-----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, DpANHhVDiaYAe7sXvoogb4v+Yp0Ty4sc7O3lnnLwuAyJ+Bruj+n60qqvTxEwPHp2 8EXJlCI1fN7m0VE20tpugQ== 0001164508-09-000002.txt : 20090407 0001164508-09-000002.hdr.sgml : 20090407 20090407165804 ACCESSION NUMBER: 0001164508-09-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090331 FILED AS OF DATE: 20090407 DATE AS OF CHANGE: 20090407 EFFECTIVENESS DATE: 20090407 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ARROWSTREET CAPITAL LIMITED PARTNERSHIP CENTRAL INDEX KEY: 0001164508 IRS NUMBER: 043472863 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10005 FILM NUMBER: 09738080 BUSINESS ADDRESS: STREET 1: 200 CLARENDON STREET, 30TH FLOOR CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 617-919-0000 MAIL ADDRESS: STREET 1: 200 CLARENDON STREET, 30TH FLOOR CITY: BOSTON STATE: MA ZIP: 02116 13F-HR 1 q1200913f.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: March 31, 2009 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: Arrowstreet Capital, Limited Partnership Address: 200 Clarendon Street, 30th Floor Boston, MA 02116 13F File Number:028-10005 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 submission. Person Signing this Report on Behalf of Reporting Manager: Name: Vaithehi Muttulingam Title: Partner, Finance and Compliance Phone: 617-919-0000 Signature, Place, and Date of Signing: Vaithehi Muttulingam, Boston, MA, April 7, 2009 Report Type (Check only one.): [ ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [X] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: Frank Russell Company - 028-01190 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 (13F# 028-01190) Form 13F Information Table Entry Total: 589 Form 13F Information Table Value Total: $2,412,188 (x1000) List of Other Included Managers: NONE VALUE SHARES INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) DSCRETN MANAGERS SOLE NONE ACCO BRANDS CORP EQUITY 00081T10 201 205244 SOLE 205244 0 AFLAC INC COM EQUITY 00105510 1765 91193 SOLE 19416 71777 AGCO CORP COM EQUITY 00108410 2206 112562 SOLE 48420 64142 AK STL HLDG CORP COM EQUITY 00154710 628 88246 SOLE 0 88246 AMN HEALTHCARE SVCS INC EQUITY 00174410 200 39300 SOLE 39300 0 AU OPTRONICS CORP SPONSORED ADR 00225510 22757 2712365 SOLE 1127734 1584631 ABBOTT LABS COM EQUITY 00282410 14528 304578 SOLE 196239 108339 ACI WORLDWIDE INC COM EQUITY 00449810 348 18582 SOLE 18582 0 ACME PACKET INC COM EQUITY 00476410 8 1269 SOLE 1269 0 ACTUATE CORP COM EQUITY 00508B10 29 9439 SOLE 9439 0 ACXIOM CORP COM EQUITY 00512510 1411 190689 SOLE 151306 39383 ADOBE SYS INC DEL COM EQUITY 00724F10 1357 63440 SOLE 40487 22953 ADVANCE AMER CASH ADVANCE CTRS EQUITY 00739W10 100 59289 SOLE 59289 0 ADVANCED SEMICONDUCTOR ENGR ADR 00756M40 908 361600 SOLE 361600 0 ADVANTA CORP CL A EQUITY 00794210 6 11927 SOLE 11927 0 ADVANTA CORP CL B EQUITY 00794220 237 358431 SOLE 310070 48361 ADVANCED ENERGY INDS INC EQUITY 00797310 20 2710 SOLE 2710 0 ADVENT SOFTWARE INC EQUITY 00797410 353 10592 SOLE 10592 0 AETNA INC COM NEW EQUITY 00817Y10 27927 1147861 SOLE 799393 348468 AFFILIATED COMPUTER SVCS INC EQUITY 00819010 1787 37317 SOLE 12955 24362 AFFYMETRIX INC OC-CAP STK EQUITY 00826T10 922 281983 SOLE 173855 108128 AGILENT TECHNOLOGIES INC EQUITY 00846U10 3489 227006 SOLE 143965 83041 AIRVANA INC COM EQUITY 00950V10 292 49996 SOLE 49996 0 ALBANY MOLECULAR RESH INC COM EQUITY 01242310 88 9373 SOLE 9373 0 ALCOA INC COM EQUITY 01381710 26903 3665315 SOLE 2453223 1212092 ALLIANCE DATA SYS CORP COM EQUITY 01858110 234 6337 SOLE 6337 0 ALLIED HEALTHCARE INTL INC EQUITY 01923A10 53 41536 SOLE 41536 0 ALLIS CHALMERS ENERGY INC EQUITY 01964550 86 44306 SOLE 44306 0 ALLSTATE CORP COM EQUITY 02000210 3210 167614 SOLE 29022 138592 ALPHA NAT RES INC EQUITY 02076X10 592 33328 SOLE 33328 0 ALTRIA GROUP INC EQUITY 02209S10 433 27030 SOLE 27030 0 AMERICA MOVIL SAB DE C V ADR 02364W10 1552 57320 SOLE 9077 48243 AMERICAN CAP LTD COM EQUITY 02503Y10 564 301412 SOLE 25672 275740 AMERICAN COML LINES INC EQUITY 02519520 241 76050 SOLE 76050 0 AMERICAN FINL GROUP INC OHIO EQUITY 02593210 1038 64701 SOLE 64701 0 AMERICAN GREETINGS CORP CL A EQUITY 02637510 375 74178 SOLE 74178 0 AMERICREDIT CORP COM EQUITY 03060R10 442 75421 SOLE 75421 0 AMERISOURCEBERGEN CORP COM EQUITY 03073E10 2786 85313 SOLE 56346 28967 AMGEN INC EQUITY 03116210 17994 363378 SOLE 226218 137160 AMKOR TECHNOLOGY INC COM EQUITY 03165210 1325 493062 SOLE 349432 143630 AMPHENOL CORP NEW CL A EQUITY 03209510 145 5093 SOLE 5093 0 ANALOG DEVICES INC COM EQUITY 03265410 3701 192070 SOLE 93483 98587 ANDERSONS INC COM EQUITY 03416410 155 10990 SOLE 10990 0 APARTMENT INVT & MGMT CO CL A REIT 03748R10 0 0.004 SOLE 0 0.004 APOLLO GROUP INC CL A EQUITY 03760410 5803 74082 SOLE 52062 22020 ARBOR RLTY TR INC REIT 03892310 71 98600 SOLE 98600 0 ARCHER DANIELS MIDLAND CO COM EQUITY 03948310 963 34669 SOLE 34669 0 ARROW ELECTRS INC COM EQUITY 04273510 11449 600658 SOLE 429115 171543 