-----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, LYHQ3N7BWxuGC0xf4E7dIuyia526DcErk0jpawrOIIB22PWjYbU+8jsrAC5cFUkd 1m3FXQykhOKm2sP0dqgmKw== 0001047469-07-006511.txt : 20070814 0001047469-07-006511.hdr.sgml : 20070814 20070814161131 ACCESSION NUMBER: 0001047469-07-006511 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070630 FILED AS OF DATE: 20070814 DATE AS OF CHANGE: 20070814 EFFECTIVENESS DATE: 20070814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SCHRODER INVESTMENT MANAGEMENT GROUP CENTRAL INDEX KEY: 0001086619 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04731 FILM NUMBER: 071055285 BUSINESS ADDRESS: STREET 1: TWO PORTLAND SQUARE CITY: PORTLAND STATE: ME ZIP: 04101 13F-HR 1 a2178922z13f-hr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 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: Schroder Investment Management Group Address: 31 Gresham Street London, EC2V 7QA United Kingdom Form 13F File Number: 2804731 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report 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: Stephen M. DeTore Title: Chief Compliance Officer Phone (212) 641-3888 Signature, Place, and Date of Signature /s/ Stephen M. DeTore New York, NY 08/14/2007 - ---------------------------------- ------------- ---------- [City, State] [Date] Report Type (Check only one): |X| 13F HOLDING REPORT. (Check here if all holdings of this reporting manager are reported in this report.) |_| 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) |_| 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: Form 13F Information Table Entry Total: 2,956 Form 13F Information Table Value Total: $ 13,736,083,603 List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. (If there are no entries in this list, state "NONE" and omit the column headings and list entries.) No. Form 13F File Number Name 1 28-1732 Schroder Investment Management North America Inc. 2 Schroder Investment Management North America Ltd. 3 Schroder Investment Management International Ltd. 4 Schroder Investment Management (Hong Kong) Ltd. 5 Schroder Investment Management (Japan) Ltd. 6 Schroder Investment Management (Singapore) Ltd. 7 Schroder & Co Limited FORM 13F US DOLLAR DENOMINATED HOLDINGS - SIM GROUP JUNE 30, 2007
ITEM 6 - ITEM 8 - ITEM 2 INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY ITEM 1 CLASS ITEM 3 ITEM 4 ITEM 5 SOLE SHARED OTHER MANAGERS SOLE SHARED NONE NAME OF ISSUE TITLE CUSIP MARKET VALUE SHARES A B C A B C - -------------------------------------------------------------------------------------------------------------------------------- * 3M CO COM COM 88579Y101 34,716 400 400 7 400 * 3M CO COM COM 88579Y101 332,579 3,832 3,832 1 3,832 * 3M CO COM COM 88579Y101 5,020,802 57,850 57,850 2 57,850 * 3M CO COM COM 88579Y101 12,110,156 139,534 139,534 3 139,534 * AARON RENTS INC COM COM 002535201 132,334 4,532 4,532 3 4,532 * AARON RENTS INC COM COM 002535201 19,697,386 674,568 674,568 1 674,568 * ABBOTT LABS COM COM 002824100 344,808 6,439 6,439 7 6,439 * ABBOTT LABS COM COM 002824100 2,985,841 55,758 55,758 5 55,758 * ABBOTT LABS COM COM 002824100 3,037,356 56,720 56,720 4 56,720 * ABBOTT LABS COM COM 002824100 6,291,590 117,490 117,490 2 117,490 * ABBOTT LABS COM COM 002824100 10,094,818 188,512 188,512 1 188,512 * ABBOTT LABS COM COM 002824100 23,823,056 444,875 444,875 3 444,875 * ABER DIAMOND CORP COM COM 002893105 76,680 2,000 2,000 3 2,000 * ABER DIAMOND CORP COM COM 002893105 145,692 3,800 3,800 2 3,800 * ABER DIAMOND CORP COM COM 002893105 2,392,416 62,400 62,400 1 62,400 * ABERCROMBIE & FITCH CO CL A COM 002896207 4,379 60 60 7 60 * ABERCROMBIE & FITCH CO CL A COM 002896207 1,104,990 15,141 15,141 2 15,141 * ABERCROMBIE & FITCH CO CL A COM 002896207 1,649,348 22,600 22,600 3 22,600 * ABITIBI-CONSOLIDATED INC COM COM 003924107 32,634 11,100 11,100 5 11,100 * ABITIBI-CONSOLIDATED INC COM COM 003924107 1,988,322 676,300 676,300 3 676,300 * ABM INDS INC COM COM 000957100 224,547 8,700 8,700 2 8,700 * ABM INDS INC COM COM 000957100 967,875 37,500 37,500 3 37,500 * ABN AMRO HLDG NV SPONSORED ADR COM 000937102 474,525 10,345 10,345 3 10,345 * ABX AIR INC COM COM 00080S101 30,628 3,800 3,800 3 3,800 * ACCENTURE LTD BERMUDA CL A COM G1150G111 42,890 1,000 1,000 1 1,000 * ACCENTURE LTD BERMUDA CL A COM G1150G111 67,209 1,567 1,567 7 1,567 * ACCENTURE LTD BERMUDA CL A COM G1150G111 2,676,336 62,400 62,400 2 62,400 * ACCENTURE LTD BERMUDA CL A COM G1150G111 4,008,714 93,465 93,465 3 93,465 * ACCO BRANDS CORP COM COM 00081T108 265,075 11,500 11,500 3 11,500 * ACCO BRANDS CORP COM COM 00081T108 373,410 16,200 16,200 2 16,200 * ACCO BRANDS CORP COM COM 00081T108 39,104,325 1,696,500 1,696,500 1 1,696,500 * ACCREDITED HOME LENDRS HLDG COM COM 00437P107 13,602 995 995 1 995 * ACCREDITED HOME LENDRS HLDG COM COM 00437P107 172,242 12,600 12,600 3 12,600 * ACCURIDE CORP COM COM 004398103 172,592 11,200 11,200 3 11,200 * ACE LTD ORD COM G0070K103 14,942 239 239 7 239 * ACE LTD ORD COM G0070K103 832,766 13,320 13,320 4 13,320 * ACE LTD ORD COM G0070K103 2,628,216 42,038 42,038 2 42,038 * ACE LTD ORD COM G0070K103 8,093,151 129,449 129,449 3 129,449 * ACE LTD ORD COM G0070K103 11,762,825 188,145 188,145 1 188,145 * ACHILLION PHARMACEUTICALS IN COM COM 00448Q201 517,132 86,477 86,477 3 86,477 * ACME PACKET INC COM COM 004764106 127,539 11,100 11,100 2 11,100 * ACTUANT CORP CL A NEW COM 00508X203 158,407 2,512 2,512 3 2,512 * ACTUANT CORP CL A NEW COM 00508X203 22,801,739 361,588 361,588 1 361,588 * ACTUATE CORP COM COM 00508B102 70,616 10,400 10,400 3 10,400 * ACUITY BRANDS INC COM COM 00508Y102 446,072 7,400 7,400 2 7,400 * ACUITY BRANDS INC COM COM 00508Y102 518,408 8,600 8,600 3 8,600 * ACUSPHERE INC COM COM 00511R870 2,434,049 1,132,116 1,132,116 3 1,132,116 * ACXIOM CORP COM COM 005125109 37,030 1,400 1,400 3 1,400 * ADOBE SYS INC COM COM 00724F101 629,793 15,686 15,686 2 15,686 * ADOBE SYS INC COM COM 00724F101 830,623 20,688 20,688 3 20,688 * ADTRAN INC COM COM 00738A106 59,731 2,300 2,300 3 2,300 * ADTRAN INC COM COM 00738A106 241,521 9,300 9,300 2 9,300 * ADTRAN INC COM COM 00738A106 3,944,843 151,900 151,900 1 151,900 * ADVANCE AMER CASH ADVANCE CT COM COM 00739W107 23,062 1,300 1,300 3 1,300 * ADVANCE AMER CASH ADVANCE CT COM COM 00739W107 254,463 14,344 14,344 2 14,344 * ADVANCED ENERGY INDS COM COM 007973100 160,886 7,100 7,100 2 7,100 * ADVANCED ENERGY INDS COM COM 007973100 362,560 16,000 16,000 3 16,000 * ADVANCED MEDICAL OPTICS INC COM COM 00763M108 17,440 500 500 3 500 * ADVANCED MEDICAL OPTICS INC COM COM 00763M108 230,208 6,600 6,600 2 6,600 * ADVANCED MEDICAL OPTICS INC COM COM 00763M108 3,170,592 90,900 90,900 1 90,900 * ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR COM 00756M404 232,220 34,000 34,000 1 34,000 * ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR COM 00756M404 3,697,851 541,413 541,413 5 541,413 * ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR COM 00756M404 11,697,741 1,712,700 1,712,700 2 1,712,700 * ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR COM 00756M404 25,111,431 3,676,637 3,676,637 3 3,676,637 * ADVANTA CORP CL B COM 007942204 46,710 1,500 1,500 3 1,500 * AEGON N V ORD AMER REG COM 007924103 565,920 28,800 28,800 3 28,800 * AETNA INC NEW COM COM 00817Y108 4,999,132 101,197 101,197 3 101,197 * AFFILIATED COMPUTER SERVICES CL A COM 008190100 1,276,200 22,500 22,500 2 22,500 * AFFILIATED MANAGERS GROUP COM COM 008252108 77,256 600 600 3 600 * AFFYMAX INC COM COM 00826A109 3,848,621 142,753 142,753 3 142,753 * AFFYMETRIX INC COM COM 00826T108 496,033 19,929 19,929 3 19,929 * AFLAC INC COM COM 001055102 154,200 3,000 3,000 1 3,000 * AFLAC INC COM COM 001055102 539,700 10,500 10,500 3 10,500 * AGILYSYS INC COM COM 00847J105 42,750 1,900 1,900 3 1,900 * AGILYSYS INC COM COM 00847J105 157,500 7,000 7,000 2 7,000 * AGL RES INC COM COM 001204106 133,584 3,300 3,300 5 3,300 * AGL RES INC COM COM 001204106 947,232 23,400 23,400 3 23,400 * AGNICO EAGLE MINES LTD COM COM 008474108 71,212 1,951 1,951 3 1,951 * AGNICO EAGLE MINES LTD COM COM 008474108 10,448,052 286,248 286,248 1 286,248 * AGRIUM INC COM COM 008916108 266,875 6,100 6,100 3 6,100 * AIR PRODS & CHEMS INC COM COM 009158106 2,309,352 28,734 28,734 2 28,734 * AIR PRODS & CHEMS INC COM COM 009158106 3,231,195 40,204 40,204 3 40,204 * AIRGAS INC COM COM 009363102 170,380 3,557 3,557 3 3,557 * AIRGAS INC COM COM 009363102 25,326,790 528,743 528,743 1 528,743 * ALBANY INTL CORP CL A COM 012348108 97,056 2,400 2,400 3 2,400 * ALBANY INTL CORP CL A COM 012348108 14,081,208 348,200 348,200 1 348,200 * ALBEMARLE CORP COM COM 012653101 15,412 400 400 3 400 * ALBEMARLE CORP COM COM 012653101 188,797 4,900 4,900 2 4,900 * ALBEMARLE CORP COM COM 012653101 3,109,371 80,700 80,700 1 80,700 * ALEXANDRIA REAL ESTATE EQ IN COM COM 015271109 347,971 3,594 3,594 3 3,594 * ALEXION PHARMACEUTICALS INC COM COM 015351109 5,111,651 113,441 113,441 3 113,441 * ALKERMES INC COM COM 01642T108 17,520 1,200 1,200 3 1,200 * ALLIANCE DATA SYSTEMS CORP COM COM 018581108 610,512 7,900 7,900 2 7,900 * ALLIANCE RES PARTNER L P UT LTD PART COM 01877R108 348,268 8,300 8,300 3 8,300 * ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN COM 01881G106 740,265 8,500 8,500 3 8,500 * ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN COM 01881G106 875,167 10,049 10,049 2 10,049 * ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN COM 01881G106 3,466,182 39,800 39,800 1 39,800 * ALLIANT ENERGY CORP COM COM 018802108 108,780 2,800 2,800 5 2,800 * ALLIANT ENERGY CORP COM COM 018802108 484,343 12,467 12,467 3 12,467 * ALLIANT TECHSYSTEMS INC COM COM 018804104 779,121 7,858 7,858 2 7,858 * ALLIANT TECHSYSTEMS INC COM COM 018804104 1,243,341 12,540 12,540 3 12,540 * ALLIED WASTE INDS INC COM PAR$.01NEW COM 019589308 187,094 13,900 13,900 3 13,900 * ALLIS CHALMERS ENERGY INC COM PAR $.01NW COM 019645506 156,332 6,800 6,800 3 6,800 * ALLIS CHALMERS ENERGY INC COM PAR $.01NW COM 019645506 193,116 8,400 8,400 2 8,400 * ALLSTATE CORP COM COM 020002101 123,020 2,000 2,000 1 2,000 * ALLSTATE CORP COM COM 020002101 3,484,480 56,649 56,649 2 56,649 * ALLSTATE CORP COM COM 020002101 12,170,984 197,870 197,870 3 197,870 * ALLTEL CORP COM COM 020039103 74,305 1,100 1,100 5 1,100 * ALLTEL CORP COM COM 020039103 188,194 2,786 2,786 1 2,786 * ALLTEL CORP COM COM 020039103 2,782,317 41,189 41,189 2 41,189 * ALLTEL CORP COM COM 020039103 6,289,648 93,111 93,111 3 93,111 * ALNYLAM PHARMACEUTICALS INC COM COM 02043Q107 373,309 24,576 24,576 3 24,576 * ALPHA NATURAL RESOURCES INC COM COM 02076X102 27,027 1,300 1,300 1 1,300 * ALPHA NATURAL RESOURCES INC COM COM 02076X102 353,430 17,000 17,000 3 17,000 * ALTERA CORP COM COM 021441100 39,834 1,800 1,800 2 1,800 * ALTERA CORP COM COM 021441100 2,420,845 109,392 109,392 3 109,392 * ALTRIA GROUP INC COM COM 02209S103 239,809 3,419 3,419 7 3,419 * ALTRIA GROUP INC COM COM 02209S103 571,431 8,147 8,147 1 8,147 * ALTRIA GROUP INC COM COM 02209S103 3,550,066 50,614 50,614 5 50,614 * ALTRIA GROUP INC COM COM 02209S103 10,060,461 143,434 143,434 2 143,434 * ALTRIA GROUP INC COM COM 02209S103 32,506,383 463,450 463,450 3 463,450 * ALTUS PHARMACEUTICALS INC COM COM 02216N105 4,154,850 360,039 360,039 3 360,039 * AMAZON COM INC COM COM 023135106 47,887 700 700 3 700 * AMAZON COM INC COM COM 023135106 1,176,652 17,200 17,200 2 17,200 * AMCOL INTL CORP COM COM 02341W103 234,866 8,600 8,600 3 8,600 * AMEDISYS INC COM COM 023436108 130,788 3,600 3,600 3 3,600 * AMERCO COM COM 023586100 15,100 200 200 3 200 * AMEREN CORP COM COM 023608102 68,614 1,400 1,400 5 1,400 * AMEREN CORP COM COM 023608102 3,548,324 72,400 72,400 3 72,400 * AMERICA MOVIL SAB DE CV SPON ADR L SHS COM 02364W105 474,755 7,666 7,666 1 7,666 * AMERICA MOVIL SAB DE CV SPON ADR L SHS COM 02364W105 6,691,103 108,043 108,043 5 108,043 * AMERICA MOVIL SAB DE CV SPON ADR L SHS COM 02364W105 302,644,231 4,886,876 4,886,876 2 4,886,876 * AMERICA MOVIL SAB DE CV SPON ADR L SHS COM 02364W105 307,101,271 4,958,845 4,958,845 3 4,958,845 * AMERICAN AXLE & MFG HLDGS IN COM COM 024061103 130,328 4,400 4,400 3 4,400 * AMERICAN CAPITAL STRATEGIES COM COM 024937104 289,136 6,800 6,800 5 6,800 * AMERICAN CAPITAL STRATEGIES COM COM 024937104 1,133,243 26,652 26,652 2 26,652 * AMERICAN CAPITAL STRATEGIES COM COM 024937104 5,873,160 138,127 138,127 3 138,127 * AMERICAN EAGLE OUTFITTERS NE COM COM 02553E106 30,792 1,200 1,200 1 1,200 * AMERICAN EAGLE OUTFITTERS NE COM COM 02553E106 420,824 16,400 16,400 3 16,400 * AMERICAN EAGLE OUTFITTERS NE COM COM 02553E106 985,344 38,400 38,400 2 38,400 * AMERICAN ELEC PWR INC COM COM 025537101 76,568 1,700 1,700 1 1,700 * AMERICAN ELEC PWR INC COM COM 025537101 2,399,101 53,266 53,266 2 53,266 * AMERICAN ELEC PWR INC COM COM 025537101 3,512,354 77,983 77,983 3 77,983 * AMERICAN EQTY INVT LIFE HLD COM COM 025676206 293,544 24,300 24,300 2 24,300 * AMERICAN EXPRESS CO COM COM 025816109 61,180 1,000 1,000 1 1,000 * AMERICAN EXPRESS CO COM COM 025816109 5,820,115 95,131 95,131 2 95,131 * AMERICAN EXPRESS CO COM COM 025816109 9,006,675 147,216 147,216 3 147,216 * AMERICAN FINL GROUP INC OHIO COM COM 025932104 36,506 1,069 1,069 1 1,069 * AMERICAN FINL GROUP INC OHIO COM COM 025932104 260,121 7,617 7,617 2 7,617 * AMERICAN FINL GROUP INC OHIO COM COM 025932104 2,838,821 83,128 83,128 3 83,128 * AMERICAN HOME MTG INVT CORP COM COM 02660R107 38,598 2,100 2,100 5 2,100 * AMERICAN HOME MTG INVT CORP COM COM 02660R107 1,372,416 74,669 74,669 3 74,669 * AMERICAN INTL GROUP INC COM COM 026874107 422,561 6,034 6,034 1 6,034 * AMERICAN INTL GROUP INC COM COM 026874107 9,624,363 137,432 137,432 2 137,432 * AMERICAN INTL GROUP INC COM COM 026874107 17,685,446 252,541 252,541 3 252,541 * AMERICAN MTG ACCEP CO SH BEN INT COM 027568104 10,010 1,000 1,000 5 1,000 * AMERICAN MTG ACCEP CO SH BEN INT COM 027568104 105,106 10,500 10,500 3 10,500 * AMERICAN NATL INS CO COM COM 028591105 45,780 300 300 5 300 * AMERICAN NATL INS CO COM COM 028591105 381,500 2,500 2,500 3 2,500 * AMERICAN STD COS INC DEL COM COM 029712106 298,948 7,200 7,200 3 7,200 * AMERICAN STD COS INC DEL COM COM 029712106 963,278 23,200 23,200 2 23,200 * AMERICAN WOODMARK CORP COM COM 030506109 152,240 4,400 4,400 2 4,400 * AMERICAN WOODMARK CORP COM COM 030506109 159,160 4,600 4,600 3 4,600 * AMERICREDIT CORP COM COM 03060R101 98,235 3,700 3,700 1 3,700 * AMERICREDIT CORP COM COM 03060R101 1,311,570 49,400 49,400 2 49,400 * AMERICREDIT CORP COM COM 03060R101 1,431,045 53,900 53,900 3 53,900 * AMERIGROUP CORP COM COM 03073T102 40,460 1,700 1,700 2 1,700 * AMERISOURCEBERGEN CORP COM COM 03073E105 109,350 2,278 2,278 1 2,278 * AMERISOURCEBERGEN CORP COM COM 03073E105 1,671,883 34,829 34,829 2 34,829 * AMERISOURCEBERGEN CORP COM COM 03073E105 1,935,273 40,316 40,316 3 40,316 * AMERISTAR CASINOS INC COM COM 03070Q101 41,688 1,200 1,200 1 1,200 * AMERISTAR CASINOS INC COM COM 03070Q101 324,055 9,328 9,328 2 9,328 * AMERISTAR CASINOS INC COM COM 03070Q101 1,299,276 37,400 37,400 3 37,400 * AMGEN INC COM COM 031162100 12,772 231 231 7 231 * AMGEN INC COM COM 031162100 750,285 13,570 13,570 4 13,570 * AMGEN INC COM COM 031162100 3,809,979 68,909 68,909 2 68,909 * AMGEN INC COM COM 031162100 8,678,208 156,958 156,958 1 156,958 * AMGEN INC COM COM 031162100 13,457,144 243,392 243,392 3 243,392 * AMIS HLDGS INC COM COM 031538101 52,584 4,200 4,200 3 4,200 * AMKOR TECHNOLOGY INC COM COM 031652100 50,400 3,200 3,200 1 3,200 * AMKOR TECHNOLOGY INC COM COM 031652100 866,250 55,000 55,000 3 55,000 * AMPHENOL CORP NEW CL A COM 032095101 171,120 4,800 4,800 2 4,800 * AMPHENOL CORP NEW CL A COM 032095101 1,424,859 39,968 39,968 3 39,968 * AMPHENOL CORP NEW CL A COM 032095101 2,670,185 74,900 74,900 1 74,900 * AMYLIN PHARMACEUTICALS INC COM COM 032346108 20,580 500 500 3 500 * AMYLIN PHARMACEUTICALS INC COM COM 032346108 353,976 8,600 8,600 2 8,600 * AMYLIN PHARMACEUTICALS INC COM COM 032346108 3,947,244 95,900 95,900 1 95,900 * ANADARKO PETE CORP COM COM 032511107 218,358 4,200 4,200 1 4,200 * ANADARKO PETE CORP COM COM 032511107 2,644,367 50,863 50,863 2 50,863 * ANADARKO PETE CORP COM COM 032511107 8,704,582 167,428 167,428 3 167,428 * ANALOG DEVICES INC COM COM 032654105 127,976 3,400 3,400 1 3,400 * ANALOG DEVICES INC COM COM 032654105 924,438 24,560 24,560 2 24,560 * ANALOG DEVICES INC COM COM 032654105 1,561,270 41,479 41,479 3 41,479 * ANGLOGOLD ASHANTI LTD SPONSORED ADR COM 035128206 26,474 700 700 4 700 * ANHEUSER BUSCH COS INC COM COM 035229103 3,265,946 62,614 62,614 2 62,614 * ANHEUSER BUSCH COS INC COM COM 035229103 3,574,160 68,523 68,523 3 68,523 * ANIMAL HEALTH INTL INC COM COM 03525N109 65,205 4,500 4,500 3 4,500 * ANIMAL HEALTH INTL INC COM COM 03525N109 12,296,214 848,600 848,600 1 848,600 * ANIXTER INTL INC COM COM 035290105 52,647 700 700 1 700 * ANIXTER INTL INC COM COM 035290105 329,570 4,382 4,382 2 4,382 * ANIXTER INTL INC COM COM 035290105 2,226,216 29,600 29,600 3 29,600 * ANNALY CAP MGMT INC COM COM 035710409 124,012 8,600 8,600 5 8,600 * ANNALY CAP MGMT INC COM COM 035710409 2,314,367 160,497 160,497 3 160,497 * ANNALY CAP MGMT INC COM COM 035710409 18,068,173 1,252,994 1,252,994 1 1,252,994 * ANTHRACITE CAP INC COM COM 037023108 21,060 1,800 1,800 1 1,800 * ANTHRACITE CAP INC COM COM 037023108 164,970 14,100 14,100 5 14,100 * ANTHRACITE CAP INC COM COM 037023108 1,495,260 127,800 127,800 3 127,800 * APACHE CORP COM COM 037411105 16,318 200 200 2 200 * APACHE CORP COM COM 037411105 23,661 290 290 7 290 * APACHE CORP COM COM 037411105 3,862,471 47,340 47,340 4 47,340 * APACHE CORP COM COM 037411105 4,757,023 58,304 58,304 5 58,304 * APACHE CORP COM COM 037411105 17,724,612 217,240 217,240 1 217,240 * APACHE CORP COM COM 037411105 20,108,019 246,452 246,452 3 246,452 * APARTMENT INVT & MGMT CO CL A COM 03748R101 30,252 600 600 5 600 * APARTMENT INVT & MGMT CO CL A COM 03748R101 216,806 4,300 4,300 3 4,300 * APEX SILVER MINES LTD ORD COM G04074103 12,108 600 600 4 600 * APOLLO GROUP INC CL A COM 037604105 1,499,781 25,668 25,668 2 25,668 * APOLLO GROUP INC CL A COM 037604105 1,986,620 34,000 34,000 3 34,000 * APOLLO INVT CORP COM COM 03761U106 86,080 4,000 4,000 5 4,000 * APOLLO INVT CORP COM COM 03761U106 6,153,171 285,928 285,928 3 285,928 * APOLLO INVT CORP COM COM 03761U106 28,045,380 1,303,224 1,303,224 1 1,303,224 * APPLE INC COM COM 037833100 132,169 1,083 1,083 1 1,083 * APPLE INC COM COM 037833100 4,893,560 40,098 40,098 2 40,098 * APPLE INC COM COM 037833100 12,833,360 105,157 105,157 3 105,157 * APPLEBEES INTL INC COM COM 037899101 9,640 400 400 3 400 * APPLERA CORP COM AP BIO GRP COM 038020103 778,770 25,500 25,500 3 25,500 * APPLIED MATLS INC COM COM 038222105 205,297 10,332 10,332 1 10,332 * APPLIED MATLS INC COM COM 038222105 2,599,056 130,803 130,803 2 130,803 * APPLIED MATLS INC COM COM 038222105 6,937,134 349,126 349,126 3 349,126 * APRIA HEALTHCARE GROUP INC COM COM 037933108 523,298 18,189 18,189 3 18,189 * AQUANTIVE INC COM COM 03839G105 1,112,672 17,440 17,440 3 17,440 * ARBOR RLTY TR INC COM COM 038923108 18,067 700 700 1 700 * ARBOR RLTY TR INC COM COM 038923108 129,050 5,000 5,000 5 5,000 * ARBOR RLTY TR INC COM COM 038923108 513,619 19,900 19,900 3 19,900 * ARCELOR MITTAL NY REG SH CL A COM 03937E101 105,320 2,214 2,214 2 2,214 * ARCELOR MITTAL NY REG SH CL A COM 03937E101 199,794 4,200 4,200 3 4,200 * ARCH CAP GROUP LTD ORD COM G0450A105 1,416,996 19,534 19,534 2 19,534 * ARCH CAP GROUP LTD ORD COM G0450A105 2,665,990 36,752 36,752 3 36,752 * ARCHER DANIELS MIDLAND CO COM COM 039483102 591,418 17,873 17,873 2 17,873 * ARCHER DANIELS MIDLAND CO COM COM 039483102 1,448,316 43,769 43,769 3 43,769 * ARCTIC CAT INC COM COM 039670104 19,800 1,000 1,000 3 1,000 * ARCTIC CAT INC COM COM 039670104 19,800 1,000 1,000 5 1,000 * ARENA RESOURCES INC COM COM 040049108 302,172 5,200 5,200 2 5,200 * ARENA RESOURCES INC COM COM 040049108 406,770 7,000 7,000 3 7,000 * ARENA RESOURCES INC COM COM 040049108 16,113,903 277,300 277,300 1 277,300 * ARGONAUT GROUP INC COM COM 040157109 159,171 5,100 5,100 3 5,100 * ARGONAUT GROUP INC COM COM 040157109 23,538,582 754,200 754,200 1 754,200 * ARKANSAS BEST CORP DEL COM COM 040790107 23,382 600 600 2 600 * ARKANSAS BEST CORP DEL COM COM 040790107 210,438 5,400 5,400 5 5,400 * ARKANSAS BEST CORP DEL COM COM 040790107 3,351,420 86,000 86,000 3 86,000 * ARM HLDGS PLC SPONSORED ADR COM 042068106 555,949 63,537 63,537 3 63,537 * ARRAY BIOPHARMA INC COM COM 04269X105 84,549 7,245 7,245 3 7,245 * ARRAY BIOPHARMA INC COM COM 04269X105 11,307,705 968,955 968,955 1 968,955 * ARRIS GROUP INC COM COM 04269Q100 566,398 32,200 32,200 2 32,200 * ARRIS GROUP INC COM COM 04269Q100 1,046,605 59,500 59,500 3 59,500 * ARRIS GROUP INC COM COM 04269Q100 24,302,344 1,381,600 1,381,600 1 1,381,600 * ARROW ELECTRS INC COM COM 042735100 790,351 20,566 20,566 2 20,566 * ARROW ELECTRS INC COM COM 042735100 2,789,941 72,598 72,598 3 72,598 * ASA LIMITED COM COM G3156P103 38,736 600 600 4 600 * ASBURY AUTOMOTIVE GROUP INC COM COM 043436104 3,023,940 121,200 121,200 3 121,200 * ASHFORD HOSPITALITY TR INC COM SHS COM 044103109 164,640 14,000 14,000 5 14,000 * ASHFORD HOSPITALITY TR INC COM SHS COM 044103109 2,961,168 251,800 251,800 3 251,800 * ASPECT MED SYS INC COM COM 045235108 22,440 1,500 1,500 3 1,500 * ASPEN TECHNOLOGY INC COM COM 045327103 49,000 3,500 3,500 3 3,500 * ASPEN TECHNOLOGY INC COM COM 045327103 7,050,400 503,600 503,600 1 503,600 * ASSURANT INC COM COM 04621X108 21,800 370 370 7 370 * ASSURANT INC COM COM 04621X108 867,951 14,731 14,731 2 14,731 * ASSURANT INC COM COM 04621X108 1,131,264 19,200 19,200 4 19,200 * ASSURANT INC COM COM 04621X108 1,521,020 25,815 25,815 3 25,815 * ASSURANT INC COM COM 04621X108 15,498,022 263,035 263,035 1 263,035 * AT&T INC COM COM 00206R102 36,935 890 890 7 890 * AT&T INC COM COM 00206R102 2,052,175 49,450 49,450 4 49,450 * AT&T INC COM COM 00206R102 16,105,403 388,082 388,082 2 388,082 * AT&T INC COM COM 00206R102 24,981,216 601,957 601,957 1 601,957 * AT&T INC COM COM 00206R102 42,154,331 1,015,767 1,015,767 3 1,015,767 * ATHEROS COMMUNICATIONS INC COM COM 04743P108 519,469 16,844 16,844 3 16,844 * ATLANTIC TELE NETWORK INC COM NEW COM 049079205 673,040 23,500 23,500 3 23,500 * ATLAS AIR WORLDWIDE HLDGS IN COM NEW COM 049164205 253,442 4,300 4,300 3 4,300 * ATLAS AIR WORLDWIDE HLDGS IN COM NEW COM 049164205 288,806 4,900 4,900 2 4,900 * ATMOS ENERGY CORP COM COM 049560105 312,624 10,400 10,400 5 10,400 * ATMOS ENERGY CORP COM COM 049560105 6,528,611 217,186 217,186 3 217,186 * ATS MED INC COM COM 002083103 3,104,762 1,537,011 1,537,011 3 1,537,011 * AU OPTRONICS CORP SPONSORED ADR COM 002255107 170,280 9,900 9,900 1 9,900 * AU OPTRONICS CORP SPONSORED ADR COM 002255107 1,118,000 65,000 65,000 4 65,000 * AU OPTRONICS CORP SPONSORED ADR COM 002255107 2,464,760 143,300 143,300 5 143,300 * AU OPTRONICS CORP SPONSORED ADR COM 002255107 7,815,680 454,400 454,400 2 454,400 * AU OPTRONICS CORP SPONSORED ADR COM 002255107 30,780,019 1,789,536 1,789,536 3 1,789,536 * AUTOLIV INC COM COM 052800109 17,061 300 300 2 300 * AUTOLIV INC COM COM 052800109 335,533 5,900 5,900 5 5,900 * AUTOLIV INC COM COM 052800109 6,682,225 117,500 117,500 3 117,500 * AUTOMATIC DATA PROCESSING IN COM COM 053015103 4,214,563 86,952 86,952 3 86,952 * AUTOZONE INC COM COM 053332102 177,606 1,300 1,300 2 1,300 * AUTOZONE INC COM COM 053332102 1,270,566 9,300 9,300 3 9,300 * AVATAR HLDGS INC COM COM 053494100 216,201 2,810 2,810 3 2,810 * AVAYA INC COM COM 053499109 272,808 16,200 16,200 3 16,200 * AVAYA INC COM COM 053499109 1,298,482 77,107 77,107 2 77,107 * AVERY DENNISON CORP COM COM 053611109 46,536 700 700 2 700 * AVERY DENNISON CORP COM COM 053611109 79,776 1,200 1,200 1 1,200 * AVERY DENNISON CORP COM COM 053611109 3,132,272 47,116 47,116 3 47,116 * AVICI SYS INC COM NEW COM 05367L802 108,000 14,400 14,400 3 14,400 * AVIS BUDGET GROUP COM COM 053774105 8,529 300 300 3 300 * AVISTA CORP COM COM 05379B107 60,340 2,800 2,800 1 2,800 * AVISTA CORP COM COM 05379B107 159,470 7,400 7,400 5 7,400 * AVISTA CORP COM COM 05379B107 2,172,240 100,800 100,800 3 100,800 * AVNET INC COM COM 053807103 79,280 2,000 2,000 1 2,000 * AVNET INC COM COM 053807103 1,121,495 28,292 28,292 2 28,292 * AVNET INC COM COM 053807103 2,461,644 62,100 62,100 3 62,100 * AVON PRODS INC COM COM 054303102 99,225 2,700 2,700 3 2,700 * AXA SPONSORED ADR COM 054536107 92,106 2,140 2,140 2 2,140 * AXCAN PHARMA INC COM COM 054923107 40,593 2,100 2,100 3 2,100 * AXIS CAPITAL HOLDINGS SHS COM G0692U109 97,560 2,400 2,400 1 2,400 * AXIS CAPITAL HOLDINGS SHS COM G0692U109 1,685,634 41,467 41,467 2 41,467 * AXIS CAPITAL HOLDINGS SHS COM G0692U109 7,210,334 177,376 177,376 3 177,376 * BAKER HUGHES INC COM COM 057224107 1,368,038 16,261 16,261 3 16,261 * BALDWIN & LYONS INC CL B COM 057755209 12,990 500 500 5 500 * BALDWIN & LYONS INC CL B COM 057755209 390,090 15,015 15,015 3 15,015 * BALL CORP COM COM 058498106 159,510 3,000 3,000 3 3,000 * BALL CORP COM COM 058498106 1,525,341 28,688 28,688 2 28,688 * BALLARD PWR SYS INC COM COM 05858H104 183,923 34,250 34,250 3 34,250 * BANCO BRADESCO S A SP ADR PFD NEW COM 059460303 67,239,077 2,788,846 2,788,846 2 2,788,846 * BANCO BRADESCO S A SP ADR PFD NEW COM 059460303 68,058,383 2,822,828 2,822,828 3 2,822,828 * BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD COM 059602201 1,887,367 42,470 42,470 5 42,470 * BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD COM 059602201 14,269,240 321,090 321,090 2 321,090 * BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD COM 059602201 27,918,452 628,228 628,228 3 628,228 * BANCOLOMBIA S A SPON ADR PREF COM 05968L102 185,096 5,638 5,638 1 5,638 * BANCOLOMBIA S A SPON ADR PREF COM 05968L102 2,535,921 77,244 77,244 5 77,244 * BANCOLOMBIA S A SPON ADR PREF COM 05968L102 58,512,351 1,782,283 1,782,283 2 1,782,283 * BANCOLOMBIA S A SPON ADR PREF COM 05968L102 70,929,248 2,160,501 2,160,501 3 2,160,501 * BANK HAWAII CORP COM COM 062540109 268,528 5,200 5,200 2 5,200 * BANK HAWAII CORP COM COM 062540109 315,675 6,113 6,113 3 6,113 * BANK HAWAII CORP COM COM 062540109 48,499,617 939,187 939,187 1 939,187 * BANK MONTREAL QUE COM COM 063671101 5,537,704 86,056 86,056 3 86,056 * BANK NEW YORK INC COM COM 064057102 99,507 2,427 