-----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, AXxj2cW2f/WmtZMhzgrR0ZXlMF3XdJ+4c7kG/O4cs4s8h5knAS8KUJYThubJaP8m GsXdZjVwMxGeCnFpsaLuKQ== 0001214717-06-000010.txt : 20061023 0001214717-06-000010.hdr.sgml : 20061023 20061023150434 ACCESSION NUMBER: 0001214717-06-000010 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060930 FILED AS OF DATE: 20061023 DATE AS OF CHANGE: 20061023 EFFECTIVENESS DATE: 20061023 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: 061157659 BUSINESS ADDRESS: STREET 1: 53 STATE STREET STREET 2: 5TH FLOOR CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 617-392-8533 MAIL ADDRESS: STREET 1: 53 STATE STREET STREET 2: 5TH FLOOR CITY: BOSTON STATE: MA ZIP: 02109 13F-HR 1 gcm13f-093006.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: September 30,2006 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: Geode Capital Management, LLC Address: 53 State Street, 5th 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: Lisa J.Lampert Title: Chief Compliance Officer Geode Capital Management, LLC Phone: 617-392-8533 Signature, Place, and Date of Signing: /s/ Lisa J.Lampert Boston, MA October 23,2006 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: 3411 Form 13F Information Table Value Total: $49,832,167 (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 "DUCKWALL-ALCO STORES, INC." 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81244 2318608 SH DEFINED 1 2318608 0 0 COURIER CORP COM COM 222660102 435 11704 SH DEFINED 1 11704 0 0 COUSINS PPTYS INC COM COM 222795106 1503 43942 SH DEFINED 1 43942 0 0 COVAD COMMUNICATIONS GROUP COM COM 222814204 309 207637 SH DEFINED 1 207637 0 0 COVANCE INC COM COM 222816100 3876 58393 SH DEFINED 1 58393 0 0 COVANSYS CORP COM COM 22281W103 218 12704 SH DEFINED 1 12704 0 0 COVANTA HOLDING CORP COM 22282E102 2145 99625 SH DEFINED 1 99625 0 0 COVENTRY HEALTH CARE INC COM COM 222862104 36274 704084 SH DEFINED 1 704084 0 0 COWEN GROUP INC COM 223621103 188 11879 SH DEFINED 1 11879 0 0 COX RADIO INC CL A CL A 224051102 474 30904 SH DEFINED 1 30904 0 0 CPI CORP COM COM 125902106 274 5642 SH DEFINED 1 5642 0 0 CPI INTERNATIONAL INC -REDH COM 12618M100 133 10132 SH DEFINED 1 10132 0 0 CRA INTERNATIONAL INC COM 12618T105 419 8781 SH DEFINED 1 8781 0 0 CRANE CO COM COM 224399105 2124 50824 SH DEFINED 1 50824 0 0 CRAWFORD & CO CL B CL B 224633107 149 21977 SH DEFINED 1 21977 0 0 CRAY INC COM COM NEW 225223304 2680 240973 SH DEFINED 1 240973 0 0 CREDENCE SYS CORP COM COM 225302108 1825 640449 SH DEFINED 1 640449 0 0 CREDIT ACCEP CORP MICH COM COM 225310101 223 7507 SH DEFINED 1 7507 0 0 CREE INC COM COM 225447101 1561 77632 SH DEFINED 1 77632 0 0 CRESCENT REAL ESTATE EQUITI CO COM 225756105 2131 97717 SH DEFINED 1 97717 0 0 CRITICAL THERAPEUTICS INC COM COM 22674T105 24 10196 SH DEFINED 1 10196 0 0 CRM HOLDINGS LTD -REDH COM G2554P103 78 10363 SH