ARVINMERITOR INC COM EQUITY 04335310 347 439235 SOLE 165911 273324 ASBURY AUTOMOTIVE GROUP INC EQUITY 04343610 1669 387210 SOLE 312117 75093 ASHLAND INC NEW EQUITY 04420910 4606 445846 SOLE 445846 0 ASSURANT INC EQUITY 04621X10 232 10650 SOLE 0 10650 ATMEL CORP COM EQUITY 04951310 1313 361599 SOLE 55300 306299 AUTONATION INC COM EQUITY 05329W10 258 18571 SOLE 18571 0 AVIS BUDGET GROUP INC COM EQUITY 05377410 2303 2530404 SOLE 2382977 147427 AVNET INC COM EQUITY 05380710 239 13631 SOLE 13631 0 AVOCENT CORP COM EQUITY 05389310 477 39330 SOLE 19969 19361 BJ SVCS CO COM EQUITY 05548210 270 27179 SOLE 27179 0 BJS WHSL CLUB INC COM EQUITY 05548J10 133 4155 SOLE 4155 0 BMC SOFTWARE INC COM EQUITY 05592110 30 921 SOLE 921 0 BANCO SANTANDER CHILE NEW ADR 05965X10 10115 294474 SOLE 123052 171422 BANCOLUMBIA S A SPONSORED ADR ADR 05968L10 10609 544876 SOLE 238967 305909 BARD C R INC EQUITY 06738310 3210 40265 SOLE 17202 23063 BARE ESCENTUALS INC COM EQUITY 06751110 580 141533 SOLE 141533 0 BAXTER INTL INC COM EQUITY 07181310 6545 127787 SOLE 60987 66800 BEAZER HOMES USA INC EQUITY 07556Q10 635 628349 SOLE 491712 136637 BECTON DICKINSON & CO COM EQUITY 07588710 1405 20901 SOLE 1050 19851 BELO CORPORATION EQUITY 08055510 339 556423 SOLE 376390 180033 BENCHMARK ELECTRS INC EQUITY 08160H10 837 74700 SOLE 24600 50100 BHP BILLITON LTD ADR 08860610 33300 746641 SOLE 369166 377475 BORDERS GROUP INC COM EQUITY 09970910 606 961364 SOLE 961364 0 BOWNE & CO INC COM EQUITY 10304310 114 35443 SOLE 35443 0 BRANDYWINE RLTY TR SH BEN INT REIT 10536820 127 44452 SOLE 44452 0 BRASIL TELECOM PARTICIPACOES S ADR 10553010 6030 166935 SOLE 158280 8655 BRIGHTPOINT INC EQUITY 10947340 119 27858 SOLE 27858 0 BRISTOL MYERS SQUIBB CO COM EQUITY 11012210 21294 971443 SOLE 753664 217779 BROADRIDGE FINL SOLUTIONS INC EQUITY 11133T10 9181 493339 SOLE 493339 0 BROOKFIELD HOMES CORP COM EQUITY 11272310 97 28100 SOLE 28100 0 BRUNSWICK CORP COM EQUITY 11704310 729 211165 SOLE 6808 204357 BUCKEYE TECHNOLOGIES INC EQUITY 11825510 16 7331 SOLE 7331 0 CBS CORP NEW CL B EQUITY 12485720 4765 1240881 SOLE 700338 540543 CF INDS HLDGS INC EQUITY 12526910 1761 24760 SOLE 24760 0 CIGNA CORP COM EQUITY 12550910 7218 410334 SOLE 282915 127419 CNOOC LTD SPONSORED ADR ADR 12613210 11895 118241 SOLE 63444 54797 CSG SYS INTL INC EQUITY 12634910 711 49777 SOLE 49777 0 CSX CORP COM EQUITY 12640810 123 4760 SOLE 1703 3057 CTS CORP EQUITY 12650110 8 2201 SOLE 2201 0 CA INC COM EQUITY 12673P10 5699 323601 SOLE 211804 111797 CADENCE DESIGN SYS INC COM EQUITY 12738710 1040 247573 SOLE 247573 0 CAL MAINE FOODS INC COM NEW EQUITY 12803020 1977 88312 SOLE 50555 37757 CALLON PETE CO DEL EQUITY 13123X10 88 81009 SOLE 81009 0 CANDELA CORP EQUITY 13690710 28 67732 SOLE 67732 0 CANON INC ADR REPSTG 5 SHS ADR 13800630 14317 493166 SOLE 255350 237816 CAPITAL ONE FINL CORP EQUITY 14040H10 3084 251978 SOLE 83831 168147 CAPITAL TR INC MD CL A NEW REIT 14052H50 13 12070 SOLE 12070 0 CARPENTER TECHNOLOGY CORP COM EQUITY 14428510 142 10033 SOLE 10033 0 CASUAL MALE RETAIL GROUP INC EQUITY 14871110 41 83466 SOLE 83466 0 CATO CORP CL A EQUITY 14920510 88 4812 SOLE 4812 0 CEMEX SAB DE CV SPONS ADR NEW ADR 15129088 22459 3593479 SOLE 1280162 2313317 CENTENE CORP DEL EQUITY 15135B10 281 15600 SOLE 15600 0 CENTRAL GARDEN & PET CO COM EQUITY 15352710 1769 232472 SOLE 160325 72147 CENTURYTEL INC COM EQUITY 15670010 14366 510889 SOLE 359914 150975 CENVEO INC EQUITY 15670S10 303 93153 SOLE 93153 0 CHARLOTTE RUSSE HLDG INC EQUITY 16104810 735 90225 SOLE 49062 41163 CHARMING SHOPPES INC PA COM EQUITY 16113310 324 231694 SOLE 231694 0 CHART INDS INC COM PAR $0.01 EQUITY 16115Q30 411 52109 SOLE 52109 0 CHEVRON CORPORATION COM EQUITY 16676410 409 6082 SOLE 6082 0 CHINA PETE & CHEM CORP SPONS ADR 16941R10 6940 108153 SOLE 41283 66870 CHUNGHWA TELECOM CO LTD ADR 17133Q40 4305 236136 SOLE 116973.5 119162.552 CIBER INC COM EQUITY 17163B10 62 22528 SOLE 22528 0 CIENA CORP COM NEW EQUITY 17177930 1522 195585 SOLE 45491 150094 CIMAREX ENERGY CO EQUITY 17179810 18513 1007221 SOLE 753254 253967 CINCINNATI BELL INC EQUITY 17187110 1627 707460 SOLE 524017 183443 CITIGROUP INC COM EQUITY 17296710 7888 3117976 SOLE 2413677 704299 CITIGROUP GLOBAL MTKS HLDGS EQUITY 17307317 2391 155496 SOLE 0 155496 CITIZENS REPUBLIC BANCORP INC EQUITY 17442010 726 468209 SOLE 371943 96266 CLIFFS NAT RES INC COM EQUITY 18683K10 13800 759928 SOLE 456456 303472 CLOROX CO COM EQUITY 18905410 913 17727 SOLE 17727 0 COCA-COLA FEMSA SAB DE CV ADR ADR 19124110 998 29313 SOLE 29313 0 COGNEX CORP COM EQUITY 19242210 353 26440 SOLE 26440 0 COHERENT INC COM EQUITY 19247910 639 37050 SOLE 37050 0 COLONIAL PPTYS TR COM SHS BEN REIT 19587210 150 39492 SOLE 0 39492 COMMERCIAL INTL BK EGYPT S A E ADR 20171220 17 2952 SOLE 0 2952 COMMVAULT SYS INC COM EQUITY 20416610 11 959 SOLE 959 0 COMPANHIA DE SANEAMENTO BASICO ADR 20441A10 9502 445039 SOLE 248714 196325 COMPANIA CERVECERIAS UNIDA ADR ADR 20442910 655 23315 SOLE 11707 