2,427 7 2,427 * BANK NEW YORK INC COM COM 064057102 1,344,800 32,800 32,800 4 32,800 * BANK NEW YORK INC COM COM 064057102 2,969,671 72,431 72,431 2 72,431 * BANK NEW YORK INC COM COM 064057102 5,232,625 127,625 127,625 3 127,625 * BANK NEW YORK INC COM COM 064057102 18,530,688 451,968 451,968 1 451,968 * BANK NOVA SCOTIA HALIFAX COM COM 064149107 126,958 2,600 2,600 5 2,600 * BANK NOVA SCOTIA HALIFAX COM COM 064149107 3,468,151 71,025 71,025 3 71,025 * BANK OF AMERICA CORPORATION COM COM 060505104 124,914 2,555 2,555 7 2,555 * BANK OF AMERICA CORPORATION COM COM 060505104 3,132,382 64,070 64,070 4 64,070 * BANK OF AMERICA CORPORATION COM COM 060505104 3,300,075 67,500 67,500 5 67,500 * BANK OF AMERICA CORPORATION COM COM 060505104 13,633,319 278,857 278,857 2 278,857 * BANK OF AMERICA CORPORATION COM COM 060505104 26,841,783 549,024 549,024 1 549,024 * BANK OF AMERICA CORPORATION COM COM 060505104 42,148,020 862,099 862,099 3 862,099 * BANKUNITED FINL CORP CL A COM 06652B103 210,735 10,500 10,500 3 10,500 * BARCLAYS PLC ADR COM 06738E204 86,084 1,543 1,543 2 1,543 * BARR PHARMACEUTICALS INC COM COM 068306109 858,933 17,100 17,100 2 17,100 * BARR PHARMACEUTICALS INC COM COM 068306109 6,831,983 136,014 136,014 3 136,014 * BARR PHARMACEUTICALS INC COM COM 068306109 12,391,540 246,696 246,696 1 246,696 * BARRETT BILL CORP COM COM 06846N104 3,822,954 103,800 103,800 3 103,800 * BARRICK GOLD CORP COM COM 067901108 37,791 1,300 1,300 4 1,300 * BARRICK GOLD CORP COM COM 067901108 87,210 3,000 3,000 3 3,000 * BASSETT FURNITURE INDS INC COM COM 070203104 13,650 1,000 1,000 3 1,000 * BASSETT FURNITURE INDS INC COM COM 070203104 13,650 1,000 1,000 5 1,000 * BAXTER INTL INC COM COM 071813109 182,035 3,231 3,231 7 3,231 * BAXTER INTL INC COM COM 071813109 1,438,360 25,530 25,530 4 25,530 * BAXTER INTL INC COM COM 071813109 2,150,780 38,175 38,175 2 38,175 * BAXTER INTL INC COM COM 071813109 2,973,174 52,772 52,772 5 52,772 * BAXTER INTL INC COM COM 071813109 16,410,828 291,282 291,282 3 291,282 * BAXTER INTL INC COM COM 071813109 19,258,928 341,834 341,834 1 341,834 * BAYTEX ENERGY TR TRUST UNIT COM 073176109 19,610 981 981 1 981 * BAYTEX ENERGY TR TRUST UNIT COM 073176109 100,550 5,030 5,030 3 5,030 * BB&T CORP COM COM 054937107 1,412,084 34,712 34,712 3 34,712 * BCE INC COM NEW COM 05534B760 442,143 11,700 11,700 5 11,700 * BCE INC COM NEW COM 05534B760 7,667,440 202,896 202,896 3 202,896 * BEA SYS INC COM COM 073325102 91,723 6,700 6,700 3 6,700 * BEAR STEARNS COS INC COM COM 073902108 2,070,740 14,791 14,791 3 14,791 * BEAZER HOMES USA INC COM COM 07556Q105 41,939 1,700 1,700 5 1,700 * BEAZER HOMES USA INC COM COM 07556Q105 1,199,751 48,632 48,632 3 48,632 * BECKMAN COULTER INC COM COM 075811109 715,490 11,062 11,062 3 11,062 * BECTON DICKINSON & CO COM COM 075887109 237,581 3,189 3,189 1 3,189 * BECTON DICKINSON & CO COM COM 075887109 2,943,197 39,506 39,506 2 39,506 * BECTON DICKINSON & CO COM COM 075887109 10,525,137 141,277 141,277 3 141,277 * BED BATH & BEYOND INC COM COM 075896100 105,559 2,933 2,933 3 2,933 * BELO CORP COM SER A COM 080555105 84,419 4,100 4,100 5 4,100 * BELO CORP COM SER A COM 080555105 4,274,484 207,600 207,600 3 207,600 * BEMIS INC COM COM 081437105 215,670 6,500 6,500 3 6,500 * BERKLEY W R CORP COM COM 084423102 2,137,390 65,685 65,685 2 65,685 * BERKLEY W R CORP COM COM 084423102 3,009,950 92,500 92,500 1 92,500 * BERKLEY W R CORP COM COM 084423102 3,664,004 112,600 112,600 3 112,600 * BERKSHIRE HATHAWAY INC DEL CL A COM 084670108 2,080,025 19 19 2 19 * BERKSHIRE HATHAWAY INC DEL CL A COM 084670108 2,517,925 23 23 3 23 * BERKSHIRE HILLS BANCORP INC COM COM 084680107 88,228 2,800 2,800 3 2,800 * BERKSHIRE HILLS BANCORP INC COM COM 084680107 13,246,804 420,400 420,400 1 420,400 * BEST BUY INC COM COM 086516101 32,669 700 700 1 700 * BEST BUY INC COM COM 086516101 507,070 10,865 10,865 2 10,865 * BEST BUY INC COM COM 086516101 1,139,215 24,410 24,410 3 24,410 * BEVERLY HILLS BANCORP DEL COM COM 087866109 25,056 3,200 3,200 3 3,200 * BG PLC ADR FIN INST N COM 055434203 160,227 1,959 1,959 2 1,959 * BIG 5 SPORTING GOODS CORP COM COM 08915P101 337,391 13,231 13,231 2 13,231 * BIG 5 SPORTING GOODS CORP COM COM 08915P101 489,600 19,200 19,200 3 19,200 * BIGBAND NETWORKS INC COM COM 089750509 367,093 28,001 28,001 3 28,001 * BIOGEN IDEC INC COM COM 09062X103 96,300 1,800 1,800 3 1,800 * BIOMET INC COM COM 090613100 114,300 2,500 2,500 1 2,500 * BIOMET INC COM COM 090613100 1,223,742 26,766 26,766 2 26,766 * BIOMET INC COM COM 090613100 3,698,382 80,892 80,892 3 80,892 * BIO-REFERENCE LABS INC COM $.01 NEW COM 09057G602 90,255 3,300 3,300 3 3,300 * BIOVAIL CORP COM COM 09067J109 1,789,568 70,400 70,400 3 70,400 * BJ SVCS CO COM COM 055482103 100,763 3,543 3,543 1 3,543 * BJ SVCS CO COM COM 055482103 1,660,498 58,386 58,386 2 58,386 * BJ SVCS CO COM COM 055482103 3,742,676 131,599 131,599 3 131,599 * BJS WHOLESALE CLUB INC COM COM 05548J106 26,950 748 748 2 748 * BLACK & DECKER CORP COM COM 091797100 52,986 600 600 1 600 * BLACK & DECKER CORP COM COM 091797100 1,298,157 14,700 14,700 3 14,700 * BLACK HILLS CORP COM COM 092113109 67,575 1,700 1,700 5 1,700 * BLACK HILLS CORP COM COM 092113109 1,423,050 35,800 35,800 3 35,800 * BLACKBAUD INC COM COM 09227Q100 258,336 11,700 11,700 3 11,700 * BLOCK H & R INC COM COM 093671105 268,755 11,500 11,500 3 11,500 * BLUELINX HLDGS INC COM COM 09624H109 75,528 7,200 7,200 5 7,200 * BLUELINX HLDGS INC COM COM 09624H109 1,109,842 105,800 105,800 3 105,800 * BOB EVANS FARMS INC COM COM 096761101 405,350 11,000 11,000 2 11,000 * BOEING CO COM COM 097023105 78,467 816 816 1 816 * BOEING CO COM COM 097023105 2,816,046 29,285 29,285 2 29,285 * BOEING CO COM COM 097023105 4,932,335 51,293 51,293 3 51,293 * BON-TON STORES INC COM COM 09776J101 72,108 1,800 1,800 3 1,800 * BOOKS-A-MILLION INC COM COM 098570104 88,088 5,200 5,200 3 5,200 * BORDERS GROUP INC COM COM 099709107 76,240 4,000 4,000 5 4,000 * BORDERS GROUP INC COM COM 099709107 371,670 19,500 19,500 3 19,500 * BOSTON PROPERTIES INC COM COM 101121101 91,917 900 900 1 900 * BOSTON PROPERTIES INC COM COM 101121101 2,025,136 19,829 19,829 2 19,829 * BOSTON PROPERTIES INC COM COM 101121101 3,825,586 37,458 37,458 3 37,458 * BOWATER INC COM COM 102183100 42,415 1,700 1,700 5 1,700 * BOWATER INC COM COM 102183100 2,188,115 87,700 87,700 3 87,700 * BP PLC SPONSORED ADR COM 055622104 57,279 794 794 7 794 * BP PRUDHOE BAY RTY TR UNIT BEN INT COM 055630107 79,442 1,100 1,100 3 1,100 * BPI ENERGY HOLDINGS INC COM COM 055934103 165,136 262,371 262,371 7 262,371 * BRADLEY PHARMACEUTICALS INC COM COM 104576103 60,788 2,800 2,800 3 2,800 * BRASIL TELECOM PARTICIPACOES SPON ADR PFD COM 105530109 30,230 500 500 1 500 * BRASIL TELECOM PARTICIPACOES SPON ADR PFD COM 105530109 2,068,216 34,208 34,208 5 34,208 * BRASIL TELECOM PARTICIPACOES SPON ADR PFD COM 105530109 14,622,856 241,860 241,860 3 241,860 * BRASIL TELECOM SA SPONS ADR PFD COM 10553M101 561,860 26,000 26,000 3 26,000 * BRASKEM S A SP ADR PFD A COM 105532105 391,468 21,700 21,700 5 21,700 * BRASKEM S A SP ADR PFD A COM 105532105 501,512 27,800 27,800 3 27,800 * BRIGGS & STRATTON CORP COM COM 109043109 94,680 3,000 3,000 3 3,000 * BRIGGS & STRATTON CORP COM COM 109043109 94,680 3,000 3,000 5 3,000 * BRIGHT HORIZON FAMILY SOLUTI COM COM 109195107 104,785 2,693 2,693 3 2,693 * BRIGHT HORIZON FAMILY SOLUTI COM COM 109195107 16,533,131 424,907 424,907 1 424,907 * BRINKER INTL INC COM COM 109641100 70,248 2,400 2,400 1 2,400 * BRINKER INTL INC COM COM 109641100 1,192,548 40,743 40,743 3 40,743 * BRISTOL MYERS SQUIBB CO COM COM 110122108 46,078 1,460 1,460 7 1,460 * BRISTOL MYERS SQUIBB CO COM COM 110122108 353,188 11,191 11,191 1 11,191 * BRISTOL MYERS SQUIBB CO COM COM 110122108 5,145,732 163,046 163,046 2 163,046 * BRISTOL MYERS SQUIBB CO COM COM 110122108 12,545,605 397,516 397,516 3 397,516 * BROADCOM CORP CL A COM 111320107 9,887 338 338 7 338 * BROADCOM CORP CL A COM 111320107 525,038 17,950 17,950 4 17,950 * BROADCOM CORP CL A COM 111320107 1,541,358 52,696 52,696 3 52,696 * BROADCOM CORP CL A COM 111320107 7,162,301 244,865 244,865 1 244,865 * BROADRIDGE FINL SOLUTIONS IN COM ADDED COM 11133T103 144,834 7,575 7,575 3 7,575 * BROOKFIELD ASSET MGMT INC CL A LTD VT SH COM 112585104 1,925,574 48,260 48,260 3 48,260 * BROOKFIELD PPTYS CORP COM COM 112900105 83,870 3,450 3,450 3 3,450 * BRUKER BIOSCIENCES CORP COM COM 116794108 92,803 10,300 10,300 3 10,300 * BRUKER BIOSCIENCES CORP COM COM 116794108 13,226,680 1,468,000 1,468,000 1 1,468,000 * BRUNSWICK CORP COM COM 117043109 84,838 2,600 2,600 5 2,600 * BRUNSWICK CORP COM COM 117043109 1,053,949 32,300 32,300 3 32,300 * BUILDING MATLS HLDG CORP COM COM 120113105 85,140 6,000 6,000 5 6,000 * BUILDING MATLS HLDG CORP COM COM 120113105 1,000,750 70,525 70,525 3 70,525 * BUNGE LIMITED COM COM G16962105 261,950 3,100 3,100 3 3,100 * BURGER KING HLDGS INC COM COM 121208201 521,532 19,800 19,800 3 19,800 * BURLINGTON NORTHN SANTA FE C COM COM 12189T104 144,738 1,700 1,700 3 1,700 * C D W CORP COM COM 12512N105 84,970 1,000 1,000 1 1,000 * C D W CORP COM COM 12512N105 841,203 9,900 9,900 3 9,900 * C H ROBINSON WORLDWIDE INC COM NEW COM 12541W209 73,528 1,400 1,400 1 1,400 * C H ROBINSON WORLDWIDE INC COM NEW COM 12541W209 1,738,412 33,100 33,100 3 33,100 * CABELAS INC COM COM 126804301 19,917 900 900 2 900 * CABELAS INC COM COM 126804301 340,802 15,400 15,400 3 15,400 * CABOT OIL & GAS CORP COM COM 127097103 55,320 1,500 1,500 2 1,500 * CABOT OIL & GAS CORP COM COM 127097103 313,480 8,500 8,500 3 8,500 * CAMECO CORP COM COM 13321L108 27,000 500 500 7 500 * CAMECO CORP COM COM 13321L108 356,400 6,600 6,600 4 6,600 * CAMERON INTERNATIONAL CORP COM COM 13342B105 278,733 3,900 3,900 3 3,900 * CAMERON INTERNATIONAL CORP COM COM 13342B105 636,083 8,900 8,900 2 8,900 * CAMERON INTERNATIONAL CORP COM COM 13342B105 8,319,108 116,400 116,400 1 116,400 * CAMPBELL SOUP CO COM COM 134429109 65,977 1,700 1,700 1 1,700 * CAMPBELL SOUP CO COM COM 134429109 1,734,807 44,700 44,700 2 44,700 * CAMPBELL SOUP CO COM COM 134429109 3,562,758 91,800 91,800 3 91,800 * CANADIAN NAT RES LTD COM COM 136385101 8,957,184 134,999 134,999 3 134,999 * CANADIAN NATL RY CO COM COM 136375102 9,513,775 186,801 186,801 3 186,801 * CANETIC RES TR COM COM 137513107 132,845 8,160 8,160 5 8,160 * CANETIC RES TR COM COM 137513107 553,162 33,978 33,978 3 33,978 * CAPITAL ONE FINL CORP COM COM 14040H105 17,963 229 229 7 229 * CAPITAL ONE FINL CORP COM COM 14040H105 1,815,808 23,149 23,149 5 23,149 * CAPITAL ONE FINL CORP COM COM 14040H105 2,370,457 30,220 30,220 4 30,220 * CAPITAL ONE FINL CORP COM COM 14040H105 3,140,816 40,041 40,041 2 40,041 * CAPITAL ONE FINL CORP COM COM 14040H105 10,601,637 135,156 135,156 3 135,156 * CAPITAL ONE FINL CORP COM COM 14040H105 12,093,252 154,172 154,172 1 154,172 * CAPITAL TRUST INC MD CL A NEW COM 14052H506 17,070 500 500 1 500 * CAPITAL TRUST INC MD CL A NEW COM 14052H506 20,484 600 600 2 600 * CAPITAL TRUST INC MD CL A NEW COM 14052H506 259,464 7,600 7,600 3 7,600 * CAPITALSOURCE INC COM COM 14055X102 7,574 308 308 7 308 * CAPITALSOURCE INC COM COM 14055X102 219,835 8,940 8,940 4 8,940 * CAPITALSOURCE INC COM COM 14055X102 3,286,429 133,649 133,649 3 133,649 * CAPITALSOURCE INC COM COM 14055X102 5,328,973 216,713 216,713 1 216,713 * CARBO CERAMICS INC COM COM 140781105 127,049 2,900 2,900 3 2,900 * CARBO CERAMICS INC COM COM 140781105 17,274,283 394,300 394,300 1 394,300 * CARDINAL HEALTH INC COM COM 14149Y108 289,341 4,096 4,096 1 4,096 * CARDINAL HEALTH INC COM COM 14149Y108 3,050,871 43,189 43,189 2 43,189 * CARDINAL HEALTH INC COM COM 14149Y108 7,417,977 105,011 105,011 3 105,011 * CARDIOME PHARMA CORP COM NEW COM 14159U202 283,963 30,832 30,832 3 30,832 * CARLISLE COS INC COM COM 142339100 46,510 1,000 1,000 1 1,000 * CARLISLE COS INC COM COM 142339100 139,530 3,000 3,000 3 3,000 * CARMAX INC COM COM 143130102 479,400 18,800 18,800 2 18,800 * CARMAX INC COM COM 143130102 836,400 32,800 32,800 3 32,800 * CARMIKE CINEMAS INC COM COM 143436400 24,156 1,100 1,100 3 1,100 * CASH AMER INTL INC COM COM 14754D100 27,121 684 684 1 684 * CASH AMER INTL INC COM COM 14754D100 654,225 16,500 16,500 3 16,500 * CATERPILLAR INC DEL COM COM 149123101 222,215 2,838 2,838 1 2,838 * CATERPILLAR INC DEL COM COM 149123101 3,828,009 48,889 48,889 2 48,889 * CATERPILLAR INC DEL COM COM 149123101 10,114,089 129,171 129,171 3 129,171 * CATO CORP NEW CL A COM 149205106 21,940 1,000 1,000 5 1,000 * CATO CORP NEW CL A COM 149205106 30,716 1,400 1,400 3 1,400 * CB RICHARD ELLIS GROUP INC CL A COM 12497T101 142,898 3,915 3,915 1 3,915 * CB RICHARD ELLIS GROUP INC CL A COM 12497T101 839,975 23,013 23,013 2 23,013 * CB RICHARD ELLIS GROUP INC CL A COM 12497T101 3,345,043 91,645 91,645 3 91,645 * CBL & ASSOC PPTYS INC COM COM 124830100 57,680 1,600 1,600 5 1,600 * CBL & ASSOC PPTYS INC COM COM 124830100 2,271,547 63,011 63,011 3 63,011 * CBOT HLDGS INC CL A COM 14984K106 675,789 3,271 3,271 2 3,271 * CBRL GROUP INC COM COM 12489V106 76,464 1,800 1,800 3 1,800 * CBRL GROUP INC COM COM 12489V106 372,550 8,770 8,770 2 8,770 * CBS CORP NEW CL A COM 124857103 73,326 2,200 2,200 5 2,200 * CBS CORP NEW CL A COM 124857103 203,313 6,100 6,100 3 6,100 * CBS CORP NEW CL B COM 124857202 30,821 925 925 7 925 * CBS CORP NEW CL B COM 124857202 2,029,188 60,900 60,900 2 60,900 * CBS CORP NEW CL B COM 124857202 3,815,473 114,510 114,510 3 114,510 * CDN IMPERIAL BK OF COMMERCE COM COM 136069101 8,157,033 91,018 91,018 3 91,018 * CEDAR FAIR L P DEPOSITRY UNIT COM 150185106 56,073 1,987 1,987 2 1,987 * CEDAR FAIR L P DEPOSITRY UNIT COM 150185106 1,068,409 37,860 37,860 3 37,860 * CEDAR SHOPPING CTRS INC COM NEW COM 150602209 203,469 14,179 14,179 3 14,179 * CELANESE CORP DEL COM SER A COM 150870103 135,730 3,500 3,500 3 3,500 * CELANESE CORP DEL COM SER A COM 150870103 337,386 8,700 8,700 2 8,700 * CELGENE CORP COM COM 151020104 1,884,380 32,869 32,869 2 32,869 * CELGENE CORP COM COM 151020104 9,369,098 163,424 163,424 3 163,424 * CEMEX SAB DE CV SPON ADR 5 ORD COM 151290889 173,430 4,700 4,700 1 4,700 * CEMEX SAB DE CV SPON ADR 5 ORD COM 151290889 20,864,221 565,426 565,426 5 565,426 * CEMEX SAB DE CV SPON ADR 5 ORD COM 151290889 37,035,792 1,003,680 1,003,680 3 1,003,680 * CEMEX SAB DE CV SPON ADR 5 ORD COM 151290889 291,147,863 7,890,186 7,890,186 2 7,890,186 * CENTERLINE HOLDINGS CO SH BEN INT ADDED COM 15188T108 508,320 28,240 28,240 3 28,240 * CENTERPOINT ENERGY INC COM COM 15189T107 62,640 3,600 3,600 5 3,600 * CENTERPOINT ENERGY INC COM COM 15189T107 177,480 10,200 10,200 1 10,200 * CENTERPOINT ENERGY INC COM COM 15189T107 930,726 53,490 53,490 2 53,490 * CENTERPOINT ENERGY INC COM COM 15189T107 5,881,618 338,024 338,024 3 338,024 * CENTEX CORP COM COM 152312104 132,330 3,300 3,300 3 3,300 * CENTRAL EUROPEAN DIST CORP COM COM 153435102 68,201 1,970 1,970 1 1,970 * CENTRAL EUROPEAN DIST CORP COM COM 153435102 976,803 28,215 28,215 5 28,215 * CENTRAL EUROPEAN DIST CORP COM COM 153435102 3,134,010 90,526 90,526 2 90,526 * CENTRAL EUROPEAN DIST CORP COM COM 153435102 5,785,244 167,107 167,107 3 167,107 * CENTRAL EUROPEAN MEDIA ENTRP CL A NEW COM G20045202 1,149,297 11,778 11,778 3 11,778 * CENTRAL GARDEN & PET CO CL A NON-VTG COM 153527205 82,110 7,000 7,000 3 7,000 * CENTRAL GARDEN & PET CO CL A NON-VTG COM 153527205 11,684,253 996,100 996,100 1 996,100 * CENTRAL GARDEN & PET CO COM COM 153527106 84,594 6,900 6,900 3 6,900 * CENTRAL GARDEN & PET CO COM COM 153527106 12,564,048 1,024,800 1,024,800 1 1,024,800 * CENTRAL VT PUB SVC CORP COM COM 155771108 26,376 700 700 5 700 * CENTRAL VT PUB SVC CORP COM COM 155771108 312,744 8,300 8,300 3 8,300 * CENTURY ALUM CO COM COM 156431108 16,389 300 300 1 300 * CENTURY ALUM CO COM COM 156431108 174,816 3,200 3,200 2 3,200 * CENTURY ALUM CO COM COM 156431108 491,670 9,000 9,000 3 9,000 * CENTURYTEL INC COM COM 156700106 105,408 2,149 2,149 1 2,149 * CENTURYTEL INC COM COM 156700106 1,539,974 31,396 31,396 2 31,396 * CENTURYTEL INC COM COM 156700106 3,840,370 78,295 78,295 3 78,295 * CEPHEID COM COM 15670R107 128,963 8,833 8,833 3 8,833 * CEPHEID COM COM 15670R107 18,874,527 1,292,767 1,292,767 1 1,292,767 * CH ENERGY GROUP INC COM COM 12541M102 139,407 3,100 3,100 5 3,100 * CH ENERGY GROUP INC COM COM 12541M102 418,221 9,300 9,300 3 9,300 * CHARLOTTE RUSSE HLDG INC COM COM 161048103 196,151 7,300 7,300 2 7,300 * CHARLOTTE RUSSE HLDG INC COM COM 161048103 252,578 9,400 9,400 3 9,400 * CHART INDS INC COM PAR $0.01 COM 16115Q308 39,816 1,400 1,400 3 1,400 * CHARTER COMMUNICATIONS INC D CL A COM 16117M107 447,525 110,500 110,500 3 110,500 * CHECKFREE CORP NEW COM COM 162813109 16,080 400 400 3 400 * CHECKFREE CORP NEW COM COM 162813109 277,380 6,900 6,900 2 6,900 * CHECKFREE CORP NEW COM COM 162813109 4,329,540 107,700 107,700 1 107,700 * CHEESECAKE FACTORY INC COM COM 163072101 17,164 700 700 3 700 * CHEESECAKE FACTORY INC COM COM 163072101 223,132 9,100 9,100 2 9,100 * CHEESECAKE FACTORY INC COM COM 163072101 3,923,200 160,000 160,000 1 160,000 * CHEROKEE INC DEL NEW COM COM 16444H102 84,042 2,300 2,300 5 2,300 * CHEROKEE INC DEL NEW COM COM 16444H102 211,932 5,800 5,800 3 5,800 * CHESAPEAKE CORP COM COM 165159104 52,794 4,200 4,200 5 4,200 * CHESAPEAKE CORP COM COM 165159104 810,526 64,481 64,481 3 64,481 * CHESAPEAKE ENERGY CORP COM COM 165167107 93,420 2,700 2,700 1 2,700 * CHESAPEAKE ENERGY CORP COM COM 165167107 1,131,420 32,700 32,700 3 32,700 * CHEVRON CORP NEW COM COM 166764100 45,827 544 544 7 544 * CHEVRON CORP NEW COM COM 166764100 463,320 5,500 5,500 5 5,500 * CHEVRON CORP NEW COM COM 166764100 751,674 8,923 8,923 1 8,923 * CHEVRON CORP NEW COM COM 166764100 12,195,425 144,770 144,770 2 144,770 * CHEVRON CORP NEW COM COM 166764100 37,107,552 440,498 440,498 3 440,498 * CHICAGO MERCANTILE HLDGS INC CL A COM 167760107 90,280 200 200 1 200 * CHICAGO MERCANTILE HLDGS INC CL A COM 167760107 612,098 1,356 1,356 2 1,356 * CHICAGO MERCANTILE HLDGS INC CL A COM 167760107 1,897,234 4,203 4,203 3 4,203 * CHINA MOBILE LIMITED SPONSORED ADR COM 16941M109 1,040,270 19,300 19,300 5 19,300 * CHINA MOBILE LIMITED SPONSORED ADR COM 16941M109 20,611,360 382,400 382,400 3 382,400 * CHINA NETCOM GROUP CORP HK L SPONSORED ADR COM 16940Q101 72,475 1,300 1,300 4 1,300 * CHINA PETE & CHEM CORP SPON ADR H SHS COM 16941R108 111,640 1,000 1,000 4 1,000 * CHINA TELECOM CORP LTD SPON ADR H SHS COM 169426103 295,800 5,000 5,000 3 5,000 * CHINA UNICOM LTD SPONSORED ADR COM 16945R104 106,585 6,186 6,186 2 6,186 * CHUBB CORP COM COM 171232101 48,726 900 900 2 900 * CHUBB CORP COM COM 171232101 235,617 4,352 4,352 1 4,352 * CHUNGHWA TELECOM CO LTD SPONSORED ADR COM 17133Q205 18,860 1,100 1,100 1 1,100 * CHUNGHWA TELECOM CO LTD SPONSORED ADR COM 17133Q205 135,449 7,900 7,900 5 7,900 * CHUNGHWA TELECOM CO LTD SPONSORED ADR COM 17133Q205 2,814,400 164,148 164,148 4 164,148 * CHUNGHWA TELECOM CO LTD SPONSORED ADR COM 17133Q205 17,029,734 993,248 993,248 3 993,248 * CHUNGHWA TELECOM CO LTD SPONSORED ADR COM 17133Q205 21,081,181 1,229,546 1,229,546 6 1,229,546 * CIMAREX ENERGY CO COM COM 171798101 59,115 1,500 1,500 5 1,500 * CIMAREX ENERGY CO COM COM 171798101 63,056 1,600 1,600 4 1,600 * CIMAREX ENERGY CO COM COM 171798101 1,864,724 47,316 47,316 3 47,316 * CINCINNATI FINL CORP COM COM 172062101 1,672,810 38,544 38,544 3 38,544 * CISCO SYS INC COM COM 17275R102 102,098 3,666 3,666 7 3,666 * CISCO SYS INC COM COM 17275R102 653,472 23,464 23,464 1 23,464 * CISCO SYS INC COM COM 17275R102 9,135,051 328,009 328,009 2 328,009 * CISCO SYS INC COM COM 17275R102 25,381,070 911,349 911,349 3 911,349 * CIT GROUP INC COM COM 125581108 38,381 700 700 1 700 * CIT GROUP INC COM COM 125581108 115,143 2,100 2,100 5 2,100 * CIT GROUP INC COM COM 125581108 1,447,622 26,402 26,402 2 26,402 * CIT GROUP INC COM COM 125581108 4,541,569 82,830 82,830 3 82,830 * CITADEL BROADCASTING CORP COM COM 17285T106 63,197 9,798 9,798 2 9,798 * CITADEL BROADCASTING CORP COM COM 17285T106 123,195 19,100 19,100 5 19,100 * CITADEL BROADCASTING CORP COM COM 17285T106 303,647 47,077 47,077 1 47,077 * CITADEL BROADCASTING CORP COM COM 17285T106 962,611 149,242 149,242 3 149,242 * CITIGROUP INC COM COM 172967101 3,861,983 75,297 75,297 7 75,297 * CITIGROUP INC COM COM 172967101 4,200,241 81,892 81,892 4 81,892 * CITIGROUP INC COM COM 172967101 5,071,299 98,875 98,875 5 98,875 * CITIGROUP INC COM COM 172967101 16,068,439 313,286 313,286 2 313,286 * CITIGROUP INC COM COM 172967101 22,020,079 429,325 429,325 1 429,325 * CITIGROUP INC COM COM 172967101 58,366,481 1,137,970 1,137,970 3 1,137,970 * CITIZENS COMMUNICATIONS CO COM COM 17453B101 445,884 29,200 29,200 5 29,200 * CITIZENS COMMUNICATIONS CO COM COM 17453B101 2,255,822 147,729 147,729 2 147,729 * CITIZENS COMMUNICATIONS CO COM COM 17453B101 4,613,510 302,129 302,129 3 302,129 * CITIZENS COMMUNICATIONS CO COM COM 17453B101 6,883,716 450,800 450,800 1 450,800 * CITIZENS REPUBLIC BANCORP IN COM COM 174420109 12,517 684 684 1 684 * CITIZENS REPUBLIC BANCORP IN COM COM 174420109 201,300 11,000 11,000 3 11,000 * CKE RESTAURANTS INC COM COM 12561E105 16,056 800 800 1 800 * CKE RESTAURANTS INC COM COM 12561E105 251,678 12,540 12,540 2 12,540 * CKE RESTAURANTS INC COM COM 12561E105 854,982 42,600 42,600 3 42,600 * CLEAR CHANNEL COMMUNICATIONS COM COM 184502102 43,493 1,150 1,150 7 1,150 * CLEAR CHANNEL COMMUNICATIONS COM COM 184502102 138,081 3,651 3,651 1 3,651 * CLEAR CHANNEL COMMUNICATIONS COM COM 184502102 2,010,171 53,151 53,151 2 53,151 * CLEAR CHANNEL COMMUNICATIONS COM COM 184502102 4,903,325 129,649 129,649 3 129,649 * CLEAR CHANNEL OUTDOOR HLDGS CL A COM 18451C109 149,040 5,259 5,259 3 5,259 * CLEAR CHANNEL OUTDOOR HLDGS CL A COM 18451C109 23,446,844 827,341 827,341 1 827,341 * CLECO CORP NEW COM COM 12561W105 44,100 1,800 1,800 2 1,800 * CLECO CORP NEW COM COM 12561W105 73,500 3,000 3,000 1 3,000 * CLECO CORP NEW COM COM 12561W105 232,750 9,500 9,500 5 9,500 * CLECO CORP NEW COM COM 12561W105 3,177,650 129,700 129,700 3 129,700 * CMS ENERGY CORP COM COM 125896100 30,960 1,800 1,800 3 1,800 * CMS ENERGY CORP COM COM 125896100 474,720 27,600 27,600 2 27,600 * CMS ENERGY CORP COM COM 125896100 6,704,560 389,800 389,800 1 389,800 * CNA FINL CORP COM COM 126117100 28,614 600 600 2 600 * CNA FINL CORP COM COM 126117100 701,043 14,700 14,700 3 14,700 * CNOOC LTD SPONSORED ADR COM 126132109 818,568 7,200 7,200 5 7,200 * CNOOC LTD SPONSORED ADR COM 126132109 2,683,084 23,600 23,600 3 23,600 * COACH INC COM COM 189754104 202,592 4,275 4,275 7 4,275 * COACH INC COM COM 189754104 1,120,774 23,650 23,650 4 23,650 * COACH INC COM COM 189754104 1,421,700 30,000 30,000 2 30,000 * COACH INC COM COM 189754104 4,114,732 86,827 86,827 3 86,827 * COACH INC COM COM 189754104 16,261,547 343,143 343,143 1 343,143 * COCA COLA BOTTLING CO CONS COM COM 191098102 176,050 3,500 3,500 3 3,500 * COCA COLA CO COM COM 191216100 137,575 2,630 2,630 7 2,630 * COCA COLA CO COM COM 191216100 350,686 6,704 6,704 1 6,704 * COCA COLA CO COM COM 191216100 8,830,399 168,809 168,809 2 168,809 * COCA COLA CO COM COM 191216100 20,679,032 395,317 395,317 3 395,317 * COCA COLA ENTERPRISES INC COM COM 191219104 36,000 1,500 1,500 3 1,500 * COEUR D ALENE MINES CORP IDA COM COM 192108108 8,975 2,500 2,500 4 2,500 * COGNIZANT TECHNOLOGY SOLUTIO CL A COM 192446102 15,075 201 201 7 201 * COGNIZANT TECHNOLOGY SOLUTIO CL A COM 192446102 839,250 11,190 11,190 4 11,190 * COGNIZANT TECHNOLOGY SOLUTIO CL A COM 192446102 1,704,225 22,723 22,723 2 22,723 * COGNIZANT TECHNOLOGY SOLUTIO CL A COM 192446102 5,097,825 67,971 67,971 3 67,971 * COGNIZANT TECHNOLOGY SOLUTIO CL A COM 192446102 11,649,750 155,330 155,330 1 155,330 * COGNOS INC COM COM 19244C109 436,700 11,000 11,000 3 11,000 * COLGATE PALMOLIVE CO COM COM 194162103 77,820 1,200 1,200 7 1,200 * COLGATE PALMOLIVE CO COM COM 194162103 147,404 2,273 2,273 1 2,273 * COLGATE PALMOLIVE CO COM COM 194162103 1,992,192 30,720 30,720 4 30,720 * COLGATE PALMOLIVE CO COM COM 194162103 3,213,836 49,558 49,558 2 49,558 * COLGATE PALMOLIVE CO COM COM 194162103 3,979,001 61,357 61,357 5 61,357 * COLGATE PALMOLIVE CO COM COM 194162103 16,148,104 249,007 249,007 3 249,007 * COLONIAL PPTYS TR COM SH BEN INT COM 195872106 24,920 1,000 1,000 5 1,000 * COLONIAL PPTYS TR COM SH BEN INT COM 195872106 669,202 26,854 26,854 3 26,854 * COLUMBUS MCKINNON CORP N Y COM COM 199333105 38,640 1,200 1,200 3 1,200 * COMCAST CORP NEW CL A COM 20030N101 30,454 1,083 1,083 7 1,083 * COMCAST CORP NEW CL A COM 20030N101 2,606,302 92,685 92,685 5 92,685 * COMCAST CORP NEW CL A COM 20030N101 3,050,458 108,480 108,480 2 108,480 * COMCAST CORP NEW CL A COM 20030N101 3,079,421 109,510 109,510 4 109,510 * COMCAST CORP NEW CL A COM 20030N101 13,563,401 482,340 482,340 3 482,340 * COMCAST CORP NEW CL A COM 20030N101 22,184,009 788,905 788,905 1 788,905 * COMCAST CORP NEW CL A SPL COM 20030N200 54,522 1,950 1,950 1 1,950 * COMCAST CORP NEW CL A SPL COM 20030N200 1,567,410 56,059 56,059 2 56,059 * COMCAST CORP NEW CL A SPL COM 20030N200 4,185,612 149,700 149,700 3 149,700 * COMERICA INC COM COM 200340107 2,045,054 34,388 34,388 2 34,388 * COMERICA INC COM COM 200340107 2,853,906 47,989 47,989 3 47,989 * COMMERCE GROUP INC MASS COM COM 200641108 260,400 7,500 7,500 5 7,500 * COMMERCE GROUP INC MASS COM COM 200641108 451,360 13,000 13,000 3 13,000 * COMMERCIAL METALS CO COM COM 201723103 546,703 16,189 16,189 2 16,189 * COMMERCIAL METALS CO COM COM 201723103 1,242,736 36,800 36,800 3 36,800 * COMMSCOPE INC COM COM 203372107 280,080 4,800 4,800 2 4,800 * COMMSCOPE INC COM COM 203372107 420,120 7,200 7,200 3 7,200 * COMMSCOPE INC COM COM 203372107 20,766,765 355,900 355,900 1 355,900 * COMMUNITY BK SYS INC COM COM 203607106 36,036 1,800 1,800 3 1,800 * COMMUNITY HEALTH SYS INC NEW COM COM 203668108 21,803 539 539 7 539 * COMMUNITY HEALTH SYS INC NEW COM COM 203668108 1,097,328 27,128 27,128 3 27,128 * COMMUNITY HEALTH SYS INC NEW COM COM 203668108 1,224,422 30,270 30,270 4 30,270 * COMMUNITY HEALTH SYS INC NEW COM COM 203668108 16,652,375 411,678 411,678 1 411,678 * COMMVAULT SYSTEMS INC COM COM 204166102 519,551 30,084 30,084 3 30,084 * COMPANHIA BRASILEIRA DE DIST SPON ADR PFD COM 20440T201 278,280 7,200 7,200 5 7,200 * COMPANHIA BRASILEIRA DE DIST SPON