UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: DECEMBER 31, 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 Reporting Manager: Name: PAMELA D. GORMLEY ------------------------------- Title: EXECUTIVE VICE PRESIDENT AND CORPORATE CONTROLLER ------------------------------- Phone: 617-664-7902 ------------------------------- Signature, Place, and Date of Signing: /s/ PAMELA D. GORMLEY Boston, Massachusetts February 13, 2006 -------------------------- --------------------- ----------------- [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: 3943 -------------------- Form 13F Information Table Value Total: 457,081,509 -------------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] Form 13F No. File 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 DECEMBER 31, 2005 TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ---- 1 800 FLOWERS COM CL A 68243Q10 3,084 480,332 SH DEFINED 1,2 480,332 1-800 CONTACTS INC COM 68197710 1,787 152,709 SH DEFINED 1,2 152,709 1ST SOURCE CORP COM 33690110 7,467 296,905 SH DEFINED 1,2 296,905 21ST CENTY INS GROUP COM 90130N10 9,140 564,924 SH DEFINED 1,2,5 564,924 24/7 REAL MEDIA INC COM NEW 90131420 368 50,196 SH DEFINED 1 50,196 3COM CORP COM 88553510 25,702 7,139,503 SH DEFINED 1,2,5,6,13 7,139,503 3-D SYS CORP DEL COM NEW 88554D20 2,610 145,021 SH DEFINED 1,2 145,021 3M CO COM 88579Y10 4,717,413 60,869,847 SH DEFINED 1,2,5,6,7,8,10,12,13,14 60,869,847 4 KIDS ENTMT INC COM 35086510 4,723 301,014 SH DEFINED 1,2,6 301,014 8X8 INC NEW COM 28291410 47 25,500 SH DEFINED 1 25,500 99 CENTS ONLY STORES COM 65440K10 8,718 833,479 SH DEFINED 1,2,5,13 833,479 A C MOORE ARTS & CRA COM 00086T10 2,766 190,119 SH DEFINED 1,2,5 190,119 A D C TELECOMMUNICAT COM NEW 00088630 75,922 3,401,533 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,401,533 A S V INC COM 00196310 7,494 299,980 SH DEFINED 1,2,6 299,980 AAMES INVT CORP MD COM 00253G10 3,409 527,743 SH DEFINED 1,2 527,743 AAON INC COM PAR $0 00036020 2,252 125,929 SH DEFINED 1,2 125,929 AAR CORP COM 00036110 13,599 567,815 SH DEFINED 1,2,5,6 567,815 AARON RENTS INC COM 00253520 13,694 649,609 SH DEFINED 1,2,6 649,609 AASTROM BIOSCIENCES COM 00253U10 2,556 1,211,155 SH DEFINED 1,2 1,211,155 ABAXIS INC COM 00256710 4,183 253,848 SH DEFINED 1,2 253,848 ABB LTD SPONSORED 00037520 450 46,249 SH DEFINED 1 46,249 ABBOTT LABS COM 00282410 1,743,181 44,209,511 SH DEFINED 1,2,5,6,7,8,10,12,13,14 44,209,511 ABERCROMBIE & FITCH CL A 00289620 104,193 1,598,535 SH DEFINED 1,2,5,7,8,10,12,13,14 1,598,535 ABGENIX INC COM 00339B10 24,682 1,148,535 SH DEFINED 1,2,5 1,148,535 ABIOMED INC COM 00365410 1,803 195,103 SH DEFINED 1,2 195,103 ABM INDS INC COM 00095710 13,788 705,271 SH DEFINED 1,2,5,6 705,271 ABN AMRO HLDG NV SPONSORED 00093710 2,499 95,583 SH DEFINED 1 95,583 ABRAXAS PETE CORP COM 00383010 187 35,400 SH DEFINED 1,2 35,400 ABX AIR INC COM 00080S10 5,763 734,176 SH DEFINED 1,2 734,176 ACACIA RESH CORP ACACIA TCH 00388130 111 16,033 SH DEFINED 1,5 16,033 ACADIA PHARMACEUTICA COM 00422510 1,608 163,246 SH DEFINED 1,2 163,246 ACADIA RLTY TR COM SH BEN 00423910 15,697 782,909 SH DEFINED 1,2,3,5 782,909 ACCELRYS INC COM 00430U10 480 59,718 SH DEFINED 1,2,5 59,718 ACCENTURE LTD BERMUD CL A G1150G11 87,158 3,018,998 SH DEFINED 1,2,5,7,8,10,12,13,14 3,018,998 ACCO BRANDS CORP COM 00081T10 9,028 368,487 SH DEFINED 1,2,5,7,8,13 368,487 ACCREDITED HOME LEND COM 00437P10 11,356 229,036 SH DEFINED 1,2,5 229,036 ACCURIDE CORP COM 00439810 2,880 223,225 SH DEFINED 1,2 223,225 ACE CASH EXPRESS INC COM 00440310 5,394 230,994 SH DEFINED 1,2 230,994 ACE LTD ORD G0070K10 449,317 8,407,876 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,407,876 ACETO CORP COM 00444610 200 30,457 SH DEFINED 1 30,457 ACME COMMUNICATION I COM 00463110 163 45,878 SH DEFINED 1,2 45,878 ACTEL CORP COM 00493410 4,418 347,031 SH DEFINED 1,2,6 347,031 ACTIVCARD CORP COM 00506J10 184 52,628 SH DEFINED 1 52,628 ACTIVE POWER INC COM 00504W10 85 22,164 SH DEFINED 1 22,164 ACTIVISION INC NEW COM NEW 00493020 48,098 3,500,561 SH DEFINED 1,2,5,13 3,500,561 ACTUANT CORP CL A NEW 00508X20 20,898 374,511 SH DEFINED 1,2 374,511 ACTUATE CORP COM 00508B10 303 96,571 SH DEFINED 1,5 96,571 ACUITY BRANDS INC COM 00508Y10 20,855 655,823 SH DEFINED 1,2,5,6 655,823 ACXIOM CORP COM 00512510 34,746 1,510,677 SH DEFINED 1,2,5,12,13 1,510,677 ADAMS RESPIRATORY TH COM 00635P10 3,641 89,551 SH DEFINED 1,2 89,551 ADAPTEC INC COM 00651F10 9,207 1,581,954 SH DEFINED 1,2,5,6 1,581,954 ADE CORP MASS COM 00089C10 2,695 112,015 SH DEFINED 1,2 112,015 ADECCO SA SPONSORED 00675410 306 26,497 SH DEFINED 1 26,497 ADESA INC COM 00686U10 49,412 2,023,418 SH DEFINED 1,2,5,10,12,13 2,023,418 ADEZA BIOMEDICAL COR COM 00686410 1,039 49,382 SH DEFINED 1 49,382 ADMINISTAFF INC COM 00709410 22,661 538,897 SH DEFINED 1,2,5,6 538,897 ADOBE SYS INC COM 00724F10 609,636 16,494,491 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,494,491 ADOLOR CORP COM 00724X10 7,165 490,754 SH DEFINED 1,2,5 490,754 ADTRAN INC COM 00738A10 45,883 1,544,355 SH DEFINED 1,2,5,12,13 1,544,355 ADVANCE AMER CASH AD COM 00739W10 10,281 829,074 SH DEFINED 1,2 829,074 ADVANCE AUTO PARTS I COM 00751Y10 94,270 2,169,128 SH DEFINED 1,2,5,7,8,10,12,13,14 2,169,128 ADVANCED ANALOGIC TE COM 00752J10 1,458 105,249 SH DEFINED 1,2 105,249 ADVANCED DIGITAL INF COM 00752510 13,945 1,424,440 SH DEFINED 1,2,5 1,424,440 ADVANCED ENERGY INDS COM 00797310 4,098 346,400 SH DEFINED 1,2,6 346,400 ADVANCED MEDICAL OPT COM 00763M10 41,579 994,721 SH DEFINED 1,2,5,13 994,721 ADVANCED MICRO DEVIC COM 00790310 324,513 10,604,998 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,604,998 ADVANCED SEMICONDUCT SPONSORED 00756M40 193 43,046 SH DEFINED 1 43,046 ADVANTA CORP CL A 00794210 713 23,666 SH DEFINED 1 23,666 ADVANTA CORP CL B 00794220 11,270 347,423 SH DEFINED 1,2 347,423 ADVANTEST CORP SPONSORED 00762U10 316 12,440 SH DEFINED 1 12,440 ADVENT SOFTWARE INC COM 00797410 13,897 480,186 SH DEFINED 1,2,5,13 480,186 ADVISORY BRD CO COM 00762W10 11,302 237,090 SH DEFINED 1,2 237,090 ADVO INC COM 00758510 17,780 630,957 SH DEFINED 1,2,5,6 630,957 AEGON N V ORD AMER R 00792410 1,404 86,029 SH DEFINED 1,2 86,029 AEROFLEX INC COM 00776810 11,118 1,034,275 SH DEFINED 1,2,5,6 1,034,275 AEROPOSTALE COM 00786510 30,361 1,154,414 SH DEFINED 1,2,5,13 1,154,414 AES CORP COM 00130H10 320,226 20,229,062 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,229,062 AETHER HLDGS INC COM 00809C10 103 31,111 SH DEFINED 1 31,111 AETNA INC NEW COM 00817Y10 1,601,588 16,982,161 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,982,161 AFC ENTERPRISES INC COM 00104Q10 3,681 243,476 SH DEFINED 1,2 243,476 AFFILIATED COMPUTER CL A 00819010 191,826 3,241,392 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,241,392 AFFILIATED MANAGERS COM 00825210 32,254 401,913 SH DEFINED 1,2,5 401,913 AFFIRMATIVE INS HLDG COM 00827210 1,000 68,532 SH DEFINED 1,2 68,532 AFFORDABLE RESIDENTI COM 00827310 5,799 608,468 SH DEFINED 1,2,3 608,468 AFFYMETRIX INC COM 00826T10 41,701 873,311 SH DEFINED 1,2,5,12,13 873,311 AFLAC INC COM 00105510 638,705 13,759,271 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,759,271 AFTERMARKET TECHNOLO COM 00831810 8,454 434,859 SH DEFINED 1,2,5 434,859 AGCO CORP COM 00108410 28,482 1,718,899 SH DEFINED 1,2,5,13 1,718,899 AGERE SYS INC COM 00845V30 23,641 1,832,657 SH DEFINED 1,2,5,13 1,832,657 AGILE SOFTWARE CORP COM 00846X10 4,409 737,313 SH DEFINED 1,2 737,313 AGILENT TECHNOLOGIES COM 00846U10 422,032 12,677,450 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,677,450 AGILYSYS INC COM 00847J10 14,709 807,276 SH DEFINED 1,2,6 807,276 AGL RES INC COM 00120410 36,770 1,056,297 SH DEFINED 1,2,5,6,13 1,056,297 AGREE REALTY CORP COM 00849210 3,016 104,361 SH DEFINED 1,2,3 104,361 AGRIUM INC COM 00891610 355 16,149 SH DEFINED 1 16,149 AIR METHODS CORP COM PAR $. 00912830 367 21,200 SH DEFINED 1,2 21,200 AIR PRODS & CHEMS IN COM 00915810 822,273 13,892,101 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,892,101 AIRGAS INC COM 00936310 29,882 908,270 SH DEFINED 1,2,5,13 908,270 AIRSPAN NETWORKS INC COM 00950H10 1,943 341,498 SH DEFINED 1,2 341,498 AIRTRAN HLDGS INC COM 00949P10 28,187 1,758,420 SH DEFINED 1,2,13 1,758,420 AIXTRON AKTIENGESELL SPONSORED 00960610 33 10,404 SH DEFINED 1,5 10,404 AK STL HLDG CORP COM 00154710 15,691 1,973,680 SH DEFINED 1,2,5 1,973,680 AKAMAI TECHNOLOGIES COM 00971T10 23,962 1,202,285 SH DEFINED 1,2,5,12 1,202,285 AKSYS LTD COM 01019610 19 28,493 SH DEFINED 1 28,493 AKZO NOBEL NV SPONSORED 01019930 707 15,343 SH DEFINED 1 15,343 ALABAMA NATL BANCORP COM 01031710 11,283 174,226 SH DEFINED 1,2 174,226 ALAMO GROUP INC COM 01131110 1,379 67,275 SH DEFINED 1,2 67,275 ALAMOSA HLDGS INC COM 01158910 21,695 1,165,781 SH DEFINED 1,2,5 1,165,781 ALASKA AIR GROUP INC COM 01165910 29,728 832,249 SH DEFINED 1,2,6,13 832,249 ALASKA COMMUNICATION COM 01167P10 1,294 127,373 SH DEFINED 1,2 127,373 ALBANY INTL CORP CL A 01234810 16,636 460,079 SH DEFINED 1,2,6 460,079 ALBANY MOLECULAR RES COM 01242310 8,977 738,814 SH DEFINED 1,2,5 738,814 ALBEMARLE CORP COM 01265310 21,820 568,972 SH DEFINED 1,2,5,13 568,972 ALBERTO CULVER CO COM 01306810 94,035 2,055,419 SH DEFINED 1,2,5,6,10,12,13 2,055,419 ALBERTSONS INC COM 01310410 207,314 9,710,269 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,710,269 ALCAN INC COM 01371610 338 8,257 SH DEFINED 1 8,257 ALCATEL SPONSORED 01390430 654 52,766 SH DEFINED 1 52,766 ALCOA INC COM 01381710 910,535 30,792,521 SH DEFINED 1,2,5,6,7,8,10,12,13,14 30,792,521 ALCON INC COM SHS H0130110 11,990 92,514 SH DEFINED 1,5,12 92,514 ALDERWOODS GROUP INC COM 01438310 16,263 1,024,765 SH DEFINED 1,2,5 1,024,765 ALDILA INC COM NEW 01438420 371 14,600 SH DEFINED 2 14,600 ALERIS INTL INC COM 01447710 12,400 384,611 SH DEFINED 1,2 384,611 ALEXANDER & BALDWIN COM 01448210 31,178 574,811 SH DEFINED 1,2,5,12,13 574,811 ALEXANDERS INC COM 01475210 13,347 54,367 SH DEFINED 1,2,3,5 54,367 ALEXANDRIA REAL ESTA COM 01527110 39,745 493,731 SH DEFINED 1,2,3,5 493,731 ALEXION PHARMACEUTIC COM 01535110 7,667 378,637 SH DEFINED 1,2,5 378,637 ALFA CORP COM 01538510 8,951 555,993 SH DEFINED 1,2 555,993 ALFACELL CORP COM 01540410 44 23,193 SH DEFINED 1 23,193 ALICO INC COM 01623010 2,023 44,767 SH DEFINED 1,2 44,767 ALIGN TECHNOLOGY INC COM 01625510 4,944 764,201 SH DEFINED 1,2 764,201 ALKERMES INC COM 01642T10 34,164 1,786,796 SH DEFINED 1,2,5 1,786,796 ALLEGHANY CORP DEL COM 01717510 14,257 50,201 SH DEFINED 1,2,5 50,201 ALLEGHENY ENERGY INC COM 01736110 150,313 4,749,221 SH DEFINED 1,2,5,6,10,13 4,749,221 ALLEGHENY TECHNOLOGI COM 01741R10 80,164 2,221,842 SH DEFINED 1,2,5,6,10,12,13 2,221,842 ALLERGAN INC COM 01849010 376,901 3,491,115 SH DEFINED 1,2,5,6,10,12,13 3,491,115 ALLETE INC COM NEW 01852230 16,392 372,537 SH DEFINED 1,2,5 372,537 ALLIANCE CAP MGMT HL UNIT LTD P 01855A10 10,604 187,709 SH DEFINED 1,2,5 187,709 ALLIANCE DATA SYSTEM COM 01858110 59,619 1,674,705 SH DEFINED 1,2,5,7,10,12,13,14 1,674,705 ALLIANCE FIBER OPTIC COM 01868010 12 10,841 SH DEFINED 1 10,841 ALLIANCE GAMING CORP COM NEW 01859P60 8,270 635,214 SH DEFINED 1,2,5 635,214 ALLIANCE IMAGING INC COM NEW 01860620 2,868 481,988 SH DEFINED 1,2 481,988 ALLIANCE ONE INTL IN COM 01877210 5,492 1,408,137 SH DEFINED 1,2,5,6 1,408,137 ALLIANCE RES PARTNER UT LTD PAR 01877R10 1,246 33,500 SH DEFINED 1,2,5 33,500 ALLIANCE SEMICONDUCT COM 01877H10 58 22,459 SH DEFINED 1 22,459 ALLIANT ENERGY CORP COM 01880210 49,350 1,759,993 SH DEFINED 1,2,5,12,13 1,759,993 ALLIANT TECHSYSTEMS COM 01880410 54,201 711,575 SH DEFINED 1,2,5,10,12,13 711,575 ALLIANZ AKTIENGESELL SP ADR 1/1 01880510 15,652 1,033,815 SH DEFINED 1 1,033,815 ALLIED CAP CORP NEW COM 01903Q10 45,237 1,540,260 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,540,260 ALLIED DEFENSE GROUP COM 01911810 221 9,694 SH DEFINED 1,5 9,694 ALLIED HEALTHCARE IN COM 01923A10 2,110 343,674 SH DEFINED 1,2 343,674 ALLIED IRISH BKS P L SPON ADR O 01922840 593 13,792 SH DEFINED 1 13,792 ALLIED WASTE INDS IN COM PAR$.0 01958930 45,278 5,180,545 SH DEFINED 1,2,5,6,10,13 5,180,545 ALLION HEALTHCARE IN COM 01961510 373 32,020 SH DEFINED 1 32,020 ALLOS THERAPEUTICS I COM 01977710 398 185,029 SH DEFINED 1,2 185,029 ALLOY INC COM 01985510 1,588 549,639 SH DEFINED 1,2 549,639 ALLSCRIPTS HEALTHCAR COM 01988P10 6,205 463,071 SH DEFINED 1,2 463,071 ALLSTATE CORP COM 02000210 1,150,801 21,283,535 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,283,535 ALLTEL CORP COM 02003910 619,529 9,818,204 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,818,204 ALNYLAM PHARMACEUTIC COM 02043Q10 154 11,500 SH DEFINED 2 11,500 ALON USA ENERGY INC COM 02052010 1,730 88,034 SH DEFINED 1,2 88,034 ALPHA NATURAL RESOUR COM 02076X10 7,008 364,828 SH DEFINED 1,2 364,828 ALPHARMA INC CL A 02081310 30,710 1,077,180 SH DEFINED 1,2,5,6 1,077,180 ALTAIR NANOTECHNOLOG COM 02137310 93 45,800 SH DEFINED 1 45,800 ALTEON INC COM 02144G10 2 10,500 SH DEFINED 1 10,500 ALTERA CORP COM 02144110 183,958 9,927,554 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,927,554 ALTIRIS INC COM 02148M10 4,520 267,586 SH DEFINED 1,2,6 267,586 ALTRIA GROUP INC COM 02209S10 6,315,516 84,522,432 SH DEFINED 1,2,5,6,7,8,10,12,13,14 84,522,432 ALUMINA LTD SPONSORED 02220510 310 14,218 SH DEFINED 1 14,218 ALVARION LTD SHS M0861T10 135 15,514 SH DEFINED 1,2,5 15,514 AMAZON COM INC COM 02313510 406,396 8,619,217 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,619,217 AMB PROPERTY CORP COM 00163T10 95,956 1,951,518 SH DEFINED 1,2,3,5,12,13 1,951,518 AMBAC FINL GROUP INC COM 02313910 244,786 3,176,570 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,176,570 AMBASSADORS GROUP IN COM 02317710 4,983 217,680 SH DEFINED 1,2 217,680 AMCOL INTL CORP COM 02341W10 5,699 277,721 SH DEFINED 1,2 277,721 AMCORE FINL INC COM 02391210 9,769 321,235 SH DEFINED 1,2,5 321,235 AMDOCS LTD ORD G0260210 6,248 227,198 SH DEFINED 1,5,12 227,198 AMEDISYS INC COM 02343610 10,481 248,136 SH DEFINED 1,2,6 248,136 AMERADA HESS CORP COM 02355110 298,499 2,353,720 SH DEFINED 1,2,5,6,10,12,13 2,353,720 AMERCO COM 02358610 9,982 138,538 SH DEFINED 1,2 138,538 AMEREN CORP COM 02360810 304,802 5,948,526 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,948,526 AMERICA MOVIL S A DE SPON ADR L 02364W10 25,080 857,145 SH DEFINED 1,2 857,145 AMERICA SVC GROUP IN COM 02364L10 1,931 121,770 SH DEFINED 1,2 121,770 AMERICAN AXLE & MFG COM 02406110 11,470 625,761 SH DEFINED 1,2,5 625,761 AMERICAN CAMPUS CMNT COM 02483510 8,884 358,216 SH DEFINED 1,2,3 358,216 AMERICAN CAPITAL STR COM 02493710 34,146 942,987 SH DEFINED 1,2,5 942,987 AMERICAN DENTAL PART COM 02535310 2,545 140,764 SH DEFINED 1,2 140,764 AMERICAN EAGLE OUTFI COM 02553E10 64,803 2,819,953 SH DEFINED 1,2,5,12,13 2,819,953 AMERICAN ECOLOGY COR COM NEW 02553340 1,910 132,334 SH DEFINED 1,2 132,334 AMERICAN ELEC PWR IN COM 02553710 453,915 12,238,198 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,238,198 AMERICAN EQTY INVT L COM 02567620 8,392 643,027 SH DEFINED 1,2 643,027 AMERICAN EXPRESS CO COM 02581610 2,006,696 38,995,258 SH DEFINED 1,2,5,6,7,8,10,12,13,14 38,995,258 AMERICAN FINL GROUP COM 02593210 53,065 1,385,153 SH DEFINED 1,2,5,7,10,12,13,14 1,385,153 AMERICAN FINL RLTY T COM 02607P30 12,377 1,031,429 SH DEFINED 1,2,3,5 1,031,429 AMERICAN GREETINGS C CL A 02637510 49,392 2,248,134 SH DEFINED 1,2,5,6,7,10,12,13,14 2,248,134 AMERICAN HEALTHWAYS COM 02649V10 23,827 526,574 SH DEFINED 1,2,5,6 526,574 AMERICAN HOME MTG IN COM 02660R10 22,901 703,146 SH DEFINED 1,2,5 703,146 AMERICAN INTL GROUP COM 02687410 5,313,486 77,876,089 SH DEFINED 1,2,5,6,7,8,10,12,13,14 77,876,089 AMERICAN ITALIAN PAS CL A 02707010 3,757 552,473 SH DEFINED 1,2,5,6 552,473 AMERICAN LD LEASE IN COM 02711810 456 19,232 SH DEFINED 1,2,3 19,232 AMERICAN MED SYS HLD COM 02744M10 18,324 1,027,711 SH DEFINED 1,2,6 1,027,711 AMERICAN NATL INS CO COM 02859110 11,946 102,111 SH DEFINED 1,2,5 102,111 AMERICAN PAC CORP COM 02874010 72 10,500 SH DEFINED 1 10,500 AMERICAN PHARMACEUTI COM 02886P10 8,090 208,565 SH DEFINED 1,2,5,12 208,565 AMERICAN PHYSICIANS COM 02888410 6,236 136,188 SH DEFINED 1,2 136,188 AMERICAN PWR CONVERS COM 02906610 108,038 4,910,826 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,910,826 AMERICAN REAL ESTATE DEPOSITRY 02916910 655 16,978 SH DEFINED 1,2 16,978 AMERICAN REPROGRAPHI COM 02926310 4,136 162,758 SH DEFINED 1,2 162,758 AMERICAN RETIREMENT COM 02891310 8,718 346,913 SH DEFINED 1,2 346,913 AMERICAN SCIENCE & E COM 02942910 6,009 96,343 SH DEFINED 1,2 96,343 AMERICAN SOFTWARE IN CL A 02968310 78 11,915 SH DEFINED 1 11,915 AMERICAN STD COS INC COM 02971210 212,700 5,324,153 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,324,153 AMERICAN STS WTR CO COM 02989910 6,568 213,243 SH DEFINED 1,2 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43,573,299 SH DEFINED 1,2,5,6,7,8,10,12,13,14 43,573,299 APPLIED MICRO CIRCUI COM 03822W10 24,258 9,439,061 SH DEFINED 1,2,5,6,8,10,13 9,439,061 APPLIED SIGNAL TECHN COM 03823710 3,163 139,358 SH DEFINED 1,2,6 139,358 APRIA HEALTHCARE GRO COM 03793310 20,787 862,176 SH DEFINED 1,2,5,13 862,176 APTARGROUP INC COM 03833610 16,332 312,868 SH DEFINED 1,2,5 312,868 AQUA AMERICA INC COM 03836W10 46,280 1,695,224 SH DEFINED 1,2,5,13 1,695,224 AQUANTIVE INC COM 03839G10 17,696 701,124 SH DEFINED 1,2 701,124 AQUILA INC COM 03840P10 24,014 6,670,472 SH DEFINED 1,2,5,13 6,670,472 ARADIGM CORP COM 03850510 10 13,942 SH DEFINED 1 13,942 ARAMARK CORP CL B 03852110 40,253 1,449,002 SH DEFINED 1,2,5,10 1,449,002 ARBINET THEXCHANGE I COM 03875P10 412 58,729 SH DEFINED 1,2 58,729 ARBITRON INC COM 03875Q10 24,007 632,089 SH DEFINED 1,2,5,6 632,089 ARBOR RLTY TR INC COM 03892310 5,918 228,326 SH DEFINED 1,2 228,326 ARCH CAP GROUP LTD ORD G0450A10 2,721 49,707 SH DEFINED 1,2,5 49,707 ARCH CHEMICALS INC COM 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246,428 SH DEFINED 1,2,5 246,428 ATLAS PIPELINE PARTN UNIT L P I 04939210 402 9,900 SH DEFINED 1 9,900 ATMEL CORP COM 04951310 23,179 7,501,246 SH DEFINED 1,2,5,13 7,501,246 ATMI INC COM 00207R10 14,276 510,391 SH DEFINED 1,2,5,6 510,391 ATMOS ENERGY CORP COM 04956010 17,511 669,383 SH DEFINED 1,2,5 669,383 ATP OIL & GAS CORP COM 00208J10 8,519 230,171 SH DEFINED 1,2 230,171 ATS MED INC COM 00208310 69 24,829 SH DEFINED 1 24,829 ATWOOD OCEANICS INC COM 05009510 13,023 166,898 SH DEFINED 1,2 166,898 AU OPTRONICS CORP SPONSORED 00225510 1,779 118,522 SH DEFINED 1 118,522 AUDIBLE INC COM NEW 05069A30 3,567 277,797 SH DEFINED 1,2 277,797 AUDIOVOX CORP CL A 05075710 8,554 617,159 SH DEFINED 1,2,5,6 617,159 AUGUST TECHNOLOGY CO COM 05106U10 2,142 194,937 SH DEFINED 1,2 194,937 AUSTRALIA&NEW ZEALAN SPONSORED 05252830 1,157 13,145 SH DEFINED 1 13,145 AUTHENTIDATE HLDG CO COM 05266610 63 32,694 SH DEFINED 1 32,694 AUTOBYTEL INC COM 05275N10 2,427 491,341 SH DEFINED 1,2 491,341 AUTODESK INC COM 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00234610 64 18,552 SH DEFINED 1 18,552 AVIALL INC NEW COM 05366B10 14,591 506,616 SH DEFINED 1,2 506,616 AVICI SYS INC COM NEW 05367L80 45 11,583 SH DEFINED 1 11,583 AVID TECHNOLOGY INC COM 05367P10 24,905 454,807 SH DEFINED 1,2,5,6 454,807 AVIGEN INC COM 05369010 57 18,712 SH DEFINED 1 18,712 AVISTA CORP COM 05379B10 12,459 703,526 SH DEFINED 1,2,5 703,526 AVNET INC COM 05380710 57,830 2,415,629 SH DEFINED 1,2,5,10,12,13 2,415,629 AVOCENT CORP COM 05389310 27,459 1,009,880 SH DEFINED 1,2,5,12,13 1,009,880 AVON PRODS INC COM 05430310 