFINED 1 36758 0 0 SEMPRA ENERGY COM COM 816851109 72665 1174295 SH DEFINED 1 1174295 0 0 SEMTECH CORP COM COM 816850101 1983 127781 SH DEFINED 1 127781 0 0 SEMTECH CORP COM COM 816850101 1231 79300 SH DEFINED 1 2 79300 0 0 SENIOR HSG PPTYS TR SH BEN INT SH BEN INT 81721M109 2652 116945 SH DEFINED 1 116945 0 0 SENOMYX INC COM COM 81724Q107 418 55742 SH DEFINED 1 55742 0 0 SENSIENT TECHNOLOGIES CORP COM COM 81725T100 1895 67001 SH DEFINED 1 67001 0 0 SEPRACOR INC COM COM 817315104 4574 174239 SH DEFINED 1 174239 0 0 SEPRACOR INC COM COM 817315104 780 29700 SH DEFINED 1 2 29700 0 0 SEQUENOM INC COM COM NEW 817337405 308 32296 SH DEFINED 1 32296 0 0 SERVICE CORP INTL COM COM 817565104 5687 404762 SH DEFINED 1 404762 0 0 SHAW GROUP INC COM COM 820280105 6603 109249 SH DEFINED 1 109249 0 0 SHENANDOAH TELECOMMUNICATIO CO COM 82312B106 1217 50751 SH DEFINED 1 50751 0 0 SHERWIN WILLIAMS CO COM COM 824348106 28885 497677 SH DEFINED 1 497677 0 0 SHIP FINANCE INTL LTD SHS G81075106 2117 76401 SH DEFINED 1 76401 0 0 SHIRE PLC-ADR SPONSORED ADR 82481R106 321 4658 SH DEFINED 1 4658 0 0 SHOE CARNIVAL INC COM COM 824889109 203 14400 SH DEFINED 1 14400 0 0 SHORE BANCSHARES INC COM COM 825107105 217 9893 SH DEFINED 1 9893 0 0 SHORETEL INC COM 825211105 239 17133 SH DEFINED 1 17133 0 0 SHUFFLE MASTER INC COM COM 825549108 909 75844 SH DEFINED 1 75844 0 0 SHUTTERFLY INC COM 82568P304 466 18198 SH DEFINED 1 18198 0 0 SI INTERNATIONAL INC COM 78427V102 444 16171 SH DEFINED 1 16171 0 0 SIEBERT FINL CORP COM COM 826176109 40 12435 SH DEFINED 1 12435 0 0 SIERRA BANCORP COM 82620P102 312 12548 SH DEFINED 1 12548 0 0 SIERRA HEALTH SVCS INC COM COM 826322109 3464 82558 SH DEFINED 1 82558 0 0 SIERRA PAC RES NEW COM COM 826428104 5453 321141 SH DEFINED 1 321141 0 0 SIERRA WIRELESS INC COM 826516106 31 2097 SH DEFINED 1 2097 0 0 SIERRA WIRELESS INC COM 826516106 65 4400 SH DEFINED 1 2 4400 0 0 SIGMA ALDRICH CORP COM COM 826552101 31012 567981 SH DEFINED 1 567981 0 0 SIGMA ALDRICH CORP COM COM 826552101 5 100 SH DEFINED 1 2 100 0 0 SIGMA DESIGNS INC COM COM 826565103 2350 42568 SH DEFINED 1 42568 0 0 SIGMATEL INC COM 82661W107 123 58124 SH DEFINED 1 58124 0 0 SIGNATURE BANK COM 82669G104 1573 46616 SH DEFINED 1 46616 0 0 SIL 4 09/15/24 NOTE 4.000% 9/1 03760XAD3 2937 3500000 PRN DEFINED 1 2 3500000 0 0 SILGAN HOLDINGS INC COM COM 827048109 2525 48607 SH DEFINED 1 48607 0 0 SILICON IMAGE INC COM COM 82705T102 633 140072 SH DEFINED 1 140072 0 0 SILICON IMAGE INC COM COM 82705T102 154 34100 SH DEFINED 1 2 34100 0 0 SILICON LABORATORIES INC COM COM 826919102 2998 80103 SH DEFINED 1 80103 0 0 SILICON STORAGE TECHNOLOGY COM COM 827057100 303 101278 SH DEFINED 1 101278 0 0 SILICON STORAGE TECHNOLOGY COM COM 827057100 11 3700 SH DEFINED 1 2 3700 0 0 SILVERLEAF RESORTS INC COM 828395103 66 16000 SH DEFINED 1 16000 0 0 SIMMONS 1ST NATL CORP CL A $5 CL A $1 PAR 828730200 337 12717 SH DEFINED 1 12717 0 0 SIMON PPTY GROUP INC NEW COM COM 828806109 84187 969229 SH DEFINED 1 969229 0 0 SIMON PPTY GROUP INC NEW COM COM 828806109 313 3600 SH DEFINED 1 2 3600 0 0 SIMPSON MANUFACTURING CO IN CO COM 829073105 1560 58681 SH DEFINED 1 58681 0 0 SIMULATIONS PLUS INC COM 829214105 91 24000 SH DEFINED 1 24000 0 0 SINCLAIR BROADCAST GROUP IN CL CL A 829226109 861 104876 SH DEFINED 1 104876 0 0 SIRF TECHNOLOGY HOLDINGS INC C COM 82967H101 2293 91262 SH DEFINED 1 91262 0 0 SIRIUS SATELLITE RADIO INC COM COM 82966U103 6133 2024000 SH DEFINED 1 2024000 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 1157 34548 SH DEFINED 1 34548 0 0 SIRTRIS PHARMACEUTICALS INC COM 82968A105 155 11287 SH DEFINED 1 11287 0 0 SIX FLAGS INC COM COM 83001P109 314 154634 SH DEFINED 1 154634 0 0 SJW CORP COM COM 784305104 816 23543 SH DEFINED 1 23543 0 0 SKECHERS U S A INC CL A CL A 830566105 896 45950 SH DEFINED 1 45950 0 0 SKILLED HEALTHCARE GROU-CL A CL A 83066R107 369 25229 SH DEFINED 1 25229 0 0 SKYLINE CORP COM COM 830830105 394 13429 SH DEFINED 1 13429 0 0 SKYWEST INC COM COM 830879102 4237 157788 SH DEFINED 1 157788 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 1925 226482 SH DEFINED 1 226482 0 0 SL GREEN RLTY CORP COM COM 78440X101 7853 84027 SH DEFINED 1 84027 0 0 SM&A COM 78465D105 61 10532 SH DEFINED 1 10532 0 0 SMART MODULAR TECHNOLOGIES ORD SHS G82245104 482 47361 SH DEFINED 1 47361 0 0 SMITH & WESSON HLDG CORP COM 831756101 313 51331 SH DEFINED 1 51331 0 0 SMITH A O COM COM 831865209 1134 32348 SH DEFINED 1 32348 0 0 SMITH A O COM COM 831865209 11 300 SH DEFINED 1 2 300 0 0 SMITH INTL INC COM COM 832110100 64061 867448 SH DEFINED 1 867448 0 0 SMITH INTL INC COM COM 832110100 177 2400 SH DEFINED 1 2 2400 0 0 SMITH MICRO SOFTWARE INC COM COM 832154108 261 30808 SH DEFINED 1 30808 0 0 SMITHFIELD FOODS INC COM COM 832248108 6073 209976 SH DEFINED 1 209976 0 0 SMITHTOWN BANCORP INC COM 832449102 253 11435 SH DEFINED 1 11435 0 0 SMP 6 3/4 07/15/09 SDCV 6.750% 7/1 853666AB1 7186 7500000 PRN DEFINED 1 2 7500000 0 0 SMURFIT-STONE CONTAINER COR CO COM 832727101 3912 370468 SH DEFINED 1 370468 0 0 SNAP ON INC COM COM 833034101 11886 246397 SH DEFINED 1 246397 0 0 SNAP ON INC COM COM 833034101 58 1200 SH DEFINED 1 2 1200 0 0 SOCKET COMMUNICATIONS INC COM COM 833672108 9 11347 SH DEFINED 1 11347 0 0 SOLERA HOLDINGS INC COM 83421A104 1904 76831 SH DEFINED 1 76831 0 0 SOMANETICS CORP COM NEW 834445405 573 24215 SH DEFINED 1 24215 0 0 SONIC AUTOMOTIVE INC CL A CL A 83545G102 789 40757 SH DEFINED 1 40757 0 0 SONIC CORP COM COM 835451105 2344 107024 SH DEFINED 1 107024 0 0 SONIC FDRY INC COM COM 83545R108 28 19723 SH DEFINED 1 19723 0 0 SONIC INNOVATIONS INC COM COM 83545M109 292 37849 SH DEFINED 1 37849 0 0 SONIC SOLUTIONS COM COM 835460106 450 43344 SH DEFINED 1 43344 0 0 SONICWALL INC COM COM 835470105 1528 142527 SH DEFINED 1 142527 0 0 SONO3 3/4 07/15/14 NOTE 3.750% 7/1 83568GAA2 1115 1000000 PRN DEFINED 1 2 1000000 0 0 SONOCO PRODS CO COM COM 835495102 4533 138701 SH DEFINED 1 138701 0 0 SONOSITE INC COM COM 83568G104 1001 29735 SH DEFINED 1 29735 0 0 SONUS NETWORKS INC COM COM 835916107 2191 375814 SH DEFINED 1 375814 0 0 SONUS PHARMACEUTICALS INC COM COM 835692104 17 38626 SH DEFINED 1 38626 0 0 SOTHEBYS HLDGS INC CL A COM 835898107 5350 140420 SH DEFINED 1 140420 0 0 SOURCE INTERLINK COS INC COM NEW 836151209 96 33272 SH DEFINED 1 33272 0 0 SOURCEFIRE INC COM 83616T108 142 17050 SH DEFINED 1 17050 0 0 SOURCEFORGE INC COM COM 83616W101 154 62767 SH DEFINED 1 62767 0 0 SOUTH FINL GROUP INC COM COM 837841105 1829 117008 SH DEFINED 1 117008 0 0 SOUTH JERSEY INDS INC COM COM 838518108 1496 41444 SH DEFINED 1 41444 0 0 SOUTHERN CO COM COM 842587107 153632 3964692 SH DEFINED 1 3964692 0 0 SOUTHERN CO COM COM 842587107 78 2000 SH DEFINED 1 2 2000 0 0 SOUTHERN COPPER CORP COM COM 84265V105 11238 106893 SH DEFINED 1 106893 0 0 SOUTHERN COPPER CORP COM COM 84265V105 883 8400 SH DEFINED 1 2 8400 0 0 SOUTHERN UN CO NEW COM COM 844030106 4211 143425 SH DEFINED 1 143425 0 0 SOUTHSIDE BANCSHARES INC COM 84470P109 391 19133 SH DEFINED 1 19133 0 0 SOUTHWEST AIRLS CO COM COM 844741108 38604 3164230 SH DEFINED 1 3164230 0 0 SOUTHWEST AIRLS CO COM COM 844741108 558 45700 SH DEFINED 1 2 45700 0 0 SOUTHWEST BANCORP INC OKLA COM COM 844767103 550 30003 