ADR PFD COM 20440T201 18,942,365 490,100 490,100 3 490,100 * COMPANHIA BRASILEIRA DE DIST SPON ADR PFD COM 20440T201 22,150,315 573,100 573,100 2 573,100 * COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD COM 20441W203 3,102,400 44,320 44,320 5 44,320 * COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD COM 20441W203 37,630,810 537,583 537,583 2 537,583 * COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD COM 20441W203 61,162,430 873,749 873,749 3 873,749 * COMPANHIA DE SANEAMENTO BASI SPONSORED ADR COM 20441A102 22,040 500 500 1 500 * COMPANHIA DE SANEAMENTO BASI SPONSORED ADR COM 20441A102 88,160 2,000 2,000 5 2,000 * COMPANHIA DE SANEAMENTO BASI SPONSORED ADR COM 20441A102 1,412,411 32,042 32,042 3 32,042 * COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD COM 204409601 189,267 8,970 8,970 1 8,970 * COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD COM 204409601 7,421,419 351,726 351,726 5 351,726 * COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD COM 204409601 52,684,590 2,496,900 2,496,900 2 2,496,900 * COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD COM 204409601 126,710,100 6,005,218 6,005,218 3 6,005,218 * COMPANHIA PARANAENSE ENERG C SPON ADR PFD COM 20441B407 73,659 4,300 4,300 3 4,300 * COMPANHIA PARANAENSE ENERG C SPON ADR PFD COM 20441B407 73,659 4,300 4,300 5 4,300 * COMPANHIA SIDERURGICA NACION SPONSORED ADR COM 20440W105 749,940 14,500 14,500 5 14,500 * COMPANHIA SIDERURGICA NACION SPONSORED ADR COM 20440W105 987,852 19,100 19,100 3 19,100 * COMPANHIA VALE DO RIO DOCE SPON ADR PFD COM 204412100 478,790 12,700 12,700 1 12,700 * COMPANHIA VALE DO RIO DOCE SPON ADR PFD COM 204412100 17,708,444 469,720 469,720 5 469,720 * COMPANHIA VALE DO RIO DOCE SPON ADR PFD COM 204412100 216,395,512 5,739,934 5,739,934 2 5,739,934 * COMPANHIA VALE DO RIO DOCE SPON ADR PFD COM 204412100 370,142,031 9,818,091 9,818,091 3 9,818,091 * COMPANHIA VALE DO RIO DOCE SPONSORED ADR COM 204412209 86,427 1,940 1,940 1 1,940 * COMPANHIA VALE DO RIO DOCE SPONSORED ADR COM 204412209 1,447,875 32,500 32,500 5 32,500 * COMPANHIA VALE DO RIO DOCE SPONSORED ADR COM 204412209 1,456,785 32,700 32,700 2 32,700 * COMPANHIA VALE DO RIO DOCE SPONSORED ADR COM 204412209 6,065,750 136,156 136,156 3 136,156 * COMPANIA DE MINAS BUENAVENTU SPONSORED ADR COM 204448104 22,476 600 600 1 600 * COMPANIA DE MINAS BUENAVENTU SPONSORED ADR COM 204448104 52,444 1,400 1,400 4 1,400 * COMPANIA DE MINAS BUENAVENTU SPONSORED ADR COM 204448104 367,108 9,800 9,800 5 9,800 * COMPANIA DE MINAS BUENAVENTU SPONSORED ADR COM 204448104 16,464,082 439,511 439,511 3 439,511 * COMPANIA DE MINAS BUENAVENTU SPONSORED ADR COM 204448104 19,521,380 521,126 521,126 2 521,126 * COMPANIA DE TELECOMUNICS CHI SPON ADR NEW COM 204449300 446,247 46,924 46,924 3 46,924 * COMPASS MINERALS INTL INC COM COM 20451N101 27,728 800 800 1 800 * COMPASS MINERALS INTL INC COM COM 20451N101 655,074 18,900 18,900 3 18,900 * COMPASS MINERALS INTL INC COM COM 20451N101 1,230,430 35,500 35,500 2 35,500 * COMPUCREDIT CORP COM COM 20478N100 91,052 2,600 2,600 3 2,600 * COMPUCREDIT CORP COM COM 20478N100 13,626,282 389,100 389,100 1 389,100 * COMPUTER SCIENCES CORP COM COM 205363104 124,215 2,100 2,100 1 2,100 * COMPUTER SCIENCES CORP COM COM 205363104 2,323,589 39,283 39,283 3 39,283 * COMSYS IT PARTNERS INC COM COM 20581E104 54,744 2,400 2,400 3 2,400 * COMTECH TELECOMMUNICATIONS C COM NEW COM 205826209 259,952 5,600 5,600 3 5,600 * CONAGRA FOODS INC COM COM 205887102 29,546 1,100 1,100 3 1,100 * CONAGRA FOODS INC COM COM 205887102 29,546 1,100 1,100 5 1,100 * CONOCOPHILLIPS COM COM 20825C104 29,909 381 381 7 381 * CONOCOPHILLIPS COM COM 20825C104 439,600 5,600 5,600 5 5,600 * CONOCOPHILLIPS COM COM 20825C104 3,479,120 44,320 44,320 4 44,320 * CONOCOPHILLIPS COM COM 20825C104 8,810,212 112,232 112,232 2 112,232 * CONOCOPHILLIPS COM COM 20825C104 20,242,403 257,865 257,865 1 257,865 * CONOCOPHILLIPS COM COM 20825C104 39,808,371 507,113 507,113 3 507,113 * CONSECO INC COM NEW COM 208464883 286,841 13,731 13,731 3 13,731 * CONSECO INC COM NEW COM 208464883 42,429,031 2,031,069 2,031,069 1 2,031,069 * CONSOLIDATED COMM HLDGS INC COM COM 209034107 20,340 900 900 5 900 * CONSOLIDATED COMM HLDGS INC COM COM 209034107 135,600 6,000 6,000 3 6,000 * CONSOLIDATED COMM HLDGS INC COM COM 209034107 16,608,740 734,900 734,900 1 734,900 * CONSOLIDATED EDISON INC COM COM 209115104 40,608 900 900 1 900 * CONSOLIDATED EDISON INC COM COM 209115104 306,816 6,800 6,800 5 6,800 * CONSOLIDATED EDISON INC COM COM 209115104 2,089,191 46,303 46,303 2 46,303 * CONSOLIDATED EDISON INC COM COM 209115104 6,891,493 152,737 152,737 3 152,737 * CONSOLIDATED GRAPHICS INC COM COM 209341106 41,568 600 600 3 600 * CONSTELLATION BRANDS INC CL A COM 21036P108 26,708 1,100 1,100 3 1,100 * CONSTELLATION BRANDS INC CL A COM 21036P108 381,196 15,700 15,700 2 15,700 * CONSTELLATION BRANDS INC CL A COM 21036P108 4,198,498 172,920 172,920 1 172,920 * CONSTELLATION ENERGY GROUP I COM COM 210371100 8,281 95 95 7 95 * CONSTELLATION ENERGY GROUP I COM COM 210371100 474,205 5,440 5,440 4 5,440 * CONSTELLATION ENERGY GROUP I COM COM 210371100 1,213,668 13,923 13,923 3 13,923 * CONSTELLATION ENERGY GROUP I COM COM 210371100 5,451,699 62,541 62,541 1 62,541 * CONTINENTAL AIRLS INC CL B COM 210795308 13,548 400 400 3 400 * COOPER COS INC COM NEW COM 216648402 143,964 2,700 2,700 3 2,700 * COOPER COS INC COM NEW COM 216648402 18,725,984 351,200 351,200 1 351,200 * CORNING INC COM COM 219350105 17,067 668 668 7 668 * CORNING INC COM COM 219350105 888,629 34,780 34,780 4 34,780 * CORNING INC COM COM 219350105 1,879,203 73,550 73,550 2 73,550 * CORNING INC COM COM 219350105 4,712,927 184,459 184,459 3 184,459 * CORNING INC COM COM 219350105 12,325,320 482,400 482,400 1 482,400 * CORPORATE EXECUTIVE BRD CO COM COM 21988R102 25,964 400 400 3 400 * CORPORATE EXECUTIVE BRD CO COM COM 21988R102 428,406 6,600 6,600 2 6,600 * CORPORATE EXECUTIVE BRD CO COM COM 21988R102 6,841,514 105,400 105,400 1 105,400 * CORRECTIONS CORP AMER NEW COM NEW COM 22025Y407 9,468 300 300 3 300 * CORRECTIONS CORP AMER NEW COM NEW COM 22025Y407 179,892 5,700 5,700 2 5,700 * CORRECTIONS CORP AMER NEW COM NEW COM 22025Y407 2,037,198 64,550 64,550 1 64,550 * CORUS BANKSHARES INC COM COM 220873103 58,684 3,400 3,400 3 3,400 * CORUS BANKSHARES INC COM COM 220873103 508,186 29,443 29,443 2 29,443 * COSTCO WHSL CORP NEW COM COM 22160K105 286,865 4,902 4,902 1 4,902 * COSTCO WHSL CORP NEW COM COM 22160K105 2,922,372 49,938 49,938 2 49,938 * COSTCO WHSL CORP NEW COM COM 22160K105 7,133,647 121,901 121,901 3 121,901 * COUNTRYWIDE FINANCIAL CORP COM COM 222372104 32,715 900 900 3 900 * COUSINS PPTYS INC COM COM 222795106 333,615 11,500 11,500 3 11,500 * COVANTA HLDG CORP COM COM 22282E102 19,720 800 800 1 800 * COVANTA HLDG CORP COM COM 22282E102 234,175 9,500 9,500 3 9,500 * COVENTRY HEALTH CARE INC COM COM 222862104 1,356,101 23,523 23,523 2 23,523 * COVENTRY HEALTH CARE INC COM COM 222862104 2,026,801 35,157 35,157 3 35,157 * COVIDIEN LTD WHEN ISSUED ADDED COM G2552X108 29,653 688 688 1 688 * COVIDIEN LTD WHEN ISSUED ADDED COM G2552X108 976,000 22,645 22,645 2 22,645 * COVIDIEN LTD WHEN ISSUED ADDED COM G2552X108 2,168,275 50,308 50,308 3 50,308 * CRAWFORD & CO CL B COM 224633107 10,140 1,500 1,500 5 1,500 * CRAWFORD & CO CL B COM 224633107 29,068 4,300 4,300 3 4,300 * CRAY INC COM NEW COM 225223304 82,404 10,800 10,800 3 10,800 * CRAY INC COM NEW COM 225223304 14,088,032 1,846,400 1,846,400 1 1,846,400 * CREDICORP LTD COM COM G2519Y108 55,665 910 910 1 910 * CREDICORP LTD COM COM G2519Y108 658,923 10,772 10,772 5 10,772 * CREDICORP LTD COM COM G2519Y108 17,724,191 289,753 289,753 3 289,753 * CREDICORP LTD COM COM G2519Y108 19,018,915 310,919 310,919 2 310,919 * CRESUD S A C I F Y A SPONSORED ADR COM 226406106 74,865 3,500 3,500 4 3,500 * CROWN HOLDINGS INC COM COM 228368106 24,970 1,000 1,000 3 1,000 * CROWN HOLDINGS INC COM COM 228368106 362,065 14,500 14,500 2 14,500 * CROWN HOLDINGS INC COM COM 228368106 5,972,824 239,200 239,200 1 239,200 * CRYSTAL RIV CAP INC COM COM 229393301 99,548 4,100 4,100 3 4,100 * CRYSTAL RIV CAP INC COM COM 229393301 13,579,804 559,300 559,300 1 559,300 * CSG SYS INTL INC COM COM 126349109 96,576 3,643 3,643 3 3,643 * CSG SYS INTL INC COM COM 126349109 14,141,945 533,457 533,457 1 533,457 * CSS INDS INC COM COM 125906107 31,688 800 800 3 800 * CSS INDS INC COM COM 125906107 31,688 800 800 5 800 * CTC MEDIA INC COM COM 12642X106 173,072 6,377 6,377 3 6,377 * CTC MEDIA INC COM COM 12642X106 173,072 6,377 6,377 5 6,377 * CTRIP COM INTL LTD ADR COM 22943F100 1,607,984 40,900 40,900 4 40,900 * CULLEN FROST BANKERS INC COM COM 229899109 171,478 3,207 3,207 3 3,207 * CULLEN FROST BANKERS INC COM COM 229899109 775,315 14,500 14,500 2 14,500 * CULLEN FROST BANKERS INC COM COM 229899109 28,967,159 541,746 541,746 1 541,746 * CUMMINS INC COM COM 231021106 90,279 892 892 1 892 * CUMMINS INC COM COM 231021106 1,513,697 14,956 14,956 2 14,956 * CUMMINS INC COM COM 231021106 3,413,408 33,726 33,726 3 33,726 * CVB FINL CORP COM COM 126600105 120,841 10,867 10,867 3 10,867 * CVB FINL CORP COM COM 126600105 18,320,889 1,647,562 1,647,562 1 1,647,562 * CVS CAREMARK CORPORATION COM COM 126650100 1,437,078 39,426 39,426 2 39,426 * CVS CAREMARK CORPORATION COM COM 126650100 3,250,429 89,175 89,175 3 89,175 * CYMER INC COM COM 232572107 301,500 7,500 7,500 2 7,500 * CYMER INC COM COM 232572107 478,380 11,900 11,900 3 11,900 * CYTYC CORP COM COM 232946103 43,110 1,000 1,000 2 1,000 * D R HORTON INC COM COM 23331A109 39,262 1,970 1,970 1 1,970 * D R HORTON INC COM COM 23331A109 155,454 7,800 7,800 5 7,800 * D R HORTON INC COM COM 23331A109 1,165,148 58,462 58,462 2 58,462 * D R HORTON INC COM COM 23331A109 6,570,164 329,662 329,662 3 329,662 * DADE BEHRING HLDGS INC COM COM 23342J206 355,904 6,700 6,700 3 6,700 * DANAHER CORP DEL COM COM 235851102 24,311 322 322 7 322 * DANAHER CORP DEL COM COM 235851102 989,050 13,100 13,100 2 13,100 * DANAHER CORP DEL COM COM 235851102 1,277,158 16,916 16,916 3 16,916 * DANAHER CORP DEL COM COM 235851102 1,307,660 17,320 17,320 4 17,320 * DANAHER CORP DEL COM COM 235851102 17,500,900 231,800 231,800 1 231,800 * DARDEN RESTAURANTS INC COM COM 237194105 87,496 1,989 1,989 1 1,989 * DARDEN RESTAURANTS INC COM COM 237194105 1,343,631 30,544 30,544 2 30,544 * DARDEN RESTAURANTS INC COM COM 237194105 3,554,348 80,799 80,799 3 80,799 * DAVITA INC COM COM 23918K108 53,880 1,000 1,000 3 1,000 * DAVITA INC COM COM 23918K108 759,708 14,100 14,100 2 14,100 * DAVITA INC COM COM 23918K108 10,886,185 202,045 202,045 1 202,045 * DEAN FOODS CO NEW COM COM 242370104 105,171 3,300 3,300 1 3,300 * DEAN FOODS CO NEW COM COM 242370104 1,061,781 33,316 33,316 2 33,316 * DEAN FOODS CO NEW COM COM 242370104 2,181,788 68,459 68,459 3 68,459 * DEERE & CO COM COM 244199105 304,386 2,521 2,521 1 2,521 * DEERE & CO COM COM 244199105 2,824,954 23,397 23,397 2 23,397 * DEERE & CO COM COM 244199105 5,311,353 43,990 43,990 3 43,990 * DELL INC COM COM 24702R101 293,437 10,278 10,278 1 10,278 * DELL INC COM COM 24702R101 3,752,612 131,440 131,440 2 131,440 * DELL INC COM COM 24702R101 11,359,617 397,885 397,885 3 397,885 * DELPHI FINL GROUP INC CL A COM 247131105 75,276 1,800 1,800 3 1,800 * DELPHI FINL GROUP INC CL A COM 247131105 317,832 7,600 7,600 2 7,600 * DELTA PETE CORP COM NEW COM 247907207 4,407,138 219,479 219,479 3 219,479 * DELUXE CORP COM COM 248019101 52,793 1,300 1,300 3 1,300 * DENBURY RES INC COM NEW COM 247916208 171,000 4,560 4,560 3 4,560 * DENBURY RES INC COM NEW COM 247916208 348,750 9,300 9,300 2 9,300 * DENBURY RES INC COM NEW COM 247916208 26,930,325 718,142 718,142 1 718,142 * DENISON MINES CORP COM ADDED COM 248356107 326,814 27,280 27,280 4 27,280 * DENTSPLY INTL INC NEW COM COM 249030107 1,129,282 29,516 29,516 3 29,516 * DEVELOPERS DIVERSIFIED RLTY COM COM 251591103 31,626 600 600 3 600 * DEVON ENERGY CORP NEW COM COM 25179M103 286,150 3,655 3,655 1 3,655 * DEVON ENERGY CORP NEW COM COM 25179M103 3,392,932 43,338 43,338 2 43,338 * DEVON ENERGY CORP NEW COM COM 25179M103 8,320,426 106,277 106,277 3 106,277 * DIALYSIS CORP AMER COM COM 252529102 43,878 4,260 4,260 3 4,260 * DIALYSIS CORP AMER COM COM 252529102 6,218,522 603,740 603,740 1 603,740 * DIAMOND MGMT & TECHNOLOGY CO COM COM 25269L106 67,016 5,077 5,077 3 5,077 * DIAMOND MGMT & TECHNOLOGY CO COM COM 25269L106 9,723,424 736,623 736,623 1 736,623 * DIAMOND OFFSHORE DRILLING IN COM COM 25271C102 81,248 800 800 1 800 * DIAMOND OFFSHORE DRILLING IN COM COM 25271C102 162,496 1,600 1,600 3 1,600 * DIAMOND OFFSHORE DRILLING IN COM COM 25271C102 1,046,068 10,300 10,300 2 10,300 * DIANA SHIPPING INC COM COM Y2066G104 24,640 1,100 1,100 1 1,100 * DIANA SHIPPING INC COM COM Y2066G104 226,240 10,100 10,100 3 10,100 * DICKS SPORTING GOODS INC COM COM 253393102 279,216 4,800 4,800 3 4,800 * DICKS SPORTING GOODS INC COM COM 253393102 466,814 8,025 8,025 2 8,025 * DIGITAL RLTY TR INC COM COM 253868103 33,912 900 900 2 900 * DIGITAL RLTY TR INC COM COM 253868103 71,592 1,900 1,900 5 1,900 * DIGITAL RLTY TR INC COM COM 253868103 199,704 5,300 5,300 3 5,300 * DIGITAL RLTY TR INC COM COM 253868103 14,216,664 377,300 377,300 1 377,300 * DILLARDS INC CL A COM 254067101 64,674 1,800 1,800 5 1,800 * DILLARDS INC CL A COM 254067101 222,766 6,200 6,200 3 6,200 * DIRECTV GROUP INC COM COM 25459L106 778,807 33,700 33,700 2 33,700 * DIRECTV GROUP INC COM COM 25459L106 1,012,218 43,800 43,800 3 43,800 * DISCOVERY HOLDING CO CL A COM COM 25468Y107 12,208 531 531 7 531 * DISNEY WALT CO COM DISNEY COM 254687106 280,870 8,227 8,227 1 8,227 * DISNEY WALT CO COM DISNEY COM 254687106 4,355,888 127,589 127,589 2 127,589 * DISNEY WALT CO COM DISNEY COM 254687106 9,253,135 271,035 271,035 3 271,035 * DJO INCORPORATED COM COM 23325G104 271,103 6,569 6,569 3 6,569 * DJO INCORPORATED COM COM 23325G104 40,434,819 979,763 979,763 1 979,763 * DOLBY LABORATORIES INC COM COM 25659T107 208,919 5,900 5,900 2 5,900 * DOLLAR GEN CORP COM COM 256669102 236,736 10,800 10,800 3 10,800 * DOLLAR GEN CORP COM COM 256669102 898,084 40,971 40,971 2 40,971 * DOLLAR THRIFTY AUTOMOTIVE GP COM COM 256743105 36,756 900 900 1 900 * DOLLAR THRIFTY AUTOMOTIVE GP COM COM 256743105 93,932 2,300 2,300 3 2,300 * DOLLAR TREE STORES INC COM COM 256747106 56,615 1,300 1,300 1 1,300 * DOLLAR TREE STORES INC COM COM 256747106 852,796 19,582 19,582 2 19,582 * DOLLAR TREE STORES INC COM COM 256747106 2,164,261 49,696 49,696 3 49,696 * DOMINION RES INC VA NEW COM COM 25746U109 6,926,809 80,255 80,255 3 80,255 * DONALDSON INC COM COM 257651109 35,550 1,000 1,000 2 1,000 * DONALDSON INC COM COM 257651109 67,545 1,900 1,900 1 1,900 * DONALDSON INC COM COM 257651109 927,855 26,100 26,100 3 26,100 * DONNELLEY R R & SONS CO COM COM 257867101 34,808 800 800 5 800 * DONNELLEY R R & SONS CO COM COM 257867101 726,617 16,700 16,700 2 16,700 * DONNELLEY R R & SONS CO COM COM 257867101 4,150,854 95,400 95,400 3 95,400 * DORAL FINL CORP COM COM 25811P100 4,366 3,700 3,700 5 3,700 * DORAL FINL CORP COM COM 25811P100 254,867 215,989 215,989 3 215,989 * DORCHESTER MINERALS LP COM UNIT COM 25820R105 350,306 15,923 15,923 3 15,923 * DOVER CORP COM COM 260003108 415,901 8,131 8,131 3 8,131 * DOVER CORP COM COM 260003108 455,747 8,910 8,910 4 8,910 * DOVER CORP COM COM 260003108 629,145 12,300 12,300 2 12,300 * DOVER CORP COM COM 260003108 15,279,426 298,718 298,718 1 298,718 * DOW CHEM CO COM COM 260543103 145,749 3,296 3,296 1 3,296 * DOW CHEM CO COM COM 260543103 437,778 9,900 9,900 5 9,900 * DOW CHEM CO COM COM 260543103 3,951,455 89,359 89,359 2 89,359 * DOW CHEM CO COM COM 260543103 17,357,190 392,519 392,519 3 392,519 * DRESSER-RAND GROUP INC COM COM 261608103 480,834 12,173 12,173 3 12,173 * DRESSER-RAND GROUP INC COM COM 261608103 916,400 23,200 23,200 2 23,200 * DRESSER-RAND GROUP INC COM COM 261608103 74,332,167 1,881,827 1,881,827 1 1,881,827 * DRS TECHNOLOGIES INC COM COM 23330X100 137,276 2,397 2,397 3 2,397 * DRS TECHNOLOGIES INC COM COM 23330X100 171,810 3,000 3,000 2 3,000 * DRS TECHNOLOGIES INC COM COM 23330X100 18,355,207 320,503 320,503 1 320,503 * DRYSHIPS INC SHS COM Y2109Q101 321,012 7,400 7,400 3 7,400 * DRYSHIPS INC SHS COM Y2109Q101 321,012 7,400 7,400 5 7,400 * DST SYS INC DEL COM COM 233326107 855,468 10,800 10,800 3 10,800 * DST SYS INC DEL COM COM 233326107 1,180,229 14,900 14,900 2 14,900 * DTE ENERGY CO COM COM 233331107 1,507,598 31,265 31,265 2 31,265 * DTE ENERGY CO COM COM 233331107 6,699,156 138,929 138,929 3 138,929 * DU PONT E I DE NEMOURS & CO COM COM 263534109 52,162 1,026 1,026 7 1,026 * DU PONT E I DE NEMOURS & CO COM COM 263534109 81,344 1,600 1,600 1 1,600 * DU PONT E I DE NEMOURS & CO COM COM 263534109 1,057,980 20,810 20,810 4 20,810 * DU PONT E I DE NEMOURS & CO COM COM 263534109 2,725,024 53,600 53,600 2 53,600 * DU PONT E I DE NEMOURS & CO COM COM 263534109 3,690,323 72,587 72,587 5 72,587 * DU PONT E I DE NEMOURS & CO COM COM 263534109 17,718,452 348,514 348,514 3 348,514 * DUKE ENERGY CORP NEW COM COM 26441C105 86,010 4,700 4,700 1 4,700 * DUKE ENERGY CORP NEW COM COM 26441C105 287,310 15,700 15,700 5 15,700 * DUKE ENERGY CORP NEW COM COM 26441C105 2,520,331 137,723 137,723 2 137,723 * DUKE ENERGY CORP NEW COM COM 26441C105 9,806,128 535,854 535,854 3 535,854 * DUN & BRADSTREET CORP DEL NE COM COM 26483E100 7,724 75 75 7 75 * DUN & BRADSTREET CORP DEL NE COM COM 26483E100 10,298 100 100 3 100 * DUN & BRADSTREET CORP DEL NE COM COM 26483E100 144,172 1,400 1,400 2 1,400 * DUN & BRADSTREET CORP DEL NE COM COM 26483E100 2,337,646 22,700 22,700 1 22,700 * E M C CORP MASS COM COM 268648102 858,103 47,409 47,409 2 47,409 * E M C CORP MASS COM COM 268648102 1,503,042 83,041 83,041 3 83,041 * E TRADE FINANCIAL CORP COM COM 269246104 66,270 3,000 3,000 4 3,000 * E TRADE FINANCIAL CORP COM COM 269246104 441,800 20,000 20,000 7 20,000 * EAGLE MATERIALS INC COM COM 26969P108 613,125 12,500 12,500 3 12,500 * EASTMAN CHEM CO COM COM 277432100 25,732 400 400 1 400 * EASTMAN CHEM CO COM COM 277432100 321,650 5,000 5,000 5 5,000 * EASTMAN CHEM CO COM COM 277432100 1,745,080 27,127 27,127 2 27,127 * EASTMAN CHEM CO COM COM 277432100 7,229,920 112,388 112,388 3 112,388 * EATON CORP COM COM 278058102 1,684,788 18,116 18,116 2 18,116 * EATON CORP COM COM 278058102 2,436,600 26,200 26,200 3 26,200 * EATON VANCE CORP COM NON VTG COM 278265103 70,688 1,600 1,600 3 1,600 * EBAY INC COM COM 278642103 13,709 426 426 7 426 * EBAY INC COM COM 278642103 707,316 21,980 21,980 4 21,980 * EBAY INC COM COM 278642103 1,317,771 40,950 40,950 2 40,950 * EBAY INC COM COM 278642103 3,673,701 114,161 114,161 3 114,161 * EBAY INC COM COM 278642103 10,246,723 318,419 318,419 1 318,419 * ECHOSTAR COMMUNICATIONS NEW CL A COM 278762109 117,099 2,700 2,700 1 2,700 * ECHOSTAR COMMUNICATIONS NEW CL A COM 278762109 1,138,723 26,256 26,256 2 26,256 * ECHOSTAR COMMUNICATIONS NEW CL A COM 278762109 4,386,702 101,146 101,146 3 101,146 * ECOLAB INC COM COM 278865100 72,590 1,700 1,700 1 1,700 * ECOLAB INC COM COM 278865100 2,687,623 62,942 62,942 3 62,942 * EDISON INTL COM COM 281020107 25,086 447 447 7 447 * EDISON INTL COM COM 281020107 1,223,416 21,800 21,800 4 21,800 * EDISON INTL COM COM 281020107 1,812,676 32,300 32,300 2 32,300 * EDISON INTL COM COM 281020107 5,443,247 96,993 96,993 3 96,993 * EDISON INTL COM COM 281020107 15,691,376 279,604 279,604 1 279,604 * ELAN PLC ADR COM 284131208 271,055 12,360 12,360 7 12,360 * ELAN PLC ADR COM 284131208 869,634 39,655 39,655 3 39,655 * ELECTRONIC ARTS INC COM COM 285512109 17,083 361 361 7 361 * ELECTRONIC ARTS INC COM COM 285512109 945,927 19,990 19,990 4 19,990 * ELECTRONIC ARTS INC COM COM 285512109 1,580,109 33,392 33,392 3 33,392 * ELECTRONIC ARTS INC COM COM 285512109 12,729,175 269,002 269,002 1 269,002 * ELECTRONIC DATA SYS NEW COM COM 285661104 70,684 2,549 2,549 3 2,549 * ELIZABETH ARDEN INC COM COM 28660G106 87,336 3,600 3,600 3 3,600 * EMBARQ CORP COM COM 29078E105 405,568 6,400 6,400 5 6,400 * EMBARQ CORP COM COM 29078E105 621,089 9,801 9,801 2 9,801 * EMBARQ CORP COM COM 29078E105 3,307,914 52,200 52,200 3 52,200 * EMC INS GROUP INC COM COM 268664109 17,374 700 700 5 700 * EMC INS GROUP INC COM COM 268664109 208,488 8,400 8,400 3 8,400 * EMCOR GROUP INC COM COM 29084Q100 313,470 4,300 4,300 3 4,300 * EMCOR GROUP INC COM COM 29084Q100 409,698 5,620 5,620 2 5,620 * EMERSON ELEC CO COM COM 291011104 121,680 2,600 2,600 1 2,600 * EMERSON ELEC CO COM COM 291011104 3,046,914 65,105 65,105 2 65,105 * EMERSON ELEC CO COM COM 291011104 4,003,834 85,552 85,552 3 85,552 * EMPIRE DIST ELEC CO COM COM 291641108 22,370 1,000 1,000 5 1,000 * EMPIRE DIST ELEC CO COM COM 291641108 425,030 19,000 19,000 3 19,000 * EMPIRE RES INC DEL COM COM 29206E100 65,620 6,800 6,800 3 6,800 * EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR COM 29244T101 22,601,087 465,426 465,426 3 465,426 * EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR COM 29244T101 26,671,968 549,258 549,258 2 549,258 * EMULEX CORP COM NEW COM 292475209 411,837 18,857 18,857 3 18,857 * EMULEX CORP COM NEW COM 292475209 849,576 38,900 38,900 2 38,900 * EMULEX CORP COM NEW COM 292475209 63,553,155 2,909,943 2,909,943 1 2,909,943 * ENBRIDGE ENERGY PARTNERS L P COM COM 29250R106 1,648,169 29,670 29,670 3 29,670 * ENBRIDGE INC COM COM 29250N105 966,108 28,600 28,600 3 28,600 * ENCANA CORP COM COM 292505104 4,351,213 70,809 70,809 3 70,809 * ENCORE WIRE CORP COM COM 292562105 158,976 5,400 5,400 3 5,400 * ENCORE WIRE CORP COM COM 292562105 158,976 5,400 5,400 5 5,400 * ENDURANCE SPECIALTY HLDGS LT SHS COM G30397106 324,324 8,100 8,100 5 8,100 * ENDURANCE SPECIALTY HLDGS LT SHS COM G30397106 792,792 19,800 19,800 2 19,800 * ENDURANCE SPECIALTY HLDGS LT SHS COM G30397106 6,425,579 160,479 160,479 3 160,479 * ENDURANCE SPECIALTY HLDGS LT SHS COM G30397106 21,600,219 539,466 539,466 1 539,466 * ENERGY EAST CORP COM COM 29266M109 169,585 6,500 6,500 5 6,500 * ENERGY EAST CORP COM COM 29266M109 4,838,364 185,449 185,449 3 185,449 * ENERGY METALS CORP COM COM 29271B106 101,920 7,000 7,000 4 7,000 * ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN COM 29273R109 37,038 600 600 3 600 * ENERPLUS RES FD UNIT TR G NEW COM 29274D604 64,829 1,377 1,377 1 1,377 * ENERPLUS RES FD UNIT TR G NEW COM 29274D604 1,138,818 24,189 24,189 2 24,189 * ENERPLUS RES FD UNIT TR G NEW COM 29274D604 1,467,060 31,161 31,161 3 31,161 * ENSCO INTL INC COM COM 26874Q100 591,797 9,700 9,700 3 9,700 * ENSCO INTL INC COM COM 26874Q100 1,415,432 23,200 23,200 2 23,200 * ENTERCOM COMMUNICATIONS CORP CL A COM 293639100 1,739,811 69,900 69,900 3 69,900 * ENTERGY CORP NEW COM COM 29364G103 1,642,240 15,298 15,298 3 15,298 * ENTERTAINMENT PPTYS TR COM SH BEN INT COM 29380T105 1,247,804 23,202 23,202 3 23,202 * EOG RES INC COM COM 26875P101 186,741 2,556 2,556 10 2,556 * EPICOR SOFTWARE CORP COM COM 29426L108 230,485 15,500 15,500 3 15,500 * EPIQ SYS INC COM COM 26882D109 29,088 1,800 1,800 2 1,800 * EPIQ SYS INC COM COM 26882D109 122,008 7,550 7,550 3 7,550 * EQUITY ONE COM COM 294752100 576,050 22,546 22,546 3 22,546 * ESCHELON TELECOM INC COM COM 296290109 227,920 7,700 7,700 3 7,700 * ESCHELON TELECOM INC COM COM 296290109 30,322,240 1,024,400 1,024,400 1 1,024,400 * EURONET WORLDWIDE INC COM COM 298736109 210,652 7,224 7,224 3 7,224 * EURONET WORLDWIDE INC COM COM 298736109 30,815,588 1,056,776 1,056,776 1 1,056,776 * EV3 INC COM COM 26928A200 6,061,152 359,073 359,073 3 359,073 * EVERGREEN ENERGY INC COM COM 30024B104 8,520 1,413 1,413 1 1,413 * EVERGREEN ENERGY INC COM COM 30024B104 101,907 16,900 16,900 3 16,900 * EVERGREEN SOLAR INC COM COM 30033R108 19,921 2,142 2,142 1 2,142 * EVERGREEN SOLAR INC COM COM 30033R108 225,990 24,300 24,300 3 24,300 * EXCO RESOURCES INC COM COM 269279402 97,664 5,600 5,600 3 5,600 * EXELON CORP COM COM 30161N101 424,129 5,842 5,842 3 5,842 * EXELON CORP COM COM 30161N101 726,000 10,000 10,000 2 10,000 * EXPRESSJET HOLDINGS INC CL A COM 30218U108 12,558 2,100 2,100 3 2,100 * EXXON MOBIL CORP COM COM 30231G102 139,241 1,660 1,660 4 1,660 * EXXON MOBIL CORP COM COM 30231G102 229,496 2,736 2,736 7 2,736 * EXXON MOBIL CORP COM COM 30231G102 1,491,806 17,785 17,785 1 17,785 * EXXON MOBIL CORP COM COM 30231G102 28,556,527 340,445 340,445 2 340,445 * EXXON MOBIL CORP COM COM 30231G102 68,330,997 814,628 814,628 3 814,628 * F M C CORP COM NEW COM 302491303 1,234,297 13,808 13,808 2 13,808 * F M C CORP COM NEW COM 302491303 2,830,534 31,665 31,665 3 31,665 * F M C CORP COM NEW COM 302491303 40,577,250 453,935 453,935 1 453,935 * F5 NETWORKS INC COM COM 315616102 140,405 1,742 1,742 3 1,742 * F5 NETWORKS INC COM COM 315616102 21,694,135 269,158 269,158 1 269,158 * FACTSET RESH SYS INC COM COM 303075105 27,340 400 400 2 400 * FACTSET RESH SYS INC COM COM 303075105 1,414,845 20,700 20,700 3 20,700 * FAIR ISAAC CORP COM COM 303250104 57,372 1,430 1,430 1 1,430 * FAIR ISAAC CORP COM COM 303250104 694,236 17,304 17,304 2 17,304 * FAIR ISAAC CORP COM COM 303250104 2,010,333 50,108 50,108 3 50,108 * FAIRFAX FINL HLDGS LTD SUB VTG COM 303901102 191,670 1,000 1,000 5 1,000 * FAIRFAX FINL HLDGS LTD SUB VTG COM 303901102 2,022,502 10,552 10,552 3 10,552 * FAIRPOINT COMMUNICATIONS INC COM COM 305560104 28,400 1,600 1,600 5 1,600 * FAIRPOINT COMMUNICATIONS INC COM COM 305560104 71,000 4,000 4,000 3 4,000 * FAMILY DLR STORES INC COM COM 307000109 89,232 2,600 2,600 1 2,600 * FAMILY DLR STORES INC COM COM 307000109 671,780 19,574 19,574 3 19,574 * FEDERAL HOME LN MTG CORP COM COM 313400301 42,490 700 700 1 700 * FEDERAL HOME LN MTG CORP COM COM 313400301 364,200 6,000 6,000 5 6,000 * FEDERAL HOME LN MTG CORP COM COM 313400301 2,203,896 36,308 36,308 2 36,308 * FEDERAL HOME LN MTG CORP COM COM 313400301 12,814,559 211,113 211,113 3 211,113 * FEDERAL NATL MTG ASSN COM COM 313586109 39,198 600 600 1 600 * FEDERAL NATL MTG ASSN COM COM 313586109 3,160,339 48,375 48,375 2 48,375 * FEDERAL NATL MTG ASSN COM COM 313586109 10,576,927 161,900 161,900 3 161,900 * FEDERAL REALTY INVT TR SH BEN INT NEW COM 313747206 703,066 9,100 9,100 3 9,100 * FEDERAL REALTY INVT TR SH BEN INT NEW COM 313747206 1,039,842 13,459 13,459 2 13,459 * FEDERATED INVS INC PA CL B COM 314211103 402,465 10,500 10,500 3 10,500 * FEDEX CORP