DEFINED 1 10363 0 0 CROCS INC COM 227046109 1177 34668 SH DEFINED 1 34668 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 504 29655 SH DEFINED 1 29655 0 0 CROSS TIMBERS RTY TR TR UNIT TR UNIT 22757R109 203 4384 SH DEFINED 1 4384 0 0 CROSSTEX ENERGY INC COM 22765Y104 1595 17806 SH DEFINED 1 17806 0 0 CROSSTEX ENERGY LP COM 22765U102 469 13120 SH DEFINED 1 13120 0 0 CROWN CASTLE INTL CORP COM COM 228227104 7359 208820 SH DEFINED 1 208820 0 0 CROWN HOLDINGS INC COM 228368106 2942 158181 SH DEFINED 1 158181 0 0 CROWN MEDIA HLDGS INC CL A CL A 228411104 85 18821 SH DEFINED 1 18821 0 0 CRYOLIFE INC COM COM 228903100 174 26950 SH DEFINED 1 26950 0 0 CSG SYS INTL INC COM COM 126349109 1361 51496 SH DEFINED 1 51496 0 0 CSK AUTO CORP COM COM 125965103 6338 449538 SH DEFINED 1 449538 0 0 CSX CORP COM COM 126408103 55901 1702727 SH DEFINED 1 1702727 0 0 CT COMMUNICATIONS INC COM NEW COM NEW 126426402 428 19721 SH DEFINED 1 19721 0 0 CTC MEDIA INC COM 12642X106 243 10915 SH DEFINED 1 10915 0 0 CTS CORP COM COM 126501105 484 35105 SH DEFINED 1 35105 0 0 CUBIC CORP COM COM 229669106 275 14040 SH DEFINED 1 14040 0 0 CUBIST PHARMACEUTICALS INC COM COM 229678107 1258 57867 SH DEFINED 1 57867 0 0 CULLEN FROST BANKERS INC COM COM 229899109 3025 52309 SH DEFINED 1 52309 0 0 CUMMINS INC COM COM 231021106 24037 201600 SH DEFINED 1 201600 0 0 CUMULUS MEDIA INC CL A CL A 231082108 474 49545 SH DEFINED 1 49545 0 0 CURAGEN CORP COM COM 23126R101 85 24693 SH DEFINED 1 24693 0 0 CURIS INC COM COM 231269101 19 14184 SH DEFINED 1 14184 0 0 CURTISS WRIGHT CORP COM COM 231561101 1287 42394 SH DEFINED 1 42394 0 0 CUTERA INC COM 232109108 404 15182 SH DEFINED 1 15182 0 0 CUTTER & BUCK INC COM COM 232217109 139 14375 SH DEFINED 1 14375 0 0 CV THERAPEUTICS INC COM COM 126667104 663 59532 SH DEFINED 1 59532 0 0 CVB FINL CORP COM COM 126600105 981 66402 SH DEFINED 1 66402 0 0 CVS CORP COM COM 126650100 100001 3113342 SH DEFINED 1 3113342 0 0 CYBERONICS INC COM COM 23251P102 310 17706 SH DEFINED 1 17706 0 0 CYBERSOURCE CORP COM COM 23251J106 267 22535 SH DEFINED 1 22535 0 0 CYBEX INTERNATIONAL INC COM 23252E106 98 14718 SH DEFINED 1 14718 0 0 CYMER INC COM COM 232572107 1772 40354 SH DEFINED 1 40354 0 0 CYPRESS BIOSCIENCES INC COM PA COM PAR $.02 232674507 179 24560 SH DEFINED 1 24560 0 0 CYPRESS SEMICONDUCTOR CORP COM COM 232806109 2295 129127 SH DEFINED 1 129127 0 0 CYTEC INDS INC COM COM 232820100 1953 35127 SH DEFINED 1 35127 0 0 CYTOGEN CORP COM COM NEW 232824300 38 16273 SH DEFINED 1 16273 0 0 CYTOKINETICS INC COM COM 23282W100 144 22445 SH DEFINED 1 22445 0 0 CYTORI THERAPEUTICS INC COM 23283K105 67 14014 SH DEFINED 1 14014 0 0 CYTRX CORP COM NEW COM NEW 232828301 16 12596 SH DEFINED 1 12596 0 0 CYTYC CORP COM COM 232946103 3071 125446 SH DEFINED 1 125446 0 0 D R HORTON INC COM COM 23331A109 24602 1027237 SH DEFINED 1 1027237 0 0 DADE BEHRING HOLDINGS INC