SH DEFINED 1 30003 0 0 SOUTHWEST GAS CORP COM COM 844895102 1981 66528 SH DEFINED 1 66528 0 0 SOUTHWEST WTR CO COM COM 845331107 543 43375 SH DEFINED 1 43375 0 0 SOUTHWESTERN ENERGY CO COM COM 845467109 13526 242752 SH DEFINED 1 242752 0 0 SOVEREIGN BANCORP INC COM COM 845905108 17498 1534924 SH DEFINED 1 1534924 0 0 SOVEREIGN BANCORP INC COM COM 845905108 173 15200 SH DEFINED 1 2 15200 0 0 SOVRAN SELF STORAGE INC COM COM 84610H108 1890 47134 SH DEFINED 1 47134 0 0 SPANISH BROADCASTING SYS IN CL CL A 846425882 145 78202 SH DEFINED 1 78202 0 0 SPANSION INC-CLASS A COM CL A 84649R101 644 163961 SH DEFINED 1 163961 0 0 SPANSION INC-CLASS A COM CL A 84649R101 629 160036 SH DEFINED 1 2 160036 0 0 SPARTAN MOTORS INC COM 846819100 330 43160 SH DEFINED 1 43160 0 0 SPARTAN STORES INC COM COM 846822104 1165 50994 SH DEFINED 1 50994 0 0 SPARTECH CORP COM NEW COM NEW 847220209 658 46684 SH DEFINED 1 46684 0 0 SPDR TR UNIT SER 1 ON AMEX UNIT SER 1 78462F103 375 2560 PRN DEFINED 1 2560 0 0 SPDR TR UNIT SER 1 ON AMEX UNIT SER 1 78462F103 5529 37763 PRN DEFINED 1 2 37763 0 0 SPECIALTY UNDERWRITERS' ALLI COM 84751T309 89 16702 SH DEFINED 1 16702 0 0 SPECTRA ENERGY CORP COM 847560109 70786 2741520 SH DEFINED 1 2741520 0 0 SPECTRANETICS CORP COM 84760C107 759 49505 SH DEFINED 1 49505 0 0 SPECTRUM BRANDS INC COM 84762L105 188 35277 SH DEFINED 1 35277 0 0 SPECTRUM CTL INC COM COM 847615101 259 16812 SH DEFINED 1 16812 0 0 SPECTRUM CTL INC COM COM 847615101 491 31900 SH DEFINED 1 2 31900 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 169 61980 SH DEFINED 1 61980 0 0 SPEEDWAY MOTORSPORTS INC COM COM 847788106 668 21509 SH DEFINED 1 21509 0 0 SPHERION CORP COM COM 848420105 881 120969 SH DEFINED 1 120969 0 0 SPHERION CORP COM COM 848420105 20 2700 SH DEFINED 1 2 2700 0 0 SPIRIT AEROSYSTEMS HLDG-CL A COM CL A 848574109 5105 147978 SH DEFINED 1 147978 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 196808 14989167 SH DEFINED 1 14989167 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 1024 78000 SH DEFINED 1 2 78000 0 0 SPSS INC COM COM 78462K102 1524 42438 SH DEFINED 1 42438 0 0 SPX CORP COM COM 784635104 8524 82876 SH DEFINED 1 82876 0 0 SRA INTL INC CL A CL A 78464R105 1657 56274 SH DEFINED 1 56274 0 0 SRS LABS INC COM COM 78464M106 121 22607 SH DEFINED 1 22607 0 0 ST JOE CO COM COM 790148100 3896 109719 SH DEFINED 1 109719 0 0 ST JUDE MED INC COM COM 790849103 60055 1477741 SH DEFINED 1 1477741 0 0 ST JUDE MED INC COM COM 790849103 683 16800 SH DEFINED 1 2 16800 0 0 ST MARY LD & EXPL CO COM COM 792228108 3561 92222 SH DEFINED 1 92222 0 0 ST PAUL TRAVELERS CO INC COM 89417E109 153478 2852743 SH DEFINED 1 2852743 0 0 ST PAUL TRAVELERS CO INC COM 89417E109 2012 37400 SH DEFINED 1 2 37400 0 0 STAAR SURGICAL CO COM PAR $0.0 COM PAR $0.01 852312305 37 14012 SH DEFINED 1 14012 0 0 STAGE STORES INC COM NEW COM NEW 85254C305 994 67163 SH DEFINED 1 67163 0 0 STAKTEK HOLDINGS INC COM 85256P106 25 12994 SH DEFINED 1 12994 0 0 STAMPS COM INC COM COM NEW 852857200 425 34878 SH DEFINED 1 34878 0 0 STANCORP FINL GROUP INC COM COM 852891100 3764 74713 SH DEFINED 1 74713 0 0 STANDARD MICROSYSTEMS CORP COM COM 853626109 1511 38665 SH DEFINED 1 38665 0 0 STANDARD MTR PRODS INC COM COM 853666105 117 14278 SH DEFINED 1 14278 0 0 STANDARD PAC CORP NEW COM COM 85375C101 342 101980 SH DEFINED 1 101980 0 0 STANDARD PARKING CORP COM COM 853790103 242 5001 SH DEFINED 1 5001 0 0 STANDARD REGISTER CO COM COM 853887107 357 30652 SH DEFINED 1 30652 0 0 STANDEX INTL CORP COM COM 854231107 358 20529 SH DEFINED 1 20529 0 0 STANLEY FURNITURE INC COM NEW COM NEW 854305208 224 18652 SH DEFINED 1 18652 0 0 STANLEY INC COM 854532108 686 21417 SH DEFINED 1 21417 0 0 STANLEY WKS COM COM 854616109 17267 356162 SH DEFINED 1 356162 0 0 STAPLES INC COM COM 855030102 71708 3108284 SH DEFINED 1 3108284 0 0 STAR GAS PARTNERS L P UNIT LTD UNIT LTD PARTNR 85512C105 228 57420 SH DEFINED 1 57420 0 0 STAR GAS PARTNERS L P UNIT LTD UNIT LTD PARTNR 85512C105 47 11900 SH DEFINED 1 2 11900 0 0 STAR SCIENTIFIC INC COM COM 85517P101 52 65851 SH DEFINED 1 65851 0 0 STARBUCKS CORP COM COM 855244109 65796 3214265 SH DEFINED 1 3214265 0 0 STARBUCKS CORP COM COM 855244109 1275 62300 SH DEFINED 1 2 62300 0 0 STARENT NETWORKS CORP COM 85528P108 821 44991 SH DEFINED 1 44991 0 0 STARWOOD HOTELS&RESORTS WRL PA COM 85590A401 38123 865845 SH DEFINED 1 865845 0 0 STARWOOD HOTELS&RESORTS WRL PA COM 85590A401 757 17200 SH DEFINED 1 2 17200 0 0 STATE AUTO FINL CORP COM COM 855707105 629 23902 SH DEFINED 1 23902 0 0 STATE BANCORP INC N.Y COM COM 855716106 144 11077 SH DEFINED 1 11077 0 0 STATE STR CORP COM COM 857477103 137915 1698465 SH DEFINED 1 1698465 0 0 STEAK N SHAKE CO COM COM 857873103 461 42301 SH DEFINED 1 42301 0 0 STEC INC COM 784774101 262 29991 SH DEFINED 1 29991 0 0 STEEL DYNAMICS INC COM COM 858119100 8478 142318 SH DEFINED 1 142318 0 0 STEEL DYNAMICS INC COM COM 858119100 54 900 SH DEFINED 1 2 900 0 0 STEELCASE INC CL A CL A 858155203 1258 79275 SH DEFINED 1 79275 0 0 STEI 3 1/8 07/15/14 NOTE 3.125% 7/1 860370AH8 1023 1000000 PRN DEFINED 1 2 1000000 0 0 STEI 3 3/8 07/15/16 NOTE 3.375% 7/1 860370AK1 3056 3000000 PRN DEFINED 1 2 3000000 0 0 STEIN MART INC COM COM 858375108 171 36056 SH DEFINED 1 36056 0 0 STEINER LEISURE LTD ORD ORD P8744Y102 1219 27593 SH DEFINED 1 27593 0 0 STEINWAY MUSICAL INSTRS INC CO COM 858495104 439 15928 SH DEFINED 1 15928 0 0 STEMCELLS INC COM 85857R105 88 58892 SH DEFINED 1 58892 0 0 STEPAN CO COM COM 858586100 398 12248 SH DEFINED 1 12248 0 0 STEREOTAXIS INC COM COM 85916J102 801 65538 SH DEFINED 1 65538 0 0 STERICYCLE INC COM COM 858912108 7777 130923 SH DEFINED 1 130923 0 0 STERIS CORP COM COM 859152100 2868 99442 SH DEFINED 1 99442 0 0 STERLING BANCORP COM COM 859158107 269 19734 SH DEFINED 1 19734 0 0 STERLING BANCSHARES INC COM COM 858907108 1489 133381 SH DEFINED 1 133381 0 0 STERLING CONSTRUCTION CO COM 859241101 325 14889 SH DEFINED 1 14889 0 0 STERLING FINL CORP COM COM 859317109 598 36422 SH DEFINED 1 36422 0 0 STERLING FINL CORP WASH COM COM 859319105 1398 83258 SH DEFINED 1 83258 0 0 STEWART ENTERPRISES INC CL A CL A 860370105 1516 170375 SH DEFINED 1 170375 0 0 STEWART INFORMATION SVCS CO CO COM 860372101 577 22129 SH DEFINED 1 22129 0 0 STEWART W P & CO LTD COM COM G84922106 205 40209 SH DEFINED 1 40209 0 0 STIFEL FINL CORP COM COM 860630102 1148 21847 SH DEFINED 1 21847 0 0 STILLWATER MNG CO COM COM 86074Q102 612 63371 SH DEFINED 1 63371 0 0 STONE ENERGY CORP COM COM 861642106 2659 56680 SH DEFINED 1 56680 0 0 STONE ENERGY CORP COM COM 861642106 2294 48900 SH DEFINED 1 2 48900 0 0 STONERIDGE INC COM COM 86183P102 201 24991 SH DEFINED 1 24991 0 0 STONERIDGE INC COM COM 86183P102 18 2300 SH DEFINED 1 2 2300 0 0 STRATASYS INC COM 862685104 780 30176 SH DEFINED 1 30176 0 0 STRATEGIC HOTELS & RESORTS INC COM 86272T106 1719 102777 SH DEFINED 1 102777 0 0 STRAYER ED INC COM COM 863236105 4034 23647 SH DEFINED 1 23647 0 0 STRYKER CORP COM COM 863667101 79934 1069776 SH DEFINED 1 1069776 0 0 STRYKER CORP COM COM 863667101 60 800 SH DEFINED 1 2 800 0 0 STUDENT LN CORP COM COM 863902102 562 5106 SH DEFINED 1 5106 0 0 STURM RUGER & CO INC COM COM 864159108 596 71979 SH DEFINED 1 71979 0 0 