384,012 13,450,503 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,450,503 AVX CORP NEW COM 00244410 9,657 666,901 SH DEFINED 1,2,5 666,901 AWARE INC MASS COM 05453N10 86 19,242 SH DEFINED 1 19,242 AXA SPONSORED 05453610 1,903 58,857 SH DEFINED 1 58,857 AXCELIS TECHNOLOGIES COM 05454010 6,961 1,459,301 SH DEFINED 1,2,5,6 1,459,301 AXIS CAPITAL HOLDING SHS G0692U10 9,983 319,154 SH DEFINED 1,2,5,12 319,154 AXONYX INC COM 05461R10 59 70,736 SH DEFINED 1 70,736 AZTAR CORP COM 05480210 17,746 583,929 SH DEFINED 1,2,5,6 583,929 B A S F A G SPONSORED 05526250 2,579 33,717 SH DEFINED 1 33,717 BADGER METER INC COM 05652510 2,597 66,174 SH DEFINED 1,2 66,174 BAIDU COM INC SPON ADR R 05675210 239 3,800 SH DEFINED 7 3,800 BAIRNCO CORP COM 05709710 115 13,221 SH DEFINED 1 13,221 BAKER HUGHES INC COM 05722410 665,194 10,944,284 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,944,284 BALCHEM CORP COM 05766520 2,811 94,304 SH DEFINED 1,2 94,304 BALDOR ELEC CO COM 05774110 11,862 462,471 SH DEFINED 1,2,5,6 462,471 BALDWIN & LYONS INC CL B 05775520 4,379 180,223 SH DEFINED 1,2 180,223 BALL CORP COM 05849810 122,112 3,074,332 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,074,332 BALLY TOTAL FITNESS COM 05873K10 1,093 173,982 SH DEFINED 1,2,5,6 173,982 BANC CORP COM 05944B10 1,823 159,770 SH DEFINED 1,2,5 159,770 BANCFIRST CORP COM 05945F10 7,134 90,298 SH DEFINED 1,2 90,298 BANCO BILBAO VIZCAYA SPONSORED 05946K10 2,750 154,067 SH DEFINED 1 154,067 BANCO BRADESCO S A SP ADR PFD 05946030 15,092 517,740 SH DEFINED 1,2 517,740 BANCO SANTANDER CENT ADR 05964H10 3,285 249,071 SH DEFINED 1 249,071 BANCO SANTANDER CHIL SP ADR REP 05965X10 1,209 27,110 SH DEFINED 1,2,5,7 27,110 BANCOLOMBIA S A SPON ADR P 05968L10 51,056 1,770,946 SH DEFINED 1,2,4,5,7 1,770,946 BANCORP INC DEL COM 05969A10 1,779 104,641 SH DEFINED 1,2 104,641 BANCORPSOUTH INC COM 05969210 24,724 1,120,276 SH DEFINED 1,2,5 1,120,276 BANCTRUST FINANCIAL COM 05978R10 1,791 89,119 SH DEFINED 1,2 89,119 BANDAG INC COM 05981510 8,701 203,919 SH DEFINED 1,2,13 203,919 BANK HAWAII CORP COM 06254010 34,975 678,601 SH DEFINED 1,2,5,13 678,601 BANK MUTUAL CORP NEW COM 06375010 8,359 788,609 SH DEFINED 1,2,5 788,609 BANK NEW YORK INC COM 06405710 652,344 20,481,764 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,481,764 BANK NOVA SCOTIA HAL COM 06414910 3,918 98,901 SH DEFINED 1,7 98,901 BANK OF AMERICA CORP COM 06050510 5,696,269 123,429,451 SH DEFINED 1,2,5,6,7,8,10,12,13,14 123,429,451 BANK OF GRANITE CORP COM 06240110 3,686 198,920 SH DEFINED 1,2,5 198,920 BANK OF THE OZARKS I COM 06390410 4,987 135,162 SH DEFINED 1,2 135,162 BANKATLANTIC BANCORP CL A 06590850 9,206 657,579 SH DEFINED 1,2,5 657,579 BANKFINANCIAL CORP COM 06643P10 3,516 239,494 SH DEFINED 1,2 239,494 BANKRATE INC COM 06646V10 3,944 133,597 SH DEFINED 1,2 133,597 BANKUNITED FINL CORP CL A 06652B10 9,315 350,569 SH DEFINED 1,2 350,569 BANNER CORP COM 06652V10 10,663 341,753 SH DEFINED 1,2 341,753 BANTA CORP COM 06682110 22,561 453,042 SH DEFINED 1,2,5,6,13 453,042 BARCLAYS PLC ADR 06738E20 10,752 255,525 SH DEFINED 1,2 255,525 BARD C R INC COM 06738310 224,964 3,412,676 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,412,676 BARNES & NOBLE INC COM 06777410 198,714 4,656,999 SH DEFINED 1,2,5,10,13 4,656,999 BARNES GROUP INC COM 06780610 9,541 289,130 SH DEFINED 1,2,6 289,130 BARNWELL INDS INC COM 06822110 264 10,500 SH DEFINED 1 10,500 BARR PHARMACEUTICALS COM 06830610 132,813 2,132,165 SH DEFINED 1,2,5,10,12,13 2,132,165 BARRETT BILL CORP COM 06846N10 11,020 285,416 SH DEFINED 1,2 285,416 BARRICK GOLD CORP COM 06790110 3,077 110,412 SH DEFINED 1,5 110,412 BARRIER THERAPEUTICS COM 06850R10 2,630 320,675 SH DEFINED 1,2 320,675 BASSETT FURNITURE IN COM 07020310 3,287 177,702 SH DEFINED 1,2,5,6 177,702 BAUSCH & LOMB INC COM 07170710 139,055 2,047,936 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,047,936 BAXTER INTL INC COM 07181310 814,259 21,627,072 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,627,072 BAYER A G SPONSORED 07273030 1,507 36,081 SH DEFINED 1 36,081 BB&T CORP COM 05493710 611,024 14,579,436 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,579,436 BBVA BANCO FRANCES S SPONSORED 07329M10 765 107,040 SH DEFINED 1,7 107,040 BCSB BANKCORP INC COM 05494810 129 10,000 SH DEFINED 1 10,000 BE AEROSPACE INC COM 07330210 16,759 761,764 SH DEFINED 1,2,5 761,764 BEA SYS INC COM 07332510 60,350 6,420,236 SH DEFINED 1,2,5,7,8,10,12,13,14 6,420,236 BEACON ROOFING SUPPL COM 07368510 8,366 291,177 SH DEFINED 1,2 291,177 BEAR STEARNS COS INC COM 07390210 438,098 3,792,068 SH DEFINED 1,2,5,6,8,10,12,13 3,792,068 BEARINGPOINT INC COM 07400210 18,445 2,346,657 SH DEFINED 1,2,5 2,346,657 BEASLEY BROADCAST GR CL A 07401410 1,355 100,286 SH DEFINED 1,2 100,286 BEAZER HOMES USA INC COM 07556Q10 42,150 578,664 SH DEFINED 1,2,5,13 578,664 BEBE STORES INC COM 07557110 2,219 158,138 SH DEFINED 1,2 158,138 BECKMAN COULTER INC COM 07581110 64,444 1,132,584 SH DEFINED 1,2,5,7,8,10,12,13,14 1,132,584 BECTON DICKINSON & C COM 07588710 967,135 16,097,452 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,097,452 BED BATH & BEYOND IN COM 07589610 293,251 8,112,048 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,112,048 BEDFORD PPTY INVS IN COM PAR $0 07644630 8,996 410,048 SH DEFINED 1,2,3 410,048 BEL FUSE INC CL B 07734730 4,967 156,197 SH DEFINED 1,2,6 156,197 BELDEN CDT INC COM 07745410 20,905 855,702 SH DEFINED 1,2,5,6 855,702 BELL MICROPRODUCTS I COM 07813710 2,826 369,430 SH DEFINED 1,2,5,6 369,430 BELLSOUTH CORP COM 07986010 3,104,090 114,542,061 SH DEFINED 1,2,5,6,7,8,10,12,13,14 114,542,061 BELO CORP COM SER A 08055510 36,385 1,699,460 SH DEFINED 1,2,5,13 1,699,460 BEMIS INC COM 08143710 77,765 2,790,261 SH DEFINED 1,2,5,6,10,12,13 2,790,261 BENCHMARK ELECTRS IN COM 08160H10 19,965 593,675 SH DEFINED 1,2,5,6 593,675 BENTLEY PHARMACEUTIC COM 08265710 3,500 213,307 SH DEFINED 1,2 213,307 BERKLEY W R CORP COM 08442310 143,051 3,004,005 SH DEFINED 1,2,5,7,8,10,12,13,14 3,004,005 BERKSHIRE HATHAWAY I CL B 08467020 464,038 158,078 SH DEFINED 1,5 158,078 BERKSHIRE HILLS BANC COM 08468010 3,798 113,374 SH DEFINED 1,2,5 113,374 BERRY PETE CO CL A 08578910 16,226 283,679 SH DEFINED 1,2 283,679 BEST BUY INC COM 08651610 514,020 11,821,994 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,821,994 BEVERLY ENTERPRISES COM NEW 08785130 15,878 1,360,598 SH DEFINED 1,2,5 1,360,598 BEVERLY HILLS BANCOR COM 08786610 1,375 132,588 SH DEFINED 1,2 132,588 BFC FINL CORP CL A 05538420 1,074 194,494 SH DEFINED 1,2 194,494 BG PLC ADR FIN IN 05543420 14,908 299,804 SH DEFINED 1 299,804 BHP BILLITON LTD SPONSORED 08860610 2,574 77,034 SH DEFINED 1 77,034 BHP BILLITON PLC SPONSORED 05545E20 236 7,200 SH DEFINED 1 7,200 BIG 5 SPORTING GOODS COM 08915P10 5,917 270,324 SH DEFINED 1,2 270,324 BIG LOTS INC COM 08930210 46,998 3,913,223 SH DEFINED 1,2,5,6,10,13 3,913,223 BIMINI MTG MGMT INC CL A 09031E40 3,099 342,393 SH DEFINED 1,2 342,393 BINDVIEW DEV CORP COM 09032710 72 18,199 SH DEFINED 1 18,199 BIO LOGIC SYS CORP COM 09090910 166 19,050 SH DEFINED 1 19,050 BIO RAD LABS INC CL A 09057220 18,170 277,660 SH DEFINED 1,2,5 277,660 BIOENVISION INC COM 09059N10 2,808 430,074 SH DEFINED 1,2 430,074 BIOGEN IDEC INC COM 09062X10 441,222 9,744,296 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,744,296 BIOLASE TECHNOLOGY I COM 09091110 6,778 848,292 SH DEFINED 1,5,6 848,292 BIOMARIN PHARMACEUTI COM 09061G10 10,073 934,437 SH DEFINED 1,2 934,437 BIOMED REALTY TRUST COM 09063H10 23,039 944,219 SH DEFINED 1,2,3 944,219 BIOMET INC COM 09061310 253,359 6,928,060 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,928,060 BIO-REFERENCE LABS I COM $.01 N 09057G60 1,597 84,902 SH DEFINED 1,2 84,902 BIOSCRIP INC COM 09069N10 3,540 469,534 SH DEFINED 1,2,5 469,534 BIOSITE INC COM 09094510 17,191 305,392 SH DEFINED 1,2,6 305,392 BIOVAIL CORP COM 09067J10 2,150 90,584 SH DEFINED 1,13 90,584 BIOVERIS CORP COM 09067610 195 42,742 SH DEFINED 1,5 42,742 BISYS GROUP INC COM 05547210 22,694 1,619,824 SH DEFINED 1,2,5,13 1,619,824 BJ SVCS CO COM 05548210 391,388 10,673,245 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,673,245 BJS RESTAURANTS INC COM 09180C10 4,119 180,189 SH DEFINED 1,2 180,189 BJS WHOLESALE CLUB I COM 05548J10 26,482 895,866 SH DEFINED 1,2,5,13 895,866 BKF CAP GROUP INC COM 05548G10 1,288 67,943 SH DEFINED 1,2 67,943 BLACK & DECKER CORP COM 09179710 243,635 2,801,686 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,801,686 BLACK BOX CORP DEL COM 09182610 18,182 383,745 SH DEFINED 1,2,5,6 383,745 BLACK HILLS CORP COM 09211310 21,090 609,350 SH DEFINED 1,2,5,13 609,350 BLACKBAUD INC COM 09227Q10 3,181 186,226 SH DEFINED 1,2 186,226 BLACKBOARD INC COM 09193550 6,784 234,099 SH DEFINED 1,2 234,099 BLACKROCK INC CL A 09247X10 17,367 160,090 SH DEFINED 1,2,5 160,090 BLAIR CORP COM 09282810 1,706 43,805 SH DEFINED 1,2 43,805 BLOCK H & R INC COM 09367110 221,153 9,008,278 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,008,278 BLOCKBUSTER INC CL A 09367910 10,283 2,742,190 SH DEFINED 1,2,5 2,742,190 BLOCKBUSTER INC CL B 09367920 70 21,001 SH DEFINED 1 21,001 BLOUNT INTL INC NEW COM 09518010 6,338 397,840 SH DEFINED 1,2 397,840 BLUE COAT SYSTEMS IN COM NEW 09534T50 9,036 197,640 SH DEFINED 1,2 197,640 BLUE NILE INC COM 09578R10 8,249 204,651 SH DEFINED 1,2 204,651 BLUEGREEN CORP COM 09623110 3,951 250,055 SH DEFINED 1,2 250,055 BLUELINX HLDGS INC COM 09624H10 856 76,062 SH DEFINED 1,2 76,062 BLYTH INC COM 09643P10 10,420 497,381 SH DEFINED 1,2,5,13 497,381 BMC SOFTWARE INC COM 05592110 282,917 13,807,545 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,807,545 BOB EVANS FARMS INC COM 09676110 14,701 637,518 SH DEFINED 1,2,5,13 637,518 BOC GROUP PLC SPONSORED 05561760 644 15,602 SH DEFINED 1 15,602 BOEING CO COM 09702310 6,245,435 88,915,640 SH DEFINED 1,2,5,6,7,8,10,12,13,14 88,915,640 BOIS D ARC ENERGY IN COM 09738U10 2,489 156,952 SH DEFINED 1,2 156,952 BOK FINL CORP COM NEW 05561Q20 8,970 197,441 SH DEFINED 1,2,5 197,441 BOMBAY CO INC COM 09792410 1,301 439,381 SH DEFINED 1,2 439,381 BON-TON STORES INC COM 09776J10 9,833 513,984 SH DEFINED 1,2 513,984 BOOKS-A-MILLION INC COM 09857010 108 11,197 SH DEFINED 1 11,197 BORDERS GROUP INC COM 09970910 24,040 1,109,382 SH DEFINED 1,2,5,13 1,109,382 BORG WARNER INC COM 09972410 49,088 809,630 SH DEFINED 1,2,5,12,13 809,630 BORLAND SOFTWARE COR COM 09984910 6,917 1,059,313 SH DEFINED 1,2,5 1,059,313 BOSTON BEER INC CL A 10055710 4,142 165,691 SH DEFINED 1,2 165,691 BOSTON COMMUNICATION COM 10058210 14 12,233 SH DEFINED 1 12,233 BOSTON PRIVATE FINL COM 10111910 11,863 389,987 SH DEFINED 1,2 389,987 BOSTON PROPERTIES IN COM 10112110 181,272 2,445,332 SH DEFINED 1,2,3,5,7,8,10,12,13,14 2,445,332 BOSTON SCIENTIFIC CO COM 10113710 405,492 16,557,433 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,557,433 BOTTOMLINE TECH DEL COM 10138810 2,195 199,183 SH DEFINED 1,2 199,183 BOWATER INC COM 10218310 30,661 998,067 SH DEFINED 1,2,5,13 998,067 BOWNE & CO INC COM 10304310 7,393 498,187 SH DEFINED 1,2,6 498,187 BOYD GAMING CORP COM 10330410 28,701 602,202 SH DEFINED 1,2,13 602,202 BOYKIN LODGING CO COM 10343010 6,812 557,457 SH DEFINED 1,2,3,5 557,457 BP PLC SPONSORED 05562210 3,331,871 51,882,136 SH DEFINED 1,2 51,882,136 BP PRUDHOE BAY RTY T UNIT BEN I 05563010 1,655 24,849 SH DEFINED 1,2,5 24,849 BRADLEY PHARMACEUTIC COM 10457610 2,440 256,849 SH DEFINED 1,6 256,849 BRADY CORP CL A 10467410 25,318 699,769 SH DEFINED 1,2,5,6 699,769 BRANDYWINE RLTY TR SH BEN INT 10536820 33,959 1,216,742 SH DEFINED 1,2,3,5 1,216,742 BRASKEM S A SP ADR PFD 10553210 2,609 160,946 SH DEFINED 1,4 160,946 BRE PROPERTIES INC CL A 05564E10 40,474 889,928 SH DEFINED 1,2,3,5 889,928 BRIGGS & STRATTON CO COM 10904310 43,857 1,130,620 SH DEFINED 1,2,5,6,12 1,130,620 BRIGHAM EXPLORATION COM 10917810 4,132 348,372 SH DEFINED 1,2 348,372 BRIGHT HORIZON FAMIL COM 10919510 14,209 383,505 SH DEFINED 1,2,5 383,505 BRIGHTPOINT INC COM NEW 10947340 15,772 568,772 SH DEFINED 1,2,6 568,772 BRINKER INTL INC COM 10964110 69,284 1,792,144 SH DEFINED 1,2,5,7,8,10,12,13,14 1,792,144 BRINKS CO COM 10969610 42,414 885,290 SH DEFINED 1,2,5,13 885,290 BRISTOL MYERS SQUIBB COM 11012210 1,226,855 53,387,946 SH DEFINED 1,2,5,6,7,8,10,12,13,14 53,387,946 BRISTOL WEST HLDGS I COM 11037M10 3,823 200,895 SH DEFINED 1,2 200,895 BRITESMILE INC COM NEW 11041520 9 11,836 SH DEFINED 1 11,836 BRITISH AMERN TOB PL SPONSORED 11044810 1,347 29,896 SH DEFINED 1 29,896 BRITISH AWYS PLC ADR 2ND IN 11041930 398 6,915 SH DEFINED 1 6,915 BRITISH SKY BROADCAS SPONSORED 11101310 342 9,854 SH DEFINED 1 9,854 BROADCOM CORP CL A 11132010 395,367 8,385,294 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,385,294 BROADVISION INC COM NEW 11141260 16 32,669 SH DEFINED 1,5 32,669 BROADWING CORP COM 11161E10 5,137 849,026 SH DEFINED 1,2,5 849,026 BROCADE COMMUNICATIO COM 11162110 19,250 4,729,770 SH DEFINED 1,2,5,8 4,729,770 BRONCO DRILLING CO I COM 11221110 868 37,720 SH DEFINED 1,2 37,720 BROOKDALE SR LIVING COM 11246310 2,901 97,300 SH DEFINED 1,2 97,300 BROOKFIELD HOMES COR COM 11272310 9,409 189,208 SH DEFINED 1,2,5 189,208 BROOKFIELD PPTYS COR COM 11290010 5,857 199,085 SH DEFINED 1,3,5,7 199,085 BROOKLINE BANCORP IN COM 11373M10 11,796 832,439 SH DEFINED 1,2,5 832,439 BROOKS AUTOMATION IN COM 11434010 13,383 1,068,093 SH DEFINED 1,2,5,6 1,068,093 BROWN & BROWN INC COM 11523610 61,445 2,011,948 SH DEFINED 1,2,5,12,13 2,011,948 BROWN FORMAN CORP CL A 11563710 2,059 29,022 SH DEFINED 1,5,12 29,022 BROWN FORMAN CORP CL B 11563720 127,779 1,843,323 SH DEFINED 1,2,5,6,10,12,13 1,843,323 BROWN SHOE INC NEW COM 11573610 14,456 340,697 SH DEFINED 1,2,6 340,697 BRT RLTY TR SH BEN INT 05564530 229 9,600 SH DEFINED 1 9,600 BRUKER BIOSCIENCES C COM 11679410 3,887 799,896 SH DEFINED 1,2,5 799,896 BRUNSWICK CORP COM 11704310 106,086 2,609,101 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,609,101 BRUSH ENGINEERED MAT COM 11742110 3,971 249,777 SH DEFINED 1,2,5 249,777 BT GROUP PLC ADR 05577E10 548 14,290 SH DEFINED 1 14,290 BUCA INC COM 11776910 123 22,515 SH DEFINED 1,5 22,515 BUCKEYE PARTNERS L P UNIT LTD P 11823010 2,087 49,443 SH DEFINED 1,2,5 49,443 BUCKEYE TECHNOLOGIES COM 11825510 6,557 814,494 SH DEFINED 1,2 814,494 BUCKLE INC COM 11844010 3,425 106,236 SH DEFINED 1,2 106,236 BUCYRUS INTL INC NEW CL A 11875910 14,318 271,683 SH DEFINED 1,2 271,683 BUFFALO WILD WINGS I COM 11984810 2,714 81,736 SH DEFINED 1,2 81,736 BUILD A BEAR WORKSHO COM 12007610 3,825 129,039 SH DEFINED 1,2 129,039 BUILDERS FIRSTSOURCE COM 12008R10 2,823 132,122 SH DEFINED 1,2 132,122 BUILDING MATLS HLDG COM 12011310 16,137 236,575 SH DEFINED 1,2,6 236,575 BUNGE LIMITED COM G1696210 37,843 668,483 SH DEFINED 1,2,5,7,8,10,12,13,14 668,483 BUNZL PUB LTD CO SPON ADR N 12073840 327 6,095 SH DEFINED 1 6,095 BURLINGTON COAT FACT COM 12157910 12,238 304,354 SH DEFINED 1,2,6 304,354 BURLINGTON NORTHN SA COM 12189T10 885,336 12,501,210 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,501,210 BURLINGTON RES INC COM 12201410 1,206,087 13,991,732 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,991,732 C COR INC COM 12501010 3,131 644,179 SH DEFINED 1,2,5,6 644,179 C D I CORP COM 12507110 5,150 187,968 SH DEFINED 1,2,6 187,968 C D W CORP COM 12512N10 69,787 1,212,004 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,212,004 C H ROBINSON WORLDWI COM NEW 12541W20 99,782 2,694,624 SH DEFINED 1,2,5,12,13 2,694,624 C&D TECHNOLOGIES INC COM 12466110 4,333 568,594 SH DEFINED 1,2,5,6 568,594 CABELAS INC COM 12680430 6,803 409,796 SH DEFINED 1,2 409,796 CABLEVISION SYS CORP CL A NY CA 12686C10 61,197 2,607,439 SH DEFINED 1,2,5,7,8,10,12,13,14 2,607,439 CABOT CORP COM 12705510 31,394 876,925 SH DEFINED 1,2,5,6,12,13 876,925 CABOT MICROELECTRONI COM 12709P10 27,724 946,523 SH DEFINED 1,2,5,13 946,523 CABOT OIL & GAS CORP COM 12709710 37,915 840,683 SH DEFINED 1,2,5,12 840,683 CACHE INC COM NEW 12715030 2,338 135,013 SH DEFINED 1,2 135,013 CACI INTL INC CL A 12719030 17,566 306,135 SH DEFINED 1,2,5,6 306,135 CADBURY SCHWEPPES PL ADR 12720930 1,252 32,685 SH DEFINED 1 32,685 CADENCE DESIGN SYSTE COM 12738710 90,933 5,374,316 SH DEFINED 1,2,5,7,8,10,12,13,14 5,374,316 CAE INC COM 12476510 139 19,000 SH DEFINED 7 19,000 CAL DIVE INTL INC COM 12791410 52,499 1,462,770 SH DEFINED 1,2,5,12 1,462,770 CALAMOS ASSET MGMT I CL A 12811R10 8,640 274,730 SH DEFINED 1,2 274,730 CALAMP CORP COM 12812610 178 16,949 SH DEFINED 1 16,949 CALAVO GROWERS INC COM 12824610 205 20,200 SH DEFINED 1 20,200 CALGON CARBON CORP COM 12960310 2,518 442,550 SH DEFINED 1,2 442,550 CALIFORNIA COASTAL C COM NEW 12991520 4,155 105,904 SH DEFINED 1,2 105,904 CALIFORNIA FIRST NTN COM 13022210 141 10,730 SH DEFINED 1 10,730 CALIFORNIA MICRO DEV COM 13043910 191 29,300 SH DEFINED 1 29,300 CALIFORNIA PIZZA KIT COM 13054D10 8,378 262,047 SH DEFINED 1,2 262,047 CALIFORNIA WTR SVC G COM 13078810 8,843 231,302 SH DEFINED 1,2 231,302 CALIPER LIFE SCIENCE COM 13087210 1,779 302,551 SH DEFINED 1,2 302,551 CALLAWAY GOLF CO COM 13119310 19,989 1,444,310 SH DEFINED 1,2,5,13 1,444,310 CALLON PETE CO DEL COM 13123X10 3,507 198,675 SH DEFINED 1,2 198,675 CAMBREX CORP COM 13201110 8,156 434,516 SH DEFINED 1,2,5,6 434,516 CAMDEN NATL CORP COM 13303410 3,571 108,600 SH DEFINED 1,2,5 108,600 CAMDEN PPTY TR SH BEN INT 13313110 56,031 967,380 SH DEFINED 1,2,3,5 967,380 CAMPBELL SOUP CO COM 13442910 176,444 5,926,914 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,926,914 CANADIAN NAT RES LTD COM 13638510 699 14,084 SH DEFINED 1,5,7 14,084 CANADIAN NATL RY CO COM 13637510 3,037 37,971 SH DEFINED 1,5,7 37,971 CANDELA CORP COM 13690710 4,913 340,244 SH DEFINED 1,2 340,244 CANON INC ADR 13800630 2,649 45,028 SH DEFINED 1 45,028 CANTEL MEDICAL CORP COM 13809810 2,436 135,809 SH DEFINED 1,2 135,809 CAPITAL CITY BK GROU COM 13967410 5,492 160,152 SH DEFINED 1,2 160,152 CAPITAL CORP OF THE COM NEW 14006520 3,796 116,989 SH DEFINED 1,2 116,989 CAPITAL CROSSING BK COM 14007110 1,886 56,480 SH DEFINED 1,2 56,480 CAPITAL LEASE FDG IN COM 14028810 3,632 344,921 SH DEFINED 1,2 344,921 CAPITAL ONE FINL COR COM 14040H10 779,959 9,027,299 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,027,299 CAPITAL SOUTHWEST CO COM 14050110 4,095 45,244 SH DEFINED 1,2 45,244 CAPITAL SR LIVING CO COM 14047510 103 10,000 SH DEFINED 1 10,000 CAPITAL TRUST INC MD CL A NEW 14052H50 4,485 153,163 SH DEFINED 1,2 153,163 CAPITALSOURCE INC COM 14055X10 14,632 653,221 SH DEFINED 1,2,5 653,221 CAPITOL BANCORP LTD COM 14056D10 7,673 204,936 SH DEFINED 1,2 204,936 CAPITOL FED FINL COM 14057C10 7,958 241,593 SH DEFINED 1,2,5 241,593 CAPSTEAD MTG CORP COM NO PAR 14067E50 137 23,599 SH DEFINED 1,5 23,599 CAPSTONE TURBINE COR COM 14067D10 342 114,392 SH DEFINED 1,5 114,392 CAPTARIS INC COM 14071N10 203 54,952 SH DEFINED 1,6 54,952 CARACO PHARMACEUTICA COM 14075T10 612 68,185 SH DEFINED 1,2 68,185 CARAUSTAR INDS INC COM 14090910 3,686 424,180 SH DEFINED 1,2 424,180 CARBO CERAMICS INC COM 14078110 24,598 435,201 SH DEFINED 1,2 435,201 CARDIAC SCIENCE CORP COM 14141A10 229 25,308 SH DEFINED 1,5 25,308 CARDINAL FINL CORP COM 14149F10 2,968 269,810 SH DEFINED 1,2 269,810 CARDINAL HEALTH INC COM 14149Y10 910,060 13,237,240 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,237,240 CARDIODYNAMICS INTL COM 14159710 53 44,078 SH DEFINED 1,5 44,078 CAREER EDUCATION COR COM 14166510 96,188 2,852,554 SH DEFINED 1,2,5,7,8,10,12,13,14 2,852,554 CAREMARK RX INC COM 14170510 