COM 23342J206 9367 233246 SH DEFINED 1 233246 0 0 DAIMLERCHRYSLER AG STUTTGART COM D1668R123 10927 218718 SH DEFINED 1 218718 0 0 DAKTRONICS INC COM COM 234264109 833 40268 SH DEFINED 1 40268 0 0 DANAHER CORP DEL COM COM 235851102 61699 898491 SH DEFINED 1 898491 0 0 DARDEN RESTAURANTS INC COM COM 237194105 29429 692943 SH DEFINED 1 692943 0 0 DARLING INTL INC COM COM 237266101 235 56182 SH DEFINED 1 56182 0 0 DATASCOPE CORP COM COM 238113104 454 13569 SH DEFINED 1 13569 0 0 DAVITA INC COM COM 23918K108 5816 100506 SH DEFINED 1 100506 0 0 DDI CORP COM 0.0001 NEW 233162502 169 21894 SH DEFINED 1 21894 0 0 DEALERTRACK HOLDINGS INC COM 242309102 733 33162 SH DEFINED 1 33162 0 0 DEAN FOODS CO NEW COM COM 242370104 21264 506056 SH DEFINED 1 506056 0 0 DECKERS OUTDOOR CORP COM COM 243537107 656 13869 SH DEFINED 1 13869 0 0 DEERE & CO COM COM 244199105 73357 874238 SH DEFINED 1 874238 0 0 DEERFIELD TRIARC CAPITAL COR COM 244572301 799 60981 SH DEFINED 1 60981 0 0 DEL MONTE FOODS CO COM COM 24522P103 2078 198892 SH DEFINED 1 198892 0 0 DELEK US HOLDINGS INC COM 246647101 1056 57063 SH DEFINED 1 57063 0 0 DELIA*S INC COM 246911101 179 23263 SH DEFINED 1 23263 0 0 DELL INC COM 24702R101 198660 8697897 SH DEFINED 1 8697897 0 0 DELPHI FINL GROUP INC CL A CL A 247131105 1604 40228 SH DEFINED 1 40228 0 0 DELTA & PINE LD CO COM COM 247357106 1675 41351 SH DEFINED 1 41351 0 0 DELTA FINANCIAL CORP COM 247918105 150 16328 SH DEFINED 1 16328 0 0 DELTA PETROLEUM CORP COM NEW 247907207 1337 59365 SH DEFINED 1 59365 0 0 DELTIC TIMBER CORP COM COM 247850100 432 9066 SH DEFINED 1 9066 0 0 DELUXE CORP COM COM 248019101 3745 218994 SH DEFINED 1 218994 0 0 DENBURY RES INC COM NEW COM NEW 247916208 3269 113126 SH DEFINED 1 113126 0 0 DENDREON CORP COM COM 24823Q107 427 95508 SH DEFINED 1 95508 0 0 DENDRITE INTL INC COM COM 248239105 399 40778 SH DEFINED 1 40778 0 0 DENNY'S CORPORATION COM COM 24869P104 1025 300455 SH DEFINED 1 300455 0 0 DENTSPLY INTL INC NEW COM COM 249030107 4551 151160 SH DEFINED 1 151160 0 0 DEPOMED INC COM 249908104 103 25365 SH DEFINED 1 25365 0 0 DEUTSCHE BANK AG -REG ORD D18190898 20671 171258 SH DEFINED 1 171258 0 0 DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 5689 102023 SH DEFINED 1 102023 0 0 DEVON ENERGY CORP NEW COM COM 25179M103 104757 1658853 SH DEFINED 1 1658853 0 0 DEVRY INC DEL COM COM 251893103 1239 58235 SH DEFINED 1 58235 0 0 DEXCOM INC COM 252131107 324 29084 SH DEFINED 1 29084 0 0 DIAMOND OFFSHORE DRILLING I CO COM 25271C102 4306 59495 SH DEFINED 1 59495 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 1139 68574 SH DEFINED 1 68574 0 0 DICK'S SPORTING GOODS INC COM 253393102 1513 33230 SH DEFINED 1 33230 0 0 DIEBOLD INC COM COM 253651103 2924 67169 SH DEFINED 1 67169 0 0 DIGENE CORP COM COM 253752109 1272 29478 SH DEFINED 1 29478 0 0 DIGI INTL INC COM COM 253798102 405 29971 SH DEFINED 1 29971 0 0 