SUBURBANPROPANE PRTNRS -LP UNIT LTD PARTN 864482104 1920 47307 SH DEFINED 1 47307 0 0 SUBURBANPROPANE PRTNRS -LP UNIT LTD PARTN 864482104 215 5300 SH DEFINED 1 2 5300 0 0 SUFFOLK BANCORP COM COM 864739107 846 27563 SH DEFINED 1 27563 0 0 SULPHCO INC COM 865378103 237 45394 SH DEFINED 1 45394 0 0 SUMTOTAL SYSTEMS INC COM 866615107 91 19172 SH DEFINED 1 19172 0 0 SUN BANCORP INC COM COM 86663B102 657 41634 SH DEFINED 1 41634 0 0 SUN COMMUNITIES INC COM COM 866674104 941 44639 SH DEFINED 1 44639 0 0 SUN HEALTHCARE GROUP INC COM NEW 866933401 1056 61478 SH DEFINED 1 61478 0 0 SUN HYDRAULICS CORP COM COM 866942105 815 32285 SH DEFINED 1 32285 0 0 SUN MICROSYSTEMS INC COM COM NEW 866810203 66526 3669382 SH DEFINED 1 3669382 0 0 SUN MICROSYSTEMS INC COM COM NEW 866810203 1596 88024 SH DEFINED 1 2 88024 0 0 SUN-TIMES MEDIA GROUP INC CL A COM 86688Q100 189 85989 SH DEFINED 1 85989 0 0 SUNOCO INC COM COM 86764P109 36920 509667 SH DEFINED 1 509667 0 0 SUNOCO INC COM COM 86764P109 261 3600 SH DEFINED 1 2 3600 0 0 SUNOCO LOGISTICS PRTNRS L P CO COM UNITS 86764L108 984 19593 SH DEFINED 1 19593 0 0 SUNPOWER CORP-CLASS A COM CL A 867652109 9655 74048 SH DEFINED 1 74048 0 0 SUNRISE ASSISTED LIVING INC CO COM 86768K106 1705 55578 SH DEFINED 1 55578 0 0 SUNSTONE HOTEL INV INC -REDH COM 867892101 1519 83055 SH DEFINED 1 83055 0 0 SUNTECH POWER HLDG ADS -REDH ADR 86800C104 2681 32562 SH DEFINED 1 32562 0 0 SUNTRUST BKS INC COM COM 867914103 95102 1521876 SH DEFINED 1 1521876 0 0 SUNTRUST BKS INC COM COM 867914103 75 1200 SH DEFINED 1 2 1200 0 0 SUPER MICRO COMPUTR INC COM 86800U104 167 21806 SH DEFINED 1 21806 0 0 SUPERGEN INC COM COM 868059106 227 62217 SH DEFINED 1 62217 0 0 SUPERIOR BANCORP COM COM 86806M106 401 74756 SH DEFINED 1 74756 0 0 SUPERIOR ENERGY SVCS INC COM COM 868157108 4014 116620 SH DEFINED 1 116620 0 0 SUPERIOR ESSEX INC COM 86815V105 1021 42561 SH DEFINED 1 42561 0 0 SUPERIOR INDS INTL INC COM COM 868168105 759 41768 SH DEFINED 1 41768 0 0 SUPERIOR OFFSHORE INTL -REDH COM 86825Q104 70 13951 SH DEFINED 1 13951 0 0 SUPERIOR WELL SERVICES INC COM 86837X105 679 32012 SH DEFINED 1 32012 0 0 SUPERTEL HOSPITALITY INC COM 868526104 81 13197 SH DEFINED 1 13197 0 0 SUPERTEX INC COM COM 868532102 490 15661 SH DEFINED 1 15661 0 0 SUPERVALU INC COM COM 868536103 34285 913787 SH DEFINED 1 913787 0 0 SUPPORTSOFT INC COM COM 868587106 229 51457 SH DEFINED 1 51457 0 0 SUREWEST COMMUNICATIONS COM 868733106 400 23417 SH DEFINED 1 23417 0 0 SURMODICS INC COM COM 868873100 1608 29629 SH DEFINED 1 29629 0 0 SUSQUEHANNA BANCSHARES INC COM COM 869099101 3223 174774 SH DEFINED 1 174774 0 0 SUSSER HOLDINGS CORP -REDH COM 869233106 235 11472 SH DEFINED 1 11472 0 0 SVB FINANCIAL GROUP COM 78486Q101 2837 56295 SH DEFINED 1 56295 0 0 SWIFT ENERGY CO COM COM 870738101 1951 44311 SH DEFINED 1 44311 0 0 SWITCH & DATA INC COM 871043105 667 41635 SH DEFINED 1 41635 0 0 SWS GROUP INC COM COM 78503N107 539 42516 SH DEFINED 1 42516 0 0 SYBASE INC COM COM 871130100 3234 123947 SH DEFINED 1 123947 0 0 SYCAMORE NETWORKS INC COM COM 871206108 1547 402824 SH DEFINED 1 402824 0 0 SYKES ENTERPRISES INC COM COM 871237103 662 36759 SH DEFINED 1 36759 0 0 SYMANTEC CORP COM COM 871503108 61810 3829597 SH DEFINED 1 3829597 0 0 SYMANTEC CORP COM COM 871503108 213 13200 SH DEFINED 1 2 13200 0 0 SYMMETRICOM INC COM COM 871543104 273 58039 SH DEFINED 1 58039 0 0 SYMMETRY MEDICAL INC COM 871546206 855 49052 SH DEFINED 1 49052 0 0 SYMYX TECHNOLOGIES COM COM 87155S108 371 48260 SH DEFINED 1 48260 0 0 SYNAPTICS INC COM COM 87157D109 1723 41857 SH DEFINED 1 41857 0 0 SYNCHRONOSS TECHNLGS COM 87157B103 1230 34719 SH DEFINED 1 34719 0 0 SYNGENTA AG SPONSORED ADR SPONSORED ADR 87160A100 2229 43990 SH DEFINED 1 43990 0 0 SYNIVERSE HOLDINGS INC COM 87163F106 990 63512 SH DEFINED 1 63512 0 0 SYNIVERSE HOLDINGS INC COM 87163F106 100 6400 SH DEFINED 1 2 6400 0 0 SYNNEX CORP COM COM 87162W100 487 24848 SH DEFINED 1 24848 0 0 SYNOPSYS INC COM COM 871607107 5757 222028 SH DEFINED 1 222028 0 0 SYNOVIS LIFE TECHNOLOGIES INC COM 87162G105 308 15730 SH DEFINED 1 15730 0 0 SYNOVIS LIFE TECHNOLOGIES INC COM 87162G105 940 48100 SH DEFINED 1 2 48100 0 0 SYNOVUS FINL CORP COM COM 87161C105 4172 390570 SH DEFINED 1 390570 0 0 SYNPLICITY INC COM COM 87160Y108 61 10485 SH DEFINED 1 10485 0 0 SYNTA PHARMA CORP-REDH COM 87162T206 182 27120 SH DEFINED 1 27120 0 0 SYNTAX-BRILLIAN CORP COM 87163L103 359 116634 SH DEFINED 1 116634 0 0 SYNTEL INC COM COM 87162H103 912 23668 SH DEFINED 1 23668 0 0 SYNTROLEUM CORP COM COM 871630109 44 52788 SH DEFINED 1 52788 0 0 SYPRIS SOLUTIONS INC COM COM 871655106 79 12922 SH DEFINED 1 12922 0 0 SYSCO CORP COM COM 871829107 84645 2712114 SH DEFINED 1 2712114 0 0 SYSCO CORP COM COM 871829107 889 28500 SH DEFINED 1 2 28500 0 0 SYSTEMAX INC COM COM 871851101 363 17866 SH DEFINED 1 17866 0 0 SYSTEMAX INC COM COM 871851101 6 300 SH DEFINED 1 2 300 0 0 T G C INDUSTRIES INC COM NEW 872417308 133 13830 SH DEFINED 1 13830 0 0 T V I CORP COM 872916101 8 29926 SH DEFINED 1 29926 0 0 T-3 ENERGY SRVCS INC COM COM 87306E107 1217 25893 SH DEFINED 1 25893 0 0 TAKE-TWO INTERACTIVE SOFTWA CO COM 874054109 2029 109997 SH DEFINED 1 109997 0 0 TAL INTERNATIONAL GROUP INC COM 874083108 943 41430 SH DEFINED 1 41430 0 0 TALBOTS INC COM COM 874161102 360 30486 SH DEFINED 1 30486 0 0 TALEO CORP-CLASS A CL A 87424N104 1028 34535 SH DEFINED 1 34535 0 0 TALEO CORP-CLASS A CL A 87424N104 92 3100 SH DEFINED 1 2 3100 0 0 TANGER FACTORY OUTLET CTRS COM COM 875465106 1902 50446 SH DEFINED 1 50446 0 0 TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 398 13435 SH DEFINED 1 13435 0 0 TARGET CORP COM COM 87612E106 215097 4301938 SH DEFINED 1 4301938 0 0 TARGET CORP COM COM 87612E106 135 2700 SH DEFINED 1 2 2700 0 0 TARRANT APPAREL GROUP COM COM 876289109 14 12392 SH DEFINED 1 12392 0 0 TASER INTL INC COM COM 87651B104 1545 107386 SH DEFINED 1 107386 0 0 TAUBMAN CTRS INC COM COM 876664103 3788 77016 SH DEFINED 1 77016 0 0 TAYLOR CAPITAL GROUP INC COM 876851106 380 18603 SH DEFINED 1 18603 0 0 TBS INTERNATIONAL LTD-A COM CL A G86975151 647 19556 SH DEFINED 1 19556 0 0 TBS INTERNATIONAL LTD-A COM CL A G86975151 787 23800 SH DEFINED 1 2 23800 0 0 TC PIPELINES LP UT COM LTD PRT UT COM LTD PRT 87233Q108 935 25815 SH DEFINED 1 25815 0 0 TCF FINL CORP COM COM 872275102 2945 164263 SH DEFINED 1 164263 0 0 TD AMERITRADE HOLDING CORP COM 87236Y108 7842 390935 SH DEFINED 1 390935 0 0 TD AMERITRADE HOLDING CORP COM 87236Y108 249 12400 SH DEFINED 1 2 12400 0 0 TEAM INC COM 878155100 1315 35945 SH DEFINED 1 35945 0 0 TECH DATA CORP COM COM 878237106 3835 101679 SH DEFINED 1 101679 0 0 TECHNE CORP COM COM 878377100 3852 58326 SH DEFINED 1 58326 0 0 TECHNITROL INC COM COM 878555101 2037 71257 SH DEFINED 1 71257 0 0 TECHWELL INC COM 87874D101 206 18675 SH DEFINED 1 18675 0 0 TECO ENERGY INC COM COM 872375100 15498 900534 SH DEFINED 1 900534 0 0 TECO ENERGY INC COM COM 872375100 62 3600 SH DEFINED 1 2 3600 0 0 TECUMSEH PRODS CO CL A CL A 878895200 960 41022 SH DEFINED 1 41022 0 0 TEEKAY LNG PARTNERS LP PRTNRSP UNITS Y8564M105 807 27197 SH DEFINED 1 27197 0 0 TEEKAY SHIPPING MARSHALL IS CO COM Y8564W103 2971 55844 SH DEFINED 1 55844 0 0 TEJON RANCH CO DEL COM COM 879080109 