UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for Calendar Year or Quarter Ended: JUNE 30, 2005 ------------- 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: STATE STREET CORPORATION ------------------------ Address: ONE LINCOLN STREET ------------------ BOSTON, MASSACHUSETTS 02111 --------------------------- Form 13F File Number: 28-00399 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person signing this report on behalf of the reporting manager: Name: PAMELA D. GORMLEY ----------------- Title EXECUTIVE VICE PRESIDENT AND CORPORATE CONTROLLER ------------------------------------------------- Telephone: 617-664-7902 ------------ Signature, Place, and Date of Signing: /s/ PAMELA D. GORMLEY Boston, Massachusetts August 8, 2005 ----------------------- --------------------- -------------- [Signature] [City, State] [Date] Report Type (Check only one): [ ] 13F HOLDINGS 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).) [X] 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 List of Other Managers Reporting for this Manager: (if there are no entries in this list, omit this section.) 28-03621 Advanced Investment Partners LLC 28-07472 Bel Air Investment Advisors LLC 28-99999 Shott Capital Management, LLC 28-04003 Ariel Capital Management, LLC 28-00096 Capital Guardian Trust Company 28-10372 Philadelphia International Advisors, L.P. 28-02924 Turner Investment Partners Inc. (Turner Investment Partners) 28-03570 AXA (Alliance Capital Management L.P.) 28-00223 RCM Capital Management LLC 28-00694 JP Morgan Chase & Co (JP Morgan Fleming Asset Management Limited) 28-03459 Smith Asset Management Group L.P. 28-04557 Wellington Management Company LLP Report Summary: Number of Other Included Managers: 12 -- Form 13F Information Table Entry Total: 3,818 ----- Form 13F Information Table Value Total: 433,715,714 ----------- (thousands) List of Other Included Managers: Provide a numbered list of the names(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.] FORM 13F FILE NO. NUMBER NAME -------- --------------- ------------------------------------------------------- 1 28-00733 State Street Bank and Trust Company 2 28-11338 SSgA Funds Management, Inc. 3 28-11339 Tuckerman Group, LLC 4 28-11328 Rexiter Capital Management LTD 5 28-11326 State Street Global Advisors LTD 6 28-11327 State Street Global Advisors Ltd. 7 28-11329 State Street Banque, SA 8 28-11330 State Street Global Advisors, Australia 10 28-11332 State Street Global Advisors (Japan) Co., Ltd. 12 28-11331 State Street Global Advisors Asia LTD 13 28-11334 State Street Global Advisors GmbH 14 28-11333 State Street Trust & Banking Co., Ltd. STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF JUNE 30, 2005 COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------------------- -------------- -------- ----------- ----------------------- ---------- ---------- ---------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE -------------------- -------------- -------- ----------- ---------- ----- ---- ---------- ---------- ----------- ------ ---- 1 800 FLOWERS COM CL A 68243Q10 2,875 408,362 SH DEFINED 1,2 408,362 1-800 CONTACTS INC COM 68197710 2,550 131,690 SH DEFINED 1,2 131,690 1ST SOURCE CORP COM 33690110 5,011 218,458 SH DEFINED 1,2 218,458 21ST CENTY INS GROUP COM 90130N10 6,728 453,353 SH DEFINED 1,2,5 453,353 24/7 REAL MEDIA INC COM NEW 90131420 54 13,204 SH DEFINED 1 13,204 3COM CORP COM 88553510 24,208 6,668,953 SH DEFINED 1,2,5,6,13 6,668,953 3-D SYS CORP DEL COM NEW 88554D20 2,605 108,276 SH DEFINED 1 108,276 3M CO COM 88579Y10 4,376,264 60,529,242 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 60,529,242 4 KIDS ENTMT INC COM 35086510 3,727 187,491 SH DEFINED 1,6 187,491 7-ELEVEN INC COM NEW 81782620 6,908 228,431 SH DEFINED 1,2,5 228,431 8X8 INC NEW COM 28291410 31 18,800 SH DEFINED 1 18,800 99 CENTS ONLY STORES COM 65440K10 17,461 1,373,832 SH DEFINED 1,2,5,13 1,373,832 A C MOORE ARTS & CRA COM 00086T10 4,796 151,714 SH DEFINED 1,5 151,714 A D C TELECOMMUNICAT COM NEW 00088630 66,540 3,056,517 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,056,517 A S V INC COM 00196310 4,886 120,530 SH DEFINED 1,2 120,530 AAMES INVT CORP MD COM 00253G10 4,381 450,670 SH DEFINED 1 450,670 AAON INC COM PAR $0 00036020 2,090 117,699 SH DEFINED 1 117,699 AAR CORP COM 00036110 8,171 520,106 SH DEFINED 1,2,5,6 520,106 AARON RENTS INC COM 00253520 14,225 571,495 SH DEFINED 1,6 571,495 AASTROM BIOSCIENCES COM 00253U10 3,008 964,227 SH DEFINED 1 964,227 ABAXIS INC COM 00256710 2,166 199,114 SH DEFINED 1 199,114 ABB LTD SPONSORED 00037520 262 40,559 SH DEFINED 1 40,559 ABBOTT LABS COM 00282410 2,144,651 43,759,459 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 43,759,459 ABC BANCORP COM 00040010 3,134 173,343 SH DEFINED 1,2 173,343 ABERCROMBIE & FITCH CL A 00289620 191,432 2,786,487 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,786,487 ABGENIX INC COM 00339B10 8,788 1,024,202 SH DEFINED 1,5 1,024,202 ABIOMED INC COM 00365410 1,502 175,634 SH DEFINED 1 175,634 ABLE LABORATORIES IN COM NEW 00371N40 72 20,800 SH DEFINED 1 20,800 ABM INDS INC COM 00095710 11,906 610,543 SH DEFINED 1,5,6 610,543 ABN AMRO HLDG NV SPONSORED 00093710 2,089 85,155 SH DEFINED 1 85,155 ABX AIR INC COM 00080S10 2,173 266,588 SH DEFINED 1,2 266,588 ACACIA RESH CORP ACACIA TCH 00388130 76 16,033 SH DEFINED 1,5 16,033 ACADIA PHARMACEUTICA COM 00422510 1,049 124,930 SH DEFINED 1 124,930 ACADIA RLTY TR COM SH BEN 00423910 14,037 752,647 SH DEFINED 1,3,5 752,647 ACCELRYS INC COM 00430U10 229 46,192 SH DEFINED 1,2,5 46,192 ACCENTURE LTD BERMUD CL A G1150G11 49,297 2,174,527 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,174,527 ACCREDITED HOME LEND COM 00437P10 8,552 194,357 SH DEFINED 1,5 194,357 ACCREDO HEALTH INC COM 00437V10 23,148 509,868 SH DEFINED 1,2,5,6,12 509,868 ACCURIDE CORP COM 00439810 1,201 112,958 SH DEFINED 1 112,958 ACE CASH EXPRESS INC COM 00440310 4,115 160,996 SH DEFINED 1 160,996 ACE LTD ORD G0070K10 358,753 7,998,960 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 7,998,960 ACETO CORP COM 00444610 213 28,537 SH DEFINED 1 28,537 ACME COMMUNICATION I COM 00463110 80 19,978 SH DEFINED 1 19,978 ACTEL CORP COM 00493410 4,635 333,461 SH DEFINED 1,2,6 333,461 ACTION PERFORMANCE C COM 00493310 587 66,573 SH DEFINED 1,6 66,573 ACTIVCARD CORP COM 00506J10 1,579 345,612 SH DEFINED 1 345,612 ACTIVISION INC NEW COM NEW 00493020 36,804 2,227,872 SH DEFINED 1,2,5,13 2,227,872 ACTUANT CORP CL A NEW 00508X20 15,833 330,266 SH DEFINED 1,2 330,266 ACTUATE CORP COM 00508B10 176 93,921 SH DEFINED 1,2,5 93,921 ACUITY BRANDS INC COM 00508Y10 15,788 614,546 SH DEFINED 1,2,5,6 614,546 ACXIOM CORP COM 00512510 32,363 1,549,964 SH DEFINED 1,5,12,13 1,549,964 ADAPTEC INC COM 00651F10 5,648 1,455,785 SH DEFINED 1,2,5,6 1,455,785 ADE CORP MASS COM 00089C10 3,040 108,361 SH DEFINED 1 108,361 ADECCO SA SPONSORED 00675410 212 18,692 SH DEFINED 1 18,692 ADESA INC COM 00686U10 32,444 1,490,317 SH DEFINED 1,2,5,12, 13 1,490,317 ADEZA BIOMEDICAL COR COM 00686410 470 27,701 SH DEFINED 1 27,701 ADMINISTAFF INC COM 00709410 10,009 421,242 SH DEFINED 1,2,5,6 421,242 ADOBE SYS INC COM 00724F10 407,085 14,228,774 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 14,228,774 ADOLOR CORP COM 00724X10 4,153 448,984 SH DEFINED 1,2,5 448,984 ADTRAN INC COM 00738A10 26,546 1,073,421 SH DEFINED 1,5,13 1,073,421 ADVANCE AMER CASH AD COM 00739W10 11,215 700,952 SH DEFINED 1 700,952 ADVANCE AUTO PARTS I COM 00751Y10 73,048 1,131,643 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,131,643 ADVANCED DIGITAL INF COM 00752510 6,238 820,831 SH DEFINED 1,2,5 820,831 ADVANCED ENERGY INDS COM 00797310 1,858 236,398 SH DEFINED 1,6 236,398 ADVANCED MEDICAL OPT COM 00763M10 33,241 836,255 SH DEFINED 1,2,5,13 836,255 ADVANCED MICRO DEVIC COM 00790310 175,700 10,132,627 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 10,132,627 ADVANCED NEUROMODULA COM 00757T10 11,915 300,284 SH DEFINED 1,6 300,284 ADVANCED SEMICONDUCT SPONSORED 00756M40 145 39,140 SH DEFINED 1 39,140 ADVANTA CORP CL A 00794210 489 18,886 SH DEFINED 1 18,886 ADVANTA CORP CL B 00794220 7,737 274,760 SH DEFINED 1,2 274,760 ADVENT SOFTWARE INC COM 00797410 8,141 401,833 SH DEFINED 1,2,5,13 401,833 ADVISORY BRD CO COM 00762W10 10,072 206,485 SH DEFINED 1 206,485 ADVO INC COM 00758510 15,454 485,225 SH DEFINED 1,2,5,6 485,225 AEGON N V ORD AMER R 00792410 962 74,723 SH DEFINED 1,2 74,723 AEROFLEX INC COM 00776810 7,753 922,954 SH DEFINED 1,2,5,6 922,954 AEROPOSTALE COM 00786510 37,068 1,103,211 SH DEFINED 1,2,5,13 1,103,211 AES CORP COM 00130H10 331,311 20,226,540 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 20,226,540 AETHER SYS INC COM 00808V10 51 15,505 SH DEFINED 1 15,505 AETNA INC NEW COM 00817Y10 1,423,446 17,187,229 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 17,187,229 AFC ENTERPRISES INC COM 00104Q10 2,731 207,173 SH DEFINED 1 207,173 AFFILIATED COMPUTER CL A 00819010 158,233 3,096,530 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,096,530 AFFILIATED MANAGERS COM 00825210 26,615 389,511 SH DEFINED 1,2,5 389,511 AFFIRMATIVE INS HLDG COM 00827210 982 61,934 SH DEFINED 1 61,934 AFFORDABLE RESIDENTI COM 00827310 7,021 525,893 SH DEFINED 1,3 525,893 AFFYMETRIX INC COM 00826T10 28,571 529,880 SH DEFINED 1,2,5,12 529,880 AFLAC INC COM 00105510 617,045 14,257,044 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 14,257,044 AFTERMARKET TECHNOLO COM 00831810 7,327 420,364 SH DEFINED 1,2,5 420,364 AGCO CORP COM 00108410 28,647 1,498,300 SH DEFINED 1,2,5,13 1,498,300 AGERE SYS INC COM 00845V30 18,723 1,560,240 SH DEFINED 1,2,5,13 1,560,240 AGILE SOFTWARE CORP COM 00846X10 4,376 694,655 SH DEFINED 1,2 694,655 AGILENT TECHNOLOGIES COM 00846U10 294,144 12,777,737 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 12,777,737 AGILYSYS INC COM 00847J10 9,086 578,736 SH DEFINED 1,2,6 578,736 AGL RES INC COM 00120410 34,721 898,349 SH DEFINED 1,2,5,6,13 898,349 AGREE REALTY CORP COM 00849210 2,747 90,802 SH DEFINED 1,2 90,802 AGRIUM INC COM 00891610 4,219 215,129 SH DEFINED 1 215,129 AIR METHODS CORP COM PAR $. 00912830 113 14,100 SH DEFINED 1 14,100 AIR PRODS & CHEMS IN COM 00915810 815,326 13,521,156 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 13,521,156 AIRGAS INC COM 00936310 18,317 742,474 SH DEFINED 1,2,5,13 742,474 AIRSPAN NETWORKS INC COM 00950H10 1,459 262,796 SH DEFINED 1 262,796 AIRTRAN HLDGS INC COM 00949P10 12,793 1,385,987 SH DEFINED 1,2,13 1,385,987 AK STL HLDG CORP COM 00154710 16,421 2,561,838 SH DEFINED 1,2,5 2,561,838 AKAMAI TECHNOLOGIES COM 00971T10 11,373 866,176 SH DEFINED 1,2,5 866,176 AKSYS LTD COM 01019610 41 20,637 SH DEFINED 1 20,637 AKZO NOBEL NV SPONSORED 01019930 533 13,563 SH DEFINED 1 13,563 ALABAMA NATL BANCORP COM 01031710 10,126 154,907 SH DEFINED 1 154,907 ALAMO GROUP INC COM 01131110 1,013 54,276 SH DEFINED 1 54,276 ALAMOSA HLDGS INC COM 01158910 14,494 1,042,732 SH DEFINED 1,2,5 1,042,732 ALASKA AIR GROUP INC COM 01165910 23,709 796,947 SH DEFINED 1,2,6,13 796,947 ALASKA COMMUNICATION COM 01167P10 951 95,975 SH DEFINED 1 95,975 ALBANY INTL CORP CL A 01234810 12,230 380,881 SH DEFINED 1,2,6 380,881 ALBANY MOLECULAR RES COM 01242310 6,293 449,472 SH DEFINED 1,2,5 449,472 ALBEMARLE CORP COM 01265310 18,279 501,216 SH DEFINED 1,2,5,13 501,216 ALBERTO CULVER CO COM 01306810 94,585 2,182,903 SH DEFINED 1,2,5,6, 10,12,13 2,182,903 ALBERTSONS INC COM 01310410 193,378 9,350,978 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 9,350,978 ALCAN INC COM 01371610 237 7,897 SH DEFINED 1 7,897 ALCATEL SPONSORED 01390430 524 47,996 SH DEFINED 1 47,996 ALCOA INC COM 01381710 762,815 29,193,060 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 29,193,060 ALCON INC COM SHS H0130110 7,934 72,559 SH DEFINED 1,2,5,12 72,559 ALDERWOODS GROUP INC COM 01438310 13,426 935,624 SH DEFINED 1,2,5 935,624 ALERIS INTL INC COM 01447710 7,340 325,496 SH DEFINED 1,2 325,496 ALEXANDER & BALDWIN COM 01448210 22,213 479,249 SH DEFINED 1,2,5,13 479,249 ALEXANDERS INC COM 01475210 10,930 43,939 SH DEFINED 1,5 43,939 ALEXANDRIA REAL ESTA COM 01527110 30,970 421,643 SH DEFINED 1,2,3,5 421,643 ALEXION PHARMACEUTIC COM 01535110 7,424 322,241 SH DEFINED 1,2,5 322,241 ALFA CORP COM 01538510 6,392 434,243 SH DEFINED 1,2 434,243 ALFACELL CORP COM 01540410 38 17,093 SH DEFINED 1 17,093 ALICO INC COM 01623010 1,957 38,060 SH DEFINED 1 38,060 ALIGN TECHNOLOGY INC COM 01625510 4,938 670,021 SH DEFINED 1 670,021 ALKERMES INC COM 01642T10 22,587 1,708,529 SH DEFINED 1,2,5 1,708,529 ALLEGHANY CORP DEL COM 01717510 11,666 39,281 SH DEFINED 1,2,5 39,281 ALLEGHENY ENERGY INC COM 01736110 119,883 4,753,491 SH DEFINED 1,2,5,6, 10,13 4,753,491 ALLEGHENY TECHNOLOGI COM 01741R10 52,073 2,360,524 SH DEFINED 1,2,5,6, 10,13 2,360,524 ALLERGAN INC COM 01849010 286,125 3,356,696 SH DEFINED 1,2,5,6, 10,12,13 3,356,696 ALLETE INC COM NEW 01852230 20,150 403,807 SH DEFINED 1,2,5 403,807 ALLIANCE CAP MGMT HL UNIT LTD P 01855A10 5,934 126,962 SH DEFINED 1,2,5 126,962 ALLIANCE DATA SYSTEM COM 01858110 50,900 1,254,934 SH DEFINED 1,2,5,12, 13 1,254,934 ALLIANCE GAMING CORP COM NEW 01859P60 8,308 592,591 SH DEFINED 1,2,5 592,591 ALLIANCE IMAGING INC COM NEW 01860620 3,550 339,435 SH DEFINED 1,2 339,435 ALLIANCE ONE INTL IN COM 01877210 7,431 1,236,397 SH DEFINED 1,2,6 1,236,397 ALLIANCE RES PARTNER UT LTD PAR 01877R10 969 13,090 SH DEFINED 1,5 13,090 ALLIANCE SEMICONDUCT COM 01877H10 54 21,369 SH DEFINED 1,5 21,369 ALLIANT ENERGY CORP COM 01880210 39,184 1,391,983 SH DEFINED 1,2,5,12, 13 1,391,983 ALLIANT TECHSYSTEMS COM 01880410 40,727 576,872 SH DEFINED 1,2,5,10, 12,13 576,872 ALLIANZ AKTIENGESELL SP ADR 1/1 01880510 873 76,274 SH DEFINED 1 76,274 ALLIED CAP CORP NEW COM 01903Q10 40,042 1,375,528 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 1,375,528 ALLIED DEFENSE GROUP COM 01911810 202 8,794 SH DEFINED 1,5 8,794 ALLIED DOMECQ PLC SPON ADR N 01912120 603 12,439 SH DEFINED 1 12,439 ALLIED HEALTHCARE IN COM 01923A10 2,085 294,480 SH DEFINED 1 294,480 ALLIED IRISH BKS P L SPON ADR O 01922840 14,647 341,014 SH DEFINED 1,2 341,014 ALLIED WASTE INDS IN COM PAR$.0 01958930 46,078 5,810,552 SH DEFINED 1,2,5,6, 10,13 5,810,552 ALLMERICA FINL CORP COM 01975410 28,177 759,705 SH DEFINED 1,2,5,10, 13 759,705 ALLOS THERAPEUTICS I COM 01977710 384 176,271 SH DEFINED 1,2 176,271 ALLOY INC COM 01985510 2,025 394,061 SH DEFINED 1 394,061 ALLSCRIPTS HEALTHCAR COM 01988P10 6,854 412,645 SH DEFINED 1,2 412,645 ALLSTATE CORP COM 02000210 1,219,979 20,418,058 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 20,418,058 ALLTEL CORP COM 02003910 467,651 7,508,850 SH DEFINED 1,2,5,6, 10,12,13 7,508,850 ALPHA NATURAL RESOUR COM 02076X10 7,897 330,705 SH DEFINED 1 330,705 ALPHARMA INC CL A 02081310 21,852 1,510,190 SH DEFINED 1,2,5,6 1,510,190 ALTAIR NANOTECHNOLOG COM 02137310 79 27,400 SH DEFINED 1 27,400 ALTERA CORP COM 02144110 213,564 10,786,036 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 10,786,036 ALTIRIS INC COM 02148M10 3,662 249,982 SH DEFINED 1,6 249,982 ALTRIA GROUP INC COM 02209S10 5,262,716 81,390,597 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 81,390,597 ALUMINA LTD SPONSORED 02220510 204 11,999 SH DEFINED 1 11,999 AMAZON COM INC COM 02313510 109,643 3,313,486 SH DEFINED 1,2,5,7,8, 10,12,13, 14 3,313,486 AMB PROPERTY CORP COM 00163T10 72,732 1,674,687 SH DEFINED 1,2,3,5, 12,13 1,674,687 AMBAC FINL GROUP INC COM 02313910 222,802 3,193,835 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,193,835 AMBASSADORS GROUP IN COM 02317710 3,647 98,071 SH DEFINED 1,2 98,071 AMCOL INTL CORP COM 02341W10 5,313 282,737 SH DEFINED 1 282,737 AMCORE FINL INC COM 02391210 9,101 304,580 SH DEFINED 1,2,5 304,580 AMDOCS LTD ORD G0260210 5,983 226,389 SH DEFINED 1,5,12 226,389 AMEDISYS INC COM 02343610 7,253 197,199 SH DEFINED 1,6 197,199 AMEGY BANCORPORATION COM 02343R10 18,042 806,185 SH DEFINED 1,5 806,185 AMERADA HESS CORP COM 02355110 291,559 2,737,389 SH DEFINED 1,2,5,6, 10,12,13, 14 2,737,389 AMERCO COM 02358610 6,558 122,461 SH DEFINED 1 122,461 AMEREN CORP COM 02360810 328,236 5,935,550 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,935,550 AMERICA MOVIL S A DE SPON ADR L 02364W10 18,434 309,236 SH DEFINED 1,2 309,236 AMERICA SVC GROUP IN COM 02364L10 1,895 119,581 SH DEFINED 1 119,581 AMERICA WEST HLDG CO CL B 02365720 2,481 413,512 SH DEFINED 1 413,512 AMERICAN AXLE & MFG COM 02406110 15,091 597,178 SH DEFINED 1,2,5 597,178 AMERICAN CAMPUS CMNT COM 02483510 3,092 136,333 SH DEFINED 1 136,333 AMERICAN CAPITAL STR COM 02493710 29,020 803,657 SH DEFINED 1,2,5 803,657 AMERICAN DENTAL PART COM 02535310 1,624 66,510 SH DEFINED 1 66,510 AMERICAN EAGLE OUTFI COM 02553E10 65,760 2,146,228 SH DEFINED 1,2,5,12, 13 2,146,228 AMERICAN ECOLOGY COR COM NEW 02553340 1,717 95,917 SH DEFINED 1 95,917 AMERICAN ELEC PWR IN COM 02553710 424,708 11,519,076 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 11,519,076 AMERICAN EQTY INVT L COM 02567620 9,304 783,129 SH DEFINED 1,2 783,129 AMERICAN EXPRESS CO COM 02581610 2,103,583 39,518,749 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 39,518,749 AMERICAN FINL GROUP COM 02593210 39,985 1,192,874 SH DEFINED 1,2,5,10, 12,13,14 1,192,874 AMERICAN FINL RLTY T COM 02607P30 14,891 968,193 SH DEFINED 1,2,5 968,193 AMERICAN GREETINGS C CL A 02637510 28,244 1,065,809 SH DEFINED 1,2,5,6,13 1,065,809 AMERICAN HEALTHWAYS COM 02649V10 19,203 454,283 SH DEFINED 1,5,6 454,283 AMERICAN HOME MTG IN COM 02660R10 27,981 800,380 SH DEFINED 1,2,5 800,380 AMERICAN INTL GROUP COM 02687410 4,457,874 76,727,611 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 76,727,611 AMERICAN ITALIAN PAS CL A 02707010 9,115 433,647 SH DEFINED 1,2,5,6 433,647 AMERICAN LD LEASE IN COM 02711810 370 16,870 SH DEFINED 1,2 16,870 AMERICAN MED SYS HLD COM 02744M10 18,715 906,309 SH DEFINED 1,2,6 906,309 AMERICAN NATL INS CO COM 02859110 9,456 83,011 SH DEFINED 1,2,5 83,011 AMERICAN PAC CORP COM 02874010 84 10,500 SH DEFINED 1 10,500 AMERICAN PHARMACEUTI COM 02886P10 7,940 192,493 SH DEFINED 1,2,5 192,493 AMERICAN PHYSICIANS COM 02888410 6,743 181,517 SH DEFINED 1,2 181,517 AMERICAN PWR CONVERS COM 02906610 116,059 4,919,823 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,919,823 AMERICAN REAL ESTATE DEPOSITRY 02916910 309 10,625 SH DEFINED 1 10,625 AMERICAN REPROGRAPHI COM 02926310 1,497 93,047 SH DEFINED 1 93,047 AMERICAN RETIREMENT COM 02891310 4,320 295,467 SH DEFINED 1 295,467 AMERICAN SCIENCE & E COM 02942910 4,031 90,870 SH DEFINED 1 90,870 AMERICAN SOFTWARE IN CL A 02968310 61 10,600 SH DEFINED 1 10,600 AMERICAN STD COS INC COM 02971210 211,332 5,041,306 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,041,306 AMERICAN STS WTR CO COM 02989910 5,672 193,125 SH DEFINED 1 193,125 AMERICAN SUPERCONDUC COM 03011110 2,880 314,742 SH DEFINED 1,5 314,742 AMERICAN TECHNICNAL COM 03013710 179 17,700 SH DEFINED 1 17,700 AMERICAN TECHNOLOGY COM NEW 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965,349 ANGELICA CORP COM 03466310 3,305 134,852 SH DEFINED 1,2,6 134,852 ANGIODYNAMICS INC COM 03475V10 359 16,516 SH DEFINED 1 16,516 ANGLOGOLD ASHANTI LT SPONSORED 03512820 387 10,824 SH DEFINED 1 10,824 ANHEUSER BUSCH COS I COM 03522910 1,054,473 23,048,596 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 23,048,596 ANIMAS CORP DEL COM 03525Y10 2,209 109,629 SH DEFINED 1 109,629 ANIXTER INTL INC COM 03529010 15,233 409,828 SH DEFINED 1,2,5,6 409,828 ANNALY MTG MGMT INC COM 03571040 18,067 1,007,616 SH DEFINED 1,2,5 1,007,616 ANNTAYLOR STORES COR COM 03611510 23,250 957,597 SH DEFINED 1,2,5,13 957,597 ANSOFT CORP COM 03638410 2,705 111,965 SH DEFINED 1,2 111,965 ANSWERTHINK INC COM 03691610 184 51,736 SH DEFINED 1,5 51,736 ANSYS INC COM 03662Q10 24,181 678,487 SH DEFINED 1,2,6 678,487 ANTEON INTL CORP COM 03674E10 20,342 445,904 SH DEFINED 1,2,13 445,904 ANTHRACITE CAP INC COM 03702310 11,267 950,762 SH DEFINED 1,2 950,762 ANTIGENICS INC DEL COM 03703210 1,627 300,786 SH DEFINED 1 300,786 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5,924,780 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,924,780 APPLERA CORP COM CE GEN 03802020 10,530 959,877 SH DEFINED 1,2,5 959,877 APPLICA INC COM 03815A10 311 96,161 SH DEFINED 1,5,6 96,161 APPLIED DIGITAL SOLU COM NEW 03818830 1,874 569,616 SH DEFINED 1 569,616 APPLIED FILMS CORP COM 03819710 4,804 187,674 SH DEFINED 1,2,5 187,674 APPLIED INDL TECHNOL COM 03820C10 12,032 372,610 SH DEFINED 1,2,6 372,610 APPLIED MATLS INC COM 03822210 706,559 43,668,677 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 43,668,677 APPLIED MICRO CIRCUI COM 03822W10 22,156 8,654,723 SH DEFINED 1,2,5,6,10 8,654,723 APPLIED SIGNAL TECHN COM 03823710 2,218 116,512 SH DEFINED 1,6 116,512 APRIA HEALTHCARE GRO COM 03793310 27,730 800,527 SH DEFINED 1,2,5,13 800,527 APTARGROUP INC COM 03833610 14,396 283,389 SH DEFINED 1,2,5 283,389 AQUA AMERICA INC COM 03836W10 33,217 1,116,911 SH DEFINED 1,2,5,13 1,116,911 AQUANTIVE INC COM 03839G10 11,334 639,617 SH DEFINED 1,2 639,617 AQUILA INC COM 03840P10 14,191 3,931,059 SH DEFINED 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1,790 22,579 SH DEFINED 1,2 22,579 ARDEN RLTY INC COM 03979310 37,787 1,050,224 SH DEFINED 1,2,3,5 1,050,224 ARENA PHARMACEUTICAL COM 04004710 2,326 340,995 SH DEFINED 1 340,995 ARES CAP CORP COM 04010L10 4,237 237,646 SH DEFINED 1 237,646 ARGON ST INC COM 04014910 2,983 84,030 SH DEFINED 1 84,030 ARGONAUT GROUP INC COM 04015710 9,553 413,729 SH DEFINED 1,2,5 413,729 ARGOSY GAMING CO COM 04022810 20,677 443,610 SH DEFINED 1,2,5,6 443,610 ARIAD PHARMACEUTICAL COM 04033A10 4,009 602,022 SH DEFINED 1,5 602,022 ARIBA INC COM NEW 04033V20 4,436 768,783 SH DEFINED 1,2,5 768,783 ARKANSAS BEST CORP D COM 04079010 12,056 379,015 SH DEFINED 1,2,6 379,015 ARM HLDGS PLC SPONSORED 04206810 92 14,964 SH DEFINED 1 14,964 ARMOR HOLDINGS INC COM 04226010 18,940 478,168 SH DEFINED 1,2,5,6 478,168 ARQULE INC COM 04269E10 2,228 343,891 SH DEFINED 1,6 343,891 ARRAY BIOPHARMA INC COM 04269X10 2,166 343,785 SH DEFINED 1,5 343,785 ARRIS GROUP INC COM 04269Q10 17,609 2,021,700 SH DEFINED 1,2 2,021,700 ARROW 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04523Q10 11,881 1,057,970 SH DEFINED 1,2,5 1,057,970 ASPECT MED SYS INC COM 04523510 4,931 165,817 SH DEFINED 1 165,817 ASPEN TECHNOLOGY INC COM 04532710 2,954 568,026 SH DEFINED 1,2,5 568,026 ASSET ACCEP CAP CORP COM 04543P10 8,344 322,048 SH DEFINED 1,2 322,048 ASSOCIATED BANC CORP COM 04548710 61,037 1,817,656 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,817,656 ASSOCIATED ESTATES R COM 04560410 1,687 182,767 SH DEFINED 1,3,5 182,767 ASSURANT INC COM 04621X10 67,437 1,868,074 SH DEFINED 1,2,5,10, 12 1,868,074 ASTA FDG INC COM 04622010 2,756 99,220 SH DEFINED 1 99,220 ASTEC INDS INC COM 04622410 4,652 200,616 SH DEFINED 1,2,5,6 200,616 ASTORIA FINL CORP COM 04626510 35,537 1,248,216 SH DEFINED 1,2,5,12, 13 1,248,216 ASTRAZENECA PLC SPONSORED 04635310 7,913 191,787 SH DEFINED 1,2 191,787 ASTRO-MED INC NEW COM 04638F10 121 11,770 SH DEFINED 1 11,770 ASYST TECHNOLOGY COR COM 04648X10 2,597 582,201 SH DEFINED 1,2,5 582,201 AT ROAD INC COM 04648K10 428 161,064 SH DEFINED 1 161,064 AT&T CORP COM NEW 00195750 720,029 37,816,630 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 37,816,630 ATARI INC COM 04651M10 1,416 509,279 SH DEFINED 1,2 509,279 ATHEROGENICS INC COM 04743910 7,220 451,797 SH DEFINED 1,5 451,797 ATHEROS COMMUNICATIO COM 04743P10 4,651 577,044 SH DEFINED 1,2 577,044 ATI TECHNOLOGIES INC COM 00194110 319 26,936 SH DEFINED 5,13 26,936 ATLANTIS PLASTICS IN COM 04915610 84 11,000 SH DEFINED 1 11,000 ATLAS AMER INC COM 04916710 1,496 40,214 SH DEFINED 1,2 40,214 ATMEL CORP COM 04951310 17,390 7,368,500 SH DEFINED 1,2,5,13 7,368,500 ATMI INC COM 00207R10 14,437 497,656 SH DEFINED 1,2,5,6 497,656 ATMOS ENERGY CORP COM 04956010 20,052 696,264 SH DEFINED 1,2,5 696,264 ATP OIL & GAS CORP COM 00208J10 4,888 208,883 SH DEFINED 1 208,883 ATS MED INC COM 00208310 66 19,029 SH DEFINED 1 19,029 ATWOOD OCEANICS INC COM 05009510 11,451 186,013 SH DEFINED 1,2 186,013 AU OPTRONICS CORP SPONSORED 00225510 6,172 364,364 SH DEFINED 1 364,364 AUDIBLE INC COM NEW 05069A30 4,496 258,840 SH DEFINED 1 258,840 AUDIOVOX CORP CL A 05075710 4,248 274,058 SH DEFINED 1,2,5,6 274,058 AUGUST TECHNOLOGY CO COM 05106U10 2,311 198,356 SH DEFINED 1 198,356 AUSTRALIA&NEW ZEALAN SPONSORED 05252830 1,080 13,059 SH DEFINED 1 13,059 AUTHENTIDATE HLDG CO COM 05266610 69 25,900 SH DEFINED 1 25,900 AUTOBYTEL INC COM 05275N10 2,340 484,480 SH DEFINED 1 484,480 AUTODESK INC COM 05276910 231,597 6,744,241 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,744,241 AUTOLIV INC COM 05280010 33,332 761,000 SH DEFINED 1,2,5,12 761,000 AUTOMATIC DATA PROCE COM 05301510 799,123 19,040,333 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 19,040,333 AUTONATION INC COM 05329W10 113,379 5,525,275 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,525,275 AUTOZONE INC COM 05333210 220,780 2,387,845 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 2,387,845 AVALONBAY CMNTYS INC COM 05348410 122,169 1,511,993 SH DEFINED 1,2,3,5,7, 8,10,12, 13,14 1,511,993 AVANEX CORP COM 05348W10 111 123,874 SH DEFINED 1,5 123,874 AVANIR PHARMACEUTICA CL A 05348P10 3,036 1,084,263 SH DEFINED 1,5 1,084,263 AVANT IMMUNOTHERAPEU COM 05349110 93 79,462 SH DEFINED 1,5 79,462 AVATAR HLDGS INC COM 05349410 3,217 63,990 SH DEFINED 1,5 63,990 AVAYA INC COM 05349910 101,329 12,178,961 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 12,178,961 AVERY DENNISON CORP COM 05361110 141,090 2,664,081 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 2,664,081 AVI BIOPHARMA INC COM 00234610 25 10,752 SH DEFINED 1 10,752 AVIALL INC NEW COM 05366B10 13,196 417,723 SH DEFINED 1,2 417,723 AVID TECHNOLOGY INC COM 05367P10 18,217 341,912 SH DEFINED 1,2,5,6 341,912 AVIGEN INC COM 05369010 68 22,212 SH DEFINED 1,5 22,212 AVISTA CORP COM 05379B10 12,003 645,665 SH DEFINED 1,2,5 645,665 AVNET INC COM 05380710 34,155 1,515,957 SH DEFINED 1,2,5,12, 13 1,515,957 AVOCENT CORP COM 05389310 21,016 803,972 SH DEFINED 1,2,5,12, 13 803,972 AVON PRODS INC COM 05430310 491,825 12,994,064 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 12,994,064 AVX CORP NEW COM 00244410 7,831 646,149 SH DEFINED 1,2,5 646,149 AWARE INC MASS COM 05453N10 116 18,042 SH DEFINED 1 18,042 AXA SPONSORED 05453610 1,243 49,897 SH DEFINED 1 49,897 AXCELIS TECHNOLOGIES COM 05454010 10,022 1,460,898 SH DEFINED 1,2,5,6 1,460,898 AXIS CAPITAL HOLDING SHS G0692U10 2,915 103,005 SH DEFINED 1,5,12 103,005 AXONYX INC COM 05461R10 104 78,356 SH DEFINED 1 78,356 AZTAR CORP COM 05480210 18,096 528,336 SH DEFINED 1,2,5,6 528,336 B A S F A G SPONSORED 05526250 1,882 28,522 SH DEFINED 1 28,522 BADGER METER INC COM 05652510 2,443 59,159 SH DEFINED 1 59,159 BAIRNCO CORP COM 05709710 142 13,221 SH DEFINED 1 13,221 BAKER HUGHES INC COM 05722410 555,572 10,859,509 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 10,859,509 BALCHEM CORP COM 05766520 2,421 80,577 SH DEFINED 1 80,577 BALDOR ELEC CO COM 05774110 11,135 457,850 SH DEFINED 1,2,5,6 457,850 BALDWIN & LYONS INC CL B 05775520 2,622 108,797 SH DEFINED 1,2 108,797 BALL CORP COM 05849810 139,076 3,867,533 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,867,533 BALLY TOTAL FITNESS COM 05873K10 641 197,939 SH DEFINED 1,2,5,6 197,939 BANC CORP COM 05944B10 1,394 131,801 SH DEFINED 1,5 131,801 BANCFIRST CORP COM 05945F10 5,924 68,102 SH DEFINED 1,2 68,102 BANCO BILBAO VIZCAYA SPONSORED 05946K10 2,049 133,372 SH DEFINED 1 133,372 BANCO BRADESCO S A SP ADR PFD 05946030 9,270 261,928 SH DEFINED 1,2 261,928 BANCO SANTANDER CENT ADR 05964H10 2,595 224,053 SH DEFINED 1 224,053 BANCO SANTANDER CHIL SP ADR REP 05965X10 1,171 36,239 SH DEFINED 1,2,7 36,239 BANCOLOMBIA S A SPON ADR P 05968L10 11,052 691,170 SH DEFINED 1,4,5,7 691,170 BANCORP INC DEL COM 05969A10 1,492 85,558 SH DEFINED 1,2 85,558 BANCORPSOUTH INC COM 05969210 23,490 995,349 SH DEFINED 1,2,5 995,349 BANCTRUST FINANCIAL COM 05978R10 1,566 80,205 SH DEFINED 1 80,205 BANDAG INC COM 05981510 10,271 223,036 SH DEFINED 1,2,13 223,036 BANK HAWAII CORP COM 06254010 30,352 598,062 SH DEFINED 1,2,5,13 598,062 BANK MUTUAL CORP NEW COM 06375010 8,205 741,906 SH DEFINED 1,5 741,906 BANK NEW YORK INC COM 06405710 584,897 20,323,032 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 20,323,032 BANK NOVA SCOTIA HAL COM 06414910 3,399 102,222 SH DEFINED 1,5,7 102,222 BANK OF AMERICA CORP COM 06050510 5,503,595 120,666,400 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 120,666,400 BANK OF GRANITE CORP COM 06240110 3,519 183,870 SH DEFINED 1,2,5 183,870 BANK OF THE OZARKS I COM 06390410 4,107 125,058 SH DEFINED 1 125,058 BANKATLANTIC BANCORP CL A 06590850 19,439 1,025,824 SH DEFINED 1,2,5 1,025,824 BANKRATE INC COM 06646V10 1,982 98,420 SH DEFINED 1 98,420 BANKUNITED FINL CORP CL A 06652B10 8,755 323,784 SH DEFINED 1 323,784 BANNER CORP COM 06652V10 7,031 251,030 SH DEFINED 1,2 251,030 BANTA CORP COM 06682110 18,862 415,830 SH DEFINED 1,2,5,6,13 415,830 BARCLAYS PLC ADR 06738E20 11,474 287,275 SH DEFINED 1,2 287,275 BARD C R INC COM 06738310 245,991 3,698,560 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,698,560 BARNES & NOBLE INC COM 06777410 113,474 2,924,599 SH DEFINED 1,2,5,10, 13 2,924,599 BARNES GROUP INC COM 06780610 7,898 238,619 SH DEFINED 1,6 238,619 BARNWELL INDS INC COM 06822110 305 4,600 SH DEFINED 1 4,600 BARR PHARMACEUTICALS COM 06830610 77,016 1,580,139 SH DEFINED 1,2,5,10, 12,13 1,580,139 BARRETT BILL CORP COM 06846N10 6,396 216,217 SH DEFINED 1,2 216,217 BARRICK GOLD CORP COM 06790110 4,696 187,626 SH DEFINED 1,5 187,626 BARRIER THERAPEUTICS COM 06850R10 2,123 267,742 SH DEFINED 1,2 267,742 BASSETT FURNITURE IN COM 07020310 2,863 151,825 SH DEFINED 1,2,5,6 151,825 BAUSCH & LOMB INC COM 07170710 181,347 2,184,904 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 2,184,904 BAXTER INTL INC COM 07181310 752,148 20,273,518 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 20,273,518 BAYER A G SPONSORED 07273030 989 29,711 SH DEFINED 1 29,711 BB&T CORP COM 05493710 592,316 14,819,024 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 14,819,024 BBVA BANCO FRANCES S SPONSORED 07329M10 98 15,601 SH DEFINED 1,7 15,601 BE AEROSPACE INC COM 07330210 10,897 697,201 SH DEFINED 1,5 697,201 BEA SYS INC COM 07332510 48,183 5,487,846 SH DEFINED 1,2,5,7,8, 10,12,13, 14 5,487,846 BEACON ROOFING SUPPL COM 07368510 5,183 197,066 SH DEFINED 1,2 197,066 BEAR STEARNS COS INC COM 07390210 409,214 3,937,023 SH DEFINED 1,2,5,6, 10,12,13 3,937,023 BEARINGPOINT INC COM 07400210 15,505 2,115,319 SH DEFINED 1,5 2,115,319 BEASLEY BROADCAST GR CL A 07401410 1,002 69,159 SH DEFINED 1,2 69,159 BEAZER HOMES USA INC COM 07556Q10 17,959 314,248 SH DEFINED 1,2,5 314,248 BEBE STORES INC COM 07557110 3,111 117,512 SH DEFINED 1,2 117,512 BECKMAN COULTER INC COM 07581110 59,391 934,262 SH DEFINED 1,2,5,7,8, 10,12,13, 14 934,262 BECTON DICKINSON & C COM 07588710 853,575 16,267,868 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 16,267,868 BED BATH & BEYOND IN COM 07589610 333,820 7,989,952 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 7,989,952 BEDFORD PPTY INVS IN COM PAR $0 07644630 8,363 363,288 SH DEFINED 1,3 363,288 BEI TECHNOLOGIES INC COM 05538P10 6,354 238,146 SH DEFINED 1,2,5,6 238,146 BEL FUSE INC CL B 07734730 4,126 135,019 SH DEFINED 1,6 135,019 BELDEN CDT INC COM 07745410 14,472 682,665 SH DEFINED 1,2,5,6 682,665 BELL MICROPRODUCTS I COM 07813710 3,332 354,511 SH DEFINED 1,5,6 354,511 BELLSOUTH CORP COM 07986010 3,247,069 122,208,091 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 122,208,091 BELO CORP COM SER A 08055510 31,934 1,332,244 SH DEFINED 1,2,5,13 1,332,244 BEMIS INC COM 08143710 68,823 2,593,168 SH DEFINED 1,2,5,6, 10,12,13 2,593,168 BENCHMARK ELECTRS IN COM 08160H10 16,911 555,906 SH DEFINED 1,2,5,6 555,906 BENTLEY PHARMACEUTIC COM 08265710 1,934 176,576 SH DEFINED 1 176,576 BERKLEY W R CORP COM 08442310 104,169 2,919,525 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,919,525 BERKSHIRE HATHAWAY I CL B 08467020 442,835 159,093 SH DEFINED 1,5 159,093 BERKSHIRE HILLS BANC COM 08468010 2,758 82,767 SH DEFINED 1,2,5 82,767 BERRY PETE CO CL A 08578910 14,891 281,605 SH DEFINED 1,2 281,605 BEST BUY INC COM 08651610 538,693 7,858,397 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 7,858,397 BEVERLY ENTERPRISES COM NEW 08785130 16,578 1,301,288 SH DEFINED 1,2,5 1,301,288 BEVERLY HILLS BANCOR COM 08786610 1,394 127,310 SH DEFINED 1 127,310 BFC FINL CORP CL A 05538420 1,172 137,413 SH DEFINED 1 137,413 BG PLC ADR FIN IN 05543420 18,112 435,381 SH DEFINED 1,2 435,381 BHP BILLITON LTD SPONSORED 08860610 2,067 75,719 SH DEFINED 1 75,719 BIG 5 SPORTING GOODS COM 08915P10 7,028 247,647 SH DEFINED 1,2 247,647 BIG LOTS INC COM 08930210 45,855 3,463,353 SH DEFINED 1,2,5,6,10 3,463,353 BIMINI MTG MGMT INC CL A 09031E40 8,047 570,690 SH DEFINED 1,2 570,690 BINDVIEW DEV CORP COM 09032710 44 15,956 SH DEFINED 1 15,956 BIO LOGIC SYS CORP COM 09090910 120 19,050 SH DEFINED 1 19,050 BIO RAD LABS INC CL A 09057220 18,896 319,130 SH DEFINED 1,2,5 319,130 BIOENVISION INC COM 09059N10 2,063 283,348 SH DEFINED 1 283,348 BIOGEN IDEC INC COM 09062X10 312,889 9,082,407 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 9,082,407 BIOLASE TECHNOLOGY I COM 09091110 512 81,050 SH DEFINED 1,5,6 81,050 BIOMARIN PHARMACEUTI COM 09061G10 5,733 766,497 SH DEFINED 1 766,497 BIOMED REALTY TRUST COM 