DIGITAL INSIGHT CORP COM COM 25385P106 1070 36499 SH DEFINED 1 36499 0 0 DIGITAL REALTY TRUST INC COM 253868103 1087 34704 SH DEFINED 1 34704 0 0 DIGITAL RIV INC COM COM 25388B104 2326 45503 SH DEFINED 1 45503 0 0 DIGITAS INC COM COM 25388K104 1068 111031 SH DEFINED 1 111031 0 0 DILLARDS INC CL A CL A 254067101 7583 231686 SH DEFINED 1 231686 0 0 DIME CMNTY BANCSHARES COM COM 253922108 477 32412 SH DEFINED 1 32412 0 0 DIODES INC COM COM 254543101 890 20606 SH DEFINED 1 20606 0 0 DIONEX CORP COM COM 254546104 1388 27238 SH DEFINED 1 27238 0 0 DIRECT GENERAL CORP COM 25456W204 241 17912 SH DEFINED 1 17912 0 0 DIRECTED ELECTRONICS INC COM 254575103 222 14676 SH DEFINED 1 14676 0 0 DIRECTV GROUP INC/THE COM 25459L106 16297 828090 SH DEFINED 1 828090 0 0 DISCOVERY HOLDING CO-A CL A COM 25468Y107 4332 299588 SH DEFINED 1 299588 0 0 DISCOVERY LABORATORIES INC COM COM 254668106 89 41881 SH DEFINED 1 41881 0 0 DISNEY WALT CO COM DISNEY COM DISNEY 254687106 244189 7900016 SH DEFINED 1 7900016 0 0 DISTRIBUTED ENERGY SYSTEMS COR COM 25475V104 103 32009 SH DEFINED 1 32009 0 0 DITECH NETWORKS CORP COM 25500T108 266 34551 SH DEFINED 1 34551 0 0 DIVERSA CORP COM COM 255064107 1507 187913 SH DEFINED 1 187913 0 0 DIXIE GROUP INC CL A CL A 255519100 158 10614 SH DEFINED 1 10614 0 0 DJ ORTHOPEDICS INC COM COM 23325G104 990 23846 SH DEFINED 1 23846 0 0 DOBSON COMMUNICATIONS CORP CL CL A 256069105 1250 178097 SH DEFINED 1 178097 0 0 DOLBY LABORATORIES INC-CL A COM 25659T107 807 40656 SH DEFINED 1 40656 0 0 DOLLAR FINANCIAL CORP COM COM 256664103 225 10316 SH DEFINED 1 10316 0 0 DOLLAR GEN CORP COM COM 256669102 16242 1191663 SH DEFINED 1 1191663 0 0 DOLLAR THRIFTY AUTOMOTIVE G CO COM 256743105 1106 24809 SH DEFINED 1 24809 0 0 DOLLAR TREE STORES INC COM COM 256747106 3378 109106 SH DEFINED 1 109106 0 0 DOMINION RES INC VA NEW COM COM 25746U109 102363 1338250 SH DEFINED 1 1338250 0 0 DOMINO'S PIZZA INC COM 25754A201 1100 42883 SH DEFINED 1 42883 0 0 DONALDSON INC COM COM 257651109 2703 73251 SH DEFINED 1 73251 0 0 DONNELLEY R R & SONS CO COM COM 257867101 29858 905884 SH DEFINED 1 905884 0 0 DORAL FINL CORP COM COM 25811P100 573 86986 SH DEFINED 1 86986 0 0 DORCHESTER MINERALS LP COM UNIT 25820R105 331 12836 SH DEFINED 1 12836 0 0 DOT HILL SYS CORP COM COM 25848T109 147 37800 SH DEFINED 1 37800 0 0 DOUBLE HULL TANKERS COM Y21110104 190 13844 SH DEFINED 1 13844 0 0 DOVER CORP COM COM 260003108 36556 770563 SH DEFINED 1 770563 0 0 DOVER MOTORSPORTS INC COM COM 260174107 176 32421 SH DEFINED 1 32421 0 0 DOW CHEM CO COM COM 260543103 141800 3637757 SH DEFINED 1 3637757 0 0 DOW JONES & CO INC COM COM 260561105 8118 242036 SH DEFINED 1 242036 0 0 DOWNEY FINL CORP COM COM 261018105 1242 18665 SH DEFINED 1 18665 0 0 DPL INC COM COM 233293109 3073 113298 SH DEFINED 1 113298 0 0 DREAMWORKS ANIMATION SKG-A CL A 26153C103 1341 53821 SH DEFINED 1 53821 0 0 DRESS BARN