849 20790 SH DEFINED 1 20790 0 0 TEKELEC COM COM 879101103 1350 107986 SH DEFINED 1 107986 0 0 TELECOMMUNICATION SYS INC CL A CL A 87929J103 132 36463 SH DEFINED 1 36463 0 0 TELEDYNE TECHNOLOGIES INC COM COM 879360105 2906 54496 SH DEFINED 1 54496 0 0 TELEFLEX INC COM COM 879369106 3838 60907 SH DEFINED 1 60907 0 0 TELEFLEX INC COM COM 879369106 44 700 SH DEFINED 1 2 700 0 0 TELEPHONE & DATA SYS INC COM COM 879433100 9826 156971 SH DEFINED 1 156971 0 0 TELETECH HOLDINGS INC COM COM 879939106 1357 63785 SH DEFINED 1 63785 0 0 TELIK INC COM COM 87959M109 211 60845 SH DEFINED 1 60845 0 0 TELKONET INC COM COM 879604106 29 34540 SH DEFINED 1 34540 0 0 TELLABS INC COM COM 879664100 12390 1894442 SH DEFINED 1 1894442 0 0 TELLABS INC COM COM 879664100 244 37300 SH DEFINED 1 2 37300 0 0 TELULAR CORP COM NEW COM NEW 87970T208 121 17727 SH DEFINED 1 17727 0 0 TEMECULA VALLEY BANCORP INC COM 87972L104 276 23566 SH DEFINED 1 23566 0 0 TEMPLE INLAND INC COM COM 879868107 2888 138513 SH DEFINED 1 138513 0 0 TEMPUR-PEDIC INTERNATIONAL COM 88023U101 2770 106643 SH DEFINED 1 106643 0 0 TENET HEALTHCARE CORP COM COM 88033G100 10376 2042527 SH DEFINED 1 2042527 0 0 TENET HEALTHCARE CORP COM COM 88033G100 691 136000 SH DEFINED 1 2 136000 0 0 TENNANT CO COM COM 880345103 1108 25013 SH DEFINED 1 25013 0 0 TENNECO AUTOMOTIVE INC COM COM 880349105 1624 62307 SH DEFINED 1 62307 0 0 TEPPCO PARTNERS L P UT LTD PAR UT LTD PARTNER 872384102 3777 98544 SH DEFINED 1 98544 0 0 TERADATA CORP-REDH COM 88076W103 22376 816362 SH DEFINED 1 816362 0 0 TERADATA CORP-REDH COM 88076W103 11 400 SH DEFINED 1 2 400 0 0 TERADYNE INC COM COM 880770102 7872 761302 SH DEFINED 1 761302 0 0 TERCICA INC COM 88078L105 233 34314 SH DEFINED 1 34314 0 0 TEREX CORP NEW COM COM 880779103 28944 441422 SH DEFINED 1 441422 0 0 TEREX CORP NEW COM COM 880779103 302 4600 SH DEFINED 1 2 4600 0 0 TERRA INDS INC COM COM 880915103 8155 170741 SH DEFINED 1 170741 0 0 TERRA INDS INC COM COM 880915103 2197 46000 SH DEFINED 1 2 46000 0 0 TERRA NITROGEN COMPANY LP COM UNIT 881005201 1706 11409 SH DEFINED 1 11409 0 0 TERRA NITROGEN COMPANY LP COM UNIT 881005201 1785 11937 SH DEFINED 1 2 11937 0 0 TERREMARK WORLDWIDE INC COM COM NEW 881448203 336 51684 SH DEFINED 1 51684 0 0 TERRESTAR CORP COM 881451108 625 86214 SH DEFINED 1 86214 0 0 TESORO CORP COM COM 881609101 28302 593335 SH DEFINED 1 593335 0 0 TESORO CORP COM COM 881609101 1834 38459 SH DEFINED 1 2 38459 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 2989 71844 SH DEFINED 1 71844 0 0 TETRA TECH INC NEW COM COM 88162G103 1791 83324 SH DEFINED 1 83324 0 0 TETRA TECHNOLOGIES INC DEL COM COM 88162F105 1764 113286 SH DEFINED 1 113286 0 0 TEVA 0.25 02/01/2024 DBCV 0.250% 2/0 88164RAB3 13675 10000000 PRN DEFINED 1 2 10000000 0 0 TEVA PHARM INDS -ADR ADR 881624209 2144 46124 SH DEFINED 1 46124 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 774 42403 SH DEFINED 1 42403 0 0 TEXAS INDS INC COM COM 882491103 2888 41203 SH DEFINED 1 41203 0 0 TEXAS INSTRS INC COM COM 882508104 245482 7349749 SH DEFINED 1 7349749 0 0 TEXAS ROADHOUSE INC-CLASS A CL A 882681109 1033 93434 SH DEFINED 1 93434 0 0 TEXTAINER GROUP HLDNGS-REDH SHS G8766E109 181 12459 SH DEFINED 1 12459 0 0 TEXTRON INC COM COM 883203101 76918 1078798 SH DEFINED 1 1078798 0 0 TEXTRON INC COM COM 883203101 43 600 SH DEFINED 1 2 600 0 0 TFS FINANCIAL CORP COM 87240R107 1973 165207 SH DEFINED 1 165207 0 0 THE BANCORP INC COM 05969A105 197 14631 SH DEFINED 1 14631 0 0 THERAGENICS CORP COM COM 883375107 166 46404 SH DEFINED 1 46404 0 0 THERAVANCE INC COM 88338T104 1556 79778 SH DEFINED 1 79778 0 0 THERMAGE INC COM 88343R101 63 10818 SH DEFINED 1 10818 0 0 THERMO ELECTRON CORP COM COM 883556102 105441 1828031 SH DEFINED 1 1828031 0 0 THERMOGENESIS CORP COM NEW 883623209 190 120010 SH DEFINED 1 120010 0 0 THESTREET COM COM COM 88368Q103 298 18700 SH DEFINED 1 18700 0 0 THINK PARTNERSHIP INC COM 88409N101 47 31103 SH DEFINED 1 31103 0 0 THIRD WAVE TECHNOLOGIES INC CO COM 88428W108 564 58408 SH DEFINED 1 58408 0 0 THOMAS & BETTS CORP COM COM 884315102 4175 85126 SH DEFINED 1 85126 0 0 THOMAS & BETTS CORP COM COM 884315102 59 1200 SH DEFINED 1 2 1200 0 0 THOMAS PROPERTIES GROUP COM 884453101 426 39531 SH DEFINED 1 39531 0 0 THOMAS WEISEL PARTNERS GROUP COM 884481102 844 61483 SH DEFINED 1 61483 0 0 THOR INDS INC COM COM 885160101 2063 54277 SH DEFINED 1 54277 0 0 THORATEC CORP COM NEW COM NEW 885175307 1690 92888 SH DEFINED 1 92888 0 0 THORNBURG MTG INC COM COM 885218107 1665 180243 SH DEFINED 1 180243 0 0 THQ INC COM NEW COM NEW 872443403 2750 97566 SH DEFINED 1 97566 0 0 THRESHOLD PHARMACEUTICALS COM 885807107 10 19084 SH DEFINED 1 19084 0 0 TIB FINL CORP COM COM 872449103 87 10197 SH DEFINED 1 10197 0 0 TIBCO SOFTWARE INC COM COM 88632Q103 2744 339975 SH DEFINED 1 339975 0 0 TIDEWATER INC COM COM 886423102 5656 103104 SH DEFINED 1 103104 0 0 TIERONE CORP COM 88650R108 674 30439 SH DEFINED 1 30439 0 0 TIFFANY & CO NEW COM COM 886547108 26865 583650 SH DEFINED 1 583650 0 0 TIFFANY & CO NEW COM COM 886547108 419 9100 SH DEFINED 1 2 9100 0 0 TIMBERLAND BANCORP INC COM COM 887098101 237 19452 SH DEFINED 1 19452 0 0 TIMBERLAND CO CL A CL A 887100105 1295 71606 SH DEFINED 1 71606 0 0 TIME WARNER CABLE INC CL A 88732J108 6185 224085 SH DEFINED 1 224085 0 0 TIME WARNER INC COM COM 887317105 312925 18953667 SH DEFINED 1 18953667 0 0 TIME WARNER INC COM COM 887317105 949 57500 SH DEFINED 1 2 57500 0 0 TIME WARNER TELECOM INC CL A CL A 887319101 4389 216321 SH DEFINED 1 216321 0 0 TIMKEN CO COM COM 887389104 3574 108787 SH DEFINED 1 108787 0 0 TITAN INTL INC ILL COM COM 88830M102 1243 39761 SH DEFINED 1 39761 0 0 TITAN PHARMACEUTICALS INC D CO COM 888314101 21 12715 SH DEFINED 1 12715 0 0 TITANIUM METALS CORP COM COM NEW 888339207 10373 392171 SH DEFINED 1 392171 0 0 TITANIUM METALS CORP COM COM NEW 888339207 952 36000 SH DEFINED 1 2 36000 0 0 TIVO INC COM COM 888706108 1283 153807 SH DEFINED 1 153807 0 0 TJX COS INC NEW COM COM 872540109 54763 1906120 SH DEFINED 1 1906120 0 0 TJX COS INC NEW COM COM 872540109 632 22000 SH DEFINED 1 2 22000 0 0 TNS INC COM 872960109 884 49830 SH DEFINED 1 49830 0 0 TNS INC COM 872960109 41 2300 SH DEFINED 1 2 2300 0 0 TOLL BROTHERS INC COM COM 889478103 4064 202606 SH DEFINED 1 202606 0 0 TOLLGRADE COMMUNICATIONS IN CO COM 889542106 154 19242 SH DEFINED 1 19242 0 0 TOMOTHERAPY INC -REDH COM 890088107 1145 58544 SH DEFINED 1 58544 0 0 TOMPKINSTRUSTCO INC COM COM 890110109 328 8454 SH DEFINED 1 8454 0 0 TOOTSIE ROLL INDS INC COM COM 890516107 1116 40684 SH DEFINED 1 40684 0 0 TORCHMARK CORP COM COM 891027104 24002 396526 SH DEFINED 1 396526 0 0 TOREADOR RESOURCES CORP COM 891050106 199 28531 SH DEFINED 1 28531 0 0 TORO CO COM COM 891092108 3021 55484 SH DEFINED 1 55484 0 0 TORO CO COM COM 891092108 54 1000 SH DEFINED 1 2 1000 0 0 TOTAL SYS SVCS INC COM COM 891906109 28789 1000747 SH DEFINED 1 1000747 0 0 TOWER GROUP INC COM 891777104 1542 46156 SH DEFINED 1 46156 0 0 TOWN SPORTS INTL HOLDINGS COM 89214A102 276 28827 SH DEFINED 1 28827 0 0 TOWN SPORTS INTL HOLDINGS COM 89214A102 87 9100 SH DEFINED 1 2 9100 0 0 TRACTOR SUPPLY CO COM COM 892356106 1832 50960 SH DEFINED 1 50960 0 0 TRADESTATION GROUP INC