701,487 13,544,837 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,544,837 CARLISLE COS INC COM 14233910 29,432 425,625 SH DEFINED 1,2,5,12,13 425,625 CARMAX INC COM 14313010 48,617 1,756,402 SH DEFINED 1,2,5,7,8,10,12,13,14 1,756,402 CARMIKE CINEMAS INC COM 14343640 3,803 149,963 SH DEFINED 1,2 149,963 CARNIVAL CORP PAIRED CTF 14365830 506,650 9,475,412 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,475,412 CARPENTER TECHNOLOGY COM 14428510 35,089 497,924 SH DEFINED 1,2 497,924 CARRAMERICA RLTY COR COM 14441810 38,911 1,123,635 SH DEFINED 1,2,3,5 1,123,635 CARREKER CORP COM 14443310 228 45,649 SH DEFINED 1,5,6 45,649 CARRIAGE SVCS INC COM 14390510 362 72,300 SH DEFINED 1,2 72,300 CARRIER ACCESS CORP COM 14446010 164 33,123 SH DEFINED 1 33,123 CARRIZO OIL & CO INC COM 14457710 5,994 242,665 SH DEFINED 1,2 242,665 CARTER INC COM 14622910 15,744 267,526 SH DEFINED 1,2 267,526 CASCADE BANCORP COM 14715410 4,621 200,815 SH DEFINED 1,2 200,815 CASCADE CORP COM 14719510 7,209 153,669 SH DEFINED 1,2 153,669 CASCADE NAT GAS CORP COM 14733910 3,170 162,499 SH DEFINED 1,2,5 162,499 CASELLA WASTE SYS IN CL A 14744810 3,289 257,163 SH DEFINED 1,2 257,163 CASEYS GEN STORES IN COM 14752810 24,992 1,007,758 SH DEFINED 1,2,5,6 1,007,758 CASH AMER INTL INC COM 14754D10 9,619 414,784 SH DEFINED 1,2 414,784 CASTLE A M & CO COM 14841110 3,316 151,841 SH DEFINED 1,2 151,841 CASUAL MALE RETAIL G COM 14871110 2,164 353,012 SH DEFINED 1,2 353,012 CATALINA MARKETING C COM 14886710 27,555 1,087,000 SH DEFINED 1,2,5,13 1,087,000 CATALYST SEMICONDUCT COM 14888110 96 19,869 SH DEFINED 1 19,869 CATAPULT COMMUNICATI COM 14901610 1,842 124,527 SH DEFINED 1,2,6 124,527 CATERPILLAR INC DEL COM 14912310 1,361,762 23,572,123 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,572,123 CATHAY GENERAL BANCO COM 14915010 29,323 815,900 SH DEFINED 1,2,5,13 815,900 CATO CORP NEW CL A 14920510 11,067 515,931 SH DEFINED 1,2,6 515,931 CAVALRY BANCORP INC COM 14954710 224 9,400 SH DEFINED 1 9,400 CAVCO INDS INC DEL COM 14956810 409 10,678 SH DEFINED 1,5 10,678 CB RICHARD ELLIS GRO CL A 12497T10 30,545 519,025 SH DEFINED 1,2,5 519,025 CBEYOND COMMUNICATIO COM 14984710 178 17,300 SH DEFINED 1 17,300 CBIZ INC COM 12480510 4,940 820,669 SH DEFINED 1,2 820,669 CBL & ASSOC PPTYS IN COM 12483010 40,221 1,018,000 SH DEFINED 1,2,3,5 1,018,000 CBOT HLDGS INC CL A 14984K10 1,234 13,160 SH DEFINED 1,2 13,160 CBRL GROUP INC COM 12489V10 22,500 640,103 SH DEFINED 1,2,5,13 640,103 CBS CORP NEW CL B 12485720 2,728 106,984 SH DEFINED 1 106,984 CCA INDS INC COM 12486710 98 10,608 SH DEFINED 1 10,608 CCC INFORMATION SVCS COM 12487Q10 2,941 112,181 SH DEFINED 1,2 112,181 CDC CORP SHS A G2022L10 88 27,535 SH DEFINED 1,5 27,535 CDN IMPERIAL BK OF C COM 13606910 472 7,176 SH DEFINED 1 7,176 CEC ENTMT INC COM 12513710 27,842 817,923 SH DEFINED 1,2,5,6 817,923 CEDAR FAIR L P DEPOSITRY 15018510 2,236 78,345 SH DEFINED 1,2,5 78,345 CEDAR SHOPPING CTRS COM NEW 15060220 7,472 531,085 SH DEFINED 1,2,3 531,085 CELADON GROUP INC COM 15083810 250 8,671 SH DEFINED 1 8,671 CELANESE CORP DEL COM SER A 15087010 13,149 687,708 SH DEFINED 1,2,5 687,708 CELGENE CORP COM 15102010 139,115 2,146,835 SH DEFINED 1,2,5,7,8,10,12,13,14 2,146,835 CELL GENESYS INC COM 15092110 3,274 552,097 SH DEFINED 1,2,5 552,097 CELL THERAPEUTICS IN COM 15093410 1,577 723,559 SH DEFINED 1,2,5 723,559 CELLEGY PHARMACEUTIC COM 15115L10 6 10,600 SH DEFINED 1 10,600 CEMEX S A SPON ADR 5 15129088 17,465 294,366 SH DEFINED 1,2 294,366 CENDANT CORP COM 15131310 592,679 34,358,217 SH DEFINED 1,2,5,6,7,8,10,12,13,14 34,358,217 CENTENE CORP DEL COM 15135B10 19,439 739,399 SH DEFINED 1,2,6 739,399 CENTENNIAL BK HLDGS COM 15134530 7,802 630,739 SH DEFINED 1,2 630,739 CENTENNIAL COMMUNCTN CL A NEW 15133V20 14,725 948,771 SH DEFINED 1,2 948,771 CENTER BANCORP INC COM 15140810 170 15,466 SH DEFINED 1 15,466 CENTER FINL CORP CAL COM 15146E10 2,863 113,793 SH DEFINED 1,2 113,793 CENTERPOINT ENERGY I COM 15189T10 134,034 10,430,637 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,430,637 CENTERPOINT PPTYS TR COM 15189510 47,214 954,203 SH DEFINED 1,2,3,5 954,203 CENTEX CORP COM 15231210 310,176 4,338,728 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,338,728 CENTILLIUM COMMUNICA COM 15231910 101 28,892 SH DEFINED 1,5 28,892 CENTRA SOFTWARE INC COM 15234X10 21 10,322 SH DEFINED 1 10,322 CENTRAL COAST BANCOR COM 15314510 3,659 147,893 SH DEFINED 1,2 147,893 CENTRAL EUROPEAN DIS COM 15343510 8,753 218,063 SH DEFINED 1,2 218,063 CENTRAL EUROPEAN MED CL A NEW G2004520 233 4,020 SH DEFINED 1,5 4,020 CENTRAL GARDEN & PET COM 15352710 13,741 299,110 SH DEFINED 1,2 299,110 CENTRAL PAC FINL COR COM 15476010 17,389 484,108 SH DEFINED 1,2 484,108 CENTRAL PKG CORP COM 15478510 5,703 415,649 SH DEFINED 1,2,6 415,649 CENTRAL VT PUB SVC C COM 15577110 3,468 192,584 SH DEFINED 1,2 192,584 CENTURY ALUM CO COM 15643110 12,121 462,453 SH DEFINED 1,2 462,453 CENTURY BANCORP INC CL A NON V 15643210 202 6,890 SH DEFINED 1 6,890 CENTURYTEL INC COM 15670010 170,568 5,143,784 SH DEFINED 1,2,5,6,7,10,12,13,14 5,143,784 CENVEO INC COM 15670S10 8,356 634,919 SH DEFINED 1,2,5 634,919 CEPHALON INC COM 15670810 60,750 938,374 SH DEFINED 1,2,5,12,13 938,374 CEPHEID COM 15670R10 4,600 523,913 SH DEFINED 1,2,5 523,913 CERADYNE INC COM 15671010 19,194 438,218 SH DEFINED 1,2,5,6 438,218 CERES GROUP INC COM 15677210 2,092 404,682 SH DEFINED 1,2 404,682 CERIDIAN CORP NEW COM 15677910 72,107 2,901,684 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,901,684 CERNER CORP COM 15678210 60,282 663,099 SH DEFINED 1,2,5,6,10,12 663,099 CERTEGY INC COM 15688010 46,541 1,147,456 SH DEFINED 1,2,5,7,8,10,12,13,14 1,147,456 CERUS CORP COM 15708510 103 10,162 SH DEFINED 1 10,162 CEVA INC COM 15721010 76 12,073 SH DEFINED 1 12,073 CF INDS HLDGS INC COM 12526910 8,400 550,837 SH DEFINED 1,2 550,837 CFS BANCORP INC COM 12525D10 251 17,566 SH DEFINED 1,5 17,566 CH ENERGY GROUP INC COM 12541M10 11,106 241,966 SH DEFINED 1,2,5 241,966 CHAD THERAPEUTICS IN COM 15722810 97 27,600 SH DEFINED 1 27,600 CHAMPION ENTERPRISES COM 15849610 18,180 1,334,827 SH DEFINED 1,2,5,6 1,334,827 CHAMPS ENTMT INC DEL COM 15878710 101 15,700 SH DEFINED 1 15,700 CHAPARRAL STL CO DEL COM 15942310 9,104 300,973 SH DEFINED 1,2,5 300,973 CHARLES & COLVARD LT COM 15976510 3,100 153,457 SH DEFINED 1,2 153,457 CHARLES RIV LABS INT COM 15986410 41,309 974,954 SH DEFINED 1,2,5,13 974,954 CHARLOTTE RUSSE HLDG COM 16104810 4,070 195,371 SH DEFINED 1,2 195,371 CHARMING SHOPPES INC COM 16113310 26,766 2,035,451 SH DEFINED 1,2,5 2,035,451 CHARTER COMMUNICATIO CL A 16117M10 5,134 4,208,199 SH DEFINED 1,2,5 4,208,199 CHARTER FINL CORP WE COM 16122M10 1,798 50,353 SH DEFINED 1,2 50,353 CHARTERMAC SH BEN INT 16090810 12,037 568,301 SH DEFINED 1,2,5 568,301 CHATTEM INC COM 16245610 13,702 376,535 SH DEFINED 1,2 376,535 CHECK POINT SOFTWARE ORD M2246510 7,273 362,582 SH DEFINED 1,2,5,12 362,582 CHECKERS DRIVE-IN RE COM NEW 16280930 785 51,800 SH DEFINED 1,2 51,800 CHECKFREE CORP NEW COM 16281310 72,017 1,568,998 SH DEFINED 1,2,5,8,13 1,568,998 CHECKPOINT SYS INC COM 16282510 15,725 637,914 SH DEFINED 1,2,6 637,914 CHEESECAKE FACTORY I COM 16307210 42,354 1,132,768 SH DEFINED 1,2,5,13 1,132,768 CHEMED CORP NEW COM 16359R10 18,415 370,664 SH DEFINED 1,2,6 370,664 CHEMICAL FINL CORP COM 16373110 10,472 329,708 SH DEFINED 1,2,5 329,708 CHEMTURA CORP COM 16389310 78,109 6,150,293 SH DEFINED 1,2,5,13 6,150,293 CHENIERE ENERGY INC COM NEW 16411R20 21,654 581,778 SH DEFINED 1,2,12 581,778 CHEROKEE INC DEL NEW COM 16444H10 3,064 89,090 SH DEFINED 1,2,5 89,090 CHESAPEAKE CORP COM 16515910 4,450 262,057 SH DEFINED 1,2 262,057 CHESAPEAKE ENERGY CO COM 16516710 133,141 4,196,075 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,196,075 CHESAPEAKE UTILS COR COM 16530310 373 12,122 SH DEFINED 1,2 12,122 CHEVRON CORP NEW COM 16676410 4,771,012 84,041,073 SH DEFINED 1,2,5,6,7,8,10,12,13,14 84,041,073 CHICAGO BRIDGE & IRO N Y REGIST 16725010 347 13,774 SH DEFINED 1 13,774 CHICAGO MERCANTILE H CL A 16776010 153,669 418,158 SH DEFINED 1,2,5,7,8,10,12,13,14 418,158 CHICOS FAS INC COM 16861510 158,977 3,618,873 SH DEFINED 1,2,5,7,8,10,12,13,14 3,618,873 CHILDRENS PL RETAIL COM 16890510 21,656 438,211 SH DEFINED 1,2,5,6 438,211 CHINA ENERGY TECHNOL COM 16938W10 112 13,516 SH DEFINED 1 13,516 CHINA MOBILE HONG KO SPONSORED 16941M10 3,999 166,350 SH DEFINED 1 166,350 CHINA PETE & CHEM CO SPON ADR H 16941R10 763 15,378 SH DEFINED 1 15,378 CHINA TECHFAITH WIRL SPONSORED 16942410 768 56,900 SH DEFINED 7 56,900 CHINA UNICOM LTD SPONSORED 16945R10 164 20,095 SH DEFINED 1 20,095 CHINA YUCHAI INTL LT COM G2108210 240 30,700 SH DEFINED 1,7 30,700 CHIQUITA BRANDS INTL COM 17003280 18,057 902,413 SH DEFINED 1,2 902,413 CHIRON CORP COM 17004010 135,920 3,058,508 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,058,508 CHITTENDEN CORP COM 17022810 17,754 638,387 SH DEFINED 1,2,5 638,387 CHOICE HOTELS INTL I COM 16990510 20,205 483,835 SH DEFINED 1,2,5 483,835 CHOICEPOINT INC COM 17038810 70,791 1,590,454 SH DEFINED 1,2,5,7,8,10,12,13,14 1,590,454 CHOLESTECH CORP COM 17039310 164 16,533 SH DEFINED 1 16,533 CHORDIANT SOFTWARE I COM 17040410 243 92,793 SH DEFINED 1 92,793 CHRISTOPHER & BANKS COM 17104610 16,023 853,193 SH DEFINED 1,2,5,6 853,193 CHUBB CORP COM 17123210 626,826 6,419,114 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,419,114 CHUNGHWA TELECOM CO SPONSORED 17133Q20 447 24,363 SH DEFINED 1,4,12 24,363 CHURCH & DWIGHT INC COM 17134010 29,512 893,481 SH DEFINED 1,2,5,13 893,481 CHURCHILL DOWNS INC COM 17148410 3,728 101,498 SH DEFINED 1,2 101,498 CIBA SPECIALTY CHEMI SPONSORED 17162W20 262 8,116 SH DEFINED 1 8,116 CIBER INC COM 17163B10 6,971 1,056,173 SH DEFINED 1,2,6,8 1,056,173 CIENA CORP COM 17177910 50,291 16,933,097 SH DEFINED 1,2,5,6,10,13 16,933,097 CIGNA CORP COM 12550910 587,646 5,260,930 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,260,930 CIMAREX ENERGY CO COM 17179810 50,418 1,172,232 SH DEFINED 1,2,5,12 1,172,232 CINCINNATI BELL INC COM 17187110 24,055 6,853,270 SH DEFINED 1,2,5,6,13 6,853,270 CINCINNATI FINL CORP COM 17206210 246,312 5,512,799 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,512,799 CINERGY CORP COM 17247410 250,134 5,891,040 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,891,040 CINTAS CORP COM 17290810 157,108 3,819,790 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,819,790 CIPHERGEN BIOSYSTEMS COM 17252Y10 15 12,977 SH DEFINED 1 12,977 CIRCOR INTL INC COM 17273K10 6,951 270,906 SH DEFINED 1,2 270,906 CIRCUIT CITY STORE I COM 17273710 105,736 4,680,662 SH DEFINED 1,2,5,6,10,12,13 4,680,662 CIRRUS LOGIC INC COM 17275510 9,216 1,379,613 SH DEFINED 1,2,5 1,379,613 CISCO SYS INC COM 17275R10 3,242,559 189,401,830 SH DEFINED 1,2,5,6,7,8,10,12,13,14 189,401,830 CIT GROUP INC COM 12558110 461,132 8,905,600 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,905,600 CITADEL BROADCASTING COM 17285T10 12,178 906,117 SH DEFINED 1,2 906,117 CITI TRENDS INC COM 17306X10 2,131 49,918 SH DEFINED 1,2 49,918 CITIGROUP INC COM 17296710 7,714,845 158,970,639 SH DEFINED 1,2,5,6,7,8,10,12,13,14 158,970,639 CITIZENS & NORTHN CO COM 17292210 2,569 100,222 SH DEFINED 1,2 100,222 CITIZENS BKG CORP MI COM 17442010 16,107 580,440 SH DEFINED 1,2,5 580,440 CITIZENS COMMUNICATI COM 17453B10 116,066 9,490,273 SH DEFINED 1,2,5,6,10,12,13 9,490,273 CITIZENS FIRST BANCO COM 17461R10 378 16,050 SH DEFINED 1,5 16,050 CITIZENS INC CL A 17474010 2,382 437,051 SH DEFINED 1,2 437,051 CITRIX SYS INC COM 17737610 154,269 5,369,618 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,369,618 CITY BK LYNNWOOD WAS COM 17770A10 3,937 110,695 SH DEFINED 1,2 110,695 CITY HLDG CO COM 17783510 11,842 329,389 SH DEFINED 1,2 329,389 CITY NATL CORP COM 17856610 44,812 618,604 SH DEFINED 1,2,5,12,13 618,604 CKE RESTAURANTS INC COM 12561E10 15,277 1,130,773 SH DEFINED 1,2 1,130,773 CKX INC COM 12562M10 2,588 199,105 SH DEFINED 1,2 199,105 CLAIRES STORES INC COM 17958410 56,812 1,944,289 SH DEFINED 1,2,5,6,12,13 1,944,289 CLARCOR INC COM 17989510 32,698 1,100,560 SH DEFINED 1,2,5,6 1,100,560 CLARK INC COM 18145710 6,080 458,869 SH DEFINED 1,2 458,869 CLEAN HARBORS INC COM 18449610 6,096 211,601 SH DEFINED 1,2 211,601 CLEAR CHANNEL COMMUN COM 18450210 453,261 14,412,107 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,412,107 CLEAR CHANNEL OUTDOO CL A 18451C10 3,345 166,836 SH DEFINED 1,2 166,836 CLECO CORP NEW COM 12561W10 24,361 1,168,395 SH DEFINED 1,2,5,6 1,168,395 CLEVELAND CLIFFS INC COM 18589610 30,996 349,957 SH DEFINED 1,2,5 349,957 CLICK COMMERCE INC COM NEW 18681D20 2,248 106,948 SH DEFINED 1,2 106,948 CLIFTON SVGS BANCORP COM 18712Q10 1,416 140,727 SH DEFINED 1,2 140,727 CLOROX CO DEL COM 18905410 234,039 4,113,889 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,113,889 CMGI INC COM 12575010 8,895 5,894,794 SH DEFINED 1,2,5 5,894,794 CMS ENERGY CORP COM 12589610 128,253 8,838,930 SH DEFINED 1,2,5,6,10,13 8,838,930 CNA FINL CORP COM 12611710 10,218 312,203 SH DEFINED 1,2,5 312,203 CNA SURETY CORP COM 12612L10 3,914 268,604 SH DEFINED 1,2 268,604 CNET NETWORKS INC COM 12613R10 25,401 1,729,108 SH DEFINED 1,2,5 1,729,108 CNF INC COM 12612W10 95,306 1,705,244 SH DEFINED 1,2,5,7,8,10,12,13,14 1,705,244 CNS INC COM 12613610 7,520 343,205 SH DEFINED 1,2,6 343,205 COACH INC COM 18975410 360,743 10,820,132 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,820,132 COACHMEN INDS INC COM 18987310 2,736 231,666 SH DEFINED 1,2,6 231,666 COASTAL FINL CORP DE COM 19046E10 2,431 188,998 SH DEFINED 1,2,5 188,998 COBIZ INC COM 19089710 3,126 171,463 SH DEFINED 1,2 171,463 COBRA ELECTRS CORP COM 19104210 136 10,200 SH DEFINED 1 10,200 COCA COLA BOTTLING C COM 19109810 4,339 100,912 SH DEFINED 1,2 100,912 COCA COLA CO COM 19121610 2,769,922 68,715,508 SH DEFINED 1,2,5,6,7,8,10,12,13,14 68,715,508 COCA COLA ENTERPRISE COM 19121910 188,947 9,856,376 SH DEFINED 1,2,5,6,10,12,13 9,856,376 COEUR D ALENE MINES COM 19210810 12,272 3,068,097 SH DEFINED 1,2,5 3,068,097 COGENT COMM GROUP IN COM NEW 19239V30 208 37,874 SH DEFINED 1,2 37,874 COGENT INC COM 19239Y10 6,801 299,884 SH DEFINED 1,2,5 299,884 COGNEX CORP COM 19242210 17,239 572,901 SH DEFINED 1,2,5,6 572,901 COGNIZANT TECHNOLOGY CL A 19244610 119,180 2,370,804 SH DEFINED 1,2,5,7,8,10,12,13,14 2,370,804 COGNOS INC COM 19244C10 10,023 288,760 SH DEFINED 1,2 288,760 COHEN & STEERS INC COM 19247A10 1,208 64,850 SH DEFINED 1,2 64,850 COHERENT INC COM 19247910 16,207 546,052 SH DEFINED 1,2,5,6 546,052 COHU INC COM 19257610 7,255 317,225 SH DEFINED 1,2,6 317,225 COINSTAR INC COM 19259P30 14,335 627,886 SH DEFINED 1,2,6 627,886 COLDWATER CREEK INC COM 19306810 15,377 503,678 SH DEFINED 1,2,5 503,678 COLE KENNETH PRODTNS CL A 19329410 2,640 103,518 SH DEFINED 1,2 103,518 COLES MYER LTD SPON ADR N 19387040 316 5,307 SH DEFINED 1 5,307 COLEY PHARMACEUTICAL COM 19388P10 719 47,440 SH DEFINED 1,2 47,440 COLGATE PALMOLIVE CO COM 19416210 810,059 14,768,625 SH DEFINED 1,2,5,6,8,10,12,13 14,768,625 COLLAGENEX PHARMACEU COM 19419B10 4,466 369,979 SH DEFINED 1 369,979 COLLEGIATE FDG SVCS COM 19458M10 2,486 125,851 SH DEFINED 1,2 125,851 COLONIAL BANCGROUP I COM 19549330 51,349 2,155,730 SH DEFINED 1,2,5,12,13 2,155,730 COLONIAL PPTYS TR COM SH BEN 19587210 43,296 1,031,360 SH DEFINED 1,2,3,5 1,031,360 COLONY BANKCORP INC COM 19623P10 1,466 58,687 SH DEFINED 1,2 58,687 COLOR KINETICS INC COM 19624P10 4,728 328,546 SH DEFINED 1,2 328,546 COLT TELECOM GROUP P SPONSORED 19687710 54 14,344 SH DEFINED 1 14,344 COLUMBIA BANCORP COM 19722710 3,119 75,617 SH DEFINED 1,2 75,617 COLUMBIA BKG SYS INC COM 19723610 6,587 230,714 SH DEFINED 1,2 230,714 COLUMBIA EQUITY TR I COM 19762710 2,238 138,547 SH DEFINED 1,2,3 138,547 COLUMBIA LABS INC COM 19777910 132 28,363 SH DEFINED 1 28,363 COLUMBIA SPORTSWEAR COM 19851610 6,245 130,833 SH DEFINED 1,2,5 130,833 COLUMBUS MCKINNON CO COM 19933310 270 12,278 SH DEFINED 1 12,278 COMARCO INC COM 20008010 125 12,500 SH DEFINED 1 12,500 COMCAST CORP NEW CL A 20030N10 1,488,740 57,435,940 SH DEFINED 1,2,5,6,7,8,10,12,13,14 57,435,940 COMCAST CORP NEW CL A SPL 20030N20 93,783 3,650,546 SH DEFINED 1,5,7,8,10,12,13,14 3,650,546 COMERICA INC COM 20034010 283,560 4,995,779 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,995,779 COMFORT SYS USA INC COM 19990810 4,886 531,059 SH DEFINED 1,2 531,059 COMMERCE BANCORP INC COM 20051910 111,267 3,233,580 SH DEFINED 1,2,5,7,8,10,12,13,14 3,233,580 COMMERCE BANCSHARES COM 20052510 37,392 717,430 SH DEFINED 1,2,5,12 717,430 COMMERCE GROUP INC M COM 20064110 24,465 427,108 SH 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20440T20 45,631 1,386,969 SH DEFINED 1,2,4,5 1,386,969 COMPANHIA DE BEBIDAS SPONSORED 20441W10 1,059 32,381 SH DEFINED 1,2 32,381 COMPANHIA DE BEBIDAS SPON ADR P 20441W20 5,771 151,667 SH DEFINED 1,2 151,667 COMPANHIA ENERGETICA SP ADR N-V 20440960 309 8,389 SH DEFINED 1,2 8,389 COMPANHIA SIDERURGIC SPONSORED 20440W10 357 16,671 SH DEFINED 1,2 16,671 COMPANHIA VALE DO RI SPON ADR P 20441210 37,541 1,035,600 SH DEFINED 1,2 1,035,600 COMPANHIA VALE DO RI SPONSORED 20441220 47,851 1,163,137 SH DEFINED 1,2,4,5 1,163,137 COMPANIA ANONIMA NAC SPON ADR D 20442110 2,098 146,702 SH DEFINED 1,2,7 146,702 COMPANIA CERVECERIAS SPONSORED 20442910 249 9,873 SH DEFINED 1,2,5,7 9,873 COMPANIA DE MINAS BU SPONSORED 20444810 5,066 179,008 SH DEFINED 1,2,7 179,008 COMPANIA DE TELECOMU SPON ADR N 20444930 475 54,026 SH DEFINED 1,2,5,7 54,026 COMPASS BANCSHARES I COM 20449H10 151,350 3,136,794 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,136,794 COMPASS MINERALS INT COM 20451N10 6,804 277,242 SH DEFINED 1,2,5 277,242 COMPEX TECHNOLOGIES COM 20451310 131 20,000 SH DEFINED 1 20,000 COMPUCREDIT CORP COM 20478N10 28,151 731,948 SH DEFINED 1,2 731,948 COMPUTER ASSOC INTL COM 20491210 357,168 12,670,017 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,670,017 COMPUTER HORIZONS CO COM 20590810 116 26,695 SH DEFINED 1 26,695 COMPUTER PROGRAMS & COM 20530610 4,196 101,283 SH DEFINED 1,2 101,283 COMPUTER SCIENCES CO COM 20536310 312,613 6,173,233 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,173,233 COMPUTER TASK GROUP COM 20547710 137 34,745 SH DEFINED 1 34,745 COMPUWARE CORP COM 20563810 105,129 11,720,117 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,720,117 COMPX INTERNATIONAL CL A 20563P10 1,002 62,562 SH DEFINED 1,2 62,562 COMSTOCK HOMEBUILDIN CL A 20568410 668 47,313 SH DEFINED 1 47,313 COMSTOCK RES INC COM NEW 20576820 18,276 599,026 SH DEFINED 1,2,5 599,026 COMSYS IT PARTNERS I COM 20581E10 1,556 140,818 SH DEFINED 1,2 140,818 COMTECH TELECOMMUNIC COM NEW 20582620 12,605 412,605 SH DEFINED 1,2,5,6 412,605 COMVERSE TECHNOLOGY COM PAR $0 20586240 148,017 5,566,625 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,566,625 CONAGRA FOODS INC COM 20588710 627,295 30,931,712 SH DEFINED 1,2,5,6,7,8,10,12,13,14 30,931,712 CONCEPTUS INC COM 20601610 425 33,689 SH DEFINED 1 33,689 CONCORD CAMERA CORP COM 20615610 47 39,309 SH DEFINED 1,5 39,309 CONCUR TECHNOLOGIES COM 20670810 4,698 364,454 SH DEFINED 1,2,5 364,454 CONCURRENT COMPUTER COM 20671020 101 53,409 SH DEFINED 1,5 53,409 CONEXANT SYSTEMS INC COM 20714210 14,459 6,397,917 SH DEFINED 1,2,5 6,397,917 CONMED CORP COM 20741010 12,121 512,320 SH DEFINED 1,2,6 512,320 CONNECTICUT WTR SVC COM 20779710 2,773 113,143 SH DEFINED 1,2,5 113,143 CONNETICS CORP COM 20819210 10,465 724,230 SH DEFINED 1,2,6 724,230 CONNS INC COM 20824210 2,385 64,699 