11608 COMPASS MINERALS INTL INC EQUITY 20451N10 1268 22498 SOLE 8642 13856 COMPLETE PRODTN SVCS INC COM EQUITY 20453E10 479 155392 SOLE 142615 12777 COMPUTER SCIENCES CORP COM EQUITY 20536310 1798 48808 SOLE 35798 13010 COMSYS IT PARTNERS INC EQUITY 20581E10 54 24654 SOLE 24654 0 CONEXANT SYS INC CON NEW EQUITY 20714230 161 247845 SOLE 247845 0 CONOCOPHILLIPS EQUITY 20825C10 15625 399003 SOLE 283392 115611 CONSECO INC EQUITY 20846488 120 130600 SOLE 130600 0 CONSTELLATION BRANDS INC CL A EQUITY 21036P10 161 13547 SOLE 13547 0 CORUS BANKSHARES INC EQUITY 22087310 59 217220 SOLE 217220 0 COVENTRY HEALTH CARE INC COM EQUITY 22286210 3030 234147 SOLE 177622 56525 CYBERONICS INC EQUITY 23251P10 184 13834 SOLE 13834 0 CYPRESS SEMICONDUCTOR CORP EQUITY 23280610 5276 779347 SOLE 144883 634464 DST SYS INC DEL EQUITY 23332610 1378 39794 SOLE 39794 0 DSP GROUP INC COM EQUITY 23332B10 271 62674 SOLE 31890 30784 DANA HLDG CORP COM EQUITY 23582520 40 86420 SOLE 86420 0 DAWSON GEOPHYSICAL CO COM EQUITY 23935910 24 1788 SOLE 1788 0 DELTA AIR LINES INC DEL COM EQUITY 24736170 6001 1065824 SOLE 692057 373767 DEPOMED INC COM EQUITY 24990810 44 18716 SOLE 18716 0 DEVELOPERS DIVERSIFIED RLTY REIT 25159110 619 290780 SOLE 281996 8784 DEVON ENERGY CORP NEW COM EQUITY 25179M10 4698 105132 SOLE 76498 28634 DIAMOND OFFSHORE DRILLING INC EQUITY 25271C10 369 5876 SOLE 5876 0 DIEBOLD INC EQUITY 25365110 605 28352 SOLE 28352 0 DILLARDS INC CL A COM EQUITY 25406710 328 57517 SOLE 0 57517 DISCOVERY COMMUNICATIONS INC EQUITY 25470F10 1807 112776 SOLE 83415 29361 DISCOVERY COMMUNICATIONS INC EQUITY 25470F30 227 15516 SOLE 15516 0 DISH NETWORK CORP CL A EQUITY 25470M10 11560 1040544 SOLE 671206 369338 DOLBY LABORATORIES INC CL A EQUITY 25659T10 410 12007 SOLE 3975 8032 DOMINOS PIZZA INC EQUITY 25754A20 33 5027 SOLE 5027 0 DOMTAR CORP COM EQUITY 25755910 1186 1247982 SOLE 938173 309809 DONNELLEY R R & SONS CO COM EQUITY 25786710 5297 722650 SOLE 488676 233974 DOVER CORP COM EQUITY 26000310 3681 139553 SOLE 101982 37571 DOW CHEM CO COM EQUITY 26054310 56774 6734806 SOLE 4595900 2138906 DYNEGY INC DEL CL A EQUITY 26817G10 3469 2460140 SOLE 1871209 588931 ENSCO INTL INC COM EQUITY 26874Q10 4179 158310 SOLE 118945 39365 EARTHLINK INC COM EQUITY 27032110 205 31256 SOLE 31256 0 EASTMAN CHEM CO COM EQUITY 27743210 2882 107530 SOLE 78641 28889 EASTMAN KODAK CO COM EQUITY 27746110 10862 2858403 SOLE 2177965 680438 EL PASO CORP COM EQUITY 28336L10 892 142693 SOLE 142693 0 ELECTRONICS FOR IMAGING INC EQUITY 28608210 948 96709 SOLE 68988 27721 ELIZABETH ARDEN INC COM EQUITY 28660G10 136 23348 SOLE 23348 0 EMBARQ CORP EQUITY 29078E10 9275 245043 SOLE 160958 84085 EMBRAER EMPRESA BRASILEIRA ADR 29081M10 4026 303370 SOLE 131229 172141 EMPRESA NACIONAL ELECTRIC ADR ADR 29244T10 8637 230312 SOLE 84743 145569 EMULEX CORP NEW EQUITY 29247520 635 126152 SOLE 53471 72681 ENCORE ACQUISITION CO COM EQUITY 29255W10 242 10419 SOLE 10419 0 ENDO PHARMACEUTICALS HLDGS INC EQUITY 29264F20 754 42630 SOLE 42630 0 ENERGY PARTNERS LTD OC COM EQUITY 29270U10 17 196607 SOLE 196607 0 ENERSIS SA SPON ADR ADR 29274F10 15657 1036869 SOLE 450416 586453 ENSIGN GROUP INC COM EQUITY 29358P10 59 3821 SOLE 3821 0 ENTEGRIS INC COM EQUITY 29362U10 139 161355 SOLE 161355 0 ENTERCOM COMMUNICATIONS CORP EQUITY 29363910 244 221600 SOLE 221600 0 ENTRAVISION COMMUNICATIONS COR EQUITY 29382R10 13 50459 SOLE 50459 0 DELHAIZE GROUP ADR 29759W10 23 351 SOLE 351 0 EXELIXIS INC COM EQUITY 30161Q10 79 17242 SOLE 17242 0 EXPEDIA INC DEL EQUITY 30212P10 4991 549709 SOLE 418639 131070 EXPRESS SCRIPTS INC COM STK EQUITY 30218210 15935 345143 SOLE 247908 97235 EXTERRAN HLDGS INC COM EQUITY 30225X10 987 61602 SOLE 10970 50632 EXXON MOBIL CORP EQUITY 30231G10 27817 408477 SOLE 269728 138749 FBL FINL GROUP INC CL A EQUITY 30239F10 15 3632 SOLE 3632 0 FMC CORP NEW COM EQUITY 30249130 476 11037 SOLE 0 11037 FACTSET RESH SYS INC EQUITY 30307510 717 14334 SOLE 14334 0 FEDERAL MOGUL CORP CL A EQUITY 31354940 16 2351 SOLE 2351 0 FELCOR LODGING TR INC COM REIT 31430F10 711 522888 SOLE 387275 135613 FERRO CORP COM EQUITY 31540510 155 108360 SOLE 29705 78655 FIDELITY NATL INFORMATION SVCS EQUITY 31620M10 3671 201723 SOLE 139758 61965 FINANCIAL FED CORP EQUITY 31749210 426 20111 SOLE 20111 0 FIRST MARBLEHEAD CORP EQUITY 32077110 699 541732 SOLE 541732 0 FIRST MIDWEST BANCORP INC DEL EQUITY 32086710 196 22795 SOLE 22795 0 FIRSTFED FINL CORP DEL COM EQUITY 33790710 54 149068 SOLE 149068 0 FLAGSTAR BANCORP INC COM EQUITY 33793010 23 31249 SOLE 31249 0 FLOTEK INDS INC DEL EQUITY 34338910 21 13466 SOLE 13466 0 FLUOR CORP NEW COM EQUITY 34341210 669 19375 SOLE 9126 10249 FOMENTO ECONOMICO MEXICANO SAB ADR 34441910 2903 115168 SOLE 34190 80978 FOOT LOCKER INC COM EQUITY 34484910 5056 482488 SOLE 482488 0 FOREST LABS INC CL A COM EQUITY 34583810 32558 1482586 SOLE 1003619 478967 FOREST OIL CORP EQUITY 34609170 2028 154192 SOLE 137251 16941 FORTUNE BRANDS INC COM EQUITY 34963110 248 10098 SOLE 