COM COM 31428X106 116,408 1,049 1,049 1 1,049 * FEDEX CORP COM COM 31428X106 587,697 5,296 5,296 2 5,296 * FEDEX CORP COM COM 31428X106 2,034,857 18,337 18,337 3 18,337 * FEI CO COM COM 30241L109 168,792 5,200 5,200 3 5,200 * FEI CO COM COM 30241L109 25,296,078 779,300 779,300 1 779,300 * FELCOR LODGING TR INC COM COM 31430F101 75,487 2,900 2,900 3 2,900 * FELCOR LODGING TR INC COM COM 31430F101 75,487 2,900 2,900 5 2,900 * FIDELITY NATIONAL FINANCIAL CL A COM 31620R105 85,320 3,600 3,600 5 3,600 * FIDELITY NATIONAL FINANCIAL CL A COM 31620R105 5,113,299 215,751 215,751 3 215,751 * FIDELITY NATL INFORMATION SV COM COM 31620M106 217,771 4,012 4,012 3 4,012 * FIELDSTONE INVT CORP COM COM 31659U300 22,932 6,300 6,300 3 6,300 * FIELDSTONE INVT CORP COM COM 31659U300 22,932 6,300 6,300 5 6,300 * FIFTH THIRD BANCORP COM COM 316773100 330,091 8,300 8,300 5 8,300 * FIFTH THIRD BANCORP COM COM 316773100 1,445,918 36,357 36,357 2 36,357 * FIFTH THIRD BANCORP COM COM 316773100 5,156,976 129,670 129,670 3 129,670 * FINISAR COM COM 31787A101 122,094 32,300 32,300 3 32,300 * FINISAR COM COM 31787A101 15,880,914 4,201,300 4,201,300 1 4,201,300 * FIRST AMERN CORP CALIF COM COM 318522307 113,850 2,300 2,300 5 2,300 * FIRST AMERN CORP CALIF COM COM 318522307 1,267,200 25,600 25,600 3 25,600 * FIRST BANCORP P R COM COM 318672102 159,355 14,500 14,500 2 14,500 * FIRST BANCORP P R COM COM 318672102 576,975 52,500 52,500 3 52,500 * FIRST CONSULTING GROUP INC COM COM 31986R103 12,350 1,300 1,300 3 1,300 * FIRST DATA CORP COM COM 319963104 699,497 21,411 21,411 2 21,411 * FIRST DATA CORP COM COM 319963104 1,034,757 31,673 31,673 3 31,673 * FIRST HORIZON NATL CORP COM COM 320517105 300,300 7,700 7,700 5 7,700 * FIRST HORIZON NATL CORP COM COM 320517105 5,276,700 135,300 135,300 3 135,300 * FIRST MARBLEHEAD CORP COM COM 320771108 552,552 14,300 14,300 2 14,300 * FIRST MARBLEHEAD CORP COM COM 320771108 1,327,284 34,350 34,350 3 34,350 * FIRST NIAGARA FINL GP INC COM COM 33582V108 52,714 4,024 4,024 1 4,024 * FIRST NIAGARA FINL GP INC COM COM 33582V108 593,430 45,300 45,300 3 45,300 * FIRST SOLAR INC COM COM 336433107 391,715 4,387 4,387 3 4,387 * FIRSTMERIT CORP COM COM 337915102 131,859 6,300 6,300 5 6,300 * FIRSTMERIT CORP COM COM 337915102 1,019,291 48,700 48,700 3 48,700 * FISERV INC COM COM 337738108 54,301 956 956 1 956 * FISERV INC COM COM 337738108 1,454,648 25,610 25,610 3 25,610 * FLAGSTAR BANCORP INC COM COM 337930101 86,760 7,200 7,200 5 7,200 * FLAGSTAR BANCORP INC COM COM 337930101 816,990 67,800 67,800 3 67,800 * FLIR SYS INC COM COM 302445101 300,625 6,500 6,500 3 6,500 * FLOWERS FOODS INC COM COM 343498101 36,029 1,620 1,620 3 1,620 * FLOWERS FOODS INC COM COM 343498101 5,397,203 242,680 242,680 1 242,680 * FLUOR CORP NEW COM COM 343412102 11,137 100 100 3 100 * FLUOR CORP NEW COM COM 343412102 3,211,020 28,832 28,832 1 28,832 * FMC TECHNOLOGIES INC COM COM 30249U101 260,396 3,287 3,287 3 3,287 * FMC TECHNOLOGIES INC COM COM 30249U101 24,804,812 313,113 313,113 1 313,113 * FNB CORP PA COM COM 302520101 88,722 5,300 5,300 5 5,300 * FNB CORP PA COM COM 302520101 180,792 10,800 10,800 2 10,800 * FNB CORP PA COM COM 302520101 845,956 50,535 50,535 3 50,535 * FOCUS MEDIA HLDG LTD SPONSORED ADR COM 34415V109 674,581 13,362 13,362 3 13,362 * FOCUS MEDIA HLDG LTD SPONSORED ADR COM 34415V109 1,852,800 36,700 36,700 4 36,700 * FOOT LOCKER INC COM COM 344849104 80,660 3,700 3,700 5 3,700 * FOOT LOCKER INC COM COM 344849104 1,366,860 62,700 62,700 3 62,700 * FORD MTR CO DEL COM PAR $0.01 COM 345370860 260,934 27,700 27,700 5 27,700 * FORD MTR CO DEL COM PAR $0.01 COM 345370860 5,173,360 549,189 549,189 3 549,189 * FORDING CDN COAL TR TR UNIT COM 345425102 55,658 1,700 1,700 3 1,700 * FOREST CITY ENTERPRISES INC CL A COM 345550107 24,592 400 400 2 400 * FOREST CITY ENTERPRISES INC CL A COM 345550107 512,866 8,342 8,342 3 8,342 * FOREST LABS INC COM COM 345838106 114,125 2,500 2,500 3 2,500 * FPL GROUP INC COM COM 302571104 1,912,705 33,710 33,710 3 33,710 * FRANKLIN RES INC COM COM 354613101 39,741 300 300 3 300 * FREEPORT-MCMORAN COPPER & GO COM COM 35671D857 110,399 1,333 1,333 1 1,333 * FREEPORT-MCMORAN COPPER & GO COM COM 35671D857 347,844 4,200 4,200 5 4,200 * FREEPORT-MCMORAN COPPER & GO COM COM 35671D857 1,693,006 20,442 20,442 2 20,442 * FREEPORT-MCMORAN COPPER & GO COM COM 35671D857 8,282,414 100,005 100,005 3 100,005 * FREIGHTCAR AMER INC COM COM 357023100 143,520 3,000 3,000 5 3,000 * FREIGHTCAR AMER INC COM COM 357023100 205,712 4,300 4,300 3 4,300 * FREMONT GEN CORP COM COM 357288109 58,104 5,400 5,400 5 5,400 * FREMONT GEN CORP COM COM 357288109 2,967,791 275,817 275,817 3 275,817 * FRIEDMAN BILLINGS RAMSEY GRO CL A COM 358434108 24,570 4,500 4,500 5 4,500 * FRIEDMAN BILLINGS RAMSEY GRO CL A COM 358434108 866,398 158,681 158,681 3 158,681 * FRONTEER DEV GROUP INC COM COM 35903Q106 238,000 20,000 20,000 4 20,000 * FUEL TECH INC COM COM 359523107 342,501 10,000 10,000 7 10,000 * FULTON FINL CORP PA COM COM 360271100 121,128 8,400 8,400 3 8,400 * FURNITURE BRANDS INTL INC COM COM 360921100 5,680 400 400 5 400 * FURNITURE BRANDS INTL INC COM COM 360921100 363,520 25,600 25,600 3 25,600 * GANNETT INC COM COM 364730101 154,904 2,819 2,819 1 2,819 * GANNETT INC COM COM 364730101 1,521,840 27,695 27,695 2 27,695 * GANNETT INC COM COM 364730101 4,544,640 82,705 82,705 3 82,705 * GAP INC DEL COM COM 364760108 343,800 18,000 18,000 3 18,000 * GARMIN LTD ORD COM G37260109 131,962 1,784 1,784 1 1,784 * GARMIN LTD ORD COM G37260109 1,832,385 24,772 24,772 2 24,772 * GARMIN LTD ORD COM G37260109 4,083,588 55,206 55,206 3 55,206 * GARTNER INC COM COM 366651107 199,327 8,106 8,106 3 8,106 * GARTNER INC COM COM 366651107 26,616,068 1,082,394 1,082,394 1 1,082,394 * GENENTECH INC COM NEW COM 368710406 62,344 824 824 1 824 * GENENTECH INC COM NEW COM 368710406 1,006,732 13,306 13,306 2 13,306 * GENENTECH INC COM NEW COM 368710406 3,412,644 45,105 45,105 3 45,105 * GENERAL CABLE CORP DEL NEW COM COM 369300108 45,450 600 600 1 600 * GENERAL CABLE CORP DEL NEW COM COM 369300108 1,464,323 19,331 19,331 3 19,331 * GENERAL DYNAMICS CORP COM COM 369550108 263,914 3,374 3,374 1 3,374 * GENERAL DYNAMICS CORP COM COM 369550108 3,176,749 40,613 40,613 2 40,613 * GENERAL DYNAMICS CORP COM COM 369550108 8,250,802 105,482 105,482 3 105,482 * GENERAL ELECTRIC CO COM COM 369604103 1,592,065 41,590 41,590 4 41,590 * GENERAL ELECTRIC CO COM COM 369604103 8,834,794 230,794 230,794 7 230,794 * GENERAL ELECTRIC CO COM COM 369604103 19,801,938 517,292 517,292 1 517,292 * GENERAL ELECTRIC CO COM COM 369604103 23,108,028 603,658 603,658 2 603,658 * GENERAL ELECTRIC CO COM COM 369604103 55,301,547 1,444,659 1,444,659 3 1,444,659 * GENERAL GROWTH PPTYS INC COM COM 370021107 100,605 1,900 1,900 1 1,900 * GENERAL GROWTH PPTYS INC COM COM 370021107 1,154,310 21,800 21,800 3 21,800 * GENERAL MARITIME CORP SHS COM Y2692M103 42,848 1,600 1,600 1 1,600 * GENERAL MARITIME CORP SHS COM Y2692M103 53,560 2,000 2,000 5 2,000 * GENERAL MARITIME CORP SHS COM Y2692M103 2,271,935 84,837 84,837 3 84,837 * GENERAL MLS INC COM COM 370334104 64,262 1,100 1,100 1 1,100 * GENERAL MLS INC COM COM 370334104 2,629,484 45,010 45,010 3 45,010 * GENERAL MTRS CORP COM COM 370442105 173,880 4,600 4,600 5 4,600 * GENERAL MTRS CORP COM COM 370442105 4,409,219 116,646 116,646 3 116,646 * GENESIS HEALTHCARE CORP COM COM 37184D101 608,938 8,900 8,900 3 8,900 * GENESIS MICROCHIP INC DEL COM COM 37184C103 74,880 8,000 8,000 3 8,000 * GENESIS MICROCHIP INC DEL COM COM 37184C103 11,282,544 1,205,400 1,205,400 1 1,205,400 * GEN-PROBE INC NEW COM COM 36866T103 459,192 7,600 7,600 2 7,600 * GEN-PROBE INC NEW COM COM 36866T103 7,153,728 118,400 118,400 1 118,400 * GEN-PROBE INC NEW COM COM 36866T103 7,249,675 119,988 119,988 3 119,988 * GENTEX CORP COM COM 371901109 159,489 8,100 8,100 3 8,100 * GENTIVA HEALTH SERVICES INC COM COM 37247A102 30,090 1,500 1,500 3 1,500 * GENUINE PARTS CO COM COM 372460105 297,600 6,000 6,000 3 6,000 * GENWORTH FINL INC COM CL A COM 37247D106 113,520 3,300 3,300 1 3,300 * GENWORTH FINL INC COM CL A COM 37247D106 1,492,272 43,380 43,380 4 43,380 * GENWORTH FINL INC COM CL A COM 37247D106 2,912,338 84,661 84,661 5 84,661 * GENWORTH FINL INC COM CL A COM 37247D106 11,426,304 332,160 332,160 3 332,160 * GENZYME CORP COM COM 372917104 1,091,644 16,951 16,951 3 16,951 * GEO GROUP INC COM COM 36159R103 232,800 8,000 8,000 3 8,000 * GEO GROUP INC COM COM 36159R103 35,717,340 1,227,400 1,227,400 1 1,227,400 * GEORGIA GULF CORP COM PAR $0.01 COM 373200203 90,550 5,000 5,000 5 5,000 * GEORGIA GULF CORP COM PAR $0.01 COM 373200203 994,239 54,900 54,900 3 54,900 * GERDAU AMERISTEEL CORP COM COM 37373P105 55,287 3,779 3,779 1 3,779 * GERDAU AMERISTEEL CORP COM COM 37373P105 332,789 22,747 22,747 5 22,747 * GERDAU AMERISTEEL CORP COM COM 37373P105 1,836,416 125,524 125,524 3 125,524 * GERDAU S A SPONSORED ADR COM 373737105 30,864 1,200 1,200 1 1,200 * GERDAU S A SPONSORED ADR COM 373737105 744,543 28,948 28,948 3 28,948 * GILDAN ACTIVEWEAR INC COM COM 375916103 682,371 19,900 19,900 3 19,900 * GILEAD SCIENCES INC COM COM 375558103 230,937 5,952 5,952 1 5,952 * GILEAD SCIENCES INC COM COM 375558103 3,349,285 86,322 86,322 2 86,322 * GILEAD SCIENCES INC COM COM 375558103 13,682,242 352,636 352,636 3 352,636 * GLADSTONE CAPITAL CORP COM COM 376535100 19,314 900 900 3 900 * GLADSTONE CAPITAL CORP COM COM 376535100 19,314 900 900 5 900 * GLIMCHER RLTY TR SH BEN INT COM 379302102 25,000 1,000 1,000 5 1,000 * GLIMCHER RLTY TR SH BEN INT COM 379302102 264,550 10,582 10,582 3 10,582 * GLOBAL PMTS INC COM COM 37940X102 11,895 300 300 3 300 * GLOBAL PMTS INC COM COM 37940X102 158,600 4,000 4,000 2 4,000 * GLOBAL PMTS INC COM COM 37940X102 2,490,020 62,800 62,800 1 62,800 * GLOBALSANTAFE CORP SHS COM G3930E101 281,775 3,900 3,900 3 3,900 * GLOBALSANTAFE CORP SHS COM G3930E101 563,550 7,800 7,800 2 7,800 * GOLD FIELDS LTD NEW SPONSORED ADR COM 38059T106 29,830 1,900 1,900 4 1,900 * GOLDCORP INC NEW COM COM 380956409 74,505 3,145 3,145 4 3,145 * GOLDCORP INC NEW COM COM 380956409 1,554,064 65,600 65,600 3 65,600 * GOLDMAN SACHS GROUP INC COM COM 38141G104 504,811 2,329 2,329 1 2,329 * GOLDMAN SACHS GROUP INC COM COM 38141G104 6,692,590 30,877 30,877 2 30,877 * GOLDMAN SACHS GROUP INC COM COM 38141G104 17,207,132 79,387 79,387 3 79,387 * GOODRICH CORP COM COM 382388106 113,164 1,900 1,900 1 1,900 * GOODRICH CORP COM COM 382388106 1,682,094 28,242 28,242 2 28,242 * GOODRICH CORP COM COM 382388106 2,721,892 45,700 45,700 3 45,700 * GOOGLE INC CL A COM 38259P508 422,342 808 808 1 808 * GOOGLE INC CL A COM 38259P508 8,394,039 16,059 16,059 2 16,059 * GOOGLE INC CL A COM 38259P508 19,752,310 37,789 37,789 3 37,789 * GRAINGER W W INC COM COM 384802104 31,079 334 334 2 334 * GRAINGER W W INC COM COM 384802104 46,525 500 500 3 500 * GRAMERCY CAP CORP COM COM 384871109 16,524 600 600 1 600 * GRAMERCY CAP CORP COM COM 384871109 977,670 35,500 35,500 3 35,500 * GRANT PRIDECO INC COM COM 38821G101 985,089 18,300 18,300 3 18,300 * GREAT PLAINS ENERGY INC COM COM 391164100 30,372 1,043 1,043 2 1,043 * GREAT PLAINS ENERGY INC COM COM 391164100 227,136 7,800 7,800 5 7,800 * GREAT PLAINS ENERGY INC COM COM 391164100 6,368,340 218,693 218,693 3 218,693 * GREATER CHINA FD INC COM COM 39167B102 82,199 3,066 3,066 4 3,066 * GREIF INC CL A COM 397624107 23,844 400 400 1 400 * GREIF INC CL A COM 397624107 597,769 10,028 10,028 2 10,028 * GREIF INC CL A COM 397624107 1,239,888 20,800 20,800 3 20,800 * GREY WOLF INC COM COM 397888108 725,944 88,100 88,100 3 88,100 * GROUP 1 AUTOMOTIVE INC COM COM 398905109 548,624 13,600 13,600 3 13,600 * GROUPE DANONE SPONSORED ADR COM 399449107 113,918 7,006 7,006 2 7,006 * GRUMA S A DE CV SPON ADR CL B COM 400131306 6,635 500 500 5 500 * GRUMA S A DE CV SPON ADR CL B COM 400131306 53,080 4,000 4,000 3 4,000 * GRUPO TELEVISA SA DE CV SP ADR REP ORD COM 40049J206 786,885 28,500 28,500 5 28,500 * GRUPO TELEVISA SA DE CV SP ADR REP ORD COM 40049J206 19,017,768 688,800 688,800 2 688,800 * GRUPO TELEVISA SA DE CV SP ADR REP ORD COM 40049J206 21,878,385 792,408 792,408 3 792,408 * GSI TECHNOLOGY COM ADDED COM 36241U106 73,287 15,300 15,300 3 15,300 * GSI TECHNOLOGY COM ADDED COM 36241U106 10,697,028 2,233,200 2,233,200 1 2,233,200 * GTX INC DEL COM COM 40052B108 6,329,578 390,956 390,956 3 390,956 * GUITAR CTR MGMT INC COM COM 402040109 197,373 3,300 3,300 3 3,300 * GUITAR CTR MGMT INC COM COM 402040109 29,103,546 486,600 486,600 1 486,600 * H & E EQUIPMENT SERVICES INC COM COM 404030108 125,551 4,526 4,526 3 4,526 * H & E EQUIPMENT SERVICES INC COM COM 404030108 19,149,588 690,324 690,324 1 690,324 * HAEMONETICS CORP COM COM 405024100 105,220 2,000 2,000 3 2,000 * HAEMONETICS CORP COM COM 405024100 15,072,765 286,500 286,500 1 286,500 * HALLIBURTON CO COM COM 406216101 91,563 2,654 2,654 1 2,654 * HALLIBURTON CO COM COM 406216101 278,933 8,085 8,085 2 8,085 * HALLIBURTON CO COM COM 406216101 1,225,785 35,530 35,530 3 35,530 * HANCOCK FABRICS INC COM DELETED COM 409900107 139,160 49,700 49,700 3 49,700 * HANDLEMAN CO DEL COM COM 410252100 9,968 1,600 1,600 3 1,600 * HANESBRANDS INC COM COM 410345102 2,135 79 79 7 79 * HANOVER COMPRESSOR CO COM COM 410768105 149,110 6,252 6,252 3 6,252 * HANOVER COMPRESSOR CO COM COM 410768105 21,759,500 912,348 912,348 1 912,348 * HARLEY DAVIDSON INC COM COM 412822108 166,312 2,790 2,790 1 2,790 * HARLEY DAVIDSON INC COM COM 412822108 1,764,992 29,609 29,609 2 29,609 * HARLEY DAVIDSON INC COM COM 412822108 3,992,201 66,972 66,972 3 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852,711 10,120 10,120 4 10,120 * HDFC BANK LTD ADR REPS 3 SHS COM 40415F101 31,400,332 372,660 372,660 6 372,660 * HEADWATERS INC COM COM 42210P102 13,730 795 795 1 795 * HEADWATERS INC COM COM 42210P102 146,795 8,500 8,500 3 8,500 * HEALTH CARE PPTY INVS INC COM COM 421915109 231,440 8,000 8,000 3 8,000 * HEALTH CARE REIT INC COM COM 42217K106 154,740 3,834 3,834 2 3,834 * HEALTH CARE REIT INC COM COM 42217K106 1,695,362 42,006 42,006 3 42,006 * HEALTH CARE REIT INC COM COM 42217K106 32,337,239 801,220 801,220 1 801,220 * HEALTH MGMT ASSOC INC NEW CL A COM 421933102 281,728 24,800 24,800 5 24,800 * HEALTH MGMT ASSOC INC NEW CL A COM 421933102 6,263,904 551,400 551,400 3 551,400 * HEALTH NET INC COM COM 42222G108 95,040 1,800 1,800 1 1,800 * HEALTH NET INC COM COM 42222G108 855,360 16,200 16,200 2 16,200 * HEALTH NET INC COM COM 42222G108 1,309,440 24,800 24,800 3 24,800 * HEALTHCARE RLTY TR COM COM 421946104 461,148 16,600 16,600 3 16,600 * HEIDRICK & STRUGGLES INTL IN COM COM 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HEWLETT PACKARD CO COM COM 428236103 7,102,121 159,169 159,169 2 159,169 * HEWLETT PACKARD CO COM COM 428236103 19,062,512 427,219 427,219 3 427,219 * HICKORY TECH CORP COM COM 429060106 9,100 1,000 1,000 5 1,000 * HICKORY TECH CORP COM COM 429060106 181,090 19,900 19,900 3 19,900 * HILTON HOTELS CORP COM COM 432848109 53,552 1,600 1,600 2 1,600 * HILTON HOTELS CORP COM COM 432848109 66,940 2,000 2,000 1 2,000 * HILTON HOTELS CORP COM COM 432848109 368,170 11,000 11,000 3 11,000 * HIMAX TECHNOLOGIES INC SPONSORED ADR COM 43289P106 650,279 112,700 112,700 4 112,700 * HITTITE MICROWAVE CORP COM COM 43365Y104 299,110 7,000 7,000 2 7,000 * HOME DEPOT INC COM COM 437076102 98,572 2,505 2,505 1 2,505 * HOME DEPOT INC COM COM 437076102 3,508,131 89,152 89,152 2 89,152 * HOME DEPOT INC COM COM 437076102 8,590,971 218,322 218,322 3 218,322 * HOME INNS & HOTELS MGMT INC SPON ADR COM 43713W107 61,199 1,900 1,900 3 1,900 * HOME INNS & HOTELS MGMT INC SPON ADR COM 43713W107 3,688,034 114,500 114,500 4 114,500 * HOME INNS & HOTELS MGMT INC SPON ADR COM 43713W107 8,918,921 276,900 276,900 1 276,900 * HONDA MOTOR LTD AMERN SHS COM 438128308 84,157 2,319 2,319 2 2,319 * HONEYWELL INTL INC COM COM 438516106 144,583 2,569 2,569 7 2,569 * HONEYWELL INTL INC COM COM 438516106 1,393,493 24,760 24,760 2 24,760 * HONEYWELL INTL INC COM COM 438516106 2,992,408 53,170 53,170 4 53,170 * HONEYWELL INTL INC COM COM 438516106 4,244,919 75,425 75,425 5 75,425 * HONEYWELL INTL INC COM COM 438516106 10,709,971 190,298 190,298 1 190,298 * HONEYWELL INTL INC COM COM 438516106 13,146,670 233,594 233,594 3 233,594 * HORACE MANN EDUCATORS CORP N COM COM 440327104 23,364 1,100 1,100 5 1,100 * HORACE MANN EDUCATORS CORP N COM COM 440327104 610,905 28,762 28,762 3 28,762 * HORIZON LINES INC COM COM 44044K101 203,112 6,200 6,200 2 6,200 * HORIZON LINES INC COM COM 44044K101 543,816 16,600 16,600 3 16,600 * HORIZON LINES INC COM COM 44044K101 25,385,724 774,900 774,900 1 774,900 * HORMEL FOODS CORP COM COM 440452100 552,780 14,800 14,800 2 14,800 * HORNBECK OFFSHORE SVCS INC N COM COM 440543106 197,676 5,100 5,100 3 5,100 * HOSPIRA INC COM COM 441060100 22,916 587 587 7 587 * HOSPIRA INC COM COM 441060100 31,818 815 815 2 815 * HOSPIRA INC COM COM 441060100 1,428,239 36,584 36,584 3 36,584 * HOSPITALITY PPTYS TR COM SH BEN INT COM 44106M102 2,262,118 54,522 54,522 3 54,522 * HOST HOTELS & RESORTS INC COM COM 44107P104 32,368 1,400 1,400 1 1,400 * HOST HOTELS & RESORTS INC COM COM 44107P104 571,064 24,700 24,700 3 24,700 * HOST HOTELS & RESORTS INC COM COM 44107P104 1,190,680 51,500 51,500 2 51,500 * HOUSTON WIRE & CABLE CO COM COM 44244K109 181,824 6,400 6,400 3 6,400 * HRPT PPTYS TR COM SH BEN INT COM 40426W101 85,280 8,200 8,200 5 8,200 * HRPT PPTYS TR COM SH BEN INT COM 40426W101 1,704,560 163,900 163,900 3 163,900 * HUB GROUP INC CL A COM 443320106 267,216 7,600 7,600 3 7,600 * HUBBELL INC CL A COM 443510102 75,740 1,400 1,400 3 1,400 * HUBBELL INC CL B COM 443510201 10,844 200 200 2 200 * HUBBELL INC CL B COM 443510201 32,532 600 600 1 600 * HUDSON HIGHLAND GROUP INC COM COM 443792106 36,363 1,700 1,700 3 1,700 * HUMAN GENOME SCIENCES INC COM COM 444903108 35,029 3,927 3,927 3 3,927 * HUMAN GENOME SCIENCES INC COM COM 444903108 5,707,667 639,873 639,873 1 639,873 * HUMANA INC COM COM 444859102 1,767,791 29,023 29,023 2 29,023 * HUMANA INC COM COM 444859102 4,324,610 71,000 71,000 3 71,000 * HUNT J B TRANS SVCS INC COM COM 445658107 632,902 21,586 21,586 2 21,586 * HUNT J B TRANS SVCS INC COM COM 445658107 1,051,620 35,867 35,867 3 35,867 * HUNT J B TRANS SVCS INC COM COM 445658107 2,605,756 88,873 88,873 1 88,873 * HUNTINGTON BANCSHARES INC COM COM 446150104 137,099 6,029 6,029 1 6,029 * HUNTINGTON BANCSHARES INC COM COM 446150104 322,908 14,200 14,200 5 14,200 * HUNTINGTON BANCSHARES INC COM COM 446150104 1,244,128 54,711 54,711 2 54,711 * HUNTINGTON BANCSHARES INC COM COM 446150104 3,384,985 148,856 148,856 3 148,856 * HUNTSMAN CORP COM COM 447011107 21,879 900 900 1 900 * HUNTSMAN CORP COM COM 447011107 350,064 14,400 14,400 3 14,400 * ICICI BK LTD ADR COM 45104G104 93,385 1,900 1,900 1 1,900 * ICICI BK LTD ADR COM 45104G104 377,865 7,688 7,688 5 7,688 * ICICI BK LTD ADR COM 45104G104 1,199,260 24,400 24,400 3 24,400 * ICICI BK LTD ADR COM 45104G104 1,371,285 27,900 27,900 2 27,900 * ICICI BK LTD ADR COM 45104G104 11,480,949 233,590 233,590 6 233,590 * IDACORP INC COM COM 451107106 525,456 16,400 16,400 3 16,400 * IDEARC INC COM COM 451663108 4,310 122 122 7 122 * IDEARC INC COM COM 451663108 19,820 561 561 1 561 * IDEARC INC COM COM 451663108 761,609 21,557 21,557 2 21,557 * IDEARC INC COM COM 451663108 1,453,688 41,146 41,146 3 41,146 * IDEX CORP COM COM 45167R104 138,975 3,606 3,606 3 3,606 * IDEX CORP COM COM 45167R104 396,962 10,300 10,300 2 10,300 * IDEX CORP COM COM 45167R104 24,045,838 623,919 623,919 1 623,919 * ILLUMINA INC COM COM 452327109 657,396 16,196 16,196 3 16,196 * IMMUCOR INC COM COM 452526106 84,917 3,036 3,036 3 3,036 * IMMUCOR INC COM COM 452526106 11,870,748 424,410 424,410 1 424,410 * IMPAC MTG HLDGS INC COM COM 45254P102 5,532 1,200 1,200 5 1,200 * IMPAC MTG HLDGS INC COM COM 45254P102 174,373 37,825 37,825 3 37,825 * IMPERIAL OIL LTD COM NEW COM 453038408 255,420 5,500 5,500 3 5,500 * IMPERIAL SUGAR CO NEW COM NEW COM 453096208 67,738 2,200 2,200 5 2,200 * IMPERIAL SUGAR CO NEW COM NEW COM 453096208 1,321,414 42,917 42,917 3 42,917 * IMS HEALTH INC COM COM 449934108 9,639 300 300 7 300 * INDIA FD INC COM COM 454089103 212,576 4,870 4,870 4 4,870 * INDUSTRIAS BACHOCO S A B DE SPON ADR B COM 456463108 259,840 8,000 8,000 3 8,000 * INDYMAC BANCORP INC COM COM 456607100 17,502 600 600 1 600 * INDYMAC BANCORP INC COM COM 456607100 679,136 23,282 23,282 2 23,282 * INDYMAC BANCORP INC COM COM 456607100 6,946,660 238,144 238,144 3 238,144 * INFORMATICA CORP COM COM 45666Q102 877,604 59,418 59,418 3 59,418 * INFORMATICA CORP COM COM 45666Q102 48,557,616 3,287,584 3,287,584 1 3,287,584 * INFOSYS TECHNOLOGIES LTD SPONSORED ADR COM 456788108 151,140 3,000 3,000 1 3,000 * INFOSYS TECHNOLOGIES LTD SPONSORED ADR COM 456788108 2,228,307 44,230 44,230 6 44,230 * INFOSYS TECHNOLOGIES LTD SPONSORED ADR COM 456788108 3,531,688 70,101 70,101 2 70,101 * INFOSYS TECHNOLOGIES LTD SPONSORED ADR COM 456788108 7,083,428 140,600 140,600 5 140,600 * INFOSYS TECHNOLOGIES LTD SPONSORED ADR COM 456788108 58,465,184 1,160,484 1,160,484 3 1,160,484 * INFRASOURCE SVCS INC COM COM 45684P102 170,660 4,600 4,600 3 4,600 * INFRASOURCE SVCS INC COM COM 45684P102 23,046,520 621,200 621,200 1 621,200 * INGERSOLL-RAND COMPANY LTD CL A COM G4776G101 323,438 5,900 5,900 3 5,900 * INGLES MKTS INC CL A COM 457030104 34,450 1,000 1,000 5 1,000 * INGLES MKTS INC CL A COM 457030104 1,033,500 30,000 30,000 3 30,000 * INGRAM MICRO INC CL A COM 457153104 17,368 800 800 2 800 * INGRAM MICRO INC CL A COM 457153104 45,591 2,100 2,100 1 2,100 * INGRAM MICRO INC CL A COM 457153104 188,877 8,700 8,700 5 8,700 * INGRAM MICRO INC CL A COM 457153104 1,982,123 91,300 91,300 3 91,300 * INLAND REAL ESTATE CORP COM NEW COM 457461200 208,854 12,300 12,300 3 12,300 * INNKEEPERS USA TR COM COM 4576J0104 377,649 21,300 21,300 3 21,300 * INTEGRATED DEVICE TECHNOLOGY COM COM 458118106 114,128 7,474 7,474 3 7,474 * INTEGRATED DEVICE TECHNOLOGY COM COM 458118106 158,808 10,400 10,400 2 10,400 * INTEGRATED DEVICE TECHNOLOGY COM COM 458118106 16,869,166 1,104,726 1,104,726 1 1,104,726 * INTEGRATED ELECTRICAL SVC COM COM 45811E301 49,455 1,500 1,500 3 1,500 * INTEGRYS ENERGY GROUP INC COM COM 45822P105 55,803 1,100 1,100 1 1,100 * INTEGRYS ENERGY GROUP INC COM COM 45822P105 350,037 6,900 6,900 5 6,900 * INTEGRYS ENERGY GROUP INC COM COM 45822P105 881,484 17,376 17,376 2 17,376 * INTEGRYS ENERGY GROUP INC COM COM 45822P105 7,704,365 151,870 151,870 3 151,870 * INTEL CORP COM COM 458140100 73,048 3,077 3,077 7 3,077 * INTEL CORP COM COM 458140100 3,514,835 148,056 148,056 4 148,056 * INTEL CORP COM COM 458140100 3,897,759 164,186 164,186 5 164,186 * INTEL CORP COM COM 458140100 9,009,933 379,527 379,527 2 379,527 * INTEL CORP COM COM 458140100 13,872,221 584,342 584,342 1 584,342 * INTEL CORP COM COM 458140100 34,583,171 1,456,753 1,456,753 3 1,456,753 * INTER TEL INC COM COM 458372109 198,619 8,300 8,300 3 8,300 * INTER TEL INC COM COM 458372109 208,191 8,700 8,700 2 8,700 * INTERDIGITAL COMMUNICATIONS COM COM 45866A105 12,868 400 400 2 400 * INTERDIGITAL COMMUNICATIONS COM COM 45866A105 193,020 6,000 6,000 3 6,000 * INTERFACE INC CL A COM 458665106 101,844 5,400 5,400 3 5,400 * INTERFACE INC CL A COM 458665106 13,618,806 722,100 722,100 1 722,100 * INTERMEC INC COM COM 458786100 73,399 2,900 2,900 3 2,900 * INTERMEC INC COM COM 458786100 11,346,473 448,300 448,300 1 448,300 * INTERNATIONAL BUSINESS MACHS COM COM 459200101 107,460 1,021 1,021 7 1,021 * INTERNATIONAL BUSINESS MACHS COM COM 459200101 1,234,583 11,730 11,730 4 11,730 * INTERNATIONAL BUSINESS MACHS COM COM 459200101 10,865,800 103,238 103,238 2 103,238 * INTERNATIONAL BUSINESS MACHS COM COM 459200101 15,707,194 149,237 149,237 1 149,237 * INTERNATIONAL BUSINESS MACHS COM COM 459200101 29,189,719 277,337 277,337 3 277,337 * INTERNATIONAL GAME TECHNOLOG COM COM 459902102 142,920 3,600 3,600 1 3,600 * INTERNATIONAL GAME TECHNOLOG COM COM 459902102 2,298,630 57,900 57,900 3 57,900 * INTERNATIONAL SPEEDWAY CORP CL A COM 460335201 26,355 500 500 3 500 * INTERNATIONAL SPEEDWAY CORP CL A COM 460335201 36,897 700 700 2 700 * INTERPOOL INC COM COM 46062R108 13,450 500 500 5 500 * INTERPOOL INC COM COM 46062R108 29,590 1,100 1,100 3 1,100 * INTERSIL CORP CL A COM 46069S109 40,898 1,300 1,300 3 1,300 * INTERSIL CORP CL A COM 46069S109 537,966 17,100 17,100 2 17,100 * INTERSIL CORP CL A COM 46069S109 6,285,708 199,800 199,800 1 199,800 * INTL PAPER CO COM COM 460146103 320,210 8,200 8,200 5 8,200 * INTL PAPER CO COM COM 460146103 3,949,244 101,133 101,133 3 101,133 * INTUIT COM COM 461202103 60,160 2,000 2,000 1 2,000 * INTUIT COM COM 461202103 114,304 3,800 3,800 3 3,800 * INTUITIVE SURGICAL INC COM NEW COM 46120E602 2,979,531 21,471 21,471 3 21,471 * INVERNESS MED INNOVATIONS IN COM COM 46126P106 7,739,224 151,690 151,690 3 151,690 * INVESTORS REAL ESTATE TR SH BEN INT COM 461730103 18,594 1,800 1,800 5 1,800 * INVESTORS REAL ESTATE TR SH BEN INT COM 461730103 145,653 14,100 14,100 3 14,100 * INVITROGEN CORP COM COM 46185R100 22,125 300 300 3 300 * INVITROGEN CORP COM COM 46185R100 368,750 5,000 5,000 2 5,000 * INVITROGEN CORP COM COM 46185R100 4,904,670 66,504 66,504 1 66,504 * IOWA TELECOMM SERVICES INC COM COM 462594201 29,549 1,300 1,300 5 1,300 * IOWA TELECOMM SERVICES INC COM COM 462594201 852,489 37,505 37,505 3 37,505 * IPG PHOTONICS CORP COM COM 44980X109 131,670 6,600 6,600 3 6,600 * IPG PHOTONICS CORP COM COM 44980X109 179,550 9,000 9,000 2 9,000 * IPG PHOTONICS CORP COM COM 44980X109 20,482,665 1,026,700 1,026,700 1 1,026,700 * IPSCO INC COM COM 462622101 158,880 1,000 1,000 2 1,000 * IPSCO INC COM COM 462622101 1,830,298 11,520 11,520 3 11,520 * IPSCO INC COM COM 462622101 4,194,432 26,400 26,400 1 26,400 * IRWIN FINL CORP COM COM 464119106 23,952 1,600 1,600 3 1,600 * ISHARES INC MSCI BRAZIL COM 464286400 8,327,569 135,584 135,584 5 135,584 * ISHARES INC MSCI BRAZIL COM 464286400 172,838,460 2,814,042 2,814,042 3 2,814,042 * ISHARES INC MSCI HONG KONG COM 464286871 2,309,614 135,700 135,700 6 135,700 * ISHARES INC MSCI MALAYSIA COM 464286830 75,520 6,400 6,400 4 6,400 * ISHARES INC MSCI S KOREA COM 464286772 2,128,590 35,300 35,300 6 35,300 * ISHARES INC MSCI SINGAPORE COM 464286673 2,243,780 164,500 164,500 6 164,500 * ISHARES