INC COM COM 261570105 2520 115508 SH DEFINED 1 115508 0 0 DRESSER-RAND GROUP INC COM 261608103 1065 52223 SH DEFINED 1 52223 0 0 DREW INDS INC COM NEW COM NEW 26168L205 479 18964 SH DEFINED 1 18964 0 0 DRIL-QUIP INC COM COM 262037104 729 10776 SH DEFINED 1 10776 0 0 DRS TECHNOLOGIES INC COM COM 23330X100 1674 38328 SH DEFINED 1 38328 0 0 DRUGSTORE COM INC COM COM 262241102 122 35306 SH DEFINED 1 35306 0 0 DSP GROUP INC COM COM 23332B106 1127 49317 SH DEFINED 1 49317 0 0 DST SYS INC DEL COM COM 233326107 3305 53584 SH DEFINED 1 53584 0 0 DSW INC-CLASS A CL A 23334L102 1005 31889 SH DEFINED 1 31889 0 0 DTE ENERGY CO COM COM 233331107 28186 679006 SH DEFINED 1 679006 0 0 DTS INC COM 23335C101 332 15670 SH DEFINED 1 15670 0 0 DU PONT E I DE NEMOURS & CO CO COM 263534109 149521 3490227 SH DEFINED 1 3490227 0 0 DUKE ENERGY CORP COM COM 26441C105 143368 4747284 SH DEFINED 1 4747284 0 0 DUKE REALTY CORP COM NEW COM NEW 264411505 4811 128814 SH DEFINED 1 128814 0 0 DUN & BRADSTREET CORP DEL N CO COM 26483E100 4708 62784 SH DEFINED 1 62784 0 0 DUQUESNE LIGHT HOLDINGS INC COM 266233105 1421 72269 SH DEFINED 1 72269 0 0 DURA AUTOMOTIVE SYSTEMS COR CL CL A 265903104 3 10191 SH DEFINED 1 10191 0 0 DURBAN ROODEPORT DEEP-SP ADR SPONSORED ADR 26152H103 21 15338 SH DEFINED 1 15338 0 0 DURECT CORP COM COM 266605104 202 49151 SH DEFINED 1 49151 0 0 DUSA PHARMACEUTICALS INC COM COM 266898105 45 10786 SH DEFINED 1 10786 0 0 DYADIC INTERNATIONAL INC COM 26745T101 70 16428 SH DEFINED 1 16428 0 0 DYAX CORP COM COM 26746E103 233 70060 SH DEFINED 1 70060 0 0 DYCOM INDS INC COM COM 267475101 765 35592 SH DEFINED 1 35592 0 0 DYNAMEX INC COM COM 26784F103 311 14970 SH DEFINED 1 14970 0 0 DYNAMIC MATERIALS CORP COM 267888105 558 17224 SH DEFINED 1 17224 0 0 DYNAVAX TECHNOLOGIES CORP COM 268158102 44 10201 SH DEFINED 1 10201 0 0 DYNCORP INTL INC CL A 26817C101 302 24000 SH DEFINED 1 24000 0 0 DYNEGY INC NEW CL A CL A 26816Q101 8192 1478720 SH DEFINED 1 1478720 0 0 E M C CORP MASS COM COM 268648102 105604 8815035 SH DEFINED 1 8815035 0 0 E TRADE FINANCIAL CORP COM 269246104 38609 1614088 SH DEFINED 1 1614088 0 0 EAGLE BULK SHIPPING INC COM Y2187A101 919 57148 SH DEFINED 1 57148 0 0 EAGLE HOSPITALITY PROP TR COM 26959T102 176 18912 SH DEFINED 1 18912 0 0 EAGLE MATERIALS INC COM 26969P108 1549 45981 SH DEFINED 1 45981 0 0 EARTHLINK INC COM COM 270321102 1020 140355 SH DEFINED 1 140355 0 0 EAST WEST BANCORP INC COM COM 27579R104 2257 56968 SH DEFINED 1 56968 0 0 EASTERN INSURANCE HLDGS-REDH COM 276534104 188 12599 SH DEFINED 1 12599 0 0 EASTGROUP PPTY INC COM COM 277276101 1042 20895 SH DEFINED 1 20895 0 0 EASTMAN CHEM CO COM COM 277432100 16701 309163 SH DEFINED 1 309163 0 0 EASTMAN KODAK CO COM COM 277461109 24953 1113977 SH DEFINED 1 1113977 0 0 EATON CORP COM COM 278058102 39101 567921 SH DEFINED 1 567921 0 0 EATON VANCE CORP COM NON VTG COM NON VTG 278265103 