10098 0 FRONTIER COMMUNICATIONS CORP EQUITY 35906A10 264 36779 SOLE 36779 0 FUGI FILM HLDGS ADR 2 ORD ADR 35958N10 401 18250 SOLE 0 18250 FURNITURE BRANDS INTL INC COM EQUITY 36092110 350 237938 SOLE 156200 81738 GATX CORP COM EQUITY 36144810 166 8210 SOLE 8210 0 GSI GROUP INC EQUITY 36229U10 247 259590 SOLE 259590 0 GAMESTOP CORP NEW EQUITY 36467W10 11 396 SOLE 396 0 GANNETT INC COM EQUITY 36473010 18167 8257817 SOLE 5613581 2644236 GAZPROM OAO LEVEL 1 ADR ADR 36828720 28120 1836523 SOLE 797726 1038797 GENERAL GROWTH PPTYS INC REIT 37002110 594 836126 SOLE 88805 747321 GENESCO INC COM EQUITY 37153210 184 9772 SOLE 9772 0 GENWORTH FINL INC EQUITY 37247D10 6920 3641886 SOLE 2160813 1481073 GILEAD SCIENCES INC COM EQUITY 37555810 4365 94225 SOLE 56827 37398 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 994 31980 SOLE 31980 0 GLIMCHER RLTY TR SHS BEN INT REIT 37930210 472 337169 SOLE 297638 39531 GOLD FIELDS LTD NEW SPON ADR ADR 38059T10 12815 1130069 SOLE 503148 626921 GUARANTY FINL GROUP INC COM EQUITY 40108N10 277 264091 SOLE 264091 0 H & E EQUIP SVCS INC COM EQUITY 40403010 384 58659 SOLE 58659 0 HLTH CORP COM EQUITY 40422Y10 4376 422820 SOLE 422820 0 HACKETT GROUP INC COM EQUITY 40460910 55 27241 SOLE 27241 0 HANMI FINL CORP COM EQUITY 41049510 9 6664 SOLE 6664 0 HANSEN NAT CORP EQUITY 41131010 354 9845 SOLE 9845 0 HARMAN INTL INDS INC NEW COM EQUITY 41308610 2698 199373 SOLE 181806 17567 HARRIS CORP DEL COM EQUITY 41387510 3147 108744 SOLE 73517 35227 HARRIS INTERACTIVE INC EQUITY 41454910 3 10700 SOLE 10700 0 HARTFORD FINL SVCS GROUP INC EQUITY 41651510 10598 1350078 SOLE 707447 642631 HARVEST NATURAL RESOURCES INC EQUITY 41754V10 61 17956 SOLE 17956 0 HASBRO INC COM EQUITY 41805610 16 639 SOLE 639 0 HEALTHSOUTH CORP COM NEW EQUITY 42192430 361 40630 SOLE 40630 0 HEALTH MGMT ASSOC INC NEW CL A EQUITY 42193310 414 160484 SOLE 81015 79469 HEADWATERS INC COM EQUITY 42210P10 447 142306 SOLE 142306 0 HEALTH NET INC COM STK EQUITY 42222G10 2931 202407 SOLE 155144 47263 HEALTHTRONICS INC EQUITY 42222L10 65 48073 SOLE 48073 0 HILL ROM HLDGS COM EQUITY 43147510 38 3852 SOLE 3852 0 HORIZON LINES INC CL A EQUITY 44044K10 373 123118 SOLE 123118 0 HOVNANIAN ENTERPRISES INC CL A EQUITY 44248720 1220 782011 SOLE 649805 132206 HUDSON HIGHLAND GROUP INC EQUITY 44379210 45 40827 SOLE 40827 0 HUMANA INC COM EQUITY 44485910 9210 353159 SOLE 249900 103259 HUNTINGTON BANCSHARES INC EQUITY 44615010 4289 2583932 SOLE 1889804 694128 HUNTSMAN CORP EQUITY 44701110 3012 962213 SOLE 792627 169586 HUTCHINSON TECHNOLOGY INC COM EQUITY 44840710 211 81200 SOLE 81200 0 HUTCHISON TELECOMMUNICATIONS ADR 44841T10 35 7406 SOLE 7406 0 IAC / INTERACTIVECORP COM PAR EQUITY 44919P50 3564 234016 SOLE 193169 40847 IMS HEALTH INC COM EQUITY 44993410 454 36391 SOLE 36391 0 ISTAR FINL INC REIT 45031U10 432 153750 SOLE 153750 0 IXIA COM EQUITY 45071R10 19 3749 SOLE 3749 0 IDEARC INC EQUITY 45166310 72 2062910 SOLE 1418066 644844 IDERA PHARMACEUTICALS INC COM EQUITY 45168K30 176 27126 SOLE 27126 0 INSIGHT ENTERPRISES INC COM EQUITY 45765U10 520 169811 SOLE 93724 76087 INNOVATIVE SOLUTIONS & SUPPORT EQUITY 45769N10 47 11119 SOLE 11119 0 INTEGRATED DEVICE TECH INC EQUITY 45811810 2115 464767 SOLE 350912 113855 INTERDIGITAL INC PA COM EQUITY 45867G10 2967 114920 SOLE 83042 31878 INTERNATIONAL BANCSHARES CORP EQUITY 45904410 79 10069 SOLE 10069 0 INTERNATIONAL GAME TECHNOLOGY EQUITY 45990210 207 22402 SOLE 22402 0 INTERNATIONAL PAPER CO COM EQUITY 46014610 3580 508551 SOLE 273394 235157 INTERNATIONAL RECTIFIER CORP EQUITY 46025410 542 40141 SOLE 8871 31270 INTERPUBLIC GROUP COS INC COM EQUITY 46069010 176 42650 SOLE 42650 0 INTERSIL CORP CL A EQUITY 46069S10 996 86604 SOLE 19302 67302 INTUIT COM EQUITY 46120210 7048 261031 SOLE 185264 75767 INVACARE CORP EQUITY 46120310 72 4498 SOLE 4498 0 INTUITIVE SURGICAL INC EQUITY 46120E60 2554 26786 SOLE 19476 7310 INVENTIV HEALTH INC COM EQUITY 46122E10 50 6169 SOLE 6169 0 IRIS INTL INC EQUITY 46270W10 180 15606 SOLE 15606 0 ISHARES MSCI CDA INDEX FD EQUITY 46428650 950 57712 SOLE 57712 0 ISHARES MSCI UNITED KINGDOM EQUITY 46428669 262 24970 SOLE 24970 0 ISHARES INC MSCI TAIWAN IND FD EQUITY 46428673 10330 1280088 SOLE 1280088 0 ISHARES MSCI JAPAN INDEX FUND EQUITY 46428684 305 38630 SOLE 38630 0 ISHARES TR S&P 500 INDEX FD EQUITY 46428720 239 3008 SOLE 3008 0 ISHARES TR MSCI EMERGING MKTS EQUITY 46428723 6099 245821 SOLE 245821 0 ISHARES TR MSCI EAFE INDEX FD EQUITY 46428746 13521 359710 SOLE 359710 0 ISHARES TR RUSSELL 2000 INDEX EQUITY 46428765 92 2199 SOLE 2199 0 JDS UNIPHASE CORP COM PAR EQUITY 46612J50 2210 679867 SOLE 679867 0 JSC MMC NORILSK NICKEL ADR 46626D10 19647 3234290 SOLE 1505830 1728460 JABIL CIRCUIT INC COM EQUITY 46631310 3018 542830 SOLE 542830 0 JOHNSON & JOHNSON COM EQUITY 47816010 241 4578 SOLE 4578 0 JONES APPAREL GROUP INC COM EQUITY 48007410 3041 720691 SOLE 647802 72889 JOY GLOBAL INC EQUITY 48116510 642 30148 SOLE 30148 0 JSFC SISTEMA SPONSORED GDR