INC MSCI TAIWAN COM 464286731 73,600 4,600 4,600 7 4,600 * ISHARES INC MSCI TAIWAN COM 464286731 2,240,000 140,000 140,000 6 140,000 * ISHARES TR FTSE XNHUA IDX COM 464287184 10,833,450 84,078 84,078 5 84,078 * ISHARES TR FTSE XNHUA IDX COM 464287184 186,636,261 1,448,477 1,448,477 3 1,448,477 * ISHARES TR RUSSELL 2000 COM 464287655 16,583,704 199,900 199,900 1 199,900 * ISHARES TR S&P 500 INDEX COM 464287200 573,744 3,812 3,812 3 3,812 * ISTAR FINL INC COM COM 45031U101 14,895 336 336 7 336 * ISTAR FINL INC COM COM 45031U101 115,258 2,600 2,600 5 2,600 * ISTAR FINL INC COM COM 45031U101 273,516 6,170 6,170 4 6,170 * ISTAR FINL INC COM COM 45031U101 6,623,567 149,415 149,415 3 149,415 * ISTAR FINL INC COM COM 45031U101 9,008,831 203,222 203,222 1 203,222 * ITC HLDGS CORP COM COM 465685105 64,724 1,593 1,593 3 1,593 * ITC HLDGS CORP COM COM 465685105 12,043,016 296,407 296,407 1 296,407 * ITT CORP NEW COM COM 450911102 2,707,848 39,658 39,658 1 39,658 * J & J SNACK FOODS CORP COM COM 466032109 90,576 2,400 2,400 3 2,400 * JABIL CIRCUIT INC COM COM 466313103 33,105 1,500 1,500 1 1,500 * JABIL CIRCUIT INC COM COM 466313103 569,406 25,800 25,800 3 25,800 * JACK IN THE BOX INC COM COM 466367109 28,376 400 400 2 400 * JACK IN THE BOX INC COM COM 466367109 439,828 6,200 6,200 3 6,200 * JACOBS ENGR GROUP INC DEL COM COM 469814107 34,506 600 600 3 600 * JACOBS ENGR GROUP INC DEL COM COM 469814107 437,076 7,600 7,600 2 7,600 * JACOBS ENGR GROUP INC DEL COM COM 469814107 7,159,995 124,500 124,500 1 124,500 * JANUS CAP GROUP INC COM COM 47102X105 83,520 3,000 3,000 4 3,000 * JOHNSON & JOHNSON COM COM 478160104 138,275 2,244 2,244 7 2,244 * JOHNSON & JOHNSON COM COM 478160104 2,707,583 43,940 43,940 4 43,940 * JOHNSON & JOHNSON COM COM 478160104 5,013,773 81,366 81,366 5 81,366 * JOHNSON & JOHNSON COM COM 478160104 10,625,753 172,440 172,440 1 172,440 * JOHNSON & JOHNSON COM COM 478160104 11,866,903 192,582 192,582 2 192,582 * JOHNSON & JOHNSON COM COM 478160104 49,872,085 809,349 809,349 3 809,349 * JOHNSON CTLS INC COM COM 478366107 141,124 1,219 1,219 1 1,219 * JOHNSON CTLS INC COM COM 478366107 2,641,640 22,818 22,818 2 22,818 * JOHNSON CTLS INC COM COM 478366107 4,973,479 42,960 42,960 3 42,960 * JONES LANG LASALLE INC COM COM 48020Q107 55,842 492 492 1 492 * JONES LANG LASALLE INC COM COM 48020Q107 56,750 500 500 2 500 * JONES LANG LASALLE INC COM COM 48020Q107 2,097,367 18,479 18,479 3 18,479 * JOS A BANK CLOTHIERS INC COM COM 480838101 20,735 500 500 2 500 * JOS A BANK CLOTHIERS INC COM COM 480838101 228,085 5,500 5,500 3 5,500 * JOURNAL REGISTER CO COM COM 481138105 47,488 10,600 10,600 5 10,600 * JOURNAL REGISTER CO COM COM 481138105 150,080 33,500 33,500 3 33,500 * JP MORGAN CHASE & CO COM COM 46625H100 445,207 9,189 9,189 1 9,189 * JP MORGAN CHASE & CO COM COM 46625H100 1,594,490 32,910 32,910 7 32,910 * JP MORGAN CHASE & CO COM COM 46625H100 10,826,104 223,449 223,449 2 223,449 * JP MORGAN CHASE & CO COM COM 46625H100 30,563,907 630,834 630,834 3 630,834 * KAMAN CORP COM COM 483548103 62,380 2,000 2,000 3 2,000 * KANSAS CITY SOUTHERN COM NEW COM 485170302 105,037 2,798 2,798 3 2,798 * KANSAS CITY SOUTHERN COM NEW COM 485170302 14,528,055 387,002 387,002 1 387,002 * KB HOME COM COM 48666K109 173,228 4,400 4,400 5 4,400 * KB HOME COM COM 48666K109 417,283 10,599 10,599 2 10,599 * KB HOME COM COM 48666K109 3,702,591 94,046 94,046 3 94,046 * KBR INC COM COM 48242W106 551,119 21,011 21,011 3 21,011 * KELLOGG CO COM COM 487836108 2,637,302 50,923 50,923 2 50,923 * KELLOGG CO COM COM 487836108 5,364,823 103,588 103,588 3 103,588 * KELLWOOD CO COM COM 488044108 22,496 800 800 5 800 * KELLWOOD CO COM COM 488044108 281,200 10,000 10,000 3 10,000 * KELLY SVCS INC CL A COM 488152208 35,698 1,300 1,300 3 1,300 * KENEXA CORP COM COM 488879107 366,767 9,726 9,726 3 9,726 * KENNAMETAL INC COM COM 489170100 40,687 496 496 7 496 * KEYCORP NEW COM COM 493267108 205,980 6,000 6,000 1 6,000 * KEYCORP NEW COM COM 493267108 2,394,792 69,758 69,758 2 69,758 * KEYCORP NEW COM COM 493267108 6,165,668 179,600 179,600 3 179,600 * KEYSPAN CORP COM COM 49337W100 73,045 1,740 1,740 1 1,740 * KEYSPAN CORP COM COM 49337W100 2,226,829 53,045 53,045 2 53,045 * KEYSPAN CORP COM COM 49337W100 8,266,366 196,912 196,912 3 196,912 * KIMBERLY CLARK CORP COM COM 494368103 804,085 12,021 12,021 3 12,021 * KIMCO REALTY CORP COM COM 49446R109 76,140 2,000 2,000 1 2,000 * KIMCO REALTY CORP COM COM 49446R109 1,291,487 33,924 33,924 2 33,924 * KINDER MORGAN ENERGY PARTNER UT LTD PARTNER COM 494550106 1,654,265 29,974 29,974 3 29,974 * KINDRED HEALTHCARE INC COM COM 494580103 123,151 5,200 5,200 5 5,200 * KINDRED HEALTHCARE INC COM COM 494580103 1,390,849 58,728 58,728 3 58,728 * KINGSWAY FINL SVCS INC COM COM 496904103 340,032 18,400 18,400 3 18,400 * KKR FINANCIAL HLDGS LLC COM ADDED COM 48248A306 445,889 17,900 17,900 3 17,900 * KLA-TENCOR CORP COM COM 482480100 802,270 14,600 14,600 3 14,600 * KNIGHT TRANSN INC COM COM 499064103 186,048 9,600 9,600 3 9,600 * KNIGHTSBRIDGE TANKERS LTD ORD COM G5299G106 21,357 700 700 5 700 * KNIGHTSBRIDGE TANKERS LTD ORD COM G5299G106 1,283,708 42,075 42,075 3 42,075 * KOHLS CORP COM COM 500255104 198,884 2,800 2,800 3 2,800 * KOOKMIN BK NEW SPONSORED ADR COM 50049M109 140,352 1,600 1,600 7 1,600 * KOOKMIN BK NEW SPONSORED ADR COM 50049M109 406,056 4,629 4,629 1 4,629 * KOOKMIN BK NEW SPONSORED ADR COM 50049M109 1,257,028 14,330 14,330 6 14,330 * KOOKMIN BK NEW SPONSORED ADR COM 50049M109 1,381,151 15,745 15,745 4 15,745 * KOOKMIN BK NEW SPONSORED ADR COM 50049M109 5,529,606 63,037 63,037 5 63,037 * KOOKMIN BK NEW SPONSORED ADR COM 50049M109 8,392,874 95,678 95,678 3 95,678 * KOPPERS HOLDINGS INC COM COM 50060P106 230,708 6,850 6,850 3 6,850 * KOPPERS HOLDINGS INC COM COM 50060P106 32,428,788 962,850 962,850 1 962,850 * KOREA ELECTRIC PWR SPONSORED ADR COM 500631106 575,970 26,300 26,300 3 26,300 * KRAFT FOODS INC CL A COM 50075N104 83,366 2,365 2,365 7 2,365 * KRAFT FOODS INC CL A COM 50075N104 112,800 3,200 3,200 5 3,200 * KRAFT FOODS INC CL A COM 50075N104 1,182,708 33,552 33,552 2 33,552 * KRAFT FOODS INC CL A COM 50075N104 9,968,735 282,801 282,801 3 282,801 * KROGER CO COM COM 501044101 111,395 3,960 3,960 1 3,960 * KROGER CO COM COM 501044101 2,548,578 90,600 90,600 2 90,600 * KROGER CO COM COM 501044101 4,229,908 150,370 150,370 3 150,370 * KT CORP SPONSORED ADR COM 48268K101 28,152 1,200 1,200 1 1,200 * KT CORP SPONSORED ADR COM 48268K101 237,955 10,143 10,143 5 10,143 * KT CORP SPONSORED ADR COM 48268K101 3,664,100 156,185 156,185 3 156,185 * KULICKE & SOFFA INDS INC COM COM 501242101 202,071 19,300 19,300 3 19,300 * KYPHON INC COM COM 501577100 668,370 13,881 13,881 3 13,881 * LA Z BOY INC COM COM 505336107 16,571 1,446 1,446 3 1,446 * LA Z BOY INC COM COM 505336107 16,571 1,446 1,446 5 1,446 * LABORATORY CORP AMER HLDGS COM NEW COM 50540R409 39,130 500 500 1 500 * LABORATORY CORP AMER HLDGS COM NEW COM 50540R409 923,468 11,800 11,800 3 11,800 * LACLEDE GROUP INC COM COM 505597104 133,896 4,200 4,200 5 4,200 * LACLEDE GROUP INC COM COM 505597104 1,157,244 36,300 36,300 3 36,300 * LAIDLAW INTL INC COM COM 50730R102 293,675 8,500 8,500 2 8,500 * LAIDLAW INTL INC COM COM 50730R102 393,732 11,396 11,396 3 11,396 * LAIDLAW INTL INC COM COM 50730R102 14,210,553 411,304 411,304 1 411,304 * LAM RESEARCH CORP COM COM 512807108 735,020 14,300 14,300 3 14,300 * LAM RESEARCH CORP COM COM 512807108 1,418,640 27,600 27,600 2 27,600 * LAMAR ADVERTISING CO CL A COM 512815101 18,828 300 300 3 300 * LAMAR ADVERTISING CO CL A COM 512815101 238,488 3,800 3,800 2 3,800 * LAMAR ADVERTISING CO CL A COM 512815101 3,746,772 59,700 59,700 1 59,700 * LAMSON & SESSIONS CO COM COM 513696104 13,285 500 500 1 500 * LAUDER ESTEE COS INC CL A COM 518439104 2,206,780 48,490 48,490 4 48,490 * LAUDER ESTEE COS INC CL A COM 518439104 4,042,608 88,829 88,829 5 88,829 * LAUDER ESTEE COS INC CL A COM 518439104 9,045,431 198,757 198,757 3 198,757 * LAZARD LTD SHS A COM G54050102 18,012 400 400 7 400 * LEAR CORP COM COM 521865105 78,342 2,200 2,200 5 2,200 * LEAR CORP COM COM 521865105 1,120,041 31,453 31,453 3 31,453 * LEE ENTERPRISES INC COM COM 523768109 70,924 3,400 3,400 5 3,400 * LEE ENTERPRISES INC COM COM 523768109 652,918 31,300 31,300 3 31,300 * LEGGETT & PLATT INC COM COM 524660107 196,245 8,900 8,900 5 8,900 * LEGGETT & PLATT INC COM COM 524660107 2,171,925 98,500 98,500 3 98,500 * LEHMAN BROS HLDGS INC COM COM 524908100 96,280 1,292 1,292 7 1,292 * LEHMAN BROS HLDGS INC COM COM 524908100 1,152,824 15,470 15,470 4 15,470 * LEHMAN BROS HLDGS INC COM COM 524908100 4,006,195 53,760 53,760 2 53,760 * LEHMAN BROS HLDGS INC COM COM 524908100 11,102,884 148,992 148,992 3 148,992 * LEHMAN BROS HLDGS INC COM COM 524908100 15,350,300 205,989 205,989 1 205,989 * LENNAR CORP CL A COM 526057104 59,081 1,616 1,616 1 1,616 * LENNAR CORP CL A COM 526057104 179,144 4,900 4,900 5 4,900 * LENNAR CORP CL A COM 526057104 950,743 26,005 26,005 2 26,005 * LENNAR CORP CL A COM 526057104 3,913,273 107,037 107,037 3 107,037 * LENNAR CORP CL B COM 526057302 126,576 3,600 3,600 3 3,600 * LENNOX INTL INC COM COM 526107107 20,538 600 600 1 600 * LENNOX INTL INC COM COM 526107107 486,066 14,200 14,200 2 14,200 * LENNOX INTL INC COM COM 526107107 496,335 14,500 14,500 3 14,500 * LEUCADIA NATL CORP COM COM 527288104 70,500 2,000 2,000 4 2,000 * LEXICON PHARMACEUTICALS INC COM COM 528872104 42,414 13,213 13,213 3 13,213 * LEXICON PHARMACEUTICALS INC COM COM 528872104 5,902,506 1,838,787 1,838,787 1 1,838,787 * LEXINGTON REALTY TRUST COM COM 529043101 183,040 8,800 8,800 5 8,800 * LEXINGTON REALTY TRUST COM COM 529043101 3,515,616 169,020 169,020 3 169,020 * LEXMARK INTL NEW CL A COM 529771107 4,931 100 100 4 100 * LEXMARK INTL NEW CL A COM 529771107 69,034 1,400 1,400 1 1,400 * LEXMARK INTL NEW CL A COM 529771107 634,965 12,877 12,877 2 12,877 * LEXMARK INTL NEW CL A COM 529771107 3,006,776 60,977 60,977 3 60,977 * LG PHILIP LCD CO LTD SPONS ADR REP COM 50186V102 12,843,905 567,561 567,561 5 567,561 * LG PHILIP LCD CO LTD SPONS ADR REP COM 50186V102 19,351,931 855,145 855,145 3 855,145 * LG PHILIP LCD CO LTD SPONS ADR REP COM 50186V102 61,415,896 2,713,915 2,713,915 2 2,713,915 * LHC GROUP INC COM COM 50187A107 112,660 4,300 4,300 3 4,300 * LIBERTY GLOBAL INC COM SER C COM 530555309 98,250 2,500 2,500 3 2,500 * LIBERTY MEDIA HLDG CORP CAP COM SER A COM 53071M302 31,185 265 265 7 265 * LIBERTY MEDIA HLDG CORP CAP COM SER A COM 53071M302 411,880 3,500 3,500 3 3,500 * LIBERTY MEDIA HLDG CORP INT COM SER A COM 53071M104 29,632 1,327 1,327 7 1,327 * LILLY ELI & CO COM COM 532457108 328,183 5,873 5,873 1 5,873 * LILLY ELI & CO COM COM 532457108 1,726,357 30,894 30,894 2 30,894 * LILLY ELI & CO COM COM 532457108 13,213,944 236,470 236,470 3 236,470 * LIMITED BRANDS INC COM COM 532716107 14,384 524 524 7 524 * LIMITED BRANDS INC COM COM 532716107 1,657,925 60,398 60,398 2 60,398 * LIMITED BRANDS INC COM COM 532716107 2,441,403 88,940 88,940 4 88,940 * LIMITED BRANDS INC COM COM 532716107 3,586,068 130,640 130,640 5 130,640 * LIMITED BRANDS INC COM COM 532716107 9,571,129 348,675 348,675 1 348,675 * LIMITED BRANDS INC COM COM 532716107 10,593,971 385,937 385,937 3 385,937 * LINCOLN NATL CORP IND COM COM 534187109 70,950 1,000 1,000 3 1,000 * LINEAR TECHNOLOGY CORP COM COM 535678106 81,369 2,249 2,249 1 2,249 * LINEAR TECHNOLOGY CORP COM COM 535678106 1,227,515 33,928 33,928 2 33,928 * LINEAR TECHNOLOGY CORP COM COM 535678106 3,395,710 93,856 93,856 3 93,856 * LITHIA MTRS INC CL A COM 536797103 35,476 1,400 1,400 5 1,400 * LITHIA MTRS INC CL A COM 536797103 342,090 13,500 13,500 3 13,500 * LIVE NATION INC COM COM 538034109 22 1 1 3 1 * LKQ CORP COM COM 501889208 64,116 2,600 2,600 3 2,600 * LKQ CORP COM COM 501889208 9,718,506 394,100 394,100 1 394,100 * LOCKHEED MARTIN CORP COM COM 539830109 258,199 2,743 2,743 1 2,743 * LOCKHEED MARTIN CORP COM COM 539830109 3,509,072 37,279 37,279 2 37,279 * LOCKHEED MARTIN CORP COM COM 539830109 10,554,703 112,129 112,129 3 112,129 * LOEWS CORP CAROLNA GP STK COM 540424207 38,635 500 500 2 500 * LOEWS CORP CAROLNA GP STK COM 540424207 3,314,883 42,900 42,900 3 42,900 * LOUISIANA PAC CORP COM COM 546347105 90,816 4,800 4,800 5 4,800 * LOUISIANA PAC CORP COM COM 546347105 1,098,741 58,073 58,073 3 58,073 * LOWES COS INC COM COM 548661107 1,510,101 49,205 49,205 2 49,205 * LOWES COS INC COM COM 548661107 2,480,059 80,810 80,810 3 80,810 * LSI CORPORATION COM COM 502161102 210 28 28 4 28 * LSI CORPORATION COM COM 502161102 82,730 11,016 11,016 3 11,016 * LTC PPTYS INC COM COM 502175102 25,025 1,100 1,100 3 1,100 * LTC PPTYS INC COM COM 502175102 25,025 1,100 1,100 5 1,100 * LTX CORP COM COM 502392103 12,232 2,200 2,200 3 2,200 * LTX CORP COM COM 502392103 179,588 32,300 32,300 2 32,300 * LUBRIZOL CORP COM COM 549271104 51,640 800 800 5 800 * LUBRIZOL CORP COM COM 549271104 77,460 1,200 1,200 3 1,200 * LUBRIZOL CORP COM COM 549271104 342,115 5,300 5,300 2 5,300 * LUBRIZOL CORP COM COM 549271104 5,448,020 84,400 84,400 1 84,400 * LUMINENT MTG CAP INC COM COM 550278303 20,180 2,000 2,000 5 2,000 * LUMINENT MTG CAP INC COM COM 550278303 101,909 10,100 10,100 3 10,100 * LUMINEX CORP DEL COM COM 55027E102 48,009 3,900 3,900 3 3,900 * LUMINEX CORP DEL COM COM 55027E102 8,054,433 654,300 654,300 1 654,300 * LYONDELL CHEMICAL CO COM COM 552078107 408,320 11,000 11,000 5 11,000 * LYONDELL CHEMICAL CO COM COM 552078107 1,633,763 44,013 44,013 2 44,013 * LYONDELL CHEMICAL CO COM COM 552078107 9,609,514 258,877 258,877 3 258,877 * M D C HLDGS INC COM COM 552676108 207,948 4,300 4,300 5 4,300 * M D C HLDGS INC COM COM 552676108 2,654,964 54,900 54,900 3 54,900 * M/I HOMES INC COM COM 55305B101 148,933 5,599 5,599 3 5,599 * MACATAWA BK CORP COM COM 554225102 36,593 2,300 2,300 3 2,300 * MACK CALI RLTY CORP COM COM 554489104 303,908 6,988 6,988 3 6,988 * MACYS INC COM ADDED COM 55616P104 47,259 1,188 1,188 3 1,188 * MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP COM 559080106 454,667 9,761 9,761 3 9,761 * MAGNA INTL INC CL A COM 559222401 72,792 800 800 5 800 * MAGNA INTL INC CL A COM 559222401 4,221,390 46,394 46,394 3 46,394 * MAGUIRE PPTYS INC COM COM 559775101 61,794 1,800 1,800 5 1,800 * MAGUIRE PPTYS INC COM COM 559775101 1,651,273 48,100 48,100 3 48,100 * MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR COM 559776109 52,934 1,900 1,900 3 1,900 * MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 COM 559778402 31,000 4,000 4,000 5 4,000 * MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 COM 559778402 466,930 60,249 60,249 3 60,249 * MAIDENFORM BRANDS INC COM COM 560305104 29,790 1,500 1,500 3 1,500 * MANITOWOC INC COM COM 563571108 97,340 1,211 1,211 3 1,211 * MANITOWOC INC COM COM 563571108 13,848,590 172,289 172,289 1 172,289 * MANNATECH INC COM COM 563771104 106,463 6,700 6,700 5 6,700 * MANNATECH INC COM COM 563771104 1,460,291 91,900 91,900 3 91,900 * MANNKIND CORP COM COM 56400P201 38,223 3,100 3,100 3 3,100 * MANNKIND CORP COM COM 56400P201 6,526,269 529,300 529,300 1 529,300 * MANOR CARE INC NEW COM COM 564055101 313,392 4,800 4,800 3 4,800 * MANPOWER INC COM COM 56418H100 64,568 700 700 1 700 * MANPOWER INC COM COM 56418H100 1,210,834 13,127 13,127 2 13,127 * MANPOWER INC COM COM 56418H100 3,138,097 34,021 34,021 3 34,021 * MANTECH INTL CORP CL A COM 564563104 86,324 2,800 2,800 3 2,800 * MANTECH INTL CORP CL A COM 564563104 13,034,924 422,800 422,800 1 422,800 * MANULIFE FINL CORP COM COM 56501R106 16,221,138 434,650 434,650 3 434,650 * MARATHON OIL CORP COM COM 565849106 95,936 1,600 1,600 4 1,600 * MARATHON OIL CORP COM COM 565849106 321,146 5,356 5,356 1 5,356 * MARATHON OIL CORP COM COM 565849106 407,728 6,800 6,800 5 6,800 * MARATHON OIL CORP COM COM 565849106 3,716,920 61,990 61,990 2 61,990 * MARATHON OIL CORP COM COM 565849106 17,775,262 296,452 296,452 3 296,452 * MARINER ENERGY INC COM COM 56845T305 33,950 1,400 1,400 1 1,400 * MARINER ENERGY INC COM COM 56845T305 41,225 1,700 1,700 2 1,700 * MARINER ENERGY INC COM COM 56845T305 623,225 25,700 25,700 3 25,700 * MARKWEST HYDROCARBON INC COM COM 570762104 34,458 600 600 2 600 * MARKWEST HYDROCARBON INC COM COM 570762104 51,687 900 900 1 900 * MARRIOTT INTL INC NEW CL A COM 571903202 34,592 800 800 7 800 * MARRIOTT INTL INC NEW CL A COM 571903202 47,564 1,100 1,100 1 1,100 * MARRIOTT INTL INC NEW CL A COM 571903202 601,036 13,900 13,900 3 13,900 * MARRIOTT INTL INC NEW CL A COM 571903202 1,725,276 39,900 39,900 2 39,900 * MARVELL TECHNOLOGY GROUP LTD ORD COM G5876H105 533,007 29,270 29,270 3 29,270 * MASCO CORP COM COM 574599106 17,082 600 600 7 600 * MASCO CORP COM COM 574599106 1,231,128 43,243 43,243 2 43,243 * MASCO CORP COM COM 574599106 1,587,914 55,775 55,775 3 55,775 * MASSEY ENERGY CORP COM COM 576206106 42,640 1,600 1,600 4 1,600 * MATTEL INC COM COM 577081102 98,631 3,900 3,900 1 3,900 * MATTEL INC COM COM 577081102 1,712,133 67,700 67,700 2 67,700 * MATTEL INC COM COM 577081102 3,751,873 148,354 148,354 3 148,354 * MATTHEWS INTL CORP CL A COM 577128101 95,942 2,200 2,200 3 2,200 * MAX CAPITAL GROUP LTD SHS COM G6052F103 339,600 12,000 12,000 3 12,000 * MAX CAPITAL GROUP LTD SHS COM G6052F103 648,070 22,900 22,900 2 22,900 * MAX CAPITAL GROUP LTD SHS COM G6052F103 2,759,250 97,500 97,500 1 97,500 * MAXIM INTEGRATED PRODS INC COM COM 57772K101 90,174 2,699 2,699 1 2,699 * MAXIM INTEGRATED PRODS INC COM COM 57772K101 1,581,496 47,336 47,336 2 47,336 * MAXIM INTEGRATED PRODS INC COM COM 57772K101 3,463,682 103,672 103,672 3 103,672 * MCCLATCHY CO CL A COM 579489105 25,310 1,000 1,000 5 1,000 * MCCLATCHY CO CL A COM 579489105 513,793 20,300 20,300 3 20,300 * MCCORMICK & CO INC COM NON VTG COM 579780206 137,448 3,600 3,600 3 3,600 * MCDONALDS CORP COM COM 580135101 319,788 6,300 6,300 1 6,300 * MCDONALDS CORP COM COM 580135101 5,533,855 109,020 109,020 2 109,020 * MCDONALDS CORP COM COM 580135101 12,914,258 254,418 254,418 3 254,418 * MCG CAPITAL CORP COM COM 58047P107 137,772 8,600 8,600 5 8,600 * MCG CAPITAL CORP COM COM 58047P107 1,520,298 94,900 94,900 3 94,900 * MCGRAW HILL COS INC COM COM 580645109 272,320 4,000 4,000 7 4,000 * MCGRAW HILL COS INC COM COM 580645109 966,532 14,197 14,197 2 14,197 * MCGRAW HILL COS INC COM COM 580645109 3,601,024 52,894 52,894 3 52,894 * MCKESSON CORP COM COM 58155Q103 268,380 4,500 4,500 1 4,500 * MCKESSON CORP COM COM 58155Q103 2,690,539 45,113 45,113 2 45,113 * MCKESSON CORP COM COM 58155Q103 9,483,416 159,011 159,011 3 159,011 * MEADWESTVACO CORP COM COM 583334107 60,044 1,700 1,700 3 1,700 * MEADWESTVACO CORP COM COM 583334107 60,044 1,700 1,700 5 1,700 * MECHEL OAO SPONSORED ADR COM 583840103 215,527 5,900 5,900 5 5,900 * MECHEL OAO SPONSORED ADR COM 583840103 1,404,652 38,452 38,452 3 38,452 * MEDCO HEALTH SOLUTIONS INC COM COM 58405U102 3,744 48 48 4 48 * MEDCO HEALTH SOLUTIONS INC COM COM 58405U102 26,361 338 338 7 338 * MEDCO HEALTH SOLUTIONS INC COM COM 58405U102 1,726,231 22,134 22,134 3 22,134 * MEDIA GEN INC CL A COM 584404107 16,635 500 500 5 500 * MEDIA GEN INC CL A COM 584404107 642,111 19,300 19,300 3 19,300 * MEDICINES CO COM COM 584688105 3,391,621 192,487 192,487 3 192,487 * MEDICIS PHARMACEUTICAL CORP CL A NEW COM 584690309 30,540 1,000 1,000 4 1,000 * MEDICIS PHARMACEUTICAL CORP CL A NEW COM 584690309 112,204 3,674 3,674 3 3,674 * MEDICIS PHARMACEUTICAL CORP CL A NEW COM 584690309 177,132 5,800 5,800 2 5,800 * MEDICIS PHARMACEUTICAL CORP CL A NEW COM 584690309 17,738,365 580,824 580,824 1 580,824 * MEDTRONIC INC COM COM 585055106 6,431 124 124 7 124 * MEDTRONIC INC COM COM 585055106 28,004 540 540 4 540 * MEDTRONIC INC COM COM 585055106 329,778 6,359 6,359 1 6,359 * MEDTRONIC INC COM COM 585055106 4,971,766 95,869 95,869 2 95,869 * MEDTRONIC INC COM COM 585055106 12,091,366 233,154 233,154 3 233,154 * MELLON FINL CORP COM COM 58551A108 118,800 2,700 2,700 3 2,700 * MENS WEARHOUSE INC COM COM 587118100 434,095 8,500 8,500 3 8,500 * MENS WEARHOUSE INC COM COM 587118100 791,585 15,500 15,500 2 15,500 * MERCER INTL INC COM COM 588056101 21,420 2,100 2,100 3 2,100 * MERCHANTS BANCSHARES COM COM 588448100 4,600 200 200 3 200 * MERCHANTS BANCSHARES COM COM 588448100 4,600 200 200 5 200 * MERCK & CO INC COM COM 589331107 94,620 1,900 1,900 7 1,900 * MERCK & CO INC COM COM 589331107 403,031 8,093 8,093 1 8,093 * MERCK & CO INC COM COM 589331107 7,795,144 156,529 156,529 2 156,529 * MERCK & CO INC COM COM 589331107 20,873,421 419,145 419,145 3 419,145 * MERCURY GENL CORP NEW COM COM 589400100 27,555 500 500 2 500 * MERCURY GENL CORP NEW COM COM 589400100 93,687 1,700 1,700 5 1,700 * MERCURY GENL CORP NEW COM COM 589400100 1,918,820 34,818 34,818 3 34,818 * MEREDITH CORP COM COM 589433101 785,646 12,754 12,754 2 12,754 * MEREDITH CORP COM COM 589433101 1,884,960 30,600 30,600 1 30,600 * MEREDITH CORP COM COM 589433101 1,968,551 31,957 31,957 3 31,957 * MERIDIAN BIOSCIENCE INC COM COM 589584101 109,383 5,050 5,050 3 5,050 * MERIDIAN GOLD INC COM COM 589975101 5,516 200 200 3 200 * MERIDIAN GOLD INC COM COM 589975101 79,982 2,900 2,900 2 2,900 * MERIDIAN GOLD INC COM COM 589975101 1,481,046 53,700 53,700 1 53,700 * MERRILL LYNCH & CO INC COM COM 590188108 131,722 1,576 1,576 1 1,576 * MERRILL LYNCH & CO INC COM COM 590188108 3,488,880 41,743 41,743 2 41,743 * MERRILL LYNCH & CO INC COM COM 590188108 6,884,317 82,368 82,368 3 82,368 * MESA AIR GROUP INC COM COM 590479101 12,559 1,900 1,900 2 1,900 * METHANEX CORP COM COM 59151K108 3,240,546 128,900 128,900 3 128,900 * METLIFE INC COM COM 59156R108 396,616 6,151 6,151 1 6,151 * METLIFE INC COM COM 59156R108 1,334,349 20,694 20,694 2 20,694 * METLIFE INC COM COM 59156R108 9,229,861 143,143 143,143 3 143,143 * MFA MTG INVTS INC COM COM 55272X102 29,848 4,100 4,100 3 4,100 * MFA MTG INVTS INC COM COM 55272X102 29,848 4,100 4,100 5 4,100 * MGI PHARMA INC COM COM 552880106 7,201,462 321,925 321,925 3 321,925 * MGIC INVT CORP WIS COM COM 552848103 1,091,541 19,197 19,197 2 19,197 * MGIC INVT CORP WIS COM COM 552848103 2,449,643 43,082 43,082 3 43,082 * MGP INGREDIENTS INC COM COM 55302G103 25,350 1,500 1,500 3 1,500 * MICROCHIP TECHNOLOGY INC COM COM 595017104 99,008 2,673 2,673 1 2,673 * MICROCHIP TECHNOLOGY INC COM COM 595017104 1,249,396 33,731 33,731 2 33,731 * MICROCHIP TECHNOLOGY INC COM COM 595017104 2,628,877 70,974 70,974 3 70,974 * MICROMET INC COM COM 59509C105 4,348,849 1,907,390 1,907,390 3 1,907,390 * MICROS SYS INC COM COM 594901100 201,280 3,700 3,700 2 3,700 * MICROS SYS INC COM COM 594901100 206,720 3,800 3,800 3 3,800 * MICROSEMI CORP COM COM 595137100 227,525 9,500 9,500 3 9,500 * MICROSEMI CORP COM COM 595137100 32,277,415 1,347,700 1,347,700 1 1,347,700 * MICROSOFT CORP COM COM 594918104 153,833 5,220 5,220 7 5,220 * MICROSOFT CORP COM COM 594918104 4,061,850 137,830 137,830 4 137,830 * MICROSOFT CORP COM COM 594918104 5,044,350 171,169 171,169 5 171,169 * MICROSOFT CORP COM COM 594918104 17,453,932 592,261 592,261 2 592,261 * MICROSOFT CORP COM COM 594918104 22,026,438 747,419 747,419 1 747,419 * MICROSOFT CORP COM COM 594918104 53,157,220 1,803,774 1,803,774 3 1,803,774 * MICROSTRATEGY INC CL A NEW COM 594972408 28,064 297 297 1 297 * MICROSTRATEGY INC CL A NEW COM 594972408 440,701 4,664 4,664 2 4,664 * MICROSTRATEGY INC CL A NEW COM 594972408 602,563 6,377 6,377 3 6,377 * MILLER INDS INC TENN COM NEW COM 600551204 30,120 1,200 1,200 3 1,200 * MILLIPORE CORP COM COM 601073109 30,036 400 400 3 400 * MILLIPORE CORP COM COM 601073109 428,013 5,700 5,700 2 5,700 * MILLIPORE CORP COM COM 601073109 7,141,059 95,100 95,100 1 95,100 * MINDRAY MEDICAL INTL LTD SPON ADR COM 602675100 3,496,906 114,540 114,540 4 114,540 * MISSION WEST PPTYS INC COM COM 605203108 11,152 800 800 3 800 * MISSION WEST PPTYS INC COM COM 605203108 11,152 800 800 5 800 * MITSUI & CO LTD ADR COM 606827202 64,611 161 161 2 161 * MOBILE MINI INC COM COM 60740F105 64,240 2,200 2,200 3 2,200 * MOBILE MINI INC COM COM 60740F105 9,390,720 321,600 321,600 1 321,600 * MOBILE TELESYSTEMS OJSC SPONSORED ADR COM 607409109 236,223 3,900 3,900 1 3,900 * MOBILE TELESYSTEMS OJSC SPONSORED ADR COM 607409109 1,096,499 18,103 18,103 2 18,103 * MOBILE TELESYSTEMS OJSC SPONSORED ADR COM 607409109 9,468,121 156,317 156,317 5 156,317 * MOBILE TELESYSTEMS OJSC SPONSORED ADR COM 607409109 84,612,898 1,396,944 1,396,944 3 1,396,944 * MODINE MFG CO COM COM 607828100 49,720 2,200 2,200 5 2,200 * MODINE MFG CO COM COM 607828100 2,113,100 93,500 93,500 3 93,500 * MOLINA HEALTHCARE INC COM COM 60855R100 45,780 1,500 1,500 3 1,500 * MOLSON COORS BREWING CO CL B COM 60871R209 73,968 800 800 5 800 * MOLSON COORS BREWING CO CL B COM 60871R209 184,920 2,000 2,000 3 2,000 * MOMENTA PHARMACEUTICALS INC COM COM 60877T100 4,405,545 437,058 437,058 3 437,058 * MONSANTO CO NEW COM COM 61166W101 12,833 190 190 7 190 * MONSANTO CO NEW COM COM 61166W101 561,933 8,320 8,320 3 8,320 * MONSANTO CO NEW COM COM 61166W101 753,746 11,160 11,160 4 11,160 * MONSANTO CO NEW COM COM 61166W101 8,783,239 130,045 130,045 1 130,045 * MOODYS CORP COM COM 615369105 31,287 503 503 2 503 * MOODYS CORP COM COM 615369105 1,244,000 20,000 20,000 3 20,000 * MOOG INC CL A COM 615394202 48,521 1,100 1,100 3 1,100 * MORGAN STANLEY COM NEW COM 617446448 208,890 3,000 3,000 1 3,000 * MORGAN STANLEY COM NEW COM 617446448 948,361 13,620 13,620 7 13,620 * MORGAN STANLEY COM NEW COM 617446448 5,452,586 78,308 78,308 2 78,308 * MORGAN STANLEY COM NEW COM 617446448 16,265,081 233,593 233,593 3 233,593 * MOSAIC CO COM COM 61945A107 42,571 1,091 1,091 1 1,091 * MOSAIC CO COM COM 61945A107 6,496,830 166,500 166,500 3 166,500 * MOTOROLA INC COM COM 620076109 11,717 662 662 7 662 * MOTOROLA INC COM COM 620076109 2,182,056 123,280 123,280 4 123,280 * MOTOROLA INC COM COM 620076109 3,253,826 183,832 183,832 2 183,832 * MOTOROLA INC COM COM 620076109 3,571,276 201,767 201,767 5 201,767 * MOTOROLA INC COM COM 620076109 9,074,879 512,705 512,705 1 512,705 * MOTOROLA INC COM COM 620076109 16,023,368 905,275 905,275 3 905,275 * MTC TECHNOLOGIES INC COM COM 55377A106 211,216 8,600 8,600 3 8,600 * MTC TECHNOLOGIES INC COM COM 55377A106 26,573,920 1,082,000 1,082,000 1 1,082,000 * MTS SYS CORP COM COM 553777103 410,964 9,200 9,200 3 9,200 * MUELLER INDS INC COM COM 624756102 357,556 10,382 10,382 2 10,382 * MUELLER