09063H10 16,699 700,173 SH DEFINED 1,3 700,173 BIOMET INC COM 09061310 240,134 6,934,274 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,934,274 BIO-REFERENCE LABS I COM $.01 N 09057G60 831 59,876 SH DEFINED 1 59,876 BIOSCRIP INC COM 09069N10 2,222 370,405 SH DEFINED 1,5 370,405 BIOSITE INC COM 09094510 12,625 229,592 SH DEFINED 1,2,6 229,592 BIOSOURCE INTL INC COM 09066H10 111 10,500 SH DEFINED 1 10,500 BIOVAIL CORP COM 09067J10 3,774 243,159 SH DEFINED 1,13 243,159 BIOVERIS CORP COM 09067610 169 38,642 SH DEFINED 1,5 38,642 BISYS GROUP INC COM 05547210 22,427 1,501,105 SH DEFINED 1,2,5,13 1,501,105 BJ SVCS CO COM 05548210 280,205 5,339,268 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,339,268 BJS RESTAURANTS INC COM 09180C10 2,876 141,420 SH DEFINED 1 141,420 BJS WHOLESALE CLUB I COM 05548J10 42,132 1,296,777 SH DEFINED 1,2,5,10, 13 1,296,777 BKF CAP GROUP INC COM 05548G10 2,836 74,803 SH DEFINED 1,2 74,803 BLACK & DECKER CORP COM 09179710 251,154 2,795,263 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 2,795,263 BLACK BOX CORP DEL COM 09182610 9,802 276,879 SH DEFINED 1,2,5,6 276,879 BLACK HILLS CORP COM 09211310 19,934 540,956 SH DEFINED 1,2,5,13 540,956 BLACKBAUD INC COM 09227Q10 1,019 75,516 SH DEFINED 1,2 75,516 BLACKBOARD INC COM 09193550 3,967 165,858 SH DEFINED 1,2 165,858 BLACKROCK INC CL A 09247X10 10,900 135,484 SH DEFINED 1,2,5 135,484 BLAIR CORP COM 09282810 3,807 96,386 SH DEFINED 1 96,386 BLOCK H & R INC COM 09367110 251,109 4,303,495 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,303,495 BLOCKBUSTER INC CL A 09367910 20,407 2,237,639 SH DEFINED 1,5 2,237,639 BLOCKBUSTER INC CL B 09367920 180 21,001 SH DEFINED 1 21,001 BLOUNT INTL INC NEW COM 09518010 5,658 338,979 SH DEFINED 1 338,979 BLUE COAT SYSTEMS IN COM NEW 09534T50 4,667 156,182 SH DEFINED 1,2 156,182 BLUE NILE INC COM 09578R10 4,484 137,171 SH DEFINED 1 137,171 BLUEGREEN CORP COM 09623110 3,839 220,515 SH DEFINED 1,2 220,515 BLUELINX HLDGS INC COM 09624H10 341 32,215 SH DEFINED 1 32,215 BLYTH INC COM 09643P10 13,815 492,521 SH DEFINED 1,2,5,13 492,521 BMC SOFTWARE INC COM 05592110 162,525 9,054,317 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 9,054,317 BOB EVANS FARMS INC COM 09676110 13,565 581,193 SH DEFINED 1,2,5,13 581,193 BOC GROUP PLC SPONSORED 05561760 422 11,617 SH DEFINED 1 11,617 BOEING CO COM 09702310 6,076,042 92,061,236 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 92,061,236 BOIS D ARC ENERGY IN COM 09738U10 1,659 112,483 SH DEFINED 1 112,483 BOK FINL CORP COM NEW 05561Q20 9,882 214,277 SH DEFINED 1,2,5 214,277 BOMBAY CO INC COM 09792410 2,397 420,442 SH DEFINED 1 420,442 BONE CARE INTL INC COM 09807210 7,293 221,128 SH DEFINED 1 221,128 BON-TON STORES INC COM 09776J10 9,677 500,125 SH DEFINED 1,2 500,125 BORDERS GROUP INC COM 09970910 30,610 1,209,401 SH DEFINED 1,2,5,13 1,209,401 BORG WARNER INC COM 09972410 38,671 720,534 SH DEFINED 1,2,5,12, 13 720,534 BORLAND SOFTWARE COR COM 09984910 6,801 991,330 SH DEFINED 1,2,5 991,330 BOSTON BEER INC CL A 10055710 2,991 133,303 SH DEFINED 1,2 133,303 BOSTON COMMUNICATION COM 10058210 25 12,133 SH DEFINED 1 12,133 BOSTON PRIVATE FINL COM 10111910 8,091 321,086 SH DEFINED 1 321,086 BOSTON PROPERTIES IN COM 10112110 154,886 2,212,657 SH DEFINED 1,2,3,5,7, 8,10,12, 13,14 2,212,657 BOSTON SCIENTIFIC CO COM 10113710 509,230 18,860,363 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 18,860,363 BOTTOMLINE TECH DEL COM 10138810 1,863 124,444 SH DEFINED 1 124,444 BOWATER INC COM 10218310 31,569 975,246 SH DEFINED 1,5,12,13 975,246 BOWNE & CO INC COM 10304310 6,731 465,505 SH DEFINED 1,2,6 465,505 BOYD GAMING CORP COM 10330410 29,289 572,837 SH DEFINED 1,2,7,13 572,837 BOYDS COLLECTION LTD COM 10335410 34 18,859 SH DEFINED 1 18,859 BOYKIN LODGING CO COM 10343010 4,943 368,902 SH DEFINED 1,3,5 368,902 BP PLC SPONSORED 05562210 3,296,826 52,850,689 SH DEFINED 1,2 52,850,689 BP PRUDHOE BAY RTY T UNIT BEN I 05563010 1,312 18,337 SH DEFINED 1,5 18,337 BRADLEY PHARMACEUTIC COM 10457610 421 39,189 SH DEFINED 1,6 39,189 BRADY CORP CL A 10467410 19,435 626,921 SH DEFINED 1,2,5,6 626,921 BRANDYWINE RLTY TR SH BEN INT 10536820 33,393 1,089,506 SH DEFINED 1,2,3,5 1,089,506 BRE PROPERTIES INC CL A 05564E10 33,751 806,472 SH DEFINED 1,2,3,5 806,472 BRIGGS & STRATTON CO COM 10904310 24,478 707,048 SH DEFINED 1,2,5,6,12 707,048 BRIGHAM EXPLORATION COM 10917810 2,729 298,876 SH DEFINED 1 298,876 BRIGHT HORIZON FAMIL COM 10919510 12,513 307,302 SH DEFINED 1,2,5 307,302 BRIGHTPOINT INC COM NEW 10947340 9,791 441,253 SH DEFINED 1,2 441,253 BRINKER INTL INC COM 10964110 78,537 1,960,962 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,960,962 BRINKS CO COM 10969610 24,840 689,990 SH DEFINED 1,2,5,7,13 689,990 BRISTOL MYERS SQUIBB COM 11012210 1,325,270 53,053,226 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 53,053,226 BRISTOL WEST HLDGS I COM 11037M10 3,082 168,441 SH DEFINED 1 168,441 BRITESMILE INC COM NEW 11041520 39 10,336 SH DEFINED 1 10,336 BRITISH AMERN TOB PL SPONSORED 11044810 985 25,386 SH DEFINED 1 25,386 BRITISH AWYS PLC ADR 2ND IN 11041930 239 5,105 SH DEFINED 1 5,105 BRITISH SKY BROADCAS SPONSORED 11101310 293 7,809 SH DEFINED 1 7,809 BROADCOM CORP CL A 11132010 274,274 7,719,514 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 7,719,514 BROADVISION INC COM NEW 11141260 29 24,066 SH DEFINED 1,5 24,066 BROADWING CORP COM 11161E10 2,947 637,775 SH DEFINED 1,5 637,775 BROCADE COMMUNICATIO COM 11162110 19,979 5,149,143 SH DEFINED 1,2,5 5,149,143 BROOKFIELD HOMES COR COM 11272310 7,993 175,296 SH DEFINED 1,5 175,296 BROOKFIELD PPTYS COR COM 11290010 4,890 169,806 SH DEFINED 1,3,5,7 169,806 BROOKLINE BANCORP IN COM 11373M10 11,789 725,020 SH DEFINED 1,2,5 725,020 BROOKS AUTOMATION IN COM 11434010 9,751 656,640 SH DEFINED 1,2,5,6 656,640 BROOKSTONE INC COM 11453710 4,842 256,442 SH DEFINED 1,5 256,442 BROOKTROUT INC COM 11458010 242 21,689 SH DEFINED 1,6 21,689 BROWN & BROWN INC COM 11523610 39,255 873,490 SH DEFINED 1,2,5,12, 13 873,490 BROWN FORMAN CORP CL A 11563710 967 15,110 SH DEFINED 1,5,12 15,110 BROWN FORMAN CORP CL B 11563720 113,105 1,870,735 SH DEFINED 1,2,5,6, 10,12,13 1,870,735 BROWN SHOE INC NEW COM 11573610 11,044 282,096 SH DEFINED 1,2,6 282,096 BRUKER BIOSCIENCES C COM 11679410 1,395 349,548 SH DEFINED 1,2,5 349,548 BRUNSWICK CORP COM 11704310 112,318 2,592,743 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 2,592,743 BRUSH ENGINEERED MAT COM 11742110 3,359 235,551 SH DEFINED 1,5 235,551 BSQUARE CORP COM 11776U10 11 20,627 SH DEFINED 1 20,627 BT GROUP PLC ADR 05577E10 526 12,655 SH DEFINED 1 12,655 BUCA INC COM 11776910 81 15,455 SH DEFINED 1,5 15,455 BUCKEYE PARTNERS L P UNIT LTD P 11823010 1,560 33,933 SH DEFINED 1,5 33,933 BUCKEYE TECHNOLOGIES COM 11825510 3,882 487,061 SH DEFINED 1,2 487,061 BUCKLE INC COM 11844010 4,470 100,819 SH DEFINED 1 100,819 BUCYRUS INTL INC NEW CL A 11875910 10,231 269,374 SH DEFINED 1,2 269,374 BUFFALO WILD WINGS I COM 11984810 2,066 66,221 SH DEFINED 1 66,221 BUILD A BEAR WORKSHO COM 12007610 2,610 111,282 SH DEFINED 1 111,282 BUILDING MATLS HLDG COM 12011310 15,729 227,008 SH DEFINED 1,6 227,008 BUNGE LIMITED COM G1696210 49,894 786,966 SH DEFINED 1,2,5,7,8, 10,12,13, 14 786,966 BURLINGTON COAT FACT COM 12157910 13,167 308,801 SH DEFINED 1,6 308,801 BURLINGTON NORTHN SA COM 12189T10 568,318 12,071,319 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 12,071,319 BURLINGTON RES INC COM 12201410 819,290 14,831,471 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 14,831,471 C COR INC COM 12501010 4,120 601,493 SH DEFINED 1,2,5,6 601,493 C D I CORP COM 12507110 3,965 180,906 SH DEFINED 1,6 180,906 C D W CORP COM 12512N10 67,743 1,189,509 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 1,189,509 C H ROBINSON WORLDWI COM 12541W10 72,072 1,238,355 SH DEFINED 1,2,5,12, 13 1,238,355 C&D TECHNOLOGIES INC COM 12466110 3,880 422,223 SH DEFINED 1,2,5,6 422,223 CABELAS INC COM 12680430 7,390 345,967 SH DEFINED 1 345,967 CABLE & WIRELESS PUB SPONSORED 12683020 230 28,828 SH DEFINED 1 28,828 CABLEVISION SYS CORP CL A NY CA 12686C10 78,986 2,452,983 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,452,983 CABOT CORP COM 12705510 242,989 7,363,296 SH DEFINED 1,2,5,6, 12,13 7,363,296 CABOT MICROELECTRONI COM 12709P10 22,927 790,873 SH DEFINED 1,2,5,13 790,873 CABOT OIL & GAS CORP COM 12709710 25,216 726,683 SH DEFINED 1,2,5 726,683 CACHE INC COM NEW 12715030 3,610 217,213 SH DEFINED 1 217,213 CACI INTL INC CL A 12719030 18,860 298,611 SH DEFINED 1,2,5,6 298,611 CADBURY SCHWEPPES PL ADR 12720930 989 25,805 SH DEFINED 1 25,805 CADENCE DESIGN SYSTE COM 12738710 64,566 4,726,673 SH DEFINED 1,2,5,7,8, 10,12,13, 14 4,726,673 CAE INC COM 12476510 102 19,000 SH DEFINED 7 19,000 CAL DIVE INTL INC COM 12791410 54,633 1,043,210 SH DEFINED 1,2,5 1,043,210 CALAMOS ASSET MGMT I CL A 12811R10 7,086 260,121 SH DEFINED 1 260,121 CALAMP CORP COM 12812610 87 12,189 SH DEFINED 1 12,189 CALAVO GROWERS INC COM 12824610 187 17,800 SH DEFINED 1 17,800 CALGON CARBON CORP COM 12960310 3,674 415,154 SH DEFINED 1,2 415,154 CALIFORNIA COASTAL C COM NEW 12991520 2,693 78,349 SH DEFINED 1 78,349 CALIFORNIA MICRO DEV COM 13043910 147 25,900 SH DEFINED 1 25,900 CALIFORNIA PIZZA KIT COM 13054D10 6,497 238,256 SH DEFINED 1 238,256 CALIFORNIA WTR SVC G COM 13078810 7,627 203,178 SH DEFINED 1 203,178 CALIPER LIFE SCIENCE COM 13087210 1,306 233,125 SH DEFINED 1 233,125 CALLAWAY GOLF CO COM 13119310 27,458 1,779,499 SH DEFINED 1,2,5,13 1,779,499 CALLON PETE CO DEL COM 13123X10 2,142 144,892 SH DEFINED 1 144,892 CALPINE CORP COM 13134710 57,223 16,830,175 SH DEFINED 1,2,5,6, 10,13 16,830,175 CAMBREX CORP COM 13201110 6,427 337,399 SH DEFINED 1,2,5 337,399 CAMDEN NATL CORP COM 13303410 3,286 100,339 SH DEFINED 1,2,5 100,339 CAMDEN PPTY TR SH BEN INT 13313110 46,294 861,287 SH DEFINED 1,2,3,5 861,287 CAMPBELL SOUP CO COM 13442910 257,056 8,354,122 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 8,354,122 CANADIAN NAT RES LTD COM 13638510 487 13,400 SH DEFINED 5,7 13,400 CANADIAN NATL RY CO COM 13637510 2,727 47,301 SH DEFINED 1,5,7 47,301 CANCERVAX CORP COM 13738Y10 55 19,400 SH DEFINED 1 19,400 CANDELA CORP COM 13690710 2,456 235,006 SH DEFINED 1,2 235,006 CANON INC ADR 13800630 2,184 41,493 SH DEFINED 1 41,493 CANTEL MEDICAL CORP COM 13809810 1,763 107,739 SH DEFINED 1 107,739 CAPITAL AUTOMOTIVE R COM SH BEN 13973310 28,664 751,140 SH DEFINED 1,2,5 751,140 CAPITAL CITY BK GROU COM 13967410 4,468 110,585 SH DEFINED 1 110,585 CAPITAL CORP OF THE COM NEW 14006520 2,555 92,068 SH DEFINED 1 92,068 CAPITAL CROSSING BK COM 14007110 1,262 37,000 SH DEFINED 1 37,000 CAPITAL LEASE FDG IN COM 14028810 2,859 263,546 SH DEFINED 1 263,546 CAPITAL ONE FINL COR COM 14040H10 597,982 7,473,840 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 7,473,840 CAPITAL SOUTHWEST CO COM 14050110 3,789 42,257 SH DEFINED 1 42,257 CAPITAL TRUST INC MD CL A NEW 14052H50 4,531 135,608 SH DEFINED 1 135,608 CAPITALSOURCE INC COM 14055X10 9,816 500,076 SH DEFINED 1,2,5 500,076 CAPITOL BANCORP LTD COM 14056D10 5,284 157,204 SH DEFINED 1,2 157,204 CAPITOL FED FINL COM 14057C10 6,660 193,150 SH DEFINED 1,2,5 193,150 CAPSTEAD MTG CORP COM NO PAR 14067E50 1,284 155,014 SH DEFINED 1,2,5 155,014 CAPSTONE TURBINE COR COM 14067D10 85 67,208 SH DEFINED 1,5 67,208 CAPTARIS INC COM 14071N10 193 46,678 SH DEFINED 1,6 46,678 CARACO PHARMACEUTICA COM 14075T10 563 65,660 SH DEFINED 1 65,660 CARAUSTAR INDS INC COM 14090910 4,213 401,257 SH DEFINED 1,2 401,257 CARBO CERAMICS INC COM 14078110 19,760 250,258 SH DEFINED 1 250,258 CARDIAC SCIENCE INC COM NEW 14141020 68 65,556 SH DEFINED 1,5 65,556 CARDINAL FINL CORP COM 14149F10 699 74,411 SH DEFINED 1 74,411 CARDINAL HEALTH INC COM 14149Y10 747,353 12,979,390 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 12,979,390 CARDIODYNAMICS INTL COM 14159710 48 30,188 SH DEFINED 1,5 30,188 CAREER EDUCATION COR COM 14166510 75,505 2,062,423 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,062,423 CAREMARK RX INC COM 14170510 601,157 13,503,079 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 13,503,079 CARLISLE COS INC COM 14233910 25,269 368,185 SH DEFINED 1,2,5,12, 13 368,185 CARMAX INC COM 14313010 41,633 1,562,210 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,562,210 CARMIKE CINEMAS INC COM 14343640 4,243 138,311 SH DEFINED 1,2 138,311 CARNIVAL CORP PAIRED CTF 14365830 575,987 10,558,880 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 10,558,880 CARPENTER TECHNOLOGY COM 14428510 24,208 467,338 SH DEFINED 1,2 467,338 CARRAMERICA RLTY COR COM 14441810 36,175 999,871 SH DEFINED 1,2,3,5 999,871 CARREKER CORP COM 14443310 227 41,349 SH DEFINED 1,5,6 41,349 CARRIAGE SVCS INC COM 14390510 82 13,500 SH DEFINED 1 13,500 CARRIER ACCESS CORP COM 14446010 138 28,723 SH DEFINED 1 28,723 CARRIZO OIL & CO INC COM 14457710 3,459 202,773 SH DEFINED 1 202,773 CARTER INC COM 14622910 12,695 217,450 SH DEFINED 1,2 217,450 CASCADE BANCORP COM 14715410 3,933 186,911 SH DEFINED 1 186,911 CASCADE CORP COM 14719510 5,710 132,016 SH DEFINED 1 132,016 CASCADE NAT GAS CORP COM 14733910 3,151 153,683 SH DEFINED 1,2,5 153,683 CASELLA WASTE SYS IN CL A 14744810 2,785 232,121 SH DEFINED 1,2 232,121 CASEYS GEN STORES IN COM 14752810 16,062 810,401 SH DEFINED 1,2,5,6 810,401 CASH AMER INTL INC COM 14754D10 7,755 385,437 SH DEFINED 1,2 385,437 CASTLE A M & CO COM 14841110 2,060 133,263 SH DEFINED 1 133,263 CASUAL MALE RETAIL G COM 14871110 2,312 316,330 SH DEFINED 1 316,330 CATALINA MARKETING C COM 14886710 31,060 1,222,337 SH DEFINED 1,2,5,13 1,222,337 CATALYST SEMICONDUCT COM 14888110 74 16,969 SH DEFINED 1 16,969 CATAPULT COMMUNICATI COM 14901610 1,609 94,342 SH DEFINED 1,2,6 94,342 CATELLUS DEV CORP NE COM 14911310 58,813 1,793,089 SH DEFINED 1,2,3,5,12 1,793,089 CATERPILLAR INC DEL COM 14912310 1,314,703 13,793,964 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 13,793,964 CATHAY GENERAL BANCO COM 14915010 18,056 537,872 SH DEFINED 1,2,5 537,872 CATO CORP NEW CL A 14920510 12,218 591,686 SH DEFINED 1,2,6 591,686 CB RICHARD ELLIS GRO CL A 12497T10 17,156 391,147 SH DEFINED 1,2 391,147 CBL & ASSOC PPTYS IN COM 12483010 36,397 845,072 SH DEFINED 1,2,3,5 845,072 CBRL GROUP INC COM 12489V10 22,569 580,786 SH DEFINED 1,2,5,13 580,786 CCA INDS INC COM 12486710 101 10,608 SH DEFINED 1 10,608 CCC INFORMATION SVCS COM 12487Q10 2,350 98,101 SH DEFINED 1 98,101 CDC CORP SHS A G2022L10 41 14,335 SH DEFINED 1,5 14,335 CDN IMPERIAL BK OF C COM 13606910 694 11,205 SH DEFINED 1 11,205 CEC ENTMT INC COM 12513710 34,991 831,334 SH DEFINED 1,2,5,6 831,334 CEDAR FAIR L P DEPOSITRY 15018510 1,944 60,394 SH DEFINED 1,5 60,394 CEDAR SHOPPING CTRS COM NEW 15060220 5,624 381,318 SH DEFINED 1,3 381,318 CELANESE CORP DEL COM SER A 15087010 5,403 340,042 SH DEFINED 1,2,5 340,042 CELESTICA INC SUB VTG SH 15101Q10 817 61,073 SH DEFINED 1,5,7 61,073 CELGENE CORP COM 15102010 73,505 1,806,016 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,806,016 CELL GENESYS INC COM 15092110 2,666 498,372 SH DEFINED 1,2,5 498,372 CELL THERAPEUTICS IN COM 15093410 1,751 646,222 SH DEFINED 1,2,5 646,222 CEMEX S A SPON ADR 5 15129088 13,572 319,943 SH DEFINED 1,2 319,943 CENDANT CORP COM 15131310 792,503 35,427,027 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 35,427,027 CENTENE CORP DEL COM 15135B10 23,851 710,278 SH DEFINED 1,2,6 710,278 CENTENNIAL COMMUNCTN CL A NEW 15133V20 7,328 527,964 SH DEFINED 1,2 527,964 CENTER BANCORP INC COM 15140810 153 13,524 SH DEFINED 1 13,524 CENTER FINL CORP CAL COM 15146E10 2,658 107,051 SH DEFINED 1 107,051 CENTERPOINT ENERGY I COM 15189T10 116,357 8,808,256 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 8,808,256 CENTERPOINT PPTYS TR COM 15189510 38,517 910,556 SH DEFINED 1,2,3,5 910,556 CENTEX CORP COM 15231210 272,692 3,858,666 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,858,666 CENTILLIUM COMMUNICA COM 15231910 41 19,034 SH DEFINED 1,5 19,034 CENTRAL COAST BANCOR COM 15314510 2,392 132,141 SH DEFINED 1 132,141 CENTRAL EUROPEAN DIS COM 15343510 5,558 148,885 SH DEFINED 1 148,885 CENTRAL FGHT LINES I COM 15349110 53 20,112 SH DEFINED 1 20,112 CENTRAL GARDEN & PET COM 15352710 12,220 248,769 SH DEFINED 1,2 248,769 CENTRAL PAC FINL COR COM 15476010 14,712 413,251 SH DEFINED 1 413,251 CENTRAL PKG CORP COM 15478510 5,363 390,018 SH DEFINED 1,6 390,018 CENTRAL VT PUB SVC C COM 15577110 5,256 284,118 SH DEFINED 1,2 284,118 CENTURY ALUM CO COM 15643110 10,694 524,227 SH DEFINED 1,2 524,227 CENTURY BUSINESS SVC COM 15649010 3,056 754,644 SH DEFINED 1 754,644 CENTURYTEL INC COM 15670010 174,562 5,040,760 SH DEFINED 1,2,5,6, 10,12,13, 14 5,040,760 CENVEO INC COM 15670S10 3,986 527,186 SH DEFINED 1,5 527,186 CEPHALON INC COM 15670810 31,856 800,401 SH DEFINED 1,2,5,12, 13 800,401 CEPHEID COM 15670R10 3,517 479,150 SH DEFINED 1,5 479,150 CERADYNE INC COM 15671010 8,161 339,061 SH DEFINED 1,5,6 339,061 CERES GROUP INC COM 15677210 1,948 320,438 SH DEFINED 1 320,438 CERIDIAN CORP NEW COM 15677910 47,041 2,414,854 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 2,414,854 CERNER CORP COM 15678210 20,637 303,620 SH DEFINED 1,2,5,6 303,620 CERTEGY INC COM 15688010 40,574 1,061,588 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,061,588 CEVA INC COM 15721010 70 11,985 SH DEFINED 1,5 11,985 CFS BANCORP INC COM 12525D10 182 13,694 SH DEFINED 1,5 13,694 CH ENERGY GROUP INC COM 12541M10 10,289 211,583 SH DEFINED 1,2,5 211,583 CHAD THERAPEUTICS IN COM 15722810 104 27,600 SH DEFINED 1 27,600 CHAMPION ENTERPRISES COM 15849610 12,363 1,243,767 SH DEFINED 1,2,5,6 1,243,767 CHAMPS ENTMT INC DEL COM 15878710 78 10,400 SH DEFINED 1 10,400 CHARLES & COLVARD LT COM 15976510 2,926 119,168 SH DEFINED 1 119,168 CHARLES RIV LABS INT COM 15986410 60,384 1,251,479 SH DEFINED 1,2,5,12, 13 1,251,479 CHARLOTTE RUSSE HLDG COM 16104810 1,840 147,691 SH DEFINED 1 147,691 CHARMING SHOPPES INC COM 16113310 14,169 1,518,654 SH DEFINED 1,2,5 1,518,654 CHARTER COMMUNICATIO CL A 16117M10 3,486 2,954,660 SH DEFINED 1,2,5 2,954,660 CHARTER FINL CORP WE COM 16122M10 1,729 49,474 SH DEFINED 1 49,474 CHARTERMAC SH BEN INT 16090810 10,748 489,427 SH DEFINED 1,5 489,427 CHATTEM INC COM 16245610 19,645 474,507 SH DEFINED 1,2 474,507 CHECK POINT SOFTWARE ORD M2246510 4,502 227,025 SH DEFINED 1,2,5,12 227,025 CHECKERS DRIVE-IN RE COM NEW 16280930 150 11,100 SH DEFINED 1 11,100 CHECKFREE CORP NEW COM 16281310 48,313 1,418,475 SH DEFINED 1,2,5,13 1,418,475 CHECKPOINT SYS INC COM 16282510 13,150 742,952 SH DEFINED 1,2,6 742,952 CHEESECAKE FACTORY I COM 16307210 35,572 1,024,240 SH DEFINED 1,2,5,13 1,024,240 CHEMED CORP NEW COM 16359R10 14,708 359,794 SH DEFINED 1,2,6 359,794 CHEMICAL FINL CORP COM 16373110 9,972 301,167 SH DEFINED 1,5 301,167 CHENIERE ENERGY INC COM NEW 16411R20 15,955 513,010 SH DEFINED 1,2 513,010 CHEROKEE INC DEL NEW COM 16444H10 2,879 83,162 SH DEFINED 1,5 83,162 CHESAPEAKE CORP COM 16515910 5,028 240,104 SH DEFINED 1,2 240,104 CHESAPEAKE ENERGY CO COM 16516710 69,462 3,046,566 SH DEFINED 1,2,5,7,8, 10,12,13, 14 3,046,566 CHESAPEAKE UTILS COR COM 16530310 318 10,413 SH DEFINED 1,2 10,413 CHEVRON CORP NEW COM 16676410 4,428,772 79,198,347 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 79,198,347 CHICAGO BRIDGE & IRO N Y REGIST 16725010 219 9,564 SH DEFINED 1 9,564 CHICAGO MERCANTILE H CL A 16776010 101,752 344,340 SH DEFINED 1,2,5,7,8, 10,12,13, 14 344,340 CHICOS FAS INC COM 16861510 103,609 3,022,436 SH DEFINED 1,2,5,7,8, 10,12,13, 14 3,022,436 CHILDRENS PL RETAIL COM 16890510 13,883 297,475 SH DEFINED 1,2,5,6 297,475 CHINA ENERGY TECHNOL COM 16938W10 111 11,116 SH DEFINED 1 11,116 CHINA MOBILE HONG KO SPONSORED 16941M10 2,899 155,930 SH DEFINED 1 155,930 CHINA PETE & CHEM CO SPON ADR H 16941R10 600 15,378 SH DEFINED 1 15,378 CHINA TECHFAITH WIRL SPONSORED 16942410 547 33,600 SH DEFINED 1,2 33,600 CHINA YUCHAI INTL LT COM G2108210 1,074 88,500 SH DEFINED 1,2 88,500 CHIQUITA BRANDS INTL COM 17003280 24,014 874,513 SH DEFINED 1,2 874,513 CHIRON CORP COM 17004010 124,995 3,582,537 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,582,537 CHITTENDEN CORP COM 17022810 15,879 583,791 SH DEFINED 1,2,5 583,791 CHOICE HOTELS INTL I COM 16990510 11,546 175,735 SH DEFINED 1,2,5 175,735 CHOICEPOINT INC COM 17038810 56,844 1,419,330 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,419,330 CHOLESTECH CORP COM 17039310 150 13,300 SH DEFINED 1 13,300 CHORDIANT SOFTWARE I COM 17040410 137 70,238 SH DEFINED 1 70,238 CHRISTOPHER & BANKS COM 17104610 11,010 602,970 SH DEFINED 1,2,5,6 602,970 CHUBB CORP COM 17123210 527,871 6,165,997 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,165,997 CHURCH & DWIGHT INC COM 17134010 27,772 767,193 SH DEFINED 1,2,5,13 767,193 CHURCHILL DOWNS INC COM 17148410 6,716 158,051 SH DEFINED 1 158,051 CIBER INC COM 17163B10 6,670 835,890 SH DEFINED 1,2,6 835,890 CIENA CORP COM 17177910 33,974 16,255,562 SH DEFINED 1,2,5,6, 10,13 16,255,562 CIGNA CORP COM 12550910 604,419 5,647,197 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,647,197 CIMAREX ENERGY CO COM 17179810 48,986 1,258,968 SH DEFINED 1,2,5,12 1,258,968 CINCINNATI BELL INC COM 17187110 22,801 5,302,526 SH DEFINED 1,2,5,6, 13 5,302,526 CINCINNATI FINL CORP COM 17206210 205,719 5,200,168 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,200,168 CINERGY CORP COM 17247410 261,729 5,839,561 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,839,561 CINTAS CORP COM 17290810 148,878 3,856,932 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,856,932 CIRCOR INTL INC COM 17273K10 4,851 196,630 SH DEFINED 1,2 196,630 CIRCUIT CITY STORE I COM 17273710 92,871 5,371,378 SH DEFINED 1,2,5,6, 10,12,13 5,371,378 CIRRUS LOGIC INC COM 17275510 5,264 991,423 SH DEFINED 1,2,5 991,423 CISCO SYS INC COM 17275R10 3,648,353 191,213,484 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 191,213,484 CIT GROUP INC COM 12558110 260,435 6,060,861 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,060,861 CITADEL BROADCASTING COM 17285T10 11,499 1,004,295 SH DEFINED 1,2 1,004,295 CITIGROUP INC COM 17296710 11,740,366 253,955,563 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 253,955,563 CITIZENS & NORTHN CO COM 17292210 2,578 82,514 SH DEFINED 1 82,514 CITIZENS BKG CORP MI COM 17442010 16,033 530,530 SH DEFINED 1,2,5 530,530 CITIZENS COMMUNICATI COM 17453B10 119,069 8,859,271 SH DEFINED 1,2,5,6, 10,12,13 8,859,271 CITIZENS FIRST BANCO COM 17461R10 251 12,150 SH DEFINED 1,5 12,150 CITIZENS INC CL A 17474010 2,338 383,351 SH DEFINED 1 383,351 CITRIX SYS INC COM 17737610 108,949 5,029,973 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,029,973 CITY BK LYNNWOOD WAS COM 17770A10 3,134 101,025 SH DEFINED 1,2 101,025 CITY HLDG CO COM 17783510 10,280 281,497 SH DEFINED 1,2 281,497 CITY NATL CORP COM 17856610 35,815 499,438 SH DEFINED 1,2,5,12, 13 499,438 CKE RESTAURANTS INC COM 12561E10 20,068 1,441,641 SH DEFINED 1,2 1,441,641 CKX INC COM 12562M10 1,257 97,741 SH DEFINED 1,2 97,741 CLAIRES STORES INC COM 17958410 26,699 1,110,165 SH DEFINED 1,2,5,6,13 1,110,165 CLARCOR INC COM 17989510 28,624 978,588 SH DEFINED 1,2,5,6 978,588 CLARK INC COM 18145710 4,570 318,893 SH DEFINED 1,2 318,893 CLEAN HARBORS INC COM 18449610 3,960 182,641 SH DEFINED 1 182,641 CLEAR CHANNEL COMMUN COM 18450210 426,891 13,801,857 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 13,801,857 CLECO CORP NEW COM 12561W10 23,074 1,069,728 SH DEFINED 1,2,5,6 1,069,728 CLEVELAND CLIFFS INC COM 18589610 18,452 319,458 SH DEFINED 1,2,5 319,458 CLICK COMMERCE INC COM NEW 18681D20 1,797 78,246 SH DEFINED 1 78,246 CLIFTON SVGS BANCORP COM 18712Q10 1,337 126,569 SH DEFINED 1 126,569 CLOROX CO DEL COM 18905410 246,328 4,420,819 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,420,819 CMGI INC COM 12575010 9,711 5,138,141 SH DEFINED 1,5 5,138,141 CMS ENERGY CORP COM 12589610 96,818 6,428,800 SH DEFINED 1,2,5,6, 10,13 6,428,800 CNA FINL CORP COM 12611710 7,429 261,418 SH DEFINED 1,2,5 261,418 CNA SURETY CORP COM 12612L10 3,672 247,279 SH DEFINED 1,2 247,279 CNET NETWORKS INC COM 12613R10 17,751 1,511,981 SH DEFINED 1,5 1,511,981 CNF INC COM 12612W10 75,587 1,683,444 SH DEFINED 1,2,5,10, 12,13,14 1,683,444 CNS INC COM 12613610 3,603 157,702 SH DEFINED 1 157,702 COACH INC COM 18975410 372,663 11,101,058 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 11,101,058 COACHMEN INDS INC COM 18987310 2,630 209,895 SH DEFINED 1,6 209,895 COASTAL FINL CORP DE COM 19046E10 2,429 165,800 SH DEFINED 1,5 165,800 COBIZ INC COM 19089710 2,806 154,790 SH DEFINED 1 154,790 COBRA ELECTRS CORP COM 19104210 73 10,200 SH DEFINED 1 10,200 COCA COLA BOTTLING C COM 19109810 4,005 79,241 SH DEFINED 1,2 79,241 COCA COLA CO COM 19121610 2,957,176 70,830,558 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 70,830,558 COCA COLA ENTERPRISE COM 19121910 217,321 9,873,755 SH DEFINED 1,2,5,6,7, 10,12,13 9,873,755 COEUR D ALENE MINES COM 19210810 10,354 2,852,409 SH DEFINED 1,2,5 2,852,409 COGENT COMM GROUP IN COM NEW 19239V30 257 38,679 SH DEFINED 1 38,679 COGENT INC COM 19239Y10 7,443 260,701 SH DEFINED 1,5 260,701 COGNEX CORP COM 19242210 16,637 635,225 SH DEFINED 1,2,5,6 635,225 COGNIZANT TECHNOLOGY CL A 19244610 95,765 2,031,938 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,031,938 COGNOS INC COM 19244C10 7,306 213,988 SH DEFINED 1,2 213,988 COHEN & STEERS INC COM 19247A10 1,088 52,775 SH DEFINED 1 52,775 COHERENT INC COM 19247910 17,073 474,114 SH DEFINED 1,2,5,6 474,114 COHU INC COM 19257610 5,930 295,785 SH DEFINED 1,2,6 295,785 COINSTAR INC COM 19259P30 8,411 371,346 SH DEFINED 1,2,6 371,346 COLDWATER CREEK INC COM 19306810 10,749 431,527 SH DEFINED 1,5 431,527 COLE KENNETH PRODTNS CL A 19329410 2,957 95,034 SH DEFINED 1 95,034 COLES MYER LTD SPON ADR N 19387040 342 6,050 SH DEFINED 1 6,050 COLGATE PALMOLIVE CO COM 19416210 641,041 12,843,939 SH DEFINED 1,2,5,6, 10,12,13 12,843,939 COLLAGENEX PHARMACEU COM 19419B10 2,234 293,600 SH DEFINED 1 293,600 COLLEGIATE FDG SVCS COM 19458M10 1,309 89,790 SH DEFINED 1 89,790 COLONIAL BANCGROUP I COM 19549330 39,916 1,809,407 SH DEFINED 1,2,5,12, 13 1,809,407 COLONIAL PPTYS TR COM SH BEN 19587210 36,136 821,280 SH DEFINED 1,2,3,5 821,280 COLONY BANKCORP INC COM 19623P10 1,543 51,362 SH DEFINED 1 51,362 COLOR KINETICS INC COM 19624P10 2,239 210,403 SH DEFINED 1,2 210,403 COLT TELECOM GROUP P SPONSORED 19687710 60 14,344 SH DEFINED 1 14,344 COLUMBIA BANCORP COM 19722710 2,806 76,985 SH DEFINED 1,2 76,985 COLUMBIA BKG SYS INC COM 19723610 5,996 243,543 SH DEFINED 1,2 243,543 COLUMBIA LABS INC COM 19777910 88 27,813 SH DEFINED 1 27,813 COLUMBIA SPORTSWEAR COM 19851610 5,852 118,597 SH DEFINED 1,2,5 118,597 COLUMBUS MCKINNON CO COM 19933310 110 10,078 SH DEFINED 1 10,078 COMARCO INC COM 20008010 97 12,500 SH DEFINED 1 12,500 COMCAST CORP NEW CL A 20030N10 1,656,968 54,025,705 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 54,025,705 COMCAST CORP NEW CL A SPL 20030N20 107,360 3,584,625 SH DEFINED 1,2,5,7,8, 10,12,13, 14 3,584,625 COMERICA INC COM 20034010 288,181 4,985,822 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,985,822 COMFORT SYS USA INC COM 19990810 2,807 426,576 SH DEFINED 1 426,576 COMMERCE BANCORP INC COM 20051910 72,822 2,402,581 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,402,581 COMMERCE BANCSHARES COM 20052510 29,163 578,514 SH DEFINED 1,2,5,12 578,514 COMMERCE GROUP INC M COM 20064110 16,958 273,033 SH DEFINED 1,2,5 273,033 COMMERCIAL BANKSHARE COM 20160710 1,969 51,435 SH DEFINED 1,2 51,435 COMMERCIAL CAP BANCO COM 20162L10 9,893 592,011 SH DEFINED 1,2,5 592,011 COMMERCIAL FEDERAL C COM 20164710 26,580 789,188 SH DEFINED 1,2,5 789,188 COMMERCIAL METALS CO COM 20172310 17,610 739,296 SH DEFINED 1,2,5 739,296 COMMERCIAL NET LEASE 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44,809 SH DEFINED 1,5 44,809 CONEXANT SYSTEMS INC COM 20714210 9,569 5,943,636 SH DEFINED 1,2,5 5,943,636 CONMED CORP COM 20741010 14,350 466,359 SH DEFINED 1,2,6 466,359 CONNECTICUT WTR SVC COM 20779710 2,547 101,930 SH DEFINED 1,2,5 101,930 CONNETICS CORP COM 20819210 8,173 463,317 SH DEFINED 1,6 463,317 CONNS INC COM 20824210 1,515 61,912 SH DEFINED 1 61,912 CONOCOPHILLIPS COM 20825C10 2,140,727 37,236,512 SH DEFINED 1,2,5,6,7, 10,12,13 37,236,512 CONOR MEDSYSTEMS INC COM 20826410 901 58,718 SH DEFINED 1 58,718 CONSECO INC PFD B CV 5 20846486 4,056 147,500 SH DEFINED 2 147,500 CONSECO INC COM NEW 20846488 29,817 1,366,517 SH DEFINED 1,2,5 1,366,517 CONSOL ENERGY INC COM 20854P10 52,712 983,791 SH DEFINED 1,2,5,7,8, 10,12,13, 14 983,791 CONSOLIDATED EDISON COM 20911510 338,472 7,226,128 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 7,226,128 CONSOLIDATED GRAPHIC COM 20934110 16,839 413,036 SH DEFINED 1,2,6 413,036 CONSOLIDATED TOMOKA COM 21022610 5,684 66,097 SH DEFINED 1 66,097 CONSTAR INTL 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21872P10 34 13,150 SH DEFINED 1 13,150 CORILLIAN CORP COM 21872510 80 25,701 SH DEFINED 1 25,701 CORINTHIAN COLLEGES COM 21886810 25,510 1,997,644 SH DEFINED 1,5,13 1,997,644 CORIXA CORP COM 21887F10 3,017 688,796 SH DEFINED 1 688,796 CORN PRODS INTL INC COM 21902310 29,568 1,244,441 SH DEFINED 1,2,5,6 1,244,441 CORNELL COMPANIES IN COM 21914110 272 20,173 SH DEFINED 1,5 20,173 CORNING INC COM 21935010 613,537 36,915,600 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 36,915,600 CORPORATE EXECUTIVE COM 21988R10 25,168 321,306 SH DEFINED 1,2,5,12 321,306 CORPORATE OFFICE PPT SH BEN INT 22002T10 23,997 814,830 SH DEFINED 1,2,3,5 814,830 CORRECTIONAL PPTYS T COM 22025E10 3,855 136,202 SH DEFINED 1,2 136,202 CORRECTIONS CORP AME COM NEW 22025Y40 17,841 454,544 SH DEFINED 1,2,5 454,544 CORUS BANKSHARES INC COM 22087310 22,670 408,547 SH DEFINED 1,2 408,547 CORUS GROUP PLC SPONSORED 22087M10 107 14,306 SH DEFINED 1 14,306 CORVEL CORP COM 22100610 1,796 71,479 SH DEFINED 1 71,479 COSI INC COM 22122P10 178 25,800 SH DEFINED 1 25,800 COST PLUS INC CALIF COM 22148510 8,020 321,576 SH DEFINED 1,2,5,6 321,576 COSTAR GROUP INC COM 22160N10 8,066 184,996 SH DEFINED 1 184,996 COSTCO WHSL CORP NEW COM 22160K10 567,648 12,690,554 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 12,690,554 COTHERIX INC COM 22163T10 963 94,523 SH DEFINED 1 94,523 COTT CORP QUE COM 22163N10 5,063 231,910 SH DEFINED 1,2 231,910 COUNTRYWIDE FINANCIA COM 22237210 751,992 19,476,602 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 19,476,602 COURIER CORP COM 22266010 4,429 115,299 SH DEFINED 1,2 115,299 COUSINS PPTYS INC COM 22279510 26,231 886,793 SH DEFINED 1,2,3,5 886,793 COVANCE INC COM 22281610 33,489 746,349 SH DEFINED 1,2,5,12, 13 746,349 COVANSYS CORP COM 22281W10 4,228 329,007 SH DEFINED 1 329,007 COVENANT TRANS INC CL A 22284P10 1,360 102,995 SH DEFINED 1 102,995 COVENTRY HEALTH CARE COM 22286210 164,068 2,318,982 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,318,982 COX RADIO INC CL A 22405110 12,989 824,697 SH DEFINED 1,5 824,697 CPI CORP COM 12590210 743 41,153 SH DEFINED 1,6 41,153 CRA INTL INC COM 12618T10 6,154 114,286 SH DEFINED 1 114,286 CRANE CO COM 22439910 25,647 975,187 SH DEFINED 1,2,5,13 975,187 CRAWFORD & CO CL B 22463310 1,292 174,072 SH DEFINED 1 174,072 CRAY INC COM 22522310 107 86,022 SH DEFINED 1,5 86,022 CREDENCE SYS CORP COM 22530210 13,491 1,490,758 SH DEFINED 1,5,13 1,490,758 CREDICORP LTD COM G2519Y10 412 20,710 SH DEFINED 1,7 20,710 CREDIT ACCEP CORP MI COM 22531010 2,640 177,298 SH DEFINED 1,2 177,298 CREDIT SUISSE GROUP SPONSORED 22540110 18,086 462,091 SH DEFINED 1,2 462,091 CREE INC COM 22544710 24,342 955,701 SH DEFINED 1,2,5,12, 13 955,701 CRESCENT REAL ESTATE COM 22575610 31,459 1,677,801 SH DEFINED 1,2,3,5,7, 8,10,12, 13,14 1,677,801 CRH PLC ADR 12626K20 25,792 993,134 SH DEFINED 1 993,134 CRIIMI MAE INC COM NEW 22660350 4,158 190,295 SH DEFINED 1 190,295 CROMPTON CORP COM 22711610 64,040 4,344,648 SH DEFINED 1,2,5,13 1,964,083 CROSS CTRY HEALTHCAR COM 22748310 6,686 393,322 SH DEFINED 1,2,6 393,322 CROSS TIMBERS RTY TR TR UNIT 22757R10 340 8,363 SH DEFINED 1,2,5 8,363 CROSSTEX ENERGY INC COM 22765Y10 2,730 56,516 SH DEFINED 1 56,516 CROSSTEX ENERGY L P COM 22765U10 258 6,773 SH DEFINED 1,2 6,773 CROWN CASTLE INTL CO COM 22822710 67,942 3,343,599 SH DEFINED 1,2,5,7,8, 10,12,13, 14 3,343,599 CROWN HOLDINGS INC COM 22836810 22,260 1,564,323 SH DEFINED 1,2,5 1,564,323 CROWN MEDIA HLDGS IN CL A 22841110 1,655 175,462 SH DEFINED 1 175,462 CRT PROPERTIES INC COM 22876P10 17,211 630,439 SH DEFINED 1,2,3 630,439 CRYOLIFE INC COM 22890310 592 76,234 SH DEFINED 1,6 76,234 CRYSTALLEX INTL CORP COM 22942F10 54 15,078 SH DEFINED 1,5 15,078 CSG SYS INTL INC COM 12634910 19,117 1,007,229 SH DEFINED 1,2,5,13 1,007,229 CSK AUTO CORP COM 12596510 9,636 577,677 SH DEFINED 1,2 577,677 CSS INDS INC COM 12590610 2,789 82,418 SH DEFINED 1,2 82,418 CSX CORP COM 12640810 249,553 5,849,812 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,849,812 CT COMMUNICATIONS IN COM NEW 12642640 3,041 233,039 SH DEFINED 1,2 233,039 CTS CORP COM 12650110 5,743 467,286 SH DEFINED 1,2,6 467,286 CUBIC CORP COM 22966910 3,533 199,179 SH DEFINED 1,6 199,179 CUBIST PHARMACEUTICA COM 22967810 7,313 555,304 SH DEFINED 1,5 555,304 CULLEN FROST BANKERS COM 22989910 27,154 569,866 SH DEFINED 1,2,5,13 569,866 CUMMINS INC COM 23102110 112,785 1,511,659 SH DEFINED 1,2,5,6, 10,12,13 1,511,659 CUMULUS MEDIA INC CL A 23108210 8,021 680,905 SH DEFINED 1 680,905 CUNO INC COM 12658310 18,763 262,635 SH DEFINED 1,5,6 262,635 CURAGEN CORP COM 23126R10 4,842 942,046 SH DEFINED 1,2,5 942,046 CURATIVE HEALTH SRVC COM 23126W10 32 14,169 SH DEFINED 1 14,169 CURIS INC COM 23126910 2,008 514,919 SH DEFINED 1 514,919 CURTISS WRIGHT CORP COM 23156110 15,087 279,652 SH DEFINED 1,6 279,652 CV THERAPEUTICS INC COM 12666710 10,098 450,415 SH DEFINED 1,2,5 450,415 CVB FINL CORP COM 12660010 10,497 533,372 SH DEFINED 1,2,5 533,372 CVS CORP COM 12665010 626,322 21,545,314 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 21,545,314 CYBERGUARD CORP COM 23191010 981 165,042 SH DEFINED 1 165,042 CYBERONICS INC COM 23251P10 12,321 283,966 SH DEFINED 1,2,6 283,966 CYBERSOURCE CORP COM 23251J10 1,946 266,167 SH DEFINED 1 266,167 CYMER INC COM 23257210 12,874 488,585 SH DEFINED 1,2,5,6 488,585 CYPRESS BIOSCIENCES COM PAR $. 