COM COM 89267P105 947 66619 SH DEFINED 1 66619 0 0 TRANE INC. COM 892893108 34608 740916 SH DEFINED 1 740916 0 0 TRANE INC. COM 892893108 28 600 SH DEFINED 1 2 600 0 0 TRANS WORLD ENTMT CORP COM COM 89336Q100 107 21817 SH DEFINED 1 21817 0 0 TRANSATLANTIC HLDGS INC COM COM 893521104 2650 36470 SH DEFINED 1 36470 0 0 TRANSCEND SERVICES INC COM NEW 893929208 239 14710 SH DEFINED 1 14710 0 0 TRANSCEND SERVICES INC COM NEW 893929208 331 20360 SH DEFINED 1 2 20360 0 0 TRANSIDGM GROUP INC COM 893641100 1495 33093 SH DEFINED 1 33093 0 0 TRANSMERIDIAN EXPLORATION COM 89376N108 203 102174 SH DEFINED 1 102174 0 0 TRANSMETA CORP DEL COM COM 89376R208 414 30300 SH DEFINED 1 2 30300 0 0 TRANSOCEAN INC SHS G90073100 199818 1395864 SH DEFINED 1 1395864 0 0 TRANSOCEAN INC SHS G90073100 1605 11210 SH DEFINED 1 2 11210 0 0 TRANSWITCH CORP COM COM 894065101 135 153488 SH DEFINED 1 153488 0 0 TRAVELCENTERS OF AMERICA W/I COM 894174101 334 26721 SH DEFINED 1 26721 0 0 TREDEGAR CORP COM COM 894650100 823 51156 SH DEFINED 1 51156 0 0 TREDEGAR CORP COM COM 894650100 6 400 SH DEFINED 1 2 400 0 0 TREEHOUSE FOODS INC COM 89469A104 1156 50268 SH DEFINED 1 50268 0 0 TREX INC COM COM 89531P105 93 10891 SH DEFINED 1 10891 0 0 TRI-VALLEY CORP COM 895735108 264 35638 SH DEFINED 1 35638 0 0 TRIAD GTY INC COM COM 895925105 168 17096 SH DEFINED 1 17096 0 0 TRIARC COS INC CL B CL B SER 1 895927309 950 108421 SH DEFINED 1 108421 0 0 TRICO BANCSHARES COM COM 896095106 540 28003 SH DEFINED 1 28003 0 0 TRICO MARINE SERVICES INC COM NEW 896106200 846 22864 SH DEFINED 1 22864 0 0 TRIDENT MICROSYSTEMS INC COM COM 895919108 537 81814 SH DEFINED 1 81814 0 0 TRIMAS CORP COM NEW 896215209 144 13567 SH DEFINED 1 13567 0 0 TRIMBLE NAVIGATION LTD COM COM 896239100 5721 189175 SH DEFINED 1 189175 0 0 TRIMERIS INC COM COM 896263100 233 33416 SH DEFINED 1 33416 0 0 TRINA SOLAR LTD -ADR SPON ADR 89628E104 581 10800 SH DEFINED 1 10800 0 0 TRINITY INDS INC COM COM 896522109 2920 105188 SH DEFINED 1 105188 0 0 TRIQUINT SEMICONDUCTOR INC COM COM 89674K103 1998 301421 SH DEFINED 1 301421 0 0 TRIUMPH GROUP INC NEW COM COM 896818101 2170 26354 SH DEFINED 1 26354 0 0 TRIZETTO GROUP INC COM COM 896882107 1119 64424 SH DEFINED 1 64424 0 0 TRONOX INC-CLASS A CL A 897051108 579 65023 SH DEFINED 1 65023 0 0 TRONOX INC-CLASS A CL A 897051108 14 1600 SH DEFINED 1 2 1600 0 0 TRUE RELIGION APPAREL INC COM 89784N104 265 12428 SH DEFINED 1 12428 0 0 TRUMP ENTERTAINMENT RESORTS COM 89816T103 194 45095 SH DEFINED 1 45095 0 0 TRUSTCO BK CORP N Y COM COM 898349105 1429 144052 SH DEFINED 1 144052 0 0 TRUSTMARK CORP COM COM 898402102 2238 88242 SH DEFINED 1 88242 0 0 TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 1613 77164 SH DEFINED 1 77164 0 0 TTM TECHNOLOGIES INC COM COM 87305R109 878 75316 SH DEFINED 1 75316 0 0 TUESDAY MORNING CORP COM NEW COM NEW 899035505 263 51825 SH DEFINED 1 51825 0 0 TUMBLEWEED COMMUNICATIONS C CO COM 899690101 125 74259 SH DEFINED 1 74259 0 0 TUPPERWARE BRANDS CORP COM COM 899896104 3112 94211 SH DEFINED 1 94211 0 0 TURBOCHEF TECHNOLOGIES INC COM COM NEW 900006206 411 24931 SH DEFINED 1 24931 0 0 TUTOGEN MEDICAL INC COM 901107102 103 10000 SH DEFINED 1 10000 0 0 TWEEN BRANDS INC COM COM 901166108 1202 45410 SH DEFINED 1 45410 0 0 TWIN DISC INC COM COM 901476101 754 21306 SH DEFINED 1 21306 0 0 TWTC 2 3/8 04/01/26 DBCV 2.375% 4/0 887319AC5 6373 5000000 PRN DEFINED 1 2 5000000 0 0 TXCO RESOURCES INC COM 87311M102 1014 84111 SH DEFINED 1 84111 0 0 TXCO RESOURCES INC COM 87311M102 87 7200 SH DEFINED 1 2 7200 0 0 TYCO ELECTRONICS LTD COM NEW G9144P105 80931 2179676 SH DEFINED 1 2179676 0 0 TYCO INTERNATIONAL LTD SHS G9143X208 101928 2570681 SH DEFINED 1 2570681 0 0 TYLER TECHNOLOGIES INC COM COM 902252105 969 75201 SH DEFINED 1 75201 0 0 TYSON FOODS INC CL A CL A 902494103 19434 1267741 SH DEFINED 1 1267741 0 0 U S B HLDG INC COM COM 902910108 377 19045 SH DEFINED 1 19045 0 0 U S CONCRETE INC COM COM 90333L102 262 78552 SH DEFINED 1 78552 0 0 U S ENERGY CORP - WYOMING COM 911805109 92 21686 SH DEFINED 1 21686 0 0 U S G CORP COM NEW COM NEW 903293405 4039 112840 SH DEFINED 1 112840 0 0 U S PHYSICAL THERAPY INC COM COM 90337L108 295 20503 SH DEFINED 1 20503 0 0 U S PHYSICAL THERAPY INC COM COM 90337L108 83 5800 SH DEFINED 1 2 5800 0 0 U-STORE-IT TRUST COM 91274F104 761 83131 SH DEFINED 1 83131 0 0 U.S. GLOBAL INVESTORS INC-A CL A 902952100 316 18970 SH DEFINED 1 18970 0 0 UAL CORP COM NEW 902549807 6241 175011 SH DEFINED 1 175011 0 0 UAP HOLDING CORP COM 903441103 3610 93533 SH DEFINED 1 93533 0 0 UBS AG COM H89231338 46359 1008309 SH DEFINED 1 1008309 0 0 UCBH HOLDINGS INC COM COM 90262T308 2198 155198 SH DEFINED 1 155198 0 0 UDR INC COM 902653104 4052 204116 SH DEFINED 1 204116 0 0 UGI CORP NEW COM COM 902681105 3750 137597 SH DEFINED 1 137597 0 0 UIL HLDG CORP COM COM 902748102 1522 41200 SH DEFINED 1 41200 0 0 ULTA SALON COSMETICS & FRAGR COM 90384S303 181 10547 SH DEFINED 1 10547 0 0 ULTIMATE SOFTWARE GROUP INC CO COM 90385D107 1412 44864 SH DEFINED 1 44864 0 0 ULTRA CLEAN HOLDINGS COM 90385V107 266 21773 SH DEFINED 1 21773 0 0 ULTRA PETE CORP COM COM 903914109 16038 224308 SH DEFINED 1 224308 0 0 ULTRALIFE BATTERIES INC COM COM 903899102 337 16712 SH DEFINED 1 16712 0 0 ULTRATECH STEPPER INC COM COM 904034105 691 60957 SH DEFINED 1 60957 0 0 UMB FINL CORP COM COM 902788108 1857 48410 SH DEFINED 1 48410 0 0 UMPQUA HLDGS CORP COM COM 904214103 1375 89650 SH DEFINED 1 89650 0 0 UNDER ARMOUR INC-CLASS A CL A 904311107 1783 40837 SH DEFINED 1 40837 0 0 UNIFI INC COM COM 904677101 94 38776 SH DEFINED 1 38776 0 0 UNIFIRST CORP MASS COM COM 904708104 675 17754 SH DEFINED 1 17754 0 0 UNION BANKSHARES CORP COM COM 905399101 434 20546 SH DEFINED 1 20546 0 0 UNION DRILLING INC COM 90653P105 407 25834 SH DEFINED 1 25834 0 0 UNION PAC CORP COM COM 907818108 142493 1134314 SH DEFINED 1 1134314 0 0 UNION PAC CORP COM COM 907818108 452 3600 SH DEFINED 1 2 3600 0 0 UNIONBANCAL CORP COM COM 908906100 3803 77758 SH DEFINED 1 77758 0 0 UNISOURCE ENERGY CORP COM COM 909205106 1898 60152 SH DEFINED 1 60152 0 0 UNISYS CORP COM COM 909214108 7134 1508154 SH DEFINED 1 1508154 0 0 UNISYS CORP COM COM 909214108 152 32100 SH DEFINED 1 2 32100 0 0 UNIT CORP COM COM 909218109 3000 64874 SH DEFINED 1 64874 0 0 UNITED AMERICA INDEMNITY LTD CL A 90933T109 807 40535 SH DEFINED 1 40535 0 0 UNITED BANKSHARES INC WEST COM COM 909907107 1981 70682 SH DEFINED 1 70682 0 0 UNITED CMNTY BKS BLAIRSVLE CAP CAP STK 90984P105 1150 72789 SH DEFINED 1 72789 0 0 UNITED CMNTY FINL CORP OHIO CO COM 909839102 215 38863 SH DEFINED 1 38863 0 0 UNITED FIRE & CAS CO COM COM 910331107 1085 37287 SH DEFINED 1 37287 0 0 UNITED NAT FOODS INC COM COM 911163103 1913 60318 SH DEFINED 1 60318 0 0 UNITED ONLINE INC COM COM 911268100 1200 101500 SH DEFINED 1 101500 0 0 UNITED ONLINE INC COM COM 911268100 27 2300 SH DEFINED 1 2 2300 0 0 UNITED PARCEL SERVICE INC CL B CL B 911312106 378237 5348380 SH DEFINED 1 5348380 0 0 UNITED RENTALS INC COM COM 911363109 1789 97464 SH DEFINED 1 97464 0 0 UNITED STATES CELLULAR CORP CO COM 911684108 1863 22150 SH DEFINED 1 22150 0 0 UNITED STATES STL CORP NEW COM COM 912909108 65285 539946 SH DEFINED 1 539946 0 0 UNITED STATES STL CORP