SH DEFINED 1,2 64,699 CONOCOPHILLIPS COM 20825C10 2,196,137 37,747,286 SH DEFINED 1,2,5,6,10,12,13 37,747,286 CONOR MEDSYSTEMS INC COM 20826410 2,363 122,105 SH DEFINED 1,2 122,105 CONSECO INC PFD B CV 5 20846486 4,186 147,500 SH 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DEFINED 1,2,5,6,7,8,10,12,13,14 4,158,059 COOPER CAMERON CORP COM 21664010 191,186 4,618,025 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,618,025 COOPER COS INC COM NEW 21664840 30,708 598,587 SH DEFINED 1,2,5,6,7,8,10,12,13,14 598,587 COOPER INDS LTD CL A G2418210 175,067 2,398,174 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,398,174 COOPER TIRE & RUBR C COM 21683110 31,898 2,082,118 SH DEFINED 1,2,5,6,10,13 2,082,118 COPA HOLDINGS SA CL A P3107610 1,362 49,900 SH DEFINED 1,2,7 49,900 COPANO ENERGY L L C COM UNITS 21720210 363 9,300 SH DEFINED 1 9,300 COPART INC COM 21720410 23,553 1,021,392 SH DEFINED 1,2,5,13 1,021,392 CORE LABORATORIES N COM N2271710 267 7,157 SH DEFINED 1,5 7,157 CORE MOLDING TECHNOL COM 21868310 129 16,900 SH DEFINED 2 16,900 CORILLIAN CORP COM 21872510 132 48,618 SH DEFINED 1,5 48,618 CORINTHIAN COLLEGES COM 21886810 30,386 2,581,634 SH DEFINED 1,2,5,13 2,581,634 CORN PRODS INTL INC COM 21902310 35,537 1,487,526 SH DEFINED 1,2,5,6 1,487,526 CORNELL COMPANIES IN COM 21914110 335 24,273 SH DEFINED 1,5 24,273 CORNING INC COM 21935010 783,119 39,833,101 SH DEFINED 1,2,5,6,7,8,10,12,13,14 39,833,101 CORPORATE EXECUTIVE COM 21988R10 50,868 567,088 SH DEFINED 1,2,5,12,13 567,088 CORPORATE OFFICE PPT SH BEN INT 22002T10 32,904 925,836 SH DEFINED 1,2,3,5 925,836 CORRECTIONS CORP AME COM NEW 22025Y40 22,342 496,825 SH DEFINED 1,2,5 496,825 CORUS BANKSHARES INC COM 22087310 27,638 491,160 SH DEFINED 1,2 491,160 CORUS GROUP PLC SPONSORED 22087M10 212 20,841 SH DEFINED 1 20,841 CORVEL CORP COM 22100610 1,484 78,141 SH DEFINED 1,2 78,141 COSI INC COM 22122P10 264 31,800 SH DEFINED 1 31,800 COST PLUS INC CALIF COM 22148510 6,637 387,020 SH DEFINED 1,2,5,6 387,020 COSTAR GROUP INC COM 22160N10 8,851 205,026 SH DEFINED 1,2 205,026 COSTCO WHSL CORP NEW COM 22160K10 641,411 12,965,664 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,965,664 COTHERIX INC COM 22163T10 2,452 231,715 SH DEFINED 1,2 231,715 COUNTRYWIDE FINANCIA COM 22237210 628,642 18,386,715 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,386,715 COURIER CORP COM 22266010 4,344 126,499 SH DEFINED 1,2 126,499 COUSINS PPTYS INC COM 22279510 25,065 885,681 SH DEFINED 1,2,3,5 885,681 COVAD COMMUNICATIONS COM 22281420 269 274,414 SH DEFINED 1,2 274,414 COVANCE INC COM 22281610 51,037 1,051,218 SH DEFINED 1,2,5,12,13 1,051,218 COVANSYS CORP COM 22281W10 5,778 424,563 SH DEFINED 1,2 424,563 COVANTA HLDG CORP COM 22282E10 26,522 1,761,071 SH DEFINED 1,2 1,761,071 COVENANT TRANS INC CL A 22284P10 1,564 111,888 SH DEFINED 1,2 111,888 COVENTRY HEALTH CARE COM 22286210 300,976 5,283,992 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,283,992 COX RADIO INC CL A 22405110 11,560 820,991 SH DEFINED 1,2,5 820,991 CPI CORP COM 12590210 602 32,153 SH DEFINED 1,6 32,153 CRA INTL INC COM 12618T10 6,515 136,607 SH DEFINED 1,2 136,607 CRANE CO COM 22439910 35,327 1,001,630 SH DEFINED 1,2,5,13 1,001,630 CRAWFORD & CO CL B 22463310 1,552 269,410 SH DEFINED 1,2 269,410 CRAY INC COM 22522310 142 106,400 SH DEFINED 1,5 106,400 CREDENCE SYS CORP COM 22530210 11,287 1,621,645 SH DEFINED 1,2,5,13 1,621,645 CREDICORP LTD COM G2519Y10 5,489 240,835 SH DEFINED 1,2,7 240,835 CREDIT SUISSE GROUP SPONSORED 22540110 20,241 397,265 SH DEFINED 1 397,265 CREDO PETE CORP COM PAR $0 22543920 184 10,620 SH DEFINED 1 10,620 CREE INC COM 22544710 25,747 1,020,090 SH DEFINED 1,2,5,12,13 1,020,090 CRESCENT REAL ESTATE COM 22575610 37,040 1,868,824 SH DEFINED 1,2,3,5,7,8,10,12,13,14 1,868,824 CRESUD S A C I F Y A SPONSORED 22640610 218 19,945 SH DEFINED 1 19,945 CRH PLC ADR 12626K20 23,661 799,088 SH DEFINED 1 799,088 CRIIMI MAE INC COM NEW 22660350 3,972 200,581 SH DEFINED 1,2 200,581 CROSS A T CO CL A 22747810 42 10,279 SH DEFINED 1,2 10,279 CROSS CTRY HEALTHCAR COM 22748310 8,230 461,569 SH DEFINED 1,2,6 461,569 CROSS TIMBERS RTY TR TR UNIT 22757R10 419 8,559 SH DEFINED 1,2,5 8,559 CROSSROADS SYS INC COM 22765D10 10 12,048 SH DEFINED 1 12,048 CROSSTEX ENERGY INC COM 22765Y10 5,356 84,935 SH DEFINED 1,2 84,935 CROSSTEX ENERGY L P COM 22765U10 316 9,272 SH DEFINED 1,2 9,272 CROWN CASTLE INTL CO COM 22822710 86,512 3,214,861 SH DEFINED 1,2,5,7,8,10,12,13,14 3,214,861 CROWN HOLDINGS INC COM 22836810 37,885 1,939,847 SH DEFINED 1,2,5,6 1,939,847 CROWN MEDIA HLDGS IN CL A 22841110 1,711 186,569 SH DEFINED 1,2 186,569 CRYOLIFE INC COM 22890310 140 42,034 SH DEFINED 1,6 42,034 CRYSTALLEX INTL CORP COM 22942F10 33 15,078 SH DEFINED 1,5 15,078 CSG SYS INTL INC COM 12634910 32,327 1,448,330 SH DEFINED 1,2,5,13 1,448,330 CSK AUTO CORP COM 12596510 9,275 615,041 SH DEFINED 1,2 615,041 CSS INDS INC COM 12590610 2,798 91,037 SH DEFINED 1,2 91,037 CSX CORP COM 12640810 310,643 6,118,639 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,118,639 CT COMMUNICATIONS IN COM NEW 12642640 3,191 262,814 SH DEFINED 1,2 262,814 CTS CORP COM 12650110 6,419 580,400 SH DEFINED 1,2,6 580,400 CUBIC CORP COM 22966910 4,519 226,385 SH DEFINED 1,2,6 226,385 CUBIST PHARMACEUTICA COM 22967810 14,000 659,139 SH DEFINED 1,2,5 659,139 CULLEN FROST BANKERS COM 22989910 41,173 767,008 SH DEFINED 1,2,5,13 767,008 CULP INC COM 23021510 57 12,000 SH DEFINED 1 12,000 CUMMINS INC COM 23102110 566,986 6,318,806 SH DEFINED 1,2,5,6,8,10,12,13 6,318,806 CUMULUS MEDIA INC CL A 23108210 8,900 717,164 SH DEFINED 1,2 717,164 CURAGEN CORP COM 23126R10 3,187 1,034,796 SH DEFINED 1,2,5 1,034,796 CURATIVE HEALTH SRVC COM 23126W10 4 16,469 SH DEFINED 1 16,469 CURIS INC COM 23126910 1,919 539,043 SH DEFINED 1,2 539,043 CURTISS WRIGHT CORP COM 23156110 18,975 347,533 SH DEFINED 1,2,6 347,533 CV THERAPEUTICS INC COM 12666710 16,522 668,090 SH DEFINED 1,2,5 668,090 CVB FINL CORP COM 12660010 11,875 584,693 SH DEFINED 1,2,5 584,693 CVS CORP COM 12665010 575,653 21,788,533 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,788,533 CYBERGUARD CORP COM 23191010 1,898 215,000 SH DEFINED 1,2 215,000 CYBERONICS INC COM 23251P10 8,974 277,827 SH DEFINED 1,2,6 277,827 CYBERSOURCE CORP COM 23251J10 2,103 318,571 SH DEFINED 1,2 318,571 CYMER INC COM 23257210 23,447 660,294 SH DEFINED 1,2,5,6 660,294 CYPRESS BIOSCIENCES COM PAR $. 23267450 2,440 422,219 SH DEFINED 1,2 422,219 CYPRESS SEMICONDUCTO COM 23280610 33,630 2,360,034 SH DEFINED 1,2,5,13 2,360,034 CYTEC INDS INC COM 23282010 26,486 556,070 SH DEFINED 1,2,5,13 556,070 CYTOGEN CORP COM NEW 23282430 33 12,157 SH DEFINED 1 12,157 CYTOKINETICS INC COM 23282W10 79 12,090 SH DEFINED 1 12,090 CYTYC CORP COM 23294610 43,882 1,554,445 SH DEFINED 1,2,5,12,13 1,554,445 D & E COMMUNICATIONS COM 23286010 261 31,291 SH DEFINED 1,2 31,291 D R HORTON INC COM 23331A10 258,115 7,224,046 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,224,046 DADE BEHRING HLDGS I COM 23342J20 33,306 814,515 SH DEFINED 1,2,5,12 814,515 DAIMLERCHRYSLER AG ORD D1668R12 1,847 36,202 SH DEFINED 1 36,202 DAKTRONICS INC COM 23426410 11,222 379,490 SH DEFINED 1,2,6 379,490 DANA CORP COM 23581110 27,251 3,795,337 SH DEFINED 1,2,5,6,10,13 3,795,337 DANAHER CORP DEL COM 23585110 469,295 8,413,319 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,413,319 DARDEN RESTAURANTS I COM 23719410 331,314 8,521,456 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,521,456 DARLING INTL INC COM 23726610 2,796 704,163 SH DEFINED 1,2 704,163 DATASCOPE CORP COM 23811310 6,960 210,583 SH DEFINED 1,2,6 210,583 DATATRAK INTL INC COM 23813410 120 12,000 SH DEFINED 1 12,000 DAVE & BUSTERS INC COM 23833N10 5,683 322,715 SH DEFINED 1,2 322,715 DAVITA INC COM 23918K10 64,630 1,276,258 SH DEFINED 1,2,5,7,8,10,12,13,14 1,276,258 DAWSON GEOPHYSICAL C COM 23935910 299 9,700 SH DEFINED 1 9,700 DDI CORP COM PAR $ 23316230 20 20,822 SH DEFINED 1 20,822 DEAN FOODS CO NEW COM 24237010 117,106 3,109,551 SH DEFINED 1,2,5,7,8,10,12,13,14 3,109,551 DEB SHOPS INC COM 24272810 1,568 52,741 SH DEFINED 1,2 52,741 DECKERS OUTDOOR CORP COM 24353710 5,989 216,835 SH DEFINED 1,2 216,835 DECODE GENETICS INC COM 24358610 5,560 673,085 SH DEFINED 1,2 673,085 DECORATOR INDS INC COM PAR $0 24363120 92 11,400 SH DEFINED 1 11,400 DEERE & CO COM 24419910 451,585 6,630,231 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,630,231 DEERFIELD TRIARC CAP COM 24457230 3,783 276,150 SH DEFINED 1,2 276,150 DEL MONTE FOODS CO COM 24522P10 38,611 3,701,925 SH DEFINED 1,2,5,10,12 3,701,925 DELIA'S INC NEW COM 24691110 2,155 259,601 SH DEFINED 1,2 259,601 DELL INC COM 24702R10 2,159,760 72,112,179 SH DEFINED 1,2,5,6,7,8,10,12,13,14 72,112,179 DELPHI FINL GROUP IN CL A 24713110 18,114 393,687 SH DEFINED 1,2,5 393,687 DELTA & PINE LD CO COM 24735710 16,281 707,561 SH DEFINED 1,2,5,6 707,561 DELTA FINANCIAL CORP COM 24791810 1,116 133,165 SH DEFINED 1 133,165 DELTA PETE CORP COM NEW 24790720 8,435 387,462 SH DEFINED 1,2 387,462 DELTATHREE INC COM 24783N10 58 19,900 SH DEFINED 1 19,900 DELTIC TIMBER CORP COM 24785010 7,168 138,223 SH DEFINED 1,2 138,223 DELUXE CORP COM 24801910 32,187 1,067,913 SH DEFINED 1,2,5,6,12,13 1,067,913 DENBURY RES INC COM NEW 24791620 36,534 1,603,794 SH DEFINED 1,2,12,13 1,603,794 DENDREON CORP COM 24823Q10 4,505 831,161 SH DEFINED 1,2,5 831,161 DENDRITE INTL INC COM 24823910 9,464 656,756 SH DEFINED 1,2,6 656,756 DENNYS CORP COM 24869P10 4,353 1,080,201 SH DEFINED 1,2 1,080,201 DENTSPLY INTL INC NE COM 24903010 87,012 1,620,629 SH DEFINED 1,2,5,7,8,10,12,13,14 1,620,629 DEPOMED INC COM 24990810 96 15,969 SH DEFINED 1 15,969 DESIGN WITHIN REACH COM 25055710 519 97,898 SH DEFINED 1,2 97,898 DEUTSCHE BANK AG NAM ORD D1819089 970 10,011 SH DEFINED 1 10,011 DEUTSCHE TELEKOM AG SPONSORED 25156610 1,361 81,823 SH DEFINED 1 81,823 DEVELOPERS DIVERSIFI COM 25159110 134,856 2,868,066 SH DEFINED 1,2,3,5,7,8,10,12,13,14 2,868,066 DEVON ENERGY CORP NE COM 25179M10 1,050,340 16,794,685 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,794,685 DEVRY INC DEL COM 25189310 23,578 1,178,892 SH DEFINED 1,2,5,6,13 1,178,892 DEX MEDIA INC COM 25212E10 37,950 1,400,876 SH DEFINED 1,2,5,10,12 1,400,876 DEXCOM INC COM 25213110 555 37,169 SH DEFINED 1,2 37,169 DHB INDS INC COM 23321E10 1,046 233,949 SH DEFINED 1,2 233,949 DIAGEO P L C SPON ADR N 25243Q20 2,668 45,761 SH DEFINED 1 45,761 DIAGNOSTIC PRODS COR COM 25245010 18,616 383,450 SH DEFINED 1,2,5,6 383,450 DIAMOND FOODS INC COM 25260310 945 47,820 SH DEFINED 1,2 47,820 DIAMOND OFFSHORE DRI COM 25271C10 43,749 628,942 SH DEFINED 1,2,5,12 628,942 DIAMONDCLUSTER INTL COM 25278P10 3,572 449,859 SH DEFINED 1,2 449,859 DIAMONDROCK HOSPITAL COM 25278430 3,418 285,809 SH DEFINED 1,2,3 285,809 DICKS SPORTING GOODS COM 25339310 10,843 326,197 SH DEFINED 1,2 326,197 DIEBOLD INC COM 25365110 41,381 1,088,980 SH DEFINED 1,2,5,12,13 1,088,980 DIGENE CORP COM 25375210 5,855 200,708 SH DEFINED 1,2 200,708 DIGI INTL INC COM 25379810 3,598 343,031 SH DEFINED 1,2,5,6 343,031 DIGIMARC CORP COM 25380710 127 21,531 SH DEFINED 1 21,531 DIGITAL GENERATION S COM 25392110 16 30,440 SH DEFINED 1 30,440 DIGITAL INSIGHT CORP COM 25385P10 24,072 751,789 SH DEFINED 1,2,6 751,789 DIGITAL RIV INC COM 25388B10 18,312 615,750 SH DEFINED 1,2 615,750 DIGITAL RLTY TR INC COM 25386810 8,947 395,350 SH DEFINED 1,2,3 395,350 DIGITAS INC COM 25388K10 13,658 1,090,924 SH DEFINED 1,2 1,090,924 DILLARDS INC CL A 25406710 41,914 1,688,701 SH DEFINED 1,2,5,6,10,13 1,688,701 DIME BANCORP INC NEW *W EXP 99/ 25429Q11 9 68,821 SH DEFINED 1 68,821 DIME CMNTY BANCSHARE COM 25392210 6,118 418,761 SH DEFINED 1,2,5 418,761 DIODES INC COM 25454310 5,944 191,438 SH DEFINED 1,2 191,438 DIONEX CORP COM 25454610 20,489 417,454 SH DEFINED 1,2,5,6 417,454 DIRECT GEN CORP COM 25456W20 3,394 200,855 SH DEFINED 1,2 200,855 DIRECTV GROUP INC COM 25459L10 532,786 37,732,718 SH DEFINED 1,2,5,7,8,10,12,13,14 37,732,718 DISCOVERY HOLDING CO CL A COM 25468Y10 50,502 3,333,434 SH DEFINED 1,2,5,7,8,10,12,13,14 3,333,434 DISCOVERY LABORATORI COM 25466810 4,282 640,983 SH DEFINED 1,2,5 640,983 DISCOVERY PARTNERS I COM 25467510 73 27,712 SH DEFINED 1 27,712 DISNEY WALT CO COM DISNEY 25468710 1,517,753 63,318,865 SH DEFINED 1,2,5,6,7,8,10,12,13,14 63,318,865 DISTRIBUCION Y SERVI SPONSORED 25475310 277 14,345 SH DEFINED 1,2,5,7 14,345 DISTRIBUTED ENERGY S COM 25475V10 174 22,945 SH DEFINED 1,2 22,945 DITECH COMMUNICATION COM 25500M10 4,648 556,588 SH DEFINED 1,2,6 556,588 DIVERSA CORP COM 25506410 1,622 338,015 SH DEFINED 1,2 338,015 DIXIE GROUP INC CL A 25551910 1,499 108,766 SH DEFINED 1,2 108,766 DJ ORTHOPEDICS INC COM 23325G10 11,517 417,586 SH DEFINED 1,2,6 417,586 DNP SELECT INCOME FD COM 23325P10 1,627 156,624 SH DEFINED 5,12 156,624 DOBSON COMMUNICATION CL A 25606910 12,659 1,687,834 SH DEFINED 1,2 1,687,834 DOCUCORP INTL INC COM 25591110 78 12,300 SH DEFINED 1 12,300 DOLBY LABORATORIES I COM 25659T10 3,587 210,372 SH DEFINED 1,2 210,372 DOLLAR GEN CORP COM 25666910 189,793 9,952,464 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,952,464 DOLLAR THRIFTY AUTOM COM 25674310 12,141 336,599 SH DEFINED 1,2,5 336,599 DOLLAR TREE STORES I COM 25674710 36,895 1,541,128 SH DEFINED 1,2,5,12,13 1,541,128 DOMINION RES INC VA COM 25746U10 855,406 11,080,383 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,080,383 DOMINOS PIZZA INC COM 25754A20 26,436 1,092,389 SH DEFINED 1,2 1,092,389 DONALDSON INC COM 25765110 31,486 990,126 SH DEFINED 1,2,5,12,13 990,126 DONEGAL GROUP INC CL A 25770120 2,407 103,565 SH DEFINED 1,2 103,565 DONNELLEY R R & SONS COM 25786710 193,422 5,653,965 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,653,965 DORAL FINL CORP COM 25811P10 13,371 1,261,456 SH DEFINED 1,2,5 1,261,456 DORCHESTER MINERALS COM UNIT 25820R10 853 33,502 SH DEFINED 1,2,5 33,502 DOT HILL SYS CORP COM 25848T10 6,496 937,366 SH DEFINED 1,2,5 937,366 DOV PHARMACEUTICAL I COM 25985810 3,585 244,182 SH DEFINED 1,2 244,182 DOVER CORP COM 26000310 217,982 5,383,613 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,383,613 DOVER DOWNS GAMING & COM 26009510 3,018 213,299 SH DEFINED 1,2,5 213,299 DOVER MOTORSPORTS IN COM 26017410 1,031 168,707 SH DEFINED 1,2,5 168,707 DOW CHEM CO COM 26054310 1,221,759 27,881,302 SH DEFINED 1,2,5,6,7,8,10,12,13,14 27,881,302 DOW JONES & CO INC COM 26056110 67,457 1,900,724 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,900,724 DOWNEY FINL CORP COM 26101810 48,940 715,598 SH DEFINED 1,2,5 715,598 DPL INC COM 23329310 43,186 1,660,370 SH DEFINED 1,2,5,13 1,660,370 DR REDDYS LABS LTD ADR 25613520 458 21,195 SH DEFINED 1,2,5 21,195 DREAMWORKS ANIMATION CL A 26153C10 12,903 525,350 SH DEFINED 1,2,5 525,350 DRESS BARN INC COM 26157010 13,787 357,092 SH DEFINED 1,2,6 357,092 DRESSER-RAND GROUP I COM 26160810 5,328 220,364 SH DEFINED 1,2 220,364 DREW INDS INC COM NEW 26168L20 6,591 233,815 SH DEFINED 1,2,6 233,815 DREYERS GRAND ICE CR COM A CALL 26187710 3,137 37,847 SH DEFINED 1,2,5,12 37,847 DRIL-QUIP INC COM 26203710 8,982 190,301 SH DEFINED 1,2 190,301 DRS TECHNOLOGIES INC COM 23330X10 28,015 544,829 SH DEFINED 1,2,5,6 544,829 DRUGSTORE COM INC COM 26224110 2,043 716,822 SH DEFINED 1,2 716,822 DSL NET INC COM 26250610 1 26,359 SH DEFINED 1 26,359 DSP GROUP INC COM 23332B10 10,197 406,905 SH DEFINED 1,2,5,6 406,905 DST SYS INC DEL COM 23332610 89,267 1,490,018 SH DEFINED 1,2,5,7,8,10,12,13,14 1,490,018 DSW INC CL A 23334L10 3,362 128,229 SH DEFINED 1,2 128,229 DTE ENERGY CO COM 23333110 267,477 6,193,036 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,193,036 DTS INC COM 23335C10 3,144 212,444 SH DEFINED 1,2 212,444 DU PONT E I DE NEMOU COM 26353410 1,765,407 41,538,987 SH DEFINED 1,2,5,6,7,8,10,12,13,14 41,538,987 DUCOMMUN INC DEL COM 26414710 434 20,319 SH DEFINED 1,5 20,319 DUKE ENERGY CORP COM 26439910 2,289,694 83,413,245 SH DEFINED 1,2,5,6,7,8,10,12,13,14 83,413,245 DUKE REALTY CORP COM NEW 26441150 102,705 3,075,006 SH DEFINED 1,2,3,5,7,8,10,12,13,14 3,075,006 DUN & BRADSTREET COR COM 26483E10 87,733 1,310,230 SH DEFINED 1,2,5,7,8,10,12,13,14 1,310,230 DUQUESNE LT HLDGS IN COM 26623310 30,575 1,873,497 SH DEFINED 1,2,5,13 1,873,497 DURA AUTOMOTIVE SYST CL A 26590310 68 30,522 SH DEFINED 1,5 30,522 DURATEK INC COM 26658Q10 2,276 152,437 SH DEFINED 1,2 152,437 DURECT CORP COM 26660510 2,561 505,042 SH DEFINED 1,2 505,042 DUSA PHARMACEUTICALS COM 26689810 1,819 168,934 SH DEFINED 1,2 168,934 DYAX CORP COM 26746E10 214 40,554 SH DEFINED 1 40,554 DYCOM INDS INC COM 26747510 18,117 823,501 SH DEFINED 1,2,5,13 823,501 DYNAMEX INC COM 26784F10 2,671 140,124 SH DEFINED 1,2 140,124 DYNAMIC MATLS CORP COM 26788810 1,873 62,392 SH DEFINED 1,2 62,392 DYNEGY INC NEW CL A 26816Q10 40,615 8,391,458 SH DEFINED 1,2,5,6,10,13 8,391,458 E M C CORP MASS COM 26864810 1,014,008 74,449,956 SH DEFINED 1,2,5,6,7,8,10,12,13,14 74,449,956 E ON AG SPONSORED 26878010 20,566 595,781 SH DEFINED 1 595,781 E TRADE FINANCIAL CO COM 26924610 220,485 10,569,727 SH DEFINED 1,2,5,6,7,10,12,13,14 10,569,727 EAGLE BROADBAND INC COM 26943710 2 21,780 SH DEFINED 1 21,780 EAGLE BULK SHIPPING COM Y2187A10 371 23,286 SH DEFINED 1,2 23,286 EAGLE HOSPITALITY PP COM 26959T10 175 22,879 SH DEFINED 1,3 22,879 EAGLE MATERIALS INC COM 26969P10 31,001 253,358 SH DEFINED 1,2,5,7 253,358 EAGLE MATERIALS INC CL B 26969P20 905 7,687 SH DEFINED 1,5 7,687 EARTHLINK INC COM 27032110 22,714 2,044,480 SH DEFINED 1,2,5 2,044,480 EAST WEST BANCORP IN COM 27579R10 22,154 607,117 SH DEFINED 1,2,5 607,117 EASTERN AMERN NAT GA SPERS RCT 27621710 251 8,800 SH DEFINED 1 8,800 EASTGROUP PPTY INC COM 27727610 21,152 468,373 SH DEFINED 1,2,3,5 468,373 EASTMAN CHEM CO COM 27743210 118,462 2,296,216 SH DEFINED 1,2,5,6,7,10,12,13,14 2,296,216 EASTMAN KODAK CO COM 27746110 171,209 7,316,635 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,316,635 EATON CORP COM 27805810 281,257 4,192,239 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,192,239 EATON VANCE CORP COM NON VT 27826510 49,020 1,791,650 SH DEFINED 1,2,5,13 1,791,650 EBAY INC COM 27864210 1,333,168 30,846,088 SH DEFINED 1,2,5,6,7,8,10,12,13,14 30,846,088 ECC CAPITAL CORP COM 26826M10 1,470 650,632 SH DEFINED 1,2 650,632 ECHELON CORP COM 27874N10 3,451 440,698 SH DEFINED 1,2 440,698 ECHOSTAR COMMUNICATI CL A 27876210 79,125 2,911,158 SH DEFINED 1,2,5,7,8,10,12,13,14 2,911,158 ECI TELECOM LTD ORD 26825810 169 22,578 SH DEFINED 1,2,5 22,578 ECLIPSYS CORP COM 27885610 9,398 496,484 SH DEFINED 1,2,5 496,484 ECOLAB INC COM 27886510 214,809 5,922,489 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,922,489 ECOLLEGE COM COM 27887E10 3,762 208,633 SH DEFINED 1,2 208,633 ECOST COM INC COM 27922W10 12 10,722 SH DEFINED 1 10,722 EDGE PETE CORP DEL COM 27986210 5,361 215,211 SH DEFINED 1,2 215,211 EDISON INTL COM 28102010 1,746,530 40,048,852 SH DEFINED 1,2,5,6,7,8,10,12,13,14 40,048,852 EDO CORP COM 28134710 5,851 216,241 SH DEFINED 1,2,6 216,241 EDP ENERGIAS DE PORT SPONSORED 26835310 803 26,012 SH DEFINED 1 26,012 EDUCATE INC COM 28138P10 2,712 229,808 SH DEFINED 1,2 229,808 EDUCATION MGMT CORP COM 28139T10 46,074 1,374,920 SH DEFINED 1,2,5,12,13 1,374,920 EDUCATION RLTY TR IN COM 28140H10 6,718 521,148 SH DEFINED 1,2,3 521,148 EDWARDS AG INC COM 28176010 50,378 1,075,082 SH DEFINED 1,2,5,6,12,13 1,075,082 EDWARDS LIFESCIENCES COM 28176E10 92,708 2,228,020 SH DEFINED 1,2,5,7,10,12,13,14 2,228,020 EFJ INC COM 26843B10 126 12,400 SH DEFINED 1 12,400 EFUNDS CORP COM 28224R10 