23267450 5,260 398,487 SH DEFINED 1,2 398,487 CYPRESS SEMICONDUCTO COM 23280610 33,508 2,661,506 SH DEFINED 1,2,5,13 2,661,506 CYTEC INDS INC COM 23282010 18,501 464,855 SH DEFINED 1,2,5,13 464,855 CYTOGEN CORP COM NEW 23282430 66 12,703 SH DEFINED 1 12,703 CYTYC CORP COM 23294610 29,203 1,323,804 SH DEFINED 1,2,5,12, 13 1,323,804 D & E COMMUNICATIONS COM 23286010 219 22,392 SH DEFINED 1 22,392 D & K HEALTHCARE RES COM 23286110 126 14,900 SH DEFINED 1 14,900 D R HORTON INC COM 23331A10 163,782 4,354,744 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,354,744 DADE BEHRING HLDGS I COM 23342J20 44,781 688,838 SH DEFINED 1,2,5,10, 12,14 688,838 DAIMLERCHRYSLER AG ORD D1668R12 1,489 36,751 SH DEFINED 1 36,751 DAKTRONICS INC COM 23426410 5,570 278,380 SH DEFINED 1,6 278,380 DANA CORP COM 23581110 50,303 3,351,281 SH DEFINED 1,2,5,6, 10,13 3,351,281 DANAHER CORP DEL COM 23585110 471,198 9,002,640 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 9,002,640 DANIELSON HLDG CORP COM 23627410 13,639 1,120,668 SH DEFINED 1 1,120,668 DARDEN RESTAURANTS I COM 23719410 261,628 7,932,944 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 7,932,944 DARLING INTL INC COM 23726610 2,562 683,192 SH DEFINED 1 683,192 DATASCOPE CORP COM 23811310 6,505 195,067 SH DEFINED 1,2,6 195,067 DATASTREAM SYS INC COM 23812410 141 19,303 SH DEFINED 1 19,303 DAVE & BUSTERS INC COM 23833N10 6,186 335,455 SH DEFINED 1,2 335,455 DAVITA INC COM 23918K10 54,933 1,207,855 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,207,855 DDI CORP COM PAR $ 23316230 36 18,363 SH DEFINED 1 18,363 DEAN FOODS CO NEW COM 24237010 81,708 2,318,611 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,318,611 DEB SHOPS INC COM 24272810 1,317 45,447 SH DEFINED 1 45,447 DECKERS OUTDOOR CORP COM 24353710 4,116 167,317 SH DEFINED 1 167,317 DECODE GENETICS INC COM 24358610 5,323 566,901 SH DEFINED 1,2 566,901 DECORATOR INDS INC COM PAR $0 24363120 92 11,400 SH DEFINED 1 11,400 DEERE & CO COM 24419910 421,926 6,442,595 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,442,595 DEL MONTE FOODS CO COM 24522P10 34,304 3,185,142 SH DEFINED 1,2,5,10, 12 3,185,142 DELL INC COM 24702R10 2,852,633 72,291,775 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 72,291,775 DELPHI CORP COM 24712610 314,810 67,701,034 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 67,701,034 DELPHI FINL GROUP IN CL A 24713110 15,501 351,100 SH DEFINED 1,2,5 351,100 DELTA & PINE LD CO COM 24735710 15,977 637,567 SH DEFINED 1,2,5,6 637,567 DELTA AIR LINES INC COM 24736110 13,303 3,538,091 SH DEFINED 1,2,5,6, 10,13 3,538,091 DELTA FINANCIAL CORP COM 24791810 1,112 116,940 SH DEFINED 1 116,940 DELTA PETE CORP COM NEW 24790720 4,258 301,564 SH DEFINED 1 301,564 DELTATHREE INC COM 24783N10 43 13,000 SH DEFINED 1 13,000 DELTIC TIMBER CORP COM 24785010 5,831 153,335 SH DEFINED 1,2 153,335 DELUXE CORP COM 24801910 36,593 901,317 SH DEFINED 1,2,5,6, 12,13 901,317 DENBURY RES INC COM NEW 24791620 18,786 472,374 SH DEFINED 1,2,12 472,374 DENDREON CORP COM 24823Q10 3,583 685,028 SH DEFINED 1,5 685,028 DENDRITE INTL INC COM 24823910 9,405 681,557 SH DEFINED 1,2,6 681,557 DENNYS CORP COM 24869P10 4,724 944,822 SH DEFINED 1 944,822 DENTSPLY INTL INC NE COM 24903010 62,396 1,155,490 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,155,490 DEPARTMENT 56 INC COM 24950910 474 46,219 SH DEFINED 1,5,6 46,219 DESIGN WITHIN REACH COM 25055710 1,224 67,647 SH DEFINED 1 67,647 DEUTSCHE BANK AG NAM ORD D1819089 772 9,911 SH DEFINED 1 9,911 DEUTSCHE TELEKOM AG SPONSORED 25156610 1,426 77,434 SH DEFINED 1 77,434 DEVELOPERS DIVERSIFI COM 25159110 117,638 2,559,570 SH DEFINED 1,2,3,5,7, 8,10,12, 13,14 2,559,570 DEVON ENERGY CORP NE COM 25179M10 845,099 16,675,191 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 16,675,191 DEVRY INC DEL COM 25189310 22,045 1,107,812 SH DEFINED 1,2,5,6,13 1,107,812 DEX MEDIA INC COM 25212E10 28,152 1,153,282 SH DEFINED 1,2,5,10, 12 1,153,282 DEXCOM INC COM 25213110 129 10,408 SH DEFINED 1 10,408 DHB INDS INC COM 23321E10 2,076 245,730 SH DEFINED 1 245,730 DIAGEO P L C SPON ADR N 25243Q20 2,462 41,521 SH DEFINED 1 41,521 DIAGNOSTIC PRODS COR COM 25245010 17,631 372,502 SH DEFINED 1,2,5,6 372,502 DIAMOND OFFSHORE DRI COM 25271C10 29,348 549,275 SH DEFINED 1,2,5,12 549,275 DIAMONDCLUSTER INTL COM 25278P10 3,983 352,441 SH DEFINED 1,2 352,441 DIAMONDROCK HOSPITAL COM 25278430 1,924 170,283 SH DEFINED 1 170,283 DICKS SPORTING GOODS COM 25339310 8,850 229,346 SH DEFINED 1,2 229,346 DIEBOLD INC COM 25365110 39,702 880,116 SH DEFINED 1,2,5,12, 13 880,116 DIGENE CORP COM 25375210 4,747 171,482 SH DEFINED 1,2 171,482 DIGI INTL INC COM 25379810 3,537 298,256 SH DEFINED 1,5,6 298,256 DIGIMARC CORP COM 25380710 91 16,561 SH DEFINED 1 16,561 DIGITAL INSIGHT CORP COM 25385P10 14,342 599,579 SH DEFINED 1,2,6 599,579 DIGITAL RIV INC COM 25388B10 14,697 462,889 SH DEFINED 1,2 462,889 DIGITAL RLTY TR INC COM 25386810 5,207 299,576 SH DEFINED 1,3 299,576 DIGITAS INC COM 25388K10 10,633 931,867 SH DEFINED 1 931,867 DILLARDS INC CL A 25406710 41,654 1,778,566 SH DEFINED 1,2,5,6, 10,13 1,778,566 DIME BANCORP INC NEW *W EXP 99/ 25429Q11 12 68,821 SH DEFINED 1 68,821 DIME CMNTY BANCSHARE COM 25392210 6,445 424,012 SH DEFINED 1,2,5 424,012 DIODES INC COM 25454310 3,401 108,998 SH DEFINED 1 108,998 DIONEX CORP COM 25454610 16,001 366,991 SH DEFINED 1,2,5,6 366,991 DIRECT GEN CORP COM 25456W20 3,532 189,815 SH DEFINED 1 189,815 DIRECTV GROUP INC COM 25459L10 638,040 41,163,855 SH DEFINED 1,2,5,7,8, 10,12,13, 14 41,163,855 DISCOVERY LABORATORI COM 25466810 4,779 655,576 SH DEFINED 1,5 655,576 DISCOVERY PARTNERS I COM 25467510 57 19,812 SH DEFINED 1 19,812 DISNEY WALT CO COM DISNEY 25468710 1,648,888 65,484,032 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 65,484,032 DISTRIBUTED ENERGY S COM 25475V10 109 25,799 SH DEFINED 1,2 25,799 DITECH COMMUNICATION COM 25500M10 2,848 438,787 SH DEFINED 1,2,6 438,787 DIVERSA CORP COM 25506410 1,519 291,505 SH DEFINED 1,2 291,505 DIXIE GROUP INC CL A 25551910 1,657 94,097 SH DEFINED 1 94,097 DJ ORTHOPEDICS INC COM 23325G10 10,477 381,965 SH DEFINED 1,2,6 381,965 DNP SELECT INCOME FD COM 23325P10 1,125 97,342 SH DEFINED 5,12 97,342 DOBSON COMMUNICATION CL A 25606910 5,174 1,214,600 SH DEFINED 1 1,214,600 DOCUCORP INTL INC COM 25591110 76 10,300 SH DEFINED 1 10,300 DOLBY LABORATORIES I COM 25659T10 4,211 190,902 SH DEFINED 1,2 190,902 DOLLAR GEN CORP COM 25666910 206,015 10,118,612 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 10,118,612 DOLLAR THRIFTY AUTOM COM 25674310 12,428 327,218 SH DEFINED 1,2,5 327,218 DOLLAR TREE STORES I COM 25674710 32,456 1,352,314 SH DEFINED 1,2,5,12, 13 1,352,314 DOMINION RES INC VA COM 25746U10 874,689 11,918,372 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 11,918,372 DOMINOS PIZZA INC COM 25754A20 7,903 355,015 SH DEFINED 1,2 355,015 DONALDSON INC COM 25765110 27,582 909,391 SH DEFINED 1,2,5,12, 13 909,391 DONEGAL GROUP INC CL A 25770120 1,725 86,435 SH DEFINED 1 86,435 DONNELLEY R R & SONS COM 25786710 189,518 5,491,676 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,491,676 DORAL FINL CORP COM 25811P10 20,439 1,235,761 SH DEFINED 1,2,5,12 1,235,761 DORCHESTER MINERALS COM UNIT 25820R10 567 23,707 SH DEFINED 1,5 23,707 DOT HILL SYS CORP COM 25848T10 2,686 512,670 SH DEFINED 1,5 512,670 DOUBLECLICK INC COM 25860930 13,471 1,605,553 SH DEFINED 1,2,5 1,605,553 DOV PHARMACEUTICAL I COM 25985810 3,874 207,627 SH DEFINED 1 207,627 DOVER CORP COM 26000310 205,053 5,636,423 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,636,423 DOVER DOWNS GAMING & COM 26009510 4,780 360,450 SH DEFINED 1,2,5 360,450 DOVER MOTORSPORTS IN COM 26017410 947 157,857 SH DEFINED 1,5 157,857 DOW CHEM CO COM 26054310 1,171,609 26,310,559 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 26,310,559 DOW JONES & CO INC COM 26056110 72,834 2,054,555 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 2,054,555 DOWNEY FINL CORP COM 26101810 20,466 279,584 SH DEFINED 1,2,5 279,584 DPL INC COM 23329310 42,639 1,553,347 SH DEFINED 1,2,5,13 1,553,347 DR REDDYS LABS LTD ADR 25613520 307 18,137 SH DEFINED 1 18,137 DREAMWORKS ANIMATION CL A 26153C10 6,810 259,911 SH DEFINED 1,2,5 259,911 DRESS BARN INC COM 26157010 7,136 315,313 SH DEFINED 1,2,6 315,313 DREW INDS INC COM NEW 26168L20 3,795 83,581 SH DEFINED 1 83,581 DREYERS GRAND ICE CR COM A CALL 26187710 579 7,117 SH DEFINED 1,5,12 7,117 DRIL-QUIP INC COM 26203710 4,593 158,328 SH DEFINED 1,2 158,328 DRS TECHNOLOGIES INC COM 23330X10 25,066 488,798 SH DEFINED 1,2,5,6 488,798 DRUGSTORE COM INC COM 26224110 2,625 629,444 SH DEFINED 1 629,444 DSL NET INC COM 26250610 2 26,359 SH DEFINED 1 26,359 DSP GROUP INC COM 23332B10 10,729 449,459 SH DEFINED 1,2,5,6 449,459 DST SYS INC DEL COM 23332610 51,572 1,101,976 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,101,976 DTE ENERGY CO COM 23333110 248,145 5,305,639 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,305,639 DU PONT E I DE NEMOU COM 26353410 1,814,267 42,182,454 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 42,182,454 DUCOMMUN INC DEL COM 26414710 297 17,570 SH DEFINED 1,5 17,570 DUKE ENERGY CORP COM 26439910 2,440,382 82,084,835 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 82,084,835 DUKE REALTY CORP COM NEW 26441150 91,329 2,884,695 SH DEFINED 1,2,3,5,7, 8,10,12, 13,14 2,884,695 DUN & BRADSTREET COR COM 26483E10 71,722 1,163,370 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,163,370 DUQUESNE LT HLDGS IN COM 26623310 30,645 1,640,508 SH DEFINED 1,2,5,13 1,640,508 DURA AUTOMOTIVE SYST CL A 26590310 119 27,722 SH DEFINED 1,5 27,722 DURATEK INC COM 26658Q10 2,707 116,761 SH DEFINED 1 116,761 DURECT CORP COM 26660510 1,984 389,848 SH DEFINED 1 389,848 DUSA PHARMACEUTICALS COM 26689810 1,484 159,617 SH DEFINED 1 159,617 DYAX CORP COM 26746E10 167 35,454 SH DEFINED 1 35,454 DYCOM INDS INC COM 26747510 16,468 831,308 SH DEFINED 1,2,5,13 831,308 DYNAMEX INC COM 26784F10 1,855 108,845 SH DEFINED 1 108,845 DYNAMIC MATLS CORP COM 26788810 769 19,877 SH DEFINED 1 19,877 DYNEGY INC NEW CL A 26816Q10 43,371 8,924,007 SH DEFINED 1,2,5,6,10 8,924,007 E M C CORP MASS COM 26864810 939,455 68,523,333 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 68,523,333 E ON AG SPONSORED 26878010 20,272 684,624 SH DEFINED 1,2 684,624 E PIPHANY INC COM 26881V10 3,133 900,344 SH DEFINED 1,2,5 900,344 E TRADE FINANCIAL CO COM 26924610 132,567 9,475,848 SH DEFINED 1,2,5,6, 10,12,13 9,475,848 EAGLE BROADBAND INC COM 26943710 5 21,780 SH DEFINED 1 21,780 EAGLE MATERIALS INC COM 26969P10 20,486 221,252 SH DEFINED 1,2,5,7 221,252 EAGLE MATERIALS INC CL B 26969P20 769 8,494 SH DEFINED 1,2,5 8,494 EARTHLINK INC COM 27032110 17,896 2,066,514 SH DEFINED 1,2,5 2,066,514 EAST WEST BANCORP IN COM 27579R10 17,347 516,436 SH DEFINED 1,2,5 516,436 EASTERN AMERN NAT GA SPERS RCT 27621710 246 8,800 SH DEFINED 1 8,800 EASTGROUP PPTY INC COM 27727610 21,818 518,118 SH DEFINED 1,3,5 518,118 EASTMAN CHEM CO COM 27743210 124,303 2,253,915 SH DEFINED 1,2,5,6, 10,12,13, 14 2,253,915 EASTMAN KODAK CO COM 27746110 211,662 7,883,136 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 7,883,136 EATON CORP COM 27805810 252,477 4,214,971 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,214,971 EATON VANCE CORP COM NON VT 27826510 37,652 1,574,725 SH DEFINED 1,2,5,13 1,574,725 EBAY INC COM 27864210 1,005,694 30,466,329 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 30,466,329 ECC CAPITAL CORP COM 26826M10 3,900 585,531 SH DEFINED 1 585,531 ECHELON CORP COM 27874N10 2,649 385,021 SH DEFINED 1,2 385,021 ECHOSTAR COMMUNICATI CL A 27876210 77,440 2,567,637 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,567,637 ECI TELECOM LTD ORD 26825810 126 15,163 SH DEFINED 1,2 15,163 ECLIPSYS CORP COM 27885610 6,067 431,203 SH DEFINED 1,5 431,203 ECOLAB INC COM 27886510 211,397 6,532,671 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,532,671 ECOLLEGE COM COM 27887E10 2,153 180,930 SH DEFINED 1,2 180,930 ECOST COM INC COM 27922W10 156 38,162 SH DEFINED 1 38,162 EDGE PETE CORP DEL COM 27986210 2,726 174,503 SH DEFINED 1 174,503 EDISON INTL COM 28102010 1,598,627 39,423,596 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 39,423,596 EDO CORP COM 28134710 6,368 212,922 SH DEFINED 1,6 212,922 EDP ENERGIAS DE PORT SPONSORED 26835310 436 17,402 SH DEFINED 1 17,402 EDUCATE INC COM 28138P10 2,476 174,976 SH DEFINED 1 174,976 EDUCATION MGMT CORP COM 28139T10 27,608 818,487 SH DEFINED 1,2,5,12, 13 818,487 EDUCATION RLTY TR IN COM 28140H10 10,050 549,193 SH DEFINED 1,2,3 549,193 EDWARDS AG INC COM 28176010 48,085 1,064,998 SH DEFINED 1,2,5,6, 12,13 1,064,998 EDWARDS LIFESCIENCES COM 28176E10 74,783 1,738,341 SH DEFINED 1,2,5,10, 12,13 1,738,341 EFUNDS CORP COM 28224R10 10,454 581,081 SH DEFINED 1,2,5,6 581,081 EGL INC COM 26848410 11,768 579,132 SH DEFINED 1,2,6 579,132 EL PASO CORP COM 28336L10 397,395 34,496,103 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 34,496,103 EL PASO ELEC CO COM NEW 28367785 18,632 911,122 SH DEFINED 1,2,5 911,122 ELECTRO RENT CORP COM 28521810 3,327 228,832 SH DEFINED 1,5 228,832 ELECTRO SCIENTIFIC I COM 28522910 6,413 358,695 SH DEFINED 1,2,5,6 358,695 ELECTRONIC ARTS INC COM 28551210 466,161 8,234,612 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 8,234,612 ELECTRONIC DATA SYS COM 28566110 559,557 29,067,890 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 29,067,890 ELECTRONICS BOUTIQUE COM 28604510 13,199 207,884 SH DEFINED 1,2,5,6 207,884 ELECTRONICS FOR IMAG COM 28608210 16,731 795,186 SH DEFINED 1,2,5 795,186 ELIZABETH ARDEN INC COM 28660G10 8,084 345,636 SH DEFINED 1 345,636 ELKCORP COM 28745610 7,612 266,623 SH DEFINED 1,6 266,623 ELLIS PERRY INTL INC COM 28885310 2,099 89,730 SH DEFINED 1 89,730 E-LOAN INC COM 26861P10 1,642 491,718 SH DEFINED 1 491,718 EMAGEON INC COM 29076V10 1,503 107,455 SH DEFINED 1 107,455 EMBARCADERO TECHNOLO COM 29078710 146 26,078 SH DEFINED 1 26,078 EMBOTELLADORA ANDINA SPON ADR A 29081P20 135 10,802 SH DEFINED 1,2,7 10,802 EMBREX INC COM 29081710 1,908 171,105 SH DEFINED 1 171,105 EMC INS GROUP INC COM 26866410 983 54,350 SH DEFINED 1,2 54,350 EMCOR GROUP INC COM 29084Q10 10,348 211,621 SH DEFINED 1,2,5,6 211,621 EMCORE CORP COM 29084610 1,487 360,165 SH DEFINED 1,5 360,165 EMERGE INTERACTIVE I CL A 29088W10 9 14,126 SH DEFINED 1 14,126 EMERITUS CORP COM 29100510 183 12,910 SH DEFINED 1 12,910 EMERSON ELEC CO COM 29101110 718,898 11,478,500 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 11,478,500 EMERSON RADIO CORP COM NEW 29108720 91 32,700 SH DEFINED 1,5 32,700 EMISPHERE TECHNOLOGI COM 29134510 46 11,549 SH DEFINED 1 11,549 EMMIS COMMUNICATIONS CL A 29152510 10,481 593,166 SH DEFINED 1,2,5,13 593,166 EMPIRE DIST ELEC CO COM 29164110 7,919 330,503 SH DEFINED 1 330,503 EMPRESA NACIONAL DE SPONSORED 29244T10 37,257 1,496,246 SH DEFINED 1,2,4,5,7 1,496,246 EMS TECHNOLOGIES INC COM 26873N10 150 10,059 SH DEFINED 1 10,059 EMULEX CORP COM NEW 29247520 40,392 2,212,067 SH DEFINED 1,2,5 2,212,067 ENBRIDGE ENERGY MANA SHS UNITS 29250X10 468 9,260 SH DEFINED 1 9,260 ENBRIDGE ENERGY PART COM 29250R10 510 9,532 SH DEFINED 1,5 9,532 ENBRIDGE INC COM 29250N10 829 29,102 SH DEFINED 1,7 29,102 ENCANA CORP COM 29250510 2,058 51,976 SH DEFINED 1,5 51,976 ENCORE ACQUISITION C COM 29255W10 15,105 368,418 SH DEFINED 1 368,418 ENCORE CAP GROUP INC COM 29255410 2,479 145,814 SH DEFINED 1 145,814 ENCORE MED CORP COM 29256E10 2,220 400,066 SH DEFINED 1 400,066 ENCORE WIRE CORP COM 29256210 2,326 200,669 SH DEFINED 1,5 200,669 ENCYSIVE PHARMACEUTI COM 29256X10 8,165 755,290 SH DEFINED 1,5 755,290 ENDEAVOUR INTL CORP COM 29259G10 2,147 591,421 SH DEFINED 1 591,421 ENDESA S A SPONSORED 29258N10 1,009 44,044 SH DEFINED 1 44,044 ENDO PHARMACEUTICALS COM 29264F20 13,249 504,149 SH DEFINED 1,2,5 504,149 ENDOLOGIX INC COM 29266S10 48 10,700 SH DEFINED 1 10,700 ENDURANCE SPECIALTY SHS G3039710 3,640 96,252 SH DEFINED 1,5 96,252 ENDWAVE CORP COM NEW 29264A20 3,312 69,586 SH DEFINED 1 69,586 ENERGEN CORP COM 29265N10 36,484 1,040,911 SH DEFINED 1,2,5 1,040,911 ENERGIZER HLDGS INC COM 29266R10 159,436 2,564,517 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,564,517 ENERGY CONVERSION DE COM 29265910 5,800 259,147 SH DEFINED 1,2 259,147 ENERGY EAST CORP COM 29266M10 83,000 2,864,034 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,864,034 ENERGY PARTNERS LTD COM 29270U10 10,048 383,365 SH DEFINED 1,2,5 383,365 ENERGY TRANSFER PRTN UNIT LTD P 29273R10 218 6,300 SH DEFINED 1,5 6,300 ENERGYSOUTH INC COM 29297010 2,599 93,798 SH DEFINED 1,2 93,798 ENERSIS S A SPONSORED 29274F10 891 85,346 SH DEFINED 1,2 85,346 ENERSYS COM 29275Y10 7,005 513,925 SH DEFINED 1,2 513,925 ENESCO GROUP INC COM 29297310 127 42,480 SH DEFINED 1,6 42,480 ENGELHARD CORP COM 29284510 131,962 4,622,132 SH DEFINED 1,2,5,6, 10,12,13 4,622,132 ENGINEERED SUPPORT S COM 29286610 19,930 556,237 SH DEFINED 1,2,6 556,237 ENI S P A SPONSORED 26874R10 19,300 150,545 SH DEFINED 1,2 150,545 ENNIS INC COM 29338910 5,265 290,578 SH DEFINED 1,2 290,578 ENPRO INDS INC COM 29355X10 9,177 317,876 SH DEFINED 1,5 317,876 ENSCO INTL INC COM 26874Q10 80,656 2,256,101 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,256,101 ENSTAR GROUP INC GA COM 29358R10 2,431 36,956 SH DEFINED 1 36,956 ENTEGRIS INC COM 29362U10 6,680 674,700 SH DEFINED 1,2,5 674,700 ENTERASYS NETWORKS I COM 29363710 197 218,904 SH DEFINED 1,5 218,904 ENTERCOM COMMUNICATI CL A 29363910 20,724 622,519 SH DEFINED 1,2,5,13 622,519 ENTERGY CORP NEW COM 29364G10 516,946 6,842,438 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,842,438 ENTERPRISE FINL SVCS COM 29371210 1,976 83,555 SH DEFINED 1 83,555 ENTERPRISE PRODS PAR COM 29379210 7,870 293,767 SH DEFINED 1,2,5,12 293,767 ENTERTAINMENT PPTYS COM SH BEN 29380T10 13,551 294,588 SH DEFINED 1,5 294,588 ENTRAVISION COMMUNIC CL A 29382R10 6,258 803,322 SH DEFINED 1,2,5 803,322 ENTREMED INC COM 29382F10 36 15,389 SH DEFINED 1 15,389 ENTRUST INC COM 29384810 3,383 706,267 SH DEFINED 1,2,5 706,267 ENVIRONMENTAL TECTON COM 29409210 71 13,800 SH DEFINED 1 13,800 ENZO BIOCHEM INC COM 29410010 8,544 476,533 SH DEFINED 1,2,5,6 476,533 ENZON PHARMACEUTICAL COM 29390410 4,237 653,910 SH DEFINED 1,2,5 653,910 EOG RES INC COM 26875P10 452,855 7,972,793 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 7,972,793 EON LABS INC COM 29412E10 7,269 237,231 SH DEFINED 1,2,5 237,231 EPICOR SOFTWARE CORP COM 29426L10 7,273 551,021 SH DEFINED 1,5 551,021 EPIQ SYS INC COM 26882D10 3,138 191,779 SH DEFINED 1,6 191,779 EPIX PHARMACEUTICALS COM 26881Q10 2,262 255,625 SH DEFINED 1,5 255,625 EQUIFAX INC COM 29442910 162,693 4,555,959 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,555,959 EQUINIX INC COM NEW 29444U50 6,737 155,438 SH DEFINED 1 155,438 EQUITABLE RES INC COM 29454910 71,610 1,053,081 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 1,053,081 EQUITY INNS INC COM 29470310 15,440 1,160,931 SH DEFINED 1,2,3,5 1,160,931 EQUITY LIFESTYLE PPT COM 29472R10 18,170 457,004 SH DEFINED 1,2,3,5 457,004 EQUITY OFFICE PROPER COM 29474110 485,949 14,681,225 SH DEFINED 1,2,3,5,6, 7,8,10,12, 13,14 14,681,225 EQUITY ONE COM 29475210 16,343 719,938 SH DEFINED 1,3 719,938 EQUITY RESIDENTIAL SH BEN INT 29476L10 356,833 9,691,294 SH DEFINED 1,2,3,5,6, 7,8,10,12, 13,14 9,691,294 ERESEARCHTECHNOLOGY COM 29481V10 7,320 546,670 SH DEFINED 1,2,5 546,670 ERICSSON L M TEL CO ADR B SEK 29482160 244 7,631 SH DEFINED 1,5 7,631 ERIE INDTY CO CL A 29530P10 16,309 300,621 SH DEFINED 1,2,5,12 300,621 ESB FINL CORP COM 26884F10 270 20,561 SH DEFINED 1,2 20,561 ESCALADE INC COM 29605610 1,713 124,432 SH DEFINED 1,2 124,432 ESCO TECHNOLOGIES IN COM 29631510 27,230 270,142 SH DEFINED 1,2,5 270,142 ESPEED INC CL A 29664310 2,598 291,566 SH DEFINED 1 291,566 ESS TECHNOLOGY INC COM 26915110 359 85,236 SH DEFINED 1,2,5,6 85,236 ESSEX CORP COM 29674410 4,052 177,119 SH DEFINED 1 177,119 ESSEX PPTY TR INC COM 29717810 34,897 420,140 SH DEFINED 1,2,3,5 420,140 ESTERLINE TECHNOLOGI COM 29742510 14,033 350,127 SH DEFINED 1,2,6 350,127 ETHAN ALLEN INTERIOR COM 29760210 21,954 655,133 SH DEFINED 1,2,5,6 655,133 EUROBANCSHARES INC COM 29871610 1,199 74,723 SH DEFINED 1 74,723 EURONET WORLDWIDE IN COM 29873610 9,322 320,686 SH DEFINED 1,5 320,686 EVANS & SUTHERLAND C COM 29909610 77 15,300 SH DEFINED 1 15,300 EVEREST RE GROUP LTD COM G3223R10 46,275 497,584 SH DEFINED 1,5,7,8, 10,12,13, 14 497,584 EVERGREEN SOLAR INC COM 30033R10 3,245 504,670 SH DEFINED 1,2 504,670 EVOLVING SYS INC COM 30049R10 46 16,130 SH DEFINED 1 16,130 EXACT SCIENCES CORP COM 30063P10 41 17,954 SH DEFINED 1 17,954 EXAR CORP COM 30064510 7,953 534,085 SH DEFINED 1,2,5,6 534,085 EXCEL TECHNOLOGY INC COM 30067T10 5,035 207,222 SH DEFINED 1 207,222 EXELIXIS INC COM 30161Q10 7,258 976,824 SH DEFINED 1,2,5 976,824 EXELON CORP COM 30161N10 1,302,169 25,368,567 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 25,368,567 EXIDE TECHNOLOGIES COM NEW 30205120 88 18,145 SH DEFINED 1 18,145 EXPEDITORS INTL WASH COM 30213010 94,425 1,895,701 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,895,701 EXPLORATION CO COM NEW 30213320 48 11,187 SH DEFINED 1 11,187 EXPONENT INC COM 30214U10 2,314 80,966 SH DEFINED 1 80,966 EXPRESS SCRIPTS INC COM 30218210 272,887 5,459,920 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,459,920 EXPRESSJET HOLDINGS CL A 30218U10 78,942 9,276,366 SH DEFINED 1,2 9,276,366 EXTRA SPACE STORAGE COM 30225T10 4,673 326,095 SH DEFINED 1 326,095 EXTREME NETWORKS INC COM 30226D10 5,898 1,449,102 SH DEFINED 1,2,5 1,449,102 EXXON MOBIL CORP COM 30231G10 11,243,152 195,635,154 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 195,635,154 EYETECH PHARMACEUTIC COM 30229710 6,746 533,682 SH DEFINED 1,2,5 533,682 F M C CORP COM NEW 30249130 42,666 759,997 SH DEFINED 1,2,5,13 759,997 F N B CORP VA COM 30293010 2,727 97,401 SH DEFINED 1,2 97,401 F5 NETWORKS INC COM 31561610 19,912 421,241 SH DEFINED 1,2,13 421,241 FACTSET RESH SYS INC COM 30307510 17,365 484,504 SH DEFINED 1,2,5,6 484,504 FAIR ISAAC CORP COM 30325010 45,972 1,259,511 SH DEFINED 1,2,5,10, 12,13 1,259,511 FAIRCHILD CORP CL A 30369810 33 11,478 SH DEFINED 1 11,478 FAIRCHILD SEMICONDUC COM 30372610 28,917 1,960,448 SH DEFINED 1,5,8,13 1,960,448 FAIRPOINT COMMUNICAT COM 30556010 4,606 285,192 SH DEFINED 1 285,192 FALCONSTOR SOFTWARE COM 30613710 2,182 334,153 SH DEFINED 1,5 334,153 FAMILY DLR STORES IN COM 30700010 110,109 4,218,727 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,218,727 FARGO ELECTRONICS IN COM 30744P10 2,534 126,749 SH DEFINED 1 126,749 FARMER BROS CO COM 30767510 1,926 86,536 SH DEFINED 1 86,536 FARMERS CAP BK CORP COM 30956210 2,912 84,061 SH DEFINED 1,2 84,061 FARO TECHNOLOGIES IN COM 31164210 3,179 116,602 SH DEFINED 1 116,602 FASTENAL CO COM 31190010 60,944 995,005 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 995,005 FBL FINL GROUP INC CL A 30239F10 4,962 179,708 SH DEFINED 1,2 179,708 FEATHERLITE INC COM 31305410 57 14,595 SH DEFINED 1 14,595 FEDDERS CORP COM NEW 31313550 133 60,653 SH DEFINED 1,6 60,653 FEDERAL AGRIC MTG CO CL C 31314830 2,422 109,838 SH DEFINED 1,2 109,838 FEDERAL HOME LN MTG COM 31340030 1,298,021 19,899,142 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 19,899,142 FEDERAL NATL MTG ASS COM 31358610 1,674,237 28,668,436 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 28,668,436 FEDERAL REALTY INVT SH BEN INT 31374720 47,659 807,781 SH DEFINED 1,2,3,5 807,781 FEDERAL SIGNAL CORP COM 31385510 14,065 901,619 SH DEFINED 1,2,5,13 901,619 FEDERATED DEPT STORE COM 31410H10 525,713 7,174,027 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 7,174,027 FEDERATED INVS INC P CL B 31421110 79,403 2,645,874 SH DEFINED 1,2,5,6, 10,12,13 2,645,874 FEDEX CORP COM 31428X10 680,624 8,401,731 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 8,401,731 FEI CO COM 30241L10 7,589 332,691 SH DEFINED 1,5,6 332,691 FELCOR LODGING TR IN COM 31430F10 19,740 1,363,274 SH DEFINED 1,2,3,5 1,363,274 FERRO CORP COM 31540510 13,516 680,570 SH DEFINED 1,2,5,13 680,570 FIAT S P A SP ADR ORD 31562188 88 12,207 SH DEFINED 1 12,207 FIDELITY BANKSHARES COM 31604Q10 6,950 262,057 SH DEFINED 1 262,057 FIDELITY NATL FINL I COM 31632610 95,594 2,678,464 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,678,464 FIELDSTONE INVT CORP COM 31659U30 8,078 560,961 SH DEFINED 1 560,961 FIFTH THIRD BANCORP COM 31677310 557,948 13,552,291 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 13,552,291 FILENET CORP COM 31686910 18,427 732,971 SH DEFINED 1,2,5,6 732,971 FINANCIAL FED CORP COM 31749210 18,021 466,375 SH DEFINED 1,2 466,375 FINANCIAL INSTNS INC COM 31758540 2,421 134,358 SH DEFINED 1,2 134,358 FINISAR COM 31787A10 2,048 1,950,413 SH DEFINED 1,2,5 1,950,413 FINISH LINE INC CL A 31792310 11,833 625,447 SH DEFINED 1,5,6 625,447 FIRST ACCEPTANCE COR COM 31845710 2,045 216,132 SH DEFINED 1 216,132 FIRST ADVANTAGE CORP CL A 31845F10 733 31,316 SH DEFINED 1 31,316 FIRST AMERN CORP CAL COM 31852230 54,646 1,361,380 SH DEFINED 1,2,5,12, 13 1,361,380 FIRST BANCORP N C COM 31891010 3,068 138,625 SH DEFINED 1,2,5 138,625 FIRST BANCORP P R COM 31867210 18,087 450,487 SH DEFINED 1,2,5 450,487 FIRST BUSEY CORP COM 31938310 3,064 158,650 SH DEFINED 1,5 158,650 FIRST CASH FINL SVCS COM 31942D10 2,742 128,322 SH DEFINED 1 128,322 FIRST CHARTER CORP COM 31943910 8,204 373,399 SH DEFINED 1,2,5 373,399 FIRST CMNTY BANCORP COM 31983B10 9,633 202,804 SH DEFINED 1,2 202,804 FIRST CMNTY BANCSHAR COM 31983A10 3,890 119,685 SH DEFINED 1 119,685 FIRST COMWLTH FINL C COM 31982910 11,528 841,444 SH DEFINED 1,2,5 841,444 FIRST CONSULTING GRO COM 31986R10 113 22,167 SH DEFINED 1 22,167 FIRST CTZNS BANCSHAR CL A 31946M10 12,537 86,734 SH DEFINED 1,2,5 86,734 FIRST DATA CORP COM 31996310 1,033,964 25,758,942 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 25,758,942 FIRST DEFIANCE FINL COM 32006W10 2,158 80,868 SH DEFINED 1,5 80,868 FIRST FINL BANCORP O COM 32020910 8,445 446,828 SH DEFINED 1,2,5 446,828 FIRST FINL BANKSHARE COM 32020R10 7,752 229,064 SH DEFINED 1,5 229,064 FIRST FINL CORP IND COM 32021810 5,071 176,520 SH DEFINED 1,2 176,520 FIRST FINL HLDGS INC COM 32023910 4,543 151,904 SH DEFINED 1 151,904 FIRST HORIZON NATL C COM 32051710 136,666 3,238,540 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,238,540 FIRST HORIZON PHARMA COM 32051K10 6,802 357,257 SH DEFINED 1,2 357,257 FIRST IND CORP COM 32054R10 6,971 234,962 SH DEFINED 1,2 234,962 FIRST INDUSTRIAL REA COM 32054K10 33,904 849,733 SH DEFINED 1,2,3,5 849,733 FIRST MARBLEHEAD COR COM 32077110 7,046 200,972 SH DEFINED 1,2,5,12 200,972 FIRST MERCHANTS CORP COM 32081710 5,789 232,968 SH DEFINED 1,2 232,968 FIRST MIDWEST BANCOR COM 32086710 23,266 663,224 SH DEFINED 1,2,5 663,224 FIRST NIAGARA FINL G COM 33582V10 21,722 1,489,836 SH DEFINED 1,2,5 1,489,836 FIRST OAK BROOK BANC COM 33584720 2,328 82,509 SH DEFINED 1 82,509 FIRST PL FINL CORP COM 33610T10 5,118 254,778 SH DEFINED 1,2 254,778 FIRST POTOMAC RLTY T COM 33610F10 4,806 193,805 SH DEFINED 1 193,805 FIRST REGL BANCORP COM 33615C10 1,910 28,868 SH DEFINED 1,2 28,868 FIRST REP BK SAN FRA COM 33615810 8,196 231,970 SH DEFINED 1 231,970 FIRST SOUTH BANCORP COM 33646W10 1,628 51,404 SH DEFINED 1 51,404 FIRST ST BANCORPORAT COM 33645310 6,938 359,665 SH DEFINED 1 359,665 FIRST UN REAL EST EQ SH BEN INT 33740010 56 14,849 SH DEFINED 1 14,849 FIRSTBANK CORP MICH COM 33761G10 2,565 94,993 SH DEFINED 1,5 94,993 FIRSTENERGY CORP COM 33793210 1,093,607 22,731,390 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 22,731,390 FIRSTFED FINL CORP COM 33790710 23,176 388,794 SH DEFINED 1,2,5 388,794 FIRSTMERIT CORP COM 33791510 25,281 968,236 SH DEFINED 1,2,5,13 968,236 FISERV INC COM 33773810 247,261 5,765,004 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,765,004 FISHER COMMUNICATION COM 33775620 3,425 72,432 SH DEFINED 1 72,432 FISHER SCIENTIFIC IN COM NEW 33803220 202,393 3,118,534 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,118,534 FLAG FINL CORP COM 33832H10 180 12,600 SH DEFINED 1 12,600 FLAGSTAR BANCORP INC COM 33793010 9,392 496,152 SH DEFINED 1,2,5 496,152 FLANDERS CORP COM 33849410 982 109,105 SH DEFINED 1 109,105 FLEETWOOD ENTERPRISE COM 33909910 8,465 833,994 SH DEFINED 1,2,6 833,994 FLEXTRONICS INTL LTD ORD Y2573F10 32,876 2,488,741 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,488,741 FLIR SYS INC COM 30244510 19,044 638,202 SH DEFINED 1,2,5,6 638,202 FLORIDA EAST COAST I COM 34063210 15,390 355,423 SH DEFINED 1,2 355,423 FLORIDA ROCK INDS IN COM 34114010 25,718 350,614 SH DEFINED 1,2,5,7,12 350,614 FLOW INTL CORP COM 34346810 74 11,504 SH DEFINED 1 11,504 FLOWERS FOODS INC COM 34349810 22,123 625,643 SH DEFINED 1,2,5,6 625,643 FLOWSERVE CORP COM 34354P10 37,302 1,232,707 SH DEFINED 1,2,5,13 1,232,707 FLUOR CORP NEW COM 34341210 129,732 2,252,684 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 2,252,684 FLUSHING FINL CORP COM 34387310 6,143 333,832 SH DEFINED 1,2 333,832 FLYI INC COM 34407T10 14 18,903 SH DEFINED 1 18,903 FMC TECHNOLOGIES INC COM 30249U10 26,720 835,779 SH DEFINED 1,2,5,12, 13 835,779 FNB CORP PA COM 30252010 13,427 683,320 SH DEFINED 1,2,5 683,320 FNB FINANCIAL SERVIC COM 30252610 197 10,939 SH DEFINED 1 10,939 FOCUS ENHANCEMENTS I COM 34415910 8 11,700 SH DEFINED 1 11,700 FOMENTO ECONOMICO ME SPON ADR U 34441910 5,060 84,934 SH DEFINED 1,2 84,934 FONAR CORP COM 34443710 36 30,200 SH DEFINED 1 30,200 FOOT LOCKER INC COM 34484910 64,248 2,360,327 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 2,360,327 FORD MTR CO DEL COM PAR $0 34537086 551,277 53,835,659 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 53,835,659 FOREST CITY ENTERPRI CL A 34555010 18,796 264,731 SH DEFINED 1,2,5,12 264,731 FOREST LABS INC COM 34583810 325,667 8,382,677 SH DEFINED 1,2,5,6, 10,12,13 8,382,677 FOREST OIL CORP COM PAR $0 34609170 33,896 807,055 SH DEFINED 1,2,5,13 807,055 FORMFACTOR INC COM 34637510 9,206 348,450 SH DEFINED 1 348,450 FORRESTER RESH INC COM 34656310 3,880 217,638 SH DEFINED 1,2 217,638 FORTUNE BRANDS INC COM 34963110 368,279 4,147,284 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,147,284 FORWARD AIR CORP COM 34985310 20,037 708,771 SH DEFINED 1,2,6 708,771 FOSSIL INC COM 34988210 15,364 676,816 SH DEFINED 1,2,5,6 676,816 FOSTER L B CO COM 35006010 129 13,900 SH DEFINED 1 13,900 FOUNDATION COAL HLDG COM 35039W10 7,059 272,113 SH DEFINED 1,5 272,113 FOUNDRY NETWORKS INC COM 35063R10 12,609 1,462,770 SH DEFINED 1,5 1,462,770 FOUNTAIN POWERBOAT I COM NEW 35075530 63 13,400 SH DEFINED 1 13,400 FOUR SEASONS HOTEL I LTD VTG SH 35100E10 1,282 19,402 SH DEFINED 1 19,402 FOXHOLLOW TECHNOLOGI COM 35166A10 6,072 158,673 SH DEFINED 1 158,673 FPIC INS GROUP INC COM 30256310 4,943 168,515 SH DEFINED 1,2,5 168,515 FPL GROUP INC COM 30257110 490,764 11,668,179 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 11,668,179 FRANCE TELECOM SPONSORED 35177Q10 405 13,894 SH DEFINED 1 13,894 FRANKLIN BK CORP DEL COM 35245110 4,507 240,271 SH DEFINED 1,2 240,271 FRANKLIN ELEC INC COM 35351410 8,803 227,759 SH DEFINED 1 227,759 FRANKLIN RES INC COM 35461310 380,953 4,948,721 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,948,721 FREDS INC CL A 35610810 9,922 598,421 SH DEFINED 1,5,6 598,421 FREEPORT-MCMORAN COP CL B 35671D85 183,968 4,913,680 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,913,680 FREESCALE SEMICONDUC COM CL A 35687M10 2,003 95,341 SH DEFINED 1,5,12 95,341 FREESCALE SEMICONDUC CL B 35687M20 199,776 9,432,314 SH DEFINED 1,2,5,6,8, 10,12,13 9,432,314 FREIGHTCAR AMER INC COM 35702310 1,217 61,378 SH DEFINED 1 61,378 FREMONT GEN CORP COM 35728810 19,557 803,818 SH DEFINED 1,5 803,818 FRESH DEL MONTE PROD ORD G3673810 2,225 82,640 SH DEFINED 1,5 82,640 FRIEDMAN BILLINGS RA CL A 35843410 20,199 1,412,552 SH DEFINED 1,2,5,7,12 1,412,552 FRIEDMAN INDS INC COM 35843510 102 13,840 SH DEFINED 1 13,840 FRONTIER AIRLINES IN COM 35906510 4,779 462,635 SH DEFINED 1,6 462,635 FRONTIER FINL CORP W COM 35907K10 7,751 306,861 SH DEFINED 1,5 306,861 FRONTIER OIL CORP COM 35914P10 32,395 1,103,754 SH DEFINED 1,2 1,103,754 FROZEN FOOD EXPRESS COM 35936010 1,906 168,396 SH DEFINED 1 168,396 FSI INTL INC COM 30263310 101 27,282 SH DEFINED 1 27,282 FTD GROUP INC COM 30267U10 724 63,804 SH DEFINED 1 63,804 FTI CONSULTING INC COM 30294110 10,934 523,166 SH DEFINED 1,2,5 523,166 FUELCELL ENERGY INC COM 35952H10 5,360 525,014 SH DEFINED 1,2,5 525,014 FUJI PHOTO FILM LTD ADR 35958630 7,063 216,709 SH DEFINED 1,2 216,709 FULLER H B CO COM 35969410 14,628 429,479 SH DEFINED 1,2,5 429,479 FULTON FINL CORP PA COM 36027110 22,817 1,267,589 SH DEFINED 1,2,5,12 1,267,589 FURNITURE BRANDS INT COM 36092110 18,687 864,759 SH DEFINED 1,2,5,13 864,759 FX