NEW COM COM 912909108 85 700 SH DEFINED 1 2 700 0 0 UNITED STATIONERS INC COM COM 913004107 2020 43716 SH DEFINED 1 43716 0 0 UNITED TECHNOLOGIES CORP COM COM 913017109 395226 5163647 SH DEFINED 1 5163647 0 0 UNITED TECHNOLOGIES CORP COM COM 913017109 321 4200 SH DEFINED 1 2 4200 0 0 UNITED THERAPEUTICS CORP DE CO COM 91307C102 3467 35507 SH DEFINED 1 35507 0 0 UNITEDHEALTH GROUP INC COM COM 91324P102 329863 5667747 SH DEFINED 1 5667747 0 0 UNITEDHEALTH GROUP INC COM COM 91324P102 413 7100 SH DEFINED 1 2 7100 0 0 UNITRIN INC COM COM 913275103 3145 65531 SH DEFINED 1 65531 0 0 UNIVERSAL AMERN FINL CORP COM COM 913377107 1403 54807 SH DEFINED 1 54807 0 0 UNIVERSAL CORP VA COM COM 913456109 1981 38681 SH DEFINED 1 38681 0 0 UNIVERSAL CORP VA COM COM 913456109 31 600 SH DEFINED 1 2 600 0 0 UNIVERSAL DISPLAY CORP COM COM 91347P105 1433 69346 SH DEFINED 1 69346 0 0 UNIVERSAL ELECTRS INC COM COM 913483103 810 24224 SH DEFINED 1 24224 0 0 UNIVERSAL FST PRODS INC COM COM 913543104 889 30164 SH DEFINED 1 30164 0 0 UNIVERSAL HEALTH RLTY INCM SH SH BEN INT 91359E105 555 15651 SH DEFINED 1 15651 0 0 UNIVERSAL HLTH SVCS INC CL B CL B 913903100 3667 71626 SH DEFINED 1 71626 0 0 UNIVERSAL INSURANCE HLDGS COM 91359V107 111 15000 SH DEFINED 1 15000 0 0 UNIVERSAL STAINLESS & ALLOY COM 913837100 332 9346 SH DEFINED 1 9346 0 0 UNIVERSAL TECHNICAL INSTITUT COM 913915104 747 43961 SH DEFINED 1 43961 0 0 UNIVEST CORP OF PENNSYLVANIA COM 915271100 291 13779 SH DEFINED 1 13779 0 0 UNUMPROVIDENT CORP COM COM 91529Y106 36974 1554177 SH DEFINED 1 1554177 0 0 UNUMPROVIDENT CORP COM COM 91529Y106 1546 65000 SH DEFINED 1 2 65000 0 0 UQM TECHNOLOGIES INC COM COM 903213106 45 13358 SH DEFINED 1 13358 0 0 URANERZ ENERGY CORP COM 91688T104 75 28590 SH DEFINED 1 28590 0 0 URANIUM RESOURCES INC COM PAR $0.001 916901507 1064 85217 SH DEFINED 1 85217 0 0 URBAN OUTFITTERS INC COM COM 917047102 5117 187716 SH DEFINED 1 187716 0 0 URS CORP NEW COM COM 903236107 6813 125400 SH DEFINED 1 125400 0 0 URSTADT BIDDLE PPTYS INS CL A CL A 917286205 585 37722 SH DEFINED 1 37722 0 0 US AIRWAYS GROUP INC COM 90341W108 1773 120525 SH DEFINED 1 120525 0 0 US AUTO PARTS NTWRK INC-REDH COM 90343C100 248 30629 SH DEFINED 1 30629 0 0 US BANCORP DEL COM NEW COM NEW 902973304 288542 9090799 SH DEFINED 1 9090799 0 0 US BIOENERGY CORP COM 90342V109 1150 98233 SH DEFINED 1 98233 0 0 US GOLD CORP COM PAR $0.10 912023207 165 55719 SH DEFINED 1 55719 0 0 USA MOBILITY INC COM 90341G103 601 42028 SH DEFINED 1 42028 0 0 USA MOBILITY INC COM 90341G103 661 46200 SH DEFINED 1 2 46200 0 0 USANA HEALTH SCIENCES INC COM 90328M107 517 13948 SH DEFINED 1 13948 0 0 USEC INC COM COM 90333E108 1346 149531 SH DEFINED 1 149531 0 0 UST INC COM COM 902911106 39475 720352 SH DEFINED 1 720352 0 0 UST INC COM COM 902911106 236 4300 SH DEFINED 1 2 4300 0 0 USU 3 10/01/14 NOTE 3.000%10/0 90333EAC2 1470 1500000 PRN DEFINED 1 2 1500000 0 0 UTEK CORP COM COM 91759P106 136 10333 SH DEFINED 1 10333 0 0 UTI WORLDWIDE INC ORD G87210103 2461 125576 SH DEFINED 1 125576 0 0 UTSTARCOM INC COM COM 918076100 505 183715 SH DEFINED 1 183715 0 0 V F CORP COM COM 918204108 26019 378954 SH DEFINED 1 378954 0 0 VAALCO ENERGY INC COM NEW 91851C201 401 86280 SH DEFINED 1 86280 0 0 VAIL RESORTS INC COM COM 91879Q109 2427 45096 SH DEFINED 1 45096 0 0 VALASSIS COMMUNICATIONS INC CO COM 918866104 936 80080 SH DEFINED 1 80080 0 0 VALEANT PHARMACEUTICALS INC COM 91911X104 1470 122794 SH DEFINED 1 122794 0 0 VALEANT PHARMACEUTICALS INC COM 91911X104 28 2300 SH DEFINED 1 2 2300 0 0 VALENCE TECHNOLOGY INC COM COM 918914102 90 45472 SH DEFINED 1 45472 0 0 VALERO ENERGY CORP NEW COM COM 91913Y100 172656 2465460 SH DEFINED 1 2465460 0 0 VALERO ENERGY CORP NEW COM COM 91913Y100 1401 20000 SH DEFINED 1 2 20000 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 495 19057 SH DEFINED 1 19057 0 0 VALLEY NATL BANCORP COM COM 919794107 3146 165060 SH DEFINED 1 165060 0 0 VALMONT INDS INC COM COM 920253101 3806 42710 SH DEFINED 1 42710 0 0 VALSPAR CORP COM COM 920355104 2959 131260 SH DEFINED 1 131260 0 0 VALUECLICK INC COM COM 92046N102 3423 156298 SH DEFINED 1 156298 0 0 VALUEVISION MEDIA INC CL A 92047K107 355 56388 SH DEFINED 1 56388 0 0 VANDA PHARMACTCLS INC COM 921659108 227 32983 SH DEFINED 1 32983 0 0 VARIAN INC COM COM 922206107 3334 51054 SH DEFINED 1 51054 0 0 VARIAN INC COM COM 922206107 183 2800 SH DEFINED 1 2 2800 0 0 VARIAN MED SYS INC COM COM 92220P105 28403 544544 SH DEFINED 1 544544 0 0 VARIAN MED SYS INC COM COM 92220P105 156 3000 SH DEFINED 1 2 3000 0 0 VARIAN SEMICONDUCTOR EQUIPM CO COM 922207105 4747 128297 SH DEFINED 1 128297 0 0 VASCO DATA SECURITY INTL COM 92230Y104 1454 52085 SH DEFINED 1 52085 0 0 VASCULAR SOLUTIONS INC COM 92231M109 152 23379 SH DEFINED 1 23379 0 0 VCA ANTECH INC COM COM 918194101 5499 124322 SH DEFINED 1 124322 0 0 VCG HOLDING CORP COM 91821K101 253 18692 SH DEFINED 1 18692 0 0 VECTOR GROUP LTD COM COM 92240M108 901 44930 SH DEFINED 1 44930 0 0 VECTOR GROUP LTD COM COM 92240M108 148 7400 SH DEFINED 1 2 7400 0 0 VECTREN CORP COM COM 92240G101 3043 104892 SH DEFINED 1 104892 0 0 VEECO INSTRS INC DEL COM COM 922417100 874 52365 SH DEFINED 1 52365 0 0 VENOCO INC COM 92275P307 662 33232 SH DEFINED 1 33232 0 0 VENTANA MED SYS INC COM COM 92276H106 4550 52159 SH DEFINED 1 52159 0 0 VENTAS INC COM COM 92276F100 8619 190486 SH DEFINED 1 190486 0 0 VERASUN ENERGY CORP -REDH COM 92336G106 2353 153988 SH DEFINED 1 153988 0 0 VERENIUM CORP COM 92340P100 295 59021 SH DEFINED 1 59021 0 0 VERIFONE HOLDINGS INC COM 92342Y109 2092 89978 SH DEFINED 1 89978 0 0 VERISIGN INC COM COM 92343E102 37079 985893 SH DEFINED 1 985893 0 0 VERISIGN INC COM COM 92343E102 11 300 SH DEFINED 1 2 300 0 0 VERIZON COMMUNICATIONS COM COM 92343V104 668547 15302049 SH DEFINED 1 15302049 0 0 VERIZON COMMUNICATIONS COM COM 92343V104 96 2200 SH DEFINED 1 2 2200 0 0 VERMILLION INC COM 92407M107 8 10219 SH DEFINED 1 10219 0 0 VERTEX PHARMACEUTICALS INC COM COM 92532F100 4612 198543 SH DEFINED 1 198543 0 0 VGR 5 11/15/11 NOTE 5.000%11/1 92240MAE8 8452 6000000 PRN DEFINED 1 2 6000000 0 0 VGR 5 11/15/11 NOTE 5.000%11/1 92240MAH1 7044 5000000 PRN DEFINED 1 2 5000000 0 0 VIACOM INC CL B CL B 92553P201 129198 2941660 SH DEFINED 1 2941660 0 0 VIACOM INC CL B CL B 92553P201 70 1600 SH DEFINED 1 2 1600 0 0 VIAD CORP COM COM NEW 92552R406 1022 32373 SH DEFINED 1 32373 0 0 VIASAT INC COM COM 92552V100 1546 44908 SH DEFINED 1 44908 0 0 VICAL INC COM COM 925602104 167 39222 SH DEFINED 1 39222 0 0 VICON INDUSTRIES INC COM 925811101 178 18575 SH DEFINED 1 18575 0 0 VICOR CORP COM COM 925815102 353 22631 SH DEFINED 1 22631 0 0 VIEWPOINT FINANCIAL GROUP COM 926727108 375 22667 SH DEFINED 1 22667 0 0 VIGNETTE CORP COM COM NEW 926734401 954 65307 SH DEFINED 1 65307 0 0 VINEYARD NATL BANCORP CO COM 927426106 321 31815 SH DEFINED 1 31815 0 0 VION PHARMACEUTICALS INC COM COM 927624106 28 50801 SH DEFINED 1 50801 0 0 VIRAGE LOGIC CORP COM COM 92763R104 99 11852 SH DEFINED 1 11852 0 0 VIRGIN MEDIA INC COM COM 92769L101 7581 442327 SH DEFINED 1 442327 0 0 VIRGIN MOBILE USA INC-A CL A 92769R108 340 38300 SH DEFINED 1 38300 0 0 VIRGINIA COMMERCE BANCORP COM 92778Q109 526 44842 SH DEFINED 1 44842 0 0 VIRGINIA FINL