REG ADR 48122U20 49 10575 SOLE 0 10575 KT CORP SPONSORED ADR ADR 48268K10 1909 138426 SOLE 33966 104460 K V PHARMACEUTICAL CO CL A EQUITY 48274020 989 599211 SOLE 599211 0 KADANT INC COM EQUITY 48282T10 99 8600 SOLE 8600 0 KELLY SVCS INC CL A EQUITY 48815220 81 10099 SOLE 10099 0 KENSEY NASH CORP EQUITY 49005710 181 8502 SOLE 8502 0 KEY ENERGY SERVICES INC COM EQUITY 49291410 690 239710 SOLE 195535 44175 KEYNOTE SYS INC COM EQUITY 49330810 22 2746 SOLE 2746 0 KINDRED HEALTHCARE INC COM EQUITY 49458010 103 6872 SOLE 6872 0 KING PHARMACEUTICALS INC COM EQUITY 49558210 3555 502837 SOLE 502837 0 LCA VISION INC COM PAR $.001 EQUITY 50180330 187 64216 SOLE 7479 56737 LG DIPLAY CO LTD SPONSORED ADR 50186V10 1754 171600 SOLE 48040 123560 LHC GROUP INC COM EQUITY 50187A10 453 20353 SOLE 20353 0 LSI CORP COM EQUITY 50216110 10949 3601492 SOLE 2807297 794195 LTX-CREDENCE CORP COM EQUITY 50240310 14 49412 SOLE 49412 0 LA Z BOY INC EQUITY 50533610 101 80800 SOLE 80800 0 LABORATORY CORP AMER HLDGS EQUITY 50540R40 664 11344 SOLE 11344 0 LAMAR ADVERTISING CO CL A EQUITY 51281510 125 12813 SOLE 12813 0 GAZPROM ADR REP10 ORD EQUITY 5140989 5084 342365 SOLE 0 342365 LATTICE SEMICONDUCTOR CORP COM EQUITY 51841510 332 240277 SOLE 240277 0 LEAR CORP COM EQUITY 52186510 555 740346 SOLE 571703 168643 LEE ENTERPRISES INC COM EQUITY 52376810 15 54442 SOLE 54442 0 LEGGETT & PLATT INC COM EQUITY 52466010 2353 181168 SOLE 151794 29374 LEXINGTON REALTY TRUST REIT 52904310 209 87863 SOLE 87863 0 LEXMARK INTERNATIONAL INC COM EQUITY 52977110 52752 3126971 SOLE 2412752 714219 LIBERTY GLOBAL INC COM SER A EQUITY 53055510 104 7175 SOLE 7175 0 LIBERTY GLOBAL INC EQUITY 53055530 53 3754 SOLE 3754 0 LIBERTY MEDIA HLDG CORP EQUITY 53071M10 3521 1214258 SOLE 620096 594162 LIBERTY MEDIA HLDG CORP CAP EQUITY 53071M30 572 81998 SOLE 81998 0 LIFE SCIENCES RESEARCH INC EQUITY 53216910 201 28113 SOLE 28113 0 LILLY ELI & CO COM EQUITY 53245710 9438 282476 SOLE 176525 105951 LIN TV CORP CL A EQUITY 53277410 21 19109 SOLE 19109 0 LINCARE HLDGS INC COM EQUITY 53279110 1439 65999 SOLE 65999 0 LINEAR TECHNOLOGY CORP COM EQUITY 53567810 15987 695711 SOLE 453881 241830 LITHIA MTRS INC CL A EQUITY 53679710 31 13808 SOLE 0 13808 LO JACK CORP EQUITY 53945110 263 57993 SOLE 4949 53044 LOCKHEED MARTIN CORP COM EQUITY 53983010 33 480 SOLE 480 0 LUFKIN INDS INC COM EQUITY 54976410 98 2600 SOLE 2600 0 MGIC INVT CORP WIS COM EQUITY 55284810 106 74797 SOLE 74797 0 MGM MIRAGE EQUITY 55295310 6117 2625154 SOLE 1727692 897462 MGP INGREDIENTA INC EQUITY 55302G10 7 9600 SOLE 9600 0 MACQUARIE INFRASTRUCTURE CO EQUITY 55608B10 101 73071 SOLE 73071 0 MARSHALL & ILSLEY CORP NEW COM EQUITY 57183710 120 21238 SOLE 21238 0 MASCO CORP COM EQUITY 57459910 6872 984559 SOLE 368703 615856 MAXIM INTEGRATED PRODS INC COM EQUITY 57772K10 3581 271066 SOLE 0 271066 MCCLATCHY CO (HOLDING CO)CL A EQUITY 57948910 290 591368 SOLE 591368 0 MCKESSON CORP COM EQUITY 58155Q10 6943 198132 SOLE 142808 55324 MCMORAN EXPLORATION CO EQUITY 58241110 185 39465 SOLE 39465 0 MECHEL OAO SPONSORED ADR 58384010 14352 3441675 SOLE 1784085 1657590 MERCK & CO INC COM EQUITY 58933110 372 13907 SOLE 13907 0 MICROSTRATEGY INC CL A EQUITY 59497240 85 2493 SOLE 2493 0 MILLER INDS INC TENN COM NEW EQUITY 60055120 107 16687 SOLE 16687 0 INNER MONGOLIA YITAI COAL 'B EQUITY 6019011 1079 226400 SOLE 97200 129200 MIRANT CORP NEW EQUITY 60467R10 21342 1872062 SOLE 1332326 539736 MOBILE TELESYSTEMS OJSC SPONS ADR 60740910 36400 1216593 SOLE 516074 700519 MODINE MFG CO EQUITY 60782810 110 44048 SOLE 44048 0 MOLEX INC COM EQUITY 60855410 1509 109853 SOLE 97618 12235 MOODYS CORP COM EQUITY 61536910 30534 1332219 SOLE 663586 668633 MOTOROLA INC COM EQUITY 62007610 170 40096 SOLE 3369 36727 MUELLER INDS INC COM EQUITY 62475610 334 15376 SOLE 15376 0 MURPHY OIL CORP COM EQUITY 62671710 15559 347537 SOLE 268103 79434 NCR CORP NEW EQUITY 62886E10 11995 1508777 SOLE 1039210 469567 NII HLDGS INC CL B NEW EQUITY 62913F20 677 45160 SOLE 45160 0 NPS PHARMACEUTICALS INC EQUITY 62936P10 172 41000 SOLE 41000 0 NRG ENERGY INC EQUITY 62937750 1243 70653 SOLE 46495 24158 NTT DOCOMO INC SPONSORED ADR ADR 62942M20 1608 117814 SOLE 95855 21959 NABI BIOPHARMACEUTICALS EQUITY 62951910 93 25000 SOLE 25000 0 NACCO INDS INC CL A EQUITY 62957910 97 3576 SOLE 3576 0 NAM TAI ELECTRS INC COM PAR EQUITY 62986520 36 9703 SOLE 9703 0 NASH FINCH CO COM EQUITY 63115810 112 3992 SOLE 3992 0 NATIONAL FINL PARTNERS CORP EQUITY 63607P20 88 27648 SOLE 27648 0 NATIONAL SEMICONDUCTOR CORP EQUITY 63764010 45216 4402690 SOLE 2977846 1424844 NAVISTAR INTL CORP NEW COM EQUITY 63934E10 3986 119128 SOLE 5672 113456 NETAPP INC COM EQUITY 64110D10 1301 87641 SOLE 54272 33369 NETLOGIC MICROSYSTEMS INC EQUITY 64118B10 146 5321 SOLE 5321 0 HONGKONG LAND HLDGS LTD ORD EQUITY 6434915 5385 2362000 SOLE 537000 1825000 NEW YORK & CO INC EQUITY 64929510 848 238835 SOLE 138017 100818 NEW CASTLE INVT CORP NEW REIT 65105M10 61 94609 SOLE 42872 51737 NICE