ENERGY INC COM 30269510 3,771 341,869 SH DEFINED 1 341,869 G & K SVCS INC CL A 36126810 9,913 262,741 SH DEFINED 1,2,5,6 262,741 G B & T BANCSHARES I COM 36146210 2,517 105,926 SH DEFINED 1 105,926 GABELLI ASSET MGMT I CL A 36239Y10 3,568 80,745 SH DEFINED 1 80,745 GABLES RESIDENTIAL T SH BEN INT 36241810 25,827 597,432 SH DEFINED 1,2,3,5 597,432 GAIAM INC CL A 36268Q10 105 15,100 SH DEFINED 1,2 15,100 GALLAGHER ARTHUR J & COM 36357610 31,426 1,158,337 SH DEFINED 1,2,5,12, 13 1,158,337 GALLAHER GROUP PLC SPONSORED 36359510 17,102 288,390 SH DEFINED 1 288,390 GAMESTOP CORP CL A 36466R10 1,662 50,801 SH DEFINED 1,5 50,801 GAMESTOP CORP COM CL B 36466R20 21,985 735,296 SH DEFINED 1,2,5,6 735,296 GANNETT INC COM 36473010 519,707 7,306,432 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 7,306,432 GAP INC DEL COM 36476010 414,375 20,981,021 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 20,981,021 GARDNER DENVER INC COM 36555810 15,785 449,972 SH DEFINED 1,2,6 449,972 GARMIN LTD ORD G3726010 3,084 72,129 SH DEFINED 1,5,12 72,129 GARTNER INC COM 36665110 11,027 1,038,278 SH DEFINED 1,2,5,13 1,038,278 GARTNER INC CL B 36665120 168 15,898 SH DEFINED 1,13 15,898 GASCO ENERGY INC COM 36722010 2,228 602,179 SH DEFINED 1 602,179 GATEWAY INC COM 36762610 25,068 7,596,469 SH DEFINED 1,2,5,6, 10,13 7,596,469 GATX CORP COM 36144810 41,030 1,189,286 SH DEFINED 1,2,5,6,13 1,189,286 GAYLORD ENTMT CO NEW COM 36790510 20,863 448,757 SH DEFINED 1,2 448,757 GEHL CO COM 36848310 2,663 68,397 SH DEFINED 1 68,397 GEMPLUS INTL S A ADR 36866Y10 64 14,520 SH DEFINED 1 14,520 GEMSTAR-TV GUIDE INT COM 36866W10 11,561 3,220,432 SH DEFINED 1,5 3,220,432 GENAERA CORP COM 36867G10 53 31,082 SH DEFINED 1 31,082 GENAISSANCE PHARMACE COM 36867W10 16 14,456 SH DEFINED 1 14,456 GENCORP INC COM 36868210 12,940 671,869 SH DEFINED 1,6 671,869 GENE LOGIC INC COM 36868910 120 36,404 SH DEFINED 1,5 36,404 GENELABS TECHNOLOGIE COM 36870610 48 95,688 SH DEFINED 1,5 95,688 GENENTECH INC COM NEW 36871040 435,029 5,418,894 SH DEFINED 1,2,5,7,8, 10,12,13, 14 5,418,894 GENERAL BINDING CORP COM 36915410 2,623 119,590 SH DEFINED 1,2 119,590 GENERAL CABLE CORP D COM 36930010 7,352 495,736 SH DEFINED 1,2,5 495,736 GENERAL COMMUNICATIO CL A 36938510 12,072 1,223,143 SH DEFINED 1,6 1,223,143 GENERAL DYNAMICS COR COM 36955010 724,446 6,613,527 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,613,527 GENERAL ELEC CO COM 36960410 10,478,011 302,395,702 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 302,395,702 GENERAL GROWTH PPTYS COM 37002110 187,240 4,556,833 SH DEFINED 1,2,3,5,7, 8,10,12, 13,14 4,556,833 GENERAL MARITIME COR SHS Y2692M10 2,451 57,814 SH DEFINED 1,2,5 57,814 GENERAL MLS INC COM 37033410 439,479 9,392,577 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 9,392,577 GENERAL MTRS CORP COM 37044210 3,240,824 95,318,342 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 95,318,342 GENESCO INC COM 37153210 14,335 386,492 SH DEFINED 1,2,6 386,492 GENESEE & WYO INC CL A 37155910 7,352 270,203 SH DEFINED 1,2 270,203 GENESIS HEALTHCARE C COM 37184D10 23,011 497,216 SH DEFINED 1,2,5 497,216 GENESIS MICROCHIP IN COM 37184C10 7,168 388,313 SH DEFINED 1,2 388,313 GENITOPE CORP COM 37229P50 2,962 230,721 SH DEFINED 1 230,721 GENLYTE GROUP INC COM 37230210 28,498 584,693 SH DEFINED 1,2 584,693 GEN-PROBE INC NEW COM 36866T10 22,369 617,408 SH DEFINED 1,2,5,12, 13 617,408 GENTA INC COM NEW 37245M20 33 27,628 SH DEFINED 1,5 27,628 GENTEX CORP COM 37190110 36,943 2,029,811 SH DEFINED 1,2,5,12, 13 2,029,811 GENTIVA HEALTH SERVI COM 37247A10 5,474 306,522 SH DEFINED 1,5,6 306,522 GENUINE PARTS CO COM 37246010 180,336 4,388,804 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,388,804 GENVEC INC COM 37246C10 26 14,112 SH DEFINED 1 14,112 GENWORTH FINL INC COM CL A 37247D10 80,697 2,669,448 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,669,448 GENZYME CORP COM 37291710 407,057 6,774,115 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,774,115 GEO GROUP INC COM 36159R10 3,118 124,465 SH DEFINED 1,2,5 124,465 GEORGIA GULF CORP COM PAR $0 37320020 24,699 795,461 SH DEFINED 1,2,5 795,461 GEORGIA PAC CORP COM 37329810 261,686 8,229,127 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 8,229,127 GERBER SCIENTIFIC IN COM 37373010 238 34,206 SH DEFINED 1,2,6 34,206 GERDAU S A SPONSORED 37373710 174 17,856 SH DEFINED 1,2 17,856 GERMAN AMERN BANCORP COM 37386510 270 19,563 SH DEFINED 1,5 19,563 GERON CORP COM 37416310 4,832 624,236 SH DEFINED 1 624,236 GETTY IMAGES INC COM 37427610 39,901 537,310 SH DEFINED 1,2,5,7,8, 10,12,13, 14 537,310 GETTY RLTY CORP NEW COM 37429710 5,946 214,659 SH DEFINED 1,2 214,659 GEVITY HR INC COM 37439310 5,957 297,417 SH DEFINED 1,2 297,417 GFI GROUP INC COM 36165220 1,379 38,741 SH DEFINED 1 38,741 GIANT INDS INC COM 37450810 4,820 133,897 SH DEFINED 1,2 133,897 GIBRALTAR INDS INC COM 37468910 5,229 283,243 SH DEFINED 1 283,243 G-III APPAREL GROUP COM 36237H10 120 12,700 SH DEFINED 1 12,700 GILEAD SCIENCES INC COM 37555810 519,914 11,818,908 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 11,818,908 GILLETTE CO COM 37576610 1,416,699 27,981,417 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 27,981,417 GLACIER BANCORP INC COM 37637Q10 9,401 359,768 SH DEFINED 1 359,768 GLADSTONE CAPITAL CO COM 37653510 2,478 105,893 SH DEFINED 1 105,893 GLAMIS GOLD LTD COM 37677510 1,936 112,471 SH DEFINED 1,12,13 112,471 GLATFELTER COM 37731610 7,225 582,694 SH DEFINED 1,13 582,694 GLAXOSMITHKLINE PLC SPONSORED 37733W10 928,870 19,148,012 SH DEFINED 1,2 19,148,012 GLENAYRE TECHNOLOGIE COM 37789910 2,369 630,105 SH DEFINED 1 630,105 GLENBOROUGH RLTY TR COM 37803P10 14,449 701,758 SH DEFINED 1,2,3,5 701,758 GLIMCHER RLTY TR SH BEN INT 37930210 21,124 761,243 SH DEFINED 1,2,3,5 761,243 GLOBAL IMAGING SYSTE COM 37934A10 9,231 289,731 SH DEFINED 1,6 289,731 GLOBAL INDS LTD COM 37933610 9,748 1,146,876 SH DEFINED 1,2,5 1,146,876 GLOBAL PMTS INC COM 37940X10 25,371 374,200 SH DEFINED 1,2,5,6 374,200 GLOBAL POWER EQUIPME COM 37941P10 3,397 427,263 SH DEFINED 1,5 427,263 GLOBAL SIGNAL INC COM 37944Q10 8,222 218,383 SH DEFINED 1,2,3 218,383 GLOBALSANTAFE CORP SHS G3930E10 44,064 1,080,000 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,080,000 GLOBETEL COMMUNICATI COM NEW 37958F20 1,597 572,385 SH DEFINED 1 572,385 GMH CMNTYS TR COM 36188G10 8,913 643,532 SH DEFINED 1,2,3 643,532 GOLD BANC CORP INC COM 37990710 6,997 480,866 SH DEFINED 1,5 480,866 GOLD KIST INC COM 38061410 12,507 579,559 SH DEFINED 1 579,559 GOLDEN TELECOM INC COM 38122G10 6,397 208,491 SH DEFINED 1 208,491 GOLDEN WEST FINL COR COM 38131710 486,265 7,553,043 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 7,553,043 GOLDMAN SACHS GROUP COM 38141G10 1,259,373 12,344,376 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 12,344,376 GOODRICH CORP COM 38238810 137,410 3,354,726 SH DEFINED 1,2,5,6, 10,12,13 3,354,726 GOODRICH PETE CORP COM NEW 38241040 2,068 100,484 SH DEFINED 1 100,484 GOODYEAR TIRE & RUBR COM 38255010 118,916 7,980,915 SH DEFINED 1,2,5,6,7, 10,13 7,980,915 GOODYS FAMILY CLOTHI COM 38258810 2,512 340,568 SH DEFINED 1,2,5,6 340,568 GOOGLE INC CL A 38259P50 615,967 2,094,059 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,094,059 GOREMOTE INTERNET CO COM 38285910 21 13,500 SH DEFINED 1 13,500 GORMAN RUPP CO COM 38308210 5,724 267,330 SH DEFINED 1 267,330 GOTTSCHALKS INC COM 38348510 124 10,992 SH DEFINED 1 10,992 GOVERNMENT PPTYS TR COM 38374W10 4,479 460,773 SH DEFINED 1 460,773 GP STRATEGIES CORP COM 36225V10 165 20,257 SH DEFINED 1 20,257 GRACE W R & CO DEL N COM 38388F10 6,725 863,303 SH DEFINED 1,2 863,303 GRACO INC COM 38410910 33,664 988,085 SH DEFINED 1,2,5,12, 13 988,085 GRAFTECH INTL LTD COM 38431310 5,068 1,178,506 SH DEFINED 1,2,5 1,178,506 GRAINGER W W INC COM 38480210 121,004 2,208,504 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 2,208,504 GRAMERCY CAP CORP COM 38487110 3,410 139,404 SH DEFINED 1 139,404 GRANITE CONSTR INC COM 38732810 23,354 831,099 SH DEFINED 1,2,5,13 831,099 GRANT PRIDECO INC COM 38821G10 43,689 1,651,768 SH DEFINED 1,2,5,12, 13 1,651,768 GRAPHIC PACKAGING CO COM 38868810 3,000 821,930 SH DEFINED 1 821,930 GRAY TELEVISION INC COM 38937510 9,080 752,926 SH DEFINED 1,2 752,926 GREAT AMERN FINL RES COM 38991510 4,885 246,580 SH DEFINED 1,2 246,580 GREAT ATLANTIC & PAC COM 39006410 8,737 300,641 SH DEFINED 1,5,6 300,641 GREAT LAKES CHEM COR COM 39056810 48,471 1,540,230 SH DEFINED 1,2,5,6,10 1,540,230 GREAT NORTHN IRON OR CTFS BEN I 39106410 1,391 13,188 SH DEFINED 1,5 13,188 GREAT PLAINS ENERGY COM 39116410 33,627 1,054,467 SH DEFINED 1,2,5,13 1,054,467 GREAT SOUTHN BANCORP COM 39090510 3,764 120,309 SH DEFINED 1 120,309 GREAT WOLF RESORTS I COM 39152310 5,056 247,362 SH DEFINED 1 247,362 GREATER BAY BANCORP COM 39164810 22,831 867,123 SH DEFINED 1,2,5,13 867,123 GREEN MOUNTAIN PWR C COM 39315410 253 8,468 SH DEFINED 1,2 8,468 GREEN MTN COFFEE ROA COM 39312210 1,463 43,113 SH DEFINED 1,2 43,113 GREENBRIER COS INC COM 39365710 2,061 76,057 SH DEFINED 1 76,057 GREENE CNTY BANCSHAR COM NEW 39436120 1,791 65,546 SH DEFINED 1 65,546 GREENFIELD ONLINE IN COM 39515010 1,658 136,441 SH DEFINED 1 136,441 GREENHILL & CO INC COM 39525910 12,225 301,769 SH DEFINED 1,2 301,769 GREIF INC CL A 39762410 12,802 209,525 SH DEFINED 1,2 209,525 GREY WOLF INC COM 39788810 16,693 2,252,704 SH DEFINED 1,2,5 2,252,704 GRIFFON CORP COM 39843310 8,239 371,118 SH DEFINED 1,2,6 371,118 GROUP 1 AUTOMOTIVE I COM 39890510 7,114 295,942 SH DEFINED 1,6 295,942 GROUPE CGI INC CL A SUB V 39945C10 86 14,270 SH DEFINED 1 14,270 GROUPE DANONE SPONSORED 39944910 764 43,666 SH DEFINED 1 43,666 GRUPO AEROPORTUARIO SPON ADR S 40051E20 889 27,927 SH DEFINED 1,7 27,927 GRUPO TELEVISA SA DE SP ADR REP 40049J20 10,300 165,893 SH DEFINED 1,2 165,893 GSI COMMERCE INC COM 36238G10 5,153 307,666 SH DEFINED 1,5 307,666 GTECH HLDGS CORP COM 40051810 51,281 1,753,794 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,753,794 GTX INC DEL COM 40052B10 621 62,465 SH DEFINED 1,2 62,465 GUESS INC COM 40161710 5,350 322,665 SH DEFINED 1,2 322,665 GUIDANT CORP COM 40169810 598,156 8,887,911 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 8,887,911 GUILFORD PHARMACEUTI COM 40182910 46 20,057 SH DEFINED 1 20,057 GUITAR CTR MGMT INC COM 40204010 23,325 399,607 SH DEFINED 1,2,5,6 399,607 GULF ISLAND FABRICAT COM 40230710 2,081 104,655 SH DEFINED 1 104,655 GULFMARK OFFSHORE IN COM 40262910 5,437 199,073 SH DEFINED 1,5 199,073 GYMBOREE CORP COM 40377710 6,306 461,676 SH DEFINED 1,6 461,676 HAEMONETICS CORP COM 40502410 30,485 750,125 SH DEFINED 1,2,5,6 750,125 HAGGAR CORP COM 40517310 484 23,808 SH DEFINED 1,6 23,808 HAIN CELESTIAL GROUP COM 40521710 9,399 482,013 SH DEFINED 1,2,5,6 482,013 HALLIBURTON CO COM 40621610 725,366 15,168,683 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 15,168,683 HANAROTELECOM INC SPONSORED 40964920 30 12,549 SH DEFINED 1 12,549 HANCOCK FABRICS INC COM 40990010 420 63,184 SH DEFINED 1,6 63,184 HANCOCK HLDG CO COM 41012010 13,902 404,137 SH DEFINED 1,2 404,137 HANDLEMAN CO DEL COM 41025210 5,358 324,505 SH DEFINED 1,2 324,505 HANGER ORTHOPEDIC GR COM NEW 41043F20 145 28,823 SH DEFINED 1,5 28,823 HANMI FINL CORP COM 41049510 7,264 434,994 SH DEFINED 1 434,994 HANOVER COMPRESSOR C COM 41076810 19,997 1,737,344 SH DEFINED 1,2,5,13 1,737,344 HANSEN NAT CORP COM 41131010 6,929 81,791 SH DEFINED 1 81,791 HANSON PLC NEW SPONSORED 41134910 291 6,093 SH DEFINED 1 6,093 HARBOR FLA BANCSHARE COM 41190110 9,287 248,056 SH DEFINED 1,2,5 248,056 HARKEN ENERGY CORP COM NEW 41255230 41 94,171 SH DEFINED 1 94,171 HARLAND JOHN H CO COM 41269310 17,306 455,410 SH DEFINED 1,2,5,6 455,410 HARLEY DAVIDSON INC COM 41282210 370,107 7,461,838 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 7,461,838 HARLEYSVILLE GROUP I COM 41282410 5,356 256,407 SH DEFINED 1,2 256,407 HARLEYSVILLE NATL CO COM 41285010 7,414 320,103 SH DEFINED 1,2 320,103 HARMAN INTL INDS INC COM 41308610 85,256 1,047,887 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,047,887 HARMONIC INC COM 41316010 4,815 996,849 SH DEFINED 1,2,5,6 996,849 HARMONY GOLD MNG LTD SPONSORED 41321630 361 42,184 SH DEFINED 1 42,184 HARRAHS ENTMT INC COM 41361910 555,285 7,704,803 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 7,704,803 HARRIS & HARRIS GROU COM 41383310 1,910 160,399 SH DEFINED 1 160,399 HARRIS CORP DEL COM 41387510 66,361 2,126,278 SH DEFINED 1,2,5,10, 12,13 2,126,278 HARRIS INTERACTIVE I COM 41454910 2,967 609,196 SH DEFINED 1,2 609,196 HARSCO CORP COM 41586410 26,782 490,959 SH DEFINED 1,2,5,12, 13 490,959 HARTE-HANKS INC COM 41619610 33,583 1,129,589 SH DEFINED 1,2,5,10, 13 1,129,589 HARTFORD FINL SVCS G COM 41651510 1,388,501 18,567,808 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 18,567,808 HARTMARX CORP COM 41711910 2,726 270,665 SH DEFINED 1,2 270,665 HARVARD BIOSCIENCE I COM 41690610 49 15,632 SH DEFINED 1 15,632 HARVEST NATURAL RESO COM 41754V10 5,233 478,790 SH DEFINED 1,2,5 478,790 HASBRO INC COM 41805610 105,179 5,059,116 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,059,116 HAVAS SPONSORED 41931310 69 12,678 SH DEFINED 1 12,678 HAVERTY FURNITURE IN COM 41959610 4,152 280,935 SH DEFINED 1,6 280,935 HAWAIIAN ELEC INDUST COM 41987010 29,259 1,091,364 SH DEFINED 1,2,5,13 1,091,364 HAWAIIAN HOLDINGS IN COM 41987910 48 11,915 SH DEFINED 1 11,915 HAWK CORP CL A 42008910 164 14,000 SH DEFINED 1 14,000 HAWKINS INC COM 42026110 151 12,452 SH DEFINED 1 12,452 HAYES LEMMERZ INTL I COM NEW 42078130 3,379 474,624 SH DEFINED 1 474,624 HCA INC COM 40411910 624,538 11,020,607 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 11,020,607 HCC INS HLDGS INC COM 40413210 31,477 831,181 SH DEFINED 1,2,5,13 831,181 HEADWATERS INC COM 42210P10 17,932 521,591 SH DEFINED 1,2 521,591 HEALTH CARE PPTY INV COM 42191510 36,282 1,341,780 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,341,780 HEALTH CARE REIT INC COM 42217K10 18,181 482,395 SH DEFINED 1,2,5 482,395 HEALTH MGMT ASSOC IN CL A 42193310 168,149 6,422,786 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,422,786 HEALTH NET INC COM 42222G10 74,435 1,950,615 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,950,615 HEALTHCARE RLTY TR COM 42194610 15,765 408,319 SH DEFINED 1,2,5 408,319 HEALTHCARE SVCS GRP COM 42190610 6,833 340,300 SH DEFINED 1,6 340,300 HEALTHEXTRAS INC COM 42221110 4,347 216,610 SH DEFINED 1 216,610 HEALTHTRONICS INC COM 42222L10 4,744 365,228 SH DEFINED 1,5 365,228 HEARST-ARGYLE TELEVI COM 42231710 8,516 347,586 SH DEFINED 1,2,5 347,586 HEARTLAND EXPRESS IN COM 42234710 20,601 1,060,290 SH DEFINED 1,2,5,6 1,060,290 HEARTLAND FINL USA I COM 42234Q10 1,933 98,998 SH DEFINED 1,2 98,998 HECLA MNG CO COM 42270410 6,325 1,387,055 SH DEFINED 1,5 1,387,055 HEICO CORP NEW COM 42280610 5,697 243,349 SH DEFINED 1,5 243,349 HEICO CORP NEW CL A 42280620 335 18,589 SH DEFINED 1 18,589 HEIDRICK & STRUGGLES COM 42281910 6,190 237,351 SH DEFINED 1,5,6 237,351 HEINZ H J CO COM 42307410 348,785 9,847,134 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 9,847,134 HELEN OF TROY CORP L COM G4388N10 636 24,977 SH DEFINED 1,5 24,977 HELIX TECHNOLOGY COR COM 42331910 4,406 331,744 SH DEFINED 1,2,6 331,744 HELLENIC TELECOM ORG SPONSORED 42332530 462 47,912 SH DEFINED 1 47,912 HELMERICH & PAYNE IN COM 42345210 36,450 776,853 SH DEFINED 1,2,5,6, 12,13 776,853 HEMISPHERX BIOPHARMA COM 42366C10 56 30,210 SH DEFINED 1,5 30,210 HENRY JACK & ASSOC I COM 42628110 21,669 1,183,458 SH DEFINED 1,2,5,13 1,183,458 HERCULES INC COM 42705610 44,875 3,171,349 SH DEFINED 1,2,5,6,10 3,171,349 HERITAGE COMMERCE CO COM 42692710 1,847 100,597 SH DEFINED 1 100,597 HERITAGE PPTY INVT T COM 42725M10 30,387 867,702 SH DEFINED 1,2,3 867,702 HERLEY INDS INC DEL COM 42739810 2,601 142,603 SH DEFINED 1 142,603 HERSHA HOSPITALITY T SH BEN INT 42782510 1,510 158,231 SH DEFINED 1 158,231 HERSHEY CO COM 42786610 338,646 5,453,238 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,453,238 HEWITT ASSOCS INC COM 42822Q10 8,473 319,611 SH DEFINED 1,2,5 319,611 HEWLETT PACKARD CO COM 42823610 1,992,244 84,740,295 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 84,740,295 HEXCEL CORP NEW COM 42829110 9,907 585,533 SH DEFINED 1,2 585,533 HI / FN INC COM 42835810 115 19,020 SH DEFINED 1 19,020 HIBBETT SPORTING GOO COM 42856510 17,726 468,455 SH DEFINED 1,2,6 468,455 HIBERNIA CORP CL A 42865610 88,675 2,672,550 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,672,550 HICKORY TECH CORP COM 42906010 136 16,862 SH DEFINED 1 16,862 HIGHLAND HOSPITALITY COM 43014110 4,570 437,325 SH DEFINED 1,2 437,325 HIGHWOODS PPTYS INC COM 43128410 45,302 1,522,248 SH DEFINED 1,2,3,5,13 1,522,248 HILB ROGAL & HOBBS C COM 43129410 15,658 455,186 SH DEFINED 1,2,5 455,186 HILFIGER TOMMY CORP ORD G8915Z10 909 66,073 SH DEFINED 1,2,5 66,073 HILLENBRAND INDS INC COM 43157310 46,067 911,312 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 911,312 HILTON HOTELS CORP COM 43284810 331,525 13,900,405 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 13,900,405 HITACHI LIMITED ADR 10 COM 43357850 12,499 206,182 SH DEFINED 1,2 206,182 HI-TECH PHARMACAL IN COM 42840B10 1,767 55,451 SH DEFINED 1,2 55,451 HNI CORP COM 40425110 35,167 687,536 SH DEFINED 1,2,5,6, 12,13 687,536 HOLLINGER INTL INC CL A 43556910 6,593 658,676 SH DEFINED 1,2,5 658,676 HOLLIS-EDEN PHARMACE COM 43590210 216 29,150 SH DEFINED 1 29,150 HOLLY CORP COM PAR $0 43575830 14,222 304,728 SH DEFINED 1,2 304,728 HOLLY ENERGY PARTNER COM UT LTD 43576310 376 8,500 SH DEFINED 1 8,500 HOLOGIC INC COM 43644010 12,395 311,812 SH DEFINED 1,5,6 311,812 HOME DEPOT INC COM 43707610 2,631,098 67,637,492 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 67,637,492 HOME PROPERTIES INC COM 43730610 28,633 665,575 SH DEFINED 1,2,3,5 665,575 HOMEBANC CORP GA COM 43738R10 5,630 619,406 SH DEFINED 1,2 619,406 HOMESTORE INC COM 43785210 2,589 1,275,444 SH DEFINED 1,5 1,275,444 HONDA MOTOR LTD AMERN SHS 43812830 824 33,464 SH DEFINED 1 33,464 HONEYWELL INTL INC COM 43851610 3,676,768 100,375,879 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 100,375,879 HOOKER FURNITURE COR COM 43903810 1,097 62,788 SH DEFINED 1 62,788 HOOPER HOLMES INC COM 43910410 3,147 758,289 SH DEFINED 1,6 758,289 HORACE MANN EDUCATOR COM 44032710 13,646 725,095 SH DEFINED 1,2,5,13 725,095 HORIZON FINL CORP WA COM 44041F10 2,904 130,832 SH DEFINED 1,2,5 130,832 HORIZON HEALTH CORP COM 44041Y10 1,908 81,560 SH DEFINED 1 81,560 HORMEL FOODS CORP COM 44045210 35,970 1,226,403 SH DEFINED 1,2,5,12, 13 1,226,403 HORNBECK OFFSHORE SV COM 44054310 3,400 125,513 SH DEFINED 1 125,513 HOSPIRA INC COM 44106010 174,079 4,463,558 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,463,558 HOSPITALITY PPTYS TR COM SH BEN 44106M10 57,199 1,297,921 SH DEFINED 1,2,3,5, 12,13 1,297,921 HOST MARRIOTT CORP N COM 44107P10 120,800 6,902,835 SH DEFINED 1,2,3,5,7, 8,10,12, 13,14 6,902,835 HOT TOPIC INC COM 44133910 13,996 731,621 SH DEFINED 1,2,5,6 731,621 HOUSEVALUES INC COM 44183Y10 961 53,176 SH DEFINED 1 53,176 HOUSTON EXPL CO COM 44212010 22,004 414,775 SH DEFINED 1,2 414,775 HOVNANIAN ENTERPRISE CL A 44248720 28,930 443,708 SH DEFINED 1,2,5,13 443,708 HRPT PPTYS TR COM SH BEN 40426W10 40,869 3,287,910 SH DEFINED 1,2,3,5 3,287,910 HSBC HLDGS PLC SPON ADR N 40428040 14,583 183,091 SH DEFINED 1,2 183,091 HUB GROUP INC CL A 44332010 10,947 437,018 SH DEFINED 1,2 437,018 HUBBELL INC CL B 44351020 34,079 772,762 SH DEFINED 1,2,5,6, 12,13 772,762 HUDSON CITY BANCORP COM 44368310 46,854 4,106,365 SH DEFINED 1,2,5,12 4,106,365 HUDSON HIGHLAND GROU COM 44379210 3,976 255,046 SH DEFINED 1,2,5 255,046 HUDSON UNITED BANCOR COM 44416510 24,072 666,808 SH DEFINED 1,2,5 666,808 HUGHES SUPPLY INC COM 44448210 27,824 990,189 SH DEFINED 1,2,5,6 990,189 HUGOTON RTY TR TEX UNIT BEN I 44471710 425 14,019 SH DEFINED 1 14,019 HUMAN GENOME SCIENCE COM 44490310 18,238 1,574,981 SH DEFINED 1,2,5 1,574,981 HUMANA INC COM 44485910 235,660 5,930,042 SH DEFINED 1,2,5,6, 10,12,13 5,930,042 HUNGARIAN TEL & CABL COM 44554210 279 16,241 SH DEFINED 1 16,241 HUNT J B TRANS SVCS COM 44565810 30,154 1,568,050 SH DEFINED 1,2,5,12, 13 1,568,050 HUNTINGTON BANCSHARE COM 44615010 161,492 6,689,830 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,689,830 HUNTSMAN CORP COM 44701110 8,189 404,005 SH DEFINED 1,2 404,005 HURON CONSULTING GRO COM 44746210 774 32,937 SH DEFINED 1 32,937 HUTCHINSON TECHNOLOG COM 44840710 14,752 383,072 SH DEFINED 1,2,5,6 383,072 HUTTIG BLDG PRODS IN COM 44845110 1,381 126,626 SH DEFINED 1 126,626 HYDRIL COM 44877410 13,449 247,458 SH DEFINED 1 247,458 HYPERCOM CORP COM 44913M10 3,418 528,272 SH DEFINED 1 528,272 HYPERION SOLUTIONS C COM 44914M10 19,324 480,216 SH DEFINED 1,2,5,6 480,216 IAC INTERACTIVECORP COM 44919P10 107,120 4,459,599 SH DEFINED 1,2,5,7,8, 10,12,13, 14 4,459,599 IBERIABANK CORP COM 45082810 5,225 84,802 SH DEFINED 1,5 84,802 ICICI BK LTD ADR 45104G10 36,079 1,651,210 SH DEFINED 1,2,4,5 1,651,210 ICOS CORP COM 44929510 16,050 758,135 SH DEFINED 1,5 758,135 ICT GROUP INC COM 44929Y10 1,289 123,900 SH DEFINED 1 123,900 ICU MED INC COM 44930G10 6,444 200,308 SH DEFINED 1,2,6 200,308 IDACORP INC COM 45110710 31,526 1,029,259 SH DEFINED 1,2,5,6,13 1,029,259 IDENIX PHARMACEUTICA COM 45166R20 3,032 139,865 SH DEFINED 1 139,865 IDENTIX INC COM 45190610 5,034 1,000,726 SH DEFINED 1 1,000,726 IDEX CORP COM 45167R10 21,130 547,278 SH DEFINED 1,2,5,6,12 547,278 IDEXX LABS INC COM 45168D10 26,157 419,661 SH DEFINED 1,2,5,6,7 419,661 IDT CORP COM 44894710 602 45,463 SH DEFINED 1 45,463 IDT CORP CL B 44894730 9,005 684,288 SH DEFINED 1,2 684,288 IDX SYS CORP COM 44949110 8,089 268,390 SH DEFINED 1,2 268,390 I-FLOW CORP COM NEW 44952030 3,457 207,776 SH DEFINED 1 207,776 IGATE CORP COM 45169U10 842 235,115 SH DEFINED 1 235,115 IHOP CORP COM 44962310 14,126 325,565 SH DEFINED 1,6 325,565 II VI INC COM 90210410 4,660 253,424 SH DEFINED 1 253,424 IKON OFFICE SOLUTION COM 45171310 189,087 19,882,995 SH DEFINED 1,2,5,6 19,882,995 ILLINOIS TOOL WKS IN COM 45230810 611,658 7,676,435 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 7,676,435 ILLUMINA INC COM 45232710 4,303 356,542 SH DEFINED 1,2 356,542 IMAGISTICS INTERNATI COM 45247T10 7,396 264,139 SH DEFINED 1,2,5,6 264,139 IMATION CORP COM 45245A10 24,704 636,860 SH DEFINED 1,2,5,13 636,860 IMCLONE SYS INC COM 45245W10 18,902 610,339 SH DEFINED 1,2,5,12 610,339 IMMERSION CORP COM 45252110 85 16,024 SH DEFINED 1 16,024 IMMUCOR INC COM 45252610 19,626 677,929 SH DEFINED 1,2,6 677,929 IMMUNOGEN INC COM 45253H10 6,803 1,174,997 SH DEFINED 1,2,5 1,174,997 IMMUNOMEDICS INC COM 45290710 77 44,893 SH DEFINED 1,5 44,893 IMPAC MTG HLDGS INC COM 45254P10 17,022 912,705 SH DEFINED 1,2,5 912,705 IMPAX LABORATORIES I COM 45256B10 9,783 622,359 SH DEFINED 1,2 622,359 IMPERIAL CHEM INDS P ADR NEW 45270450 258 14,125 SH DEFINED 1 14,125 IMPERIAL OIL LTD COM NEW 45303840 917 11,004 SH DEFINED 1 11,004 IMPERIAL TOBACCO GRO SPONSORED 45314210 321 5,892 SH DEFINED 1 5,892 IMS HEALTH INC COM 44993410 215,050 8,681,875 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 8,681,875 INAMED CORP COM 45323510 28,285 422,170 SH DEFINED 1,2,5,12, 13 422,170 INCO LTD COM 45325840 304 8,056 SH DEFINED 1 8,056 INCYTE CORP COM 45337C10 7,257 1,014,900 SH DEFINED 1,2,5 1,014,900 INDEPENDENCE CMNTY B COM 45341410 35,466 960,350 SH DEFINED 1,2,5,12, 13 960,350 INDEPENDENCE HLDG CO COM NEW 45344030 1,134 64,256 SH DEFINED 1 64,256 INDEPENDENT BANK COR COM 45383610 5,808 205,878 SH DEFINED 1,2,5 205,878 INDEPENDENT BANK COR COM 45383810 9,357 329,003 SH DEFINED 1,2 329,003 INDEVUS PHARMACEUTIC COM 45407210 122 47,780 SH DEFINED 1,5 47,780 INDIA FD INC COM 45408910 2,877 96,372 SH DEFINED 7 96,372 INDYMAC BANCORP INC COM 45660710 39,139 960,941 SH DEFINED 1,2,5,10, 13 960,941 INERGY L P UNIT LTD P 45661510 626 20,000 SH DEFINED 1 20,000 INFINITY PPTY & CAS COM 45665Q10 8,699 249,394 SH DEFINED 1,5 249,394 INFOCROSSING INC COM 45664X10 2,364 189,600 SH DEFINED 1 189,600 INFOCUS CORP COM 45665B10 197 47,621 SH DEFINED 1,2,5 47,621 INFORMATICA CORP COM 45666Q10 8,438 1,005,712 SH DEFINED 1,2,5 1,005,712 INFOSPACE INC COM NEW 45678T20 16,329 495,873 SH DEFINED 1,2 495,873 INFOSYS TECHNOLOGIES SPONSORED 45678810 7,525 96,975 SH DEFINED 1,2 96,975 INFOUSA INC NEW COM 45681830 6,234 532,852 SH DEFINED 1,2 532,852 INFRASOURCE SVCS INC COM 45684P10 779 74,715 SH DEFINED 1 74,715 ING GROUP N V SPONSORED 45683710 30,412 1,084,192 SH DEFINED 1,2 1,084,192 INGERSOLL-RAND COMPA CL A G4776G10 277,488 3,889,116 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,889,116 INGLES MKTS INC CL A 45703010 1,881 136,614 SH DEFINED 1,5 136,614 INGRAM MICRO INC CL A 45715310 16,947 1,082,213 SH DEFINED 1,2,5 1,082,213 INKINE PHARMACEUTICA COM 45721410 121 38,038 SH DEFINED 1 38,038 INLAND REAL ESTATE C COM NEW 45746120 12,062 750,114 SH DEFINED 1 750,114 INNKEEPERS USA TR COM 4576J010 17,012 1,138,691 SH DEFINED 1,2,3,5 1,138,691 INNODATA ISOGEN INC COM NEW 45764220 34 11,700 SH DEFINED 1 11,700 INNOVATIVE SOLUTIONS COM 45769N10 3,120 92,927 SH DEFINED 1 92,927 INNOVEX INC COM 45764710 69 19,983 SH DEFINED 1 19,983 INNOVO GROUP INC COM PAR $0 45795460 488 228,180 SH DEFINED 1 228,180 INPHONIC INC COM 45772G10 2,138 140,165 SH DEFINED 1 140,165 INPUT/OUTPUT INC COM 45765210 5,226 832,169 SH DEFINED 1,2 832,169 INSIGHT COMMUNICATIO CL A 45768V10 8,415 761,548 SH DEFINED 1,2,5 761,548 INSIGHT ENTERPRISES COM 45765U10 16,308 808,109 SH DEFINED 1,2,5,6 808,109 INSITUFORM TECHNOLOG CL A 45766710 7,997 502,027 SH DEFINED 1,2,6 502,027 INSPIRE PHARMACEUTIC COM 45773310 4,050 480,977 SH DEFINED 1 480,977 INSTINET GROUP INC COM 45775010 6,971 1,330,279 SH DEFINED 1,2,5 1,330,279 INTEGRA BK CORP COM 45814P10 7,166 316,779 SH DEFINED 1,2 316,779 INTEGRA LIFESCIENCES COM NEW 45798520 8,896 304,655 SH DEFINED 1,2,6 304,655 INTEGRAL SYS INC MD COM 45810H10 2,316 102,327 SH DEFINED 1 102,327 INTEGRATED ALARM SVC COM 45890M10 88 20,130 SH DEFINED 1 20,130 INTEGRATED CIRCUIT S COM 45811K20 23,500 1,138,588 SH DEFINED 1,2,5,13 1,138,588 INTEGRATED DEVICE TE COM 45811810 18,779 1,746,845 SH DEFINED 1,2,5,13 1,746,845 INTEGRATED ELECTRICA COM 45811E10 60 30,605 SH DEFINED 1,5 30,605 INTEGRATED SILICON S COM 45812P10 3,035 409,581 SH DEFINED 1,5 409,581 INTEL CORP COM 45814010 4,965,719 190,842,404 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 190,842,404 INTELIDATA TECHNOLOG COM 45814T10 29 86,688 SH DEFINED 1,5 86,688 INTELLISYNC CORP COM 45817610 132 48,610 SH DEFINED 1,5 48,610 INTER PARFUMS INC COM 45833410 789 40,705 SH DEFINED 1 40,705 INTER TEL INC COM 45837210 9,245 496,791 SH DEFINED 1,2,6 496,791 INTERACTIVE DATA COR COM 45840J10 5,274 253,806 SH DEFINED 1,2,5 253,806 INTERCHANGE FINL SVC COM 45844710 3,653 199,076 SH DEFINED 1 199,076 INTERDIGITAL COMMUNI COM 45866A10 12,003 685,880 SH DEFINED 1,2,5 685,880 INTERFACE INC CL A 45866510 5,519 685,612 SH DEFINED 1,2,5,6 685,612 INTERGRAPH CORP COM 45868310 17,611 511,054 SH DEFINED 1,2,5 511,054 INTERLAND INC COM NEW 45872720 24 12,287 SH DEFINED 1 12,287 INTERLINE BRANDS INC COM 45874310 2,827 142,759 SH DEFINED 1,2 142,759 INTERMAGNETICS GEN C COM 45877110 12,171 395,675 SH DEFINED 1,2,6 395,675 INTERMIX MEDIA INC COM 45881X10 2,157 257,652 SH DEFINED 1 257,652 INTERMUNE INC COM 45884X10 4,269 327,341 SH DEFINED 1,5 327,341 INTERNAP NETWORK SVC COM 45885A10 80 170,632 SH DEFINED 1 170,632 INTERNATIONAL BANCSH COM 45904410 10,330 365,152 SH DEFINED 1,2,5 365,152 INTERNATIONAL BUSINE COM 45920010 7,579,665 102,151,826 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 102,151,826 INTERNATIONAL DISPLA COM 45941210 2,329 291,149 SH DEFINED 1 291,149 INTERNATIONAL FLAVOR COM 45950610 92,163 2,544,521 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 2,544,521 INTERNATIONAL GAME T COM 45990210 244,044 8,669,429 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 8,669,429 INTERNATIONAL RECTIF COM 46025410 37,202 779,581 SH DEFINED 1,2,5,12, 13 779,581 INTERNATIONAL SECS E CL A 46031W20 2,402 95,656 SH DEFINED 1 95,656 INTERNATIONAL SPEEDW CL A 46033520 24,486 435,382 SH DEFINED 1,2,5,13 435,382 INTERNET CAP GROUP I COM NEW 46059C20 3,265 445,436 SH DEFINED 1 445,436 INTERNET SEC SYS INC COM 46060X10 14,065 693,200 SH DEFINED 1,2,5,6 693,200 INTERPOOL INC COM 46062R10 1,590 74,370 SH DEFINED 1 74,370 INTERPUBLIC GROUP CO COM 46069010 128,974 10,588,970 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 10,588,970 INTERSIL CORP CL A 46069S10 36,329 1,935,495 SH DEFINED 1,2,5,12, 13 1,935,495 INTERVIDEO INC COM 46114Y10 1,001 69,593 SH DEFINED 1 69,593 INTERVOICE INC NEW COM 46114210 3,812 441,753 SH DEFINED 1,5 441,753 INTERWOVEN INC COM NEW 46114T50 3,806 505,391 SH DEFINED 1,2,5 505,391 INTEVAC INC COM 46114810 1,925 183,888 SH DEFINED 1 183,888 INTL PAPER CO COM 46014610 1,046,531 34,641,868 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 34,641,868 INTRADO INC COM 46117A10 4,412 295,936 SH DEFINED 1,2,6 295,936 INTRALASE CORP COM 46116910 2,518 128,346 SH DEFINED 1 128,346 INTRAWARE INC COM 46118M10 6 12,476 SH DEFINED 1 12,476 INTROGEN THERAPEUTIC COM 46119F10 831 129,074 SH DEFINED 1 129,074 INTUIT COM 46120210 237,820 5,272,004 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,272,004 INTUITIVE SURGICAL I COM NEW 46120E60 18,443 395,430 SH DEFINED 1,2 395,430 INVACARE CORP COM 46120310 18,365 413,994 SH DEFINED 1,2,5,6 413,994 INVERNESS MED INNOVA COM 46126P10 5,627 206,125 SH DEFINED 1,2,5 206,125 INVESTMENT TECHNOLOG COM 46145F10 14,022 667,066 SH DEFINED 1,2,5 667,066 INVESTORS FINL SERVI COM 46191510 36,549 966,403 SH DEFINED 1,2,5,7,8, 10,12,13, 14 966,403 INVESTORS REAL ESTAT SH BEN INT 46173010 5,514 570,857 SH DEFINED 1,2,5 570,857 INVITROGEN CORP COM 46185R10 191,600 2,300,402 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,300,402 IOMEGA CORP COM NEW 46203030 237 89,532 SH DEFINED 1,2,5 89,532 IONATRON INC COM 46207010 2,032 236,508 SH DEFINED 1 236,508 IOWA TELECOMM SERVIC COM 46259420 4,433 236,413 SH DEFINED 1 236,413 IPASS INC COM 46261V10 8,041 1,326,869 SH DEFINED 1,2 1,326,869 IPAYMENT INC COM 46262E10 5,080 139,089 SH DEFINED 1,6 139,089 IPC HLDGS LTD ORD G4933P10 431 10,878 SH DEFINED 1,5 10,878 IPSCO INC COM 46262210 220 5,038 SH DEFINED 1 5,038 IRELAND BK SPONSORED 46267Q10 308 4,710 SH DEFINED 1 4,710 IRIS INTL INC COM 46270W10 2,805 157,576 SH DEFINED 1 157,576 IRON MTN INC COM 46284610 30,158 972,219 SH DEFINED 1,2,5,12 972,219 IRSA INVERSIONES Y R GLOBL DEP 45004720 187 15,307 SH DEFINED 1,7 15,307 IRVINE SENSORS CORP COM NEW 46366450 25 11,424 SH DEFINED 1 11,424 IRWIN FINL CORP COM 46411910 16,398 738,973 SH DEFINED 1,2 738,973 ISHARES INC MSCI BRAZI 46428640 1,430 57,600 SH DEFINED 2 57,600 ISHARES INC MSCI S KOR 46428677 7,030 219,700 SH DEFINED 2 219,700 ISHARES TR FTSE XNHUA 46428718 3,364 58,900 SH DEFINED 2 58,900 ISHARES TR RUSSELL100 46428759 3,432 51,500 SH DEFINED 1 51,500 ISIS PHARMACEUTICALS COM 46433010 2,275 581,885 SH DEFINED 1,5 581,885 ISLE OF CAPRI CASINO COM 46459210 4,574 174,581 SH DEFINED 1,5 174,581 ISTA PHARMACEUTICALS COM NEW 45031X20 944 113,477 SH DEFINED 1 113,477 ISTAR FINL INC COM 45031U10 48,719 1,171,411 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,171,411 ITC DELTACOM INC COM NEW 45031T40 35 40,959 SH DEFINED 1 40,959 ITLA CAP CORP COM 45056510 3,391 62,920 SH DEFINED 1 62,920 ITRON INC COM 46574110 14,275 319,491 SH DEFINED 1,2,6 319,491 ITT EDUCATIONAL SERV COM 45068B10 36,391 681,218 SH DEFINED 1,2,5,10, 12,13 681,218 ITT INDS INC IND COM 45091110 958,571 9,818,406 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 9,818,406 IVAX CORP COM 46582310 56,261 2,616,806 SH DEFINED 1,2,5,12, 13 2,616,806 IVILLAGE INC COM 46588H10 2,435 407,139 SH DEFINED 1 407,139 IXIA COM 45071R10 9,472 487,238 SH DEFINED 1,2 487,238 IXYS CORP COM 46600W10 7,081 499,371 SH DEFINED 1,2,5 499,371 J & J SNACK FOODS CO COM 46603210 6,244 119,265 SH DEFINED 1,2,6 119,265 J ALEXANDER CORP COM 46609610 167 18,800 SH DEFINED 1 18,800 J JILL GROUP INC COM 46618910 3,695 268,695 SH DEFINED 1,5,6 268,695 J2 GLOBAL COMMUNICAT COM NEW 46626E20 15,565 451,950 SH DEFINED 1,2,6 451,950 JABIL CIRCUIT INC COM 46631310 171,929 5,594,825 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,594,825 JACK IN THE BOX INC COM 46636710 23,404 617,203 SH DEFINED 1,2,5,6 617,203 JACKSON HEWITT TAX S COM 46820210 10,072 426,070 SH DEFINED 1 426,070 JACLYN INC COM 46977210 104 16,000 SH DEFINED 1 16,000 JACO ELECTRS INC COM 46978310 58 19,600 SH DEFINED 1 19,600 JACOBS ENGR GROUP IN COM 46981410 39,008 693,349 SH DEFINED 1,2,5,12, 13 693,349 JACUZZI BRANDS INC COM 46986510 9,721 905,981 SH DEFINED 1,2 905,981 JAKKS PAC INC COM 47012E10 7,824 407,265 SH DEFINED 1,2,6,7 407,265 JAMDAT MOBILE INC COM 47023T10 2,903 104,860 SH DEFINED 1 104,860 JAMES RIVER COAL CO COM NEW 47035520 4,635 133,757 SH DEFINED 1 133,757 JANUS CAP GROUP INC COM 47102X10 91,585 6,089,458 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,089,458 JARDEN CORP COM 47110910 21,802 404,346 SH DEFINED 1,2 404,346 JDA SOFTWARE GROUP I COM 46612K10 4,337 381,150 SH DEFINED 1,2,6 381,150 JDS UNIPHASE CORP COM 46612J10 55,206 36,319,847 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 36,319,847 JEFFERIES GROUP INC COM 47231910 21,531 568,247 SH DEFINED 1,2,5,13 568,247 JEFFERSON PILOT CORP COM 47507010 183,097 3,631,429 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,631,429 JETBLUE AWYS CORP COM 47714310 24,450 