INDS INC COM COM 624756102 919,548 26,700 26,700 3 26,700 * NABORS INDUSTRIES LTD SHS COM G6359F103 20,963 628 628 7 628 * NABORS INDUSTRIES LTD SHS COM G6359F103 1,653,779 49,544 49,544 2 49,544 * NABORS INDUSTRIES LTD SHS COM G6359F103 2,285,195 68,460 68,460 4 68,460 * NABORS INDUSTRIES LTD SHS COM G6359F103 4,755,916 142,478 142,478 5 142,478 * NABORS INDUSTRIES LTD SHS COM G6359F103 15,565,361 466,308 466,308 1 466,308 * NABORS INDUSTRIES LTD SHS COM G6359F103 20,395,814 611,019 611,019 3 611,019 * NASTECH PHARMACEUTICAL INC COM PAR $0.006 COM 631728409 51,277 4,700 4,700 3 4,700 * NASTECH PHARMACEUTICAL INC COM PAR $0.006 COM 631728409 7,391,525 677,500 677,500 1 677,500 * NATCO GROUP INC CL A COM 63227W203 3,822,241 83,020 83,020 3 83,020 * NATIONAL BK GREECE S A SPONSORED ADR COM 633643408 755,173 65,954 65,954 2 65,954 * NATIONAL CITY CORP COM COM 635405103 123,284 3,700 3,700 1 3,700 * NATIONAL CITY CORP COM COM 635405103 296,548 8,900 8,900 5 8,900 * NATIONAL CITY CORP COM COM 635405103 2,406,904 72,236 72,236 2 72,236 * NATIONAL CITY CORP COM COM 635405103 9,688,523 290,772 290,772 3 290,772 * NATIONAL OILWELL VARCO INC COM COM 637071101 19,910 191 191 7 191 * NATIONAL OILWELL VARCO INC COM COM 637071101 2,555,444 24,515 24,515 4 24,515 * NATIONAL OILWELL VARCO INC COM COM 637071101 4,773,358 45,792 45,792 5 45,792 * NATIONAL OILWELL VARCO INC COM COM 637071101 14,268,371 136,880 136,880 1 136,880 * NATIONAL OILWELL VARCO INC COM COM 637071101 14,378,553 137,937 137,937 3 137,937 * NATIONAL RETAIL PROPERTIES I COM COM 637417106 1,115,035 51,008 51,008 3 51,008 * NATIONAL RETAIL PROPERTIES I COM COM 637417106 24,253,670 1,109,500 1,109,500 1 1,109,500 * NATIONAL SEMICONDUCTOR CORP COM COM 637640103 93,121 3,294 3,294 1 3,294 * NATIONAL SEMICONDUCTOR CORP COM COM 637640103 1,196,415 42,321 42,321 2 42,321 * NATIONAL SEMICONDUCTOR CORP COM COM 637640103 1,900,818 67,238 67,238 3 67,238 * NATIONWIDE FINL SVCS INC CL A COM 638612101 63,220 1,000 1,000 1 1,000 * NATIONWIDE FINL SVCS INC CL A COM 638612101 297,134 4,700 4,700 5 4,700 * NATIONWIDE FINL SVCS INC CL A COM 638612101 663,431 10,494 10,494 2 10,494 * NATIONWIDE FINL SVCS INC CL A COM 638612101 3,991,268 63,133 63,133 3 63,133 * NATIONWIDE HEALTH PPTYS INC COM COM 638620104 947,213 34,824 34,824 3 34,824 * NAVTEQ CORP COM COM 63936L100 520,782 12,300 12,300 3 12,300 * NBT BANCORP INC COM COM 628778102 33,840 1,500 1,500 3 1,500 * NCR CORP NEW COM COM 62886E108 63,048 1,200 1,200 1 1,200 * NCR CORP NEW COM COM 62886E108 1,560,438 29,700 29,700 3 29,700 * NEENAH PAPER INC COM COM 640079109 74,268 1,800 1,800 3 1,800 * NEKTAR THERAPEUTICS COM COM 640268108 5,694 600 600 4 600 * NET SERVICOS DE COMUNICACAO SPONSD ADR NEW COM 64109T201 405,230 24,500 24,500 5 24,500 * NET SERVICOS DE COMUNICACAO SPONSD ADR NEW COM 64109T201 519,356 31,400 31,400 3 31,400 * NETGEAR INC COM COM 64111Q104 36,250 1,000 1,000 2 1,000 * NETGEAR INC COM COM 64111Q104 358,875 9,900 9,900 3 9,900 * NETWORK APPLIANCE INC COM COM 64120L104 12,698 435 435 7 435 * NETWORK APPLIANCE INC COM COM 64120L104 779,665 26,710 26,710 4 26,710 * NETWORK APPLIANCE INC COM COM 64120L104 1,689,867 57,892 57,892 3 57,892 * NETWORK APPLIANCE INC COM COM 64120L104 10,140,898 347,410 347,410 1 347,410 * NEW YORK CMNTY BANCORP INC COM COM 649445103 575,940 33,839 33,839 3 33,839 * NEWCASTLE INVT CORP COM COM 65105M108 7,521 300 300 2 300 * NEWCASTLE INVT CORP COM COM 65105M108 198,053 7,900 7,900 5 7,900 * NEWCASTLE INVT CORP COM COM 65105M108 917,788 36,609 36,609 3 36,609 * NEWELL RUBBERMAID INC COM COM 651229106 1,462,730 49,702 49,702 3 49,702 * NEWFIELD EXPL CO COM COM 651290108 181,061 3,975 3,975 3 3,975 * NEWFIELD EXPL CO COM COM 651290108 1,111,420 24,400 24,400 2 24,400 * NEWMONT MINING CORP COM COM 651639106 27,342 700 700 4 700 * NEWMONT MINING CORP COM COM 651639106 98,783 2,529 2,529 7 2,529 * NEWMONT MINING CORP COM COM 651639106 1,478,421 37,850 37,850 2 37,850 * NEWMONT MINING CORP COM COM 651639106 1,524,941 39,041 39,041 3 39,041 * NEWS CORP CL A COM 65248E104 46,662 2,200 2,200 1 2,200 * NEWS CORP CL A COM 65248E104 1,678,347 79,130 79,130 2 79,130 * NEWS CORP CL A COM 65248E104 2,877,900 135,686 135,686 3 135,686 * NEWS CORP CL B COM 65248E203 15,668 683 683 7 683 * NEWS CORP CL B COM 65248E203 760,094 33,134 33,134 2 33,134 * NEWS CORP CL B COM 65248E203 3,165,261 137,980 137,980 4 137,980 * NEWS CORP CL B COM 65248E203 3,409,618 148,632 148,632 5 148,632 * NEWS CORP CL B COM 65248E203 6,184,326 269,587 269,587 3 269,587 * NEWS CORP CL B COM 65248E203 9,707,635 423,175 423,175 1 423,175 * NEXEN INC COM COM 65334H102 1,785,939 57,704 57,704 3 57,704 * NICOR INC COM COM 654086107 304,732 7,100 7,100 3 7,100 * NII HLDGS INC CL B NEW COM 62913F201 40,370 500 500 1 500 * NII HLDGS INC CL B NEW COM 62913F201 169,554 2,100 2,100 3 2,100 * NIKE INC CL B COM 654106103 199,702 3,426 3,426 1 3,426 * NIKE INC CL B COM 654106103 2,156,031 36,988 36,988 2 36,988 * NIKE INC CL B COM 654106103 5,768,029 98,954 98,954 3 98,954 * NISOURCE INC COM COM 65473P105 99,408 4,800 4,800 1 4,800 * NISOURCE INC COM COM 65473P105 159,467 7,700 7,700 5 7,700 * NISOURCE INC COM COM 65473P105 216,357 10,447 10,447 2 10,447 * NISOURCE INC COM COM 65473P105 3,880,764 187,386 187,386 3 187,386 * NN INC COM COM 629337106 54,280 4,600 4,600 5 4,600 * NN INC COM COM 629337106 697,380 59,100 59,100 3 59,100 * NOBLE CORPORATION SHS COM G65422100 1,510,183 15,700 15,700 3 15,700 * NOBLE ENERGY INC COM COM 655044105 2,309,116 37,011 37,011 2 37,011 * NOBLE ENERGY INC COM COM 655044105 3,185,010 51,050 51,050 3 51,050 * NOKIA CORP SPONSORED ADR COM 654902204 628,146 22,346 22,346 3 22,346 * NORDIC AMERICAN TANKER SHIPP COM COM G65773106 57,176 1,400 1,400 5 1,400 * NORDIC AMERICAN TANKER SHIPP COM COM G65773106 1,499,441 36,715 36,715 3 36,715 * NORDSTROM INC COM COM 655664100 92,016 1,800 1,800 1 1,800 * NORDSTROM INC COM COM 655664100 230,040 4,500 4,500 2 4,500 * NORDSTROM INC COM COM 655664100 3,262,785 63,826 63,826 3 63,826 * NORFOLK SOUTHERN CORP COM COM 655844108 115,654 2,200 2,200 3 2,200 * NORTH AMERN PALLADIUM LTD COM COM 656912102 76,000 8,000 8,000 4 8,000 * NORTHEAST UTILS COM COM 664397106 119,112 4,200 4,200 3 4,200 * NORTHGATE MINERALS CORP COM COM 666416102 72,790 25,100 25,100 3 25,100 * NORTHROP GRUMMAN CORP COM COM 666807102 57,624 740 740 7 740 * NORTHROP GRUMMAN CORP COM COM 666807102 736,572 9,459 9,459 3 9,459 * NORTHROP GRUMMAN CORP COM COM 666807102 841,230 10,803 10,803 2 10,803 * NORTHSTAR RLTY FIN CORP COM COM 66704R100 21,267 1,700 1,700 1 1,700 * NORTHSTAR RLTY FIN CORP COM COM 66704R100 597,978 47,800 47,800 3 47,800 * NORTHWESTERN CORP COM NEW COM 668074305 178,136 5,600 5,600 5 5,600 * NORTHWESTERN CORP COM NEW COM 668074305 1,218,323 38,300 38,300 3 38,300 * NOVA CHEMICALS CORP COM COM 66977W109 3,201 90 90 7 90 * NOVA CHEMICALS CORP COM COM 66977W109 95,043 2,672 2,672 2 2,672 * NOVA CHEMICALS CORP COM COM 66977W109 631,368 17,750 17,750 4 17,750 * NOVA CHEMICALS CORP COM COM 66977W109 8,562,126 240,712 240,712 1 240,712 * NOVA CHEMICALS CORP COM COM 66977W109 21,445,402 602,907 602,907 5 602,907 * NOVA CHEMICALS CORP COM COM 66977W109 115,972,037 3,260,389 3,260,389 3 3,260,389 * NOVARTIS A G SPONSORED ADR COM 66987V109 106,869 1,906 1,906 2 1,906 * NOVARTIS A G SPONSORED ADR COM 66987V109 492,911 8,791 8,791 3 8,791 * NOVEN PHARMACEUTICALS INC COM COM 670009109 8,212,378 350,208 350,208 3 350,208 * NUCOR CORP COM COM 670346105 143,927 2,454 2,454 1 2,454 * NUCOR CORP COM COM 670346105 293,250 5,000 5,000 5 5,000 * NUCOR CORP COM COM 670346105 2,555,087 43,565 43,565 2 43,565 * NUCOR CORP COM COM 670346105 7,574,882 129,154 129,154 3 129,154 * NUVEEN INVTS INC CL A COM 67090F106 99,440 1,600 1,600 1 1,600 * NUVEEN INVTS INC CL A COM 67090F106 686,012 11,038 11,038 2 11,038 * NUVEEN INVTS INC CL A COM 67090F106 2,765,489 44,497 44,497 3 44,497 * NVR INC COM COM 62944T105 475,825 700 700 2 700 * NVR INC COM COM 62944T105 1,223,550 1,800 1,800 3 1,800 * OBAGI MEDICAL PRODUCTS INC COM COM 67423R108 24,808 1,400 1,400 3 1,400 * OCCIDENTAL PETE CORP DEL COM COM 674599105 163,106 2,818 2,818 1 2,818 * OCCIDENTAL PETE CORP DEL COM COM 674599105 897,545 15,507 15,507 2 15,507 * OCCIDENTAL PETE CORP DEL COM COM 674599105 5,555,959 95,991 95,991 3 95,991 * OCWEN FINL CORP COM NEW COM 675746309 290,594 21,800 21,800 3 21,800 * ODYSSEY RE HLDGS CORP COM COM 67612W108 107,225 2,500 2,500 3 2,500 * ODYSSEY RE HLDGS CORP COM COM 67612W108 471,790 11,000 11,000 2 11,000 * OFFICE DEPOT INC COM COM 676220106 20,119 664 664 7 664 * OFFICE DEPOT INC COM COM 676220106 1,054,016 34,786 34,786 2 34,786 * OFFICE DEPOT INC COM COM 676220106 1,083,225 35,750 35,750 4 35,750 * OFFICE DEPOT INC COM COM 676220106 1,953,077 64,458 64,458 3 64,458 * OFFICE DEPOT INC COM COM 676220106 14,146,706 466,888 466,888 1 466,888 * OGE ENERGY CORP COM COM 670837103 80,630 2,200 2,200 1 2,200 * OGE ENERGY CORP COM COM 670837103 120,945 3,300 3,300 5 3,300 * OGE ENERGY CORP COM COM 670837103 3,253,127 88,762 88,762 3 88,762 * OIL STS INTL INC COM COM 678026105 132,288 3,200 3,200 3 3,200 * OLD REP INTL CORP COM COM 680223104 250,868 11,800 11,800 5 11,800 * OLD REP INTL CORP COM COM 680223104 4,752,142 223,525 223,525 3 223,525 * OLIN CORP COM PAR $1 COM 680665205 21,000 1,000 1,000 2 1,000 * OLIN CORP COM PAR $1 COM 680665205 193,914 9,234 9,234 5 9,234 * OLIN CORP COM PAR $1 COM 680665205 4,748,268 226,108 226,108 3 226,108 * OLYMPIC STEEL INC COM COM 68162K106 137,568 4,800 4,800 3 4,800 * OMEGA HEALTHCARE INVS INC COM COM 681936100 25,328 1,600 1,600 5 1,600 * OMEGA HEALTHCARE INVS INC COM COM 681936100 75,984 4,800 4,800 3 4,800 * OMNICOM GROUP INC COM COM 681919106 139,815 2,642 2,642 1 2,642 * OMNICOM GROUP INC COM COM 681919106 1,683,914 31,820 31,820 4 31,820 * OMNICOM GROUP INC COM COM 681919106 1,945,657 36,766 36,766 2 36,766 * OMNICOM GROUP INC COM COM 681919106 3,779,441 71,418 71,418 5 71,418 * OMNICOM GROUP INC COM COM 681919106 14,385,244 271,830 271,830 3 271,830 * ONEOK INC NEW COM COM 682680103 48,494 962 962 1 962 * ONEOK INC NEW COM COM 682680103 1,041,017 20,651 20,651 2 20,651 * ONEOK INC NEW COM COM 682680103 6,036,799 119,754 119,754 3 119,754 * ONLINE RES CORP COM COM 68273G101 97,722 8,900 8,900 3 8,900 * ONLINE RES CORP COM COM 68273G101 14,560,578 1,326,100 1,326,100 1 1,326,100 * ONYX PHARMACEUTICALS INC COM COM 683399109 5,473,693 203,483 203,483 3 203,483 * OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR COM 68370R109 73,752 700 700 1 700 * OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR COM 68370R109 2,539,176 24,100 24,100 5 24,100 * OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR COM 68370R109 3,485,309 33,080 33,080 2 33,080 * OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR COM 68370R109 39,370,187 373,673 373,673 3 373,673 * OPTEUM INC CL A COM 68384A100 3,264 1,200 1,200 5 1,200 * OPTEUM INC CL A COM 68384A100 85,136 31,300 31,300 3 31,300 * ORACLE CORP COM COM 68389X105 71,863 3,646 3,646 7 3,646 * ORACLE CORP COM COM 68389X105 836,887 42,460 42,460 4 42,460 * ORACLE CORP COM COM 68389X105 6,845,579 347,315 347,315 2 347,315 * ORACLE CORP COM COM 68389X105 10,794,083 547,645 547,645 1 547,645 * ORACLE CORP COM COM 68389X105 16,317,081 827,858 827,858 3 827,858 * ORIX CORP SPONSORED ADR COM 686330101 99,530 747 747 2 747 * ORMAT TECHNOLOGIES INC COM COM 686688102 48,343 1,283 1,283 3 1,283 * ORMAT TECHNOLOGIES INC COM COM 686688102 8,369,369 222,117 222,117 1 222,117 * OSI PHARMACEUTICALS INC COM COM 671040103 4,819,696 133,104 133,104 3 133,104 * OTTER TAIL CORP COM COM 689648103 967,039 30,154 30,154 3 30,154 * OVERSEAS SHIPHOLDING GROUP I COM COM 690368105 350,020 4,300 4,300 5 4,300 * OVERSEAS SHIPHOLDING GROUP I COM COM 690368105 1,880,340 23,100 23,100 3 23,100 * OWENS & MINOR INC NEW COM COM 690732102 48,916 1,400 1,400 3 1,400 * OXFORD INDS INC COM COM 691497309 70,944 1,600 1,600 3 1,600 * PACCAR INC COM COM 693718108 182,784 2,100 2,100 1 2,100 * PACCAR INC COM COM 693718108 2,734,100 31,412 31,412 2 31,412 * PACCAR INC COM COM 693718108 8,588,150 98,669 98,669 3 98,669 * PACER INTL INC TENN COM COM 69373H106 29,235 1,243 1,243 1 1,243 * PACER INTL INC TENN COM COM 69373H106 204,342 8,688 8,688 2 8,688 * PACER INTL INC TENN COM COM 69373H106 343,298 14,596 14,596 3 14,596 * PACIFIC CAP BANCORP NEW COM COM 69404P101 275,196 10,200 10,200 2 10,200 * PAETEC HOLDING CORP COM COM 695459107 67,740 6,000 6,000 3 6,000 * PAETEC HOLDING CORP COM COM 695459107 10,136,162 897,800 897,800 1 897,800 * PALOMAR MED TECHNOLOGIES INC COM NEW COM 697529303 13,884 400 400 3 400 * PAN AMERICAN SILVER CORP COM COM 697900108 18,431 700 700 4 700 * PAN AMERICAN SILVER CORP COM COM 697900108 139,549 5,300 5,300 3 5,300 * PAN AMERICAN SILVER CORP COM COM 697900108 250,135 9,500 9,500 2 9,500 * PAN AMERICAN SILVER CORP COM COM 697900108 20,679,582 785,400 785,400 1 785,400 * PANTRY INC COM COM 698657103 18,440 400 400 3 400 * PARAMETRIC TECHNOLOGY CORP COM NEW COM 699173209 1,014,092 46,927 46,927 3 46,927 * PARAMETRIC TECHNOLOGY CORP COM NEW COM 699173209 1,031,359 47,726 47,726 2 47,726 * PARAMETRIC TECHNOLOGY CORP COM NEW COM 699173209 42,987,736 1,989,252 1,989,252 1 1,989,252 * PARK ELECTROCHEMICAL CORP COM COM 700416209 163,444 5,800 5,800 3 5,800 * PARK ELECTROCHEMICAL CORP COM COM 700416209 163,444 5,800 5,800 5 5,800 * PARK NATL CORP COM COM 700658107 152,622 1,800 1,800 2 1,800 * PARKER DRILLING CO COM COM 701081101 53,754 5,100 5,100 3 5,100 * PARKER HANNIFIN CORP COM COM 701094104 117,492 1,200 1,200 1 1,200 * PARKER HANNIFIN CORP COM COM 701094104 1,812,020 18,507 18,507 2 18,507 * PARKER HANNIFIN CORP COM COM 701094104 1,874,977 19,150 19,150 4 19,150 * PARKER HANNIFIN CORP COM COM 701094104 3,890,650 39,737 39,737 3 39,737 * PARKWAY PPTYS INC COM COM 70159Q104 24,015 500 500 3 500 * PARKWAY PPTYS INC COM COM 70159Q104 24,015 500 500 5 500 * PARTNERRE LTD COM COM G6852T105 286,750 3,700 3,700 5 3,700 * PARTNERRE LTD COM COM G6852T105 4,533,828 58,501 58,501 3 58,501 * PARTNERS TR FINL GROUP INC N COM COM 70213F102 100,800 9,600 9,600 3 9,600 * PATTERSON UTI ENERGY INC COM COM 703481101 49,799 1,900 1,900 1 1,900 * PATTERSON UTI ENERGY INC COM COM 703481101 536,361 20,464 20,464 2 20,464 * PATTERSON UTI ENERGY INC COM COM 703481101 2,668,178 101,800 101,800 3 101,800 * PAYCHEX INC COM COM 704326107 76,010 1,943 1,943 1 1,943 * PAYCHEX INC COM COM 704326107 1,675,979 42,842 42,842 2 42,842 * PAYCHEX INC COM COM 704326107 3,285,611 83,988 83,988 3 83,988 * PEABODY ENERGY CORP COM COM 704549104 313,502 6,480 6,480 1 6,480 * PEABODY ENERGY CORP COM COM 704549104 4,131,652 85,400 85,400 3 85,400 * PENFORD CORP COM COM 707051108 13,645 500 500 3 500 * PENFORD CORP COM COM 707051108 13,645 500 500 5 500 * PENGROWTH ENERGY TR TR UNIT NEW COM 706902509 676,950 35,461 35,461 3 35,461 * PENN VA RESOURCES PARTNERS L COM COM 707884102 295,450 9,500 9,500 3 9,500 * PENN WEST ENERGY TR TR UNIT COM 707885109 2,453,896 73,536 73,536 3 73,536 * PENNANTPARK INVT CORP COM ADDED COM 708062104 70,200 5,000 5,000 3 5,000 * PENNANTPARK INVT CORP COM ADDED COM 708062104 10,273,068 731,700 731,700 1 731,700 * PENNEY J C INC COM COM 708160106 115,808 1,600 1,600 1 1,600 * PENNEY J C INC COM COM 708160106 1,833,747 25,335 25,335 2 25,335 * PENNEY J C INC COM COM 708160106 3,857,854 53,300 53,300 3 53,300 * PENNSYLVANIA RL ESTATE INVT SH BEN INT COM 709102107 84,227 1,900 1,900 5 1,900 * PENNSYLVANIA RL ESTATE INVT SH BEN INT COM 709102107 1,569,282 35,400 35,400 3 35,400 * PEPCO HOLDINGS INC COM COM 713291102 64,860 2,300 2,300 1 2,300 * PEPCO HOLDINGS INC COM COM 713291102 115,620 4,100 4,100 5 4,100 * PEPCO HOLDINGS INC COM COM 713291102 4,801,050 170,250 170,250 3 170,250 * PEPSI BOTTLING GROUP INC COM COM 713409100 23,711 704 704 7 704 * PEPSI BOTTLING GROUP INC COM COM 713409100 1,255,927 37,290 37,290 4 37,290 * PEPSI BOTTLING GROUP INC COM COM 713409100 1,584,240 47,038 47,038 2 47,038 * PEPSI BOTTLING GROUP INC COM COM 713409100 5,217,301 154,908 154,908 3 154,908 * PEPSI BOTTLING GROUP INC COM COM 713409100 16,629,702 493,756 493,756 1 493,756 * PEPSIAMERICAS INC COM COM 71343P200 169,464 6,900 6,900 5 6,900 * PEPSIAMERICAS INC COM COM 71343P200 417,520 17,000 17,000 3 17,000 * PEPSICO INC COM COM 713448108 239,361 3,691 3,691 7 3,691 * PEPSICO INC COM COM 713448108 443,769 6,843 6,843 1 6,843 * PEPSICO INC COM COM 713448108 7,564,882 116,652 116,652 2 116,652 * PEPSICO INC COM COM 713448108 17,104,382 263,753 263,753 3 263,753 * PERINI CORP COM COM 713839108 470,028 7,639 7,639 3 7,639 * PERINI CORP COM COM 713839108 24,160,431 392,661 392,661 1 392,661 * PERKINELMER INC COM COM 714046109 934,486 35,859 35,859 3 35,859 * PERRIGO CO COM COM 714290103 162,514 8,300 8,300 2 8,300 * PERRIGO CO COM COM 714290103 258,456 13,200 13,200 3 13,200 * PERRIGO CO COM COM 714290103 41,298,136 2,109,200 2,109,200 1 2,109,200 * PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS COM 71646M102 119,350 11,000 11,000 3 11,000 * PETRO-CDA COM COM 71644E102 8,927,265 167,932 167,932 3 167,932 * PETROLEO BRASILEIRO SA PETRO SPONSORED ADR COM 71654V101 266,700 5,000 5,000 1 5,000 * PETROLEO BRASILEIRO SA PETRO SPONSORED ADR COM 71654V101 12,189,417 228,523 228,523 5 228,523 * PETROLEO BRASILEIRO SA PETRO SPONSORED ADR COM 71654V408 13,101,647 216,074 216,074 2 216,074 * PETROLEO BRASILEIRO SA PETRO SPONSORED ADR COM 71654V101 139,642,787 2,617,975 2,617,975 2 2,617,975 * PETROLEO BRASILEIRO SA PETRO SPONSORED ADR COM 71654V101 238,075,676 4,463,361 4,463,361 3 4,463,361 * PETROLEUM DEV CORP COM COM 716578109 194,668 4,100 4,100 2 4,100 * PETROLEUM DEV CORP COM COM 716578109 384,303 8,094 8,094 3 8,094 * PETSMART INC COM COM 716768106 1,091,521 33,637 33,637 2 33,637 * PETSMART INC COM COM 716768106 2,200,110 67,800 67,800 3 67,800 * PFIZER INC COM COM 717081103 194,639 7,612 7,612 7 7,612 * PFIZER INC COM COM 717081103 2,818,607 110,231 110,231 4 110,231 * PFIZER INC COM COM 717081103 4,874,895 190,649 190,649 5 190,649 * PFIZER INC COM COM 717081103 11,011,593 430,645 430,645 2 430,645 * PFIZER INC COM COM 717081103 22,871,368 894,461 894,461 1 894,461 * PFIZER INC COM COM 717081103 49,101,585 1,920,281 1,920,281 3 1,920,281 * PG&E CORP COM COM 69331C108 18,120 400 400 1 400 * PG&E CORP COM COM 69331C108 2,205,838 48,694 48,694 2 48,694 * PG&E CORP COM COM 69331C108 6,324,695 139,618 139,618 3 139,618 * PHARMACOPEIA INC COM COM 7171EP101 5,194,328 935,915 935,915 3 935,915 * PHH CORP COM NEW COM 693320202 31,210 1,000 1,000 3 1,000 * PHILADELPHIA CONS HLDG CORP COM COM 717528103 743,162 17,779 17,779 2 17,779 * PHILIPPINE LONG DISTANCE TEL SPONSORED ADR COM 718252604 62,920 1,100 1,100 1 1,100 * PHILIPPINE LONG DISTANCE TEL SPONSORED ADR COM 718252604 1,452,880 25,400 25,400 3 25,400 * PHOENIX COS INC NEW COM COM 71902E109 72,048 4,800 4,800 5 4,800 * PHOENIX COS INC NEW COM COM 71902E109 1,163,275 77,500 77,500 3 77,500 * PIEDMONT NAT GAS INC COM COM 720186105 229,245 9,300 9,300 3 9,300 * PIEDMONT NAT GAS INC COM COM 720186105 229,245 9,300 9,300 5 9,300 * PINNACLE ENTMT INC COM COM 723456109 76,737 2,726 2,726 3 2,726 * PINNACLE ENTMT INC COM COM 723456109 11,202,968 397,974 397,974 1 397,974 * PINNACLE WEST CAP CORP COM COM 723484101 159,400 4,000 4,000 5 4,000 * PINNACLE WEST CAP CORP COM COM 723484101 5,783,829 145,140 145,140 3 145,140 * PIONEER DRILLING CO COM COM 723655106 32,802 2,200 2,200 3 2,200 * PIONEER NAT RES CO COM COM 723787107 19,484 400 400 2 400 * PITNEY BOWES INC COM COM 724479100 70,230 1,500 1,500 3 1,500 * PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN COM 726503105 159,125 2,500 2,500 1 2,500 * PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN COM 726503105 1,826,500 28,696 28,696 2 28,696 * PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN COM 726503105 9,250,509 145,334 145,334 3 145,334 * PLAINS EXPL& PRODTN CO COM COM 726505100 23,905 500 500 3 500 * PLAINS EXPL& PRODTN CO COM COM 726505100 28,686 600 600 2 600 * PLANTRONICS INC NEW COM COM 727493108 35,843 1,367 1,367 1 1,367 * PLANTRONICS INC NEW COM COM 727493108 627,078 23,916 23,916 2 23,916 * PLANTRONICS INC NEW COM COM 727493108 851,862 32,489 32,489 3 32,489 * PLATINUM UNDERWRITER HLDGS L COM COM G7127P100 295,375 8,500 8,500 2 8,500 * PLATINUM UNDERWRITER HLDGS L COM COM G7127P100 1,171,423 33,710 33,710 3 33,710 * PLUM CREEK TIMBER CO INC COM COM 729251108 24,996 600 600 1 600 * PLUM CREEK TIMBER CO INC COM COM 729251108 95,818 2,300 2,300 2 2,300 * PLUM CREEK TIMBER CO INC COM COM 729251108 262,458 6,300 6,300 3 6,300 * PMC COML TR SH BEN INT COM 693434102 7,896 600 600 5 600 * PMC COML TR SH BEN INT COM 693434102 19,740 1,500 1,500 3 1,500 * PNC FINL SVCS GROUP INC COM COM 693475105 3,256,890 45,500 45,500 2 45,500 * PNC FINL SVCS GROUP INC COM COM 693475105 6,005,562 83,900 83,900 3 83,900 * PNM RES INC COM COM 69349H107 47,243 1,700 1,700 5 1,700 * PNM RES INC COM COM 69349H107 750,469 27,005 27,005 3 27,005 * PNM RES INC COM COM 69349H107 13,582,224 488,745 488,745 1 488,745 * POGO PRODUCING CO COM COM 730448107 274,266 5,400 5,400 5 5,400 * POGO PRODUCING CO COM COM 730448107 502,821 9,900 9,900 2 9,900 * POGO PRODUCING CO COM COM 730448107 3,173,156 62,476 62,476 3 62,476 * POLARIS INDS INC COM COM 731068102 146,070 2,697 2,697 3 2,697 * POLARIS INDS INC COM COM 731068102 619,374 11,436 11,436 2 11,436 * POLO RALPH LAUREN CORP CL A COM 731572103 98,110 1,000 1,000 3 1,000 * POLYMEDICA CORP COM COM 731738100 193,384 4,734 4,734 3 4,734 * POLYMEDICA CORP COM COM 731738100 28,356,681 694,166 694,166 1 694,166 * POOL CORPORATION COM COM 73278L105 23,418 600 600 1 600 * POPULAR INC COM COM 733174106 24,973 1,554 1,554 1 1,554 * POPULAR INC COM COM 733174106 290,867 18,100 18,100 5 18,100 * POPULAR INC COM COM 733174106 365,930 22,771 22,771 2 22,771 * POPULAR INC COM COM 733174106 7,371,582 458,717 458,717 3 458,717 * PORTLAND GEN ELEC CO COM NEW COM 736508847 164,640 6,000 6,000 2 6,000 * PORTLAND GEN ELEC CO COM NEW COM 736508847 1,514,688 55,200 55,200 3 55,200 * PORTLAND GEN ELEC CO COM NEW COM 736508847 13,440,112 489,800 489,800 1 489,800 * POSCO SPONSORED ADR COM 693483109 162,120 1,351 1,351 1 1,351 * POSCO SPONSORED ADR COM 693483109 784,080 6,534 6,534 5 6,534 * POSCO SPONSORED ADR COM 693483109 3,960,600 33,005 33,005 3 33,005 * POTASH CORP SASK INC COM COM 73755L107 112,043 1,437 1,437 1 1,437 * POTASH CORP SASK INC COM COM 73755L107 16,469,603 211,230 211,230 3 211,230 * POTLATCH CORP NEW COM COM 737630103 111,930 2,600 2,600 5 2,600 * POTLATCH CORP NEW COM COM 737630103 2,083,620 48,400 48,400 3 48,400 * POWERSHARES ETF TRUST WATER RESOURCE COM 73935X575 91,630 4,380 4,380 7 4,380 * POZEN INC COM COM 73941U102 3,581,474 198,200 198,200 3 198,200 * PPG INDS INC COM COM 693506107 22,833 300 300 7 300 * PPG INDS INC COM COM 693506107 98,943 1,300 1,300 1 1,300 * PPG INDS INC COM COM 693506107 1,181,075 15,518 15,518 2 15,518 * PPG INDS INC COM COM 693506107 3,866,388 50,800 50,800 3 50,800 * PRAXAIR INC COM COM 74005P104 179,975 2,500 2,500 1 2,500 * PRAXAIR INC COM COM 74005P104 2,075,904 28,836 28,836 2 28,836 * PRAXAIR INC COM COM 74005P104 6,081,211 84,473 84,473 3 84,473 * PRE PAID LEGAL SVCS INC COM COM 740065107 51,448 800 800 3 800 * PRECISION DRILLING TR TR UNIT COM 740215108 83,130 3,400 3,400 5 3,400 * PRECISION DRILLING TR TR UNIT COM 740215108 1,786,879 73,083 73,083 3 73,083 * PRESIDENTIAL LIFE CORP COM COM 740884101 58,980 3,000 3,000 3 3,000 * PRICE T ROWE GROUP INC COM COM 74144T108 46,701 900 900 1 900 * PRICE T ROWE GROUP INC COM COM 74144T108 1,281,216 24,691 24,691 2 24,691 * PRICE T ROWE GROUP INC COM COM 74144T108 2,958,197 57,009 57,009 3 57,009 * PROCTER & GAMBLE CO COM COM 742718109 133,149 2,176 2,176 7 2,176 * PROCTER & GAMBLE CO COM COM 742718109 2,106,160 34,420 34,420 4 34,420 * PROCTER & GAMBLE CO COM COM 742718109 12,612,054 206,113 206,113 2 206,113 * PROCTER & GAMBLE CO COM COM 742718109 28,392,650 464,008 464,008 1 464,008 * PROCTER & GAMBLE CO COM COM 742718109 30,067,971 491,387 491,387 3 491,387 * PROGENICS PHARMACEUTICALS IN COM COM 743187106 7,288,158 337,884 337,884 3 337,884 * PROGRESS ENERGY INC COM COM 743263105 208,027 4,563 4,563 1 4,563 * PROGRESS ENERGY INC COM COM 743263105 300,894 6,600 6,600 5 6,600 * PROGRESS ENERGY INC COM COM 743263105 1,846,851 40,510 40,510 2 40,510 * PROGRESS ENERGY INC COM COM 743263105 15,247,074 334,439 334,439 3 334,439 * PROLOGIS SH BEN INT COM 743410102 45,520 800 800 1 800 * PROLOGIS SH BEN INT COM 743410102 2,151,958 37,820 37,820 3 37,820 * PROTECTIVE LIFE CORP COM COM 743674103 463,757 9,700 9,700 3 9,700 * PROVIDENT ENERGY TR TR UNIT COM 74386K104 129,601 10,900 10,900 5 10,900 * PROVIDENT ENERGY TR TR UNIT COM 74386K104 302,006 25,400 25,400 3 25,400 * PRUDENTIAL FINL INC COM COM 744320102 67,478 694 694 7 694 * PRUDENTIAL FINL INC COM COM 744320102 636,954 6,551 6,551 3 6,551 * PRUDENTIAL FINL INC COM COM 744320102 768,117 7,900 7,900 4 7,900 * PRUDENTIAL FINL INC COM COM 744320102 9,175,109 94,365 94,365 1 94,365 * PSS WORLD MED INC COM COM 69366A100 47,372 2,600 2,600 1 2,600 * PSS WORLD MED INC COM COM 69366A100 231,394 12,700 12,700 3 12,700 * PSYCHIATRIC SOLUTIONS INC COM COM 74439H108 282,828 7,800 7,800 2 7,800 * PSYCHIATRIC SOLUTIONS INC COM COM 74439H108 1,158,580 31,952 31,952 3 31,952 * PSYCHIATRIC SOLUTIONS INC COM COM 74439H108 22,933,217 632,466 632,466 1 632,466 * PT INDOSAT TBK SPONSORED ADR COM 744383100 1,443,258 39,814 39,814 3 39,814 * PUBLIC STORAGE COM COM 74460D109 46,092 600 600 2 600 * PUBLIC STORAGE COM COM 74460D109 111,082 1,446 1,446 1 1,446 * PUBLIC STORAGE COM COM 74460D109 4,277,722 55,685 55,685 3 55,685 * PUGET ENERGY INC NEW COM COM 745310102 239,382 9,900 9,900 5 9,900 * PUGET ENERGY INC NEW COM COM 745310102 3,009,975 124,482 124,482 3 124,482 * PULTE HOMES INC COM COM 745867101 181,845 8,100 8,100 5 8,100 * PULTE HOMES INC COM COM 745867101 251,440 11,200 11,200 3 11,200 * QLOGIC CORP COM COM 747277101 104,895 6,300 6,300 3 6,300 * QLOGIC CORP COM COM 747277101 258,075 15,500 15,500 2 15,500 * QLOGIC CORP COM COM 747277101 16,679,970 1,001,800 1,001,800 1 1,001,800 * QUAKER CHEM CORP COM COM 