SYSTEMS LTD SPONSORED ADR ADR 65365610 485 19500 SOLE 19500 0 NIPPON TELEG & TEL CORP ADR ADR 65462410 7028 369327 SOLE 213382 155945 NOVATEL WIRELESS INC COM NEW EQUITY 66987M60 83 14759 SOLE 14759 0 NOVELLUS SYS INC EQUITY 67000810 3842 231028 SOLE 231028 0 NOVOLIPETSK IRON & STL CORP ADR 67011E20 3243 289845 SOLE 139062 150783 O CHARLEYS INC EQUITY 67082310 173 57530 SOLE 57530 0 O2MICRO INTL LTD SPONSORED ADR EQUITY 67107W10 736 215086 SOLE 162770 52316 OCCIDENTAL PETE CORP COM EQUITY 67459910 22 399 SOLE 399 0 OFFICE DEPOT INC COM EQUITY 67622010 6358 4853658 SOLE 3999052 854606 OFFICEMAX INC DEL EQUITY 67622P10 252 80629 SOLE 13117 67512 OIL CO LUKOIL SPON ADR ADR 67786210 24462 646317 SOLE 229697 416620 OIL STS INTL INC COM EQUITY 67802610 1755 130779 SOLE 87178 43601 OMNICARE INC COM EQUITY 68190410 598 24436 SOLE 24436 0 OMNIVISION TECHNOLOGIES INC EQUITY 68212810 274 40770 SOLE 24045 16725 OPEN JT STK CO-VIMPEL ADR 68370R10 224 34200 SOLE 23700 10500 OSHKOSH CORP COM EQUITY 68823920 4 563 SOLE 563 0 OVERSEAS SHIPHOLDING GRP INC EQUITY 69036810 563 24830 SOLE 0 24830 OXFORD INDS INC COM EQUITY 69149730 385 62338 SOLE 62338 0 PC-TEL INC COM EQUITY 69325Q10 51 11902 SOLE 11902 0 PDL BIOPHARMA INC COM EQUITY 69329Y10 3691 521346 SOLE 470226 51120 PHH CORP EQUITY 69332020 334 23783 SOLE 23783 0 PMI GROUP INC EQUITY 69344M10 395 636794 SOLE 575913 60881 PPG INDS INC COM EQUITY 69350610 317 8595 SOLE 8595 0 PACER INTL INC TENN EQUITY 69373H10 565 161402 SOLE 132817 28585 PACIFIC SUNWEAR CALIF INC COM EQUITY 69487310 14 8348 SOLE 8348 0 PACTIV CORP COM EQUITY 69525710 304 20864 SOLE 20864 0 PAETEC HLDG CORP COM EQUITY 69545910 541 375886 SOLE 375886 0 PALM INC NEW EQUITY 69664310 354 41117 SOLE 41117 0 PALOMAR MED TECH INC NEW COM EQUITY 69752930 111 15234 SOLE 15234 0 PANTRY INC EQUITY 69865710 33 1855 SOLE 1855 0 PAR PHARMACEUTICAL COS INC EQUITY 69888P10 132 13915 SOLE 13915 0 PATRIOT COAL CORP COM EQUITY 70336T10 169 45419 SOLE 45419 0 PATTERSON UTI ENERGY INC COM EQUITY 70348110 8734 974786 SOLE 702011 272775 PAYCHEX INC COM EQUITY 70432610 8122 316384 SOLE 208535 107849 PENSON WORLDWIDE INC COM EQUITY 70960010 232 36100 SOLE 36100 0 PETROCHINA CO LTD SPONS ADR ADR 71646E10 11746 147383 SOLE 26500 120883 PETROBRAS ENERGIA ADR 71646M10 8466 1487879 SOLE 766303 721576 PETROLEO BRASILEIRO SA ADR ADR 71654V10 5098 208074 SOLE 100991 107083 PETROLEO BRASILEIRO SA ADR 71654V40 29 958 SOLE 0 958 PFIZER INC COM STK USD0.05 EQUITY 71708110 35307 2592266 SOLE 1770182 822084 PHARMACEUTICAL PROD DEV INC EQUITY 71712410 2444 103048 SOLE 77410 25638 PHILIP MORRIS INTL INC COM EQUITY 71817210 730 20517 SOLE 20517 0 PIKE ELEC CORP EQUITY 72128310 55 5964 SOLE 5964 0 PITNEY BOWES INC COM EQUITY 72447910 2720 116492 SOLE 78959 37533 PLAINS EXPLORATION & PRODTN EQUITY 72650510 15308 888457 SOLE 685279 203178 POLYONE CORP COM EQUITY 73179P10 695 300835 SOLE 300835 0 POLYPORE INTL INC EQUITY 73179V10 61 15200 SOLE 15200 0 POWERWAVE TECHNOLOGIES INC COM EQUITY 73936310 264 445000 SOLE 445000 0 PRESTIGE BRANDS HLDGS INC EQUITY 74112D10 224 43200 SOLE 43200 0 PRIDE INTL INC DEL COM EQUITY 74153Q10 3950 219683 SOLE 184108 35575 PRIMEDIA INC COM NEW EQUITY 74157K84 53 21600 SOLE 21600 0 PRINCIPAL FINANCIAL GROUP INC EQUITY 74251V10 4384 535986 SOLE 122745 413241 PROTECTIVE LIFE CORP COM EQUITY 74367410 531 101169 SOLE 101169 0 QLOGIC CORP COM EQUITY 74727710 2703 243035 SOLE 184197 58838 QAD INC COM EQUITY 74727D10 22 8540 SOLE 8540 0 QUANTUM CORP DSSG COM EQUITY 74790620 280 417900 SOLE 417900 0 QUEST DIAGNOSTICS INC COM EQUITY 74834L10 86 1820 SOLE 1820 0 QUESTCOR PHARMACEUTICALS INC EQUITY 74835Y10 1228 249519 SOLE 211500 38019 RAIT FINANCIAL TRUST REIT 74922710 273 223977 SOLE 223977 0 R H DONNELLEY CORP COM NEW EQUITY 74955W30 149 497031 SOLE 334704 162327 RAMCO-GERSHENSON PPTYS TR COM REIT 75145220 114 17736 SOLE 17736 0 RAYTHEON CO COM NEW EQUITY 75511150 116 2976 SOLE 2976 0 REAL NETWORKS INC COM EQUITY 75605L10 1388 595565 SOLE 65190 530375 RED HAT INC COM EQUITY 75657710 3143 176156 SOLE 0 176156 RELIANCE STL & ALUM CO EQUITY 75950910 1782 67688 SOLE 0 67688 RELIANT ENERGY INC EQUITY 75952B10 7775 2437283 SOLE 2035235 402048 REPUBLIC AWYS HLDGS INC EQUITY 76027610 189 29165 SOLE 29165 0 RETAIL VENTURES INC EQUITY 76128Y10 62 40674 SOLE 40674 0 REVLON INC CL A NEW EQUITY 76152560 72 29165 SOLE 29165 0 RITE AID CORP COM EQUITY 76775410 263 730002 SOLE 0 730002 ROCKWOOD HLDGS INC EQUITY 77441510 861 108423 SOLE 44661 63762 ROHM & HAAS CO COM EQUITY 77537110 391 4957 SOLE 4957 0 ROSETTA RES INC COM EQUITY 77777930 913 184368 SOLE 123301 61067 ROSS STORES INC COM EQUITY 77829610 5484 152846 SOLE 117166 35680 ROSTELECOM LONG DISTANCE & ADR 77852910 574 11127 SOLE 11127 0 ROWAN COS INC COM EQUITY 77938210 3058 255499 SOLE 203044 52455 ROYAL DUTCH SHELL PLC ADR 78025920 12243 276365 SOLE 129154 147211 RUBY TUESDAY INC EQUITY 78118210 310 106298 SOLE 65889 40409 RYDER SYS INC COM EQUITY 78354910 