1,196,207 SH DEFINED 1,2,5,6,13 1,196,207 JLG INDS INC COM 46621010 20,470 744,903 SH DEFINED 1,5,6 744,903 JO-ANN STORES INC COM 47758P30 10,373 393,066 SH DEFINED 1,6 393,066 JOHNSON & JOHNSON COM 47816010 8,630,019 132,769,516 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 132,769,516 JOHNSON CTLS INC COM 47836610 276,767 4,913,319 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,913,319 JONES APPAREL GROUP COM 48007410 101,429 3,267,700 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,267,700 JONES LANG LASALLE I COM 48020Q10 18,509 418,480 SH DEFINED 1,2,5 418,480 JORGENSEN EARLE M CO COM 48082910 1,093 135,793 SH DEFINED 1 135,793 JOS A BANK CLOTHIERS COM 48083810 6,348 146,611 SH DEFINED 1,5 146,611 JOURNAL COMMUNICATIO CL A 48113010 5,596 333,107 SH DEFINED 1,2 333,107 JOURNAL REGISTER CO COM 48113810 8,662 494,674 SH DEFINED 1,2,5 494,674 JOY GLOBAL INC COM 48116510 21,935 653,024 SH DEFINED 1,2,5,12 653,024 JPMORGAN & CHASE & C COM 46625H10 3,770,978 106,766,074 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 106,766,074 JUNIPER NETWORKS INC COM 48203R10 144,432 5,735,976 SH DEFINED 1,2,5,7,8, 10,12,13, 14 5,735,976 JUPITERMEDIA CORP COM 48207D10 3,306 192,976 SH DEFINED 1 192,976 K V PHARMACEUTICAL C CL A 48274020 6,752 403,126 SH DEFINED 1,5 403,126 K2 INC COM 48273210 8,364 659,619 SH DEFINED 1,6 659,619 KADANT INC COM 48282T10 5,851 266,784 SH DEFINED 1,2 266,784 KAMAN CORP CL A 48354810 6,009 333,094 SH DEFINED 1,2,6 333,094 KANBAY INTL INC COM 48369P20 6,265 271,112 SH DEFINED 1 271,112 KANEB PIPE LINE PART SR PREF UN 48416910 391 6,362 SH DEFINED 1,5 6,362 KANEB SERVICES LLC COM 48417310 647 14,948 SH DEFINED 1,5 14,948 KANSAS CITY LIFE INS COM 48483610 2,970 61,805 SH DEFINED 1,2 61,805 KANSAS CITY SOUTHERN COM NEW 48517030 22,429 1,111,465 SH DEFINED 1,2,5,6 1,111,465 KATY INDS INC COM 48602610 74 23,204 SH DEFINED 1,2 23,204 KAYDON CORP COM 48658710 11,188 401,741 SH DEFINED 1,5,6 401,741 KB HOME COM 48666K10 169,334 2,221,355 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 2,221,355 KCS ENERGY INC COM 48243420 10,006 576,041 SH DEFINED 1,5 576,041 KEANE INC COM 48666510 13,784 1,006,140 SH DEFINED 1,2,5,13 1,006,140 KEARNY FINL CORP COM 48716910 1,863 157,869 SH DEFINED 1 157,869 KEITHLEY INSTRS INC COM 48758410 2,214 143,702 SH DEFINED 1,6 143,702 KELLOGG CO COM 48783610 406,232 9,141,140 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 9,141,140 KELLWOOD CO COM 48804410 11,237 417,727 SH DEFINED 1,2,5,6 417,727 KELLY SVCS INC CL A 48815220 9,471 330,703 SH DEFINED 1,2,5,6,13 330,703 KEMET CORP COM 48836010 8,851 1,404,849 SH DEFINED 1,2,5,13 1,404,849 KENNAMETAL INC COM 48917010 36,900 804,799 SH DEFINED 1,2,5,13 804,799 KENSEY NASH CORP COM 49005710 5,654 186,964 SH DEFINED 1,6 186,964 KERR MCGEE CORP COM 49238610 404,095 5,295,434 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,295,434 KERYX BIOPHARMACEUTI COM 49251510 3,279 248,403 SH DEFINED 1 248,403 KEYCORP NEW COM 49326710 408,180 12,313,109 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 12,313,109 KEYNOTE SYS INC COM 49330810 2,242 192,131 SH DEFINED 1 192,131 KEYSPAN CORP COM 49337W10 220,847 5,426,225 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,426,225 KEYSTONE AUTOMOTIVE COM 49338N10 4,242 171,521 SH DEFINED 1 171,521 KFORCE INC COM 49373210 2,755 325,620 SH DEFINED 1,5 325,620 KFX INC COM 48245L10 9,029 631,869 SH DEFINED 1 631,869 KILROY RLTY CORP COM 49427F10 34,638 729,380 SH DEFINED 1,2,3,5 729,380 KIMBALL INTL INC CL B 49427410 6,704 507,861 SH DEFINED 1,2,5 507,861 KIMBERLY CLARK CORP COM 49436810 940,310 15,023,326 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 15,023,326 KIMCO REALTY CORP COM 49446R10 115,444 1,959,662 SH DEFINED 1,2,3,5,7, 8,10,12, 13,14 1,959,662 KINDER MORGAN ENERGY UT LTD PAR 49455010 1,818 35,706 SH DEFINED 1,5 35,706 KINDER MORGAN INC KA COM 49455P10 285,728 3,434,230 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,434,230 KINDER MORGAN MANAGE SHS 49455U10 1,958 42,574 SH DEFINED 1,5 42,574 KINDRED HEALTHCARE I COM 49458010 25,541 644,824 SH DEFINED 1,2,5 644,824 KINETIC CONCEPTS INC COM NEW 49460W20 24,458 407,638 SH DEFINED 1,2,5,12 407,638 KING PHARMACEUTICALS COM 49558210 62,618 6,009,420 SH DEFINED 1,2,5,6, 10,12,13 6,009,420 KINROSS GOLD CORP COM NO PAR 49690240 563 92,371 SH DEFINED 1,5,7,10, 12,13 92,371 KINTERA INC COM 49720P50 39 11,300 SH DEFINED 1 11,300 KIRBY CORP COM 49726610 15,494 343,552 SH DEFINED 1,2,5,6 343,552 KIRKLANDS INC COM 49749810 200 21,424 SH DEFINED 1 21,424 KITE RLTY GROUP TR COM 49803T10 5,733 382,188 SH DEFINED 1,3 382,188 KLA-TENCOR CORP COM 48248010 222,340 5,090,204 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,090,204 KMG AMER CORP COM 48256310 1,720 173,077 SH DEFINED 1 173,077 KNBT BANCORP INC COM 48292110 5,716 378,765 SH DEFINED 1,2 378,765 KNIGHT CAPITAL GROUP CL A 49900510 10,352 1,358,554 SH DEFINED 1,2,5 1,358,554 KNIGHT RIDDER INC COM 49904010 118,851 1,937,573 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 1,937,573 KNIGHT TRANSN INC COM 49906410 13,166 541,136 SH DEFINED 1,2,5,6 541,136 KNOLL INC COM NEW 49890420 1,609 94,048 SH DEFINED 1 94,048 KNOLOGY INC COM 49918380 53 27,700 SH DEFINED 1 27,700 KOHLS CORP COM 50025510 479,237 8,571,584 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 8,571,584 KOMAG INC COM NEW 50045320 9,535 336,100 SH DEFINED 1,2,5 336,100 KONINKLIJKE AHOLD N SPON ADR N 50046730 255 31,135 SH DEFINED 1 31,135 KONINKLIJKE PHILIPS NY REG SH 50047230 1,948 77,351 SH DEFINED 1,2 77,351 KOOKMIN BK NEW SPONSORED 50049M10 37,526 823,305 SH DEFINED 1,4,5 823,305 KOPIN CORP COM 50060010 4,664 914,478 SH DEFINED 1,5,6 914,478 KOREA ELECTRIC PWR SPONSORED 50063110 3,093 197,391 SH DEFINED 1 197,391 KORN FERRY INTL COM NEW 50064320 13,280 748,168 SH DEFINED 1,2,5,13 748,168 KOS PHARMACEUTICALS COM 50064810 17,675 269,853 SH DEFINED 1,2,5 269,853 KOSAN BIOSCIENCES IN COM 50064W10 126 23,812 SH DEFINED 1,5 23,812 KRAFT FOODS INC CL A 50075N10 272,463 8,565,321 SH DEFINED 1,2,5,7,8, 10,12,13, 14 8,565,321 KRISPY KREME DOUGHNU COM 50101410 6,448 926,382 SH DEFINED 1,5,13 926,382 KROGER CO COM 50104410 397,046 20,864,233 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 20,864,233 KRONOS INC COM 50105210 18,418 456,006 SH DEFINED 1,2,5,6 456,006 KRONOS WORLDWIDE INC COM 50105F10 1,496 49,558 SH DEFINED 1,2 49,558 K-SWISS INC CL A 48268610 21,536 665,936 SH DEFINED 1,2,6 665,936 KT CORP SPONSORED 48268K10 7,232 336,354 SH DEFINED 1,2 336,354 KULICKE & SOFFA INDS COM 50124210 7,503 948,596 SH DEFINED 1,2,5,6 948,596 KVH INDS INC COM 48273810 157 16,926 SH DEFINED 1 16,926 KYOCERA CORP ADR 50155620 502 6,543 SH DEFINED 1 6,543 KYPHON INC COM 50157710 11,536 331,598 SH DEFINED 1,5 331,598 L-3 COMMUNICATIONS H COM 50242410 277,756 3,627,001 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,627,001 LA BARGE INC COM 50247010 1,756 96,743 SH DEFINED 1 96,743 LA JOLLA PHARMACEUTI COM 50345910 40 49,889 SH DEFINED 1,5 49,889 LA QUINTA CORP PAIRED CTF 50419U20 22,906 2,455,097 SH DEFINED 1,2,5 2,455,097 LA Z BOY INC COM 50533610 20,093 1,379,043 SH DEFINED 1,2,5,6 1,379,043 LABONE INC NEW COM 50540L10 12,429 312,288 SH DEFINED 1,5,6 312,288 LABOR READY INC COM NEW 50540120 19,130 820,680 SH DEFINED 1,2,5,6 820,680 LABORATORY CORP AMER COM NEW 50540R40 184,003 3,687,444 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,687,444 LABRANCHE & CO INC COM 50544710 5,552 881,326 SH DEFINED 1,2,5,13 881,326 LACLEDE GROUP INC COM 50559710 8,431 265,445 SH DEFINED 1,2,5 265,445 LAFARGE COPPEE S A SPON ADR N 50586140 238 10,427 SH DEFINED 1 10,427 LAFARGE NORTH AMERIC COM 50586210 16,943 271,346 SH DEFINED 1,2,5,12 271,346 LAIDLAW INTL INC COM 50730R10 16,752 695,086 SH DEFINED 1,2,5 695,086 LAKELAND BANCORP INC COM 51163710 2,809 179,941 SH DEFINED 1 179,941 LAKELAND FINL CORP COM 51165610 2,989 73,480 SH DEFINED 1,2 73,480 LAKES ENTMNT INC COM 51206P10 2,761 179,261 SH DEFINED 1 179,261 LAM RESEARCH CORP COM 51280710 65,876 2,275,503 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,275,503 LAMAR ADVERTISING CO CL A 51281510 43,121 1,008,217 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,008,217 LAMSON & SESSIONS CO COM 51369610 151 12,800 SH DEFINED 1 12,800 LAN AIRLINES S A SPONSORED 50172310 421 12,056 SH DEFINED 1,7 12,056 LANCASTER COLONY COR COM 51384710 24,116 561,616 SH DEFINED 1,2,5,13 561,616 LANCE INC COM 51460610 8,640 502,013 SH DEFINED 1,6 502,013 LANDAMERICA FINL GRO COM 51493610 26,065 439,029 SH DEFINED 1,2,5 439,029 LANDAUER INC COM 51476K10 7,421 142,959 SH DEFINED 1 142,959 LANDEC CORP COM 51476610 160 24,661 SH DEFINED 1 24,661 LANDRYS RESTAURANTS COM 51508L10 9,853 327,467 SH DEFINED 1,6 327,467 LANDSTAR SYS INC COM 51509810 27,050 896,291 SH DEFINED 1,2,5,6 896,291 LAS VEGAS SANDS CORP COM 51783410 6,108 170,865 SH DEFINED 1,2,5 170,865 LASALLE HOTEL PPTYS COM SH BEN 51794210 25,833 787,347 SH DEFINED 1,2,3,5 787,347 LASERCARD CORP COM 51807U10 66 11,197 SH DEFINED 1 11,197 LASERSCOPE COM 51808110 9,033 217,967 SH DEFINED 1 217,967 LATTICE SEMICONDUCTO COM 51841510 8,044 1,811,794 SH DEFINED 1,2,5,13 1,811,794 LAUDER ESTEE COS INC CL A 51843910 61,682 1,576,342 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 1,576,342 LAUREATE EDUCATION I COM 51861310 28,095 587,016 SH DEFINED 1,2,5,12, 13 587,016 LAWSON PRODS INC COM 52077610 6,524 168,054 SH DEFINED 1,2,6 168,054 LAWSON SOFTWARE INC COM 52078010 3,981 772,916 SH DEFINED 1,2 772,916 LAYNE CHRISTENSEN CO COM 52105010 2,000 100,691 SH DEFINED 1 100,691 LCA-VISION INC COM PAR $. 50180330 11,999 247,511 SH DEFINED 1,2,6 247,511 LEADIS TECHNOLOGY IN COM 52171N10 3,007 373,600 SH DEFINED 1 373,600 LEAPFROG ENTERPRISES CL A 52186N10 3,838 339,620 SH DEFINED 1,5 339,620 LEAR CORP COM 52186510 39,154 1,076,238 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,076,238 LEARNING CARE GROUP COM 52200L10 48 10,200 SH DEFINED 1 10,200 LEARNING TREE INTL I COM 52201510 1,397 117,391 SH DEFINED 1 117,391 LECG CORP COM 52323410 3,069 144,361 SH DEFINED 1 144,361 LECROY CORP COM 52324W10 1,269 92,268 SH DEFINED 1 92,268 LEE ENTERPRISES INC COM 52376810 23,481 585,711 SH DEFINED 1,2,6,13 585,711 LEGG MASON INC COM 52490110 176,637 1,696,636 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,696,636 LEGGETT & PLATT INC COM 52466010 128,343 4,828,565 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,828,565 LEHMAN BROS HLDGS IN COM 52490810 861,623 8,678,713 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 8,678,713 LENNAR CORP CL A 52605710 165,030 2,600,945 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,600,945 LENNOX INTL INC COM 52610710 16,462 777,605 SH DEFINED 1,2,5,6 777,605 LESCO INC OHIO COM 52687210 131 10,390 SH DEFINED 1 10,390 LEUCADIA NATL CORP COM 52728810 41,312 1,069,417 SH DEFINED 1,2,5,12, 13 1,069,417 LEVEL 3 COMMUNICATIO COM 52729N10 18,210 8,970,207 SH DEFINED 1,5,13 8,970,207 LEVITT CORP CL A 52742P10 5,478 183,089 SH DEFINED 1,5 183,089 LEXAR MEDIA INC COM 52886P10 4,254 866,426 SH DEFINED 1,2,5 866,426 LEXICON GENETICS INC COM 52887210 3,446 697,516 SH DEFINED 1,2,5 697,516 LEXINGTON CORP PPTYS COM 52904310 14,447 594,293 SH DEFINED 1,2,5 594,293 LEXMARK INTL NEW CL A 52977110 218,703 3,373,488 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,373,488 LIBBEY INC COM 52989810 3,046 192,644 SH DEFINED 1,6 192,644 LIBERTY CORP S C COM 53037010 6,681 181,496 SH DEFINED 1,5 181,496 LIBERTY MEDIA CORP N COM SER A 53071810 301,007 29,539,438 SH DEFINED 1,2,5,7,8, 10,12,13, 14 29,539,438 LIBERTY MEDIA INTL I COM SER A 53071910 #VALUE! 160,446 SH DEFINED 1,5,7 160,446 LIBERTY PPTY TR SH BEN INT 53117210 83,677 1,888,436 SH DEFINED 1,2,3,5,7, 8,10,12, 13,14 1,888,436 LIFE TIME FITNESS IN COM 53217R20 7,428 226,404 SH DEFINED 1 226,404 LIFECELL CORP COM 53192710 4,719 298,472 SH DEFINED 1 298,472 LIFECORE BIOMEDICAL COM 53218710 115 10,505 SH DEFINED 1 10,505 LIFELINE SYS INC COM 53219210 4,324 134,614 SH DEFINED 1 134,614 LIFEPOINT HOSPITALS COM 53219L10 30,485 603,071 SH DEFINED 1,2,5,12, 13 603,071 LIGAND PHARMACEUTICA CL B 53220K20 6,094 876,804 SH DEFINED 1,2,5 876,804 LIGHTBRIDGE INC COM 53222610 177 28,330 SH DEFINED 1 28,330 LILLY ELI & CO COM 53245710 1,660,294 29,802,447 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 29,802,447 LIMITED BRANDS INC COM 53271610 208,134 9,716,817 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 9,716,817 LIN TV CORP CL A 53277410 8,462 609,249 SH DEFINED 1,2 609,249 LINCARE HLDGS INC COM 53279110 67,110 1,640,832 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,640,832 LINCOLN ELEC HLDGS I COM 53390010 14,433 435,373 SH DEFINED 1,2,5 435,373 LINCOLN NATL CORP IN COM 53418710 233,475 4,976,019 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,976,019 LINDSAY MFG CO COM 53555510 3,486 147,819 SH DEFINED 1,5,6 147,819 LINEAR TECHNOLOGY CO COM 53567810 299,497 8,162,914 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 8,162,914 LINENS N THINGS INC COM 53567910 17,778 751,385 SH DEFINED 1,2,5,6 751,385 LIONBRIDGE TECHNOLOG COM 53625210 3,436 506,837 SH DEFINED 1 506,837 LITHIA MTRS INC CL A 53679710 9,480 328,600 SH DEFINED 1,5 328,600 LITTELFUSE INC COM 53700810 9,660 346,845 SH DEFINED 1,2,6 346,845 LIZ CLAIBORNE INC COM 53932010 139,767 3,515,278 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,515,278 LKQ CORP COM 50188920 4,146 152,713 SH DEFINED 1 152,713 LLOYDS TSB GROUP PLC SPONSORED 53943910 1,804 52,967 SH DEFINED 1 52,967 LOCKHEED MARTIN CORP COM 53983010 5,408,465 83,373,903 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 83,373,903 LODGENET ENTMT CORP COM 54021110 2,474 149,130 SH DEFINED 1 149,130 LODGIAN INC COM PAR $. 54021P40 2,637 256,745 SH DEFINED 1 256,745 LOEWS CORP COM 54042410 276,120 3,562,834 SH DEFINED 1,2,5,6, 10,12,13 3,562,834 LOEWS CORP CAROLNA GP 54042420 16,016 480,670 SH DEFINED 1,2,5 480,670 LO-JACK CORP COM 53945110 2,956 168,349 SH DEFINED 1 168,349 LONE STAR STEAKHOUSE COM 54230710 8,667 284,989 SH DEFINED 1,2,6 284,989 LONE STAR TECHNOLOGI COM 54231210 22,127 486,311 SH DEFINED 1,2 486,311 LONGS DRUG STORES CO COM 54316210 38,728 899,607 SH DEFINED 1,2,5,6 899,607 LONGVIEW FIBRE CO COM 54321310 18,036 877,679 SH DEFINED 1,2,5,13 877,679 LOOKSMART LTD COM 54344210 57 77,124 SH DEFINED 1 77,124 LOUDEYE CORP COM 54575410 17 22,700 SH DEFINED 1 22,700 LOUISIANA PAC CORP COM 54634710 103,595 4,214,621 SH DEFINED 1,2,5,6, 10,12,13, 14 4,214,621 LOWES COS INC COM 54866110 3,329,896 57,195,053 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 57,195,053 LSB INDS INC COM 50216010 148 20,248 SH DEFINED 1 20,248 LSI INDS INC COM 50216C10 3,220 230,978 SH DEFINED 1 230,978 LSI LOGIC CORP COM 50216110 102,576 12,082,035 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 12,082,035 LTC PPTYS INC COM 50217510 7,987 385,831 SH DEFINED 1,2,5 385,831 LTX CORP COM 50239210 4,759 961,434 SH DEFINED 1,5,13 961,434 LUBRIZOL CORP COM 54927110 112,560 2,679,371 SH DEFINED 1,2,5,13 2,679,371 LUBYS INC COM 54928210 3,236 270,818 SH DEFINED 1 270,818 LUCENT TECHNOLOGIES COM 54946310 331,094 113,778,037 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 113,778,037 LUFKIN INDS INC COM 54976410 5,805 161,342 SH DEFINED 1 161,342 LUMINENT MTG CAP INC COM 55027830 7,043 652,739 SH DEFINED 1,2 652,739 LUMINEX CORP DEL COM 55027E10 3,006 305,462 SH DEFINED 1,2,5 305,462 LUXOTTICA GROUP S P SPONSORED 55068R20 9,791 475,530 SH DEFINED 1,2 475,530 LYDALL INC DEL COM 55081910 254 29,505 SH DEFINED 1,6 29,505 LYON WILLIAM HOMES COM 55207410 4,199 43,289 SH DEFINED 1 43,289 LYONDELL CHEMICAL CO COM 55207810 77,903 2,948,646 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,948,646 M & F WORLDWIDE CORP COM 55254110 1,479 110,692 SH DEFINED 1 110,692 M & T BK CORP COM 55261F10 247,376 2,352,374 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 2,352,374 M D C HLDGS INC COM 55267610 29,483 358,458 SH DEFINED 1,2,5,6,12 358,458 M/I HOMES INC COM 55305B10 8,072 149,198 SH DEFINED 1 149,198 MACATAWA BK CORP COM 55422510 3,726 107,403 SH DEFINED 1 107,403 MACDERMID INC COM 55427310 15,165 486,668 SH DEFINED 1,2,5 486,668 MACERICH CO COM 55438210 79,878 1,191,317 SH DEFINED 1,2,3,5,7, 8,10,12, 13,14 1,191,317 MAC-GRAY CORP COM 55415310 96 10,500 SH DEFINED 1 10,500 MACK CALI RLTY CORP COM 55448910 54,081 1,193,835 SH DEFINED 1,2,3,5,13 1,193,835 MACQUARIE INFRASTRUC SH BEN INT 55607X10 701 24,700 SH DEFINED 1 24,700 MACROCHEM CORP DEL COM 55590310 2 10,400 SH DEFINED 1 10,400 MACROMEDIA INC COM 55610010 34,631 906,090 SH DEFINED 1,2,5,12, 13 906,090 MACRONIX INTL LTD SPONSORED 55610310 30 16,729 SH DEFINED 1 16,729 MACROVISION CORP COM 55590410 18,337 813,551 SH DEFINED 1,2,5,13 813,551 MADDEN STEVEN LTD COM 55626910 2,430 136,800 SH DEFINED 1,5 136,800 MAF BANCORP INC COM 55261R10 16,923 396,975 SH DEFINED 1,2,5 396,975 MAGELLAN HEALTH SVCS COM NEW 55907920 12,168 344,607 SH DEFINED 1,2 344,607 MAGELLAN MIDSTREAM P COM UNIT R 55908010 1,870 57,060 SH DEFINED 1,5 57,060 MAGMA DESIGN AUTOMAT COM 55918110 3,380 404,286 SH DEFINED 1,2 404,286 MAGNA ENTMT CORP CL A 55921110 2,486 440,755 SH DEFINED 1,5 440,755 MAGNA INTL INC CL A 55922240 3,580 50,894 SH DEFINED 1 50,894 MAGNETEK INC COM 55942410 150 58,386 SH DEFINED 1,6 58,386 MAGUIRE PPTYS INC COM 55977510 19,741 696,565 SH DEFINED 1,3,5 696,565 MAGYAR TELEKOM LTD SPONSORED 55977610 211 9,853 SH DEFINED 1 9,853 MAIN STR BKS INC NEW COM 56034R10 4,608 180,994 SH DEFINED 1,5 180,994 MAINSOURCE FINANCIAL COM 56062Y10 3,052 168,718 SH DEFINED 1,2 168,718 MAIR HOLDINGS INC COM 56063510 1,124 127,178 SH DEFINED 1 127,178 MAJESCO ENTERTAINMEN COM NEW 56069020 872 133,355 SH DEFINED 1 133,355 MANAGEMENT NETWORK G COM 56169310 2,982 1,355,480 SH DEFINED 1 1,355,480 MANHATTAN ASSOCS INC COM 56275010 9,179 477,801 SH DEFINED 1,2,5,6 477,801 MANITOWOC INC COM 56357110 17,605 429,186 SH DEFINED 1,2,5,6 429,186 MANNATECH INC COM 56377110 4,295 225,821 SH DEFINED 1,2 225,821 MANNING GREG AUCTION COM 56382310 562 47,068 SH DEFINED 1 47,068 MANNKIND CORP COM 56400P20 1,504 149,639 SH DEFINED 1 149,639 MANOR CARE INC NEW COM 56405510 81,349 2,047,555 SH DEFINED 1,2,5,6, 10,12,13 2,047,555 MANPOWER INC COM 56418H10 54,730 1,375,812 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,375,812 MANTECH INTL CORP CL A 56456310 7,605 245,008 SH DEFINED 1,6 245,008 MANUGISTICS GROUP IN COM 56501110 123 68,840 SH DEFINED 1,5 68,840 MANULIFE FINL CORP COM 56501R10 9,134 191,055 SH DEFINED 1,5,7,13 191,055 MAPINFO CORP COM 56510510 2,416 229,892 SH DEFINED 1,5,6 229,892 MARATHON OIL CORP COM 56584910 664,343 12,447,875 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 12,447,875 MARCHEX INC CL B 56624R10 2,835 188,487 SH DEFINED 1 188,487 MARCUS CORP COM 56633010 6,803 320,572 SH DEFINED 1,2,6 320,572 MARINE PRODS CORP COM 56842710 2,157 148,269 SH DEFINED 1 148,269 MARINEMAX INC COM 56790810 4,202 134,449 SH DEFINED 1 134,449 MARITRANS INC COM 57036310 2,663 98,442 SH DEFINED 1 98,442 MARKEL CORP COM 57053510 25,070 73,954 SH DEFINED 1,2,5,12 73,954 MARKETAXESS HLDGS IN COM 57060D10 2,186 193,444 SH DEFINED 1 193,444 MARKWEST ENERGY PART UNIT LTD P 57075910 395 7,800 SH DEFINED 1 7,800 MARKWEST HYDROCARBON COM 57076210 1,409 60,730 SH DEFINED 1 60,730 MARLIN BUSINESS SVCS COM 57115710 982 48,849 SH DEFINED 1,2 48,849 MARRIOTT INTL INC NE CL A 57190320 444,675 6,518,245 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,518,245 MARSH & MCLENNAN COS COM 57174810 396,094 14,299,436 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 14,299,436 MARSHALL & ILSLEY CO COM 57183410 237,454 5,342,054 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,342,054 MARSHALL EDWARDS INC COM 57232230 522 73,153 SH DEFINED 1,2 73,153 MARTEK BIOSCIENCES C COM 57290110 18,286 481,728 SH DEFINED 1,2,5,13 481,728 MARTEN TRANS LTD COM 57307510 2,292 109,199 SH DEFINED 1 109,199 MARTHA STEWART LIVIN CL A 57308310 6,549 224,450 SH DEFINED 1 224,450 MARTIN MARIETTA MATL COM 57328410 80,371 1,162,781 SH DEFINED 1,2,5,12, 13 1,162,781 MARVEL ENTERPRISES I COM 57383M10 61,133 3,100,055 SH DEFINED 1,2,5,10, 12,14 3,100,055 MARVELL TECHNOLOGY G ORD G5876H10 41,864 1,102,549 SH DEFINED 1,5,7,8, 10,12,13, 14 1,102,549 MASCO CORP COM 57459910 398,464 12,546,088 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 12,546,088 MASSBANK CORP READ M COM 57615210 227 6,534 SH DEFINED 1,2 6,534 MASSEY ENERGY CORP COM 57620610 34,234 907,589 SH DEFINED 1,2,5,7,8, 10,12,13, 14 907,589 MASTEC INC COM 57632310 2,881 327,432 SH DEFINED 1,2,5 327,432 MATERIAL SCIENCES CO COM 57667410 180 12,358 SH DEFINED 1 12,358 MATRIA HEALTHCARE IN COM NEW 57681720 6,084 188,757 SH DEFINED 1,5 188,757 MATRITECH INC COM 57681810 31 44,300 SH DEFINED 5 44,300 MATRIX SVC CO COM 57685310 113 24,722 SH DEFINED 1 24,722 MATRIXONE INC COM 57685P30 2,994 598,723 SH DEFINED 1,2,5 598,723 MATSUSHITA ELEC INDL ADR 57687920 1,316 86,716 SH DEFINED 1 86,716 MATTEL INC COM 57708110 201,219 10,995,587 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 10,995,587 MATTHEWS INTL CORP CL A 57712810 24,022 616,570 SH DEFINED 1,2,5 616,570 MATTSON TECHNOLOGY I COM 57722310 3,023 422,225 SH DEFINED 1 422,225 MAUI LD & PINEAPPLE COM 57734510 1,683 44,187 SH DEFINED 1,2 44,187 MAVERICK TUBE CORP COM 57791410 18,265 612,905 SH DEFINED 1,2,5 612,905 MAX RE CAPITAL LTD H SHS G6052F10 253 11,050 SH DEFINED 1,5 11,050 MAXIM INTEGRATED PRO COM 57772K10 323,948 8,475,880 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 8,475,880 MAXIM PHARMACEUTICAL COM 57772M10 42 32,235 SH DEFINED 1,5 32,235 MAXIMUS INC COM 57793310 8,590 243,410 SH DEFINED 1,5,6 243,410 MAXTOR CORP COM NEW 57772920 15,849 3,047,857 SH DEFINED 1,2,5 3,047,857 MAXWELL TECHNOLOGIES COM 57776710 138 11,300 SH DEFINED 1 11,300 MAXYGEN INC COM 57777610 2,231 325,245 SH DEFINED 1,2 325,245 MAY DEPT STORES CO COM 57777810 324,852 8,088,933 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 8,088,933 MAYTAG CORP COM 57859210 36,775 2,348,340 SH DEFINED 1,2,5,6, 10,13 2,348,340 MB FINANCIAL INC NEW COM 55264U10 12,913 324,205 SH DEFINED 1 324,205 MBIA INC COM 55262C10 237,486 4,004,144 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,004,144 MBNA CORP COM 55262L10 942,962 36,045,942 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 36,045,942 MBT FINL CORP COM 57887710 3,049 158,407 SH DEFINED 1 158,407 MCAFEE INC COM 57906410 119,108 4,549,589 SH DEFINED 1,2,5,10, 12,13,14 4,549,589 MCCLATCHY CO CL A 57948910 9,745 148,912 SH DEFINED 1,2,5 148,912 MCCORMICK & CO INC COM NON VT 57978020 125,384 3,836,728 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,836,728 MCCORMICK & SCHMICKS COM 57979310 819 51,880 SH DEFINED 1 51,880 MCDATA CORP CL A 58003120 8,470 2,117,397 SH DEFINED 1,2,5,13 2,117,397 MCDERMOTT INTL INC COM 58003710 1,585 75,463 SH DEFINED 1,2,5 75,463 MCDONALDS CORP COM 58013510 1,201,188 43,286,065 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 43,286,065 MCG CAPITAL CORP COM 58047P10 8,589 502,864 SH DEFINED 1 502,864 MCGRATH RENTCORP COM 58058910 5,771 243,514 SH DEFINED 1,2 243,514 MCGRAW HILL COS INC COM 58064510 497,301 11,238,451 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 11,238,451 MCI INC COM 55269110 53,829 2,093,688 SH DEFINED 1,2,5,12 2,093,688 MCKESSON CORP COM 58155Q10 542,159 12,104,456 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 12,104,456 MCMORAN EXPLORATION COM 58241110 4,014 205,736 SH DEFINED 1 205,736 MDS INC COM 55269P30 172 11,348 SH DEFINED 1 11,348 MDU RES GROUP INC COM 55269010 38,666 1,372,596 SH DEFINED 1,2,5,12, 13 1,372,596 MEADE INSTRUMENTS CO COM 58306210 96 34,281 SH DEFINED 1,6 34,281 MEADOWBROOK INS GROU COM 58319P10 84 15,953 SH DEFINED 1 15,953 MEADWESTVACO CORP COM 58333410 141,153 5,033,986 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,033,986 MEASUREMENT SPECIALT COM 58342110 2,691 115,931 SH DEFINED 1 115,931 MECHANICAL TECHNOLOG COM 58353810 104 29,218 SH DEFINED 1 29,218 MECHEL STEEL GROUP O SPONSORED 58384010 2,730 107,482 SH DEFINED 1,2,7 107,482 MEDALLION FINL CORP COM 58392810 188 19,850 SH DEFINED 1,2 19,850 MEDAREX INC COM 58391610 10,114 1,218,500 SH DEFINED 1,2,5 1,218,500 MEDCATH CORP COM 58404W10 2,616 94,150 SH DEFINED 1,2 94,150 MEDCO HEALTH SOLUTIO COM 58405U10 400,674 7,508,885 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 7,508,885 MEDIA GEN INC CL A 58440410 25,048 386,787 SH DEFINED 1,2,6,13 386,787 MEDIACOM COMMUNICATI CL A 58446K10 5,607 816,098 SH DEFINED 1,5 816,098 MEDICAL ACTION INDS COM 58449L10 293 16,400 SH DEFINED 1 16,400 MEDICAL STAFFING NET COM 58463F10 131 26,440 SH DEFINED 1 26,440 MEDICINES CO COM 58468810 19,154 820,995 SH DEFINED 1,2,5 820,995 MEDICIS PHARMACEUTIC CL A NEW 58469030 27,686 872,547 SH DEFINED 1,2,5,6 872,547 MEDIMMUNE INC COM 58469910 179,296 6,710,171 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,710,171 MEDIS TECHNOLOGIES L COM 58500P10 2,521 151,879 SH DEFINED 1 151,879 MEDTRONIC INC COM 58505510 1,846,346 35,650,621 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 35,650,621 MELLON FINL CORP COM 58551A10 328,200 11,439,510 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 11,439,510 MEMC ELECTR MATLS IN COM 55271510 41,439 2,627,693 SH DEFINED 1,2,5 2,627,693 MENS WEARHOUSE INC COM 58711810 23,622 686,092 SH DEFINED 1,2,5,6 686,092 MENTOR CORP MINN COM 58718810 21,249 512,283 SH DEFINED 1,2,5,6 512,283 MENTOR GRAPHICS CORP COM 58720010 12,752 1,248,986 SH DEFINED 1,2,5,8,13 1,248,986 MERCANTILE BANK CORP COM 58737610 3,384 76,957 SH DEFINED 1,5 76,957 MERCANTILE BANKSHARE COM 58740510 60,165 1,167,567 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,167,567 MERCER INTL INC SH BEN INT 58805610 1,951 267,688 SH DEFINED 1 267,688 MERCK & CO INC COM 58933110 2,258,774 73,336,821 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 73,336,821 MERCURY COMPUTER SYS COM 58937810 9,208 335,808 SH DEFINED 1,2,5,6 335,808 MERCURY GENL CORP NE COM 58940010 35,041 642,727 SH DEFINED 1,2,5,12 642,727 MERCURY INTERACTIVE COM 58940510 89,058 2,321,630 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 2,321,630 MEREDITH CORP COM 58943310 50,119 1,021,595 SH DEFINED 1,2,5,6, 10,13 1,021,595 MERGE TECHNOLOGIES I COM 58998110 2,104 112,214 SH DEFINED 1 112,214 MERIDIAN BIOSCIENCE COM 58958410 3,565 188,136 SH DEFINED 1 188,136 MERIDIAN GOLD INC COM 58997510 2,130 118,335 SH DEFINED 1,2 118,335 MERIDIAN RESOURCE CO COM 58977Q10 9,198 1,924,323 SH DEFINED 1,2,5 1,924,323 MERISTAR HOSPITALITY COM 58984Y10 16,002 1,860,714 SH DEFINED 1,2,3,5 1,860,714 MERIT MED SYS INC COM 58988910 8,656 561,718 SH DEFINED 1,6 561,718 MERITAGE HOMES CORP COM 59001A10 27,610 347,291 SH DEFINED 1,2,5,6 347,291 MERIX CORP COM 59004910 123 21,103 SH DEFINED 1,2 21,103 MERRILL LYNCH & CO I COM 59018810 4,850,145 88,168,420 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 88,168,420 MESA AIR GROUP INC COM 59047910 2,807 418,322 SH DEFINED 1,6 418,322 MESTEK INC COM 59082910 657 25,764 SH DEFINED 1 25,764 METAL MGMT INC COM NEW 59109720 3,966 205,065 SH DEFINED 1 205,065 METALS USA INC COM NEW 59132420 4,093 215,169 SH DEFINED 1 215,169 METASOLV INC COM 59139P10 93 39,436 SH DEFINED 1 39,436 METHODE ELECTRS INC COM 59152020 8,081 680,827 SH DEFINED 1,2,6 680,827 METLIFE INC COM 59156R10 983,867 21,892,909 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 21,892,909 METRIS COS INC COM 59159810 11,946 826,126 SH DEFINED 1,2,5 826,126 METROLOGIC INSTRS IN COM 59167610 1,800 143,549 SH DEFINED 1,2 143,549 METTLER TOLEDO INTER COM 59268810 33,208 712,923 SH DEFINED 1,2,5,10, 12 712,923 MFA MTG INVTS INC COM 55272X10 7,040 944,946 SH DEFINED 1 944,946 MGE ENERGY INC COM 55277P10 9,245 254,120 SH DEFINED 1,2 254,120 MGI PHARMA INC COM 55288010 22,817 1,049,067 SH DEFINED 1,2,5,6 1,049,067 MGIC INVT CORP WIS COM 55284810 198,442 3,042,653 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,042,653 MGM MIRAGE COM 55295310 57,572 1,454,580 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,454,580 MICHAELS STORES INC COM 59408710 184,362 4,456,409 SH DEFINED 1,2,5,7,8, 10,12,13, 14 4,456,409 MICREL INC COM 59479310 16,520 1,434,034 SH DEFINED 1,2,5,13 1,434,034 MICRO THERAPEUTICS I COM 59500W10 355 89,275 SH DEFINED 1 89,275 MICROCHIP TECHNOLOGY COM 59501710 106,038 3,579,934 SH DEFINED 1,2,5,7,8, 10,12,13, 14 3,579,934 MICROMUSE INC COM 59509410 5,037 891,577 SH DEFINED 1,2,5 891,577 MICRON TECHNOLOGY IN COM 59511210 159,390 15,611,177 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 15,611,177 MICROS SYS INC COM 59490110 24,785 553,858 SH DEFINED 1,2,6 553,858 MICROSEMI CORP COM 59513710 17,585 935,385 SH DEFINED 1,2,5,6 935,385 MICROSOFT CORP COM 59491810 7,157,991 288,163,875 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 288,163,875 MICROSTRATEGY INC CL A NEW 59497240 16,525 311,562 SH DEFINED 1,2,5 311,562 MICROTEK MEDICAL HLD COM 59515B10 133 36,290 SH DEFINED 1,5 36,290 MICROTUNE INC DEL COM 59514P10 2,449 488,257 SH DEFINED 1 488,257 MICROVISION INC WASH COM 59496010 153 30,060 SH DEFINED 1 30,060 MID-AMER APT CMNTYS COM 59522J10 22,122 487,053 SH DEFINED 1,2,3 487,053 MIDAS GROUP INC COM 59562610 6,992 304,017 SH DEFINED 1,2,6 304,017 MIDDLEBY CORP COM 59627810 3,354 63,455 SH DEFINED 1 63,455 MIDDLESEX WATER CO COM 59668010 2,743 141,240 SH DEFINED 1,2,5 141,240 MIDLAND CO COM 59748610 4,786 136,011 SH DEFINED 1,2 136,011 MID-STATE BANCSHARES COM 59544010 7,943 286,022 SH DEFINED 1,2 286,022 MIDWAY GAMES INC COM 59814810 3,174 289,571 SH DEFINED 1 289,571 MIDWEST AIR GROUP IN COM 59791110 31 12,989 SH DEFINED 1 12,989 MIDWEST BANC HOLDING COM 59825110 2,485 128,808 SH DEFINED 1 128,808 MIKOHN GAMING CORP COM 59862K10 3,608 245,011 SH DEFINED 1 245,011 MILACRON INC COM 59870910 380 200,885 SH DEFINED 1,2,5,6 200,885 MILLENNIUM PHARMACEU COM 59990210 43,192 4,659,294 SH DEFINED 1,2,5,7,8, 10,12,13, 14 4,659,294 MILLER HERMAN INC COM 60054410 25,842 837,935 SH DEFINED 1,2,5,6, 12,13 837,935 MILLIPORE CORP COM 60107310 75,230 1,326,100 SH DEFINED 1,2,5,6, 10,12,13 1,326,100 MILLS CORP COM 60114810 61,611 1,013,506 SH DEFINED 1,2,3,5, 10,12 1,013,506 MINDSPEED TECHNOLOGI COM 60268210 184 151,150 SH DEFINED 1,2,5 151,150 MINE SAFETY APPLIANC COM 60272010 14,548 314,885 SH DEFINED 1,5 314,885 MINERALS TECHNOLOGIE COM 60315810 68,055 1,104,790 SH DEFINED 1,2,5,13 1,104,790 MIPS TECHNOLOGIES IN COM 60456710 3,319 460,913 SH DEFINED 1 460,913 MISSION RESOURCES CO COM 60510910 3,431 425,130 SH DEFINED 1 425,130 MISSION WEST PPTYS I COM 60520310 1,101 107,223 SH DEFINED 1,5 107,223 MITCHELLS & BUTLERS SPONS ADR 60668M20 133 22,208 SH DEFINED 1 22,208 MITSUBISHI TOKYO FIN SPONSORED 60681610 10,874 1,282,327 SH DEFINED 1,2 1,282,327 MITSUI & CO LTD ADR 60682720 376 1,968 SH DEFINED 1 1,968 MIVA INC COM 55311R10 211 45,570 SH DEFINED 1,5,6 45,570 MKS INSTRUMENT INC COM 55306N10 8,677 513,744 SH DEFINED 1,2,5 513,744 MOBILE MINI INC COM 60740F10 6,606 191,582 SH DEFINED 1,2,5,6 191,582 MOBILE TELESYSTEMS O SPONSORED 60740910 29,050 863,287 SH DEFINED 1,4,5,7 863,287 MOBILITY ELECTRONICS COM 60741U10 2,410 263,411 SH DEFINED 1 263,411 MOBIUS MGMT SYSTEMS COM 60692510 83 12,640 SH DEFINED 1 12,640 MOCON INC COM 60749410 98 10,400 SH DEFINED 1 10,400 MODINE MFG CO COM 60782810 18,066 554,854 SH DEFINED 1,2,5,6,13 554,854 MODTECH HLDGS INC COM 60783C10 69 10,667 SH DEFINED 1 10,667 MOHAWK INDS INC COM 60819010 68,646 832,075 SH DEFINED 1,2,5,7,8, 10,12,13, 14 832,075 MOLECULAR DEVICES CO COM 60851C10 4,840 223,450 SH DEFINED 1,2 223,450 MOLEX INC COM 60855410 102,000 3,917,032 SH DEFINED 1,2,5,6, 10,12,13 3,917,032 MOLEX INC CL A 60855420 1,538 65,483 SH DEFINED 1,5,12 65,483 MOLINA HEALTHCARE IN COM 60855R10 5,765 130,245 SH DEFINED 1 130,245 MOLSON COORS BREWING CL B 60871R20 133,734 2,156,997 SH DEFINED 1,2,5,6,7, 10,12,13 2,156,997 MOMENTA PHARMACEUTIC COM 60877T10 2,185 110,538 SH DEFINED 1,2 110,538 MONACO COACH CORP COM 60886R10 8,521 495,704 SH DEFINED 1,2,6 495,704 MONARCH CASINO & RES COM 60902710 2,074 94,107 SH DEFINED 1 94,107 MONEYGRAM INTL INC COM 60935Y10 26,721 1,397,516 SH DEFINED 1,5,12,13 1,397,516 MONMOUTH REAL ESTATE CL A 60972010 111 13,300 SH DEFINED 1 13,300 MONOLITHIC PWR SYS I COM 60983910 1,762 198,415 SH DEFINED 1,2 198,415 MONOLITHIC SYS TECHN COM 60984210 270 53,739 SH DEFINED 1 53,739 MONRO MUFFLER BRAKE COM 61023610 3,468 117,516 SH DEFINED 1,5 117,516 MONSANTO CO NEW COM 61166W10 579,994 9,225,298 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 9,225,298 MONSTER WORLDWIDE IN COM 61174210 79,560 2,774,063 SH DEFINED 1,2,5,6, 10,12,13 2,774,063 MONTPELIER RE HOLDIN SHS G6218510 509 14,715 SH DEFINED 1,2,5 14,715 MOODYS CORP COM 61536910 345,149 7,676,804 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 7,676,804 MOOG INC CL A 61539420 15,997 507,989 SH DEFINED 1,2,6 507,989 MORGAN STANLEY COM NEW 61744644 5,213,940 99,369,935 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 99,369,935 MORGAN STANLEY INDIA COM 61745C10 3,092 96,329 SH DEFINED 7 96,329 MORNINGSTAR INC COM 61770010 1,845 65,554 SH DEFINED 1 65,554 MORTGAGEIT HLDGS INC COM 61915Q10 3,165 173,442 SH DEFINED 1 173,442 MOSAIC CO COM 61945A10 15,863 1,019,495 SH DEFINED 1,2,5,12 1,019,495 MOTIVE INC COM 61980V10 1,693 170,448 SH DEFINED 1 170,448 MOTOROLA INC COM 62007610 1,319,391 72,255,794 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 72,255,794 MOVADO GROUP INC COM 62458010 4,271 226,234 SH DEFINED 1 226,234 MOVIE GALLERY INC COM 62458110 