3887 134681 SH DEFINED 1 134681 0 0 EBAY INC COM COM 278642103 128330 4525032 SH DEFINED 1 4525032 0 0 ECC CAPITAL CORP COM 26826M108 70 68261 SH DEFINED 1 68261 0 0 ECHELON CORP COM COM 27874N105 183 22286 SH DEFINED 1 22286 0 0 ECHOSTAR COMMUNICATIONS NEW CL CL A 278762109 7259 221703 SH DEFINED 1 221703 0 0 ECLIPSYS CORP COM COM 278856109 973 54341 SH DEFINED 1 54341 0 0 ECOLAB INC COM COM 278865100 28958 676264 SH DEFINED 1 676264 0 0 ECOLLEGE COM COM COM 27887E100 389 24315 SH DEFINED 1 24315 0 0 EDGE PETE CORP DEL COM COM 279862106 379 22987 SH DEFINED 1 22987 0 0 EDIETS.COM INC -CL A COM 280597105 47 14028 SH DEFINED 1 14028 0 0 EDISON INTL COM COM 281020107 56623 1359827 SH DEFINED 1 1359827 0 0 EDO CORP COM COM 281347104 284 12394 SH DEFINED 1 12394 0 0 EDUCATE INC COM COM 28138P100 165 20627 SH DEFINED 1 20627 0 0 EDUCATION REALTY TRUST INC COM 28140H104 478 32399 SH DEFINED 1 32399 0 0 EDWARDS AG INC COM COM 281760108 3880 72828 SH DEFINED 1 72828 0 0 EDWARDS LIFESCIENCES CORP COM COM 28176E108 2761 59264 SH DEFINED 1 59264 0 0 EFJ INC COM 26843B101 114 15355 SH DEFINED 1 15355 0 0 EFUNDS CORP COM COM 28224R101 995 41138 SH DEFINED 1 41138 0 0 EGL INC COM COM 268484102 1348 37001 SH DEFINED 1 37001 0 0 EL PASO CORP COM COM 28336L109 36570 2681111 SH DEFINED 1 2681111 0 0 EL PASO ELEC CO COM NEW COM NEW 283677854 1386 62021 SH DEFINED 1 62021 0 0 ELECTRO RENT CORP COM COM 285218103 327 19250 SH DEFINED 1 19250 0 0 ELECTRO SCIENTIFIC INDS COM COM 285229100 439 21308 SH DEFINED 1 21308 0 0 ELECTROGLAS INC COM COM 285324109 30 11130 SH DEFINED 1 11130 0 0 ELECTRONIC ARTS INC COM COM 285512109 65974 1184881 SH DEFINED 1 1184881 0 0 ELECTRONIC DATA SYS NEW COM COM 285661104 48047 1959495 SH DEFINED 1 1959495 0 0 ELECTRONICS FOR IMAGING INC CO COM 286082102 1243 54344 SH DEFINED 1 54344 0 0 ELIZABETH ARDEN INC COM COM 28660G106 319 19729 SH DEFINED 1 19729 0 0 ELK CORP COM COM 287456107 535 19712 SH DEFINED 1 19712 0 0 EMAGEON INC COM 29076V109 314 20126 SH DEFINED 1 20126 0 0 EMAGIN CORP COM COM 29076N107 8 31933 SH DEFINED 1 31933 0 0 EMBARCADERO TECHNOLOGIES IN CO COM 290787100 102 12437 SH DEFINED 1 12437 0 0 EMBARQ CORP COM 29078E105 27514 568823 SH DEFINED 1 568823 0 0 EMC INS GROUP INC COM COM 268664109 550 19065 SH DEFINED 1 19065 0 0 EMCOR GROUP INC COM COM 29084Q100 1679 30610 SH DEFINED 1 30610 0 0 EMCORE CORP COM COM 290846104 204 34480 SH DEFINED 1 34480 0 0 EMDEON CORP COM COM 290849108 8079 689891 SH DEFINED 1 689891 0 0 EMERSON ELEC CO COM COM 291011104 135661 1617706 SH DEFINED 1 1617706 0 0 EMISPHERE TECHNOLOGIES INC COM COM 291345106 241 28541 SH DEFINED 1 28541 0 0 EMMIS COMMUNICATIONS CORP CL A CL A 291525103 448 36602 SH DEFINED 1 36602 0 0 EMPIRE DIST ELEC CO COM COM 291641108 717 32030 SH DEFINED 1 32030 0 0 EMPIRE RESORTS INC COM 292052107 160 22396 SH DEFINED 1 22396 0 0 EMS TECHNOLOGIES INC COM