17,013 725,831 SH DEFINED 1,2,5,6 725,831 EGL INC COM 26848410 34,142 908,767 SH DEFINED 1,2,6 908,767 EL PASO CORP COM 28336L10 232,066 19,084,336 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,084,336 EL PASO ELEC CO COM NEW 28367785 16,516 784,999 SH DEFINED 1,2,5 784,999 ELECTRO RENT CORP COM 28521810 3,504 235,038 SH DEFINED 1,2,5 235,038 ELECTRO SCIENTIFIC I COM 28522910 10,115 418,828 SH DEFINED 1,2,5,6 418,828 ELECTROGLAS INC COM 28532410 34 11,873 SH DEFINED 1 11,873 ELECTRONIC ARTS INC COM 28551210 431,996 8,258,383 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,258,383 ELECTRONIC DATA SYS COM 28566110 708,267 29,462,002 SH DEFINED 1,2,5,6,7,8,10,12,13,14 29,462,002 ELECTRONICS FOR IMAG COM 28608210 20,890 785,052 SH DEFINED 1,2,5 785,052 ELIZABETH ARDEN INC COM 28660G10 9,210 459,138 SH DEFINED 1,2 459,138 ELKCORP COM 28745610 9,635 286,237 SH DEFINED 1,2,6 286,237 ELLIS PERRY INTL INC COM 28885310 2,003 105,424 SH DEFINED 1,2 105,424 EMAGEON INC COM 29076V10 2,388 150,209 SH DEFINED 1,2 150,209 EMBARCADERO TECHNOLO COM 29078710 290 39,878 SH DEFINED 1,2 39,878 EMBOTELLADORA ANDINA SPON ADR A 29081P20 203 15,560 SH DEFINED 1,2,5,7 15,560 EMBRAER-EMPRESA BRAS SP ADR PFD 29081M10 218 5,579 SH DEFINED 1,2 5,579 EMBREX INC COM 29081710 1,758 126,845 SH DEFINED 1 126,845 EMC INS GROUP INC COM 26866410 1,239 62,131 SH DEFINED 1,2 62,131 EMCOR GROUP INC COM 29084Q10 17,821 263,898 SH DEFINED 1,2,5,6 263,898 EMCORE CORP COM 29084610 3,480 469,042 SH DEFINED 1,2,5 469,042 EMDEON CORP COM 29084910 22,506 2,660,342 SH DEFINED 1,2,5,12 2,660,342 EMERGE INTERACTIVE I CL A 29088W10 6 14,126 SH DEFINED 1 14,126 EMERITUS CORP COM 29100510 270 12,910 SH DEFINED 1 12,910 EMERSON ELEC CO COM 29101110 846,759 11,335,460 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,335,460 EMERSON RADIO CORP COM NEW 29108720 50 16,300 SH DEFINED 1 16,300 EMISPHERE TECHNOLOGI COM 29134510 78 17,949 SH DEFINED 1 17,949 EMMIS COMMUNICATIONS CL A 29152510 13,389 672,462 SH DEFINED 1,2,5,13 672,462 EMPIRE DIST ELEC CO COM 29164110 7,252 356,719 SH DEFINED 1,2 356,719 EMPRESA NACIONAL DE SPONSORED 29244T10 59,496 1,943,034 SH DEFINED 1,2,4,5,7 1,943,034 EMS TECHNOLOGIES INC COM 26873N10 200 11,291 SH DEFINED 1 11,291 EMULEX CORP COM NEW 29247520 52,332 2,644,349 SH DEFINED 1,2,5 2,644,349 ENBRIDGE ENERGY MANA SHS UNITS 29250X10 563 12,411 SH DEFINED 1,2 12,411 ENBRIDGE ENERGY PART COM 29250R10 418 9,532 SH DEFINED 1,5 9,532 ENBRIDGE INC COM 29250N10 968 30,961 SH DEFINED 1,7 30,961 ENCANA CORP COM 29250510 267 5,921 SH DEFINED 1,5 5,921 ENCORE ACQUISITION C COM 29255W10 21,045 656,844 SH DEFINED 1,2 656,844 ENCORE CAP GROUP INC COM 29255410 3,274 188,696 SH DEFINED 1,2 188,696 ENCORE MED CORP COM 29256E10 2,350 474,809 SH DEFINED 1,2 474,809 ENCORE WIRE CORP COM 29256210 5,370 235,949 SH DEFINED 1,2,5 235,949 ENCYSIVE PHARMACEUTI COM 29256X10 6,025 763,562 SH DEFINED 1,2,5 763,562 ENDEAVOUR INTL CORP COM 29259G10 2,653 803,998 SH DEFINED 1,2 803,998 ENDESA S A SPONSORED 29258N10 1,379 53,014 SH DEFINED 1 53,014 ENDO PHARMACEUTICALS COM 29264F20 17,283 571,144 SH DEFINED 1,2,5,12 571,144 ENDOLOGIX INC COM 29266S10 134 19,400 SH DEFINED 1 19,400 ENDURANCE SPECIALTY SHS G3039710 2,664 74,323 SH DEFINED 1,2,5 74,323 ENDWAVE CORP COM NEW 29264A20 959 81,370 SH DEFINED 1,2 81,370 ENEL SOCIETA PER AZI ADR 29265W10 378 9,638 SH DEFINED 1 9,638 ENERGEN CORP COM 29265N10 56,760 1,562,780 SH DEFINED 1,2,5,7,10,12,14 1,562,780 ENERGIZER HLDGS INC COM 29266R10 92,106 1,849,895 SH DEFINED 1,2,5,7,8,10,12,13,14 1,849,895 ENERGY CONVERSION DE COM 29265910 10,609 260,343 SH DEFINED 1,2 260,343 ENERGY EAST CORP COM 29266M10 65,457 2,870,941 SH DEFINED 1,2,5,7,8,10,12,13,14 2,870,941 ENERGY PARTNERS LTD COM 29270U10 9,729 446,512 SH DEFINED 1,2,5 446,512 ENERGY TRANSFER PRTN UNIT LTD P 29273R10 216 6,300 SH DEFINED 1,5 6,300 ENERGYSOUTH INC COM 29297010 2,671 99,741 SH DEFINED 1,2 99,741 ENERSIS S A SPONSORED 29274F10 1,376 125,177 SH DEFINED 1,2,5 125,177 ENERSYS COM 29275Y10 7,543 578,487 SH DEFINED 1,2 578,487 ENESCO GROUP INC COM 29297310 25 13,580 SH DEFINED 1 13,580 ENGELHARD CORP COM 29284510 108,393 3,595,129 SH DEFINED 1,2,5,6,10,12,13 3,595,129 ENGINEERED SUPPORT S COM 29286610 27,107 650,994 SH DEFINED 1,2,6 650,994 ENI S P A SPONSORED 26874R10 1,410 10,113 SH DEFINED 1,2 10,113 ENNIS INC COM 29338910 5,907 325,073 SH DEFINED 1,2 325,073 ENPRO INDS INC COM 29355X10 12,250 454,540 SH DEFINED 1,2,5,6 454,540 ENSCO INTL INC COM 26874Q10 112,694 2,541,004 SH DEFINED 1,2,5,7,8,10,12,13,14 2,541,004 ENSTAR GROUP INC GA COM 29358R10 2,728 41,174 SH DEFINED 1,2 41,174 ENTEGRIS INC COM 29362U10 16,271 1,727,284 SH DEFINED 1,2,5 1,727,284 ENTERASYS NETWORKS I COM NEW 29363740 416 31,318 SH DEFINED 1,2,5 31,318 ENTERCOM COMMUNICATI CL A 29363910 19,775 666,504 SH DEFINED 1,2,5,13 666,504 ENTERGY CORP NEW COM 29364G10 456,594 6,651,046 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,651,046 ENTERPRISE FINL SVCS COM 29371210 2,354 103,773 SH DEFINED 1,2 103,773 ENTERPRISE GP HLDGS UNIT LP IN 29371610 463 12,262 SH DEFINED 1,2 12,262 ENTERPRISE PRODS PAR COM 29379210 6,441 268,253 SH DEFINED 1,2,5 268,253 ENTERTAINMENT PPTYS COM SH BEN 29380T10 13,468 330,499 SH DEFINED 1,2,3,5 330,499 ENTRAVISION COMMUNIC CL A 29382R10 7,468 1,048,829 SH DEFINED 1,2,5 1,048,829 ENTREMED INC COM 29382F10 51 26,189 SH DEFINED 1 26,189 ENTRUST INC COM 29384810 3,557 734,951 SH DEFINED 1,2,5 734,951 ENVIRONMENTAL TECTON COM 29409210 69 13,800 SH DEFINED 1 13,800 ENZO BIOCHEM INC COM 29410010 6,878 553,779 SH DEFINED 1,2,5,6 553,779 ENZON PHARMACEUTICAL COM 29390410 5,941 802,772 SH DEFINED 1,2,5 802,772 EOG RES INC COM 26875P10 604,050 8,232,931 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,232,931 EPICOR SOFTWARE CORP COM 29426L10 8,916 630,987 SH DEFINED 1,2,5 630,987 EPIQ SYS INC COM 26882D10 5,512 297,325 SH DEFINED 1,2,6 297,325 EPIX PHARMACEUTICALS COM 26881Q10 1,092 270,200 SH DEFINED 1,2,5 270,200 EPLUS INC COM 29426810 153 11,100 SH DEFINED 1 11,100 EQUIFAX INC COM 29442910 169,381 4,455,044 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,455,044 EQUINIX INC COM NEW 29444U50 9,203 225,781 SH DEFINED 1,2 225,781 EQUITABLE RES INC COM 29454910 88,760 2,419,201 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,419,201 EQUITY INNS INC COM 29470310 17,857 1,317,887 SH DEFINED 1,2,3,5 1,317,887 EQUITY LIFESTYLE PPT COM 29472R10 34,341 771,717 SH DEFINED 1,2,3,5 771,717 EQUITY OFFICE PROPER COM 29474110 461,016 15,199,986 SH DEFINED 1,2,3,5,6,7,8,10,12,13, 14 15,199,986 EQUITY ONE COM 29475210 19,609 848,125 SH DEFINED 1,2,3 848,125 EQUITY RESIDENTIAL SH BEN INT 29476L10 396,063 10,124,315 SH DEFINED 1,2,3,5,6,7,8,10,12,13, 14 10,124,315 ERESEARCHTECHNOLOGY COM 29481V10 9,648 638,941 SH DEFINED 1,2,5 638,941 ERICSSON L M TEL CO ADR B SEK 29482160 565 16,423 SH DEFINED 1,5 16,423 ERIE INDTY CO CL A 29530P10 18,213 342,352 SH DEFINED 1,2,5,12 342,352 ESB FINL CORP COM 26884F10 273 24,315 SH DEFINED 1,2 24,315 ESCALA GROUP INC COM 29605W10 1,186 58,468 SH DEFINED 1,2 58,468 ESCALADE INC COM 29605610 1,626 138,151 SH DEFINED 1,2 138,151 ESCO TECHNOLOGIES IN COM 29631510 19,666 442,029 SH DEFINED 1,2,5 442,029 ESPEED INC CL A 29664310 2,484 322,225 SH DEFINED 1,2 322,225 ESS TECHNOLOGY INC COM 26915110 261 76,075 SH DEFINED 1,5,6 76,075 ESSEX CORP COM 29674410 3,548 208,074 SH DEFINED 1,2 208,074 ESSEX PPTY TR INC COM 29717810 39,504 428,455 SH DEFINED 1,2,3,5 428,455 ESTERLINE TECHNOLOGI COM 29742510 13,513 363,355 SH DEFINED 1,2,6 363,355 ETHAN ALLEN INTERIOR COM 29760210 28,610 783,195 SH DEFINED 1,2,5,6 783,195 EUROBANCSHARES INC COM 29871610 1,107 78,110 SH DEFINED 1,2 78,110 EURONET WORLDWIDE IN COM 29873610 10,673 383,915 SH DEFINED 1,2,5 383,915 EV3 INC COM 26928A20 1,315 89,245 SH DEFINED 1,2 89,245 EVANS & SUTHERLAND C COM 29909610 75 15,300 SH DEFINED 1 15,300 EVEREST RE GROUP LTD COM G3223R10 65,802 655,723 SH DEFINED 1,2,5,7,8,10,12,13,14 655,723 EVERGREEN SOLAR INC COM 30033R10 5,936 557,330 SH DEFINED 1,2 557,330 EVOLVING SYS INC COM 30049R10 39 18,630 SH DEFINED 1 18,630 EXACT SCIENCES CORP COM 30063P10 47 21,354 SH DEFINED 1 21,354 EXACTECH INC COM 30064E10 128 11,200 SH DEFINED 1 11,200 EXAR CORP COM 30064510 6,339 506,335 SH DEFINED 1,2,5,6 506,335 EXCEL TECHNOLOGY INC COM 30067T10 5,954 250,373 SH DEFINED 1,2 250,373 EXCHANGE NATL BANCSH COM 30130910 214 7,250 SH DEFINED 1 7,250 EXELIXIS INC COM 30161Q10 11,647 1,236,446 SH DEFINED 1,2,5 1,236,446 EXELON CORP COM 30161N10 1,279,216 24,072,566 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,072,566 EXIDE TECHNOLOGIES COM NEW 30205120 63 16,965 SH DEFINED 1 16,965 EXPEDIA INC DEL COM 30212P10 78,111 3,260,059 SH DEFINED 1,2,5,7,8,10,12,13,14 3,260,059 EXPEDITORS INTL WASH COM 30213010 131,601 1,949,350 SH DEFINED 1,2,5,7,8,10,12,13,14 1,949,350 EXPLORATION CO COM NEW 30213320 90 13,887 SH DEFINED 1 13,887 EXPONENT INC COM 30214U10 2,935 103,402 SH DEFINED 1,2 103,402 EXPRESS SCRIPTS INC COM 30218210 506,942 6,049,426 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,049,426 EXPRESSJET HOLDINGS CL A 30218U10 41,062 5,075,606 SH DEFINED 1,2 5,075,606 EXTRA SPACE STORAGE COM 30225T10 8,818 572,597 SH DEFINED 1,2,3 572,597 EXTREME NETWORKS INC COM 30226D10 7,837 1,649,806 SH DEFINED 1,2,5 1,649,806 EXXON MOBIL CORP COM 30231G10 10,959,202 195,107,745 SH DEFINED 1,2,5,6,7,8,10,12,13,14 195,107,745 F M C CORP COM NEW 30249130 49,517 931,304 SH DEFINED 1,2,5,13 931,304 F N B CORP VA COM 30293010 3,302 107,649 SH DEFINED 1,2 107,649 F5 NETWORKS INC COM 31561610 28,982 506,774 SH DEFINED 1,2,13 506,774 FACTSET RESH SYS INC COM 30307510 25,190 612,002 SH DEFINED 1,2,5,6 612,002 FAIR ISAAC CORP COM 30325010 76,700 1,736,480 SH DEFINED 1,2,5,10,12,13 1,736,480 FAIRCHILD CORP CL A 30369810 29 11,478 SH DEFINED 1 11,478 FAIRCHILD SEMICONDUC COM 30372610 40,339 2,385,495 SH DEFINED 1,2,5,8,13 2,385,495 FAIRPOINT COMMUNICAT COM 30556010 3,797 366,500 SH DEFINED 1,2 366,500 FALCONSTOR SOFTWARE COM 30613710 2,602 352,063 SH DEFINED 1,2,5 352,063 FAMILY DLR STORES IN COM 30700010 105,182 4,242,917 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,242,917 FAMOUS DAVES AMER IN COM 30706810 178 15,760 SH DEFINED 1,2 15,760 FARGO ELECTRONICS IN COM 30744P10 2,907 151,029 SH DEFINED 1,2 151,029 FARMER BROS CO COM 30767510 1,866 96,472 SH DEFINED 1,2 96,472 FARMERS CAP BK CORP COM 30956210 2,920 94,989 SH DEFINED 1,2 94,989 FARO TECHNOLOGIES IN COM 31164210 2,784 139,187 SH DEFINED 1,2 139,187 FASTENAL CO COM 31190010 90,899 2,323,006 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,323,006 FBL FINL GROUP INC CL A 30239F10 7,623 232,335 SH DEFINED 1,2 232,335 FEATHERLITE INC COM 31305410 62 14,595 SH DEFINED 1 14,595 FEDDERS CORP COM NEW 31313550 29 17,123 SH DEFINED 1 17,123 FEDERAL AGRIC MTG CO CL A 31314810 259 11,800 SH DEFINED 1 11,800 FEDERAL AGRIC MTG CO CL C 31314830 4,508 150,618 SH DEFINED 1,2 150,618 FEDERAL HOME LN MTG COM 31340030 1,359,560 20,804,292 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,804,292 FEDERAL NATL MTG ASS COM 31358610 1,453,615 29,781,084 SH DEFINED 1,2,5,6,7,8,10,12,13,14 29,781,084 FEDERAL REALTY INVT SH BEN INT 31374720 55,169 909,634 SH DEFINED 1,2,3,5 909,634 FEDERAL SIGNAL CORP COM 31385510 14,633 974,876 SH DEFINED 1,2,5,13 974,876 FEDERATED DEPT STORE COM 31410H10 652,755 9,841,018 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,841,018 FEDERATED INVS INC P CL B 31421110 88,836 2,398,382 SH DEFINED 1,2,5,6,10,12,13 2,398,382 FEDEX CORP COM 31428X10 860,558 8,323,417 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,323,417 FEI CO COM 30241L10 6,763 352,794 SH DEFINED 1,2,5,6 352,794 FELCOR LODGING TR IN COM 31430F10 32,897 1,911,497 SH DEFINED 1,2,3,5 1,911,497 FELDMAN MALL PPTYS I COM 31430810 137 11,433 SH DEFINED 1,3 11,433 FERRO CORP COM 31540510 13,716 731,150 SH DEFINED 1,2,5,13 731,150 FIAT S P A SP ADR ORD 31562188 230 26,412 SH DEFINED 1 26,412 FIDELITY BANKSHARES COM 31604Q10 9,559 292,317 SH DEFINED 1,2 292,317 FIDELITY NATL FINL I COM 31632610 134,903 3,666,851 SH DEFINED 1,2,5,7,8,10,12,13,14 3,666,851 FIDELITY NATL TITLE CL A 31620R10 6,225 255,652 SH DEFINED 1,2,5,7,12,13 255,652 FIELDSTONE INVT CORP COM 31659U30 8,460 713,344 SH DEFINED 1,2 713,344 FIFTH THIRD BANCORP COM 31677310 546,803 14,496,377 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,496,377 FILENET CORP COM 31686910 25,170 973,682 SH DEFINED 1,2,5,6 973,682 FINANCIAL FED CORP COM 31749210 13,206 297,099 SH DEFINED 1,2 297,099 FINANCIAL INSTNS INC COM 31758540 3,274 166,883 SH DEFINED 1,2 166,883 FINISAR COM 31787A10 5,089 2,446,505 SH DEFINED 1,2,5 2,446,505 FINISH LINE INC CL A 31792310 12,008 689,313 SH DEFINED 1,2,5,6 689,313 FINLAY ENTERPRISES I COM NEW 31788420 98 10,036 SH DEFINED 1 10,036 FIRST ACCEPTANCE COR COM 31845710 2,453 238,339 SH DEFINED 1,2 238,339 FIRST ADVANTAGE CORP CL A 31845F10 2,103 78,721 SH DEFINED 1,2 78,721 FIRST ALBANY COS INC COM 31846510 82 11,835 SH DEFINED 1 11,835 FIRST AMERN CORP CAL COM 31852230 77,058 1,701,068 SH DEFINED 1,2,5,12,13 1,701,068 FIRST BANCORP N C COM 31891010 3,031 150,365 SH DEFINED 1,2,5 150,365 FIRST BANCORP P R COM 31867210 15,168 1,222,242 SH DEFINED 1,2,5 1,222,242 FIRST BUSEY CORP COM 31938310 3,655 174,985 SH DEFINED 1,2,5 174,985 FIRST CASH FINL SVCS COM 31942D10 4,364 149,644 SH DEFINED 1,2 149,644 FIRST CHARTER CORP COM 31943910 10,058 425,114 SH DEFINED 1,2,5 425,114 FIRST CMNTY BANCORP COM 31983B10 11,891 218,708 SH DEFINED 1,2 218,708 FIRST CMNTY BANCSHAR COM 31983A10 4,295 137,852 SH DEFINED 1,2 137,852 FIRST COMWLTH FINL C COM 31982910 12,147 939,417 SH DEFINED 1,2,5 939,417 FIRST CONSULTING GRO COM 31986R10 174 29,648 SH DEFINED 1 29,648 FIRST CTZNS BANCSHAR CL A 31946M10 18,313 104,994 SH DEFINED 1,2,5 104,994 FIRST DATA CORP COM 31996310 1,091,647 25,381,235 SH DEFINED 1,2,5,6,7,8,10,12,13,14 25,381,235 FIRST DEFIANCE FINL COM 32006W10 2,646 97,677 SH DEFINED 1,2,5 97,677 FIRST FINL BANCORP O COM 32020910 8,393 479,060 SH DEFINED 1,2,5 479,060 FIRST FINL BANKSHARE COM 32020R10 8,781 250,456 SH DEFINED 1,2,5 250,456 FIRST FINL CORP IND COM 32021810 5,278 195,464 SH DEFINED 1,2 195,464 FIRST FINL HLDGS INC COM 32023910 4,965 161,608 SH DEFINED 1,2 161,608 FIRST HORIZON NATL C COM 32051710 127,570 3,318,677 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,318,677 FIRST HORIZON PHARMA COM 32051K10 7,527 436,372 SH DEFINED 1,2 436,372 FIRST IND CORP COM 32054R10 10,026 291,636 SH DEFINED 1,2 291,636 FIRST INDUSTRIAL REA COM 32054K10 37,065 962,731 SH DEFINED 1,2,3,5 962,731 FIRST MARBLEHEAD COR COM 32077110 20,635 627,975 SH DEFINED 1,2,5,12 627,975 FIRST MERCHANTS CORP COM 32081710 6,692 257,382 SH DEFINED 1,2 257,382 FIRST MIDWEST BANCOR COM 32086710 22,264 635,021 SH DEFINED 1,2,5 635,021 FIRST NIAGARA FINL G COM 33582V10 22,579 1,560,375 SH DEFINED 1,2,5 1,560,375 FIRST OAK BROOK BANC COM 33584720 2,482 88,804 SH DEFINED 1,2 88,804 FIRST PL FINL CORP COM 33610T10 9,353 388,883 SH DEFINED 1,2 388,883 FIRST POTOMAC RLTY T COM 33610F10 10,344 388,859 SH DEFINED 1,2,3 388,859 FIRST REGL BANCORP COM 33615C10 2,093 30,984 SH DEFINED 1,2 30,984 FIRST REP BK SAN FRA COM 33615810 10,513 284,062 SH DEFINED 1,2 284,062 FIRST SOUTH BANCORP COM 33646W10 1,977 55,968 SH DEFINED 1,2 55,968 FIRST ST BANCORPORAT COM 33645310 8,374 349,043 SH DEFINED 1,2 349,043 FIRSTBANK CORP MICH COM 33761G10 2,509 108,037 SH DEFINED 1,5 108,037 FIRSTENERGY CORP COM 33793210 1,113,235 22,723,718 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,723,718 FIRSTFED FINL CORP COM 33790710 16,860 309,239 SH DEFINED 1,2,5 309,239 FIRSTMERIT CORP COM 33791510 31,264 1,206,639 SH DEFINED 1,2,5,13 1,206,639 FISERV INC COM 33773810 266,340 6,155,313 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,155,313 FISHER COMMUNICATION COM 33775620 3,524 85,051 SH DEFINED 1,2 85,051 FISHER SCIENTIFIC IN COM NEW 33803220 211,045 3,411,659 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,411,659 FLAG FINL CORP COM 33832H10 244 14,500 SH DEFINED 1 14,500 FLAGSTAR BANCORP INC COM 33793010 11,206 778,167 SH DEFINED 1,2,5 778,167 FLANDERS CORP COM 33849410 1,433 117,845 SH DEFINED 1,2 117,845 FLEETWOOD ENTERPRISE COM 33909910 11,415 924,262 SH DEFINED 1,2,6 924,262 FLEXTRONICS INTL LTD ORD Y2573F10 25,038 2,398,293 SH DEFINED 1,5,7,8,10,12,13,14 2,398,293 FLIR SYS INC COM 30244510 16,805 752,585 SH DEFINED 1,2,5,6 752,585 FLORIDA EAST COAST I COM 34063210 16,196 382,248 SH DEFINED 1,2 382,248 FLORIDA PUB UTILS CO COM 34113510 147 10,800 SH DEFINED 1 10,800 FLORIDA ROCK INDS IN COM 34114010 21,864 445,666 SH DEFINED 1,2,5,12 445,666 FLOW INTL CORP COM 34346810 140 16,604 SH DEFINED 1 16,604 FLOWERS FOODS INC COM 34349810 29,212 1,059,933 SH DEFINED 1,2,5,6 1,059,933 FLOWSERVE CORP COM 34354P10 44,094 1,114,611 SH DEFINED 1,2,5,13 1,114,611 FLUOR CORP NEW COM 34341210 193,270 2,501,552 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,501,552 FLUSHING FINL CORP COM 34387310 4,135 265,560 SH DEFINED 1,2 265,560 FMC TECHNOLOGIES INC COM 30249U10 42,439 988,788 SH DEFINED 1,2,5,12,13 988,788 FNB CORP PA COM 30252010 12,969 747,072 SH DEFINED 1,2,5 747,072 FNB FINANCIAL SERVIC COM 30252610 201 12,282 SH DEFINED 1 12,282 FOCUS ENHANCEMENTS I COM 34415910 12 20,000 SH DEFINED 1 20,000 FOMENTO ECONOMICO ME SPON ADR U 34441910 5,079 70,039 SH DEFINED 1,2,7 70,039 FONAR CORP COM 34443710 21 30,200 SH DEFINED 1 30,200 FOOT LOCKER INC COM 34484910 64,538 2,735,834 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,735,834 FORD MTR CO DEL COM PAR $0 34537086 402,277 52,108,374 SH DEFINED 1,2,5,6,7,8,10,12,13,14 52,108,374 FOREST CITY ENTERPRI CL A 34555010 25,591 674,688 SH DEFINED 1,2,5,12 674,688 FOREST LABS INC COM 34583810 350,111 8,606,474 SH DEFINED 1,2,5,6,10,12,13 8,606,474 FOREST OIL CORP COM PAR $0 34609170 42,257 927,304 SH DEFINED 1,2,5,13 927,304 FORGENT NETWORKS INC COM 34629U10 45 17,427 SH DEFINED 1 17,427 FORMFACTOR INC COM 34637510 11,500 470,718 SH DEFINED 1,2 470,718 FORRESTER RESH INC COM 34656310 7,063 376,715 SH DEFINED 1,2 376,715 FORTUNE BRANDS INC COM 34963110 298,886 3,830,889 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,830,889 FORWARD AIR CORP COM 34985310 23,485 640,801 SH DEFINED 1,2,6 640,801 FOSSIL INC COM 34988210 18,977 882,258 SH DEFINED 1,2,5,6 882,258 FOSTER L B CO COM 35006010 286 19,250 SH DEFINED 1 19,250 FOSTER WHEELER LTD SHS NEW G3653513 2,889 78,543 SH DEFINED 1,2 78,543 FOUNDATION COAL HLDG COM 35039W10 14,395 378,822 SH DEFINED 1,2,5 378,822 FOUNDRY NETWORKS INC COM 35063R10 29,785 2,156,756 SH DEFINED 1,2,5,8 2,156,756 FOUNTAIN POWERBOAT I COM NEW 35075530 81 13,400 SH DEFINED 1 13,400 FOXHOLLOW TECHNOLOGI COM 35166A10 5,491 184,340 SH DEFINED 1,2 184,340 FPIC INS GROUP INC COM 30256310 4,937 142,273 SH DEFINED 1,2,5 142,273 FPL GROUP INC COM 30257110 489,538 11,779,068 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,779,068 FRANCE TELECOM SPONSORED 35177Q10 367 14,759 SH DEFINED 1 14,759 FRANKLIN BK CORP DEL COM 35245110 5,188 288,403 SH DEFINED 1,2 288,403 FRANKLIN ELEC INC COM 35351410 11,862 300,011 SH DEFINED 1,2 300,011 FRANKLIN RES INC COM 35461310 404,776 4,305,667 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,305,667 FRANKLIN STREET PPTY COM 35471R10 1,313 62,689 SH DEFINED 1,2 62,689 FREDS INC CL A 35610810 10,464 643,154 SH DEFINED 1,2,5,6 643,154 FREEPORT-MCMORAN COP CL B 35671D85 335,893 6,243,358 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,243,358 