11,803 446,590 SH DEFINED 1,2,6 446,590 MPS GROUP INC COM 55340910 16,497 1,751,277 SH DEFINED 1,2,5,13 1,751,277 MRO SOFTWARE INC COM 55347W10 6,184 423,242 SH DEFINED 1,2,5,6 423,242 MRV COMMUNICATIONS I COM 55347710 2,763 1,273,312 SH DEFINED 1,2,5 1,273,312 MSC INDL DIRECT INC CL A 55353010 12,312 364,794 SH DEFINED 1,2,5 364,794 MTC TECHNOLOGIES INC COM 55377A10 3,217 87,352 SH DEFINED 1 87,352 MTR GAMING GROUP INC COM 55376910 3,244 278,659 SH DEFINED 1,5 278,659 MTS SYS CORP COM 55377710 10,616 316,155 SH DEFINED 1,2,6 316,155 MUELLER INDS INC COM 62475610 14,089 519,879 SH DEFINED 1,2,5,6 519,879 MULTI FINELINE ELECT COM 62541B10 771 41,915 SH DEFINED 1 41,915 MULTIMEDIA GAMES INC COM 62545310 3,854 350,075 SH DEFINED 1,2,5,6 350,075 MUNICIPAL MTG & EQUI GROWTH SHS 62624B10 277 10,648 SH DEFINED 1,5 10,648 MURPHY OIL CORP COM 62671710 110,804 2,121,465 SH DEFINED 1,2,5,12, 13 2,121,465 MYERS INDS INC COM 62846410 4,013 321,069 SH DEFINED 1 321,069 MYKROLIS CORP COM 62852P10 8,068 567,778 SH DEFINED 1,2,5 567,778 MYLAN LABS INC COM 62853010 122,110 6,346,679 SH DEFINED 1,2,5,6, 10,12,13 6,346,679 MYOGEN INC COM 62856E10 2,542 363,668 SH DEFINED 1,2 363,668 MYRIAD GENETICS INC COM 62855J10 5,980 382,079 SH DEFINED 1,2,5 382,079 NABI BIOPHARMACEUTIC COM 62951910 11,347 745,049 SH DEFINED 1,2,5 745,049 NABORS INDUSTRIES LT SHS G6359F10 244,198 4,028,343 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,028,343 NACCO INDS INC CL A 62957910 7,125 66,451 SH DEFINED 1,2 66,451 NALCO HOLDING COMPAN COM 62985Q10 11,891 605,767 SH DEFINED 1,2,5 605,767 NANOGEN INC COM 63007510 1,756 457,329 SH DEFINED 1 457,329 NANOPHASE TCHNOLOGIE COM 63007910 98 16,150 SH DEFINED 1 16,150 NAPCO SEC SYS INC COM 63040210 136 13,400 SH DEFINED 1 13,400 NAPSTER INC COM 63079710 197 46,992 SH DEFINED 1,6 46,992 NARA BANCORP INC COM 63080P10 3,650 248,658 SH DEFINED 1,5 248,658 NASB FINL INC COM 62896810 1,677 38,254 SH DEFINED 1 38,254 NASDAQ STOCK MARKET COM 63110310 13,670 724,807 SH DEFINED 1,2 724,807 NASH FINCH CO COM 63115810 14,196 386,388 SH DEFINED 1,2,6 386,388 NASTECH PHARMACEUTIC COM PAR $0 63172840 2,289 160,875 SH DEFINED 1 160,875 NATCO GROUP INC CL A 63227W20 176 13,200 SH DEFINED 1 13,200 NATIONAL AUSTRALIA B SPONSORED 63252540 1,191 10,176 SH DEFINED 1 10,176 NATIONAL BEVERAGE CO COM 63501710 1,194 149,634 SH DEFINED 1 149,634 NATIONAL BK GREECE S SPONSORED 63364340 510 74,425 SH DEFINED 1 74,425 NATIONAL CITY CORP COM 63540510 564,096 16,532,699 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 16,532,699 NATIONAL FINL PARTNE COM 63607P20 14,964 382,330 SH DEFINED 1 382,330 NATIONAL FUEL GAS CO COM 63618010 37,706 1,304,239 SH DEFINED 1,2,5,13 1,304,239 NATIONAL HEALTH INVS COM 63633D10 8,507 303,062 SH DEFINED 1,2 303,062 NATIONAL HEALTH REAL COM 63590510 1,385 74,402 SH DEFINED 1,2,5 74,402 NATIONAL HEALTHCARE COM 63590610 3,103 87,882 SH DEFINED 1,5 87,882 NATIONAL INSTRS CORP COM 63651810 14,816 698,891 SH DEFINED 1,2,5,13 698,891 NATIONAL INTERSTATE COM 63654U10 730 36,700 SH DEFINED 1 36,700 NATIONAL OILWELL VAR COM 63707110 231,348 4,866,377 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,866,377 NATIONAL PENN BANCSH COM 63713810 10,182 407,607 SH DEFINED 1,2,5 407,607 NATIONAL PRESTO INDS COM 63721510 3,699 83,945 SH DEFINED 1,2,5,6 83,945 NATIONAL SEMICONDUCT COM 63764010 341,143 15,485,376 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 15,485,376 NATIONAL WESTN LIFE CL A 63852210 6,217 32,062 SH DEFINED 1 32,062 NATIONWIDE FINL SVCS CL A 63861210 26,616 701,533 SH DEFINED 1,2,5,10 701,533 NATIONWIDE HEALTH PP COM 63862010 20,230 856,855 SH DEFINED 1,2,5 856,855 NATURAL ALTERNATIVES COM NEW 63884230 117 14,200 SH DEFINED 1 14,200 NATURES SUNSHINE PRO COM 63902710 4,235 242,837 SH DEFINED 1,2,6 242,837 NAUTILUS INC COM 63910B10 14,532 509,889 SH DEFINED 1,2,5,6 509,889 NAVARRE CORP COM 63920810 1,994 249,382 SH DEFINED 1 249,382 NAVIGANT CONSULTING COM 63935N10 9,738 551,398 SH DEFINED 1,2 551,398 NAVIGANT INTL INC COM 63935R10 2,439 166,007 SH DEFINED 1 166,007 NAVIGATORS GROUP INC COM 63890410 8,484 245,405 SH DEFINED 1,2 245,405 NAVISTAR INTL CORP N COM 63934E10 51,152 1,598,506 SH DEFINED 1,2,5,6, 10,13 1,598,506 NAVTEQ CORP COM 63936L10 22,161 596,050 SH DEFINED 1,2,5,12 596,050 NBC CAP CORP COM 62872910 2,418 99,341 SH DEFINED 1,2,5 99,341 NBT BANCORP INC COM 62877810 9,211 389,628 SH DEFINED 1,5 389,628 NBTY INC COM 62878210 23,739 915,145 SH DEFINED 1,2,5,6 915,145 NCI BUILDING SYS INC COM 62885210 8,251 251,550 SH DEFINED 1,2 251,550 NCO GROUP INC COM 62885810 8,968 414,601 SH DEFINED 1,2,6 414,601 NCR CORP NEW COM 62886E10 171,141 4,873,048 SH DEFINED 1,2,5,6, 10,12,13 4,873,048 NDCHEALTH CORP COM 63948010 8,742 486,457 SH DEFINED 1,2,5,6 486,457 NEC CORP ADR 62905020 410 75,970 SH DEFINED 1 75,970 NEENAH PAPER INC COM 64007910 5,913 190,934 SH DEFINED 1,5 190,934 NEIGHBORCARE INC COM 64015Y10 14,015 422,534 SH DEFINED 1,5 422,534 NEIMAN MARCUS GROUP CL A 64020420 49,747 513,277 SH DEFINED 1,2,5,12, 13 513,277 NEIMAN MARCUS GROUP CL B 64020430 869 8,982 SH DEFINED 1,5,12 8,982 NEKTAR THERAPEUTICS COM 64026810 17,977 1,068,155 SH DEFINED 1,2,5 1,068,155 NELNET INC CL A 64031N10 14,962 449,703 SH DEFINED 1,2 449,703 NELSON THOMAS INC COM 64037610 3,601 165,472 SH DEFINED 1,5,6 165,472 NEOFORMA COM INC COM NEW 64047550 82 12,133 SH DEFINED 1 12,133 NEOPHARM INC COM 64091910 2,224 222,644 SH DEFINED 1,2 222,644 NEORX CORP COM PAR $0 64052030 8 13,667 SH DEFINED 1 13,667 NEOSE TECHNOLOGIES I COM 64052210 69 21,784 SH DEFINED 1 21,784 NEOWARE SYS INC COM 64065P10 2,098 204,900 SH DEFINED 1,5 204,900 NESS TECHNOLOGIES IN COM 64104X10 1,067 100,474 SH DEFINED 1 100,474 NET2PHONE COM 64108N10 22 12,258 SH DEFINED 1 12,258 NETBANK INC COM 64093310 6,208 666,138 SH DEFINED 1,2,5 666,138 NETFLIX COM INC COM 64110L10 7,479 455,758 SH DEFINED 1,2,5 455,758 NETGEAR INC COM 64111Q10 9,141 491,449 SH DEFINED 1,2,6 491,449 NETIQ CORP COM 64115P10 8,541 753,862 SH DEFINED 1,2,5 753,862 NETLOGIC MICROSYSTEM COM 64118B10 1,406 79,277 SH DEFINED 1 79,277 NETRATINGS INC COM 64116M10 1,924 141,491 SH DEFINED 1 141,491 NETSCOUT SYS INC COM 64115T10 2,354 357,175 SH DEFINED 1 357,175 NETWORK APPLIANCE IN COM 64120L10 274,303 9,702,979 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 9,702,979 NETWORK EQUIP TECHNO COM 64120810 215 41,651 SH DEFINED 1,6 41,651 NEUROCRINE BIOSCIENC COM 64125C10 18,543 440,862 SH DEFINED 1,2,5 440,862 NEUROGEN CORP COM 64124E10 1,601 234,729 SH DEFINED 1 234,729 NEUROMETRIX INC COM 64125510 821 40,997 SH DEFINED 1 40,997 NEW BRUNSWICK SCIENT COM 64287610 76 14,320 SH DEFINED 1 14,320 NEW CENTURY FINANCIA COM 6435EV10 29,970 582,498 SH DEFINED 1,2,5 582,498 NEW FRONTIER MEDIA I COM 64439810 105 15,757 SH DEFINED 1 15,757 NEW JERSEY RES COM 64602510 16,169 335,107 SH DEFINED 1,5 335,107 NEW PLAN EXCEL RLTY COM 64805310 53,781 1,979,440 SH DEFINED 1,2,3,5,13 1,979,440 NEW RIV PHARMACEUTIC COM 64846820 1,844 61,422 SH DEFINED 1,2 61,422 NEW YORK & CO INC COM 64929510 2,243 106,516 SH DEFINED 1 106,516 NEW YORK CMNTY BANCO COM 64944510 68,543 3,782,749 SH DEFINED 1,2,5,7,8, 10,12,13, 14 3,782,749 NEW YORK TIMES CO CL A 65011110 127,114 4,080,719 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,080,719 NEWALLIANCE BANCSHAR COM 65020310 17,236 1,226,781 SH DEFINED 1,2,5 1,226,781 NEWCASTLE INVT CORP COM 65105M10 14,604 484,381 SH DEFINED 1 484,381 NEWELL RUBBERMAID IN COM 65122910 204,216 8,566,094 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 8,566,094 NEWFIELD EXPL CO COM 65129010 73,536 1,843,460 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,843,460 NEWMARKET CORP COM 65158710 3,000 202,826 SH DEFINED 1,2,5 202,826 NEWMONT MINING CORP COM 65163910 474,496 12,157,220 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 12,157,220 NEWPARK RES INC COM PAR $. 65171850 7,709 1,027,847 SH DEFINED 1,2 1,027,847 NEWPORT CORP COM 65182410 9,557 689,528 SH DEFINED 1,2,5,13 689,528 NEWS CORP CL A 65248E10 1,159,484 71,661,567 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 71,661,567 NEWS CORP CL B 65248E20 40,566 2,406,037 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,406,037 NEXSTAR BROADCASTING CL A 65336K10 121 19,500 SH DEFINED 1 19,500 NEXTEL COMMUNICATION CL A 65332V10 990,771 30,664,526 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 30,664,526 NEXTEL PARTNERS INC CL A 65333F10 27,149 1,078,639 SH DEFINED 1,2,5,12 1,078,639 NGP CAP RES CO COM 62912R10 2,484 166,381 SH DEFINED 1 166,381 NIC INC COM 62914B10 1,583 342,603 SH DEFINED 1 342,603 NICOR INC COM 65408610 58,342 1,417,089 SH DEFINED 1,2,5,6, 10,13 1,417,089 NIDEC CORP SPONSORED 65409010 6,345 237,656 SH DEFINED 1,2 237,656 NII HLDGS INC CL B NEW 62913F20 40,296 630,214 SH DEFINED 1,2,5,7,8, 10,12,13, 14 630,214 NIKE INC CL B 65410610 529,651 6,116,058 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,116,058 NIKU CORP COM NEW 65411370 2,019 97,387 SH DEFINED 1 97,387 NISOURCE INC COM 65473P10 217,184 8,782,208 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 8,782,208 NISSAN MOTORS SPONSORED 65474440 575 28,912 SH DEFINED 1 28,912 NITROMED INC COM 65479850 3,158 162,352 SH DEFINED 1 162,352 NL INDS INC COM NEW 62915640 1,712 111,260 SH DEFINED 1,2 111,260 NMS COMMUNICATIONS C COM 62924810 145 50,572 SH DEFINED 1 50,572 NMT MED INC COM 62929410 144 14,396 SH DEFINED 1 14,396 NN INC COM 62933710 2,501 197,222 SH DEFINED 1,2 197,222 NOBLE CORPORATION SHS G6542210 249,011 4,048,294 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,048,294 NOBLE ENERGY INC COM 65504410 96,817 1,279,803 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,279,803 NOBLE INTL LTD COM 65505310 1,694 71,912 SH DEFINED 1 71,912 NOKIA CORP SPONSORED 65490220 8,865 532,735 SH DEFINED 1,2 532,735 NORANDA INC COM 65542210 371 21,450 SH DEFINED 7 21,450 NORDSON CORP COM 65566310 16,476 480,644 SH DEFINED 1,2,5,13 480,644 NORDSTROM INC COM 65566410 220,189 3,239,506 SH DEFINED 1,2,5,6, 10,12,13 3,239,506 NORFOLK SOUTHERN COR COM 65584410 331,883 10,719,743 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 10,719,743 NORTEL NETWORKS CORP COM 65656810 1,128 432,037 SH DEFINED 1,2,5 432,037 NORTH AMERN SCIENTIF COM 65715D10 21 10,000 SH DEFINED 1 10,000 NORTH FORK BANCORPOR COM 65942410 354,841 12,632,298 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 12,632,298 NORTH PITTSBURGH SYS COM 66156210 3,602 185,118 SH DEFINED 1,2 185,118 NORTHEAST UTILS COM 66439710 35,701 1,711,480 SH DEFINED 1,2,5,10, 12,13 1,711,480 NORTHERN BORDER PART UNIT LTD P 66478510 500 10,160 SH DEFINED 1,5 10,160 NORTHERN EMPIRE BANC COM 66511210 1,821 58,865 SH DEFINED 1 58,865 NORTHERN TR CORP COM 66585910 241,249 5,291,700 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,291,700 NORTHFIELD LABS INC COM 66613510 3,662 255,877 SH DEFINED 1 255,877 NORTHROP GRUMMAN COR COM 66680710 1,886,999 34,153,828 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 34,153,828 NORTHSTAR RLTY FIN C COM 66704R10 1,612 153,659 SH DEFINED 1 153,659 NORTHWEST AIRLS CORP CL A 66728010 31,903 6,996,309 SH DEFINED 1,2,5 6,996,309 NORTHWEST BANCORP IN COM 66732810 4,119 193,759 SH DEFINED 1 193,759 NORTHWEST NAT GAS CO COM 66765510 14,326 374,637 SH DEFINED 1,2,5 374,637 NORTHWESTERN CORP COM NEW 66807430 11,481 364,246 SH DEFINED 1 364,246 NOVA CHEMICALS CORP COM 66977W10 1,901 62,206 SH DEFINED 1,5 62,206 NOVAMED INC DEL COM 66986W10 70 11,552 SH DEFINED 1 11,552 NOVARTIS A G SPONSORED 66987V10 4,185 88,210 SH DEFINED 1,2 88,210 NOVASTAR FINL INC COM 66994740 13,135 335,502 SH DEFINED 1,2 335,502 NOVATEL WIRELESS INC COM NEW 66987M60 2,730 218,891 SH DEFINED 1 218,891 NOVAVAX INC COM 67000210 25 18,600 SH DEFINED 1 18,600 NOVELIS INC COM 67000X10 1,976 76,945 SH DEFINED 1 76,945 NOVELL INC COM 67000610 53,690 8,659,629 SH DEFINED 1,2,5,6,7, 10,13 8,659,629 NOVELLUS SYS INC COM 67000810 88,479 3,580,707 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,580,707 NOVEN PHARMACEUTICAL COM 67000910 6,247 357,392 SH DEFINED 1,2,6 357,392 NOVO-NORDISK A S ADR 67010020 922 18,080 SH DEFINED 1 18,080 NPS PHARMACEUTICALS COM 62936P10 5,142 453,078 SH DEFINED 1,2,5 453,078 NRG ENERGY INC COM NEW 62937750 25,179 669,642 SH DEFINED 1,2,5 669,642 NS GROUP INC COM 62891610 14,293 439,647 SH DEFINED 1,2,5 439,647 NSTAR COM 67019E10 37,920 1,229,972 SH DEFINED 1,2,5,12, 13 1,229,972 NTL INC DEL COM 62940M10 60,662 886,605 SH DEFINED 1,2,5,7,8, 10,12,13, 14 886,605 NTT DOCOMO INC SPONS ADR 62942M20 1,062 71,697 SH DEFINED 1 71,697 NU SKIN ENTERPRISES CL A 67018T10 14,098 605,054 SH DEFINED 1 605,054 NUCO2 INC COM 62942810 2,243 87,396 SH DEFINED 1 87,396 NUCOR CORP COM 67034610 280,611 6,151,060 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,151,060 NUTRACEUTICAL INTL C COM 67060Y10 175 13,100 SH DEFINED 1 13,100 NUTRI SYS INC NEW COM 67069D10 3,096 209,759 SH DEFINED 1 209,759 NUVASIVE INC COM 67070410 2,311 139,057 SH DEFINED 1 139,057 NUVEEN INVTS INC CL A 67090F10 13,983 371,701 SH DEFINED 1,2,5 371,701 NUVELO INC COM NEW 67072M30 3,189 412,488 SH DEFINED 1 412,488 NVIDIA CORP COM 67066G10 126,219 4,723,778 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,723,778 NVR INC COM 62944T10 175,039 216,098 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 216,098 NYFIX INC COM 67071210 277 46,860 SH DEFINED 1,5,6 46,860 NYMAGIC INC COM 62948410 2,460 105,339 SH DEFINED 1 105,339 O CHARLEYS INC COM 67082310 5,612 317,771 SH DEFINED 1,2,6 317,771 O REILLY AUTOMOTIVE COM 68609110 36,041 1,208,198 SH DEFINED 1,2,5,12, 13 1,208,198 OAK HILL FINL INC COM 67133710 220 7,541 SH DEFINED 1 7,541 OAKLEY INC COM 67366210 5,572 327,201 SH DEFINED 1,2,5 327,201 OCA INC COM 67083Q10 1,210 643,795 SH DEFINED 1,2,5 643,795 OCCIDENTAL PETE CORP COM 67459910 1,064,932 13,842,869 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 13,842,869 OCCULOGIX INC COM 67461T10 561 66,838 SH DEFINED 1 66,838 OCEANEERING INTL INC COM 67523210 13,825 357,703 SH DEFINED 1,2,5 357,703 OCEANFIRST FINL CORP COM 67523410 2,857 126,913 SH DEFINED 1,2 126,913 OCTEL CORP COM 67572710 4,001 222,303 SH DEFINED 1,2,5 222,303 OCWEN FINL CORP COM 67574610 3,985 589,518 SH DEFINED 1,2 589,518 ODYSSEY HEALTHCARE I COM 67611V10 7,426 515,013 SH DEFINED 1,5,6 515,013 ODYSSEY MARINE EXPLO COM 67611810 1,640 329,279 SH DEFINED 1 329,279 ODYSSEY RE HLDGS COR COM 67612W10 4,262 172,672 SH DEFINED 1 172,672 OFFICE DEPOT INC COM 67622010 198,357 8,684,612 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 8,684,612 OFFICEMAX INC DEL COM 67622P10 72,345 2,430,123 SH DEFINED 1,2,5,6, 10,12,13 2,430,123 OFFSHORE LOGISTICS I COM 67625510 8,495 258,687 SH DEFINED 1 258,687 OGE ENERGY CORP COM 67083710 43,339 1,497,560 SH DEFINED 1,2,5,6,13 1,497,560 OHIO CAS CORP COM 67724010 26,794 1,108,553 SH DEFINED 1,2,5,13 1,108,553 OIL STS INTL INC COM 67802610 10,970 435,841 SH DEFINED 1 435,841 OLD DOMINION FGHT LI COM 67958010 6,799 253,421 SH DEFINED 1,6 253,421 OLD NATL BANCORP IND COM 68003310 18,827 879,771 SH DEFINED 1,2,5 879,771 OLD REP INTL CORP COM 68022310 107,076 4,233,934 SH DEFINED 1,2,5,7,8, 10,12,13, 14 4,233,934 OLD SECOND BANCORP I COM 68027710 5,196 178,624 SH DEFINED 1 178,624 OLIN CORP COM PAR $1 68066520 20,827 1,141,854 SH DEFINED 1,2,5,13 1,141,854 OLYMPIC STEEL INC COM 68162K10 447 33,554 SH DEFINED 1 33,554 OM GROUP INC COM 67087210 12,003 486,162 SH DEFINED 1,2,5 486,162 OMEGA FINL CORP COM 68209210 4,454 143,447 SH DEFINED 1,2,5 143,447 OMEGA HEALTHCARE INV COM 68193610 8,439 656,218 SH DEFINED 1,2 656,218 OMEGA PROTEIN CORP COM 68210P10 120 18,930 SH DEFINED 1 18,930 OMI CORP NEW COM Y6476W10 2,415 127,061 SH DEFINED 1,2,5 127,061 OMNICARE INC COM 68190410 70,933 1,671,759 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,671,759 OMNICELL INC COM 68213N10 2,468 280,500 SH DEFINED 1 280,500 OMNICOM GROUP INC COM 68191910 414,612 5,191,732 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,191,732 OMNIVISION TECHNOLOG COM 68212810 12,245 901,039 SH DEFINED 1,2,5 901,039 OMNOVA SOLUTIONS INC COM 68212910 442 94,757 SH DEFINED 1 94,757 ON ASSIGNMENT INC COM 68215910 238 47,736 SH DEFINED 1,6 47,736 ON SEMICONDUCTOR COR COM 68218910 7,167 1,558,034 SH DEFINED 1,2 1,558,034 ON2 TECHNOLOGIES INC COM 68338A10 8 14,100 SH DEFINED 1 14,100 ONE LIBERTY PPTYS IN COM 68240610 2,237 108,018 SH DEFINED 1,2 108,018 ONEOK INC NEW COM 68268010 51,260 1,569,991 SH DEFINED 1,2,5,13 1,569,991 ONLINE RES CORP COM 68273G10 2,166 191,554 SH DEFINED 1 191,554 ONYX PHARMACEUTICALS COM 68339910 9,712 407,704 SH DEFINED 1,2,5 407,704 OPEN JT STK CO-VIMPE SPONSORED 68370R10 5,378 158,024 SH DEFINED 1,2,7 158,024 OPEN SOLUTIONS INC COM 68371P10 3,956 194,897 SH DEFINED 1 194,897 OPENTV CORP CL A G6754310 94 34,418 SH DEFINED 1 34,418 OPENWAVE SYS INC COM NEW 68371830 12,685 773,499 SH DEFINED 1,5 773,499 OPLINK COMMUNICATION COM 68375Q10 2,163 1,310,725 SH DEFINED 1 1,310,725 OPNET TECHNOLOGIES I COM 68375710 196 24,209 SH DEFINED 1,5 24,209 OPSWARE INC COM 68383A10 4,344 848,516 SH DEFINED 1,5 848,516 OPTICAL COMMUNICATIO CL A 68382T10 266 139,743 SH DEFINED 1 139,743 OPTION CARE INC COM 68394810 4,470 317,053 SH DEFINED 1,2,5 317,053 OPTIONSXPRESS HLDGS COM 68401010 3,508 230,766 SH DEFINED 1 230,766 ORACLE CORP COM 68389X10 1,576,243 119,412,328 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 119,412,328 ORASURE TECHNOLOGIES COM 68554V10 6,420 643,248 SH DEFINED 1,2,5 643,248 ORBITAL SCIENCES COR COM 68556410 6,425 648,995 SH DEFINED 1,2 648,995 ORBOTECH LTD ORD M7525310 539 25,094 SH DEFINED 1,2,7 25,094 OREGON STL MLS INC COM 68607910 6,963 404,570 SH DEFINED 1 404,570 ORIENTAL FINL GROUP COM 68618W10 4,046 265,123 SH DEFINED 1,2 265,123 ORIGEN FINL INC COM 68619E20 645 87,142 SH DEFINED 1,2 87,142 ORIX CORP SPONSORED 68633010 590 7,835 SH DEFINED 1 7,835 ORLEANS HOMEBUILDERS COM 68658810 675 28,782 SH DEFINED 1 28,782 ORMAT TECHNOLOGIES I COM 68668810 755 39,534 SH DEFINED 1 39,534 ORTHOLOGIC CORP COM 68750J10 210 54,312 SH DEFINED 1,5 54,312 ORTHOVITA INC COM 68750U10 80 20,400 SH DEFINED 1 20,400 OSCIENT PHARMACEUTIC COM 68812R10 156 58,860 SH DEFINED 1 58,860 OSHKOSH B GOSH INC CL A 68822220 5,343 205,571 SH DEFINED 1,2,6 205,571 OSHKOSH TRUCK CORP COM 68823920 33,252 424,777 SH DEFINED 1,2,5,6,10 424,777 OSI PHARMACEUTICALS COM 67104010 17,225 421,456 SH DEFINED 1,2,5,12 421,456 OSI SYSTEMS INC COM 67104410 2,624 166,176 SH DEFINED 1 166,176 OSTEOTECH INC COM 68858210 164 44,436 SH DEFINED 1,5,6 44,436 OTTER TAIL CORP COM 68964810 9,504 347,761 SH DEFINED 1,2,5 347,761 OUTBACK STEAKHOUSE I COM 68989910 36,665 810,466 SH DEFINED 1,2,5,12, 13 810,466 OUTDOOR CHANNEL HLDG COM NEW 69002720 476 34,564 SH DEFINED 1 34,564 OVERLAND STORAGE INC COM 69031010 154 16,170 SH DEFINED 1 16,170 OVERNITE CORP COM 69032210 13,611 316,680 SH DEFINED 1 316,680 OVERSEAS SHIPHOLDING COM 69036810 43,304 725,971 SH DEFINED 1,2,13 725,971 OVERSTOCK COM INC DE COM 69037010 5,033 141,388 SH DEFINED 1,5 141,388 OWENS & MINOR INC NE COM 69073210 18,009 556,695 SH DEFINED 1,5,6 556,695 OWENS ILL INC COM NEW 69076840 236,135 9,426,552 SH DEFINED 1,2,5,7,8, 10,12,13, 14 9,426,552 OXFORD INDS INC COM 69149730 8,523 197,977 SH DEFINED 1,6 197,977 OXIGENE INC COM 69182810 80 17,729 SH DEFINED 1 17,729 P A M TRANSN SVCS IN COM 69314910 932 55,424 SH DEFINED 1 55,424 P C CONNECTION COM 69318J10 69 11,113 SH DEFINED 1 11,113 P F CHANGS CHINA BIS COM 69333Y10 25,163 426,628 SH DEFINED 1,2,6 426,628 P T TELEKOMUNIKASI I SPONSORED 71568410 1,720 82,505 SH DEFINED 1,2 82,505 PACCAR INC COM 69371810 302,311 4,445,746 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,445,746 PACER INTL INC TENN COM 69373H10 12,052 553,084 SH DEFINED 1,2 553,084 PACIFIC CAP BANCORP COM 69404P10 20,154 544,703 SH DEFINED 1,5 544,703 PACIFIC ENERGY PARTN COM UNIT 69422R10 663 20,880 SH DEFINED 1,2 20,880 PACIFIC ETHANOL INC COM 69423U10 1,193 119,672 SH DEFINED 1 119,672 PACIFIC SUNWEAR CALI COM 69487310 29,252 1,272,368 SH DEFINED 1,2,5,13 1,272,368 PACIFICARE HEALTH SY COM 69511210 73,081 1,022,828 SH DEFINED 1,2,5,12, 13 1,022,828 PACKAGING CORP AMER COM 69515610 18,995 902,394 SH DEFINED 1,2,5,13 902,394 PACKETEER INC COM 69521010 8,840 626,938 SH DEFINED 1,2 626,938 PACTIV CORP COM 69525710 93,606 4,337,611 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,337,611 PAIN THERAPEUTICS IN COM 69562K10 2,252 333,644 SH DEFINED 1 333,644 PAINCARE HLDGS INC COM 69562E10 1,766 407,928 SH DEFINED 1 407,928 PALATIN TECHNOLOGIES COM NEW 69607730 67 38,300 SH DEFINED 1 38,300 PALL CORP COM 69642930 95,376 3,141,501 SH DEFINED 1,2,5,6,7, 8,10,13,14 3,141,501 PALM HARBOR HOMES COM 69663910 3,423 181,798 SH DEFINED 1,2 181,798 PALMONE COM 69713P10 28,007 940,764 SH DEFINED 1,2,5 940,764 PALMSOURCE INC COM 69715410 191 22,465 SH DEFINED 1,5 22,465 PALOMAR MED TECHNOLO COM NEW 69752930 3,850 160,951 SH DEFINED 1 160,951 PAN PACIFIC RETAIL P COM 69806L10 46,707 703,632 SH DEFINED 1,2,3,5 703,632 PANAMSAT HLDG CORP COM 69831Y10 6,773 330,242 SH DEFINED 1,2 330,242 PANERA BREAD CO CL A 69840W10 21,480 345,978 SH DEFINED 1,2,5,6 345,978 PANTRY INC COM 69865710 21,144 545,942 SH DEFINED 1,2 545,942 PAPA JOHNS INTL INC COM 69881310 12,692 317,530 SH DEFINED 1,2,6 317,530 PAR PHARMACEUTICAL C COM 69888P10 19,339 607,963 SH DEFINED 1,2,5,13 607,963 PAR TECHNOLOGY CORP COM 69888410 1,051 32,857 SH DEFINED 1 32,857 PARADYNE NETWORKS IN COM 69911G10 47 25,957 SH DEFINED 1 25,957 PARALLEL PETE CORP D COM 69915710 2,510 283,566 SH DEFINED 1 283,566 PARAMETRIC TECHNOLOG COM 69917310 58,327 9,142,162 SH DEFINED 1,2,5,6,10 9,142,162 PAREXEL INTL CORP COM 69946210 6,784 342,274 SH DEFINED 1,6 342,274 PARK ELECTROCHEMICAL COM 70041620 5,959 236,450 SH DEFINED 1,2,6 236,450 PARK NATL CORP COM 70065810 17,270 156,287 SH DEFINED 1,2,5 156,287 PARK OHIO HLDGS CORP COM 70066610 174 10,368 SH DEFINED 1 10,368 PARKER DRILLING CO COM 70108110 7,737 1,103,771 SH DEFINED 1,2,5 1,103,771 PARKER HANNIFIN CORP COM 70109410 209,820 3,383,643 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,383,643 PARKVALE FINL CORP COM 70149210 241 8,832 SH DEFINED 1 8,832 PARKWAY PPTYS INC COM 70159Q10 13,773 275,402 SH DEFINED 1,3 275,402 PARLUX FRAGRANCES IN COM 70164510 1,594 57,614 SH DEFINED 1 57,614 PARTNER COMMUNICATIO ADR 70211M10 122 16,979 SH DEFINED 1,7 16,979 PARTNERRE LTD COM G6852T10 18,231 283,009 SH DEFINED 1,5,7,8, 10,12,13, 14 283,009 PARTNERS TR FINL GRO COM 70213F10 5,443 509,619 SH DEFINED 1,5 509,619 PARTY CITY CORP COM 70214510 1,514 126,131 SH DEFINED 1,5 126,131 PATHMARK STORES INC COM 70322A10 5,160 589,028 SH DEFINED 1,2 589,028 PATRICK INDS INC COM 70334310 106 10,800 SH DEFINED 1 10,800 PATTERSON COMPANIES COM 70339510 86,356 1,916,041 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,916,041 PATTERSON UTI ENERGY COM 70348110 70,540 2,534,674 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,534,674 PAULA FINL DEL COM 70358810 25 14,600 SH DEFINED 1 14,600 PAXAR CORP COM 70422710 7,853 442,415 SH DEFINED 1,2,6 442,415 PAXSON COMMUNICATION COM 70423110 18 29,844 SH DEFINED 1 29,844 PAYCHEX INC COM 70432610 300,109 9,228,449 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 9,228,449 PAYLESS SHOESOURCE I COM 70437910 28,955 1,508,069 SH DEFINED 1,2,5,13 1,508,069 PC-TEL INC COM 69325Q10 272 34,771 SH DEFINED 1,6 34,771 PDF SOLUTIONS INC COM 69328210 3,219 245,694 SH DEFINED 1,2,5 245,694 PEABODY ENERGY CORP COM 70454910 96,468 1,853,735 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,853,735 PEAPACK-GLADSTONE FI COM 70469910 2,514 90,749 SH DEFINED 1 90,749 PEARSON PLC SPONSORED 70501510 444 37,374 SH DEFINED 1 37,374 PEDIATRIX MED GROUP COM 70532410 27,396 372,533 SH DEFINED 1,2,5,6 372,533 PEETS COFFEE & TEA I COM 70556010 7,185 217,456 SH DEFINED 1,6 217,456 PEGASUS SOLUTIONS IN COM 70590610 3,102 278,244 SH DEFINED 1,2,6 278,244 PEGASYSTEMS INC COM 70557310 688 116,628 SH DEFINED 1 116,628 PEMSTAR INC COM 70655210 39 38,824 SH DEFINED 1,5 38,824 PENN NATL GAMING INC COM 70756910 43,329 1,187,088 SH DEFINED 1,2,5 1,187,088 PENN VA CORP COM 70788210 10,954 245,226 SH DEFINED 1 245,226 PENN VA RESOURCES PA COM 70788410 397 8,300 SH DEFINED 1 8,300 PENNEY J C INC COM 70816010 1,915,598 36,432,069 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 36,432,069 PENNFED FINL SVCS IN COM 70816710 1,990 117,864 SH DEFINED 1 117,864 PENNROCK FINL SVCS C COM 70835210 3,555 99,447 SH DEFINED 1,2 99,447 PENNSYLVANIA COMM BA COM 70867710 1,593 48,652 SH DEFINED 1 48,652 PENNSYLVANIA RL ESTA SH BEN INT 70910210 33,933 714,389 SH DEFINED 1,2,3,5 714,389 PENTAIR INC COM 70963110 72,495 1,693,410 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,693,410 PENWEST PHARMACEUTIC COM 70975410 2,589 219,009 SH DEFINED 1 219,009 PEOPLES BANCORP INC COM 70978910 4,327 161,740 SH DEFINED 1,2 161,740 PEOPLES BK BRIDGEPOR COM 71019810 17,285 571,578 SH DEFINED 1,2,5,12 571,578 PEOPLES ENERGY CORP COM 71103010 53,673 1,234,988 SH DEFINED 1,2,5,6, 10,13 1,234,988 PEP BOYS MANNY MOE & COM 71327810 11,968 883,926 SH DEFINED 1,2,5,6 883,926 PEPCO HOLDINGS INC COM 71329110 77,544 3,239,098 SH DEFINED 1,2,5,7,8, 10,12,13, 14 3,239,098 PEPSI BOTTLING GROUP COM 71340910 465,921 16,285,254 SH DEFINED 1,2,5,6, 10,12,13, 14 16,285,254 PEPSIAMERICAS INC COM 71343P20 28,952 1,128,296 SH DEFINED 1,2,5,6, 12,13 1,128,296 PEPSICO INC COM 71344810 2,617,145 48,528,557 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 48,528,557 PEREGRINE PHARMACEUT COM 71366110 969 1,009,505 SH DEFINED 1,5 1,009,505 PERFORMANCE FOOD GRO COM 71375510 25,229 835,133 SH DEFINED 1,2,5,6 835,133 PERFORMANCE TECHNOLO COM 71376K10 80 14,517 SH DEFINED 1 14,517 PERICOM SEMICONDUCTO COM 71383110 2,282 280,283 SH DEFINED 1,6 280,283 PERINI CORP COM 71383910 2,930 178,432 SH DEFINED 1 178,432 PERKINELMER INC COM 71404610 66,128 3,498,825 SH DEFINED 1,2,5,6, 10,12,13, 14 3,498,825 PERMA-FIX ENVIRONMEN COM 71415710 24 12,500 SH DEFINED 1 12,500 PEROT SYS CORP CL A 71426510 19,242 1,353,141 SH DEFINED 1,2,5 1,353,141 PERRIGO CO COM 71429010 18,002 1,291,362 SH DEFINED 1,2,5,13 1,291,362 PER-SE TECHNOLOGIES COM NEW 71356930 10,151 482,924 SH DEFINED 1,2 482,924 PERVASIVE SOFTWARE I COM 71571010 58 13,600 SH DEFINED 1 13,600 PETCO ANIMAL SUPPLIE COM NEW 71601620 18,609 634,702 SH DEFINED 1,2,5 634,702 PETROBRAS ENERGIA PA SP ADR B S 71646M10 738 64,717 SH DEFINED 1,2,7 64,717 PETRO-CDA COM 71644E10 3,564 54,708 SH DEFINED 1,5 54,708 PETROCHINA CO LTD SPONSORED 71646E10 2,759 37,562 SH DEFINED 1 37,562 PETROHAWK ENERGY COR COM 71649510 2,472 228,871 SH DEFINED 1 228,871 PETROLEO BRASILEIRO SPONSORED 71654V10 33,750 733,065 SH DEFINED 1,2 733,065 PETROLEO BRASILEIRO SPONSORED 71654V40 61,584 1,181,346 SH DEFINED 1,2,4,5 1,181,346 PETROLEUM DEV CORP COM 71657810 7,541 236,766 SH DEFINED 1,2,5 236,766 PETROQUEST ENERGY IN COM 71674810 2,812 428,024 SH DEFINED 1 428,024 PETSMART INC COM 71676810 76,806 2,530,675 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,530,675 PFF BANCORP INC COM 69331W10 10,519 347,283 SH DEFINED 1,2 347,283 PFIZER INC COM 71708110 6,248,187 226,547,747 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 226,547,747 PG&E CORP COM 69331C10 458,759 12,220,546 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 12,220,546 PHARMACEUTICAL PROD COM 71712410 28,245 602,754 SH DEFINED 1,2,5,6,12 602,754 PHARMACYCLICS INC COM 71693310 119 15,788 SH DEFINED 1 15,788 PHARMION CORP COM 71715B40 6,869 295,944 SH DEFINED 1 295,944 PHARMOS CORP COM PAR $. 71713930 39 15,909 SH DEFINED 1 15,909 PHASE FORWARD INC COM 71721R40 862 126,706 SH DEFINED 1 126,706 PHELPS DODGE CORP COM 71726510 358,514 3,875,826 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,875,826 PHH CORP COM NEW 69332020 18,556 721,464 SH DEFINED 1,2,5,13 721,464 PHILADELPHIA CONS HL COM 71752810 14,830 174,959 SH DEFINED 1,2,5 174,959 PHILIPPINE LONG DIST SPONSORED 71825260 4,652 160,131 SH DEFINED 1,2,7 160,131 PHILLIPS VAN HEUSEN COM 71859210 22,721 695,056 SH DEFINED 1,2,6 695,056 PHOENIX COS INC NEW COM 71902E10 19,982 1,679,163 SH DEFINED 1,2,5 1,679,163 PHOENIX TECHNOLOGY L COM 71915310 1,550 199,195 SH DEFINED 1,6 199,195 PHOTON DYNAMICS INC COM 71936410 4,550 220,787 SH DEFINED 1,2,6 220,787 PHOTRONICS INC COM 71940510 18,594 796,666 SH DEFINED 1,2,5,6 796,666 PICO HLDGS INC COM NEW 69336620 2,417 81,230 SH DEFINED 1,2 81,230 PIEDMONT NAT GAS INC COM 72018610 14,436 601,002 SH DEFINED 1,2,5 601,002 PIER 1 IMPORTS INC COM 72027910 20,575 1,449,997 SH DEFINED 1,2,5,13 1,449,997 PILGRIMS PRIDE CORP COM 72146710 51,585 1,511,440 SH DEFINED 1,2,10,12, 14 1,511,440 PINNACLE AIRL CORP COM 72344310 3,407 396,595 SH DEFINED 1,2 396,595 PINNACLE ENTMT INC COM 72345610 11,610 593,545 SH DEFINED 1,2,5,6 593,545 PINNACLE FINL PARTNE COM 72346Q10 1,665 69,394 SH DEFINED 1 69,394 PINNACLE SYS INC COM 72348110 4,732 860,333 SH DEFINED 1,5,6 860,333 PINNACLE WEST CAP CO COM 72348410 130,374 2,933,059 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 2,933,059 PIONEER COS INC COM NEW 72364330 981 44,625 SH DEFINED 1 44,625 PIONEER DRILLING CO COM 72365510 3,102 203,289 SH DEFINED 1 203,289 PIONEER NAT RES CO COM 72378710 107,109 2,545,376 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,545,376 PIPER JAFFRAY COS COM 72407810 7,955 261,436 SH DEFINED 1,2,5 261,436 PITNEY BOWES INC COM 72447910 265,583 6,098,358 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,098,358 PIXAR COM 72581110 24,513 489,770 SH DEFINED 1,2,5,6,12 489,770 PIXELWORKS INC COM 72581M10 5,330 621,209 SH DEFINED 1,2,5 621,209 PLACER DOME INC COM 72590610 677 44,037 SH DEFINED 1,5 44,037 PLACER SIERRA BANCSH COM 72607910 1,015 37,237 SH DEFINED 1 37,237 PLAINS ALL AMERN PIP UNIT LTD P 72650310 2,117 48,267 SH DEFINED 1,5 48,267 PLAINS EXPL& PRODTN COM 72650510 31,687 891,828 SH DEFINED 1,2,5,13 891,828 PLANAR SYS INC COM 72690010 2,746 373,640 SH DEFINED 1,5,6 373,640 PLANTRONICS INC NEW COM 72749310 28,408 781,304 SH DEFINED 1,2,5,12, 13 781,304 PLATINUM UNDERWRITER COM G7127P10 814 25,586 SH DEFINED 1,2,5 25,586 PLATO LEARNING INC COM 72764Y10 151 20,507 SH DEFINED 1 20,507 PLAYBOY ENTERPRISES CL B 72811730 2,857 220,812 SH DEFINED 1 220,812 PLAYTEX PRODS INC COM 72813P10 7,236 672,522 SH DEFINED 1,2 672,522 PLEXUS CORP COM 72913210 18,898 1,328,009 SH DEFINED 1,2,5,13 1,328,009 PLUG POWER INC COM 72919P10 3,485 508,808 SH DEFINED 1,5 508,808 PLUM CREEK TIMBER CO COM 72925110 171,782 4,732,276 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,732,276 PLUMTREE SOFTWARE IN COM 72940Q10 81 16,680 SH DEFINED 1 16,680 PLX TECHNOLOGY INC COM 69341710 2,607 256,637 SH DEFINED 1 256,637 PMA CAP CORP CL A 69341920 3,363 380,861 SH DEFINED 1,5 380,861 PMC COML TR SH BEN INT 69343410 208 15,886 SH DEFINED 1,2 15,886 PMC-SIERRA INC COM 69344F10 45,459 4,872,308 SH DEFINED 1,2,5,6, 10,13 4,872,308 PMI GROUP INC COM 69344M10 54,139 1,388,901 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,388,901 PNC FINL SVCS GROUP COM 69347510 466,139 8,559,297 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 8,559,297 PNM RES INC COM 69349H10 32,509 1,128,396 SH DEFINED 1,2,5,13 1,128,396 POGO PRODUCING CO COM 73044810 53,167 1,024,013 SH DEFINED 1,2,5,12, 13 1,024,013 POINT THERAPEUTICS I COM 73069410 43 10,341 SH DEFINED 1 10,341 POLARIS INDS INC COM 73106810 30,575 566,208 SH DEFINED 1,2,5,6,12 566,208 POLO RALPH LAUREN CO CL A 73157210 17,227 399,598 SH DEFINED 1,2,5,12 399,598 POLYCOM INC COM 73172K10 24,642 1,652,725 SH DEFINED 1,2,5,12, 13 1,652,725 POLYMEDICA CORP COM 73173810 14,165 397,220 SH DEFINED 1,2,6 397,220 POLYONE CORP COM 73179P10 8,486 1,281,868 SH DEFINED 1,2,5 1,281,868 POMEROY IT SOLUTIONS COM 73182210 128 12,641 SH DEFINED 1 12,641 POPE & TALBOT INC COM 73282710 2,182 196,620 SH DEFINED 1,2,5 196,620 POPULAR INC COM 73317410 51,940 2,061,937 SH DEFINED 1,2,5,12 2,061,937 PORTAL SOFTWARE INC COM NEW 73612630 54 26,979 SH DEFINED 1 26,979 PORTALPLAYER INC COM 73618720 2,834 136,114 SH DEFINED 1 136,114 PORTFOLIO RECOVERY A COM 73640Q10 13,915 331,145 SH DEFINED 1,2 331,145 PORTUGAL TELECOM SGP SPONSORED 73727310 370 38,713 SH DEFINED 1 38,713 POSCO SPONSORED 69348310 3,548 80,691 SH DEFINED 1 80,691 POSSIS MEDICAL INC COM 73740710 3,470 341,500 SH DEFINED 1,6 341,500 POST PPTYS INC COM 73746410 30,548 845,957 SH DEFINED 1,2,3,5 845,957 POTASH CORP SASK INC COM 73755L10 956 10,000 SH DEFINED 1 10,000 POTLATCH CORP COM 73762810 32,066 612,771 SH DEFINED 1,2,5,13 612,771 POWELL INDS INC COM 73912810 3,367 178,426 SH DEFINED 1 178,426 POWER INTEGRATIONS I COM 73927610 8,844 410,002 SH DEFINED 1,2,5,6 410,002 POWER-ONE INC COM 73930810 5,133 813,518 SH DEFINED 1,2,5 813,518 POWERWAVE TECHNOLOGI COM 73936310 16,991 1,662,555 SH DEFINED 1,2,5,13 1,662,555 POZEN INC COM 73941U10 3,046 368,724 SH DEFINED 1,2,5 368,724 PPG INDS INC COM 69350610 313,349 4,992,813 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,992,813 PPL CORP COM 69351T10 357,664 6,023,301 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,023,301 PRA INTL COM 69353C10 3,166 118,227 SH DEFINED 1,2 118,227 PRAECIS PHARMACEUTIC COM 73942110 30 57,473 SH DEFINED 1,5 57,473 PRAXAIR INC COM 74005P10 436,322 9,363,124 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 9,363,124 PRE PAID LEGAL SVCS COM 74006510 8,773 196,474 SH DEFINED 1,2,6 196,474 PRECISION CASTPARTS COM 74018910 71,832 922,109 SH DEFINED 1,2,5,12, 13 922,109 PREFERRED BK LOS ANG COM 74036710 1,269 32,277 SH DEFINED 1 32,277 PREFORMED LINE PRODS COM 