2644 93389 SOLE 93389 0 SAIC INC COM EQUITY 78390X10 3673 196743 SOLE 125038 71705 SK TELECOM LTD SPONSORED ADR ADR 78440P10 1683 108946 SOLE 27830 81116 SL GREEN REALTY CORP REIT 78440X10 1373 127097 SOLE 0 127097 SPDR TR UNIT SER 1 S & P EQUITY 78462F10 6140 77258 SOLE 77258 0 SPX CORP EQUITY 78463510 1894 40286 SOLE 29178 11108 SAIA INC COM EQUITY 78709Y10 131 10949 SOLE 10949 0 ST JUDE MED INC COM EQUITY 79084910 41 1140 SOLE 1140 0 SAKS INC COM EQUITY 79377W10 343 183481 SOLE 44634 138847 SAMSUNG ELECTRS LTD GDR 1995 ADR 79605088 1940 9450 SOLE 0 9450 SANDRIDGE ENERGY INC COM EQUITY 80007P30 2295 348225 SOLE 296450 51775 SANMINA-SCI CORP EQUITY 80090710 719 2357524 SOLE 1459597 897927 SASOL LTD SPONSORED ADR ADR 80386630 588 20306 SOLE 20306 0 SAUER-DANFOSS INC EQUITY 80413710 9 3566 SOLE 3566 0 SCHNITZER STL INDS INC CL A EQUITY 80688210 486 15491 SOLE 15491 0 SCHULMAN A INC COM EQUITY 80819410 298 22028 SOLE 22028 0 SCRIPPS E W CO OHIO CL A NEW EQUITY 81105440 402 297789 SOLE 297789 0 SEACHANGE INTL INC EQUITY 81169910 72 12529 SOLE 12529 0 SEALY CORP COM EQUITY 81213930 39 26202 SOLE 26202 0 SEARS HLDGS CORP EQUITY 81235010 18 384 SOLE 384 0 SEPRACOR INC EQUITY 81731510 4458 304095 SOLE 304095 0 SEVERSTAL JT STK CO SPONSORED ADR 81815030 2593 774647 SOLE 418392 356255 SHAW GROUP INC COM EQUITY 82028010 1249 45585 SOLE 0 45585 SIGMA DESIGNS INC EQUITY 82656510 83 6644 SOLE 6644 0 SILICON LABORATORIES INC EQUITY 82691910 413 15627 SOLE 15627 0 SILICON IMAGE INC COM EQUITY 82705T10 182 76009 SOLE 76009 0 SILICONWARE PRECISION INDS LTD ADR 82708486 10301 1776120 SOLE 899646 876474 SIRF TECHNOLOGY HLDGS INC EQUITY 82967H10 161 69894 SOLE 69894 0 SOCIEDAD QUIMICA MINERA DE ADR ADR 83363510 3244 122146 SOLE 25045 97101 SONIC AUTOMATIC INC COM EQUITY 83545G10 503 314671 SOLE 314671 0 SPARTECH CORP NEW EQUITY 84722020 113 45989 SOLE 45989 0 SPECTRA ENERGY CORP COM EQUITY 84756010 993 70260 SOLE 46483 23777 SPHERION CORP COM EQUITY 84842010 401 192840 SOLE 192840 0 STANCORP FINL GROUP INC COM EQUITY 85289110 836 36711 SOLE 36711 0 STANDARD PAC CORP NEW COM EQUITY 85375C10 156 177207 SOLE 37207 140000 STARENT NETWORKS CORP COM EQUITY 85528P10 3147 199135 SOLE 161164 37971 STEEL DYNAMICS INC COM EQUITY 85811910 2046 232284 SOLE 0 232284 STERLING FINL CORP/SPOKANE EQUITY 85931910 607 293392 SOLE 215425 77967 STONE ENERGY CORP COM EQUITY 86164210 165 49518 SOLE 49518 0 STRATEGIC HOTELS & RESORTS INC REIT 86272T10 117 169711 SOLE 169711 0 SUN MICROSYSTEMS INC COM NEW EQUITY 86681020 28345 3872253 SOLE 2759337 1112916 SUNOCO INC COM EQUITY 86764P10 4138 156284 SOLE 73378 82906 SUNRISE SENIOR LIVING INC EQUITY 86768K10 453 665954 SOLE 454321 211633 SUNTRUST BKS INC EQUITY 86791410 688 58621 SOLE 24843 33778 SUPERIOR WELL SVCS INC EQUITY 86837X10 62 12100 SOLE 12100 0 SUPERVALU INC COM EQUITY 86853610 24253 1698403 SOLE 1239550 458853 SURGUTNEFTEGAZ JSC SPON ADR ADR 86886120 8057 1283217 SOLE 380947 902270 SYMANTEC CORP COM EQUITY 87150310 2858 191318 SOLE 101226 90092 SYMYX TECHNOLOGIES INC COM EQUITY 87155S10 13 2810 SOLE 2810 0 SYNCHRONOSS TECHNOLOGIES INC EQUITY 87157B10 77 6255 SOLE 6255 0 SYNAPTICS INC EQUITY 87157D10 8919 333281 SOLE 235578 97703 SYNOPSYS INC COM EQUITY 87160710 9842 474756 SOLE 368845 105911 SYNOVUS FINL CORP EQUITY 87161C10 54 16655 SOLE 16655 0 SYSCO CORP COM EQUITY 87182910 35 1514 SOLE 1514 0 TGC INDS INC COM NEW EQUITY 87241730 23 10414 SOLE 10414 0 TRW AUTOMOTIVE HLDGS CORP EQUITY 87264S10 2236 694261 SOLE 624930 69331 TAIWAN SEMICONDUCTOR MFG CO ADR 87403910 45317 5063321 SOLE 21020952961226.003 TALBOTS INC EQUITY 87416110 534 152000 SOLE 152000 0 TECHNITROL INC EQUITY 87855510 305 178079 SOLE 178079 0 TECUMSEH PRODS CO CL A EQUITY 87889520 80 17645 SOLE 4000 13645 TEKELEC COM EQUITY 87910110 209 15767 SOLE 15767 0 TELECOM ARGENTINA SA ADR ADR 87927320 6655 858682 SOLE 478505 380177 TELECOM CORP NEW ZEALAND ADR ADR 87927820 9225 1417004 SOLE 163086 1253918 TELEFONOS DE MEXICO SAB ADR ADR 87940378 474 31517 SOLE 0 31517 TELLABS INC COM EQUITY 87966410 2155 470563 SOLE 0 470563 TENET HEALTHCARE CORP COM EQUITY 88033G10 592 510740 SOLE 126054 384686 TENNECO INC COM EQUITY 88034910 632 388022 SOLE 263284 124738 TERADATA CORP DEL COM EQUITY 88076W10 4381 270113 SOLE 195491 74622 TERADYNE INC COM EQUITY 88077010 5104 1165301 SOLE 1035566 129735 TEREX CORP NEW EQUITY 88077910 10339 1117681 SOLE 827765 289916 TESORO CORP EQUITY 88160910 15189 1127627 SOLE 1081087 46540 TEVA PHARMACEUTICAL INDS ADR ADR 88162420 9882 219365 SOLE 109383 109982 TEXAS INSTRS INC COM EQUITY 88250810 6548 396622 SOLE 229243 167379 TEXTRON INC COM EQUITY 88320310 9740 1696824 SOLE 1297115 399709 TIBCO SOFTWARE INC COM EQUITY 88632Q10 677 115385 SOLE 31397 83988 TICKETMASTER ENTERTAINMENT INC EQUITY 88633P30 41 11039 SOLE 11039 0 TIDEWATER INC COM EQUITY 88642310 875 23572 SOLE 23572 0 TIMKEN CO EQUITY 88738910 89 6400 SOLE 6400 0 TORCHMARK CORP EQUITY 89102710 5064 193061 SOLE 38784 