CORP COM COM 927810101 232 15646 SH DEFINED 1 15646 0 0 VIROPHARMA INC COM COM 928241108 1026 129183 SH DEFINED 1 129183 0 0 VISHAY INTERTECHNOLOGY INC COM COM 928298108 2746 240690 SH DEFINED 1 240690 0 0 VISICU INC -REDH COM 92831L204 223 18814 SH DEFINED 1 18814 0 0 VISTA GOLD CORP COM NEW 927926303 165 32930 SH DEFINED 1 32930 0 0 VISTACARE INC CL A CL A 92839Y109 181 24932 SH DEFINED 1 24932 0 0 VISTAPRINT LTD SHS G93762204 2674 62399 SH DEFINED 1 62399 0 0 VISTEON CORP COM COM 92839U107 842 191912 SH DEFINED 1 191912 0 0 VISUAL SCIENCES INC COM 92845H108 837 45285 SH DEFINED 1 45285 0 0 VITAL IMAGES INC COM 92846N104 496 27461 SH DEFINED 1 27461 0 0 VITAL SIGNS INC COM COM 928469105 859 16806 SH DEFINED 1 16806 0 0 VIVUS INC COM COM 928551100 388 74966 SH DEFINED 1 74966 0 0 VMWARE INC-CLASS A CL A COM 928563402 4504 53000 SH DEFINED 1 53000 0 0 VNUS MEDICAL TECHNOLOGIES COM 928566108 239 16439 SH DEFINED 1 16439 0 0 VOCUS INC -REDH COM 92858J108 1072 31032 SH DEFINED 1 31032 0 0 VOLCANO CORP -REDH COM 928645100 674 53894 SH DEFINED 1 53894 0 0 VOLCOM INC COM 92864N101 625 28371 SH DEFINED 1 28371 0 0 VOLT INFORMATION SCIENCES I CO COM 928703107 220 12038 SH DEFINED 1 12038 0 0 VOLT INFORMATION SCIENCES I CO COM 928703107 164 9000 SH DEFINED 1 2 9000 0 0 VOLTERRA SEMICONDUCTOR CORP CO COM 928708106 408 37032 SH DEFINED 1 37032 0 0 VONAGE HOLDINGS CORP COM 92886T201 106 45993 SH DEFINED 1 45993 0 0 VORNADO RLTY TR SH BEN INT SH BEN INT 929042109 51344 583790 SH DEFINED 1 583790 0 0 VORNADO RLTY TR SH BEN INT SH BEN INT 929042109 721 8200 SH DEFINED 1 2 8200 0 0 VULCAN MATLS CO COM COM 929160109 36580 462515 SH DEFINED 1 462515 0 0 W HLDG CO INC COM COM 929251106 235 193999 SH DEFINED 1 193999 0 0 W P CAREY & CO LLC COM COM 92930Y107 1098 33067 SH DEFINED 1 33067 0 0 W&T OFFSHORE COM 92922P106 1148 38312 SH DEFINED 1 38312 0 0 W-H ENERGY SVCS INC COM COM 92925E108 2340 41632 SH DEFINED 1 41632 0 0 WABASH NATL CORP COM COM 929566107 275 35738 SH DEFINED 1 35738 0 0 WABASH NATL CORP COM COM 929566107 6 800 SH DEFINED 1 2 800 0 0 WABCO HOLDINGS INC COM 92927K102 3877 77395 SH DEFINED 1 77395 0 0 WABTEC CORP COM COM 929740108 2649 76930 SH DEFINED 1 76930 0 0 WACHOVIA CORP 2ND NEW COM COM 929903102 396064 10414502 SH DEFINED 1 10414502 0 0 WACHOVIA CORP 2ND NEW COM COM 929903102 4 100 SH DEFINED 1 2 100 0 0 WADDELL & REED FINL INC CL A CL A 930059100 4822 133611 SH DEFINED 1 133611 0 0 WADDELL & REED FINL INC CL A CL A 930059100 354 9800 SH DEFINED 1 2 9800 0 0 WAL MART STORES INC COM COM 931142103 594697 12512039 SH DEFINED 1 12512039 0 0 WAL MART STORES INC COM COM 931142103 870 18300 SH DEFINED 1 2 18300 0 0 WALGREEN CO COM COM 931422109 166130 4362649 SH DEFINED 1 4362649 0 0 WALGREEN CO COM COM 931422109 400 10500 SH DEFINED 1 2 10500 0 0 WALTER INDS INC COM COM 93317Q105 2783 77469 SH DEFINED 1 77469 0 0 WALTER INDS INC COM COM 93317Q105 25 700 SH DEFINED 1 2 700 0 0 WARNACO GROUP INC/THE COM NEW 934390402 2448 70347 SH DEFINED 1 70347 0 0 WARNER CHILCOTT LTD COM CL A G9435N108 3800 214333 SH DEFINED 1 214333 0 0 WARNER MUSIC GROUP CORP COM 934550104 427 70490 SH DEFINED 1 70490 0 0 WARREN RESOURCES INC COM 93564A100 1439 101871 SH DEFINED 1 101871 0 0 WASHINGTON BANKING CO COM 937303105 187 11880 SH DEFINED 1 11880 0 0 WASHINGTON FED INC COM COM 938824109 2919 138299 SH DEFINED 1 138299 0 0 WASHINGTON MUT INC COM COM 939322103 51303 3769502 SH DEFINED 1 3769502 0 0 WASHINGTON POST CO CL B CL B 939640108 19580 24740 SH DEFINED 1 24740 0 0 WASHINGTON REAL ESTATE INVT SH SH BEN INT 939653101 2160 68770 SH DEFINED 1 68770 0 0 WASHINGTON TR BANCORP COM COM 940610108 647 25663 SH DEFINED 1 25663 0 0 WASTE CONNECTIONS INC COM COM 941053100 2947 95374 SH DEFINED 1 95374 0 0 WASTE INDUSTRIES USA INC COM 941057101 611 16833 SH DEFINED 1 16833 0 0 WASTE MGMT INC DEL COM COM 94106L109 71731 2195624 SH DEFINED 1 2195624 0 0 WASTE MGMT INC DEL COM COM 94106L109 1830 56000 SH DEFINED 1 2 56000 0 0 WATERS CORP COM COM 941848103 36397 460320 SH DEFINED 1 460320 0 0 WATERS CORP COM COM 941848103 332 4200 SH DEFINED 1 2 4200 0 0 WATSCO INC COM COM 942622200 1369 37231 SH DEFINED 1 37231 0 0 WATSON PHARMACEUTICALS INC COM COM 942683103 12189 449113 SH DEFINED 1 449113 0 0 WATSON PHARMACEUTICALS INC COM COM 942683103 1325 48830 SH DEFINED 1 2 48830 0 0 WATSON WYATT & CO HLDGS CL A CL A 942712100 2916 62824 SH DEFINED 1 62824 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 1678 56318 SH DEFINED 1 56318 0 0 WAUSAU PAPER CORP COM COM 943315101 839 93287 SH DEFINED 1 93287 0 0 WCA WASTE CORP COM COM 92926K103 109 16884 SH DEFINED 1 16884 0 0 WCI CMNTYS INC COM COM 92923C104 188 49636 SH DEFINED 1 49636 0 0 WD-40 CO COM COM 929236107 1322 34816 SH DEFINED 1 34816 0 0 WD-40 CO COM COM 929236107 148 3900 SH DEFINED 1 2 3900 0 0 WEATHERFORD INTL INC COM COM G95089101 100220 1460927 SH DEFINED 1 1460927 0 0 WEATHERFORD INTL INC COM COM G95089101 391 5700 SH DEFINED 1 2 5700 0 0 WEBMD HEALTH CORP-CLASS A CL A 94770V102 763 18581 SH DEFINED 1 18581 0 0 WEBSENSE INC COM COM 947684106 1271 74869 SH DEFINED 1 74869 0 0 WEBSITE PROS INC COM 94769V105 250 21503 SH DEFINED 1 21503 0 0 WEBSTER FINL CORP CONN COM COM 947890109 2587 80927 SH DEFINED 1 80927 0 0 WEGENER CORP COM COM 948585104 13 15102 SH DEFINED 1 15102 0 0 WEIGHT WATCHERS INTL INC NE CO COM 948626106 2497 55274 SH DEFINED 1 55274 0 0 WEINGARTEN RLTY INVS SH BEN IN SH BEN INT 948741103 3630 115446 SH DEFINED 1 115446 0 0 WEIS MKTS INC COM COM 948849104 664 16618 SH DEFINED 1 16618 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 2414 56922 SH DEFINED 1 56922 0 0 WELLPOINT INC COM COM 94973V107 224552 2559581 SH DEFINED 1 2559581 0 0 WELLPOINT INC COM COM 94973V107 202 2300 SH DEFINED 1 2 2300 0 0 WELLS FARGO & CO NEW COM COM 949746101 534210 17694940 SH DEFINED 1 17694940 0 0 WELLS FARGO & CO NEW COM COM 949746101 190 6300 SH DEFINED 1 2 6300 0 0 WENDYS INTL INC COM COM 950590109 9710 375793 SH DEFINED 1 375793 0 0 WENDYS INTL INC COM COM 950590109 2187 84650 SH DEFINED 1 2 84650 0 0 WERNER ENTERPRISES INC COM COM 950755108 1321 77596 SH DEFINED 1 77596 0 0 WESBANCO INC COM COM 950810101 1009 49002 SH DEFINED 1 49002 0 0 WESCO FINL CORP COM COM 950817106 749 1840 SH DEFINED 1 1840 0 0 WESCO INTL INC COM COM 95082P105 2536 63969 SH DEFINED 1 63969 0 0 WEST BANCORPORATION CAP STK 95123P106 194 14865 SH DEFINED 1 14865 0 0 WEST COAST BANCORP ORE NEW COM COM 952145100 646 34943 SH DEFINED 1 34943 0 0 WEST MARINE INC COM COM 954235107 211 23517 SH DEFINED 1 23517 0 0 WEST MARINE INC COM COM 954235107 22 2400 SH DEFINED 1 2 2400 0 0 WEST PHARMACEUTICAL SVSC IN CO COM 955306105 1933 47614 SH DEFINED 1 47614 0 0 WESTAMERICA BANCORPORATION COM COM 957090103 2126 47722 SH DEFINED 1 47722 0 0 WESTAR ENERGY, INC COM 95709T100 3373 130048 SH DEFINED 1 130048 0 0 WESTELL TECHNOLOGIES INC CL A CL A 957541105 148 103038 SH DEFINED 1 103038 0 0 WESTERN ALLIANCE BANCORP COM 957638109 707 37656 SH DEFINED 1 37656 0 0 WESTERN DIGITAL CORP COM COM 958102105 9462 313218 SH DEFINED 1 313218 0 0 WESTERN DIGITAL CORP COM COM 958102105 48 1600 SH DEFINED 1 2 1600 0 0 WESTERN REFINING INC COM 959319104 1774 73290 SH DEFINED 1 73290 0 0 WESTERN