74044410 930 22,798 SH DEFINED 1 22,798 PREMCOR INC COM 74045Q10 57,615 776,698 SH DEFINED 1,2,5,7,8, 10,12,13, 14 776,698 PREMIERE GLOBAL SVCS COM 74058510 16,499 1,461,339 SH DEFINED 1,2 1,461,339 PREMIERWEST BANCORP COM 74092110 1,448 97,732 SH DEFINED 1 97,732 PRENTISS PPTYS TR SH BEN INT 74070610 32,382 888,630 SH DEFINED 1,2,3,5 888,630 PRESIDENTIAL LIFE CO COM 74088410 5,383 314,595 SH DEFINED 1,2 314,595 PRESSTEK INC COM 74111310 3,956 349,471 SH DEFINED 1,2 349,471 PRESTIGE BRANDS HLDG COM 74112D10 5,834 299,162 SH DEFINED 1 299,162 PRG-SCHULTZ INTERNAT COM 69357C10 1,752 621,255 SH DEFINED 1,2,6 621,255 PRICE COMMUNICATIONS COM NEW 74143730 10,074 582,322 SH DEFINED 1,2,5 582,322 PRICE T ROWE GROUP I COM 74144T10 204,839 3,272,188 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,272,188 PRICELINE COM INC COM NEW 74150340 8,811 377,650 SH DEFINED 1,2,5 377,650 PRICESMART INC COM 74151110 100 11,750 SH DEFINED 1 11,750 PRIDE INTL INC DEL COM 74153Q10 73,148 2,846,235 SH DEFINED 1,2,5,10, 12,13 2,846,235 PRIME GROUP REALTY T SH BEN INT 74158J10 198 27,442 SH DEFINED 1,5 27,442 PRIMEDIA INC COM 74157K10 6,527 1,611,721 SH DEFINED 1,5 1,611,721 PRIMUS TELECOMMUNICA COM 74192910 36 56,982 SH DEFINED 1 56,982 PRINCETON REVIEW INC COM 74235210 152 26,010 SH DEFINED 1,5 26,010 PRINCIPAL FINANCIAL COM 74251V10 341,083 8,140,406 SH DEFINED 1,2,5,6, 10,12,13 8,140,406 PRIORITY HEALTHCARE CL B 74264T10 11,850 467,260 SH DEFINED 1,2,5,6 467,260 PRIVATEBANCORP INC COM 74296210 7,624 215,480 SH DEFINED 1,5 215,480 PROASSURANCE CORP COM 74267C10 14,316 342,815 SH DEFINED 1,2,5 342,815 PROCTER & GAMBLE CO COM 74271810 4,164,507 78,947,993 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 78,947,993 PROGENICS PHARMACEUT COM 74318710 2,901 139,083 SH DEFINED 1 139,083 PROGRESS ENERGY INC COM 74326310 1,010,720 22,341,280 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 22,341,280 PROGRESS SOFTWARE CO COM 74331210 16,859 559,166 SH DEFINED 1,2,5,6 559,166 PROGRESSIVE CORP OHI COM 74331510 555,461 5,621,508 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,621,508 PROLOGIS SH BEN INT 74341010 258,494 6,423,819 SH DEFINED 1,2,3,5,6, 7,8,10,12, 13,14 6,423,819 PROQUEST COMPANY COM 74346P10 9,451 288,234 SH DEFINED 1,5 288,234 PROSPERITY BANCSHARE COM 74360610 7,872 275,452 SH DEFINED 1,2 275,452 PROTECTIVE LIFE CORP COM 74367410 57,840 1,369,978 SH DEFINED 1,2,5,12, 13 1,369,978 PROTEIN DESIGN LABS COM 74369L10 24,701 1,222,206 SH DEFINED 1,2,5,13 1,222,206 PROVIDE COMM INC COM 74373W10 2,222 102,911 SH DEFINED 1,2 102,911 PROVIDENCE SVC CORP COM 74381510 2,046 82,394 SH DEFINED 1 82,394 PROVIDENT BANKSHARES COM 74385910 17,367 544,265 SH DEFINED 1,2,5 544,265 PROVIDENT FINL HLDGS COM 74386810 1,731 61,587 SH DEFINED 1 61,587 PROVIDENT FINL SVCS COM 74386T10 20,592 1,172,021 SH DEFINED 1,2,5 1,172,021 PROVIDIAN FINL CORP COM 74406A10 204,561 11,603,031 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 11,603,031 PROXYMED INC COM NEW 74429030 86 10,938 SH DEFINED 1 10,938 PRUDENTIAL FINL INC COM 74432010 942,449 14,353,477 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 14,353,477 PRUDENTIAL PLC ADR 74435K20 908 50,571 SH DEFINED 1 50,571 PS BUSINESS PKS INC COM 69360J10 15,565 350,175 SH DEFINED 1,2,3,5 350,175 PSS WORLD MED INC COM 69366A10 11,001 883,654 SH DEFINED 1,2,5 883,654 PSYCHIATRIC SOLUTION COM 74439H10 10,230 210,024 SH DEFINED 1 210,024 PUBLIC STORAGE INC COM 74460D10 112,653 1,781,080 SH DEFINED 1,2,3,5,7, 8,10,12, 13,14 1,781,080 PUBLIC SVC ENTERPRIS COM 74457310 435,082 7,153,604 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 7,153,604 PUGET ENERGY INC NEW COM 74531010 27,328 1,168,862 SH DEFINED 1,2,5,12, 13 1,168,862 PULTE HOMES INC COM 74586710 256,146 3,040,305 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,040,305 QAD INC COM 74727D10 886 115,110 SH DEFINED 1,2 115,110 QC HLDGS INC COM 74729T10 520 36,039 SH DEFINED 1 36,039 QLOGIC CORP COM 74727710 92,192 2,986,450 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 2,986,450 QUADRAMED CORP COM 74730W10 33 18,976 SH DEFINED 1 18,976 QUAKER CHEM CORP COM 74731610 800 45,854 SH DEFINED 1,5 45,854 QUALCOMM INC COM 74752510 1,521,466 46,091,072 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 46,091,072 QUALITY DISTR INC FL COM 74756M10 164 18,587 SH DEFINED 1 18,587 QUALITY SYS INC COM 74758210 5,346 112,841 SH DEFINED 1 112,841 QUANEX CORP COM 74762010 18,531 349,568 SH DEFINED 1,2 349,568 QUANTA SVCS INC COM 74762E10 16,449 1,869,225 SH DEFINED 1,2,5,13 1,869,225 QUANTUM CORP COM DSSG 74790620 6,204 2,088,774 SH DEFINED 1,2,5 2,088,774 QUANTUM FUEL SYS TEC COM 74765E10 2,247 449,416 SH DEFINED 1 449,416 QUEST DIAGNOSTICS IN COM 74834L10 257,714 4,837,880 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,837,880 QUEST SOFTWARE INC COM 74834T10 10,097 740,779 SH DEFINED 1,2,5 740,779 QUESTAR CORP COM 74835610 84,292 1,279,087 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,279,087 QUICKSILVER RESOURCE COM 74837R10 21,160 330,991 SH DEFINED 1,2,12 330,991 QUIDEL CORP COM 74838J10 234 45,170 SH DEFINED 1,5 45,170 QUIKSILVER INC COM 74838C10 22,313 1,396,313 SH DEFINED 1,2,5,6 1,396,313 QUINTON CARDIOLOGY S COM 74877310 149 18,500 SH DEFINED 1 18,500 QWEST COMMUNICATIONS COM 74912110 422,415 113,858,502 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 113,858,502 R & B INC COM 74912410 1,158 82,463 SH DEFINED 1 82,463 R & G FINANCIAL CORP CL B 74913610 10,632 601,034 SH DEFINED 1,2 601,034 R H DONNELLEY CORP COM NEW 74955W30 26,158 422,037 SH DEFINED 1,2,5 422,037 RADIAN GROUP INC COM 75023610 73,161 1,549,361 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,549,361 RADIANT SYSTEMS INC COM 75025N10 2,835 248,726 SH DEFINED 1,6 248,726 RADIATION THERAPY SV COM 75032320 2,530 95,300 SH DEFINED 1 95,300 RADIO ONE INC CL A 75040P10 1,019 80,009 SH DEFINED 1,2 80,009 RADIO ONE INC CL D NON V 75040P40 20,190 1,581,060 SH DEFINED 1,5 1,581,060 RADIOLOGIX INC COM 75040K10 58 13,600 SH DEFINED 1 13,600 RADIOSHACK CORP COM 75043810 94,541 4,080,308 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,080,308 RADISYS CORP COM 75045910 7,831 484,871 SH DEFINED 1,2,5,6 484,871 RAILAMERICA INC COM 75075310 5,210 437,834 SH DEFINED 1 437,834 RAINDANCE COMM COM 75086X10 41 19,600 SH DEFINED 1 19,600 RAINMAKER SYSTEMS COM 75087510 7 11,900 SH DEFINED 1 11,900 RAIT INVT TR COM 74922710 9,103 303,938 SH DEFINED 1,2,5 303,938 RALCORP HLDGS INC NE COM 75102810 21,007 510,490 SH DEFINED 1,2,5,6 510,490 RAMBUS INC DEL COM 75091710 15,208 1,136,609 SH DEFINED 1,5,12 1,136,609 RAMCO-GERSHENSON PPT COM SH BEN 75145220 8,874 303,075 SH DEFINED 1,2,3 303,075 RANGE RES CORP COM 75281A10 18,021 669,933 SH DEFINED 1,2 669,933 RANK GROUP PLC SPONSORED 75303710 103 10,494 SH DEFINED 1 10,494 RARE HOSPITALITY INT COM 75382010 16,479 540,833 SH DEFINED 1,5,6 540,833 RAVEN INDS INC COM 75421210 3,932 167,872 SH DEFINED 1 167,872 RAYMOND JAMES FINANC COM 75473010 26,154 925,808 SH DEFINED 1,2,5,13 925,808 RAYONIER INC COM 75490710 30,760 580,057 SH DEFINED 1,2,5,12, 13 580,057 RAYTHEON CO COM NEW 75511150 583,509 14,915,879 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 14,915,879 RC2 CORP COM 74938810 8,106 215,770 SH DEFINED 1,2 215,770 RCN CORP COM NEW 74936120 6,295 272,646 SH DEFINED 1 272,646 READERS DIGEST ASSN COM 75526710 26,464 1,603,888 SH DEFINED 1,2,5,13 1,603,888 READING INTERNATIONA CL A 75540810 141 19,390 SH DEFINED 1 19,390 REALNETWORKS INC COM 75605L10 6,456 1,301,601 SH DEFINED 1,2,5 1,301,601 REALTY INCOME CORP COM 75610910 17,752 708,937 SH DEFINED 1,2,5,12 708,937 RECKSON ASSOCS RLTY COM 75621K10 47,674 1,420,973 SH DEFINED 1,2,3,5 1,420,973 RED HAT INC COM 75657710 20,166 1,539,395 SH DEFINED 1,2,5,12 1,539,395 RED ROBIN GOURMET BU COM 75689M10 9,527 153,708 SH DEFINED 1 153,708 REDBACK NETWORKS INC COM NEW 75720950 3,081 482,896 SH DEFINED 1,2,5 482,896 REDWOOD TR INC COM 75807540 13,128 254,410 SH DEFINED 1,2,5 254,410 REEBOK INTL LTD COM 75811010 54,799 1,310,032 SH DEFINED 1,2,5,6, 10,12,13 1,310,032 REED ELSEVIER N V SPONSORED 75820410 420 15,058 SH DEFINED 1 15,058 REED ELSEVIER P L C SPONSORED 75820510 21,071 544,195 SH DEFINED 1,2 544,195 REGAL BELOIT CORP COM 75875010 12,477 427,867 SH DEFINED 1,2,5,6 427,867 REGAL ENTMT GROUP CL A 75876610 5,977 316,581 SH DEFINED 1,2,5 316,581 REGENCY CTRS CORP COM 75884910 75,327 1,316,905 SH DEFINED 1,2,3,5, 12,13 1,316,905 REGENERATION TECH IN COM 75886N10 210 33,474 SH DEFINED 1 33,474 REGENERON PHARMACEUT COM 75886F10 4,511 537,721 SH DEFINED 1,2,5,6 537,721 REGENT COMMUNICATION COM 75886510 2,260 385,070 SH DEFINED 1 385,070 REGIONS FINANCIAL CO COM 7591EP10 412,743 12,182,501 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 12,182,501 REGIS CORP MINN COM 75893210 28,692 734,175 SH DEFINED 1,2,5,13 734,175 REGISTER COM INC COM 75914G10 162 21,601 SH DEFINED 1 21,601 REHABCARE GROUP INC COM 75914810 12,227 457,429 SH DEFINED 1,2,5,6 457,429 REINSURANCE GROUP AM COM 75935110 15,042 323,418 SH DEFINED 1,2,5 323,418 RELIANCE STEEL & ALU COM 75950910 14,410 388,720 SH DEFINED 1,5 388,720 RELIANT ENERGY INC COM 75952B10 39,828 3,217,092 SH DEFINED 1,2,5,7,8, 10,12,13, 14 3,217,092 REMEC INC COM NEW 75954320 262 40,987 SH DEFINED 1,2 40,987 REMINGTON OIL & GAS COM 75959430 13,683 383,279 SH DEFINED 1,2 383,279 RENAISSANCE LEARNING COM 75968L10 3,569 175,820 SH DEFINED 1 175,820 RENAISSANCERE HOLDIN COM G7496G10 15,456 313,901 SH DEFINED 1,5,7,8, 10,12,13, 14 313,901 RENAL CARE GROUP INC COM 75993010 37,965 823,545 SH DEFINED 1,2,5,12, 13 823,545 RENASANT CORP COM 75970E10 4,079 132,607 SH DEFINED 1,2 132,607 RENOVIS INC COM 75988510 5,108 334,485 SH DEFINED 1,2 334,485 RENT A CTR INC NEW COM 76009N10 27,124 1,164,621 SH DEFINED 1,2,5,13 1,164,621 RENT WAY INC COM 76009U10 3,321 337,510 SH DEFINED 1,5 337,510 RENTECH INC COM 76011210 24 19,400 SH DEFINED 1 19,400 RENTRAK CORP COM 76017410 137 15,300 SH DEFINED 1 15,300 REPSOL YPF S A SPONSORED 76026T20 1,187 47,243 SH DEFINED 1 47,243 REPUBLIC AWYS HLDGS COM 76027610 1,288 89,104 SH DEFINED 1 89,104 REPUBLIC BANCORP INC COM 76028210 14,488 967,830 SH DEFINED 1,2,5 967,830 REPUBLIC BANCORP KY CL A 76028120 3,000 138,180 SH DEFINED 1,2 138,180 REPUBLIC FIRST BANCO COM 76041610 173 12,935 SH DEFINED 1 12,935 REPUBLIC SVCS INC COM 76075910 131,001 3,637,900 SH DEFINED 1,2,5,7,8, 10,12,13, 14 3,637,900 RES-CARE INC COM 76094310 6,251 460,985 SH DEFINED 1,2 460,985 RESEARCH IN MOTION L COM 76097510 836 11,328 SH DEFINED 1,5 11,328 RESMED INC COM 76115210 23,860 361,571 SH DEFINED 1,2,5,6,12 361,571 RESOURCE AMERICA INC CL A 76119520 10,093 261,948 SH DEFINED 1,2,5 261,948 RESOURCES CONNECTION COM 76122Q10 12,353 531,782 SH DEFINED 1,2 531,782 RESPIRONICS INC COM 76123010 26,425 731,782 SH DEFINED 1,2,5,6,12 731,782 RESTORATION HARDWARE COM 76098110 2,081 255,022 SH DEFINED 1,5 255,022 RETAIL VENTURES INC COM 76128Y10 2,229 163,398 SH DEFINED 1 163,398 RETALIX LTD ORD M8215W10 632 29,390 SH DEFINED 1,2 29,390 RETRACTABLE TECHNOLO COM 76129W10 51 18,900 SH DEFINED 1 18,900 REUTERS GROUP PLC SPONSORED 76132M10 478 11,266 SH DEFINED 1 11,266 REVLON INC CL A 76152550 5,144 1,675,488 SH DEFINED 1 1,675,488 REWARDS NETWORK INC COM 76155710 112 20,807 SH DEFINED 1 20,807 REYNOLDS & REYNOLDS CL A 76169510 19,307 714,278 SH DEFINED 1,2,5,13 714,278 REYNOLDS AMERICAN IN COM 76171310 190,795 2,421,258 SH DEFINED 1,2,5,6, 10,12,13 2,421,258 RF MICRODEVICES INC COM 74994110 21,940 4,055,369 SH DEFINED 1,2,5,13 4,055,369 RIGEL PHARMACEUTICAL COM NEW 76655960 3,777 189,591 SH DEFINED 1,2 189,591 RIGHTNOW TECHNOLOGIE COM 76657R10 472 39,306 SH DEFINED 1 39,306 RIMAGE CORP COM 76672110 1,781 83,914 SH DEFINED 1 83,914 RIO TINTO PLC SPONSORED 76720410 19,659 161,249 SH DEFINED 1,2 161,249 RITE AID CORP COM 76775410 14,998 3,588,003 SH DEFINED 1,2,5 3,588,003 RIVIERA HLDGS CORP COM 76962710 1,942 85,746 SH DEFINED 1 85,746 RLI CORP COM 74960710 107,076 2,400,796 SH DEFINED 1 2,400,796 ROANOKE ELEC STL COR COM 76984110 2,115 128,041 SH DEFINED 1 128,041 ROBBINS & MYERS INC COM 77019610 3,127 145,380 SH DEFINED 1,6 145,380 ROBERT HALF INTL INC COM 77032310 108,160 4,331,590 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,331,590 ROCK OF AGES CORP CL A 77263210 73 11,698 SH DEFINED 1 11,698 ROCK-TENN CO CL A 77273920 4,443 351,209 SH DEFINED 1,2 351,209 ROCKVILLE FINL INC COM 77418610 747 61,140 SH DEFINED 1 61,140 ROCKWELL AUTOMATION COM 77390310 242,506 4,978,575 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,978,575 ROCKWELL COLLINS INC COM 77434110 253,148 5,309,305 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,309,305 ROFIN SINAR TECHNOLO COM 77504310 8,174 249,221 SH DEFINED 1,5 249,221 ROGERS COMMUNICATION CL B 77510920 510 15,516 SH DEFINED 1 15,516 ROGERS CORP COM 77513310 9,299 229,310 SH DEFINED 1,6 229,310 ROHM & HAAS CO COM 77537110 244,612 5,278,630 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,278,630 ROLLINS INC COM 77571110 10,550 526,446 SH DEFINED 1,13 526,446 ROPER INDS INC NEW COM 77669610 35,208 493,311 SH DEFINED 1,2,5,6 493,311 ROSS STORES INC COM 77829610 70,745 2,447,090 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,447,090 ROSTELECOM OPEN JT S SPONSORED 77852910 1,249 103,615 SH DEFINED 1,2,7 103,615 ROTONICS MFG INC COM 77890310 36 10,400 SH DEFINED 1 10,400 ROWAN COS INC COM 77938210 115,398 3,884,157 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,884,157 ROYAL & SUN ALLIANCE SPON ADR N 78004V20 102 13,302 SH DEFINED 1 13,302 ROYAL BANCSHARES PA CL A 78008110 1,434 60,374 SH DEFINED 1 60,374 ROYAL BK CDA MONTREA COM 78008710 394 6,367 SH DEFINED 1 6,367 ROYAL CARIBBEAN CRUI COM V7780T10 22,437 463,957 SH DEFINED 1,5,7,8, 10,12,13, 14 463,957 ROYAL DUTCH PETE CO NY REG EUR 78025780 9,666 148,939 SH DEFINED 1,2 148,939 ROYAL GOLD INC COM 78028710 5,634 280,039 SH DEFINED 1,5 280,039 RPC INC COM 74966010 3,466 204,826 SH DEFINED 1,2,5 204,826 RPM INTL INC COM 74968510 24,698 1,352,589 SH DEFINED 1,2,5,13 1,352,589 RSA SEC INC COM 74971910 22,554 1,964,670 SH DEFINED 1,2,5,13 1,964,670 RTI INTL METALS INC COM 74973W10 9,008 286,772 SH DEFINED 1,2 286,772 RUBY TUESDAY INC COM 78118210 27,220 1,050,981 SH DEFINED 1,2,5,13 1,050,981 RUDDICK CORP COM 78125810 15,387 602,717 SH DEFINED 1,2,5,13 602,717 RUDOLPH TECHNOLOGIES COM 78127010 2,283 159,307 SH DEFINED 1,5,6 159,307 RURAL CELLULAR CORP CL A 78190410 61 11,642 SH DEFINED 1 11,642 RUSH ENTERPRISES INC CL A 78184620 2,574 192,067 SH DEFINED 1 192,067 RUSH ENTERPRISES INC CL B 78184630 288 21,470 SH DEFINED 1 21,470 RUSS BERRIE & CO COM 78223310 1,885 147,145 SH DEFINED 1,6 147,145 RUSSELL CORP COM 78235210 9,297 454,627 SH DEFINED 1,2,6 454,627 RYANAIR HLDGS PLC SPONSORED 78351310 789 17,605 SH DEFINED 1,2,5,7 17,605 RYANS RESTAURANT GRO COM 78352010 10,715 764,822 SH DEFINED 1,2,5,6 764,822 RYDER SYS INC COM 78354910 66,037 1,804,288 SH DEFINED 1,2,5,6, 10,12,13 1,804,288 RYERSON TULL INC NEW COM 78375P10 4,245 297,480 SH DEFINED 1,2 297,480 RYLAND GROUP INC COM 78376410 55,491 731,398 SH DEFINED 1,2,5,12, 13 731,398 S & T BANCORP INC COM 78385910 10,927 302,693 SH DEFINED 1,5 302,693 S Y BANCORP INC COM 78506010 3,143 137,563 SH DEFINED 1 137,563 S1 CORPORATION COM 78463B10 4,148 880,640 SH DEFINED 1,2,5 880,640 SABRE HLDGS CORP CL A 78590510 81,748 4,097,652 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,097,652 SAFECO CORP COM 78642910 185,910 3,421,237 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,421,237 SAFEGUARD SCIENTIFIC COM 78644910 222 173,683 SH DEFINED 1,2,5 173,683 SAFENET INC COM 78645R10 9,713 285,168 SH DEFINED 1 285,168 SAFETY INS GROUP INC COM 78648T10 8,171 242,041 SH DEFINED 1,2 242,041 SAFEWAY INC COM NEW 78651420 278,042 12,308,197 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 12,308,197 SAFLINK CORP COM NEW 78657830 29 17,301 SH DEFINED 1 17,301 SAGA COMMUNICATIONS CL A 78659810 2,580 184,277 SH DEFINED 1 184,277 SAKS INC COM 79377W10 31,364 1,653,373 SH DEFINED 1,2,5,13 1,653,373 SALEM COMMUNICATIONS CL A 79409310 2,189 110,315 SH DEFINED 1 110,315 SALESFORCE COM INC COM 79466L30 9,490 463,365 SH DEFINED 1,2 463,365 SALIX PHARMACEUTICAL COM 79543510 8,039 455,183 SH DEFINED 1,2,5 455,183 SALTON INC COM 79575710 23 19,844 SH DEFINED 1,5 19,844 SAN PAOLO-IMI S P A SPONSORED 79917510 7,758 283,342 SH DEFINED 1,2 283,342 SANDERS MORRIS HARRI COM 80000Q10 3,125 181,715 SH DEFINED 1 181,715 SANDERSON FARMS INC COM 80001310 10,905 239,986 SH DEFINED 1,2,6 239,986 SANDISK CORP COM 80004C10 63,189 2,662,843 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,662,843 SANDS REGENT COM 80009110 106 10,900 SH DEFINED 1 10,900 SANDY SPRING BANCORP COM 80036310 6,339 180,961 SH DEFINED 1,2 180,961 SANFILIPPO JOHN B & COM 80042210 4,717 204,563 SH DEFINED 1 204,563 SANMINA SCI CORP COM 80090710 78,771 14,400,512 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 14,400,512 SANOFI AVENTIS SPONSORED 80105N10 24,192 590,184 SH DEFINED 1,2 590,184 SANTANDER BANCORP COM 80280910 2,834 113,091 SH DEFINED 1,2 113,091 SANTOS LIMITED SPONSORED 80302160 218 6,366 SH DEFINED 1 6,366 SAP AKTIENGESELLSCHA SPONSORED 80305420 9,465 218,596 SH DEFINED 1,2 218,596 SAPIENT CORP COM 80306210 7,872 992,732 SH DEFINED 1,2,5 992,732 SARA LEE CORP COM 80311110 482,306 24,346,611 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 24,346,611 SATYAM COMPUTER SERV ADR 80409810 3,836 147,536 SH DEFINED 1,2,4,5 147,536 SAUER-DANFOSS INC COM 80413710 2,777 156,263 SH DEFINED 1,2 156,263 SAUL CTRS INC COM 80439510 8,016 220,511 SH DEFINED 1,3,5 220,511 SAVIENT PHARMACEUTIC COM 80517Q10 3,153 714,909 SH DEFINED 1,2,5,6 714,909 SAVVIS INC COM 80542310 61 55,400 SH DEFINED 1 55,400 SAXON CAP INC NEW COM 80556T10 10,854 635,855 SH DEFINED 1,2 635,855 SBA COMMUNICATIONS C COM 78388J10 10,036 743,410 SH DEFINED 1,2 743,410 SBC COMMUNICATIONS I COM 78387G10 2,394,158 100,806,643 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 100,806,643 SBS TECHNOLOGIES INC COM 78387P10 251 27,083 SH DEFINED 1,6 27,083 SCANA CORP NEW COM 80589M10 116,415 2,725,700 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,725,700 SCANSOFT INC COM 80603P10 3,873 1,027,292 SH DEFINED 1,5 1,027,292 SCANSOURCE INC COM 80603710 8,728 203,253 SH DEFINED 1,6 203,253 SCBT FINANCIAL CORP COM 78401V10 2,896 91,498 SH DEFINED 1,5 91,498 SCHAWK INC CL A 80637310 2,855 114,191 SH DEFINED 1 114,191 SCHEIN HENRY INC COM 80640710 49,183 1,184,560 SH DEFINED 1,2,5,12, 13 1,184,560 SCHERING A G SPONSORED 80658520 580 9,406 SH DEFINED 1 9,406 SCHERING PLOUGH CORP COM 80660510 650,935 34,151,903 SH DEFINED 1,2,5,6, 10,12,13 34,151,903 SCHLUMBERGER LTD COM 80685710 1,067,317 14,054,742 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 14,054,742 SCHNITZER STL INDS CL A 80688210 5,713 241,064 SH DEFINED 1,2,5 241,064 SCHOLASTIC CORP COM 80706610 37,862 982,142 SH DEFINED 1,2,5,13 982,142 SCHOOL SPECIALTY INC COM 80786310 13,508 290,497 SH DEFINED 1,2,5,6 290,497 SCHULMAN A INC COM 80819410 8,364 467,544 SH DEFINED 1,2 467,544 SCHWAB CHARLES CORP COM 80851310 381,308 33,803,878 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 33,803,878 SCHWEITZER-MAUDUIT I COM 80854110 4,987 160,211 SH DEFINED 1 160,211 SCICLONE PHARMACEUTI COM 80862K10 171 38,184 SH DEFINED 1 38,184 SCIENTIFIC ATLANTA I COM 80865510 138,512 4,163,273 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,163,273 SCIENTIFIC GAMES COR CL A 80874P10 12,320 457,498 SH DEFINED 1,2,5 457,498 SCM MICROSYSTEMS INC COM 78401810 35 12,665 SH DEFINED 1 12,665 SCOTTISH PWR PLC SPON ADR F 81013T70 238,799 6,707,846 SH DEFINED 1 6,707,846 SCOTTISH RE GROUP LT ORD G7885T10 245 10,123 SH DEFINED 1,5 10,123 SCOTTS MIRACLE GRO C CL A 81018610 32,006 449,466 SH DEFINED 1,2,5,13 449,466 SCP POOL CORP COM 78402810 21,681 617,857 SH DEFINED 1,2,5,6 617,857 SCPIE HLDGS INC COM 78402P10 157 13,751 SH DEFINED 1,5 13,751 SCRIPPS E W CO OHIO CL A 81105420 33,718 690,943 SH DEFINED 1,2,5,12 690,943 SCS TRANSN INC COM 81111T10 3,376 189,636 SH DEFINED 1,5 189,636 SEA CONTAINERS LTD CL A 81137170 301 18,840 SH DEFINED 1,5 18,840 SEABOARD CORP COM 81154310 12,453 7,484 SH DEFINED 1 7,484 SEABRIGHT INSURANCE COM 81165610 706 61,729 SH DEFINED 1 61,729 SEABULK INTL INC COM 81169P10 2,202 103,621 SH DEFINED 1,2 103,621 SEACHANGE INTL INC COM 81169910 4,078 580,874 SH DEFINED 1,2,5 580,874 SEACOAST BKG CORP FL COM 81170730 2,759 140,147 SH DEFINED 1 140,147 SEACOR HOLDINGS INC COM 81190410 15,460 240,429 SH DEFINED 1,2,5 240,429 SEAGATE TECHNOLOGY SHS G7945J10 21,874 1,246,387 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,246,387 SEALED AIR CORP NEW COM 81211K10 156,516 3,143,520 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,143,520 SEARS HLDGS CORP COM 81235010 922,487 6,155,246 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,155,246 SEATTLE GENETICS INC COM 81257810 3,744 698,544 SH DEFINED 1,2 698,544 SECURE COMPUTING COR COM 81370510 4,741 435,783 SH DEFINED 1,2,5 435,783 SECURITY BANK CORP COM 81404710 2,459 107,392 SH DEFINED 1 107,392 SEEBEYOND TECHNOLOGI COM 81570410 2,598 621,541 SH DEFINED 1,5 621,541 SEI INVESTMENTS CO COM 78411710 33,456 895,743 SH DEFINED 1,2,5,12, 13 895,743 SELECT COMFORT CORP COM 81616X10 12,139 566,430 SH DEFINED 1,5,6 566,430 SELECT SECTOR SPDR T SBI HEALTH 81369Y20 1,157 37,294 SH DEFINED 5 37,294 SELECT SECTOR SPDR T SBI CONS S 81369Y30 282 12,411 SH DEFINED 5 12,411 SELECT SECTOR SPDR T SBI INT-EN 81369Y50 511 11,505 SH DEFINED 5 11,505 SELECT SECTOR SPDR T SBI INT-IN 81369Y70 269 9,150 SH DEFINED 5 9,150 SELECT SECTOR SPDR T SBI INT-UT 81369Y88 475 15,060 SH DEFINED 5 15,060 SELECTICA INC COM 81628810 82 26,548 SH DEFINED 1 26,548 SELECTIVE INS GROUP COM 81630010 26,490 534,619 SH DEFINED 1,2,5 534,619 SEMCO ENERGY INC COM 78412D10 1,580 263,819 SH DEFINED 1,5 263,819 SEMITOOL INC COM 81690910 2,213 231,981 SH DEFINED 1,5 231,981 SEMPRA ENERGY COM 81685110 353,454 8,556,127 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 8,556,127 SEMTECH CORP COM 81685010 20,306 1,219,587 SH DEFINED 1,2,5,13 1,219,587 SENIOR HSG PPTYS TR SH BEN INT 81721M10 13,014 688,195 SH DEFINED 1 688,195 SENOMYX INC COM 81724Q10 3,632 219,993 SH DEFINED 1 219,993 SENSIENT TECHNOLOGIE COM 81725T10 17,084 828,934 SH DEFINED 1,2,5,13 828,934 SEPRACOR INC COM 81731510 75,693 1,261,342 SH DEFINED 1,2,5,12, 13 1,261,342 SEQUA CORPORATION CL A 81732010 7,277 109,970 SH DEFINED 1,2,13 109,970 SERENA SOFTWARE INC COM 81749210 6,690 346,623 SH DEFINED 1,2,5,6 346,623 SEROLOGICALS CORP COM 81752310 11,354 534,299 SH DEFINED 1,2 534,299 SERVICE CORP INTL COM 81756510 19,445 2,424,585 SH DEFINED 1,2,5 2,424,585 SERVICEMASTER CO COM 81760N10 51,692 3,857,603 SH DEFINED 1,2,5,7,8, 10,12,13, 14 3,857,603 SFBC INTL INC COM 78412110 7,153 185,164 SH DEFINED 1,6 185,164 SHARPER IMAGE CORP COM 82001310 1,713 134,557 SH DEFINED 1 134,557 SHAW COMMUNICATIONS CL B CONV 82028K20 726 34,977 SH DEFINED 1,5,7 34,977 SHAW GROUP INC COM 82028010 21,885 1,017,448 SH DEFINED 1,2,5,6 1,017,448 SHELL TRANS & TRADIN ADR NY SHS 82270360 4,265 73,467 SH DEFINED 1 73,467 SHENANDOAH TELECOMMU COM 82312B10 4,421 111,209 SH DEFINED 1,2 111,209 SHERWIN WILLIAMS CO COM 82434810 303,445 6,443,942 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,443,942 SHILOH INDS INC COM 82454310 125 10,178 SH DEFINED 1 10,178 SHIP FINANCE INTERNA SHS G8107510 812 42,955 SH DEFINED 1,2,5,7,8, 10,14 42,955 SHOE CARNIVAL INC COM 82488910 2,277 104,655 SH DEFINED 1,2,5 104,655 SHOPKO STORES INC COM 82491110 32,504 1,337,063 SH DEFINED 1,2,6 1,337,063 SHUFFLE MASTER INC COM 82554910 17,470 623,259 SH DEFINED 1,2,6 623,259 SHURGARD STORAGE CTR COM 82567D10 34,753 756,154 SH DEFINED 1,2,3,5 756,154 SI INTL INC COM 78427V10 2,132 71,173 SH DEFINED 1 71,173 SIEBEL SYS INC COM 82617010 117,033 13,149,825 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 13,149,825 SIEMENS A G SPONSORED 82619750 15,662 215,580 SH DEFINED 1,2 215,580 SIERRA BANCORP COM 82620P10 1,138 50,162 SH DEFINED 1 50,162 SIERRA HEALTH SVCS I COM 82632210 30,431 425,841 SH DEFINED 1,2,5,6 425,841 SIERRA PAC RES NEW COM 82642810 26,008 2,089,009 SH DEFINED 1,2,5,13 2,089,009 SIGMA ALDRICH CORP COM 82655210 126,480 2,256,964 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 2,256,964 SIGMATEL INC COM 82661W10 10,523 613,233 SH DEFINED 1,2 613,233 SIGNATURE BK NEW YOR COM 82669G10 2,447 100,275 SH DEFINED 1 100,275 SILGAN HOLDINGS INC COM 82704810 15,665 278,533 SH DEFINED 1,2 278,533 SILICON GRAPHICS INC COM 82705610 258 363,808 SH DEFINED 1,2 363,808 SILICON IMAGE INC COM 82705T10 9,622 937,822 SH DEFINED 1,2,5 937,822 SILICON LABORATORIES COM 82691910 17,842 680,730 SH DEFINED 1,2,5,13 680,730 SILICON STORAGE TECH COM 82705710 4,134 1,028,448 SH DEFINED 1,2,5 1,028,448 SILICONWARE PRECISIO SPONSD ADR 82708486 85 17,352 SH DEFINED 1 17,352 SIMMONS 1ST NATL COR CL A $1 PA 82873020 5,284 194,918 SH DEFINED 1,2 194,918 SIMON PPTY GROUP INC COM 82880610 553,472 7,635,149 SH DEFINED 1,2,3,5,6, 7,8,10,12, 13,14 7,635,149 SIMON PPTY GROUP INC PFD CONV I 82880680 508 8,189 SH DEFINED 1,5 8,189 SIMPSON MANUFACTURIN COM 82907310 17,463 571,604 SH DEFINED 1,2,5,6 571,604 SINCLAIR BROADCAST G CL A 82922610 7,786 857,514 SH DEFINED 1,2 857,514 SINOPEC SHANGHAI PET SPON ADR H 82935M10 217 6,291 SH DEFINED 1 6,291 SIPEX CORP COM 82990910 31 17,814 SH DEFINED 1 17,814 SIRF TECHNOLOGY HLDG COM 82967H10 6,275 354,948 SH DEFINED 1 354,948 SIRIUS SATELLITE RAD COM 82966U10 87,255 13,465,254 SH DEFINED 1,2,5,7,8, 10,12,13, 14 13,465,254 SIRVA INC COM 82967Y10 2,528 297,020 SH DEFINED 1 297,020 SITEL CORP COM 82980K10 95 45,206 SH DEFINED 1 45,206 SIX FLAGS INC COM 83001P10 5,747 1,235,989 SH DEFINED 1,2,5 1,235,989 SIZELER PPTY INVS IN COM 83013710 2,046 154,965 SH DEFINED 1,5 154,965 SJW CORP COM 78430510 4,006 85,225 SH DEFINED 1,2 85,225 SK TELECOM LTD SPONSORED 78440P10 2,715 133,091 SH DEFINED 1,4 133,091 SKECHERS U S A INC CL A 83056610 4,902 343,732 SH DEFINED 1,2 343,732 SKY FINL GROUP INC COM 83080P10 20,587 730,552 SH DEFINED 1,2,5 730,552 SKYLINE CORP COM 83083010 3,922 98,227 SH DEFINED 1,6 98,227 SKYWEST INC COM 83087910 15,662 861,506 SH DEFINED 1,2,5,6 861,506 SKYWORKS SOLUTIONS I COM 83088M10 15,762 2,138,721 SH DEFINED 1,2,5,6 2,138,721 SL GREEN RLTY CORP COM 78440X10 51,060 791,633 SH DEFINED 1,2,3,5 791,633 SLM CORP COM 78442P10 566,989 11,161,196 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 11,161,196 SM&A COM 78465D10 207 23,131 SH DEFINED 1 23,131 SMART & FINAL INC COM 83168310 1,701 138,835 SH DEFINED 1 138,835 SMITH & NEPHEW PLC SPDN ADR N 83175M20 261 5,287 SH DEFINED 1 5,287 SMITH A O COM 83186520 6,501 243,408 SH DEFINED 1,2,6 243,408 SMITH INTL INC COM 83211010 114,747 1,801,364 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,801,364 SMITHFIELD FOODS INC COM 83224810 33,845 1,241,117 SH DEFINED 1,2,5,12, 13 1,241,117 SMUCKER J M CO COM NEW 83269640 31,210 664,894 SH DEFINED 1,2,5,6, 12,13 664,894 SMURFIT-STONE CONTAI COM 83272710 27,192 2,673,779 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,673,779 SNAP ON INC COM 83303410 54,592 1,591,608 SH DEFINED 1,2,5,6, 10,13 1,591,608 SOCIEDAD QUIMICA MIN SPON ADR S 83363510 558 5,578 SH DEFINED 1,2,7 5,578 SOCKET COMMUNICATION COM 83367210 17 15,400 SH DEFINED 1 15,400 SOHU COM INC COM 83408W10 7,123 324,652 SH DEFINED 1,2 324,652 SOLECTRON CORP COM 83418210 99,473 26,246,130 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 26,246,130 SOMANETICS CORP COM NEW 83444540 2,066 91,966 SH DEFINED 1 91,966 SONIC AUTOMOTIVE INC CL A 83545G10 8,873 417,361 SH DEFINED 1,5,6 417,361 SONIC CORP COM 83545110 22,295 730,253 SH DEFINED 1,2,5,6 730,253 SONIC INNOVATIONS IN COM 83545M10 89 18,480 SH DEFINED 1 18,480 SONIC SOLUTIONS COM 83546010 4,852 260,853 SH DEFINED 1,6 260,853 SONICWALL INC COM 83547010 4,441 823,979 SH DEFINED 1,2,5 823,979 SONOCO PRODS CO COM 83549510 105,985 3,999,421 SH DEFINED 1,2,5,6,13 3,999,421 SONOSITE INC COM 83568G10 5,562 179,193 SH DEFINED 1 179,193 SONUS NETWORKS INC COM 83591610 13,225 2,772,453 SH DEFINED 1,5 2,772,453 SONY CORP ADR NEW 83569930 16,235 471,390 SH DEFINED 1,2 471,390 SOTHEBYS HLDGS INC CL A 83589810 16,861 1,230,699 SH DEFINED 1,2,13 1,230,699 SOUND FED BANCORP IN COM 83607V10 1,589 98,347 SH DEFINED 1,2,5 98,347 SOURCE INTERLINK COS COM NEW 83615120 3,962 320,258 SH DEFINED 1 320,258 SOURCECORP COM 83616710 5,006 252,596 SH DEFINED 1,2,5,6 252,596 SOUTH FINL GROUP INC COM 83784110 15,391 541,557 SH DEFINED 1,2,5 541,557 SOUTH JERSEY INDS IN COM 83851810 13,446 219,999 SH DEFINED 1,2 219,999 SOUTHERN CO COM 84258710 849,052 24,489,536 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 24,489,536 SOUTHERN PERU COPPER COM 84361110 11,219 261,883 SH DEFINED 1,2,7 261,883 SOUTHERN UN CO NEW COM 84403010 19,705 802,638 SH DEFINED 1,2,5 802,638 SOUTHSIDE BANCSHARES COM 84470P10 2,063 100,633 SH DEFINED 1 100,633 SOUTHWEST AIRLS CO COM 84474110 242,314 17,395,084 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 17,395,084 SOUTHWEST BANCORP IN COM 84476710 4,664 227,721 SH DEFINED 1,2 227,721 SOUTHWEST GAS CORP COM 84489510 12,327 483,229 SH DEFINED 1,2,5 483,229 SOUTHWEST WTR CO COM 84533110 2,105 177,933 SH DEFINED 1 177,933 SOUTHWESTERN ENERGY COM 84546710 37,205 791,924 SH DEFINED 1,2,12 791,924 SOVEREIGN BANCORP IN COM 84590510 226,184 10,124,636 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 10,124,636 SOVRAN SELF STORAGE COM 84610H10 15,006 330,082 SH DEFINED 1,3,5 330,082 SPANISH BROADCASTING CL A 84642588 4,144 414,820 SH DEFINED 1 414,820 SPARTAN MTRS INC COM 84681910 114 10,600 SH DEFINED 1,2 10,600 SPARTAN STORES INC COM 84682210 4,716 321,450 SH DEFINED 1,2 321,450 SPARTECH CORP COM NEW 84722020 7,327 411,652 SH DEFINED 1,2 411,652 SPATIALIGHT INC COM 84724810 1,353 238,543 SH DEFINED 1 238,543 SPDR TR UNIT SER 1 78462F10 78,105 655,350 SH DEFINED 1,5,6,13 655,350 SPECIALTY LABORATORI COM 84749R10 1,090 129,615 SH DEFINED 1 129,615 SPECTRALINK CORP COM 84758010 2,323 220,796 SH DEFINED 1,2 220,796 SPECTRANETICS CORP COM 84760C10 204 30,300 SH DEFINED 1 30,300 SPECTRASITE INC COM 84761M10 25,492 342,503 SH DEFINED 1,2,5 342,503 SPECTRUM BRANDS INC COM 84762L10 23,887 723,862 SH DEFINED 1,2,6 723,862 SPECTRUM CTL INC COM 84761510 97 14,400 SH DEFINED 1 14,400 SPEEDWAY MOTORSPORTS COM 84778810 6,646 181,780 SH DEFINED 1 181,780 SPHERION CORP COM 84842010 5,858 887,517 SH DEFINED 1,2,5,6 887,517 SPHERIX INC COM 84842R10 26 15,499 SH DEFINED 1 15,499 SPINNAKER EXPL CO COM 84855W10 10,465 294,880 SH DEFINED 1,2,5 294,880 SPIRIT FIN CORP COM 84856830 8,405 715,316 SH DEFINED 1 715,316 SPORTS AUTH INC NEW COM 84917U10 9,091 285,867 SH DEFINED 1 285,867 SPORTS CLUB INC COM 84917P10 16 10,688 SH DEFINED 1 10,688 SPRINT CORP COM FON 85206110 1,014,150 40,420,477 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 40,420,477 SPSS INC COM 78462K10 4,742 246,825 SH DEFINED 1,2,5,6 246,825 SPX CORP COM 78463510 57,570 1,252,061 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 1,252,061 SRA INTL INC CL A 78464R10 7,608 219,120 SH DEFINED 1,2 219,120 SRS LABS INC COM 78464M10 74 12,100 SH DEFINED 1 12,100 SS&C TECHNOLOGIES IN COM 85227Q10 11,497 362,901 SH DEFINED 1,2,6 362,901 SSA GLOBAL TECHNOLOG COM 78465P10 1,099 91,554 SH DEFINED 1 91,554 ST JOE CO COM 79014810 70,971 870,387 SH DEFINED 1,2,3,5,7, 8,10,12, 13,14 870,387 ST JUDE MED INC COM 79084910 482,250 11,058,234 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 11,058,234 ST MARY LD & EXPL CO COM 79222810 23,830 822,301 SH DEFINED 1,2,5 822,301 ST PAUL TRAVELERS IN COM 79286010 873,739 22,103,190 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 22,103,190 STAAR SURGICAL CO COM PAR $0 85231230 110 22,189 SH DEFINED 1 22,189 STAGE STORES INC COM NEW 85254C30 14,489 332,308 SH DEFINED 1,2,5,6 332,308 STAKTEK HLDGS INC COM 85256P10 31 10,200 SH DEFINED 1 10,200 STAMPS COM INC COM NEW 85285720 4,050 215,978 SH DEFINED 1 215,978 STANCORP FINL GROUP COM 85289110 31,368 409,606 SH DEFINED 1,2,5,13 409,606 STANDARD MICROSYSTEM COM 85362610 5,774 246,969 SH DEFINED 1,2,6 246,969 STANDARD MTR PRODS I COM 85366610 2,590 196,205 SH DEFINED 1,2,6 196,205 STANDARD PAC CORP NE COM 85375C10 35,045 398,463 SH DEFINED 1,2,5,6,10 398,463 STANDARD REGISTER CO COM 85388710 3,752 237,312 SH DEFINED 1,2,6 237,312 STANDEX INTL CORP COM 85423110 4,617 162,504 SH DEFINED 1,2,5,6 162,504 STANLEY FURNITURE IN COM NEW 85430520 4,052 164,994 SH DEFINED 1,2,5 164,994 STANLEY WKS COM 85461610 166,137 3,648,152 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,648,152 STAPLES INC COM 85503010 488,457 22,943,016 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 22,943,016 STAR SCIENTIFIC INC COM 85517P10 1,161 259,721 SH DEFINED 1 259,721 STARBUCKS CORP COM 85524410 542,265 10,496,798 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 10,496,798 STARTEK INC COM 85569C10 2,520 153,493 SH DEFINED 1,6 153,493 STARWOOD HOTELS&RESO PAIRED CTF 85590A20 430,277 7,346,372 SH DEFINED 1,2,3,5,6, 7,8,10,12, 13,14 7,346,372 STATE AUTO FINL CORP COM 85570710 5,359 172,649 SH DEFINED 1,2 172,649 STATE BANCORP INC N. COM 85571610 2,280 100,794 SH DEFINED 1 100,794 STATE FINL SVCS CORP CL A 85685510 3,407 84,628 SH DEFINED 1,2 84,628 STATE STR CORP COM 85747710 730,906 15,148,302 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 15,148,302 STATION CASINOS INC COM 85768910 38,450 579,073 SH DEFINED 1,2,5,12 579,073 STATS CHIPPAC LTD SPONSORED 85771T10 