747316107 18,880 800 800 3 800 * QUALCOMM INC COM COM 747525103 273,748 6,309 6,309 1 6,309 * QUALCOMM INC COM COM 747525103 4,958,566 114,279 114,279 2 114,279 * QUALCOMM INC COM COM 747525103 11,942,750 275,242 275,242 3 275,242 * QUALITY SYS INC COM COM 747582104 311,354 8,200 8,200 3 8,200 * QUALITY SYS INC COM COM 747582104 403,014 10,614 10,614 2 10,614 * QUANEX CORP COM COM 747620102 189,930 3,900 3,900 3 3,900 * QUANEX CORP COM COM 747620102 189,930 3,900 3,900 5 3,900 * QUEBECOR WORLD INC COM NON-VTG COM 748203106 49,815 4,100 4,100 5 4,100 * QUEBECOR WORLD INC COM NON-VTG COM 748203106 1,100,134 90,546 90,546 3 90,546 * QUEST DIAGNOSTICS INC COM COM 74834L100 483,031 9,352 9,352 3 9,352 * QUICKSILVER RESOURCES INC COM COM 74837R104 20,953 470 470 7 470 * QUICKSILVER RESOURCES INC COM COM 74837R104 3,133,082 70,280 70,280 4 70,280 * QUICKSILVER RESOURCES INC COM COM 74837R104 4,355,199 97,694 97,694 5 97,694 * QUICKSILVER RESOURCES INC COM COM 74837R104 15,055,691 337,723 337,723 1 337,723 * QUICKSILVER RESOURCES INC COM COM 74837R104 15,862,812 355,828 355,828 3 355,828 * RADIOSHACK CORP COM COM 750438103 512,610 15,468 15,468 3 15,468 * RAIT FINANCIAL TRUST COM COM 749227104 39,030 1,500 1,500 5 1,500 * RAIT FINANCIAL TRUST COM COM 749227104 426,728 16,400 16,400 3 16,400 * RAMCO-GERSHENSON PPTYS TR COM SH BEN INT COM 751452202 28,744 800 800 3 800 * RAMCO-GERSHENSON PPTYS TR COM SH BEN INT COM 751452202 28,744 800 800 5 800 * RANGE RES CORP COM COM 75281A109 890,358 23,800 23,800 2 23,800 * RANGE RES CORP COM COM 75281A109 4,501,396 120,326 120,326 3 120,326 * RANGE RES CORP COM COM 75281A109 10,804,008 288,800 288,800 1 288,800 * RARE HOSPITALITY INTL INC COM COM 753820109 171,542 6,408 6,408 3 6,408 * RARE HOSPITALITY INTL INC COM COM 753820109 27,409,589 1,023,892 1,023,892 1 1,023,892 * RAYONIER INC COM COM 754907103 1,281,976 28,400 28,400 2 28,400 * RAYONIER INC COM COM 754907103 1,566,358 34,700 34,700 3 34,700 * REALNETWORKS INC COM COM 75605L104 8,987 1,100 1,100 2 1,100 * REALNETWORKS INC COM COM 75605L104 26,144 3,200 3,200 1 3,200 * REALNETWORKS INC COM COM 75605L104 576,018 70,504 70,504 3 70,504 * REDDY ICE HLDGS INC COM COM 75734R105 19,964 700 700 5 700 * REDDY ICE HLDGS INC COM COM 75734R105 51,336 1,800 1,800 2 1,800 * REDDY ICE HLDGS INC COM COM 75734R105 122,636 4,300 4,300 3 4,300 * REDWOOD TR INC COM COM 758075402 19,352 400 400 2 400 * REDWOOD TR INC COM COM 758075402 972,680 20,105 20,105 3 20,105 * REGIONS FINANCIAL CORP NEW COM COM 7591EP100 1,212,056 36,618 36,618 2 36,618 * REGIONS FINANCIAL CORP NEW COM COM 7591EP100 4,575,082 138,220 138,220 3 138,220 * REGIS CORP MINN COM COM 758932107 139,115 3,637 3,637 3 3,637 * REGIS CORP MINN COM COM 758932107 210,375 5,500 5,500 2 5,500 * REGIS CORP MINN COM COM 758932107 21,342,085 557,963 557,963 1 557,963 * REINSURANCE GROUP AMER INC COM COM 759351109 1,970,993 32,719 32,719 2 32,719 * REINSURANCE GROUP AMER INC COM COM 759351109 2,038,281 33,836 33,836 3 33,836 * REINSURANCE GROUP AMER INC COM COM 759351109 59,664,828 990,452 990,452 1 990,452 * RELIANCE STEEL & ALUMINUM CO COM COM 759509102 28,130 500 500 1 500 * RELIANCE STEEL & ALUMINUM CO COM COM 759509102 241,918 4,300 4,300 3 4,300 * RELIANT ENERGY INC COM COM 75952B105 40,425 1,500 1,500 1 1,500 * RENAISSANCERE HOLDINGS LTD COM COM G7496G103 80,587 1,300 1,300 3 1,300 * RENT A CTR INC NEW COM COM 76009N100 561,322 21,400 21,400 3 21,400 * RENT A CTR INC NEW COM COM 76009N100 16,569,491 631,700 631,700 1 631,700 * REPUBLIC AWYS HLDGS INC COM COM 760276105 207,570 10,200 10,200 2 10,200 * REPUBLIC AWYS HLDGS INC COM COM 760276105 558,974 27,468 27,468 3 27,468 * REPUBLIC AWYS HLDGS INC COM COM 760276105 19,493,916 957,932 957,932 1 957,932 * REPUBLIC SVCS INC COM COM 760759100 21,448 700 700 3 700 * REPUBLIC SVCS INC COM COM 760759100 324,784 10,600 10,600 2 10,600 * REPUBLIC SVCS INC COM COM 760759100 4,620,512 150,800 150,800 1 150,800 * RESEARCH IN MOTION LTD COM COM 760975102 219,989 1,100 1,100 4 1,100 * RESEARCH IN MOTION LTD COM COM 760975102 2,907,255 14,537 14,537 3 14,537 * RESOURCES CONNECTION INC COM COM 76122Q105 23,226 700 700 3 700 * RESPIRONICS INC COM COM 761230101 55,367 1,300 1,300 3 1,300 * REXAM PLC SP ADR NEW2001 COM 761655406 73,933 1,484 1,484 2 1,484 * REYNOLDS AMERICAN INC COM COM 761713106 4,382,418 67,215 67,215 3 67,215 * RIGHTNOW TECHNOLOGIES INC COM COM 76657R106 771,680 47,025 47,025 3 47,025 * RIGHTNOW TECHNOLOGIES INC COM COM 76657R106 17,200,568 1,048,176 1,048,176 1 1,048,176 * RIO NARCEA GOLD MINES INC COM COM 766909105 198,072 39,300 39,300 3 39,300 * RIO TINTO PLC SPONSORED ADR COM 767204100 157,346 514 514 2 514 * RITCHIE BROS AUCTIONEERS COM COM 767744105 181,848 2,904 2,904 3 2,904 * RITCHIE BROS AUCTIONEERS COM COM 767744105 369,458 5,900 5,900 2 5,900 * RITCHIE BROS AUCTIONEERS COM COM 767744105 29,681,630 473,996 473,996 1 473,996 * RITE AID CORP COM COM 767754104 39,556 6,200 6,200 1 6,200 * RITE AID CORP COM COM 767754104 40,832 6,400 6,400 3 6,400 * RITE AID CORP COM COM 767754104 614,394 96,300 96,300 2 96,300 * RLI CORP COM COM 749607107 184,635 3,300 3,300 2 3,300 * RLI CORP COM COM 749607107 380,460 6,800 6,800 3 6,800 * ROCK-TENN CO CL A COM 772739207 196,664 6,200 6,200 2 6,200 * ROCKWELL AUTOMATION INC COM COM 773903109 130,269 1,876 1,876 1 1,876 * ROCKWELL AUTOMATION INC COM COM 773903109 2,143,891 30,874 30,874 3 30,874 * ROCKWELL COLLINS INC COM COM 774341101 70,640 1,000 1,000 1 1,000 * ROCKWELL COLLINS INC COM COM 774341101 360,264 5,100 5,100 3 5,100 * ROCKWELL COLLINS INC COM COM 774341101 657,729 9,311 9,311 2 9,311 * ROGERS COMMUNICATIONS INC CL B COM 775109200 4,239,822 99,784 99,784 3 99,784 * ROHM & HAAS CO COM COM 775371107 87,488 1,600 1,600 2 1,600 * ROHM & HAAS CO COM COM 775371107 125,764 2,300 2,300 1 2,300 * ROHM & HAAS CO COM COM 775371107 3,809,173 69,663 69,663 3 69,663 * ROSS STORES INC COM COM 778296103 15,400 500 500 3 500 * ROSS STORES INC COM COM 778296103 224,840 7,300 7,300 2 7,300 * ROSS STORES INC COM COM 778296103 3,880,800 126,000 126,000 1 126,000 * ROWAN COS INC COM COM 779382100 5,076,275 123,872 123,872 3 123,872 * ROYAL BK CDA MONTREAL QUE COM COM 780087102 326,274 6,148 6,148 7 6,148 * ROYAL BK CDA MONTREAL QUE COM COM 780087102 4,161,856 78,422 78,422 3 78,422 * RSC HOLDINGS INC COM ADDED COM 74972L102 10,000 500 500 3 500 * RSC HOLDINGS INC COM ADDED COM 74972L102 134,000 6,700 6,700 2 6,700 * RSC HOLDINGS INC COM ADDED COM 74972L102 2,058,000 102,900 102,900 1 102,900 * RUDDICK CORP COM COM 781258108 105,420 3,500 3,500 3 3,500 * RUDDICK CORP COM COM 781258108 105,420 3,500 3,500 5 3,500 * RUDOLPH TECHNOLOGIES INC COM COM 781270103 370,586 22,311 22,311 3 22,311 * RUSH ENTERPRISES INC CL A COM 781846209 28,236 1,300 1,300 3 1,300 * RYDER SYS INC COM COM 783549108 64,560 1,200 1,200 1 1,200 * RYDER SYS INC COM COM 783549108 204,440 3,800 3,800 5 3,800 * RYDER SYS INC COM COM 783549108 902,549 16,776 16,776 2 16,776 * RYDER SYS INC COM COM 783549108 8,859,300 164,671 164,671 3 164,671 * RYLAND GROUP INC COM COM 783764103 4,032,223 107,900 107,900 3 107,900 * SADIA S A SP ADR PFD 30 COM 786326108 46,700 1,000 1,000 3 1,000 * SAFECO CORP COM COM 786429100 31,130 500 500 3 500 * SAFETY INS GROUP INC COM COM 78648T100 120,060 2,900 2,900 3 2,900 * SAFEWAY INC COM NEW COM 786514208 102,090 3,000 3,000 1 3,000 * SAFEWAY INC COM NEW COM 786514208 714,630 21,000 21,000 2 21,000 * SAFEWAY INC COM NEW COM 786514208 2,572,668 75,600 75,600 3 75,600 * SAIA INC COM COM 78709Y105 27,260 1,000 1,000 3 1,000 * SAIC INC COM COM 78390X101 10,842 600 600 3 600 * SAIC INC COM COM 78390X101 180,700 10,000 10,000 2 10,000 * SAIC INC COM COM 78390X101 2,883,972 159,600 159,600 1 159,600 * SALEM COMMUNICATIONS CORP DE CL A COM 794093104 7,763 700 700 5 700 * SALEM COMMUNICATIONS CORP DE CL A COM 794093104 46,578 4,200 4,200 3 4,200 * SALIX PHARMACEUTICALS INC COM COM 795435106 142,360 11,574 11,574 3 11,574 * SALIX PHARMACEUTICALS INC COM COM 795435106 21,365,420 1,737,026 1,737,026 1 1,737,026 * SANDISK CORP COM COM 80004C101 28,385 580 580 4 580 * SANTANDER BANCORP COM COM 802809103 20,804 1,400 1,400 3 1,400 * SANTARUS INC COM COM 802817304 3,535,055 683,763 683,763 3 683,763 * SARA LEE CORP COM COM 803111103 11,066 636 636 7 636 * SARA LEE CORP COM COM 803111103 113,848 6,543 6,543 1 6,543 * SARA LEE CORP COM COM 803111103 1,180,451 67,842 67,842 3 67,842 * SARA LEE CORP COM COM 803111103 1,188,455 68,302 68,302 2 68,302 * SATYAM COMPUTER SERVICES LTD ADR COM 804098101 987,082 39,866 39,866 2 39,866 * SATYAM COMPUTER SERVICES LTD ADR COM 804098101 32,881,280 1,328,000 1,328,000 3 1,328,000 * SATYAM COMPUTER SERVICES LTD ADR COM 804098101 32,881,280 1,328,000 1,328,000 5 1,328,000 * SAVVIS INC COM NEW COM 805423308 29,706 600 600 3 600 * SCANA CORP NEW COM COM 80589M102 61,264 1,600 1,600 1 1,600 * SCANA CORP NEW COM COM 80589M102 153,160 4,000 4,000 5 4,000 * SCANA CORP NEW COM COM 80589M102 4,910,310 128,240 128,240 3 128,240 * SCHERING PLOUGH CORP COM COM 806605101 1,510,128 49,610 49,610 3 49,610 * SCHLUMBERGER LTD COM COM 806857108 135,904 1,600 1,600 4 1,600 * SCHLUMBERGER LTD COM COM 806857108 316,826 3,730 3,730 1 3,730 * SCHLUMBERGER LTD COM COM 806857108 4,336,951 51,059 51,059 2 51,059 * SCHLUMBERGER LTD COM COM 806857108 7,289,551 85,820 85,820 3 85,820 * SCHNITZER STL INDS CL A COM 806882106 163,571 3,412 3,412 3 3,412 * SCHNITZER STL INDS CL A COM 806882106 21,903,211 456,888 456,888 1 456,888 * SCHULMAN A INC COM COM 808194104 24,330 1,000 1,000 5 1,000 * SCHULMAN A INC COM COM 808194104 77,856 3,200 3,200 3 3,200 * SCIELE PHARMA INC COM COM 808627103 11,780 500 500 3 500 * SCIENTIFIC GAMES CORP CL A COM 80874P109 395,145 11,306 11,306 3 11,306 * SCIENTIFIC GAMES CORP CL A COM 80874P109 510,270 14,600 14,600 2 14,600 * SCIENTIFIC GAMES CORP CL A COM 80874P109 60,693,226 1,736,573 1,736,573 1 1,736,573 * SCOTTISH RE GROUP LIMITED SHS COM G73537410 375,107 76,709 76,709 3 76,709 * SCRIPPS E W CO OHIO CL A COM 811054204 41,121 900 900 1 900 * SCRIPPS E W CO OHIO CL A COM 811054204 685,990 15,014 15,014 2 15,014 * SCRIPPS E W CO OHIO CL A COM 811054204 854,403 18,700 18,700 3 18,700 * SEABOARD CORP COM COM 811543107 46,900 20 20 2 20 * SEABOARD CORP COM COM 811543107 93,800 40 40 1 40 * SEABOARD CORP COM COM 811543107 581,560 248 248 3 248 * SEABRIGHT INSURANCE HLDGS IN COM COM 811656107 38,456 2,200 2,200 1 2,200 * SEABRIGHT INSURANCE HLDGS IN COM COM 811656107 150,328 8,600 8,600 2 8,600 * SEABRIGHT INSURANCE HLDGS IN COM COM 811656107 169,556 9,700 9,700 3 9,700 * SEACOR HOLDINGS INC COM COM 811904101 56,016 600 600 1 600 * SEACOR HOLDINGS INC COM COM 811904101 530,472 5,682 5,682 2 5,682 * SEACOR HOLDINGS INC COM COM 811904101 1,343,357 14,389 14,389 3 14,389 * SEAGATE TECHNOLOGY SHS COM G7945J104 84,903 3,900 3,900 1 3,900 * SEAGATE TECHNOLOGY SHS COM G7945J104 1,199,766 55,111 55,111 2 55,111 * SEAGATE TECHNOLOGY SHS COM G7945J104 2,658,661 122,125 122,125 3 122,125 * SEARS HLDGS CORP COM COM 812350106 67,800 400 400 1 400 * SEARS HLDGS CORP COM COM 812350106 417,818 2,465 2,465 2 2,465 * SEARS HLDGS CORP COM COM 812350106 1,881,450 11,100 11,100 3 11,100 * SEASPAN CORP SHS COM Y75638109 160,900 5,000 5,000 3 5,000 * SEASPAN CORP SHS COM Y75638109 25,644,242 796,900 796,900 1 796,900 * SEI INVESTMENTS CO COM COM 784117103 151,008 5,200 5,200 3 5,200 * SELECTIVE INS GROUP INC COM COM 816300107 231,168 8,600 8,600 5 8,600 * SELECTIVE INS GROUP INC COM COM 816300107 503,194 18,720 18,720 2 18,720 * SELECTIVE INS GROUP INC COM COM 816300107 1,337,280 49,750 49,750 3 49,750 * SEMPRA ENERGY COM COM 816851109 100,691 1,700 1,700 3 1,700 * SENIOR HSG PPTYS TR SH BEN INT COM 81721M109 852,665 41,900 41,900 3 41,900 * SENOMYX INC COM COM 81724Q107 46,805 3,467 3,467 3 3,467 * SENOMYX INC COM COM 81724Q107 6,286,046 465,633 465,633 1 465,633 * SHAW COMMUNICATIONS INC CL B CONV COM 82028K200 3,605,245 171,515 171,515 3 171,515 * SHAW GROUP INC COM COM 820280105 282,369 6,100 6,100 3 6,100 * SHAW GROUP INC COM COM 820280105 37,846,704 817,600 817,600 1 817,600 * SHERWIN WILLIAMS CO COM COM 824348106 106,352 1,600 1,600 1 1,600 * SHERWIN WILLIAMS CO COM COM 824348106 1,540,243 23,172 23,172 2 23,172 * SHERWIN WILLIAMS CO COM COM 824348106 5,812,868 87,451 87,451 3 87,451 * SHILOH INDS INC COM COM 824543102 38,976 3,200 3,200 3 3,200 * SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD COM 824596100 196,000 1,600 1,600 1 1,600 * SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD COM 824596100 1,340,763 10,945 10,945 4 10,945 * SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD COM 824596100 2,881,935 23,526 23,526 3 23,526 * SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD COM 824596100 2,881,935 23,526 23,526 5 23,526 * SHIP FINANCE INTERNATIONAL L SHS COM G81075106 100,912 3,400 3,400 5 3,400 * SHIP FINANCE INTERNATIONAL L SHS COM G81075106 2,254,433 75,958 75,958 3 75,958 * SIEMENS A G SPONSORED ADR COM 826197501 182,688 1,277 1,277 2 1,277 * SIERRA PAC RES NEW COM COM 826428104 29,852 1,700 1,700 3 1,700 * SIERRA PAC RES NEW COM COM 826428104 481,144 27,400 27,400 2 27,400 * SIERRA PAC RES NEW COM COM 826428104 6,009,032 342,200 342,200 1 342,200 * SIGNET GROUP PLC SP ADR REP 10 COM 82668L872 58,478 2,761 2,761 2 2,761 * SILGAN HOLDINGS INC COM COM 827048109 44,224 800 800 2 800 * SILGAN HOLDINGS INC COM COM 827048109 85,629 1,549 1,549 1 1,549 * SILGAN HOLDINGS INC COM COM 827048109 2,179,690 39,430 39,430 3 39,430 * SILICON IMAGE INC COM COM 82705T102 16,534 1,927 1,927 1 1,927 * SILICON IMAGE INC COM COM 82705T102 126,126 14,700 14,700 3 14,700 * SILICON IMAGE INC COM COM 82705T102 285,002 33,217 33,217 2 33,217 * SILICONWARE PRECISION INDS L SPONSD ADR SPL COM 827084864 840,787 77,943 77,943 4 77,943 * SILICONWARE PRECISION INDS L SPONSD ADR SPL COM 827084864 1,379,003 127,837 127,837 6 127,837 * SIMON PPTY GROUP INC NEW COM COM 828806109 120,952 1,300 1,300 1 1,300 * SIMON PPTY GROUP INC NEW COM COM 828806109 823,683 8,853 8,853 2 8,853 * SIMON PPTY GROUP INC NEW COM COM 828806109 3,606,137 38,759 38,759 3 38,759 * SINA CORP ORD COM G81477104 20,930 500 500 1 500 * SINCLAIR BROADCAST GROUP INC CL A COM 829226109 412,380 29,000 29,000 3 29,000 * SIRONA DENTAL SYSTEMS INC COM COM 82966C103 162,669 4,300 4,300 3 4,300 * SIRONA DENTAL SYSTEMS INC COM COM 82966C103 23,329,761 616,700 616,700 1 616,700 * SIRTRIS PHARMACEUTICALS INC COM ADDED COM 82968A105 42,441 4,300 4,300 3 4,300 * SIRTRIS PHARMACEUTICALS INC COM ADDED COM 82968A105 6,128,283 620,900 620,900 1 620,900 * SK TELECOM LTD SPONSORED ADR COM 78440P108 32,820 1,200 1,200 1 1,200 * SK TELECOM LTD SPONSORED ADR COM 78440P108 352,815 12,900 12,900 5 12,900 * SK TELECOM LTD SPONSORED ADR COM 78440P108 2,425,836 88,696 88,696 3 88,696 * SKILLED HEALTHCARE GROUP INC CL A ADDED COM 83066R107 107,019 6,900 6,900 3 6,900 * SKILLED HEALTHCARE GROUP INC CL A ADDED COM 83066R107 15,976,851 1,030,100 1,030,100 1 1,030,100 * SKYWEST INC COM COM 830879102 278,811 11,700 11,700 3 11,700 * SKYWEST INC COM COM 830879102 329,831 13,841 13,841 2 13,841 * SLM CORP COM COM 78442P106 2,004,878 34,819 34,819 3 34,819 * SLM CORP COM COM 78442P106 2,411,450 41,880 41,880 4 41,880 * SMART MODULAR TECHNOLOGIES I ORD SHS COM G82245104 418,552 30,418 30,418 3 30,418 * SMITH INTL INC COM COM 832110100 41,048 700 700 1 700 * SMITH INTL INC COM COM 832110100 1,822,883 31,086 31,086 2 31,086 * SMITH INTL INC COM COM 832110100 4,881,018 83,237 83,237 3 83,237 * SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B COM 833635105 26,947,829 156,637 156,637 3 156,637 * SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B COM 833635105 27,142,751 157,770 157,770 2 157,770 * SOHU COM INC COM COM 83408W103 701,989 21,944 21,944 3 21,944 * SONIC AUTOMOTIVE INC CL A COM 83545G102 2,747,573 94,842 94,842 3 94,842 * SONICWALL INC COM COM 835470105 147,026 17,116 17,116 3 17,116 * SONICWALL INC COM COM 835470105 21,417,310 2,493,284 2,493,284 1 2,493,284 * SONOCO PRODS CO COM COM 835495102 714,927 16,700 16,700 3 16,700 * SONUS PHARMACEUTICALS INC COM COM 835692104 4,304,140 815,178 815,178 3 815,178 * SONY CORP ADR NEW COM 835699307 109,829 2,138 2,138 2 2,138 * SOUTHERN CO COM COM 842587107 75,438 2,200 2,200 1 2,200 * SOUTHERN CO COM COM 842587107 3,180,055 92,740 92,740 2 92,740 * SOUTHERN CO COM COM 842587107 6,675,406 194,675 194,675 3 194,675 * SOUTHERN COPPER CORP COM COM 84265V105 188,520 2,000 2,000 1 2,000 * SOUTHERN COPPER CORP COM COM 84265V105 957,776 10,161 10,161 5 10,161 * SOUTHERN COPPER CORP COM COM 84265V105 34,536,770 366,399 366,399 3 366,399 * SOUTHERN COPPER CORP COM COM 84265V105 35,648,189 378,190 378,190 2 378,190 * SOUTHWEST GAS CORP COM COM 844895102 1,123,439 33,228 33,228 3 33,228 * SOUTHWESTERN ENERGY CO COM COM 845467109 4,486,446 100,819 100,819 3 100,819 * SOVRAN SELF STORAGE INC COM COM 84610H108 38,528 800 800 3 800 * SPANSION INC COM CL A COM 84649R101 403,152 36,320 36,320 3 36,320 * SPARTECH CORP COM NEW COM 847220209 42,480 1,600 1,600 3 1,600 * SPECTRA ENERGY CORP COM COM 847560109 332,574 12,811 12,811 3 12,811 * SPEEDWAY MOTORSPORTS INC COM COM 847788106 51,974 1,300 1,300 3 1,300 * SPHERION CORP COM COM 848420105 36,621 3,900 3,900 3 3,900 * SPRINT NEXTEL CORP COM FON COM 852061100 151,183 7,300 7,300 5 7,300 * SPRINT NEXTEL CORP COM FON COM 852061100 242,038 11,687 11,687 1 11,687 * SPRINT NEXTEL CORP COM FON COM 852061100 809,554 39,090 39,090 2 39,090 * SPRINT NEXTEL CORP COM FON COM 852061100 4,309,420 208,084 208,084 3 208,084 * ST JUDE MED INC COM COM 790849103 1,852,072 44,639 44,639 2 44,639 * ST JUDE MED INC COM COM 790849103 3,259,620 78,564 78,564 3 78,564 * ST MARY LD & EXPL CO COM COM 792228108 163,911 4,476 4,476 3 4,476 * ST MARY LD & EXPL CO COM COM 792228108 23,807,541 650,124 650,124 1 650,124 * STANDARD MTR PRODS INC COM COM 853666105 12,024 800 800 5 800 * STANDARD MTR PRODS INC COM COM 853666105 366,732 24,400 24,400 3 24,400 * STANDARD PAC CORP NEW COM COM 85375C101 141,993 8,100 8,100 3 8,100 * STANDARD PAC CORP NEW COM COM 85375C101 141,993 8,100 8,100 5 8,100 * STANDARD PARKING CORP COM COM 853790103 113,329 3,226 3,226 3 3,226 * STANDARD PARKING CORP COM COM 853790103 16,450,466 468,274 468,274 1 468,274 * STANDARD REGISTER CO COM COM 853887107 58,140 5,100 5,100 5 5,100 * STANDARD REGISTER CO COM COM 853887107 977,516 85,747 85,747 3 85,747 * STANDEX INTL CORP COM COM 854231107 22,752 800 800 5 800 * STANDEX INTL CORP COM COM 854231107 403,848 14,200 14,200 3 14,200 * STANLEY WKS COM COM 854616109 1,305,050 21,500 21,500 3 21,500 * STAPLES INC COM COM 855030102 326,288 13,750 13,750 3 13,750 * STARBUCKS CORP COM COM 855244109 128,576 4,900 4,900 1 4,900 * STARBUCKS CORP COM COM 855244109 1,309,376 49,900 49,900 3 49,900 * STARBUCKS CORP COM COM 855244109 2,350,396 89,573 89,573 2 89,573 * STARTEK INC COM COM 85569C107 10,790 1,000 1,000 5 1,000 * STARTEK INC COM COM 85569C107 1,010,160 93,620 93,620 3 93,620 * STATE STR CORP COM COM 857477103 82,080 1,200 1,200 3 1,200 * STEEL DYNAMICS INC COM COM 858119100 167,640 4,000 4,000 3 4,000 * STEIN MART INC COM COM 858375108 7,356 600 600 3 600 * STEINER LEISURE LTD ORD COM P8744Y102 14,294 291 291 2 291 * STEPAN CO COM COM 858586100 15,140 500 500 5 500 * STEPAN CO COM COM 858586100 186,676 6,165 6,165 3 6,165 * STERICYCLE INC COM COM 858912108 35,568 800 800 3 800 * STERLING BANCORP COM COM 859158107 157,094 9,800 9,800 3 9,800 * STEWART INFORMATION SVCS COR COM COM 860372101 35,847 900 900 5 900 * STEWART INFORMATION SVCS COR COM COM 860372101 714,670 17,943 17,943 3 17,943 * STMICROELECTRONICS N V NY REGISTRY COM 861012102 111,475 5,809 5,809 2 5,809 * STRATEGIC HOTELS & RESORTS I COM COM 86272T106 161,928 7,200 7,200 3 7,200 * STRATEGIC HOTELS & RESORTS I COM COM 86272T106 161,928 7,200 7,200 5 7,200 * STREETTRACKS GOLD TR GOLD SHS COM 863307104 469,171 7,300 7,300 6 7,300 * STREETTRACKS GOLD TR GOLD SHS COM 863307104 496,807 7,730 7,730 4 7,730 * STREETTRACKS GOLD TR GOLD SHS COM 863307104 981,789 15,276 15,276 1 15,276 * STREETTRACKS GOLD TR GOLD SHS COM 863307104 25,812,439 401,625 401,625 3 401,625 * STREETTRACKS SER TR DJ WIL REIT COM 86330E604 18,585,135 229,022 229,022 4 229,022 * STREETTRACKS SER TR DJ WIL REIT COM 86330E604 120,914 1,490 1,490 6 1,490 * STRYKER CORP COM COM 863667101 233,433 3,700 3,700 1 3,700 * STRYKER CORP COM COM 863667101 2,258,622 35,800 35,800 2 35,800 * STRYKER CORP COM COM 863667101 7,204,878 114,200 114,200 3 114,200 * SUEZ SPONSORED ADR COM 864686100 141,351 2,466 2,466 2 2,466 * SUN COMMUNITIES INC COM COM 866674104 17,862 600 600 5 600 * SUN COMMUNITIES INC COM COM 866674104 128,011 4,300 4,300 3 4,300 * SUN HEALTHCARE GROUP INC COM NEW COM 866933401 160,839 11,100 11,100 3 11,100 * SUN HEALTHCARE GROUP INC COM NEW COM 866933401 25,158,987 1,736,300 1,736,300 1 1,736,300 * SUN LIFE FINL INC COM COM 866796105 4,096,950 85,800 85,800 3 85,800 * SUNCOR ENERGY INC COM COM 867229106 20,232 225 225 7 225 * SUNCOR ENERGY INC COM COM 867229106 116,446 1,295 1,295 2 1,295 * SUNCOR ENERGY INC COM COM 867229106 1,012,499 11,260 11,260 4 11,260 * SUNCOR ENERGY INC COM COM 867229106 13,102,963 145,718 145,718 1 145,718 * SUNCOR ENERGY INC COM COM 867229106 40,553,920 451,000 451,000 5 451,000 * SUNCOR ENERGY INC COM COM 867229106 296,453,561 3,296,859 3,296,859 3 3,296,859 * SUNESIS PHARMACEUTICALS INC COM COM 867328502 1,374,993 386,234 386,234 3 386,234 * SUNOCO INC COM COM 86764P109 5,466,048 68,600 68,600 3 68,600 * SUNOCO LOGISTICS PRTNRS L P COM UNITS COM 86764L108 78,104 1,300 1,300 1 1,300 * SUNOCO LOGISTICS PRTNRS L P COM UNITS COM 86764L108 137,463 2,288 2,288 2 2,288 * SUNOCO LOGISTICS PRTNRS L P COM UNITS COM 86764L108 3,338,465 55,567 55,567 3 55,567 * SUNPOWER CORP COM CL A COM 867652109 37,830 600 600 1 600 * SUNPOWER CORP COM CL A COM 867652109 409,825 6,500 6,500 3 6,500 * SUNRISE SENIOR LIVING INC COM COM 86768K106 599,850 15,000 15,000 3 15,000 * SUNSTONE HOTEL INVS INC NEW COM COM 867892101 190,213 6,700 6,700 5 6,700 * SUNSTONE HOTEL INVS INC NEW COM COM 867892101 2,495,481 87,900 87,900 3 87,900 * SUNTRUST BKS INC COM COM 867914103 433,158 5,052 5,052 3 5,052 * SUPERGEN INC COM COM 868059106 125,656 22,600 22,600 3 22,600 * SUPERIOR ESSEX INC COM COM 86815V105 14,940 400 400 1 400 * SUPERIOR ESSEX INC COM COM 86815V105 242,775 6,500 6,500 3 6,500 * SUPERIOR ESSEX INC COM COM 86815V105 310,154 8,304 8,304 2 8,304 * SUPERIOR WELL SVCS INC COM COM 86837X105 188,034 7,400 7,400 2 7,400 * SUPERVALU INC COM COM 868536103 21,215 458 458 7 458 * SUPERVALU INC COM COM 868536103 254,760 5,500 5,500 5 5,500 * SUPERVALU INC COM COM 868536103 3,722,229 80,359 80,359 3 80,359 * SUREWEST COMMUNICATIONS COM COM 868733106 106,236 3,900 3,900 3 3,900 * SUSQUEHANNA BANCSHARES INC P COM COM 869099101 346,735 15,500 15,500 3 15,500 * SVB FINL GROUP COM COM 78486Q101 95,598 1,800 1,800 3 1,800 * SVB FINL GROUP COM COM 78486Q101 175,263 3,300 3,300 2 3,300 * SVB FINL GROUP COM COM 78486Q101 14,069,848 264,919 264,919 1 264,919 * SWIFT ENERGY CO COM COM 870738101 564,432 13,200 13,200 3 13,200 * SYMANTEC CORP COM COM 871503108 232,118 11,491 11,491 3 11,491 * SYMBION INC DEL COM COM 871507109 154,857 7,133 7,133 3 7,133 * SYMBION INC DEL COM COM 871507109 23,194,248 1,068,367 1,068,367 1 1,068,367 * SYNGENTA AG SPONSORED ADR COM 87160A100 99,778 2,563 2,563 2 2,563 * SYNIVERSE HLDGS INC COM COM 87163F106 127,314 9,900 9,900 3 9,900 * SYNIVERSE HLDGS INC COM COM 87163F106 18,194,328 1,414,800 1,414,800 1 1,414,800 * SYNOPSYS INC COM COM 871607107 38,905 1,472 1,472 3 1,472 * SYNTEL INC COM COM 87162H103 48,624 1,600 1,600 3 1,600 * SYPRIS SOLUTIONS INC COM COM 871655106 5,614 700 700 3 700 * SYPRIS SOLUTIONS INC COM COM 871655106 5,614 700 700 5 700 * SYSCO CORP COM COM 871829107 139,350 4,224 4,224 1 4,224 * SYSCO CORP COM COM 871829107 2,392,897 72,534 72,534 2 72,534 * SYSCO CORP COM COM 871829107 5,594,213 169,573 169,573 3 169,573 * SYSTEMAX INC COM COM 871851101 228,910 11,000 11,000 2 11,000 * SYSTEMAX INC COM COM 871851101 491,116 23,600 23,600 3 23,600 * TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR COM 874039100 3,105 279 279 1 279 * TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR COM 874039100 4,519 406 406 2 406 * TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR COM 874039100 28,827 2,590 2,590 7 2,590 * TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR COM 874039100 2,214,603 198,976 198,976 4 198,976 * TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR COM 874039100 2,464,705 221,447 221,447 6 221,447 * TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR COM 874039100 4,568,743 410,489 410,489 5 410,489 * TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR COM 874039100 11,637,739 1,045,619 1,045,619 3 1,045,619 * TALBOTS INC COM COM 874161102 282,839 11,300 11,300 3 11,300 * TALBOTS INC COM COM 874161102 538,145 21,500 21,500 2 21,500 * TALBOTS INC COM COM 874161102 38,999,243 1,558,100 1,558,100 1 1,558,100 * TALISMAN ENERGY INC COM COM 87425E103 1,677,844 86,800 86,800 3 86,800 * TANOX INC COM COM 87588Q109 166,926 8,600 8,600 3 8,600 * TARGET CORP COM COM 87612E106 19,716 310 310 7 310 * TARGET CORP COM COM 87612E106 1,045,711 16,442 16,442 4 16,442 * TARGET CORP COM COM 87612E106 1,997,358 31,405 31,405 2 31,405 * TARGET CORP COM COM 87612E106 7,173,698 112,794 112,794 3 112,794 * TARGET CORP COM COM 87612E106 13,500,626 212,274 212,274 1 212,274 * TCF FINL CORP COM COM 872275102 1,195,400 43,000 43,000 3 43,000 * TCF FINL CORP COM COM 872275102 1,456,720 52,400 52,400 2 52,400 * TD AMERITRADE HLDG CORP COM COM 87236Y108 42,000 2,100 2,100 2 2,100 * TD AMERITRADE HLDG CORP COM COM 87236Y108 2,202,000 110,100 110,100 5 110,100 * TD AMERITRADE HLDG CORP COM COM 87236Y108 2,342,380 117,119 117,119 3 117,119 * TECHNE CORP COM COM 878377100 91,536 1,600 1,600 3 1,600 * TECHNE CORP COM COM 878377100 211,677 3,700 3,700 2 3,700 * TECHNE CORP COM COM 878377100 3,026,409 52,900 52,900 1 52,900 * TECHNOLOGY INVT CAP CORP COM COM 878717305 60,981 3,862 3,862 3 3,862 * TECHNOLOGY INVT CAP CORP COM COM 878717305 7,010,523 443,985 443,985 1 443,985 * TECK COMINCO LTD CL B COM 878742204 144,500 3,400 