FREESCALE SEMICONDUC COM CL A 35687M10 5,244 208,164 SH DEFINED 1,5,12 208,164 FREESCALE SEMICONDUC CL B 35687M20 242,740 9,644,030 SH DEFINED 1,2,5,6,10,12,13 9,644,030 FREIGHTCAR AMER INC COM 35702310 6,460 134,361 SH DEFINED 1,2 134,361 FREMONT GEN CORP COM 35728810 24,668 1,061,922 SH DEFINED 1,2,5 1,061,922 FREQUENCY ELECTRS IN COM 35801010 112 10,700 SH DEFINED 1 10,700 FRESH DEL MONTE PROD ORD G3673810 696 30,550 SH DEFINED 1,2,5 30,550 FRIEDMAN BILLINGS RA CL A 35843410 13,888 1,402,850 SH DEFINED 1,2,5,12 1,402,850 FRIEDMAN INDS INC COM 35843510 111 18,790 SH DEFINED 1 18,790 FRONTIER AIRLINES IN COM 35906510 4,531 490,381 SH DEFINED 1,2,6 490,381 FRONTIER FINL CORP W COM 35907K10 11,076 346,115 SH DEFINED 1,2,5 346,115 FRONTIER OIL CORP COM 35914P10 38,670 1,030,381 SH DEFINED 1,2 1,030,381 FROZEN FOOD EXPRESS COM 35936010 2,005 181,739 SH DEFINED 1,2 181,739 FSI INTL INC COM 30263310 158 34,385 SH DEFINED 1 34,385 FTD GROUP INC COM 30267U10 997 95,959 SH DEFINED 1,2 95,959 FTI CONSULTING INC COM 30294110 14,573 531,094 SH DEFINED 1,2,5 531,094 FUELCELL ENERGY INC COM 35952H10 5,157 608,829 SH DEFINED 1,2,5 608,829 FUJI PHOTO FILM LTD ADR 35958630 8,600 258,947 SH DEFINED 1 258,947 FULLER H B CO COM 35969410 16,175 504,377 SH DEFINED 1,2,5 504,377 FULTON FINL CORP PA COM 36027110 26,118 1,483,952 SH DEFINED 1,2,5,12 1,483,952 FURNITURE BRANDS INT COM 36092110 22,462 1,005,917 SH DEFINED 1,2,5,13 1,005,917 FX ENERGY INC COM 30269510 3,309 414,654 SH DEFINED 1,2 414,654 G & K SVCS INC CL A 36126810 11,990 305,476 SH DEFINED 1,2,5,6 305,476 G B & T BANCSHARES I COM 36146210 3,017 140,935 SH DEFINED 1,2 140,935 GAIAM INC CL A 36268Q10 208 15,400 SH DEFINED 1,2 15,400 GALLAGHER ARTHUR J & COM 36357610 40,594 1,314,575 SH DEFINED 1,2,5,12,13 1,314,575 GALLAHER GROUP PLC SPONSORED 36359510 1,003 16,665 SH DEFINED 1 16,665 GAMCO INVESTORS INC COM 36143810 4,328 99,431 SH DEFINED 1,2 99,431 GAMESTOP CORP NEW CL A 36467W10 11,203 352,076 SH DEFINED 1,2,5,13 352,076 GAMESTOP CORP NEW CL B 36467W20 18,866 652,820 SH DEFINED 1,2,5 652,820 GANNETT INC COM 36473010 433,485 7,156,764 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,156,764 GAP INC DEL COM 36476010 314,985 17,856,308 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,856,308 GARDNER DENVER INC COM 36555810 21,281 431,673 SH DEFINED 1,2,6 431,673 GARMIN LTD ORD G3726010 10,607 159,858 SH DEFINED 1,2,5,12 159,858 GARTNER INC COM 36665110 17,296 1,340,742 SH DEFINED 1,2,5,13 1,340,742 GASCO ENERGY INC COM 36722010 5,219 799,234 SH DEFINED 1,2 799,234 GATEWAY INC COM 36762610 21,649 8,625,176 SH DEFINED 1,2,5,6,8,10,13 8,625,176 GATX CORP COM 36144810 30,630 848,952 SH DEFINED 1,2,5,6,13 848,952 GAYLORD ENTMT CO NEW COM 36790510 22,199 509,267 SH DEFINED 1,2 509,267 GEHL CO COM 36848310 3,615 137,731 SH DEFINED 1,2 137,731 GEMPLUS INTL S A ADR 36866Y10 77 14,520 SH DEFINED 1 14,520 GEMSTAR-TV GUIDE INT COM 36866W10 8,929 3,421,219 SH DEFINED 1,2,5 3,421,219 GENAERA CORP COM 36867G10 59 39,382 SH DEFINED 1 39,382 GENCORP INC COM 36868210 13,925 784,513 SH DEFINED 1,2,6 784,513 GENE LOGIC INC COM 36868910 147 43,866 SH DEFINED 1,5 43,866 GENENTECH INC COM NEW 36871040 546,694 5,910,200 SH DEFINED 1,2,5,7,8,10,12,13,14 5,910,200 GENERAL CABLE CORP D COM 36930010 10,258 520,705 SH DEFINED 1,2,5 520,705 GENERAL COMMUNICATIO CL A 36938510 14,954 1,447,631 SH DEFINED 1,2,6 1,447,631 GENERAL DYNAMICS COR COM 36955010 749,656 6,573,051 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,573,051 GENERAL ELECTRIC CO COM 36960410 10,825,802 308,867,391 SH DEFINED 1,2,5,6,7,8,10,12,13,14 308,867,391 GENERAL GROWTH PPTYS COM 37002110 242,584 5,162,450 SH DEFINED 1,2,3,5,6,7,8,10,12,13, 14 5,162,450 GENERAL MARITIME COR SHS Y2692M10 6,140 165,762 SH DEFINED 1,2,5 165,762 GENERAL MLS INC COM 37033410 488,326 9,901,177 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,901,177 GENERAL MTRS CORP COM 37044210 1,813,278 93,371,689 SH DEFINED 1,2,5,6,7,8,10,12,13,14 93,371,689 GENESCO INC COM 37153210 20,038 516,583 SH DEFINED 1,2,6 516,583 GENESEE & WYO INC CL A 37155910 13,854 368,945 SH DEFINED 1,2 368,945 GENESIS HEALTHCARE C COM 37184D10 13,674 374,427 SH DEFINED 1,2,5 374,427 GENESIS MICROCHIP IN COM 37184C10 9,847 544,317 SH DEFINED 1,2 544,317 GENITOPE CORP COM 37229P50 2,148 270,210 SH DEFINED 1,2 270,210 GENLYTE GROUP INC COM 37230210 29,414 549,082 SH DEFINED 1,2 549,082 GEN-PROBE INC NEW COM 36866T10 34,429 705,659 SH DEFINED 1,2,5,12,13 705,659 GENTA INC COM NEW 37245M20 61 41,448 SH DEFINED 1,5 41,448 GENTEX CORP COM 37190110 44,119 2,262,491 SH DEFINED 1,2,5,12,13 2,262,491 GENTIVA HEALTH SERVI COM 37247A10 5,140 348,731 SH DEFINED 1,2,5,6 348,731 GENUINE PARTS CO COM 37246010 201,352 4,584,519 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,584,519 GENVEC INC COM 37246C10 51 31,044 SH DEFINED 1 31,044 GENWORTH FINL INC COM CL A 37247D10 334,336 9,668,465 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,668,465 GENZYME CORP COM 37291710 512,256 7,237,292 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,237,292 GEO GROUP INC COM 36159R10 3,158 137,728 SH DEFINED 1,2,5 137,728 GEORGIA GULF CORP COM PAR $0 37320020 43,326 1,424,256 SH DEFINED 1,2,5 1,424,256 GEORGIA PAC CORP COM 37329810 4,746 98,924 SH DEFINED 1,5,7,8,12 98,924 GERBER SCIENTIFIC IN COM 37373010 375 39,216 SH DEFINED 1,2,6 39,216 GERDAU S A SPONSORED 37373710 557 33,390 SH DEFINED 1,2,7 33,390 GERMAN AMERN BANCORP COM 37386510 219 16,668 SH DEFINED 1,2,5 16,668 GERON CORP COM 37416310 6,542 759,781 SH DEFINED 1,2 759,781 GETTY IMAGES INC COM 37427610 58,589 656,316 SH DEFINED 1,2,5,7,8,10,12,13,14 656,316 GETTY RLTY CORP NEW COM 37429710 6,484 246,625 SH DEFINED 1,2,3 246,625 GEVITY HR INC COM 37439310 9,279 360,777 SH DEFINED 1,2,6 360,777 GFI GROUP INC COM 36165220 3,294 69,440 SH DEFINED 1,2 69,440 GIANT INDS INC COM 37450810 11,402 219,432 SH DEFINED 1,2 219,432 GIBRALTAR INDS INC COM 37468910 7,160 312,123 SH DEFINED 1,2 312,123 G-III APPAREL GROUP COM 36237H10 173 12,700 SH DEFINED 1 12,700 GILEAD SCIENCES INC COM 37555810 639,804 12,170,516 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,170,516 GLACIER BANCORP INC COM 37637Q10 12,195 405,832 SH DEFINED 1,2 405,832 GLADSTONE CAPITAL CO COM 37653510 2,904 135,817 SH DEFINED 1,2 135,817 GLADSTONE INVT CORP COM 37654610 1,856 136,602 SH DEFINED 1,2 136,602 GLAMIS GOLD LTD COM 37677510 4,324 157,343 SH DEFINED 1,2,13 157,343 GLATFELTER COM 37731610 10,514 740,938 SH DEFINED 1,2,13 740,938 GLAXOSMITHKLINE PLC SPONSORED 37733W10 971,128 19,237,869 SH DEFINED 1,2 19,237,869 GLENAYRE TECHNOLOGIE COM 37789910 2,465 758,592 SH DEFINED 1,2 758,592 GLENBOROUGH RLTY TR COM 37803P10 13,988 772,797 SH DEFINED 1,2,3,5 772,797 GLIMCHER RLTY TR SH BEN INT 37930210 21,245 873,544 SH DEFINED 1,2,3,5 873,544 GLOBAL CASH ACCESS H COM 37896710 1,795 123,013 SH DEFINED 1,2 123,013 GLOBAL CROSSING LTD SHS NEW G3921A17 220 13,701 SH DEFINED 1,2 13,701 GLOBAL IMAGING SYSTE COM 37934A10 11,312 326,667 SH DEFINED 1,2,6 326,667 GLOBAL INDS LTD COM 37933610 16,490 1,452,899 SH DEFINED 1,2,5 1,452,899 GLOBAL PMTS INC COM 37940X10 54,939 1,178,706 SH DEFINED 1,2,5,6,10 1,178,706 GLOBAL POWER EQUIPME COM 37941P10 2,117 468,395 SH DEFINED 1,2,5 468,395 GLOBAL SIGNAL INC COM 37944Q10 6,324 146,528 SH DEFINED 1,2,3 146,528 GLOBALSANTAFE CORP SHS G3930E10 60,638 1,259,363 SH DEFINED 1,2,5,7,8,10,12,13,14 1,259,363 GLOBETEL COMMUNICATI COM NEW 37958F20 3,096 841,330 SH DEFINED 1,2 841,330 GLOBIX CORP COM NEW 37957F20 22 16,500 SH DEFINED 1 16,500 GMH CMNTYS TR COM 36188G10 13,223 852,550 SH DEFINED 1,2,3 852,550 GOLD BANC CORP INC COM 37990710 9,334 512,271 SH DEFINED 1,2,5 512,271 GOLD KIST INC COM 38061410 10,147 678,735 SH DEFINED 1,2 678,735 GOLDEN TELECOM INC COM 38122G10 6,863 263,453 SH DEFINED 1,2 263,453 GOLDEN WEST FINL COR COM 38131710 497,297 7,534,809 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,534,809 GOLDMAN SACHS GROUP COM 38141G10 1,762,498 13,800,780 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,800,780 GOLF GALAXY INC COM 38163910 577 30,120 SH DEFINED 1 30,120 GOODRICH CORP COM 38238810 131,525 3,200,129 SH DEFINED 1,2,5,6,10,12,13 3,200,129 GOODRICH PETE CORP COM NEW 38241040 3,239 128,790 SH DEFINED 1,2 128,790 GOODYEAR TIRE & RUBR COM 38255010 182,092 10,477,102 SH DEFINED 1,2,5,6,10,13 10,477,102 GOODYS FAMILY CLOTHI COM 38258810 102 10,632 SH DEFINED 1,5 10,632 GOOGLE INC CL A 38259P50 1,064,310 2,565,468 SH DEFINED 1,2,5,7,8,10,12,13,14 2,565,468 GOREMOTE INTERNET CO COM 38285910 30 18,300 SH DEFINED 1 18,300 GORMAN RUPP CO COM 38308210 4,218 190,792 SH DEFINED 1,2 190,792 GOTTSCHALKS INC COM 38348510 111 13,192 SH DEFINED 1 13,192 GOVERNMENT PPTYS TR COM 38374W10 4,699 503,639 SH DEFINED 1,2,3 503,639 GP STRATEGIES CORP COM 36225V10 192 23,557 SH DEFINED 1 23,557 GRACE W R & CO DEL N COM 38388F10 9,842 1,047,033 SH DEFINED 1,2 1,047,033 GRACO INC COM 38410910 44,658 1,224,182 SH DEFINED 1,2,5,12,13 1,224,182 GRAFTECH INTL LTD COM 38431310 8,375 1,346,396 SH DEFINED 1,2,5 1,346,396 GRAINGER W W INC COM 38480210 156,918 2,207,000 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,207,000 GRAMERCY CAP CORP COM 38487110 4,766 209,238 SH DEFINED 1,2 209,238 GRANITE CONSTR INC COM 38732810 21,921 610,450 SH DEFINED 1,2,5,13 610,450 GRANT PRIDECO INC COM 38821G10 84,840 1,922,943 SH DEFINED 1,2,5,12,13 1,922,943 GRAPHIC PACKAGING CO COM 38868810 2,003 878,489 SH DEFINED 1,2 878,489 GRAY TELEVISION INC COM 38937510 9,057 922,287 SH DEFINED 1,2 922,287 GREAT AMERN FINL RES COM 38991510 3,549 178,891 SH DEFINED 1,2 178,891 GREAT ATLANTIC & PAC COM 39006410 10,633 334,592 SH DEFINED 1,2,5,6 334,592 GREAT NORTHN IRON OR CTFS BEN I 39106410 1,836 13,188 SH DEFINED 1,5 13,188 GREAT PLAINS ENERGY COM 39116410 27,669 989,589 SH DEFINED 1,2,5,13 989,589 GREAT SOUTHN BANCORP COM 39090510 3,550 128,563 SH DEFINED 1,2 128,563 GREAT WOLF RESORTS I COM 39152310 3,290 319,089 SH DEFINED 1,2 319,089 GREATBATCH INC COM 39153L10 11,836 455,063 SH DEFINED 1,2,5,6 455,063 GREATER BAY BANCORP COM 39164810 25,533 996,599 SH DEFINED 1,2,5,13 996,599 GREATER COMMUNITY BA COM 39167M10 157 10,532 SH DEFINED 1 10,532 GREEN MOUNTAIN PWR C COM 39315410 281 9,778 SH DEFINED 1,2 9,778 GREEN MTN COFFEE ROA COM 39312210 2,151 52,984 SH DEFINED 1,2 52,984 GREENBRIER COS INC COM 39365710 2,585 91,029 SH DEFINED 1,2 91,029 GREENE CNTY BANCSHAR COM NEW 39436120 2,416 88,316 SH DEFINED 1,2 88,316 GREENFIELD ONLINE IN COM 39515010 945 161,284 SH DEFINED 1,2 161,284 GREENHILL & CO INC COM 39525910 14,339 255,320 SH DEFINED 1,2 255,320 GREIF INC CL A 39762410 17,507 264,134 SH DEFINED 1,2 264,134 GREY WOLF INC COM 39788810 20,766 2,686,405 SH DEFINED 1,2,5 2,686,405 GRIFFON CORP COM 39843310 10,142 425,951 SH DEFINED 1,2,6 425,951 GROUP 1 AUTOMOTIVE I COM 39890510 13,150 418,396 SH DEFINED 1,2,6 418,396 GROUPE CGI INC CL A SUB V 39945C10 115 14,270 SH DEFINED 1 14,270 GROUPE DANONE SPONSORED 39944910 1,282 60,951 SH DEFINED 1 60,951 GRUPO TELEVISA SA DE SP ADR REP 40049J20 11,807 146,674 SH DEFINED 1,2 146,674 GSI COMMERCE INC COM 36238G10 5,868 388,845 SH DEFINED 1,2,5 388,845 GTC BIOTHERAPEUTICS COM 36238T10 20 12,185 SH DEFINED 1 12,185 GTECH HLDGS CORP COM 40051810 69,409 2,186,800 SH DEFINED 1,2,5,7,8,10,12,13,14 2,186,800 GTX INC DEL COM 40052B10 785 103,851 SH DEFINED 1,2 103,851 GUESS INC COM 40161710 16,719 469,631 SH DEFINED 1,2 469,631 GUIDANT CORP COM 40169810 584,754 9,030,952 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,030,952 GUITAR CTR MGMT INC COM 40204010 21,882 437,547 SH DEFINED 1,2,5,6 437,547 GULF ISLAND FABRICAT COM 40230710 3,180 130,818 SH DEFINED 1,2 130,818 GULFMARK OFFSHORE IN COM 40262910 7,307 246,676 SH DEFINED 1,2,5 246,676 GYMBOREE CORP COM 40377710 11,827 505,441 SH DEFINED 1,2,6 505,441 HAEMONETICS CORP COM 40502410 29,311 599,905 SH DEFINED 1,2,5,6 599,905 HAIN CELESTIAL GROUP COM 40521710 11,432 540,259 SH DEFINED 1,2,5,6 540,259 HALLIBURTON CO COM 40621610 949,093 15,317,838 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,317,838 HANAROTELECOM INC SPONSORED 40964920 29 12,549 SH DEFINED 1 12,549 HANCOCK FABRICS INC COM 40990010 255 62,684 SH DEFINED 1,6 62,684 HANCOCK HLDG CO COM 41012010 15,061 398,345 SH DEFINED 1,2 398,345 HANDLEMAN CO DEL COM 41025210 3,753 302,139 SH DEFINED 1,2 302,139 HANGER ORTHOPEDIC GR COM NEW 41043F20 185 32,423 SH DEFINED 1,5 32,423 HANMI FINL CORP COM 41049510 9,070 507,865 SH DEFINED 1,2 507,865 HANOVER COMPRESSOR C COM 41076810 27,463 1,946,331 SH DEFINED 1,2,5,13 1,946,331 HANOVER INS GROUP IN COM 41086710 35,298 845,066 SH DEFINED 1,2,5,10,13 845,066 HANSEN NAT CORP COM 41131010 27,016 342,799 SH DEFINED 1,2,6 342,799 HANSON PLC NEW SPONSORED 41134910 568 10,343 SH DEFINED 1 10,343 HARBOR FLA BANCSHARE COM 41190110 10,291 277,772 SH DEFINED 1,2,5 277,772 HARKEN ENERGY CORP COM NEW 41255230 54 94,171 SH DEFINED 1 94,171 HARLAND JOHN H CO COM 41269310 17,277 459,497 SH DEFINED 1,2,5,6 459,497 HARLEY DAVIDSON INC COM 41282210 412,685 8,014,865 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,014,865 HARLEYSVILLE GROUP I COM 41282410 9,487 358,010 SH DEFINED 1,2 358,010 HARLEYSVILLE NATL CO COM 41285010 6,880 360,190 SH DEFINED 1,2 360,190 HARMAN INTL INDS INC COM 41308610 145,782 1,489,848 SH DEFINED 1,2,5,7,8,10,12,13,14 1,489,848 HARMONIC INC COM 41316010 4,535 935,005 SH DEFINED 1,2,5,6 935,005 HARMONY GOLD MNG LTD SPONSORED 41321630 551 42,184 SH DEFINED 1 42,184 HARRAHS ENTMT INC COM 41361910 551,735 7,739,303 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,739,303 HARRIS & HARRIS GROU COM 41383310 2,858 205,598 SH DEFINED 1,2 205,598 HARRIS CORP DEL COM 41387510 100,940 2,346,903 SH DEFINED 1,2,5,10,12,13 2,346,903 HARRIS INTERACTIVE I COM 41454910 2,813 652,600 SH DEFINED 1,2 652,600 HARSCO CORP COM 41586410 39,212 580,836 SH DEFINED 1,2,5,12,13 580,836 HARTE-HANKS INC COM 41619610 41,269 1,563,796 SH DEFINED 1,2,5,10,13 1,563,796 HARTFORD FINL SVCS G COM 41651510 1,585,691 18,461,886 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,461,886 HARTMARX CORP COM 41711910 2,512 321,613 SH DEFINED 1,2 321,613 HARVARD BIOSCIENCE I COM 41690610 105 23,632 SH DEFINED 1 23,632 HARVEST NATURAL RESO COM 41754V10 6,623 745,838 SH DEFINED 1,2,5 745,838 HASBRO INC COM 41805610 118,170 5,855,799 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,855,799 HAVAS SPONSORED 41931310 54 12,678 SH DEFINED 1 12,678 HAVERTY FURNITURE IN COM 41959610 4,484 347,868 SH DEFINED 1,2,6 347,868 HAWAIIAN ELEC INDUST COM 41987010 32,799 1,266,359 SH DEFINED 1,2,5,13 1,266,359 HAWAIIAN HOLDINGS IN COM 41987910 91 22,715 SH DEFINED 1 22,715 HAWK CORP CL A 42008910 205 14,000 SH DEFINED 1 14,000 HAWKINS INC COM 42026110 204 14,552 SH DEFINED 1 14,552 HAYES LEMMERZ INTL I COM NEW 42078130 1,699 482,555 SH DEFINED 1,2 482,555 HCA INC COM 40411910 564,963 11,187,387 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,187,387 HCC INS HLDGS INC COM 40413210 43,144 1,453,622 SH DEFINED 1,2,5,13 1,453,622 HEADWATERS INC COM 42210P10 24,280 685,112 SH DEFINED 1,2 685,112 HEALTH CARE PPTY INV COM 42191510 41,802 1,635,440 SH DEFINED 1,2,3,5,7,8,10,12,13,14 1,635,440 HEALTH CARE REIT INC COM 42217K10 16,934 499,528 SH DEFINED 1,2,3,5 499,528 HEALTH MGMT ASSOC IN CL A 42193310 147,546 6,718,848 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,718,848 HEALTH NET INC COM 42222G10 120,782 2,343,015 SH DEFINED 1,2,5,7,8,10,12,13,14 2,343,015 HEALTHCARE RLTY TR COM 42194610 15,496 465,752 SH DEFINED 1,2,3,5 465,752 HEALTHCARE SVCS GRP COM 42190610 7,482 361,282 SH DEFINED 1,2,6 361,282 HEALTHEXTRAS INC COM 42221110 6,270 249,785 SH DEFINED 1,2 249,785 HEALTHTRONICS INC COM 42222L10 3,200 418,351 SH DEFINED 1,2,5 418,351 HEARST-ARGYLE TELEVI COM 42231710 16,511 692,294 SH DEFINED 1,2,5 692,294 HEARTLAND EXPRESS IN COM 42234710 26,055 1,284,140 SH DEFINED 1,2,5,6 1,284,140 HEARTLAND FINL USA I COM 42234Q10 2,391 110,188 SH DEFINED 1,2 110,188 HEARTLAND PMT SYS IN COM 42235N10 1,115 51,462 SH DEFINED 1,2 51,462 HECLA MNG CO COM 42270410 5,974 1,471,317 SH DEFINED 1,2,5 1,471,317 HECTOR COMMUNICATION COM 42273010 215 7,600 SH DEFINED 1,2 7,600 HEICO CORP NEW COM 42280610 7,977 308,219 SH DEFINED 1,2,5 308,219 HEICO CORP NEW CL A 42280620 425 20,733 SH DEFINED 1,2 20,733 HEIDRICK & STRUGGLES COM 42281910 8,915 278,149 SH DEFINED 1,2,5,6 278,149 HEINZ H J CO COM 42307410 331,048 9,817,555 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,817,555 HELEN OF TROY CORP L COM G4388N10 515 31,987 SH DEFINED 1,2,5 31,987 HELLENIC TELECOM ORG SPONSORED 42332530 7,217 688,627 SH DEFINED 1 688,627 HELMERICH & PAYNE IN COM 42345210 66,101 1,067,702 SH DEFINED 1,2,5,6,10,12,13 1,067,702 HEMISPHERX BIOPHARMA COM 42366C10 84 38,510 SH DEFINED 1 38,510 HENRY JACK & ASSOC I COM 42628110 25,098 1,314,726 SH DEFINED 1,2,5,13 1,314,726 HERBALIFE LTD COM USD SH G4412G10 1,120 34,432 SH DEFINED 1,2 34,432 HERCULES INC COM 42705610 39,511 3,496,516 SH DEFINED 1,2,5,6,10,13 3,496,516 HERCULES OFFSHORE IN COM 42709310 2,586 91,007 SH DEFINED 1,2 91,007 HERITAGE COMMERCE CO COM 42692710 2,954 137,393 SH DEFINED 1,2 137,393 HERITAGE PPTY INVT T COM 42725M10 28,793 862,068 SH DEFINED 1,2,3 862,068 HERLEY INDS INC DEL COM 42739810 2,688 162,801 SH DEFINED 1,2 162,801 HERSHA HOSPITALITY T SH BEN INT 42782510 1,904 211,294 SH DEFINED 1,2,3 211,294 HERSHEY CO COM 42786610 278,452 5,039,857 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,039,857 HESKA CORP COM 42805E10 15 11,100 SH DEFINED 1 11,100 HEWITT ASSOCS INC COM 42822Q10 13,017 464,721 SH DEFINED 1,2,5,8 464,721 HEWLETT PACKARD CO COM 42823610 3,563,882 124,480,678 SH DEFINED 1,2,5,6,7,8,10,12,13,14 124,480,678 HEXCEL CORP NEW COM 42829110 13,893 769,706 SH DEFINED 1,2 769,706 HI / FN INC COM 42835810 118 21,020 SH DEFINED 1 21,020 HIBBETT SPORTING GOO COM 42856510 25,354 890,246 SH DEFINED 1,2,6 890,246 HICKORY TECH CORP COM 42906010 153 19,362 SH DEFINED 1 19,362 HIGHLAND HOSPITALITY COM 43014110 7,447 673,900 SH DEFINED 1,2,3 673,900 HIGHWOODS PPTYS INC COM 43128410 49,054 1,724,214 SH DEFINED 1,2,3,5,13 1,724,214 HILB ROGAL & HOBBS C COM 43129410 22,850 593,346 SH DEFINED 1,2,5 593,346 HILFIGER TOMMY CORP ORD G8915Z10 794 48,867 SH DEFINED 1,5 48,867 HILLENBRAND INDS INC COM 43157310 50,656 1,025,214 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,025,214 HILTON HOTELS CORP COM 43284810 225,727 9,362,389 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,362,389 HITACHI LIMITED ADR 10 COM 43357850 12,045 178,702 SH DEFINED 1 178,702 HI-TECH PHARMACAL IN COM 42840B10 4,456 100,611 SH DEFINED 1,2 100,611 HITTITE MICROWAVE CO COM 43365Y10 910 39,318 SH DEFINED 1,2 39,318 HMS HLDGS CORP COM 40425J10 79 10,297 SH DEFINED 1 10,297 HNI CORP COM 40425110 43,243 787,231 SH DEFINED 1,2,5,6,12,13 787,231 HOLLINGER INTL INC CL A 43556910 6,482 723,412 SH DEFINED 1,2,5 723,412 HOLLIS-EDEN PHARMACE COM 43590210 119 24,500 SH DEFINED 1 24,500 HOLLY CORP COM PAR $0 43575830 16,107 273,602 SH DEFINED 1,2 273,602 HOLLY ENERGY PARTNER COM UT LTD 43576310 402 10,899 SH DEFINED 1,2 10,899 HOLOGIC INC COM 43644010 23,586 621,990 SH DEFINED 1,2,5,6 621,990 HOME DEPOT INC COM 43707610 2,778,638 68,642,238 SH DEFINED 1,2,5,6,7,8,10,12,13,14 68,642,238 HOME PROPERTIES INC COM 43730610 28,497 698,453 SH DEFINED 1,2,3,5 698,453 HOMEBANC CORP GA COM 43738R10 5,760 770,069 SH DEFINED 1,2 770,069 HOMESTORE INC COM 43785210 14,532 2,849,477 SH DEFINED 1,2,5 2,849,477 