154277 TWEEN BRANDS INC COM EQUITY 90116610 486 227195 SOLE 227195 0 USANA HEALTH SCIENCES INC EQUITY 90328M10 333 14900 SOLE 14900 0 USA MOBILITY INC EQUITY 90341G10 1293 140356 SOLE 133524 6832 ULTRA CLEAN HLDGS INC EQUITY 90385V10 24 22021 SOLE 22021 0 ULTRATECH INC COM EQUITY 90403410 403 32254 SOLE 32254 0 UNISYS CORP EQUITY 90921410 737 1391206 SOLE 1391206 0 UNIT CORP COM EQUITY 90921810 976 46634 SOLE 26358 20276 UNITED CMNTY BKS BLAIRSVLE GA EQUITY 90984P10 36 8598 SOLE 8598 0 UNITED MICROELECTRONICS CORP ADR 91087340 42993 17013351 SOLE 8767496 8245855 UNITED ONLINE INC COM EQUITY 91126810 111 24955 SOLE 24955 0 UNITED RENTALS INC COM EQUITY 91136310 456 108414 SOLE 30726 77688 UNITED STATES STEEL CORP EQUITY 91290910 43183 2043695 SOLE 1349824 693871 UNIVERSAL HEALTH SVCS INC CL B EQUITY 91390310 1738 45337 SOLE 45337 0 UNUM GROUP EQUITY 91529Y10 671 53668 SOLE 0 53668 VALEANT PHARMACEUTICALS INTL EQUITY 91911X10 194 10900 SOLE 10900 0 VALERO ENERGY CORP COM NEW EQUITY 91913Y10 8577 479151 SOLE 243342 235809 VALUECLICK INC COM EQUITY 92046N10 51 5943 SOLE 5943 0 VARIAN SEMICONDUCTOR EQUIPMENT EQUITY 92220710 604 27886 SOLE 27886 0 VARIAN MED SYS INC COM EQUITY 92220P10 22293 732373 SOLE 490407 241966 VEECO INSTRS INC DEL COM EQUITY 92241710 92 13827 SOLE 13827 0 VISTEON CORP COM EQUITY 92839U10 8 61199 SOLE 61199 0 VMWARE INC CL A COM EQUITY 92856340 227 9604 SOLE 9604 0 VOLTERRA SEMICONDUCTOR CORP EQUITY 92870810 132 15597 SOLE 15597 0 W & T OFFSHORE INC EQUITY 92922P10 652 106051 SOLE 34131 71920 WABCO HLDGS INC COM EQUITY 92927K10 347 28167 SOLE 28167 0 WABASH NATL CORP COM EQUITY 92956610 33 26500 SOLE 26500 0 WARNER MUSIC GROUP CORP EQUITY 93455010 172 73296 SOLE 73296 0 WEIGHT WATCHERS INTL INC EQUITY 94862610 416 22436 SOLE 22436 0 WELLCARE HEALTH PLANS INC EQUITY 94946T10 908 80755 SOLE 19267 61488 WELLPOINT INC EQUITY 94973V10 35405 932448 SOLE 609382 323066 WESTERN DIGITAL CORP DEL COM EQUITY 95810210 62851 3249784 SOLE 2269572 980212 WESTERN REFNG INC COM EQUITY 95931910 319 26734 SOLE 26734 0 WILLIAMS COS INC COM EQUITY 96945710 1552 136385 SOLE 102894 33491 WIND RIV SYS INC EQUITY 97314910 165 25796 SOLE 25796 0 WINDSTREAM CORP COM EQUITY 97381W10 8964 1112143 SOLE 702695 409448 WINN DIXIE STORES INC COM NEW EQUITY 97428030 1387 145134 SOLE 134630 10504 WORLD ACCEP CORP EQUITY 98141910 244 14295 SOLE 14295 0 WORTHINGTON INDS INC COM EQUITY 98181110 356 40820 SOLE 40820 0 WYETH COM EQUITY 98302410 16784 389960 SOLE 241693 148267 XILINX INC COM EQUITY 98391910 11670 609089 SOLE 415092 193997 XEROX CORP COM EQUITY 98412110 3248 713932 SOLE 488412 225520 YRC WORLDWIDE INC EQUITY 98424910 1210 269492 SOLE 60334 209158 YANZHOU COAL MNG CO LTD SPONS ADR 98484610 2275 317300 SOLE 317300 0 ZALE CORP NEW COM EQUITY 98885810 1494 766058 SOLE 642740 123318 ZIONS BANCORPORATION EQUITY 98970110 359 36548 SOLE 36548 0 PHARMSTANDARD GDR (EACH REPR1 EQUITY B1W4MH7 2003 208620 SOLE 79092 129528 BUNGE LIMITED COM EQUITY G1696210 63241 1116340 SOLE 850839 265501 CDC CORPORATION SHS A EQUITY G2022L10 19 17362 SOLE 17362 0 GARMIN LTD REG SHS EQUITY G3726010 24764 1167553 SOLE 866610 300943 MARVELL TECHNOLOGY GROUP LTD EQUITY G5876H10 33186 3622965 SOLE 2751528 871437 NABORS INDUSTRIES LTD SHS EQUITY G6359F10 5416 542121 SOLE 399068 143053 SEAGATE TECHNOLOGY EQUITY G7945J10 66935 11137342 SOLE 8074284 3063058 SMART MODULAR TECHNOLOGIES WWH EQUITY G8224510 221 160503 SOLE 99780 60723 TBS INTERNATIONAL LIMITED SHS EQUITY G8697515 462 62864 SOLE 32783 30081 TYCO ELECTRONICS LTD EQUITY G9144P10 9169 830561 SOLE 608502 222059 VISTAPRINT LIMITED EQUITY G9376220 134 4858 SOLE 4858 0 WARNER CHILCOTT LIMITED SHS A EQUITY G9435N10 1842 175060 SOLE 134112 40948 XL CAP LTD CL A COM EQUITY G9825510 8689 1591460 SOLE 986844 604616 ALCON INC COM SHS EQUITY H0130110 2801 30814 SOLE 30814 0 TYCO INTERNATIONAL LTD SHS EQUITY H8912810 2390 122175 SOLE 93649 28526 MILLICOM INTL CELLULAR SA EQUITY L6388F11 1298 35039 SOLE 35039 0 ALADDIN KNOWLEDGE SYS LTD EQUITY M0392N10 132 11500 SOLE 11500 0 ALVARION LTD SHS EQUITY M0861T10 869 262673 SOLE 239743 22930 AUDIOCODES LTD EQUITY M1534210 52 44816 SOLE 33175 11641 CELLCOM ISRAEL LTD SHS EQUITY M2196U10 15809 742188 SOLE 533070 209118 CHECKPOINT SOFTWARE TECH EQUITY M2246510 105513 4750720 SOLE 2928933 1821787 GILAT SATELLITE NETWORKS LTD EQUITY M5147411 139 41100 SOLE 41100 0 ITURAN LOCATION AND CONTROL EQUITY M6158M10 57 7500 SOLE 7500 0 ORBOTECH LTD ISRAEL COM EQUITY M7525310 83 21858 SOLE 21858 0 RRSAT GLOBAL COMMUNICATIONS EQUITY M8183P10 117 9775 SOLE 2816 6959 RADVISION LTD COM EQUITY M8186910 72 14364 SOLE 14364 0 SYNERON MEDICAL LTD EQUITY M8724510 568 95745 SOLE 66800 28945 CHINA STL CORP SPONSORED GDR ADR Y1504112 6490 496170 SOLE 333233 162937 FLEXTRONICS INTERNATIONAL LTD EQUITY Y2573F10 21076 7292601 SOLE 5485956 1806645 GENERAL MARITIME CORP NEW SHS EQUITY Y2693R10 69 9861 SOLE 9861 0
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