UNION CO COM 959802109 82907 3414621 SH DEFINED 1 3414621 0 0 WESTERN UNION CO COM 959802109 56 2300 SH DEFINED 1 2 2300 0 0 WESTFIELD FINANCIAL INC COM COM 96008P104 256 26403 SH DEFINED 1 26403 0 0 WESTLAKE CHEMICAL CORP COM COM 960413102 535 28194 SH DEFINED 1 28194 0 0 WESTMORELAND COAL CO COM 960878106 183 13132 SH DEFINED 1 13132 0 0 WESTWOOD ONE INC COM COM 961815107 365 183348 SH DEFINED 1 183348 0 0 WESTWOOD ONE INC COM COM 961815107 425 213355 SH DEFINED 1 2 213355 0 0 WET SEAL INC CL A CL A 961840105 346 148340 SH DEFINED 1 148340 0 0 WET SEAL INC CL A CL A 961840105 503 215940 SH DEFINED 1 2 215940 0 0 WEYCO GROUP INC COM 962149100 297 10800 SH DEFINED 1 10800 0 0 WEYERHAEUSER CO COM COM 962166104 79959 1084336 SH DEFINED 1 1084336 0 0 WGL HLDGS INC COM COM 92924F106 2466 75263 SH DEFINED 1 75263 0 0 WGL HLDGS INC COM COM 92924F106 72 2200 SH DEFINED 1 2 2200 0 0 WHIRLPOOL CORP COM COM 963320106 27024 331051 SH DEFINED 1 331051 0 0 WHITE ELECTR DESIGNS CORP COM COM 963801105 52 11237 SH DEFINED 1 11237 0 0 WHITE MTNS INS GROUP LTD COM COM G9618E107 5423 10550 SH DEFINED 1 10550 0 0 WHITING PETROLEUM CORP COM 966387102 3597 62381 SH DEFINED 1 62381 0 0 WHITNEY HLDG CORP COM COM 966612103 3045 116460 SH DEFINED 1 116460 0 0 WHOLE FOODS MKT INC COM COM 966837106 24800 607844 SH DEFINED 1 607844 0 0 WHOLE FOODS MKT INC COM COM 966837106 61 1500 SH DEFINED 1 2 1500 0 0 WILEY JOHN & SONS INC CL A CL A 968223206 3153 73603 SH DEFINED 1 73603 0 0 WILLIAMS CLAYTON ENERGY INC CO COM 969490101 261 8369 SH DEFINED 1 8369 0 0 WILLIAMS COS INC DEL COM COM 969457100 110438 3086589 SH DEFINED 1 3086589 0 0 WILLIAMS COS INC DEL COM COM 969457100 132 3700 SH DEFINED 1 2 3700 0 0 WILLIAMS PARTNERS LP-REDH COM UNIT L P 96950F104 1776 45302 SH DEFINED 1 45302 0 0 WILLIAMS SONOMA INC COM COM 969904101 3310 127813 SH DEFINED 1 127813 0 0 WILLOW FINANCIAL BANCORP COM 97111W101 197 23432 SH DEFINED 1 23432 0 0 WILMINGTON TRUST CORP COM COM 971807102 3220 91464 SH DEFINED 1 91464 0 0 WILSHIRE BANCORP INC COM 97186T108 317 40356 SH DEFINED 1 40356 0 0 WILSONS THE LEATHER EXPERTS CO COM 972463103 29 30962 SH DEFINED 1 30962 0 0 WIND RIVER SYSTEMS INC COM COM 973149107 1050 117575 SH DEFINED 1 117575 0 0 WINDSTREAM CORP COM COM 97381W104 26680 2049121 SH DEFINED 1 2049121 0 0 WINDSTREAM CORP COM COM 97381W104 99 7600 SH DEFINED 1 2 7600 0 0 WINN DIXIE STORES INC COM NEW 974280307 1337 79235 SH DEFINED 1 79235 0 0 WINNEBAGO INDS INC COM COM 974637100 1154 54902 SH DEFINED 1 54902 0 0 WINTHROP REALTY TRUST SH BEN INT 976391102 469 88675 SH DEFINED 1 88675 0 0 WINTRUST FINANCIAL CORP COM COM 97650W108 1360 41049 SH DEFINED 1 41049 0 0 WISCONSIN ENERGY CORP COM COM 976657106 7975 163727 SH DEFINED 1 163727 0 0 WJ COMMUNICATIONS INC COM COM 929284107 19 25364 SH DEFINED 1 25364 0 0 WMS INDS INC COM COM 929297109 2264 61785 SH DEFINED 1 61785 0 0 WNC 3 1/4 08/01/08 NOTE 3.250% 8/0 929566AD9 6790 7000000 PRN DEFINED 1 2 7000000 0 0 WOLVERINE WORLD WIDE INC COM COM 978097103 2200 89730 SH DEFINED 1 89730 0 0 WOODWARD GOVERNOR CO COM COM 980745103 3524 51857 SH DEFINED 1 51857 0 0 WOODWARD GOVERNOR CO COM COM 980745103 292 4300 SH DEFINED 1 2 4300 0 0 WORLD ACCEP CORP DEL COM COM 981419104 844 31265 SH DEFINED 1 31265 0 0 WORLD FUEL SVCS CORP COM COM 981475106 1335 45981 SH DEFINED 1 45981 0 0 WORLD WRESTLING ENTMT CL A 98156Q108 479 32443 SH DEFINED 1 32443 0 0 WORLDSPACE INC-CLASS A CL A 981579105 35 20763 SH DEFINED 1 20763 0 0 WORTHINGTON INDS INC COM COM 981811102 1880 105137 SH DEFINED 1 105137 0 0 WPS RESOURCES CORP COM COM 45822P105 16856 326098 SH DEFINED 1 326098 0 0 WRIGHT EXPRESS CORP COM 98233Q105 2178 61362 SH DEFINED 1 61362 0 0 WRIGHT MED GROUP INC COM COM 98235T107 2002 68638 SH DEFINED 1 68638 0 0 WRIGLEY WM JR CO COM COM 982526105 55719 951643 SH DEFINED 1 951643 0 0 WRIGLEY WM JR CO COM COM 982526105 867 14800 SH DEFINED 1 2 14800 0 0 WSFS FINL CORP COM COM 929328102 623 12403 SH DEFINED 1 12403 0 0 WYETH COM COM 983024100 258411 5847737 SH DEFINED 1 5847737 0 0 WYETH COM COM 983024100 137 3100 SH DEFINED 1 2 3100 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 18099 768229 SH DEFINED 1 768229 0 0 WYNN RESORTS LTD COM 983134107 10936 97529 SH DEFINED 1 97529 0 0 X-RITE INC COM COM 983857103 692 59518 SH DEFINED 1 59518 0 0 XCEL ENERGY INC COM COM 98389B100 41041 1818372 SH DEFINED 1 1818372 0 0 XENOPORT INC COM 98411C100 2156 38583 SH DEFINED 1 38583 0 0 XERIUM TECHNOLOGIES INC COM 98416J100 112 21538 SH DEFINED 1 21538 0 0 XERIUM TECHNOLOGIES INC COM 98416J100 108 20800 SH DEFINED 1 2 20800 0 0 XEROX CORP COM COM 984121103 79260 4895618 SH DEFINED 1 4895618 0 0 XETHANOL CORP COM 98420A103 18 28810 SH DEFINED 1 28810 0 0 XILINX INC COM COM 983919101 28177 1288401 SH DEFINED 1 1288401 0 0 XILINX INC COM COM 983919101 2690 123000 SH DEFINED 1 2 123000 0 0 XL CAP LTD CL A CL A G98255105 40433 803674 SH DEFINED 1 803674 0 0 XM SATELLITE RADIO HLDGS IN CL CL A 983759101 5971 487828 SH DEFINED 1 487828 0 0 XM SATELLITE RADIO HLDGS IN CL CL A 983759101 39 3200 SH DEFINED 1 2 3200 0 0 XMSR 1 3/4 12/01/09 NOTE 1.750%12/0 983759AC5 3540 4000000 PRN DEFINED 1 2 4000000 0 0 XOMA LTD ORD ORD G9825R107 945 278748 SH DEFINED 1 278748 0 0 XTO ENERGY CORP COM COM 98385X106 107085 2084981 SH DEFINED 1 2084981 0 0 XTO ENERGY CORP COM COM 98385X106 50 975 SH DEFINED 1 2 975 0 0 YAHOO INC COM COM 984332106 136182 5854777 SH DEFINED 1 5854777 0 0 YAHOO INC COM COM 984332106 968 41600 SH DEFINED 1 2 41600 0 0 YINGLI GREEN ENERGY HLDG-ADR ADR 98584B103 2303 59500 SH DEFINED 1 59500 0 0 YORK WATER CO COM 987184108 206 13267 SH DEFINED 1 13267 0 0 YOUBET COM INC COM COM 987413101 38 33879 SH DEFINED 1 33879 0 0 YRC WORLDWIDE INC COM 984249102 1479 86569 SH DEFINED 1 86569 0 0 YRC WORLDWIDE INC COM 984249102 273 16000 SH DEFINED 1 2 16000 0 0 YUM! BRANDS INC COM 988498101 84259 2201701 SH DEFINED 1 2201701 0 0 YUM! BRANDS INC COM 988498101 796 20800 SH DEFINED 1 2 20800 0 0 ZALE CORP NEW COM COM 988858106 1199 74666 SH DEFINED 1 74666 0 0 ZANETT INC COM 98906R109 7 11027 SH DEFINED 1 11027 0 0 ZEBRA TECHNOLOGIES CORP CL A CL A 989207105 3663 105568 SH DEFINED 1 105568 0 0 ZENITH NATL INS CORP COM COM 989390109 2175 48629 SH DEFINED 1 48629 0 0 ZEP INC COM 98944B108 437 31511 SH DEFINED 1 31511 0 0 ZHONE TECHNOLOGIES INC COM 98950P108 279 238833 SH DEFINED 1 238833 0 0 ZILA INC COM PAR $0.01 COM PAR $0.01 989513205 21 21713 SH DEFINED 1 21713 0 0 ZILOG INC COM PAR $0.01 989524301 45 13035 SH DEFINED 1 13035 0 0 ZIMMER HLDGS INC COM COM 98956P102 67714 1023642 SH DEFINED 1 1023642 0 0 ZIONS BANCORPORATION COM COM 989701107 22065 472583 SH DEFINED 1 472583 0 0 ZIPREALTY INC COM 98974V107 66 11852 SH DEFINED 1 11852 0 0 ZIX CORP COM COM 98974P100 454 98669 SH DEFINED 1 98669 0 0 ZOLL MED CORP COM COM 989922109 1086 40625 SH DEFINED 1 40625 0 0 ZOLTEK COS INC COM COM 98975W104 1732 40391 SH DEFINED 1 40391 0 0 ZORAN CORP COM COM 98975F101 1994 88603 SH DEFINED 1 88603 0 0 ZUMIEZ INC COM 989817101 835 34260 SH DEFINED 1 34260 0 0 ZYGO CORP COM COM 989855101 388 31104 SH DEFINED 1 31104 0 0 ZYMOGENETICS INC COM COM 98985T109 1113 95360 SH DEFINED 1 95360 0 0
-----END PRIVACY-ENHANCED MESSAGE-----