HONDA MOTOR LTD AMERN SHS 43812830 11,953 412,590 SH DEFINED 1 412,590 HONEYWELL INTL INC COM 43851610 3,665,727 98,408,768 SH DEFINED 1,2,5,6,7,8,10,12,13,14 98,408,768 HOOKER FURNITURE COR COM 43903810 1,684 98,177 SH DEFINED 1,2 98,177 HOOPER HOLMES INC COM 43910410 2,200 862,744 SH DEFINED 1,2,6 862,744 HORACE MANN EDUCATOR COM 44032710 15,354 809,809 SH DEFINED 1,2,5,13 809,809 HORIZON FINL CORP WA COM 44041F10 2,950 135,071 SH DEFINED 1,2,5 135,071 HORIZON HEALTH CORP COM 44041Y10 2,584 114,202 SH DEFINED 1,2 114,202 HORIZON LINES INC COM 44044K10 1,230 101,380 SH DEFINED 1,2 101,380 HORMEL FOODS CORP COM 44045210 46,102 1,410,720 SH DEFINED 1,2,5,12,13 1,410,720 HORNBECK OFFSHORE SV COM 44054310 7,477 228,640 SH DEFINED 1,2 228,640 HOSPIRA INC COM 44106010 216,278 5,055,578 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,055,578 HOSPITALITY PPTYS TR COM SH BEN 44106M10 75,711 1,888,053 SH DEFINED 1,2,3,5,12,13 1,888,053 HOST MARRIOTT CORP N COM 44107P10 149,900 7,910,266 SH DEFINED 1,2,3,5,7,8,10,12,13,14 7,910,266 HOT TOPIC INC COM 44133910 14,526 1,019,361 SH DEFINED 1,2,5,6 1,019,361 HOUSEVALUES INC COM 44183Y10 926 71,022 SH DEFINED 1 71,022 HOUSTON EXPL CO COM 44212010 20,707 392,179 SH DEFINED 1,2 392,179 HOVNANIAN ENTERPRISE CL A 44248720 26,765 539,183 SH DEFINED 1,2,5,13 539,183 HRPT PPTYS TR COM SH BEN 40426W10 62,432 6,032,118 SH DEFINED 1,2,3,5 6,032,118 HSBC HLDGS PLC SPON ADR N 40428040 14,724 182,969 SH DEFINED 1,2 182,969 HUB GROUP INC CL A 44332010 14,182 401,195 SH DEFINED 1,2,6 401,195 HUBBELL INC CL B 44351020 39,365 872,446 SH DEFINED 1,2,5,6,12,13 872,446 HUDSON CITY BANCORP COM 44368310 83,382 6,879,674 SH DEFINED 1,2,5,7,8,10,12,13,14 6,879,674 HUDSON HIGHLAND GROU COM 44379210 5,328 306,928 SH DEFINED 1,2,5 306,928 HUDSON UNITED BANCOR COM 44416510 27,015 648,159 SH DEFINED 1,2,5 648,159 HUGHES SUPPLY INC COM 44448210 34,618 965,646 SH DEFINED 1,2,5,6,12 965,646 HUGOTON RTY TR TEX UNIT BEN I 44471710 769 20,280 SH DEFINED 1,2 20,280 HUMAN GENOME SCIENCE COM 44490310 15,792 1,844,818 SH DEFINED 1,2,5,8 1,844,818 HUMANA INC COM 44485910 314,220 5,783,549 SH DEFINED 1,2,5,6,10,12,13 5,783,549 HUNGARIAN TEL & CABL COM 44554210 598 38,445 SH DEFINED 1,2 38,445 HUNT J B TRANS SVCS COM 44565810 39,945 1,764,348 SH DEFINED 1,2,5,12,13 1,764,348 HUNTINGTON BANCSHARE COM 44615010 160,699 6,766,279 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,766,279 HUNTSMAN CORP COM 44701110 16,613 964,740 SH DEFINED 1,2 964,740 HURON CONSULTING GRO COM 44746210 1,647 68,638 SH DEFINED 1,2 68,638 HUTCHINSON TECHNOLOG COM 44840710 10,045 353,075 SH DEFINED 1,2,5,6 353,075 HUTTIG BLDG PRODS IN COM 44845110 1,136 135,273 SH DEFINED 1,2 135,273 HYDRIL COM 44877410 16,400 261,980 SH DEFINED 1,2 261,980 HYPERCOM CORP COM 44913M10 3,948 617,794 SH DEFINED 1,2 617,794 HYPERION SOLUTIONS C COM 44914M10 22,790 636,245 SH DEFINED 1,2,5,6,12 636,245 IAC INTERACTIVECORP COM NEW 44919P30 93,577 3,305,450 SH DEFINED 1,2,5,7,8,10,12,13,14 3,305,450 IBERIABANK CORP COM 45082810 6,579 128,977 SH DEFINED 1,2,5 128,977 ICICI BK LTD ADR 45104G10 13,989 485,731 SH DEFINED 1,2,4,5 485,731 ICONIX BRAND GROUP I COM 45105510 216 21,200 SH DEFINED 1 21,200 ICOS CORP COM 44929510 21,860 791,176 SH DEFINED 1,2,5 791,176 ICT GROUP INC COM 44929Y10 1,942 114,600 SH DEFINED 1 114,600 ICU MED INC COM 44930G10 10,839 276,440 SH DEFINED 1,2,6 276,440 IDACORP INC COM 45110710 34,973 1,193,626 SH DEFINED 1,2,5,6,13 1,193,626 IDENIX PHARMACEUTICA COM 45166R20 2,922 170,772 SH DEFINED 1,2 170,772 IDENTIX INC COM 45190610 5,477 1,093,134 SH DEFINED 1,2 1,093,134 IDEX CORP COM 45167R10 23,554 572,949 SH DEFINED 1,2,5,6,12 572,949 IDEXX LABS INC COM 45168D10 27,266 378,796 SH DEFINED 1,2,5,6,12 378,796 IDT CORP COM 44894710 557 48,202 SH DEFINED 1,2 48,202 IDT CORP CL B 44894730 8,967 766,441 SH DEFINED 1,2 766,441 IDX SYS CORP COM 44949110 13,267 301,994 SH DEFINED 1,2 301,994 I-FLOW CORP COM NEW 44952030 3,355 229,509 SH DEFINED 1,2 229,509 IGATE CORP COM 45169U10 1,201 247,191 SH DEFINED 1,2 247,191 IHOP CORP COM 44962310 15,561 331,714 SH DEFINED 1,2,6 331,714 IHS INC CL A 45173410 2,624 127,872 SH DEFINED 1,2 127,872 II VI INC COM 90210410 5,272 295,028 SH DEFINED 1,2 295,028 IKANOS COMMUNICATION COM 45173E10 351 23,800 SH DEFINED 1 23,800 IKON OFFICE SOLUTION COM 45171310 185,924 17,860,152 SH DEFINED 1,2,5,6 17,860,152 ILLINOIS TOOL WKS IN COM 45230810 611,613 6,950,935 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,950,935 ILLUMINA INC COM 45232710 6,375 452,152 SH DEFINED 1,2 452,152 IMATION CORP COM 45245A10 44,241 960,300 SH DEFINED 1,2,5,13 960,300 IMCLONE SYS INC COM 45245W10 25,455 743,427 SH DEFINED 1,2,5,12 743,427 IMMERSION CORP COM 45252110 139 21,124 SH DEFINED 1 21,124 IMMTECH INTL INC COM 45251910 76 11,000 SH DEFINED 1 11,000 IMMUCOR INC COM 45252610 16,958 725,960 SH DEFINED 1,2,6 725,960 IMMUNOGEN INC COM 45253H10 5,195 1,012,654 SH DEFINED 1,2,5 1,012,654 IMMUNOMEDICS INC COM 45290710 139 47,593 SH DEFINED 1,5 47,593 IMPAC MTG HLDGS INC COM 45254P10 10,669 1,133,826 SH DEFINED 1,2,5 1,133,826 IMPCO TECHNOLOGIES I COM 45255W10 54 10,389 SH DEFINED 1 10,389 IMPERIAL CHEM INDS P ADR NEW 45270450 410 17,990 SH DEFINED 1 17,990 IMPERIAL OIL LTD COM NEW 45303840 1,036 10,398 SH DEFINED 1 10,398 IMPERIAL TOBACCO GRO SPONSORED 45314210 879 14,526 SH DEFINED 1 14,526 IMS HEALTH INC COM 44993410 197,533 7,926,702 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,926,702 INAMED CORP COM 45323510 43,011 490,544 SH DEFINED 1,2,5,12,13 490,544 INCO LTD COM 45325840 364 8,356 SH DEFINED 1 8,356 INCYTE CORP COM 45337C10 5,700 1,067,334 SH DEFINED 1,2,5 1,067,334 INDEPENDENCE CMNTY B COM 45341410 43,339 1,090,843 SH DEFINED 1,2,5,12,13 1,090,843 INDEPENDENCE HLDG CO COM NEW 45344030 1,323 67,692 SH DEFINED 1,2 67,692 INDEPENDENT BANK COR COM 45383610 6,901 241,891 SH DEFINED 1,2,5 241,891 INDEPENDENT BANK COR COM 45383810 10,143 372,482 SH DEFINED 1,2 372,482 INDEVUS PHARMACEUTIC COM 45407210 295 54,837 SH DEFINED 1,5 54,837 INDIA FD INC COM 45408910 5,446 137,063 SH DEFINED 5,7 137,063 INDUS INTL INC COM 45578L10 56 17,900 SH DEFINED 1 17,900 INDYMAC BANCORP INC COM 45660710 38,417 984,548 SH DEFINED 1,2,5,8,10,13 984,548 INERGY L P UNIT LTD P 45661510 795 30,674 SH DEFINED 1,2 30,674 INFINITY PPTY & CAS COM 45665Q10 10,517 282,644 SH DEFINED 1,2,5 282,644 INFOCROSSING INC COM 45664X10 1,915 222,400 SH DEFINED 1,2 222,400 INFOCUS CORP COM 45665B10 201 50,121 SH DEFINED 1,5 50,121 INFORMATICA CORP COM 45666Q10 13,343 1,111,937 SH DEFINED 1,2,5 1,111,937 INFORTE CORP COM 45677R10 52 13,074 SH DEFINED 1 13,074 INFOSPACE INC COM NEW 45678T20 18,559 718,775 SH DEFINED 1,2,6 718,775 INFOSYS TECHNOLOGIES SPONSORED 45678810 14,100 174,379 SH DEFINED 1,2,5 174,379 INFOUSA INC NEW COM 45681830 6,657 609,041 SH DEFINED 1,2 609,041 INFRASOURCE SVCS INC COM 45684P10 1,696 129,698 SH DEFINED 1,2 129,698 ING GROEP N V SPONSORED 45683710 20,443 587,103 SH DEFINED 1,2 587,103 INGERSOLL-RAND COMPA CL A G4776G10 309,869 7,675,732 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,675,732 INGLES MKTS INC CL A 45703010 2,337 149,310 SH DEFINED 1,2,5 149,310 INGRAM MICRO INC CL A 45715310 32,099 1,610,579 SH DEFINED 1,2,5,13 1,610,579 INLAND REAL ESTATE C COM NEW 45746120 12,041 814,149 SH DEFINED 1,2,3 814,149 INNKEEPERS USA TR COM 4576J010 23,128 1,445,523 SH DEFINED 1,2,3,5 1,445,523 INNODATA ISOGEN INC COM NEW 45764220 60 17,200 SH DEFINED 1 17,200 INNOTRAC CORP COM 45767M10 50 11,000 SH DEFINED 1 11,000 INNOVATIVE SOLUTIONS COM 45769N10 4,702 367,955 SH DEFINED 1,2 367,955 INNOVEX INC COM 45764710 81 23,383 SH DEFINED 1 23,383 INNOVO GROUP INC COM PAR $0 45795460 192 186,420 SH DEFINED 1,2 186,420 INPHONIC INC COM 45772G10 1,807 207,915 SH DEFINED 1,2 207,915 INPUT/OUTPUT INC COM 45765210 6,394 909,514 SH DEFINED 1,2 909,514 INSIGHT ENTERPRISES COM 45765U10 18,566 946,776 SH DEFINED 1,2,5,6 946,776 INSITUFORM TECHNOLOG CL A 45766710 9,836 507,771 SH DEFINED 1,2,6 507,771 INSMED INC COM NEW 45766920 24 12,302 SH DEFINED 1 12,302 INSPIRE PHARMACEUTIC COM 45773310 2,777 546,698 SH DEFINED 1,2 546,698 INTEGRA BK CORP COM 45814P10 8,773 411,115 SH DEFINED 1,2 411,115 INTEGRA LIFESCIENCES COM NEW 45798520 15,082 425,333 SH DEFINED 1,2,6 425,333 INTEGRAL SYS INC MD COM 45810H10 2,358 125,015 SH DEFINED 1,2 125,015 INTEGRATED ALARM SVC COM 45890M10 71 24,630 SH DEFINED 1 24,630 INTEGRATED DEVICE TE COM 45811810 47,697 3,618,874 SH DEFINED 1,2,5,13 3,618,874 INTEGRATED ELECTRICA COM 45811E10 20 36,445 SH DEFINED 1,5 36,445 INTEGRATED SILICON S COM 45812P10 3,206 497,825 SH DEFINED 1,2,5 497,825 INTEL CORP COM 45814010 4,788,365 191,841,538 SH DEFINED 1,2,5,6,7,8,10,12,13,14 191,841,538 INTELLISYNC CORP COM 45817610 327 63,468 SH DEFINED 1,5 63,468 INTER PARFUMS INC COM 45833410 705 39,263 SH DEFINED 1,2 39,263 INTER TEL INC COM 45837210 7,375 376,867 SH DEFINED 1,2,6 376,867 INTERACTIVE DATA COR COM 45840J10 7,152 314,942 SH DEFINED 1,2,5 314,942 INTERCHANGE FINL SVC COM 45844710 3,727 216,064 SH DEFINED 1,2 216,064 INTERCONTINENTAL HTL SPONSORED 45857P10 365 25,250 SH DEFINED 1 25,250 INTERCONTINENTALEXCH COM 45865V10 6,336 174,300 SH DEFINED 1,2 174,300 INTERDIGITAL COMMUNI COM 45866A10 12,802 698,816 SH DEFINED 1,2,5 698,816 INTERFACE INC CL A 45866510 6,238 758,830 SH DEFINED 1,2,5,6 758,830 INTERGRAPH CORP COM 45868310 32,854 659,582 SH DEFINED 1,2,5 659,582 INTERLAND INC COM NEW 45872720 77 17,272 SH DEFINED 1 17,272 INTERLINE BRANDS INC COM 45874310 5,158 226,731 SH DEFINED 1,2 226,731 INTERMAGNETICS GEN C COM 45877110 13,743 430,810 SH DEFINED 1,2,6 430,810 INTERMUNE INC COM 45884X10 6,616 393,781 SH DEFINED 1,2,5 393,781 INTERNAP NETWORK SVC COM 45885A10 88 205,359 SH DEFINED 1 205,359 INTERNATIONAL ALUM C COM 45888410 203 5,053 SH DEFINED 1 5,053 INTERNATIONAL BANCSH COM 45904410 11,950 407,027 SH DEFINED 1,2,5 407,027 INTERNATIONAL BUSINE COM 45920010 6,488,432 78,934,695 SH DEFINED 1,2,5,6,7,8,10,12,13,14 78,934,695 INTERNATIONAL COAL G COM 45928H10 1,292 136,000 SH DEFINED 1,2 136,000 INTERNATIONAL DISPLA COM 45941210 2,045 344,224 SH DEFINED 1,2 344,224 INTERNATIONAL FLAVOR COM 45950610 84,118 2,510,988 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,510,988 INTERNATIONAL GAME T COM 45990210 272,318 8,847,240 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,847,240 INTERNATIONAL PWR PL SPONSORED 46018M10 225 5,362 SH DEFINED 1 5,362 INTERNATIONAL RECTIF COM 46025410 32,525 1,019,581 SH DEFINED 1,2,5,12,13 1,019,581 INTERNATIONAL SECS E CL A 46031W20 4,589 166,752 SH DEFINED 1,2 166,752 INTERNATIONAL SHIPHO COM NEW 46032120 157 10,100 SH DEFINED 1 10,100 INTERNATIONAL SPEEDW CL A 46033520 23,711 495,011 SH DEFINED 1,2,5,13 495,011 INTERNET CAP GROUP I COM NEW 46059C20 4,048 492,401 SH DEFINED 1,2 492,401 INTERNET SEC SYS INC COM 46060X10 22,141 1,056,867 SH DEFINED 1,2,5,6 1,056,867 INTERPHARM HLDGS INC COM 46058810 13 10,400 SH DEFINED 1 10,400 INTERPOOL INC COM 46062R10 1,826 96,727 SH DEFINED 1,2 96,727 INTERPUBLIC GROUP CO COM 46069010 104,478 10,826,707 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,826,707 INTERSIL CORP CL A 46069S10 52,622 2,115,024 SH DEFINED 1,2,5,12,13 2,115,024 INTERSTATE HOTELS & COM 46088S10 58 13,343 SH DEFINED 1 13,343 INTERVIDEO INC COM 46114Y10 775 73,478 SH DEFINED 1,2 73,478 INTERVOICE INC NEW COM 46114210 3,839 482,245 SH DEFINED 1,2,5 482,245 INTERWOVEN INC COM NEW 46114T50 4,696 554,455 SH DEFINED 1,2,5 554,455 INTEVAC INC COM 46114810 3,140 237,841 SH DEFINED 1,2 237,841 INTL PAPER CO COM 46014610 1,106,168 32,911,860 SH DEFINED 1,2,5,6,7,8,10,12,13,14 32,911,860 INTRADO INC COM 46117A10 12,614 547,974 SH DEFINED 1,2,6 547,974 INTRALASE CORP COM 46116910 2,682 150,396 SH DEFINED 1,2 150,396 INTROGEN THERAPEUTIC COM 46119F10 820 155,529 SH DEFINED 1,2 155,529 INTUIT COM 46120210 284,260 5,333,214 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,333,214 INTUITIVE SURGICAL I COM NEW 46120E60 75,695 645,473 SH DEFINED 1,2,12,13 645,473 INVACARE CORP COM 46120310 14,449 458,845 SH DEFINED 1,2,5,6 458,845 INVERNESS MED INNOVA COM 46126P10 6,326 266,794 SH DEFINED 1,2,5 266,794 INVESTMENT TECHNOLOG COM 46145F10 27,506 776,116 SH DEFINED 1,2,5 776,116 INVESTORS BANCORP IN COM 46146P10 4,924 446,418 SH DEFINED 1,2 446,418 INVESTORS FINL SERVI COM 46191510 44,056 1,196,192 SH DEFINED 1,2,5,7,8,10,12,13,14 1,196,192 INVESTORS REAL ESTAT SH BEN INT 46173010 5,663 613,536 SH DEFINED 1,2,3,5 613,536 INVITROGEN CORP COM 46185R10 137,435 2,062,354 SH DEFINED 1,2,5,7,8,10,12,13,14 2,062,354 IOMEGA CORP COM NEW 46203030 198 79,371 SH DEFINED 1,5 79,371 IONATRON INC COM 46207010 3,136 310,175 SH DEFINED 1,2 310,175 IOWA TELECOMM SERVIC COM 46259420 4,487 289,650 SH DEFINED 1,2 289,650 IPASS INC COM 46261V10 7,591 1,157,232 SH DEFINED 1,2 1,157,232 IPAYMENT INC COM 46262E10 10,479 252,373 SH DEFINED 1,2,6 252,373 IPC HLDGS LTD ORD G4933P10 1,751 63,937 SH DEFINED 1,2,5 63,937 IPSCO INC COM 46262210 419 5,046 SH DEFINED 1 5,046 IRELAND BK SPONSORED 46267Q10 469 7,375 SH DEFINED 1 7,375 IRIS INTL INC COM 46270W10 4,367 199,754 SH DEFINED 1,2 199,754 IROBOT CORP COM 46272610 909 27,280 SH DEFINED 1,2 27,280 IRON MTN INC COM 46284610 49,042 1,161,589 SH DEFINED 1,2,5,12 1,161,589 IRSA INVERSIONES Y R GLOBL DEP 45004720 448 37,077 SH DEFINED 1 37,077 IRVINE SENSORS CORP COM NEW 46366450 27 11,424 SH DEFINED 1 11,424 IRWIN FINL CORP COM 46411910 12,177 568,509 SH DEFINED 1,2 568,509 ISHARES INC MSCI CDA I 46428650 22,448 1,025,000 SH DEFINED 1 1,025,000 ISHARES INC MSCI MALAY 46428683 608 89,109 SH DEFINED 2 89,109 ISHARES TR RUSSELL100 46428759 5,101 73,900 SH DEFINED 1 73,900 ISIS PHARMACEUTICALS COM 46433010 3,931 750,150 SH DEFINED 1,2,5 750,150 ISLE OF CAPRI CASINO COM 46459210 4,701 192,979 SH DEFINED 1,2,5 192,979 ISTA PHARMACEUTICALS COM NEW 45031X20 913 143,588 SH DEFINED 1,2 143,588 ISTAR FINL INC COM 45031U10 63,810 1,789,906 SH DEFINED 1,2,5,7,8,10,12,13,14 1,789,906 ITC HLDGS CORP COM 46568510 5,574 198,430 SH DEFINED 1,2 198,430 ITLA CAP CORP COM 45056510 3,810 77,996 SH DEFINED 1,2 77,996 ITRON INC COM 46574110 12,923 322,741 SH DEFINED 1,2,6 322,741 ITT EDUCATIONAL SERV COM 45068B10 40,414 683,713 SH DEFINED 1,2,5,12,13 683,713 ITT INDS INC IND COM 45091110 1,005,868 9,782,803 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,782,803 IVAX CORP COM 46582310 98,159 3,133,052 SH DEFINED 1,2,5,12,13 3,133,052 IVAX DIAGNOSTICS INC COM 45070W10 38 10,600 SH DEFINED 1 10,600 IVILLAGE INC COM 46588H10 4,353 542,725 SH DEFINED 1,2 542,725 IXIA COM 45071R10 8,933 603,571 SH DEFINED 1,2 603,571 IXYS CORP COM 46600W10 6,051 517,609 SH DEFINED 1,2,5 517,609 J & J SNACK FOODS CO COM 46603210 8,437 142,020 SH DEFINED 1,2,6 142,020 J ALEXANDER CORP COM 46609610 151 18,800 SH DEFINED 1 18,800 J JILL GROUP INC COM 46618910 5,859 307,877 SH DEFINED 1,2,5,6 307,877 J2 GLOBAL COMMUNICAT COM NEW 46626E20 20,477 479,114 SH DEFINED 1,2,6 479,114 JABIL CIRCUIT INC COM 46631310 219,530 5,918,840 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,918,840 JACK IN THE BOX INC COM 46636710 23,740 679,641 SH DEFINED 1,2,5,6 679,641 JACKSON HEWITT TAX S COM 46820210 13,750 496,218 SH DEFINED 1,2 496,218 JACLYN INC COM 46977210 124 16,000 SH DEFINED 1 16,000 JACO ELECTRS INC COM 46978310 67 19,600 SH DEFINED 1 19,600 JACOBS ENGR GROUP IN COM 46981410 56,723 835,759 SH DEFINED 1,2,5,12,13 835,759 JACUZZI BRANDS INC COM 46986510 8,186 974,496 SH DEFINED 1,2 974,496 JAKKS PAC INC COM 47012E10 8,824 421,408 SH DEFINED 1,2,6 421,408 JAMDAT MOBILE INC COM 47023T10 3,956 148,848 SH DEFINED 1,2 148,848 JAMES RIV GROUP INC COM 47035910 719 36,220 SH DEFINED 1 36,220 JAMES RIVER COAL CO COM NEW 47035520 6,118 160,145 SH DEFINED 1,2 160,145 JAMESON INNS INC COM 47045710 30 13,850 SH DEFINED 1 13,850 JANUS CAP GROUP INC COM 47102X10 116,036 6,228,429 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,228,429 JARDEN CORP COM 47110910 25,540 847,087 SH DEFINED 1,2 847,087 JDA SOFTWARE GROUP I COM 46612K10 7,497 440,749 SH DEFINED 1,2,6 440,749 JDS UNIPHASE CORP COM 46612J10 107,388 45,503,223 SH DEFINED 1,2,5,6,7,8,10,12,13,14 45,503,223 JEFFERIES GROUP INC COM 47231910 29,312 651,670 SH DEFINED 1,2,5,13 651,670 JEFFERSON PILOT CORP COM 47507010 206,565 3,628,411 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,628,411 JER INVT TR INC COM 46614H30 2,592 152,892 SH DEFINED 1,2 152,892 JETBLUE AWYS CORP COM 47714310 32,203 2,093,827 SH DEFINED 1,2,5,6,13 2,093,827 JLG INDS INC COM 46621010 34,333 751,937 SH DEFINED 1,2,5,6 751,937 JO-ANN STORES INC COM 47758P30 6,135 519,902 SH DEFINED 1,2,6 519,902 JOHNSON & JOHNSON COM 47816010 8,163,926 135,839,032 SH DEFINED 1,2,5,6,7,8,10,12,13,14 135,839,032 JOHNSON CTLS INC COM 47836610 367,672 5,042,819 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,042,819 JONES APPAREL GROUP COM 48007410 103,706 3,375,836 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,375,836 JONES LANG LASALLE I COM 48020Q10 26,531 526,931 SH DEFINED 1,2,5 526,931 JORGENSEN EARLE M CO COM 48082910 1,743 188,857 SH DEFINED 1,2 188,857 JOS A BANK CLOTHIERS COM 48083810 9,292 214,058 SH DEFINED 1,2,5,6 214,058 JOURNAL COMMUNICATIO CL A 48113010 5,143 368,678 SH DEFINED 1,2 368,678 JOURNAL REGISTER CO COM 48113810 8,438 564,396 SH DEFINED 1,2,5 564,396 JOY GLOBAL INC COM 48116510 62,505 1,562,619 SH DEFINED 1,2,5,12,13 1,562,619 JP MORGAN CHASE & CO COM 46625H10 4,393,256 110,689,233 SH DEFINED 1,2,5,6,7,8,10,12,13,14 110,689,233 JUNIPER NETWORKS INC COM 48203R10 150,398 6,744,300 SH DEFINED 1,2,5,7,8,10,12,13,14 6,744,300 JUPITERMEDIA CORP COM 48207D10 3,828 259,010 SH DEFINED 1,2 259,010 K & F INDS HLDGS INC COM 48224110 2,582 168,110 SH DEFINED 1,2 168,110 K V PHARMACEUTICAL C CL A 48274020 9,396 456,121 SH DEFINED 1,2,5 456,121 K2 INC COM 48273210 8,057 796,927 SH DEFINED 1,2,6 796,927 KADANT INC COM 48282T10 3,975 214,874 SH DEFINED 1,2 214,874 KAMAN CORP COM 48354810 12,512 635,463 SH DEFINED 1,2,6 635,463 KANBAY INTL INC COM 48369P20 4,753 299,136 SH DEFINED 1,2 299,136 KANSAS CITY LIFE INS COM 48483610 3,938 78,629 SH DEFINED 1,2 78,629 KANSAS CITY SOUTHERN COM NEW 48517030 27,830 1,139,160 SH DEFINED 1,2,5,6 1,139,160 KAYDON CORP COM 48658710 15,093 469,606 SH DEFINED 1,2,5,6 469,606 KB HOME COM 48666K10 154,590 2,127,583 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,127,583 KCS ENERGY INC COM 48243420 16,506 681,496 SH DEFINED 1,2,5 681,496 KEANE INC COM 48666510 9,578 869,922 SH DEFINED 1,2,5,6 869,922 KEARNY FINL CORP COM 48716910 2,980 244,264 SH DEFINED 1,2 244,264 KEITHLEY INSTRS INC COM 48758410 2,181 156,035 SH DEFINED 1,2,6 156,035 KELLOGG CO COM 48783610 330,611 7,649,492 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,649,492 KELLWOOD CO COM 48804410 11,063 463,259 SH DEFINED 1,2,5,6 463,259 KELLY SVCS INC CL A 48815220 8,811 336,059 SH DEFINED 1,2,5,6,13 336,059 KEMET CORP COM 48836010 10,840 1,533,191 SH DEFINED 1,2,5,13 1,533,191 KENDLE INTERNATIONAL COM 48880L10 334 12,993 SH DEFINED 1 12,993 KENEXA CORP COM 48887910 965 45,720 SH DEFINED 1,2 45,720 KENNAMETAL INC COM 48917010 39,953 782,781 SH DEFINED 1,2,5,13 782,781 KENSEY NASH CORP COM 49005710 4,184 189,906 SH DEFINED 1,2,6 189,906 KERR MCGEE CORP COM 49238610 622,482 6,851,003 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,851,003 KERYX BIOPHARMACEUTI COM 49251510 5,134 350,682 SH DEFINED 1,2 350,682 KERZNER INTERNATIONA SHS P6065Y10 2,439 35,481 SH DEFINED 1,2,5 35,481 KEYCORP NEW COM 49326710 