3,400 4 3,400 * TECK COMINCO LTD CL B COM 878742204 3,089,155 72,686 72,686 3 72,686 * TECO ENERGY INC COM COM 872375100 120,260 7,000 7,000 1 7,000 * TECO ENERGY INC COM COM 872375100 697,508 40,600 40,600 2 40,600 * TECO ENERGY INC COM COM 872375100 3,682,224 214,332 214,332 3 214,332 * TEEKAY CORPORATION COM COM Y8564W103 110,029 1,900 1,900 5 1,900 * TEEKAY CORPORATION COM COM Y8564W103 138,984 2,400 2,400 3 2,400 * TEKTRONIX INC COM COM 879131100 172,074 5,100 5,100 3 5,100 * TEKTRONIX INC COM COM 879131100 492,604 14,600 14,600 2 14,600 * TEKTRONIX INC COM COM 879131100 27,484,604 814,600 814,600 1 814,600 * TELE NORTE LESTE PART S A SPON ADR PFD COM 879246106 18,970 1,000 1,000 1 1,000 * TELE NORTE LESTE PART S A SPON ADR PFD COM 879246106 104,335 5,500 5,500 5 5,500 * TELE NORTE LESTE PART S A SPON ADR PFD COM 879246106 2,081,009 109,700 109,700 3 109,700 * TELECOM ARGENTINA S A SPON ADR REP B COM 879273209 1,011,154 40,576 40,576 5 40,576 * TELECOM ARGENTINA S A SPON ADR REP B COM 879273209 44,335,994 1,779,133 1,779,133 2 1,779,133 * TELECOM ARGENTINA S A SPON ADR REP B COM 879273209 49,831,702 1,999,667 1,999,667 3 1,999,667 * TELECOMUNICACOES BRASILEIRAS SPONSORED ADR COM 879287308 26,827 1,328 1,328 7 1,328 * TELECOMUNICACOES DE SAO PAUL SPON ADR PFD COM 87929A102 100,874 3,100 3,100 3 3,100 * TELEFONICA S A SPONSORED ADR COM 879382208 10,815 162 162 2 162 * TELEFONICA S A SPONSORED ADR COM 879382208 13,419 201 201 7 201 * TELEFONOS DE MEXICO S A B SPON ADR ORD L COM 879403780 56,835 1,500 1,500 5 1,500 * TELEFONOS DE MEXICO S A B SPON ADR ORD L COM 879403780 7,988,614 210,837 210,837 3 210,837 * TELEMIG CELULAR PART S A SPON ADR PFD COM 87944E105 25,115 500 500 5 500 * TELEMIG CELULAR PART S A SPON ADR PFD COM 87944E105 546,603 10,882 10,882 3 10,882 * TELEPHONE & DATA SYS INC COM COM 879433100 118,883 1,900 1,900 5 1,900 * TELEPHONE & DATA SYS INC COM COM 879433100 543,420 8,685 8,685 2 8,685 * TELEPHONE & DATA SYS INC COM COM 879433100 2,075,822 33,176 33,176 3 33,176 * TELUS CORP NON-VTG SHS COM 87971M202 942,720 16,000 16,000 3 16,000 * TEMPUR PEDIC INTL INC COM COM 88023U101 409,220 15,800 15,800 3 15,800 * TEMPUR PEDIC INTL INC COM COM 88023U101 462,755 17,867 17,867 2 17,867 * TENARIS S A SPONSORED ADR COM 88031M109 162,058 3,310 3,310 1 3,310 * TENARIS S A SPONSORED ADR COM 88031M109 2,335,686 47,706 47,706 5 47,706 * TENARIS S A SPONSORED ADR COM 88031M109 71,242,381 1,455,114 1,455,114 2 1,455,114 * TENARIS S A SPONSORED ADR COM 88031M109 74,335,968 1,518,300 1,518,300 3 1,518,300 * TENNANT CO COM COM 880345103 40,150 1,100 1,100 3 1,100 * TENNECO INC COM COM 880349105 245,280 7,000 7,000 3 7,000 * TEPPCO PARTNERS L P UT LTD PARTNER COM 872384102 346,008 7,800 7,800 2 7,800 * TEPPCO PARTNERS L P UT LTD PARTNER COM 872384102 2,546,841 57,413 57,413 3 57,413 * TEREX CORP NEW COM COM 880779103 56,910 700 700 2 700 * TEREX CORP NEW COM COM 880779103 715,440 8,800 8,800 3 8,800 * TESORO CORP COM COM 881609101 342,900 6,000 6,000 5 6,000 * TESORO CORP COM COM 881609101 822,960 14,400 14,400 2 14,400 * TESORO CORP COM COM 881609101 3,379,394 59,132 59,132 3 59,132 * TEVA PHARMACEUTICAL INDS LTD ADR COM 881624209 15,059,220 365,072 365,072 3 365,072 * TEXAS INSTRS INC COM COM 882508104 12,343 328 328 7 328 * TEXAS INSTRS INC COM COM 882508104 682,985 18,150 18,150 4 18,150 * TEXAS INSTRS INC COM COM 882508104 3,693,272 98,147 98,147 2 98,147 * TEXAS INSTRS INC COM COM 882508104 8,321,536 221,141 221,141 1 221,141 * TEXAS INSTRS INC COM COM 882508104 9,346,916 248,390 248,390 3 248,390 * TEXTRON INC COM COM 883203101 61,882 562 562 7 562 * TEXTRON INC COM COM 883203101 77,077 700 700 2 700 * TEXTRON INC COM COM 883203101 2,664,442 24,198 24,198 5 24,198 * TEXTRON INC COM COM 883203101 3,295,592 29,930 29,930 4 29,930 * TEXTRON INC COM COM 883203101 9,473,864 86,040 86,040 3 86,040 * TEXTRON INC COM COM 883203101 17,141,484 155,676 155,676 1 155,676 * THERMO FISHER SCIENTIFIC INC COM COM 883556102 15,516 300 300 4 300 * THERMO FISHER SCIENTIFIC INC COM COM 883556102 93,096 1,800 1,800 1 1,800 * THERMO FISHER SCIENTIFIC INC COM COM 883556102 1,494,553 28,897 28,897 2 28,897 * THERMO FISHER SCIENTIFIC INC COM COM 883556102 5,184,258 100,237 100,237 3 100,237 * THOMSON CORP COM COM 884903105 3,311,572 80,711 80,711 3 80,711 * THOR INDS INC COM COM 885160101 22,796 505 505 1 505 * THOR INDS INC COM COM 885160101 334,849 7,418 7,418 3 7,418 * THORNBURG MTG INC COM COM 885218107 130,900 5,000 5,000 5 5,000 * THORNBURG MTG INC COM COM 885218107 3,918,151 149,662 149,662 3 149,662 * THQ INC COM NEW COM 872443403 92,628 3,035 3,035 3 3,035 * THQ INC COM NEW COM 872443403 14,285,344 468,065 468,065 1 468,065 * TIME WARNER INC COM COM 887317105 63,120 3,000 3,000 4 3,000 * TIME WARNER INC COM COM 887317105 140,968 6,700 6,700 5 6,700 * TIME WARNER INC COM COM 887317105 245,200 11,654 11,654 1 11,654 * TIME WARNER INC COM COM 887317105 5,221,497 248,170 248,170 2 248,170 * TIME WARNER INC COM COM 887317105 12,793,351 608,049 608,049 3 608,049 * TIME WARNER TELECOM INC CL A COM 887319101 6,834 340 340 7 340 * TIME WARNER TELECOM INC CL A COM 887319101 356,172 17,720 17,720 4 17,720 * TIME WARNER TELECOM INC CL A COM 887319101 412,050 20,500 20,500 2 20,500 * TIME WARNER TELECOM INC CL A COM 887319101 947,072 47,118 47,118 3 47,118 * TIME WARNER TELECOM INC CL A COM 887319101 35,065,093 1,744,532 1,744,532 1 1,744,532 * TIMKEN CO COM COM 887389104 303,324 8,400 8,400 5 8,400 * TIMKEN CO COM COM 887389104 5,438,166 150,600 150,600 3 150,600 * TJX COS INC NEW COM COM 872540109 110,000 4,000 4,000 1 4,000 * TJX COS INC NEW COM COM 872540109 1,730,300 62,920 62,920 2 62,920 * TJX COS INC NEW COM COM 872540109 4,771,058 173,493 173,493 3 173,493 * TORONTO DOMINION BK ONT COM NEW COM 891160509 130,405 1,904 1,904 7 1,904 * TORONTO DOMINION BK ONT COM NEW COM 891160509 3,418,541 49,913 49,913 3 49,913 * TOTAL SYS SVCS INC COM COM 891906109 61,971 2,100 2,100 1 2,100 * TOTAL SYS SVCS INC COM COM 891906109 964,977 32,700 32,700 2 32,700 * TOTAL SYS SVCS INC COM COM 891906109 1,378,117 46,700 46,700 3 46,700 * TOUSA INC COM ADDED COM 872962105 200,248 47,792 47,792 3 47,792 * TOYOTA MOTOR CORP SP ADR REP2COM COM 892331307 104,103 827 827 2 827 * TRANSCANADA CORP COM COM 89353D107 6,154,401 178,855 178,855 3 178,855 * TRANSOCEAN INC ORD COM G90078109 466,312 4,400 4,400 3 4,400 * TRAVELERS COMPANIES INC COM COM 89417E109 87,847 1,642 1,642 7 1,642 * TRAVELERS COMPANIES INC COM COM 89417E109 1,734,417 32,419 32,419 2 32,419 * TRAVELERS COMPANIES INC COM COM 89417E109 4,084,351 76,343 76,343 5 76,343 * TRAVELERS COMPANIES INC COM COM 89417E109 4,150,530 77,580 77,580 4 77,580 * TRAVELERS COMPANIES INC COM COM 89417E109 13,987,629 261,451 261,451 1 261,451 * TRAVELERS COMPANIES INC COM COM 89417E109 14,854,864 277,661 277,661 3 277,661 * TREDEGAR CORP COM COM 894650100 29,820 1,400 1,400 3 1,400 * TRIAD GTY INC COM COM 895925105 25,356 635 635 2 635 * TRIAD GTY INC COM COM 895925105 271,524 6,800 6,800 3 6,800 * TRIAD HOSPITALS INC COM COM 89579K109 1,085,952 20,200 20,200 3 20,200 * TRIBUNE CO NEW COM COM 896047107 90,023 3,062 3,062 1 3,062 * TRIBUNE CO NEW COM COM 896047107 917,162 31,196 31,196 2 31,196 * TRIBUNE CO NEW COM COM 896047107 1,245,266 42,356 42,356 3 42,356 * TRICO MARINE SERVICES INC COM NEW COM 896106200 32,704 800 800 1 800 * TRIDENT MICROSYSTEMS INC COM COM 895919108 367,000 20,000 20,000 3 20,000 * TRINITY BIOTECH PLC SPON ADR NEW COM 896438306 877,981 75,688 75,688 3 75,688 * TRONOX INC COM CL B COM 897051207 54,795 3,900 3,900 3 3,900 * TSAKOS ENERGY NAVIGATION LTD SHS COM G9108L108 209,730 3,000 3,000 5 3,000 * TSAKOS ENERGY NAVIGATION LTD SHS COM G9108L108 2,838,626 40,604 40,604 3 40,604 * TUESDAY MORNING CORP COM NEW COM 899035505 1,210,650 97,949 97,949 3 97,949 * TURKCELL ILETISIM HIZMETLERI SPON ADR NEW COM 900111204 8,625 518 518 5 518 * TURKCELL ILETISIM HIZMETLERI SPON ADR NEW COM 900111204 336,896 20,234 20,234 2 20,234 * TURKCELL ILETISIM HIZMETLERI SPON ADR NEW COM 900111204 400,766 24,070 24,070 3 24,070 * TXU CORP COM COM 873168108 430,720 6,400 6,400 3 6,400 * TXU CORP COM COM 873168108 666,135 9,898 9,898 2 9,898 * TYCO ELECTRONICS LTD WHEN ISSUED ADDED COM G9144P105 26,873 688 688 1 688 * TYCO ELECTRONICS LTD WHEN ISSUED ADDED COM G9144P105 884,514 22,645 22,645 2 22,645 * TYCO ELECTRONICS LTD WHEN ISSUED ADDED COM G9144P105 1,965,030 50,308 50,308 3 50,308 * TYCO INTERNATIONAL LTD WHEN ISSUED ADDED COM G9143X208 36,464 688 688 1 688 * TYCO INTERNATIONAL LTD WHEN ISSUED ADDED COM G9143X208 1,200,185 22,645 22,645 2 22,645 * TYCO INTERNATIONAL LTD WHEN ISSUED ADDED COM G9143X208 2,746,778 51,826 51,826 3 51,826 * UAP HLDG CORP COM COM 903441103 625,254 20,745 20,745 2 20,745 * UAP HLDG CORP COM COM 903441103 1,127,236 37,400 37,400 3 37,400 * UDR INC COM COM 902653104 10,204 388 388 3 388 * UDR INC COM COM 902653104 134,340 5,108 5,108 2 5,108 * UDR INC COM COM 902653104 2,438,063 92,702 92,702 1 92,702 * UGI CORP NEW COM COM 902681105 54,560 2,000 2,000 2 2,000 * UGI CORP NEW COM COM 902681105 152,768 5,600 5,600 3 5,600 * UIL HLDG CORP COM COM 902748102 26,480 800 800 5 800 * UIL HLDG CORP COM COM 902748102 955,465 28,866 28,866 3 28,866 * ULTIMATE SOFTWARE GROUP INC COM COM 90385D107 613,432 21,204 21,204 3 21,204 * ULTRA CLEAN HLDGS INC COM COM 90385V107 195,720 14,000 14,000 3 14,000 * ULTRA PETROLEUM CORP COM COM 903914109 18,340 332 332 7 332 * ULTRA PETROLEUM CORP COM COM 903914109 888,812 16,090 16,090 4 16,090 * ULTRA PETROLEUM CORP COM COM 903914109 5,520,133 99,930 99,930 3 99,930 * ULTRA PETROLEUM CORP COM COM 903914109 13,183,192 238,653 238,653 1 238,653 * ULTRAPAR PARTICIPACOES S A SP ADR REP PFD COM 90400P101 551,120 16,600 16,600 5 16,600 * ULTRAPAR PARTICIPACOES S A SP ADR REP PFD COM 90400P101 713,800 21,500 21,500 3 21,500 * UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT COM 90458E107 383,758 3,400 3,400 1 3,400 * UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT COM 90458E107 41,870,481 370,962 370,962 5 370,962 * UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT COM 90458E107 103,106,632 913,499 913,499 2 913,499 * UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT COM 90458E107 156,872,031 1,389,847 1,389,847 3 1,389,847 * UNION PAC CORP COM COM 907818108 115,150 1,000 1,000 3 1,000 * UNIONBANCAL CORP COM COM 908906100 722,370 12,100 12,100 3 12,100 * UNIONBANCAL CORP COM COM 908906100 1,701,450 28,500 28,500 2 28,500 * UNISOURCE ENERGY CORP COM COM 909205106 717,002 21,800 21,800 2 21,800 * UNISOURCE ENERGY CORP COM COM 909205106 1,947,088 59,200 59,200 3 59,200 * UNISOURCE ENERGY CORP COM COM 909205106 13,527,657 411,300 411,300 1 411,300 * UNITED AMER INDEMNITY LTD CL A COM 90933T109 37,305 1,500 1,500 1 1,500 * UNITED AMER INDEMNITY LTD CL A COM 90933T109 156,681 6,300 6,300 3 6,300 * UNITED INDL CORP COM COM 910671106 29,990 500 500 3 500 * UNITED MICROELECTRONICS CORP SPONSORED ADR COM 910873207 17,647 5,160 5,160 2 5,160 * UNITED MICROELECTRONICS CORP SPONSORED ADR COM 910873207 18,625 5,446 5,446 1 5,446 * UNITED MICROELECTRONICS CORP SPONSORED ADR COM 910873207 48,369 14,143 14,143 4 14,143 * UNITED MICROELECTRONICS CORP SPONSORED ADR COM 910873207 57,456 16,800 16,800 5 16,800 * UNITED MICROELECTRONICS CORP SPONSORED ADR COM 910873207 120,487 35,230 35,230 3 35,230 * UNITED ONLINE INC COM COM 911268100 14,841 900 900 1 900 * UNITED ONLINE INC COM COM 911268100 283,958 17,220 17,220 2 17,220 * UNITED ONLINE INC COM COM 911268100 701,171 42,521 42,521 3 42,521 * UNITED PARCEL SERVICE INC CL B COM 911312106 270,392 3,704 3,704 1 3,704 * UNITED PARCEL SERVICE INC CL B COM 911312106 3,980,398 54,526 54,526 2 54,526 * UNITED PARCEL SERVICE INC CL B COM 911312106 8,595,896 117,752 117,752 3 117,752 * UNITED STATES STL CORP NEW COM COM 912909108 391,500 3,600 3,600 2 3,600 * UNITED STATES STL CORP NEW COM COM 912909108 1,250,625 11,500 11,500 3 11,500 * UNITED TECHNOLOGIES CORP COM COM 913017109 110,367 1,556 1,556 7 1,556 * UNITED TECHNOLOGIES CORP COM COM 913017109 3,733,755 52,640 52,640 4 52,640 * UNITED TECHNOLOGIES CORP COM COM 913017109 4,860,478 68,525 68,525 5 68,525 * UNITED TECHNOLOGIES CORP COM COM 913017109 5,528,213 77,939 77,939 2 77,939 * UNITED TECHNOLOGIES CORP COM COM 913017109 20,986,130 295,871 295,871 1 295,871 * UNITED TECHNOLOGIES CORP COM COM 913017109 24,687,541 348,055 348,055 3 348,055 * UNITEDHEALTH GROUP INC COM COM 91324P102 341,002 6,668 6,668 1 6,668 * UNITEDHEALTH GROUP INC COM COM 91324P102 5,337,533 104,371 104,371 2 104,371 * UNITEDHEALTH GROUP INC COM COM 91324P102 14,871,768 290,805 290,805 3 290,805 * UNITIL CORP COM COM 913259107 5,460 200 200 3 200 * UNITIL CORP COM COM 913259107 5,460 200 200 5 200 * UNITRIN INC COM COM 913275103 221,310 4,500 4,500 5 4,500 * UNITRIN INC COM COM 913275103 1,062,288 21,600 21,600 3 21,600 * UNUM GROUP COM COM 91529Y106 122,717 4,700 4,700 5 4,700 * UNUM GROUP COM COM 91529Y106 2,415,201 92,501 92,501 3 92,501 * US BANCORP DEL COM NEW COM 902973304 13,839 420 420 4 420 * US BANCORP DEL COM NEW COM 902973304 206,959 6,281 6,281 1 6,281 * US BANCORP DEL COM NEW COM 902973304 1,392,599 42,264 42,264 2 42,264 * US BANCORP DEL COM NEW COM 902973304 5,342,118 162,128 162,128 3 162,128 * USA MOBILITY INC COM COM 90341G103 136,476 5,100 5,100 5 5,100 * USA MOBILITY INC COM COM 90341G103 2,734,604 102,190 102,190 3 102,190 * USEC INC COM COM 90333E108 43,960 2,000 2,000 7 2,000 * UST INC COM COM 902911106 16,113 300 300 1 300 * UST INC COM COM 902911106 1,067,433 19,874 19,874 2 19,874 * UST INC COM COM 902911106 1,074,200 20,000 20,000 3 20,000 * V F CORP COM COM 918204108 1,583,876 17,295 17,295 2 17,295 * V F CORP COM COM 918204108 2,832,936 30,934 30,934 3 30,934 * VALERO ENERGY CORP NEW COM COM 91913Y100 257,107 3,481 3,481 1 3,481 * VALERO ENERGY CORP NEW COM COM 91913Y100 398,844 5,400 5,400 5 5,400 * VALERO ENERGY CORP NEW COM COM 91913Y100 1,744,278 23,616 23,616 2 23,616 * VALERO ENERGY CORP NEW COM COM 91913Y100 12,467,051 168,793 168,793 3 168,793 * VALUECLICK INC COM COM 92046N102 668,919 22,706 22,706 3 22,706 * VALUECLICK INC COM COM 92046N102 4,185,824 142,085 142,085 1 142,085 * VARIAN INC COM COM 922206107 49,347 900 900 3 900 * VARIAN INC COM COM 922206107 6,842,784 124,800 124,800 1 124,800 * VARIAN MED SYS INC COM COM 92220P105 216,801 5,100 5,100 3 5,100 * VASCO DATA SEC INTL INC COM COM 92230Y104 38,692 1,700 1,700 1 1,700 * VASCO DATA SEC INTL INC COM COM 92230Y104 56,900 2,500 2,500 3 2,500 * VECTOR GROUP LTD COM COM 92240M108 54,072 2,400 2,400 3 2,400 * VECTREN CORP COM COM 92240G101 83,483 3,100 3,100 5 3,100 * VECTREN CORP COM COM 92240G101 1,728,906 64,200 64,200 3 64,200 * VEECO INSTRS INC DEL COM COM 922417100 137,734 6,641 6,641 3 6,641 * VEECO INSTRS INC DEL COM COM 922417100 18,310,496 882,859 882,859 1 882,859 * VENOCO INC COM COM 92275P307 14,936 800 800 3 800 * VERISIGN INC COM COM 92343E102 133,266 4,200 4,200 3 4,200 * VERISIGN INC COM COM 92343E102 945,554 29,800 29,800 2 29,800 * VERISIGN INC COM COM 92343E102 13,245,022 417,429 417,429 1 417,429 * VERIZON COMMUNICATIONS COM COM 92343V104 100,455 2,440 2,440 7 2,440 * VERIZON COMMUNICATIONS COM COM 92343V104 432,285 10,500 10,500 5 10,500 * VERIZON COMMUNICATIONS COM COM 92343V104 589,801 14,326 14,326 1 14,326 * VERIZON COMMUNICATIONS COM COM 92343V104 9,079,344 220,533 220,533 2 220,533 * VERIZON COMMUNICATIONS COM COM 92343V104 32,773,502 796,053 796,053 3 796,053 * VIACOM INC NEW CL B COM 92553P201 59,906 1,439 1,439 7 1,439 * VIACOM INC NEW CL B COM 92553P201 1,140,662 27,400 27,400 4 27,400 * VIACOM INC NEW CL B COM 92553P201 1,806,575 43,396 43,396 2 43,396 * VIACOM INC NEW CL B COM 92553P201 5,307,367 127,489 127,489 3 127,489 * VIACOM INC NEW CL B COM 92553P201 12,319,108 295,919 295,919 1 295,919 * VIAD CORP COM NEW COM 92552R406 96,991 2,300 2,300 3 2,300 * VIAD CORP COM NEW COM 92552R406 13,945,619 330,700 330,700 1 330,700 * VILLAGE SUPER MKT INC CL A NEW COM 927107409 9,562 200 200 3 200 * VILLAGE SUPER MKT INC CL A NEW COM 927107409 9,562 200 200 5 200 * VINA CONCHA Y TORO S A SPONSORED ADR COM 927191106 5,227,400 105,285 105,285 3 105,285 * VIROPHARMA INC COM COM 928241108 45,540 3,300 3,300 2 3,300 * VIROPHARMA INC COM COM 928241108 102,120 7,400 7,400 3 7,400 * VODAFONE GROUP PLC NEW SPONS ADR NEW COM 92857W209 84,916 2,525 2,525 2 2,525 * VOLT INFORMATION SCIENCES IN COM COM 928703107 105,108 5,700 5,700 2 5,700 * VOLT INFORMATION SCIENCES IN COM COM 928703107 248,940 13,500 13,500 3 13,500 * VOLTERRA SEMICONDUCTOR CORP COM COM 928708106 143,676 10,118 10,118 3 10,118 * VOLTERRA SEMICONDUCTOR CORP COM COM 928708106 21,156,324 1,489,882 1,489,882 1 1,489,882 * VORNADO RLTY TR SH BEN INT COM 929042109 2,484,800 22,622 22,622 2 22,622 * VORNADO RLTY TR SH BEN INT COM 929042109 3,347,923 30,480 30,480 3 30,480 * VOTORANTIM CELULOSE E PAPEL SPONSORED ADR COM 92906P106 168,498 7,400 7,400 5 7,400 * VOTORANTIM CELULOSE E PAPEL SPONSORED ADR COM 92906P106 341,550 15,000 15,000 3 15,000 * W & T OFFSHORE INC COM COM 92922P106 36,387 1,300 1,300 1 1,300 * W & T OFFSHORE INC COM COM 92922P106 39,186 1,400 1,400 2 1,400 * W & T OFFSHORE INC COM COM 92922P106 853,695 30,500 30,500 3 30,500 * W HLDG CO INC COM COM 929251106 63,360 24,000 24,000 5 24,000 * W HLDG CO INC COM COM 929251106 508,464 192,600 192,600 3 192,600 * WABTEC CORP COM COM 929740108 10,959 300 300 3 300 * WABTEC CORP COM COM 929740108 149,773 4,100 4,100 2 4,100 * WABTEC CORP COM COM 929740108 2,177,188 59,600 59,600 1 59,600 * WACHOVIA CORP NEW COM COM 929903102 29,469 575 575 7 575 * WACHOVIA CORP NEW COM COM 929903102 1,621,550 31,640 31,640 4 31,640 * WACHOVIA CORP NEW COM COM 929903102 3,589,601 70,041 70,041 5 70,041 * WACHOVIA CORP NEW COM COM 929903102 7,316,296 142,757 142,757 2 142,757 * WACHOVIA CORP NEW COM COM 929903102 21,374,120 417,056 417,056 1 417,056 * WACHOVIA CORP NEW COM COM 929903102 26,072,310 508,728 508,728 3 508,728 * WAL MART STORES INC COM COM 931142103 476,866 9,912 9,912 1 9,912 * WAL MART STORES INC COM COM 931142103 8,550,687 177,732 177,732 2 177,732 * WAL MART STORES INC COM COM 931142103 20,982,936 436,145 436,145 3 436,145 * WALGREEN CO COM COM 931422109 22,902 526 526 7 526 * WALGREEN CO COM COM 931422109 1,206,058 27,700 27,700 4 27,700 * WALGREEN CO COM COM 931422109 1,994,350 45,805 45,805 2 45,805 * WALGREEN CO COM COM 931422109 3,511,022 80,639 80,639 3 80,639 * WALGREEN CO COM COM 931422109 16,364,988 375,861 375,861 1 375,861 * WASHINGTON MUT INC COM COM 939322103 196,826 4,616 4,616 5 4,616 * WASHINGTON MUT INC COM COM 939322103 5,070,706 118,919 118,919 3 118,919 * WASTE CONNECTIONS INC COM COM 941053100 199,675 6,603 6,603 3 6,603 * WASTE CONNECTIONS INC COM COM 941053100 28,800,455 952,396 952,396 1 952,396 * WASTE MGMT INC DEL COM COM 94106L109 23,938 613 613 7 613 * WASTE MGMT INC DEL COM COM 94106L109 1,245,695 31,900 31,900 4 31,900 * WASTE MGMT INC DEL COM COM 94106L109 2,697,965 69,090 69,090 2 69,090 * WASTE MGMT INC DEL COM COM 94106L109 6,576,215 168,405 168,405 3 168,405 * WASTE MGMT INC DEL COM COM 94106L109 17,551,843 449,471 449,471 1 449,471 * WATERS CORP COM COM 941848103 29,680 500 500 2 500 * WATERS CORP COM COM 941848103 47,488 800 800 1 800 * WATERS CORP COM COM 941848103 1,697,696 28,600 28,600 3 28,600 * WATSON WYATT WORLDWIDE INC CL A COM 942712100 80,768 1,600 1,600 4 1,600 * WATSON WYATT WORLDWIDE INC CL A COM 942712100 215,095 4,261 4,261 3 4,261 * WATSON WYATT WORLDWIDE INC CL A COM 942712100 348,312 6,900 6,900 2 6,900 * WATSON WYATT WORLDWIDE INC CL A COM 942712100 32,147,633 636,839 636,839 1 636,839 * WEATHERFORD INTERNATIONAL LT COM COM G95089101 1,754,478 31,761 31,761 2 31,761 * WEATHERFORD INTERNATIONAL LT COM COM G95089101 4,516,422 81,760 81,760 3 81,760 * WEIS MKTS INC COM COM 948849104 64,816 1,600 1,600 8 1,600 * WEIS MKTS INC COM COM 948849104 372,692 9,200 9,200 0 9,200 * WELLCARE HEALTH PLANS INC COM COM 94946T106 398,244 4,400 4,400 2 4,400 * WELLCARE HEALTH PLANS INC COM COM 94946T106 1,122,324 12,400 12,400 3 12,400 * WELLPOINT INC COM COM 94973V107 81,027 1,015 1,015 2 1,015 * WELLPOINT INC COM COM 94973V107 306,627 3,841 3,841 7 3,841 * WELLPOINT INC COM COM 94973V107 1,143,964 14,330 14,330 4 14,330 * WELLPOINT INC COM COM 94973V107 6,181,397 77,432 77,432 3 77,432 * WELLPOINT INC COM COM 94973V107 15,788,059 197,771 197,771 1 197,771 * WELLS FARGO & CO NEW COM COM 949746101 20,891 594 594 7 594 * WELLS FARGO & CO NEW COM COM 949746101 1,128,605 32,090 32,090 4 32,090 * WELLS FARGO & CO NEW COM COM 949746101 4,784,843 136,049 136,049 2 136,049 * WELLS FARGO & CO NEW COM COM 949746101 13,768,527 391,485 391,485 1 391,485 * WELLS FARGO & CO NEW COM COM 949746101 18,037,532 512,867 512,867 3 512,867 * WERNER ENTERPRISES INC COM COM 950755108 557,651 27,675 27,675 3 27,675 * WEST PHARMACEUTICAL SVSC INC COM COM 955306105 433,780 9,200 9,200 3 9,200 * WESTAMERICA BANCORPORATION COM COM 957090103 238,675 5,395 5,395 3 5,395 * WESTAMERICA BANCORPORATION COM COM 957090103 393,736 8,900 8,900 2 8,900 * WESTAMERICA BANCORPORATION COM COM 957090103 36,024,853 814,305 814,305 1 814,305 * WESTAR ENERGY INC COM COM 95709T100 203,952 8,400 8,400 5 8,400 * WESTAR ENERGY INC COM COM 95709T100 3,201,342 131,851 131,851 3 131,851 * WESTERN DIGITAL CORP COM COM 958102105 39,687 2,051 2,051 1 2,051 * WESTERN DIGITAL CORP COM COM 958102105 608,345 31,439 31,439 2 31,439 * WESTERN DIGITAL CORP COM COM 958102105 1,727,955 89,300 89,300 3 89,300 * WESTERN REFNG INC COM COM 959319104 138,720 2,400 2,400 3 2,400 * WESTERN UN CO COM COM 959802109 89,090 4,277 4,277 1 4,277 * WESTERN UN CO COM COM 959802109 368,191 17,676 17,676 3 17,676 * WESTLAKE CHEM CORP COM COM 960413102 28,120 1,000 1,000 1 1,000 * WESTLAKE CHEM CORP COM COM 960413102 398,151 14,159 14,159 2 14,159 * WESTLAKE CHEM CORP COM COM 960413102 452,732 16,100 16,100 3 16,100 * WEYERHAEUSER CO COM COM 962166104 86,823 1,100 1,100 5 1,100 * WEYERHAEUSER CO COM COM 962166104 3,124,681 39,588 39,588 3 39,588 * WGL HLDGS INC COM COM 92924F106 221,952 6,800 6,800 5 6,800 * WGL HLDGS INC COM COM 92924F106 3,924,503 120,236 120,236 3 120,236 * WHIRLPOOL CORP COM COM 963320106 172,471 1,551 1,551 1 1,551 * WHIRLPOOL CORP COM COM 963320106 1,465,838 13,182 13,182 2 13,182 * WHIRLPOOL CORP COM COM 963320106 8,211,342 73,843 73,843 3 73,843 * WHITING PETE CORP NEW COM COM 966387102 24,312 600 600 3 600 * WILLBROS GROUP INC COM COM 969199108 97,054 3,270 3,270 3 3,270 * WILLBROS GROUP INC COM COM 969199108 16,036,074 540,299 540,299 1 540,299 * WILLIS GROUP HOLDINGS LTD SHS COM G96655108 524,314 11,900 11,900 3 11,900 * WILMINGTON TRUST CORP COM COM 971807102 116,228 2,800 2,800 7 2,800 * WINDSTREAM CORP COM COM 97381W104 27,247 1,846 1,846 1 1,846 * WINDSTREAM CORP COM COM 97381W104 442,800 30,000 30,000 5 30,000 * WINDSTREAM CORP COM COM 97381W104 1,041,628 70,571 70,571 2 70,571 * WINDSTREAM CORP COM COM 97381W104 7,095,191 480,704 480,704 3 480,704 * WINSTON HOTELS INC COM COM 97563A102 33,000 2,200 2,200 3 2,200 * WINSTON HOTELS INC COM COM 97563A102 33,000 2,200 2,200 5 2,200 * WORTHINGTON INDS INC COM COM 981811102 184,025 8,500 8,500 5 8,500 * WORTHINGTON INDS INC COM COM 981811102 3,564,001 164,619 164,619 3 164,619 * WPP GROUP PLC SPON ADR 0905 COM 929309409 108,761 1,455 1,455 2 1,455 * WRIGLEY WM JR CO COM COM 982526105 20,741 375 375 3 375 * WRIGLEY WM JR CO COM COM 982526105 44,856 811 811 2 811 * WYETH COM COM 983024100 1,127,534 19,664 19,664 7 19,664 * WYETH COM COM 983024100 2,503,292 43,657 43,657 2 43,657 * WYETH COM COM 983024100 2,882,482 50,270 50,270 4 50,270 * WYETH COM COM 983024100 4,452,336 77,648 77,648 5 77,648 * WYETH COM COM 983024100 15,198,426 265,058 265,058 1 265,058 * WYETH COM COM 983024100 31,538,319 550,023 550,023 3 550,023 * XCEL ENERGY INC COM COM 98389B100 79,833 3,900 3,900 1 3,900 * XCEL ENERGY INC COM COM 98389B100 227,217 11,100 11,100 5 11,100 * XCEL ENERGY INC COM COM 98389B100 1,501,372 73,345 73,345 2 73,345 * XCEL ENERGY INC COM COM 98389B100 10,205,052 498,537 498,537 3 498,537 * XERIUM TECHNOLOGIES INC COM COM 98416J100 54,102 7,100 7,100 5 7,100 * XERIUM TECHNOLOGIES INC COM COM 98416J100 720,852 94,600 94,600 3 94,600 * XEROX CORP COM COM 984121103 79,464 4,300 4,300 1 4,300 * XEROX CORP COM COM 984121103 506,352 27,400 27,400 2 27,400 * XEROX CORP COM COM 984121103 5,283,432 285,900 285,900 3 285,900 * XILINX INC COM COM 983919101 80,310 3,000 3,000 1 3,000 * XILINX INC COM COM 983919101 1,097,570 41,000 41,000 3 41,000 * XL CAP LTD CL A COM G98255105 47,371 562 562 7 562 * XL CAP LTD CL A COM G98255105 320,302 3,800 3,800 5 3,800 * XL CAP LTD CL A COM G98255105 2,216,827 26,300 26,300 2 26,300 * XL CAP LTD CL A COM G98255105 4,796,185 56,901 56,901 3 56,901 * XTO ENERGY INC COM COM 98385X106 474,790 7,900 7,900 2 7,900 * XTO ENERGY INC COM COM 98385X106 1,779,982 29,617 29,617 3 29,617 * YAHOO INC COM COM 984332106 18,231 672 672 2 672 * YAHOO INC COM COM 984332106 30,711 1,132 1,132 7 1,132 * YAHOO INC COM COM 984332106 3,087,665 113,810 113,810 4 113,810 * YAHOO INC COM COM 984332106 3,789,003 139,661 139,661 5 139,661 * YAHOO INC COM COM 984332106 10,410,025 383,709 383,709 3 383,709 * YAHOO INC COM COM 984332106 12,562,302 463,041 463,041 1 463,041 * YPF SOCIEDAD ANONIMA SPON ADR CL D COM 984245100 27,120 600 600 3 600 * YPF SOCIEDAD ANONIMA SPON ADR CL D COM 984245100 27,120 600 600 5 600 * YRC WORLDWIDE INC COM COM 984249102 250,682 6,812 6,812 3 6,812 * YUM BRANDS INC COM COM 988498101 78,528 2,400 2,400 1 2,400 * YUM BRANDS INC COM COM 988498101 1,856,925 56,752 56,752 2 56,752 * YUM BRANDS INC COM COM 988498101 4,093,599 125,110 125,110 3 125,110 * ZENITH NATL INS CORP COM COM 989390109 28,254 600 600 2 600 * ZENITH NATL INS CORP COM COM 989390109 74,638 1,585 1,585 1 1,585 * ZENITH NATL INS CORP COM COM 989390109 136,561 2,900 2,900 5 2,900 * ZENITH NATL INS CORP COM COM 989390109 849,975 18,050 18,050 3 18,050 * ZIMMER HLDGS INC COM COM 98956P102 110,357 1,300 1,300 1 1,300 * ZIMMER HLDGS INC COM COM 98956P102 2,992,627 35,253 35,253 2 35,253 * ZIMMER HLDGS INC COM COM 98956P102 7,067,177 83,251 83,251 3 83,251
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