COM 26873N108 306 16307 SH DEFINED 1 16307 0 0 EMULEX CORP COM NEW COM NEW 292475209 1494 82247 SH DEFINED 1 82247 0 0 ENBRIDGE ENERGY MANAGEMENT SHS SHS UNITS LLI 29250X103 232 5008 SH DEFINED 1 5008 0 0 ENBRIDGE ENERGY PARTNERS L COM COM 29250R106 1629 35000 SH DEFINED 1 35000 0 0 ENCORE ACQUISITION CO COM COM 29255W100 1495 61432 SH DEFINED 1 61432 0 0 ENCORE CAPITAL GROUP INC COM 292554102 306 23583 SH DEFINED 1 23583 0 0 ENCORE MEDICAL CORP COM 29256E109 388 61624 SH DEFINED 1 61624 0 0 ENCORE WIRE CORP COM COM 292562105 682 19313 SH DEFINED 1 19313 0 0 ENCYSIVE PHARMACEUTICALS INC COM 29256X107 250 58217 SH DEFINED 1 58217 0 0 ENDEAVOUR INTERNATIONAL CORP COM 29259G101 199 74100 SH DEFINED 1 74100 0 0 ENDO PHARMACEUTICALS HLDGS COM COM 29264F205 6201 190496 SH DEFINED 1 190496 0 0 ENDOLOGIX INC COM 29266S106 134 33487 SH DEFINED 1 33487 0 0 ENDURANCE SPECIALTY HOLDINGS SHS G30397106 2264 64198 SH DEFINED 1 64198 0 0 ENERGEN CORP COM COM 29265N108 9483 226496 SH DEFINED 1 226496 0 0 ENERGIZER HLDGS INC COM COM 29266R108 4299 59716 SH DEFINED 1 59716 0 0 ENERGY CONVERSION DEVICES I CO COM 292659109 1506 40650 SH 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174 22383 SH DEFINED 1 22383 0 0 LINCARE HLDGS INC COM COM 532791100 5960 172059 SH DEFINED 1 172059 0 0 LINCOLN ELEC HLDGS INC COM COM 533900106 2402 44108 SH DEFINED 1 44108 0 0 LINCOLN NATL CORP IND COM COM 534187109 66942 1078321 SH DEFINED 1 1078321 0 0 LINDSAY MFG CO COM COM 535555106 333 11582 SH DEFINED 1 11582 0 0 LINEAR TECHNOLOGY CORP COM COM 535678106 36571 1175148 SH DEFINED 1 1175148 0 0 LINN ENERGY LLC-UNITS UNIT 99/99/9999 536020100 222 9778 SH DEFINED 1 9778 0 0 LIONBRIDGE TECHNOLOGIES INC CO COM 536252109 526 68918 SH DEFINED 1 68918 0 0 LIQUIDITY SERVICES, INC. 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SH DEFINED 1 59243 0 0 SAXON CAPITAL INC COM COM 80556T106 687 48944 SH DEFINED 1 48944 0 0 SBA COMMUNICATIONS CORP COM COM 78388J106 2206 90670 SH DEFINED 1 90670 0 0 SCANA CORP NEW COM COM 80589M102 4254 105641 SH DEFINED 1 105641 0 0 SCANSOURCE INC COM COM 806037107 1103 36380 SH DEFINED 1 36380 0 0 SCBT FINANCIAL CORP COM 78401V102 249 6660 SH DEFINED 1 6660 0 0 SCHAWK INC CL A CL A 806373106 236 12949 SH DEFINED 1 12949 0 0 SCHEIN HENRY INC COM COM 806407102 4496 89675 SH DEFINED 1 89675 0 0 SCHERING PLOUGH CORP COM COM 806605101 124222 5623431 SH DEFINED 1 5623431 0 0 SCHIFF NUTRITION INTERNATIONAL COM 806693107 82 11731 SH DEFINED 1 11731 0 0 SCHLUMBERGER LTD COM COM 806857108 278520 4490086 SH DEFINED 1 4490086 0 0 SCHNITZER STL INDS CL A CL A 806882106 720 22843 SH DEFINED 1 22843 0 0 SCHOLASTIC CORP COM COM 807066105 873 28011 SH DEFINED 1 28011 0 0 SCHOOL SPECIALTY INC COM COM 807863105 736 20863 SH DEFINED 1 20863 0 0 SCHULMAN A INC COM COM 808194104 933 39699 SH DEFINED 1 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