91 12,789 SH DEFINED 1 12,789 STEAK N SHAKE CO COM 85787310 7,417 398,309 SH DEFINED 1,2,6 398,309 STEEL DYNAMICS INC COM 85811910 18,302 697,207 SH DEFINED 1,2,13 697,207 STEEL TECHNOLOGIES I COM 85814710 4,379 259,104 SH DEFINED 1 259,104 STEELCASE INC CL A 85815520 6,082 439,157 SH DEFINED 1,2,5 439,157 STEIN MART INC COM 85837510 11,177 508,288 SH DEFINED 1,2,5,6 508,288 STEINWAY MUSICAL INS COM 85849510 3,023 102,972 SH DEFINED 1,2 102,972 STELLENT INC COM 85856W10 1,722 229,542 SH DEFINED 1,5 229,542 STEMCELLS INC COM 85857R10 2,367 562,215 SH DEFINED 1 562,215 STEPAN CO COM 85858610 1,425 64,500 SH DEFINED 1,5 64,500 STEREOTAXIS INC COM 85916J10 348 43,479 SH DEFINED 1 43,479 STERICYCLE INC COM 85891210 26,333 523,309 SH DEFINED 1,2,5,12, 13 523,309 STERIS CORP COM 85915210 45,620 1,770,279 SH DEFINED 1,2,5,13 1,770,279 STERLING BANCORP COM 85915810 4,232 198,202 SH DEFINED 1 198,202 STERLING BANCSHARES COM 85890710 8,566 550,508 SH DEFINED 1,2 550,508 STERLING FINL CORP COM 85931710 8,173 383,506 SH DEFINED 1,2 383,506 STERLING FINL CORP W COM 85931910 10,525 281,422 SH DEFINED 1 281,422 STEWART & STEVENSON COM 86034210 8,831 389,735 SH DEFINED 1,2,6 389,735 STEWART ENTERPRISES CL A 86037010 14,423 2,218,905 SH DEFINED 1,2,5 2,218,905 STEWART INFORMATION COM 86037210 11,689 278,306 SH DEFINED 1,2 278,306 STEWART W P & CO LTD COM G8492210 346 14,334 SH DEFINED 1,2,5 14,334 STIFEL FINL CORP COM 86063010 1,555 64,366 SH DEFINED 1 64,366 STILLWATER MNG CO COM 86074Q10 3,906 526,358 SH DEFINED 1,2,5 526,358 STMICROELECTRONICS N NY REGISTR 86101210 2,547 159,817 SH DEFINED 1 159,817 STONE ENERGY CORP COM 86164210 14,733 301,279 SH DEFINED 1,5,7 301,279 STONERIDGE INC COM 86183P10 271 40,991 SH DEFINED 1 40,991 STORA ENSO CORP SPON ADR R 86210M10 440 34,650 SH DEFINED 1 34,650 STORAGE TECHNOLOGY C COM PAR $0 86211120 66,362 1,828,647 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,828,647 STRATAGENE CORP COM 86269H10 211 24,332 SH DEFINED 1 24,332 STRATASYS INC COM 86268510 3,411 104,371 SH DEFINED 1,5 104,371 STRATEGIC HOTEL CAP COM 86272T10 12,483 693,503 SH DEFINED 1,2,3 693,503 STRATEX NETWORKS INC COM 86279T10 221 128,569 SH DEFINED 1,2 128,569 STRATTEC SEC CORP COM 86311110 2,483 45,595 SH DEFINED 1,5 45,595 STRAYER ED INC COM 86323610 15,107 175,135 SH DEFINED 1,2 175,135 STRIDE RITE CORP COM 86331410 8,663 628,222 SH DEFINED 1,2,5,6 628,222 STRYKER CORP COM 86366710 438,441 9,218,688 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 9,218,688 STUDENT LN CORP COM 86390210 8,045 36,603 SH DEFINED 1,2,5,12 36,603 STURM RUGER & CO INC COM 86415910 2,861 341,817 SH DEFINED 1,6 341,817 SUBURBAN PROPANE PAR UNIT LTD P 86448210 208 5,811 SH DEFINED 1,5 5,811 SUFFOLK BANCORP COM 86473910 4,994 154,659 SH DEFINED 1,2 154,659 SUMMIT BANCSHARES IN COM 86601110 1,467 84,816 SH DEFINED 1 84,816 SUMMIT FINANCIAL GRO COM 86606G10 1,671 51,116 SH DEFINED 1 51,116 SUMTOTAL SYS INC COM 86661510 58 12,578 SH DEFINED 1 12,578 SUN BANCORP INC COM 86663B10 2,587 125,134 SH DEFINED 1 125,134 SUN COMMUNITIES INC COM 86667410 12,714 341,876 SH DEFINED 1,2,3,5 341,876 SUN HYDRAULICS CORP COM 86694210 1,470 40,408 SH DEFINED 1 40,408 SUN LIFE FINL INC COM 86679610 5,054 149,967 SH DEFINED 1,5 149,967 SUN MICROSYSTEMS INC COM 86681010 343,090 91,981,362 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 91,981,362 SUNAIR ELECTRS INC COM 86701710 129 11,100 SH DEFINED 1 11,100 SUNCOM WIRELESS HLDG CL A 86722Q10 25 11,484 SH DEFINED 1,5 11,484 SUNCOR ENERGY INC COM 86722910 3,802 80,344 SH DEFINED 1 80,344 SUNGARD DATA SYS INC COM 86736310 283,073 8,048,717 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 8,048,717 SUNLINK HEALTH SYSTE COM 86737U10 106 13,400 SH DEFINED 1 13,400 SUNOCO INC COM 86764P10 637,826 5,610,715 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,610,715 SUNOCO LOGISTICS PRT COM UNITS 86764L10 269 7,100 SH DEFINED 1 7,100 SUNRISE SENIOR LIVIN COM 86768K10 12,209 226,169 SH DEFINED 1,2,6 226,169 SUNSTONE HOTEL INVS COM 86789210 6,441 265,516 SH DEFINED 1 265,516 SUNTERRA CORP COM NEW 86787D20 3,424 211,207 SH DEFINED 1,2 211,207 SUNTRON CORP COM 86789P10 20 18,415 SH DEFINED 1 18,415 SUNTRUST BKS INC COM 86791410 749,589 10,376,376 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 10,376,376 SUPERGEN INC COM 86805910 2,667 539,955 SH DEFINED 1,5 539,955 SUPERIOR ENERGY SVCS COM 86815710 16,196 909,882 SH DEFINED 1,2 909,882 SUPERIOR ESSEX INC COM 86815V10 3,016 170,285 SH DEFINED 1 170,285 SUPERIOR INDS INTL I COM 86816810 14,431 608,900 SH DEFINED 1,2,5,6 608,900 SUPERTEX INC COM 86853210 3,504 198,390 SH DEFINED 1,2,6 198,390 SUPERVALU INC COM 86853610 149,294 4,578,154 SH DEFINED 1,2,5,6, 10,12,13, 14 4,578,154 SUPPORTSOFT INC COM 86858710 2,204 424,609 SH DEFINED 1,5 424,609 SUPREME INDS INC CL A 86860710 142 19,360 SH DEFINED 1 19,360 SUREWEST COMMUNICATI COM 86873310 4,919 191,791 SH DEFINED 1,2,5 191,791 SURMODICS INC COM 86887310 11,111 256,193 SH DEFINED 1,6 256,193 SUSQUEHANNA BANCSHAR COM 86909910 14,418 586,346 SH DEFINED 1,2,5 586,346 SVB FINL GROUP COM 78486Q10 37,250 777,658 SH DEFINED 1,2,5,13 777,658 SWIFT ENERGY CO COM 87073810 11,993 334,823 SH DEFINED 1,5 334,823 SWIFT TRANSN CO COM 87075610 13,225 567,830 SH DEFINED 1,2,5,13 567,830 SWS GROUP INC COM 78503N10 5,379 313,098 SH DEFINED 1,2 313,098 SYBASE INC COM 87113010 35,219 1,919,301 SH DEFINED 1,2,5,13 1,919,301 SYBRON DENTAL SPECIA COM 87114210 31,722 843,228 SH DEFINED 1,2,5,6 843,228 SYCAMORE NETWORKS IN COM 87120610 7,405 2,146,501 SH DEFINED 1,2,5 2,146,501 SYKES ENTERPRISES IN COM 87123710 3,496 367,995 SH DEFINED 1,2 367,995 SYMANTEC CORP COM 87150310 386,681 17,786,633 SH DEFINED 1,2,5,6, 10,12,13, 14 17,786,633 SYMBION INC DEL COM 87150710 3,935 164,983 SH DEFINED 1,2 164,983 SYMBOL TECHNOLOGIES COM 87150810 61,565 6,237,621 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,237,621 SYMMETRICOM INC COM 87154310 5,889 568,988 SH DEFINED 1,5,6 568,988 SYMMETRY MED INC COM 87154620 1,564 66,425 SH DEFINED 1,2 66,425 SYMS CORP COM 87155110 898 61,119 SH DEFINED 1 61,119 SYMYX TECHNOLOGIES COM 87155S10 10,497 375,149 SH DEFINED 1,5 375,149 SYNAPTICS INC COM 87157D10 7,493 350,792 SH DEFINED 1,2,5,6 350,792 SYNGENTA AG SPONSORED 87160A10 319 15,623 SH DEFINED 1 15,623 SYNIVERSE HLDGS INC COM 87163F10 1,998 142,718 SH DEFINED 1 142,718 SYNNEX CORP COM 87162W10 1,414 80,760 SH DEFINED 1 80,760 SYNOPSYS INC COM 87160710 56,098 3,365,233 SH DEFINED 1,2,5,7,8, 10,12,13, 14 3,365,233 SYNOVIS LIFE TECHNOL COM 87162G10 136 17,000 SH DEFINED 1,2 17,000 SYNOVUS FINL CORP COM 87161C10 225,866 7,878,145 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 7,878,145 SYNPLICITY INC COM 87160Y10 88 16,299 SH DEFINED 1 16,299 SYNTEL INC COM 87162H10 1,135 70,803 SH DEFINED 1,2 70,803 SYNTROLEUM CORP COM 87163010 3,315 323,145 SH DEFINED 1 323,145 SYPRIS SOLUTIONS INC COM 87165510 895 72,377 SH DEFINED 1 72,377 SYSCO CORP COM 87182910 612,367 16,920,896 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 16,920,896 SYSTEMAX INC COM 87185110 753 112,065 SH DEFINED 1,2 112,065 T-3 ENERGY SRVCS INC COM 87306E10 129 13,200 SH DEFINED 1 13,200 TAIWAN GREATER CHINA SH BEN INT 87403710 153 30,000 SH DEFINED 7 30,000 TAIWAN SEMICONDUCTOR SPONSORED 87403910 77,003 8,443,320 SH DEFINED 1,2,4,5,7, 8 8,443,320 TAKE-TWO INTERACTIVE COM 87405410 17,687 694,990 SH DEFINED 1,2,5,6 694,990 TALBOTS INC COM 87416110 9,638 296,840 SH DEFINED 1,2,5 296,840 TALISMAN ENERGY INC COM 87425E10 1,513 40,278 SH DEFINED 1 40,278 TALK AMERICA HLDGS I COM NEW 87426R20 5,545 553,955 SH DEFINED 1,2 553,955 TALX CORP COM 87491810 10,619 367,296 SH DEFINED 1,2,5,6 367,296 TANGER FACTORY OUTLE COM 87546510 15,931 591,581 SH DEFINED 1,2,3,5 591,581 TANOX INC COM 87588Q10 3,460 295,185 SH DEFINED 1,2 295,185 TARGET CORP COM 87612E10 4,199,767 77,187,413 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 77,187,413 TARGETED GENETICS CO COM 87612M10 28 34,214 SH DEFINED 1 34,214 TARRAGON CORP COM 87628710 3,373 133,575 SH DEFINED 1,5 133,575 TASER INTL INC COM 87651B10 6,676 664,894 SH DEFINED 1,2 664,894 TATA MTRS LTD SPONSORED 87656850 507 52,327 SH DEFINED 1 52,327 TAUBMAN CTRS INC COM 87666410 39,113 1,147,343 SH DEFINED 1,2,3,5 1,147,343 TAYLOR CAP GROUP INC COM 87685110 3,713 94,595 SH DEFINED 1,2 94,595 TBC CORP NEW COM 87218310 8,112 298,996 SH DEFINED 1,6 298,996 TC PIPELINES LP UT COM LTD 87233Q10 393 11,860 SH DEFINED 1,5 11,860 TCF FINL CORP COM 87227510 53,972 2,085,483 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,085,483 TD BANKNORTH INC COM 87235A10 26,000 872,475 SH DEFINED 1,2,5,7,8, 10,12,13, 14 872,475 TDK CORP AMERN DEP 87235140 347 5,001 SH DEFINED 1 5,001 TEAM INC COM 87815510 217 10,100 SH DEFINED 1 10,100 TECH DATA CORP COM 87823710 24,452 668,087 SH DEFINED 1,2,5,13 668,087 TECH OPS SEVCON INC COM 87829310 73 12,400 SH DEFINED 1 12,400 TECHNE CORP COM 87837710 25,843 562,897 SH DEFINED 1,2,5,13 562,897 TECHNICAL OLYMPIC US COM 87848310 3,476 143,169 SH DEFINED 1 143,169 TECHNITROL INC COM 87855510 9,061 641,280 SH DEFINED 1,2,5,6 641,280 TECHNOLOGY INVT CAP COM 87871730 325 21,949 SH DEFINED 1 21,949 TECHNOLOGY RESH CORP COM NEW 87872730 57 11,800 SH DEFINED 1 11,800 TECO ENERGY INC COM 87237510 107,434 5,681,317 SH DEFINED 1,2,5,6, 10,12,13 5,681,317 TECUMSEH PRODS CO CL A 87889520 8,500 309,782 SH DEFINED 1,2,5,13 309,782 TEEKAY SHIPPING MARS COM Y8564W10 1,806 41,142 SH DEFINED 1,5,12 41,142 TEGAL CORP COM 87900810 11 11,400 SH DEFINED 1 11,400 TEJON RANCH CO DEL COM 87908010 4,788 93,030 SH DEFINED 1 93,030 TEKELEC COM 87910110 11,395 678,266 SH DEFINED 1,2,5 678,266 TEKTRONIX INC COM 87913110 48,096 2,066,857 SH DEFINED 1,2,5,6, 10,12,13 2,066,857 TELE CENTRO OESTE CE SPON ADR P 87923P10 804 79,808 SH DEFINED 1,2 79,808 TELE NORTE LESTE PAR SPON ADR P 87924610 36,486 2,191,364 SH DEFINED 1,2,4,5,7 2,191,364 TELECOM ARGENTINA S SPON ADR R 87927320 31,428 2,632,192 SH DEFINED 1,2,4,5,7 2,632,192 TELECOMMUNICATION SY CL A 87929J10 23 10,000 SH DEFINED 1 10,000 TELEDYNE TECHNOLOGIE COM 87936010 25,201 773,525 SH DEFINED 1,2,5,6 773,525 TELEFLEX INC COM 87936910 25,391 427,671 SH DEFINED 1,2,5,13 427,671 TELEFONICA MOVILES S SPONSORED 87938V10 172 16,176 SH DEFINED 1 16,176 TELEFONICA S A SPONSORED 87938220 21,217 433,887 SH DEFINED 1,2 433,887 TELEFONOS DE MEXICO SPON ADR O 87940378 15,733 832,864 SH DEFINED 1,2 832,864 TELEPHONE & DATA SYS COM 87943310 46,145 1,130,740 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 1,130,740 TELEPHONE & DATA SYS SPL COM 87943386 27,706 722,650 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 722,650 TELESP CELULAR PART SPON ADR P 87952L10 50 11,687 SH DEFINED 1,2 11,687 TELETECH HOLDINGS IN COM 87993910 6,445 790,812 SH DEFINED 1,2 790,812 TELEWEST GLOBAL INC COM 87956T10 36,685 1,610,389 SH DEFINED 1,2,5,12 1,610,389 TELIK INC COM 87959M10 9,202 566,266 SH DEFINED 1,2 566,266 TELKONET INC COM 87960410 1,552 314,784 SH DEFINED 1 314,784 TELLABS INC COM 87966410 105,708 12,150,289 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 12,150,289 TELSTRA CORP LTD SPON ADR F 87969N20 201 10,406 SH DEFINED 1 10,406 TELULAR CORP COM NEW 87970T20 54 17,900 SH DEFINED 1 17,900 TELUS CORP NON-VTG SH 87971M20 317 9,308 SH DEFINED 1,7 9,308 TEMPLE INLAND INC COM 87986810 124,885 3,361,654 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,361,654 TEMPUR PEDIC INTL IN COM 88023U10 15,869 715,466 SH DEFINED 1,2 715,466 TENARIS S A SPONSORED 88031M10 9,980 127,503 SH DEFINED 1,2,7 127,503 TENET HEALTHCARE COR COM 88033G10 152,610 12,468,116 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 12,468,116 TENNANT CO COM 88034510 3,863 109,085 SH DEFINED 1,2 109,085 TENNECO AUTOMOTIVE I COM 88034910 10,066 604,948 SH DEFINED 1,2,5 604,948 TEPPCO PARTNERS L P UT LTD PAR 87238410 2,703 65,222 SH DEFINED 1,5 65,222 TERADYNE INC COM 88077010 64,832 5,416,176 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 5,416,176 TERAYON COMMUNICATIO COM 88077510 2,403 777,819 SH DEFINED 1,5 777,819 TERCICA INC COM 88078L10 943 108,511 SH DEFINED 1,2 108,511 TEREX CORP NEW COM 88077910 29,700 753,814 SH DEFINED 1,2,5 753,814 TERRA INDS INC COM 88091510 11,136 1,635,246 SH DEFINED 1,2 1,635,246 TERREMARK WORLDWIDE COM NEW 88144820 2,132 304,627 SH DEFINED 1,5 304,627 TESORO CORP COM 88160910 47,992 1,031,636 SH DEFINED 1,2,5 1,031,636 TESSERA TECHNOLOGIES COM 88164L10 17,411 521,145 SH DEFINED 1,2 521,145 TETRA TECH INC NEW COM 88162G10 10,308 761,875 SH DEFINED 1,2,5,6 761,875 TETRA TECHNOLOGIES I COM 88162F10 9,301 292,032 SH DEFINED 1,2 292,032 TEVA PHARMACEUTICAL ADR 88162420 31,572 1,013,884 SH DEFINED 1,2,5,7 1,013,884 TEXAS CAPITAL BANCSH COM 88224Q10 4,885 247,482 SH DEFINED 1 247,482 TEXAS INDS INC COM 88249110 27,772 493,904 SH DEFINED 1,2,5 493,904 TEXAS INSTRS INC COM 88250810 1,366,286 48,674,258 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 48,674,258 TEXAS REGL BANCSHARE CL A VTG 88267310 20,041 657,526 SH DEFINED 1,2,5,13 657,526 TEXAS ROADHOUSE INC CL A 88268110 7,741 222,773 SH DEFINED 1,2 222,773 TEXTRON INC COM 88320310 322,216 4,248,070 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,248,070 THERAGENICS CORP COM 88337510 149 46,281 SH DEFINED 1,6 46,281 THERAVANCE INC COM 88338T10 833 49,012 SH DEFINED 1 49,012 THERMA-WAVE INC COM 88343A10 54 22,768 SH DEFINED 1 22,768 THERMO ELECTRON CORP COM 88355610 183,227 6,819,002 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,819,002 THERMOGENESIS CORP COM NEW 88362320 1,927 442,973 SH DEFINED 1,5 442,973 THIRD WAVE TECHNOLOG COM 88428W10 49 12,434 SH DEFINED 1 12,434 THOMAS & BETTS CORP COM 88431510 19,308 683,720 SH DEFINED 1,2,5,6,13 683,720 THOMAS INDS INC COM 88442510 7,540 188,695 SH DEFINED 1,2 188,695 THOMSON SPONSORED 88511810 273 11,380 SH DEFINED 1 11,380 THOMSON CORP COM 88490310 1,094 32,563 SH DEFINED 7 32,563 THOR INDS INC COM 88516010 18,995 604,365 SH DEFINED 1,2,5,13 604,365 THORATEC CORP COM NEW 88517530 9,531 621,289 SH DEFINED 1,2,5 621,289 THORNBURG MTG INC COM 88521810 27,935 958,963 SH DEFINED 1,2,5 958,963 THQ INC COM NEW 87244340 15,678 535,642 SH DEFINED 1,2,5,6 535,642 TIBCO SOFTWARE INC COM 88632Q10 17,039 2,605,387 SH DEFINED 1,2,5 2,605,387 TIDEWATER INC COM 88642310 52,638 1,380,860 SH DEFINED 1,2,5,10, 12,13 1,380,860 TIER TECHNOLOGIES IN CL B 88650Q10 161 19,064 SH DEFINED 1 19,064 TIERONE CORP COM 88650R10 8,619 317,687 SH DEFINED 1,2 317,687 TIFFANY & CO NEW COM 88654710 122,839 3,749,670 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,749,670 TIM PARTICIPACOES S SPONS ADR 88706P10 2,503 158,411 SH DEFINED 1,2,7 158,411 TIMBERLAND CO CL A 88710010 118,310 3,055,519 SH DEFINED 1,2,5,12, 13 3,055,519 TIME WARNER INC COM 88731710 2,309,333 138,200,660 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 138,200,660 TIME WARNER TELECOM CL A 88731910 3,640 614,944 SH DEFINED 1,5 614,944 TIMKEN CO COM 88738910 17,747 768,286 SH DEFINED 1,2,5,6 768,286 TIPPERARY CORP COM PAR $0 88800230 801 128,089 SH DEFINED 1 128,089 TITAN CORP COM 88826610 22,396 984,886 SH DEFINED 1,2,5,13 984,886 TITAN INTL INC ILL COM 88830M10 1,478 105,707 SH DEFINED 1 105,707 TITAN PHARMACEUTICAL COM 88831410 37 20,117 SH DEFINED 1 20,117 TITANIUM METALS CORP COM NEW 88833920 4,512 79,445 SH DEFINED 1 79,445 TIVO INC COM 88870610 4,050 606,339 SH DEFINED 1 606,339 TJX COS INC NEW COM 87254010 342,694 14,073,664 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 14,073,664 TNS INC COM 87296010 2,809 120,198 SH DEFINED 1,2 120,198 TODCO CL A 88889T10 16,444 640,590 SH DEFINED 1,2 640,590 TOLL BROTHERS INC COM 88947810 122,604 1,207,323 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,207,323 TOLLGRADE COMMUNICAT COM 88954210 180 24,009 SH DEFINED 1,6 24,009 TOMPKINSTRUSTCO INC COM 89011010 4,283 98,692 SH DEFINED 1,5 98,692 TOO INC COM 89033310 13,463 576,067 SH DEFINED 1,2,5,6 576,067 TOOTSIE ROLL INDS IN COM 89051610 14,194 485,282 SH DEFINED 1,2,5,6,13 485,282 TOPPS INC COM 89078610 4,482 446,811 SH DEFINED 1,2 446,811 TORCHMARK CORP COM 89102710 164,495 3,151,237 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,151,237 TOREADOR RES CORP COM 89105010 3,651 150,302 SH DEFINED 1 150,302 TORO CO COM 89109210 28,835 746,836 SH DEFINED 1,2,5,6,12 746,836 TORONTO DOMINION BK COM NEW 89116050 2,757 61,792 SH DEFINED 1,7,13 61,792 TOTAL S A SPONSORED 89151E10 27,083 231,772 SH DEFINED 1,2 231,772 TOTAL SYS SVCS INC COM 89190610 13,895 576,573 SH DEFINED 1,2,5,12 576,573 TOWER GROUP INC COM 89177710 2,448 156,627 SH DEFINED 1 156,627 TOWN & CTRY TR SH BEN INT 89208110 10,008 351,040 SH DEFINED 1,2,3 351,040 TOYOTA MOTOR CORP SP ADR REP 89233130 5,364 75,030 SH DEFINED 1,2 75,030 TOYS R US INC COM 89233510 182,297 6,884,310 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,884,310 TRACTOR SUPPLY CO COM 89235610 26,877 547,396 SH DEFINED 1,2,5,6 547,396 TRADESTATION GROUP I COM 89267P10 1,480 172,539 SH DEFINED 1 172,539 TRAFFIX INC COM 89272110 68 13,700 SH DEFINED 1 13,700 TRAMMELL CROW CO COM 89288R10 15,428 636,481 SH DEFINED 1,2 636,481 TRANS WORLD ENTMT CO COM 89336Q10 6,761 571,487 SH DEFINED 1,2 571,487 TRANSACT TECHNOLOGIE COM 89291810 97 11,411 SH DEFINED 1 11,411 TRANSACTION SYS ARCH COM 89341610 19,808 804,238 SH DEFINED 1,2,13 804,238 TRANSALTA CORP COM 89346D10 239 14,371 SH DEFINED 7 14,371 TRANSATLANTIC HLDGS COM 89352110 13,472 241,353 SH DEFINED 1,2,5,12 241,353 TRANSCAT INC COM 89352910 86 19,200 SH DEFINED 1 19,200 TRANSKARYOTIC THERAP COM 89373510 14,038 383,749 SH DEFINED 1,2,5 383,749 TRANSMETA CORP DEL COM 89376R10 134 218,902 SH DEFINED 1,2,5 218,902 TRANSMONTAIGNE INC COM 89393410 7,668 730,275 SH DEFINED 1,2 730,275 TRANSOCEAN INC ORD G9007810 524,439 9,717,232 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 9,717,232 TRANSPRO INC COM 89388510 91 14,521 SH DEFINED 1 14,521 TRANSWITCH CORP COM 89406510 2,033 991,818 SH DEFINED 1,5 991,818 TRAVELZOO INC COM 89421Q10 843 25,668 SH DEFINED 1 25,668 TRC COS INC COM 87262510 2,470 210,379 SH DEFINED 1 210,379 TREDEGAR CORP COM 89465010 6,106 391,416 SH DEFINED 1,2,6 391,416 TREND MICRO INC SPONS ADR 89486M20 668 18,697 SH DEFINED 1 18,697 TREX INC COM 89531P10 3,276 127,481 SH DEFINED 1,2 127,481 TRI CONTL CORP COM 89543610 1,304 73,222 SH DEFINED 1,5,12 73,222 TRI VY CORP COM 89573510 2,758 197,977 SH DEFINED 1 197,977 TRIAD GTY INC COM 89592510 5,355 106,269 SH DEFINED 1 106,269 TRIAD HOSPITALS INC COM 89579K10 61,254 1,121,044 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,121,044 TRIARC COS INC CL B SER 1 89592730 8,880 597,602 SH DEFINED 1,2,6 597,602 TRIBUNE CO NEW COM 89604710 266,367 7,571,557 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 7,571,557 TRICO BANCSHARES COM 89609510 3,115 139,445 SH DEFINED 1 139,445 TRIDENT MICROSYSTEMS COM 89591910 5,897 259,899 SH DEFINED 1 259,899 TRIMBLE NAVIGATION L COM 89623910 20,174 517,681 SH DEFINED 1,2,5,6 517,681 TRIMERIS INC COM 89626310 2,069 207,313 SH DEFINED 1,2,5 207,313 TRINITY INDS INC COM 89652210 21,834 681,659 SH DEFINED 1,2,5,13 681,659 TRIPATH IMAGING INC COM 89694210 2,635 307,823 SH DEFINED 1,5 307,823 TRIPATH TECHNOLOGY I COM 89672P10 10 15,358 SH DEFINED 1 15,358 TRIQUINT SEMICONDUCT COM 89674K10 7,418 2,227,558 SH DEFINED 1,2,5,13 2,227,558 TRIUMPH GROUP INC NE COM 89681810 7,911 227,584 SH DEFINED 1,2,6 227,584 TRIZEC PROPERTIES IN COM 89687P10 33,491 1,628,152 SH DEFINED 1,2,3,5,12 1,628,152 TRIZETTO GROUP INC COM 89688210 9,960 710,900 SH DEFINED 1,2 710,900 TRM CORP COM 87263610 1,757 104,478 SH DEFINED 1 104,478 TRUSTCO BK CORP N Y COM 89834910 13,231 1,013,116 SH DEFINED 1,2,5 1,013,116 TRUSTMARK CORP COM 89840210 17,905 612,126 SH DEFINED 1,2,5 612,126 TRUSTREET PPTYS INC COM 89840410 11,036 664,412 SH DEFINED 1,5 664,412 TRW AUTOMOTIVE HLDGS COM 87264S10 16,862 687,970 SH DEFINED 1,2,5 687,970 TTM TECHNOLOGIES IN COM 87305R10 3,934 516,936 SH DEFINED 1,2 516,936 TUESDAY MORNING CORP COM NEW 89903550 12,917 409,792 SH DEFINED 1,2,5 409,792 TUMBLEWEED COMMUNICA COM 89969010 61 23,479 SH DEFINED 1 23,479 TUPPERWARE CORP COM 89989610 27,587 1,180,447 SH DEFINED 1,2,5,13 1,180,447 TURBOCHEF TECHNOLOGI COM NEW 90000620 2,344 130,790 SH DEFINED 1 130,790 TURKCELL ILETISIM HI SPON ADR N 90011120 873 69,022 SH DEFINED 1 69,022 TUT SYSTEMS COM 90110310 38 12,708 SH DEFINED 1 12,708 TWEETER HOME ENTMT G COM 90116710 75 29,819 SH DEFINED 1,5 29,819 TXU CORP COM 87316810 829,255 9,980,207 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 9,980,207 TYCO INTL LTD NEW COM 90212410 1,443,919 49,449,295 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 49,449,295 TYLER TECHNOLOGIES I COM 90225210 3,434 454,298 SH DEFINED 1,5 454,298 TYSON FOODS INC CL A 90249410 106,977 6,009,950 SH DEFINED 1,2,5,7,8, 10,12,13, 14 6,009,950 U S B HLDG INC COM 90291010 3,316 141,717 SH DEFINED 1 141,717 U S CONCRETE INC COM 90333L10 252 38,960 SH DEFINED 1,5 38,960 U S G CORP COM NEW 90329340 31,656 744,842 SH DEFINED 1,2,5,7 744,842 U S I HLDGS COM 90333H10 8,019 622,566 SH DEFINED 1 622,566 U S PHYSICAL THERAPY COM 90337L10 5,706 297,523 SH DEFINED 1,5 297,523 U S XPRESS ENTERPRIS CL A 90338N10 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215,418 11,758,604 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 11,758,604 UPM KYMMENE CORP SPONSORED 91543610 480 25,036 SH DEFINED 1 25,036 UQM TECHNOLOGIES INC COM 90321310 38 11,776 SH DEFINED 1 11,776 URBAN OUTFITTERS INC COM 91704710 39,575 698,092 SH DEFINED 1,2,5,12, 13 698,092 UROLOGIX INC COM 91727310 70 16,149 SH DEFINED 1 16,149 URS CORP NEW COM 90323610 26,163 700,470 SH DEFINED 1,2,6 700,470 URSTADT BIDDLE PPTYS COM 91728610 175 10,570 SH DEFINED 1 10,570 URSTADT BIDDLE PPTYS CL A 91728620 6,419 370,621 SH DEFINED 1,2 370,621 US BANCORP DEL COM NEW 90297330 1,595,027 54,624,208 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 54,624,208 US UNWIRED INC COM 90338R10 8,851 1,520,766 SH DEFINED 1,2 1,520,766 USA MOBILITY INC COM 90341G10 8,492 289,252 SH DEFINED 1,2 289,252 USA TRUCK INC COM 90292510 976 39,444 SH DEFINED 1 39,444 USANA HEALTH SCIENCE COM 90328M10 6,880 162,652 SH DEFINED 1,2 162,652 USEC INC COM 90333E10 18,153 1,239,930 SH DEFINED 1,2,5 1,239,930 UST INC COM 90291110 166,088 3,637,494 SH DEFINED 1,2,5,6, 10,12,13 3,637,494 UTI WORLDWIDE INC ORD G8721010 1,306 18,765 SH DEFINED 1,5 18,765 UTSTARCOM INC COM 91807610 14,073 1,878,947 SH DEFINED 1,5,13 1,878,947 V F CORP COM 91820410 157,631 2,754,832 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 2,754,832 VA SOFTWARE CORP COM 91819B10 61 35,995 SH DEFINED 1 35,995 VAIL RESORTS INC COM 91879Q10 16,372 582,631 SH DEFINED 1,2 582,631 VALASSIS COMMUNICATI COM 91886610 30,887 833,668 SH DEFINED 1,2,5,13 833,668 VALEANT PHARMACEUTIC COM 91911X10 19,452 1,103,358 SH DEFINED 1,2,5,13 1,103,358 VALENCE TECHNOLOGY I COM 91891410 1,716 612,706 SH DEFINED 1,5 612,706 VALERO ENERGY CORP N COM 91913Y10 784,728 9,919,452 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 9,919,452 VALERO L P COM UT LTD 91913W10 1,042 17,318 SH DEFINED 1,5 17,318 VALHI INC NEW COM 91890510 1,890 107,989 SH DEFINED 1,2 107,989 VALLEY NATL BANCORP COM 91979410 19,209 821,580 SH DEFINED 1,2,5,12 821,580 VALMONT INDS INC COM 92025310 5,637 218,484 SH DEFINED 1,2,6 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6,868 573,261 SH DEFINED 1,2 573,261 WAVE SYSTEMS CORP CL A 94352610 23 29,121 SH DEFINED 1 29,121 WCI CMNTYS INC COM 92923C10 12,965 404,768 SH DEFINED 1 404,768 WD-40 CO COM 92923610 8,870 317,592 SH DEFINED 1,2,6 317,592 WEATHERFORD INTERNAT COM G9508910 70,588 1,217,459 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,217,459 WEBEX COMMUNICATIONS COM 94767L10 14,669 555,441 SH DEFINED 1,2,5,6 555,441 WEBMD CORP COM 94769M10 26,830 2,612,497 SH DEFINED 1,2,5,12 2,612,497 WEBMETHODS INC COM 94768C10 3,406 608,269 SH DEFINED 1,2 608,269 WEBSENSE INC COM 94768410 28,602 595,261 SH DEFINED 1,2,5,6 595,261 WEBSIDESTORY INC COM 94768510 660 45,046 SH DEFINED 1 45,046 WEBSTER FINL CORP CO COM 94789010 31,404 672,606 SH DEFINED 1,2,5,13 672,606 WEIGHT WATCHERS INTL COM 94862610 54,724 1,060,346 SH DEFINED 1,2,5,10, 12 1,060,346 WEINGARTEN RLTY INVS SH BEN INT 94874110 61,238 1,561,388 SH DEFINED 1,2,3,5, 12,13 1,561,388 WEIS MKTS INC COM 94884910 6,166 158,948 SH DEFINED 1,2,5 158,948 WELLCARE HEALTH PLAN COM 94946T10 6,690 188,407 SH DEFINED 1 188,407 WELLCHOICE INC COM 94947510 18,746 269,847 SH DEFINED 1,2,5,12 269,847 WELLMAN INC COM 94970210 4,448 436,530 SH DEFINED 1,2 436,530 WELLPOINT INC COM 94973V10 1,365,030 19,601,241 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 19,601,241 WELLS FARGO & CO NEW COM 94974610 3,020,154 49,044,395 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 49,044,395 WELLSFORD REAL PPTYS COM NEW 95024020 180 10,139 SH DEFINED 1,5 10,139 WENDYS INTL INC COM 95059010 140,506 2,948,715 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 2,948,715 WERNER ENTERPRISES I COM 95075510 25,452 1,297,271 SH DEFINED 1,2,5,13 1,297,271 WESBANCO INC COM 95081010 9,017 300,359 SH DEFINED 1,2 300,359 WESCO FINL CORP COM 95081710 12,675 35,207 SH DEFINED 1,2,5,12 35,207 WESCO INTL INC COM 95082P10 12,824 408,665 SH DEFINED 1,2,5 408,665 WEST BANCORPORATION CAP STK 95123P10 3,553 188,984 SH DEFINED 1 188,984 WEST COAST BANCORP O COM 95214510 5,065 207,501 SH DEFINED 1,2 207,501 WEST CORP COM 95235510 14,320 372,918 SH DEFINED 1,2,5 372,918 WEST MARINE INC COM 95423510 2,772 153,497 SH DEFINED 1 153,497 WEST PHARMACEUTICAL COM 95530610 9,712 346,231 SH DEFINED 1 346,231 WESTAMERICA BANCORPO COM 95709010 27,949 529,235 SH DEFINED 1,2,5,13 529,235 WESTAR ENERGY INC COM 95709T10 26,136 1,087,648 SH DEFINED 1,2,5,13 1,087,648 WESTBANK CORP COM 95711610 409 25,271 SH DEFINED 1 25,271 WESTCORP INC COM 95790710 10,778 205,616 SH DEFINED 1,2,5 205,616 WESTELL TECHNOLOGIES CL A 95754110 5,947 994,404 SH DEFINED 1,2,5 994,404 WESTERN DIGITAL CORP COM 95810210 70,309 5,239,157 SH DEFINED 1,2,5,12, 13 5,239,157 WESTERN GAS RES INC COM 95825910 29,152 835,287 SH DEFINED 1,2,5,12, 13 835,287 WESTERN SIERRA BANCO COM 95952210 2,280 67,354 SH DEFINED 1 67,354 WESTERN WIRELESS COR CL A 95988E20 28,238 667,564 SH DEFINED 1,2,5 667,564 WESTFIELD FINANCIAL COM 96008D10 1,099 45,324 SH DEFINED 1 45,324 WESTLAKE CHEM CORP COM 96041310 5,423 221,341 SH DEFINED 1,2 221,341 WESTPAC BKG CORP SPONSORED 96121430 1,207 15,897 SH DEFINED 1 15,897 WESTWOOD ONE INC COM 96181510 23,415 1,146,132 SH DEFINED 1,2,5,12, 13 1,146,132 WET SEAL INC CL A 96184010 1,454 213,539 SH DEFINED 1 213,539 WEYCO GROUP INC COM 96214910 1,453 73,726 SH DEFINED 1 73,726 WEYERHAEUSER CO COM 96216610 432,315 6,792,068 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,792,068 WFS FINL INC COM 92923B10 9,009 177,651 SH DEFINED 1,2,5,10, 12,14 177,651 WGL HLDGS INC COM 92924F10 54,508 1,620,346 SH DEFINED 1,2,5,6,13 1,620,346 W-H ENERGY SVCS INC COM 92925E10 7,207 289,083 SH DEFINED 1,5 289,083 WHEELING PITTSBURGH COM NEW 96314230 1,497 97,328 SH DEFINED 1 97,328 WHIRLPOOL CORP COM 96332010 127,805 1,822,920 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 1,822,920 WHITE ELECTR DESIGNS COM 96380110 2,315 417,200 SH DEFINED 1,5 417,200 WHITE MTNS INS GROUP COM G9618E10 8,316 13,181 SH DEFINED 1,5,12 13,181 WHITEHALL JEWELLERS COM 96506310 102 14,892 SH DEFINED 1 14,892 WHITING PETE CORP NE COM 96638710 12,339 339,828 SH DEFINED 1,2 339,828 WHITNEY HLDG CORP COM 96661210 14,876 455,908 SH DEFINED 1,2,5 455,908 WHOLE FOODS MKT INC COM 96683710 125,336 1,060,282 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 1,060,282 WILD OATS MARKETS IN COM 96808B10 3,783 330,394 SH DEFINED 1,2 330,394 WILEY JOHN & SONS IN CL A 96822320 19,342 486,835 SH DEFINED 1,2,5 486,835 WILLIAMS CLAYTON ENE COM 96949010 1,832 61,030 SH DEFINED 1 61,030 WILLIAMS COS INC DEL COM 96945710 310,434 16,338,622 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 16,338,622 WILLIAMS SONOMA INC COM 96990410 64,725 1,635,703 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,635,703 WILLIS GROUP HOLDING SHS G9665510 2,645 80,851 SH DEFINED 1,5,12 80,851 WILLOW GROVE BANCORP COM 97111W10 154 10,516 SH DEFINED 1 10,516 WILMINGTON TRUST COR COM 97180710 26,819 744,761 SH DEFINED 1,2,5,13 744,761 WILSHIRE BANCORP INC COM 97186T10 2,275 158,790 SH DEFINED 1 158,790 WILSHIRE ENTERPRISES COM 97188910 129 17,686 SH DEFINED 1 17,686 WILSONS THE LEATHER COM 97246310 960 144,505 SH DEFINED 1 144,505 WIND RIVER SYSTEMS I COM 97314910 18,142 1,157,001 SH DEFINED 1,2,5,13 1,157,001 WINNEBAGO INDS INC COM 97463710 16,641 508,129 SH DEFINED 1,2,6 508,129 WINSTON HOTELS INC COM 97563A10 6,299 559,384 SH DEFINED 1,2,3,5 559,384 WINTRUST FINANCIAL C COM 97650W10 13,345 254,923 SH DEFINED 1 254,923 WIPRO LTD SPON ADR 1 97651M10 1,319 63,255 SH DEFINED 1 63,255 WIRELESS FACILITIES COM 97653A10 3,613 570,836 SH DEFINED 1,2 570,836 WIRELESS TELECOM GRO COM 97652410 27 10,100 SH DEFINED 1 10,100 WISCONSIN ENERGY COR COM 97665710 72,552 1,860,302 SH DEFINED 1,2,5,7,8, 10,12,13, 14 1,860,302 WITNESS SYS INC COM 97742410 5,066 277,895 SH DEFINED 1 277,895 WJ COMMUNICATIONS IN COM 92928410 24 14,136 SH DEFINED 1 14,136 WMC RES LTD SPONSORED 92928R10 289 11,999 SH DEFINED 1 11,999 WMS INDS INC COM 92929710 11,840 350,827 SH DEFINED 1,2,6 350,827 WOLSELEY PLC SPONSORED 97786P10 211 4,967 SH DEFINED 1 4,967 WOLVERINE TUBE INC COM 97809310 206 35,049 SH DEFINED 1,6 35,049 WOLVERINE WORLD WIDE COM 97809710 29,187 1,215,601 SH DEFINED 1,2,5,6 1,215,601 WOODHEAD INDS INC COM 97943810 135 10,720 SH DEFINED 1 10,720 WOODWARD GOVERNOR CO COM 98074510 11,945 142,149 SH DEFINED 1,2,5,6 142,149 WORLD ACCEP CORP DEL COM 98141910 6,712 223,351 SH DEFINED 1 223,351 WORLD AIR HLDGS INC COM 98142V10 2,489 212,345 SH DEFINED 1 212,345 WORLD FUEL SVCS CORP COM 98147510 6,911 295,217 SH DEFINED 1 295,217 WORLD WRESTLING ENTM CL A 98156Q10 2,087 182,729 SH DEFINED 1 182,729 WORLDWIDE RESTRNT CO COM 98160A10 89 13,700 SH DEFINED 1 13,700 WORTHINGTON INDS INC COM 98181110 23,678 1,498,605 SH DEFINED 1,2,5,6,13 1,498,605 WPP GROUP PLC SPON ADR N 92930930 813 15,920 SH DEFINED 1 15,920 WPS RESOURCES CORP COM 92931B10 25,064 445,583 SH DEFINED 1,2,5,13 445,583 WPT ENTERPRISES INC COM 98211W10 801 41,082 SH DEFINED 1 41,082 WRIGHT EXPRESS CORP COM 98233Q10 7,763 420,289 SH DEFINED 1 420,289 WRIGHT MED GROUP INC COM 98235T10 8,193 306,753 SH DEFINED 1 306,753 WRIGLEY WM JR CO COM 98252610 326,712 4,745,957 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 4,745,957 WSFS FINL CORP COM 92932810 6,053 110,633 SH DEFINED 1,2,5 110,633 WYETH COM 98302410 1,607,279 36,118,621 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 36,118,621 WYNDHAM INTL INC CL A 98310110 82 73,710 SH DEFINED 1 73,710 WYNN RESORTS LTD COM 98313410 23,969 507,059 SH DEFINED 1,2,5,7,8, 10,12,13, 14 507,059 XANSER CORP COM 98389J10 28 12,100 SH DEFINED 1 12,100 XCEL ENERGY INC COM 98389B10 255,822 13,105,643 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 13,105,643 XERIUM TECHNOLOGIES COM 98416J10 1,103 93,042 SH DEFINED 1 93,042 XEROX CORP COM 98412110 1,092,691 79,237,919 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 79,237,919 XILINX INC COM 98391910 234,764 9,206,436 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 9,206,436 XL CAP LTD CL A G9825510 273,416 3,673,960 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 3,673,960 XM SATELLITE RADIO H CL A 98375910 74,719 2,219,827 SH DEFINED 1,2,5,7,8, 10,12,13, 14 2,219,827 XOMA LTD ORD G9825R10 140 83,041 SH DEFINED 1,5 83,041 X-RITE INC COM 98385710 3,293 286,056 SH DEFINED 1,6 286,056 XTO ENERGY INC COM 98385X10 347,749 10,230,909 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 10,230,909 YAHOO INC COM 98433210 1,187,974 34,284,950 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 34,284,950 YANKEE CANDLE INC COM 98475710 17,876 556,872 SH DEFINED 1,2,5 556,872 YARDVILLE NATL BANCO COM 98502110 3,615 101,115 SH DEFINED 1,2 101,115 YELLOW ROADWAY CORP COM 98557710 141,463 2,784,702 SH DEFINED 1,2,5,10, 12,13,14 2,784,702 YORK INTL CORP NEW COM 98667010 27,937 735,188 SH DEFINED 1,2,5,13 735,188 YOUNG BROADCASTING I CL A 98743410 87 20,931 SH DEFINED 1,2 20,931 YOUNG INNOVATIONS IN COM 98752010 2,529 67,749 SH DEFINED 1 67,749 YUM BRANDS INC COM 98849810 569,362 10,932,448 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 10,932,448 ZALE CORP NEW COM 98885810 29,470 929,947 SH DEFINED 1,2,5,6 929,947 ZAPATA CORP COM PAR $ 98907060 101 16,560 SH DEFINED 1 16,560 ZEBRA TECHNOLOGIES C CL A 98920710 39,397 899,675 SH DEFINED 1,2,5,12, 13 899,675 ZENITH NATL INS CORP COM 98939010 14,191 209,126 SH DEFINED 1 209,126 ZHONE TECHNOLOGIES I COM 98950P10 2,021 603,362 SH DEFINED 1 603,362 ZILA INC COM PAR $0 98951320 128 44,800 SH DEFINED 1,5 44,800 ZIMMER HLDGS INC COM 98956P10 506,948 6,655,484 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 6,655,484 ZIONS BANCORPORATION COM 98970110 179,643 2,443,121 SH DEFINED 1,2,5,6,7, 8,10,12, 13,14 2,443,121 ZIPREALTY INC COM 98974V10 317 24,701 SH DEFINED 1 24,701 ZIX CORP COM 98974P10 305 97,425 SH DEFINED 1,6 97,425 ZOLL MED CORP COM 98992210 3,949 155,154 SH DEFINED 1 155,154 ZOLTEK COS INC COM 98975W10 895 79,727 SH DEFINED 1 79,727 ZORAN CORP COM 98975F10 6,854 515,732 SH DEFINED 1,5 515,732 ZUMIEZ INC COM 98981710 614 21,069 SH DEFINED 1 21,069 ZYGO CORP COM 98985510 181 18,460 SH DEFINED 1 18,460 ZYMOGENETICS INC COM 98985T10 4,582 260,366 SH DEFINED 1 260,366 TOTAL MARKET VALUE 433,715,714