425,037 12,907,276 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,907,276 KEYNOTE SYS INC COM 49330810 2,970 231,112 SH DEFINED 1,2 231,112 KEYSPAN CORP COM 49337W10 188,057 5,269,174 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,269,174 KEYSTONE AUTOMOTIVE COM 49338N10 5,978 189,897 SH DEFINED 1,2 189,897 KFORCE INC COM 49373210 4,853 434,862 SH DEFINED 1,2,5 434,862 KFX INC COM 48245L10 12,273 716,029 SH DEFINED 1,2 716,029 KILROY RLTY CORP COM 49427F10 40,577 655,532 SH DEFINED 1,2,3,5 655,532 KIMBALL INTL INC CL B 49427410 6,290 591,725 SH DEFINED 1,2,5 591,725 KIMBERLY CLARK CORP COM 49436810 902,932 15,137,172 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,137,172 KIMCO REALTY CORP COM 49446R10 145,894 4,547,805 SH DEFINED 1,2,3,5,7,8,10,12,13,14 4,547,805 KINDER MORGAN ENERGY UT LTD PAR 49455010 1,600 33,456 SH DEFINED 1,5 33,456 KINDER MORGAN INC KA COM 49455P10 304,323 3,309,655 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,309,655 KINDER MORGAN MANAGE SHS 49455U10 2,899 63,771 SH DEFINED 1,2,5 63,771 KINDRED HEALTHCARE I COM 49458010 10,016 388,813 SH DEFINED 1,2,5 388,813 KINETIC CONCEPTS INC COM NEW 49460W20 33,754 848,932 SH DEFINED 1,2,5,12 848,932 KING PHARMACEUTICALS COM 49558210 185,871 10,985,275 SH DEFINED 1,2,5,6,7,10,12,13,14 10,985,275 KINROSS GOLD CORP COM NO PAR 49690240 777 84,311 SH DEFINED 1,5,7,10,13 84,311 KIRBY CORP COM 49726610 18,645 357,380 SH DEFINED 1,2,5,6 357,380 KIRIN BREWERY LTD SPONSORED 49735030 391 33,640 SH DEFINED 1 33,640 KIRKLANDS INC COM 49749810 143 23,894 SH DEFINED 1 23,894 KITE RLTY GROUP TR COM 49803T10 8,963 579,360 SH DEFINED 1,2,3 579,360 KKR FINL CORP COM 48247630 6,684 278,635 SH DEFINED 1,2 278,635 KLA-TENCOR CORP COM 48248010 261,999 5,311,158 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,311,158 KMG AMER CORP COM 48256310 2,356 256,686 SH DEFINED 1,2 256,686 KNBT BANCORP INC COM 48292110 6,631 407,080 SH DEFINED 1,2 407,080 KNIGHT CAPITAL GROUP CL A 49900510 15,910 1,608,741 SH DEFINED 1,2,5 1,608,741 KNIGHT RIDDER INC COM 49904010 118,310 1,869,032 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,869,032 KNIGHT TRANSN INC COM 49906410 19,661 948,445 SH DEFINED 1,2,5,6 948,445 KNOLL INC COM NEW 49890420 2,170 126,838 SH DEFINED 1,2 126,838 KNOLOGY INC COM 49918380 126 32,900 SH DEFINED 1 32,900 KNOT INC COM 49918410 180 15,700 SH DEFINED 1 15,700 KOHLS CORP COM 50025510 423,613 8,716,320 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,716,320 KOMAG INC COM NEW 50045320 19,148 552,443 SH DEFINED 1,2,5,6 552,443 KONINKLIJKE AHOLD N SPON ADR N 50046730 325 43,220 SH DEFINED 1 43,220 KONINKLIJKE PHILIPS NY REG SH 50047230 2,353 75,656 SH DEFINED 1,2 75,656 KOOKMIN BK NEW SPONSORED 50049M10 59,921 802,044 SH DEFINED 1,2,4,5 802,044 KOPIN CORP COM 50060010 5,630 1,052,351 SH DEFINED 1,2,5,6 1,052,351 KOREA ELECTRIC PWR SPONSORED 50063110 5,058 259,527 SH DEFINED 1,2 259,527 KORN FERRY INTL COM NEW 50064320 16,706 893,849 SH DEFINED 1,2,5,13 893,849 KOS PHARMACEUTICALS COM 50064810 15,881 306,996 SH DEFINED 1,2 306,996 KOSAN BIOSCIENCES IN COM 50064W10 288 64,912 SH DEFINED 1,2,5 64,912 KRAFT FOODS INC CL A 50075N10 196,369 6,970,851 SH DEFINED 1,2,5,7,8,10,12,13,14 6,970,851 KRISPY KREME DOUGHNU COM 50101410 5,248 914,214 SH DEFINED 1,2,5 914,214 KROGER CO COM 50104410 416,503 22,060,528 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,060,528 KRONOS INC COM 50105210 20,105 480,295 SH DEFINED 1,2,5,6 480,295 KRONOS WORLDWIDE INC COM 50105F10 1,491 51,400 SH DEFINED 1,2 51,400 K-SWISS INC CL A 48268610 23,997 739,743 SH DEFINED 1,2,6 739,743 KT CORP SPONSORED 48268K10 6,423 298,050 SH DEFINED 1,2 298,050 KUBOTA CORP ADR 50117320 465 10,935 SH DEFINED 1 10,935 KULICKE & SOFFA INDS COM 50124210 9,776 1,105,828 SH DEFINED 1,2,5,6 1,105,828 KVH INDS INC COM 48273810 186 19,026 SH DEFINED 1 19,026 KYOCERA CORP ADR 50155620 656 8,963 SH DEFINED 1 8,963 KYPHON INC COM 50157710 19,479 477,071 SH DEFINED 1,2,5 477,071 L S B BANCSHARES N C COM 50215810 184 10,400 SH DEFINED 1 10,400 L-3 COMMUNICATIONS H COM 50242410 253,429 3,408,597 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,408,597 LA BARGE INC COM 50247010 1,607 111,805 SH DEFINED 1,2 111,805 LA QUINTA CORP PAIRED CTF 50419U20 32,287 2,898,313 SH DEFINED 1,2,5 2,898,313 LA Z BOY INC COM 50533610 12,198 899,575 SH DEFINED 1,2,5,6 899,575 LABOR READY INC COM NEW 50540120 21,096 1,013,253 SH DEFINED 1,2,5,6 1,013,253 LABORATORY CORP AMER COM NEW 50540R40 205,056 3,807,906 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,807,906 LABRANCHE & CO INC COM 50544710 12,319 1,218,492 SH DEFINED 1,2,5,13 1,218,492 LACLEDE GROUP INC COM 50559710 8,862 303,380 SH DEFINED 1,2,5 303,380 LADISH INC COM NEW 50575420 324 14,500 SH DEFINED 1 14,500 LAFARGE COPPEE S A SPON ADR N 50586140 441 19,570 SH DEFINED 1 19,570 LAFARGE NORTH AMERIC COM 50586210 17,927 325,824 SH DEFINED 1,2,5,12 325,824 LAIDLAW INTL INC COM 50730R10 29,595 1,274,017 SH DEFINED 1,2,5,7,10,12,14 1,274,017 LAKELAND BANCORP INC COM 51163710 2,938 199,857 SH DEFINED 1,2 199,857 LAKELAND FINL CORP COM 51165610 3,282 81,278 SH DEFINED 1,2 81,278 LAM RESEARCH CORP COM 51280710 170,618 4,781,905 SH DEFINED 1,2,5,7,8,10,12,13,14 4,781,905 LAMAR ADVERTISING CO CL A 51281510 53,054 1,150,089 SH DEFINED 1,2,5,7,8,10,12,13,14 1,150,089 LAMSON & SESSIONS CO COM 51369610 370 14,800 SH DEFINED 1 14,800 LANCASTER COLONY COR COM 51384710 23,333 629,783 SH DEFINED 1,2,5,13 629,783 LANCE INC COM 51460610 10,842 581,969 SH DEFINED 1,2,6 581,969 LANDAMERICA FINL GRO COM 51493610 21,769 348,861 SH DEFINED 1,2,5 348,861 LANDAUER INC COM 51476K10 7,113 154,319 SH DEFINED 1,2 154,319 LANDEC CORP COM 51476610 204 26,361 SH DEFINED 1 26,361 LANDRYS RESTAURANTS COM 51508L10 7,824 292,941 SH DEFINED 1,2,6 292,941 LANDSTAR SYS INC COM 51509810 51,215 1,227,011 SH DEFINED 1,2,5,6 1,227,011 LAS VEGAS SANDS CORP COM 51783410 13,433 340,341 SH DEFINED 1,2,5 340,341 LASALLE HOTEL PPTYS COM SH BEN 51794210 35,274 960,618 SH DEFINED 1,2,3,5 960,618 LASERCARD CORP COM 51807U10 222 14,816 SH DEFINED 1 14,816 LASERSCOPE COM 51808110 6,264 278,885 SH DEFINED 1,2,6 278,885 LATTICE SEMICONDUCTO COM 51841510 8,464 1,959,269 SH DEFINED 1,2,5,13 1,959,269 LAUDER ESTEE COS INC CL A 51843910 56,738 1,694,695 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,694,695 LAUREATE EDUCATION I COM 51861310 35,114 668,712 SH DEFINED 1,2,5,12,13 668,712 LAWSON PRODS INC COM 52077610 8,103 214,696 SH DEFINED 1,2,6 214,696 LAWSON SOFTWARE INC COM 52078010 7,841 1,066,847 SH DEFINED 1,2 1,066,847 LAYNE CHRISTENSEN CO COM 52105010 3,326 130,800 SH DEFINED 1,2 130,800 LCA-VISION INC COM PAR $. 50180330 16,932 356,387 SH DEFINED 1,2,6 356,387 LEADIS TECHNOLOGY IN COM 52171N10 2,910 564,966 SH DEFINED 1,2 564,966 LEAP WIRELESS INTL I COM NEW 52186330 1,881 49,644 SH DEFINED 1,2 49,644 LEAPFROG ENTERPRISES CL A 52186N10 4,900 420,614 SH DEFINED 1,2,5 420,614 LEAR CORP COM 52186510 43,490 1,528,110 SH DEFINED 1,2,5,7,8,10,12,13,14 1,528,110 LEARNING CARE GROUP COM 52200L10 76 10,200 SH DEFINED 1 10,200 LEARNING TREE INTL I COM 52201510 1,716 133,733 SH DEFINED 1,2 133,733 LECG CORP COM 52323410 3,392 195,185 SH DEFINED 1,2 195,185 LECROY CORP COM 52324W10 1,924 125,837 SH DEFINED 1,2 125,837 LEE ENTERPRISES INC COM 52376810 22,724 615,669 SH DEFINED 1,2,5,6,13 615,669 LEGG MASON INC COM 52490110 242,122 2,022,907 SH DEFINED 1,2,5,7,8,10,12,13,14 2,022,907 LEGGETT & PLATT INC COM 52466010 114,076 4,968,464 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,968,464 LEHMAN BROS HLDGS IN COM 52490810 1,139,503 8,890,563 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,890,563 LENNAR CORP CL A 52605710 223,833 3,668,189 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,668,189 LENNOX INTL INC COM 52610710 26,270 931,544 SH DEFINED 1,2,5,6 931,544 LENOX GROUP INC COM 52626210 1,167 88,119 SH DEFINED 1,5,6 88,119 LESCO INC OHIO COM 52687210 188 12,290 SH DEFINED 1 12,290 LEUCADIA NATL CORP COM 52728810 60,570 1,276,235 SH DEFINED 1,2,5,12,13 1,276,235 LEVEL 3 COMMUNICATIO COM 52729N10 28,311 9,864,589 SH DEFINED 1,2,5 9,864,589 LEVITT CORP CL A 52742P10 9,078 399,212 SH DEFINED 1,2,5,8 399,212 LEXAR MEDIA INC COM 52886P10 8,193 997,984 SH DEFINED 1,2,5 997,984 LEXICON GENETICS INC COM 52887210 2,671 731,894 SH DEFINED 1,2,5 731,894 LEXINGTON CORP PPTYS COM 52904310 14,022 658,326 SH DEFINED 1,2,3,5 658,326 LEXMARK INTL NEW CL A 52977110 148,730 3,317,644 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,317,644 LG PHILIP LCD CO LTD SPONS ADR 50186V10 354 16,490 SH DEFINED 1,2 16,490 LHC GROUP INC COM 50187A10 487 27,920 SH DEFINED 1 27,920 LIBBEY INC COM 52989810 2,369 231,784 SH DEFINED 1,2,6 231,784 LIBERTY CORP S C COM 53037010 10,193 217,758 SH DEFINED 1,2,5 217,758 LIBERTY GLOBAL INC COM SER A 53055510 73,038 3,246,115 SH DEFINED 1,2,5,7,8,10,12,13,14 3,246,115 LIBERTY GLOBAL INC COM SER C 53055530 59,123 2,788,813 SH DEFINED 1,2,5,7,8,10,12,13,14 2,788,813 LIBERTY MEDIA CORP N COM SER A 53071810 264,894 33,658,709 SH DEFINED 1,2,5,7,8,10,12,13,14 33,658,709 LIBERTY PPTY TR SH BEN INT 53117210 92,908 2,168,225 SH DEFINED 1,2,3,5,7,8,10,12,13,14 2,168,225 LIFE TIME FITNESS IN COM 53217R20 10,310 270,680 SH DEFINED 1,2 270,680 LIFECELL CORP COM 53192710 7,693 404,030 SH DEFINED 1,2 404,030 LIFECORE BIOMEDICAL COM 53218710 209 12,875 SH DEFINED 1 12,875 LIFELINE SYS INC COM 53219210 5,631 154,033 SH DEFINED 1,2 154,033 LIFEPOINT HOSPITALS COM 53219L10 28,508 760,203 SH DEFINED 1,2,5,12,13 760,203 LIFETIME BRANDS INC COM 53222Q10 1,774 85,833 SH DEFINED 1,2 85,833 LIFEWAY FOODS INC COM 53191410 144 11,600 SH DEFINED 1 11,600 LIGHTBRIDGE INC COM 53222610 445 53,730 SH DEFINED 1,2 53,730 LILLY ELI & CO COM 53245710 1,697,420 29,995,051 SH DEFINED 1,2,5,6,7,8,10,12,13,14 29,995,051 LIMITED BRANDS INC COM 53271610 211,093 9,444,886 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,444,886 LIN TV CORP CL A 53277410 5,928 532,128 SH DEFINED 1,2 532,128 LINCARE HLDGS INC COM 53279110 80,250 1,914,818 SH DEFINED 1,2,5,7,8,10,12,13,14 1,914,818 LINCOLN EDL SVCS COR COM 53353510 353 24,774 SH DEFINED 1,2 24,774 LINCOLN ELEC HLDGS I COM 53390010 20,750 523,194 SH DEFINED 1,2,5 523,194 LINCOLN NATL CORP IN COM 53418710 270,776 5,106,096 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,106,096 LINDSAY MFG CO COM 53555510 2,930 152,348 SH DEFINED 1,2,5,6 152,348 LINEAR TECHNOLOGY CO COM 53567810 299,608 8,306,300 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,306,300 LINENS N THINGS INC COM 53567910 20,324 764,078 SH DEFINED 1,2,5,6 764,078 LIONBRIDGE TECHNOLOG COM 53625210 4,878 694,821 SH DEFINED 1,2 694,821 LITHIA MTRS INC CL A 53679710 10,562 335,955 SH DEFINED 1,2,5 335,955 LITTELFUSE INC COM 53700810 9,392 344,659 SH DEFINED 1,2,6 344,659 LIZ CLAIBORNE INC COM 53932010 122,617 3,423,145 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,423,145 LKQ CORP COM 50188920 6,650 192,084 SH DEFINED 1,2 192,084 LLOYDS TSB GROUP PLC SPONSORED 53943910 2,061 60,967 SH DEFINED 1 60,967 LOCKHEED MARTIN CORP COM 53983010 5,271,294 82,842,904 SH DEFINED 1,2,5,6,7,8,10,12,13,14 82,842,904 LODGENET ENTMT CORP COM 54021110 2,680 192,286 SH DEFINED 1,2 192,286 LODGIAN INC COM PAR $. 54021P40 3,279 305,567 SH DEFINED 1,2 305,567 LOEWS CORP COM 54042410 314,979 3,320,809 SH DEFINED 1,2,5,6,10,12,13 3,320,809 LOEWS CORP CAROLNA GP 54042420 144,728 3,290,015 SH DEFINED 1,2,5,7,10,12,14 3,290,015 LOGILITY INC COM 54140Y10 122 12,400 SH DEFINED 1,2 12,400 LO-JACK CORP COM 53945110 4,963 205,667 SH DEFINED 1,2 205,667 LONE STAR STEAKHOUSE COM 54230710 7,261 305,859 SH DEFINED 1,2,6 305,859 LONE STAR TECHNOLOGI COM 54231210 29,941 579,573 SH DEFINED 1,2 579,573 LONGS DRUG STORES CO COM 54316210 25,238 693,544 SH DEFINED 1,2,5,6 693,544 LONGVIEW FIBRE CO COM 54321310 20,154 968,500 SH DEFINED 1,2,5,13 968,500 LOOKSMART LTD COM NEW 54344250 81 21,640 SH DEFINED 1 21,640 LORAL SPACE & COMMUN COM 54388110 283 10,000 SH DEFINED 1,2 10,000 LOUDEYE CORP COM 54575410 13 32,900 SH DEFINED 1 32,900 LOUISIANA PAC CORP COM 54634710 147,234 5,359,800 SH DEFINED 1,2,5,6,7,10,12,13,14 5,359,800 LOWES COS INC COM 54866110 3,679,137 55,192,576 SH DEFINED 1,2,5,6,7,8,10,12,13,14 55,192,576 LSB INDS INC COM 50216010 125 20,248 SH DEFINED 1 20,248 LSI INDS INC COM 50216C10 4,061 259,352 SH DEFINED 1,2 259,352 LSI LOGIC CORP COM 50216110 98,740 12,342,557 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,342,557 LTC PPTYS INC COM 50217510 8,845 420,579 SH DEFINED 1,2,3,5 420,579 LTX CORP COM 50239210 3,475 772,266 SH DEFINED 1,2,5 772,266 LUBRIZOL CORP COM 54927110 119,996 2,762,964 SH DEFINED 1,2,5,13 2,762,964 LUBYS INC COM 54928210 4,055 304,855 SH DEFINED 1,2 304,855 LUCENT TECHNOLOGIES COM 54946310 309,334 116,290,793 SH DEFINED 1,2,5,6,7,8,10,12,13,14 116,290,793 LUFKIN INDS INC COM 54976410 8,606 172,564 SH DEFINED 1,2 172,564 LUMINENT MTG CAP INC COM 55027830 4,798 638,838 SH DEFINED 1,2 638,838 LUMINEX CORP DEL COM 55027E10 3,799 326,970 SH DEFINED 1,2,5 326,970 LUXOTTICA GROUP S P SPONSORED 55068R20 10,270 405,761 SH DEFINED 1 405,761 LYDALL INC DEL COM 55081910 293 35,915 SH DEFINED 1,6 35,915 LYON WILLIAM HOMES COM 55207410 4,696 46,545 SH DEFINED 1,2 46,545 LYONDELL CHEMICAL CO COM 55207810 82,302 3,455,171 SH DEFINED 1,2,5,7,8,10,12,13,14 3,455,171 M & F WORLDWIDE CORP COM 55254110 1,883 115,393 SH DEFINED 1,2 115,393 M & T BK CORP COM 55261F10 234,222 2,147,837 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,147,837 M D C HLDGS INC COM 55267610 27,128 437,694 SH DEFINED 1,2,5,6 437,694 M SYS FLASH DISK PIO ORD M7061C10 676 20,415 SH DEFINED 1,2,5,7 20,415 M/I HOMES INC COM 55305B10 8,354 205,655 SH DEFINED 1,2,6 205,655 MACATAWA BK CORP COM 55422510 3,987 109,604 SH DEFINED 1,2 109,604 MACDERMID INC COM 55427310 14,942 535,541 SH DEFINED 1,2,5 535,541 MACERICH CO COM 55438210 100,906 1,502,917 SH DEFINED 1,2,3,5,7,8,10,12,13,14 1,502,917 MAC-GRAY CORP COM 55415310 122 10,500 SH DEFINED 1 10,500 MACK CALI RLTY CORP COM 55448910 59,732 1,382,692 SH DEFINED 1,2,3,5,13 1,382,692 MACQUARIE INFRASTRUC SH BEN INT 55607X10 879 28,551 SH DEFINED 1,2 28,551 MACRONIX INTL LTD SPONSORED 55610310 26 16,729 SH DEFINED 1 16,729 MACROVISION CORP COM 55590410 14,768 882,740 SH DEFINED 1,2,5,13 882,740 MADDEN STEVEN LTD COM 55626910 11,138 381,046 SH DEFINED 1,2,5 381,046 MAF BANCORP INC COM 55261R10 18,968 458,389 SH DEFINED 1,2,5 458,389 MAGELLAN HEALTH SVCS COM NEW 55907920 12,789 406,659 SH DEFINED 1,2 406,659 MAGELLAN MIDSTREAM P COM UNIT R 55908010 2,802 86,939 SH DEFINED 1,2,5 86,939 MAGMA DESIGN AUTOMAT COM 55918110 4,246 504,839 SH DEFINED 1,2 504,839 MAGNA ENTMT CORP CL A 55921110 3,321 465,193 SH DEFINED 1,2 465,193 MAGNA INTL INC CL A 55922240 784 10,894 SH DEFINED 1 10,894 MAGNETEK INC COM 55942410 204 62,766 SH DEFINED 1,6 62,766 MAGUIRE PPTYS INC COM 55977510 23,110 747,901 SH DEFINED 1,2,3,5 747,901 MAGYAR TELEKOM LTD SPONSORED 55977610 217 9,853 SH DEFINED 1 9,853 MAIDENFORM BRANDS IN COM 56030510 1,320 104,299 SH DEFINED 1,2 104,299 MAIN STR BKS INC NEW COM 56034R10 5,386 197,803 SH DEFINED 1,2,5 197,803 MAINSOURCE FINANCIAL COM 56062Y10 3,737 209,349 SH DEFINED 1,2 209,349 MAIR HOLDINGS INC COM 56063510 662 140,447 SH DEFINED 1,2 140,447 MAJESCO ENTERTAINMEN COM NEW 56069020 155 132,778 SH DEFINED 1,2 132,778 MANAGEMENT NETWORK G COM 56169310 39 16,180 SH DEFINED 1 16,180 MANHATTAN ASSOCS INC COM 56275010 9,987 487,651 SH DEFINED 1,2,5,6 487,651 MANITOWOC INC COM 56357110 27,897 555,504 SH DEFINED 1,2,5,6 555,504 MANNATECH INC COM 56377110 4,402 318,745 SH DEFINED 1,2 318,745 MANNKIND CORP COM 56400P20 3,061 271,829 SH DEFINED 1,2 271,829 MANOR CARE INC NEW COM 56405510 78,375 1,970,708 SH DEFINED 1,2,5,6,10,12,13 1,970,708 MANPOWER INC COM 56418H10 70,733 1,521,140 SH DEFINED 1,2,5,7,8,10,12,13,14 1,521,140 MANTECH INTL CORP CL A 56456310 8,264 296,637 SH DEFINED 1,2,6 296,637 MANUGISTICS GROUP IN COM 56501110 158 90,500 SH DEFINED 1,5 90,500 MANULIFE FINL CORP COM 56501R10 11,406 193,981 SH DEFINED 1,5,7,13 193,981 MAPINFO CORP COM 56510510 3,336 264,537 SH DEFINED 1,2,5,6 264,537 MARATHON OIL CORP COM 56584910 745,272 12,223,592 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,223,592 MARCHEX INC CL B 56624R10 5,197 231,074 SH DEFINED 1,2 231,074 MARCUS CORP COM 56633010 7,823 332,886 SH DEFINED 1,2,6 332,886 MARINE PRODS CORP COM 56842710 1,673 159,481 SH DEFINED 1,2 159,481 MARINEMAX INC COM 56790810 6,784 214,875 SH DEFINED 1,2,6 214,875 MARITRANS INC COM 57036310 2,779 106,816 SH DEFINED 1,2 106,816 MARKEL CORP COM 57053510 29,217 92,153 SH DEFINED 1,2,5,12 92,153 MARKETAXESS HLDGS IN COM 57060D10 3,333 291,606 SH DEFINED 1,2 291,606 MARKWEST ENERGY PART UNIT LTD P 57075910 479 10,308 SH DEFINED 1,2 10,308 MARKWEST HYDROCARBON COM 57076210 1,493 67,832 SH DEFINED 1,2 67,832 MARLIN BUSINESS SVCS COM 57115710 1,639 68,590 SH DEFINED 1,2 68,590 MARRIOTT INTL INC NE CL A 57190320 362,697 5,415,819 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,415,819 MARSH & MCLENNAN COS COM 57174810 474,703 14,946,561 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,946,561 MARSH SUPERMARKETS I CL B 57178320 112 12,883 SH DEFINED 1 12,883 MARSHALL & ILSLEY CO COM 57183410 232,921 5,411,738 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,411,738 MARSHALL EDWARDS INC COM 57232230 583 93,290 SH DEFINED 1,2 93,290 MARTEK BIOSCIENCES C COM 57290110 13,281 539,864 SH DEFINED 1,2,5,13 539,864 MARTEN TRANS LTD COM 57307510 3,183 174,694 SH DEFINED 1,2 174,694 MARTHA STEWART LIVIN CL A 57308310 4,650 266,780 SH DEFINED 1,2 266,780 MARTIN MARIETTA MATL COM 57328410 151,572 1,975,655 SH DEFINED 1,2,5,12,13 1,975,655 MARVEL ENTERTAINMENT COM 57383T10 11,361 693,578 SH DEFINED 1,2,5 693,578 MARVELL TECHNOLOGY G ORD G5876H10 80,463 1,434,525 SH DEFINED 1,2,5,7,8,10,12,13,14 1,434,525 MASCO CORP COM 57459910 386,588 12,805,180 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,805,180 MASSBANK CORP READ M COM 57615210 235 7,133 SH DEFINED 1,2 7,133 MASSEY ENERGY CORP COM 57620610 35,432 935,634 SH DEFINED 1,2,5,7,8,10,12,13,14 935,634 MASTEC INC COM 57632310 3,997 381,766 SH DEFINED 1,2,5 381,766 MATERIAL SCIENCES CO COM 57667410 219 15,558 SH DEFINED 1 15,558 MATRIA HEALTHCARE IN COM NEW 57681720 9,617 248,113 SH DEFINED 1,2,5 248,113 MATRIX SVC CO COM 57685310 337 34,262 SH DEFINED 1 34,262 MATRIXONE INC COM 57685P30 3,306 662,617 SH DEFINED 1,2,5 662,617 MATSUSHITA ELEC INDL ADR 57687920 2,102 108,456 SH DEFINED 1 108,456 MATTEL INC COM 57708110 169,018 10,683,824 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,683,824 MATTHEWS INTL CORP CL A 57712810 20,211 555,098 SH DEFINED 1,2,5 555,098 MATTSON TECHNOLOGY I COM 57722310 5,245 521,394 SH DEFINED 1,2 521,394 MAUI LD & PINEAPPLE COM 57734510 1,952 57,523 SH DEFINED 1,2 57,523 MAVERICK TUBE CORP COM 57791410 22,232 557,746 SH DEFINED 1,2,5 557,746 MAX RE CAPITAL LTD H SHS G6052F10 1,412 54,371 SH DEFINED 1,2,5 54,371 MAXIM INTEGRATED PRO COM 57772K10 320,148 8,834,099 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,834,099 MAXIM PHARMACEUTICAL COM 57772M10 38 34,735 SH DEFINED 1,5 34,735 MAXIMUS INC COM 57793310 10,247 279,296 SH DEFINED 1,2,5,6 279,296 MAXTOR CORP COM NEW 57772920 22,513 3,243,887 SH DEFINED 1,2,5 3,243,887 MAXWELL TECHNOLOGIES COM 57776710 179 12,665 SH DEFINED 1 12,665 MAXYGEN INC COM 57777610 2,947 392,464 SH DEFINED 1,2 392,464 MAYTAG CORP COM 57859210 42,987 2,284,098 SH DEFINED 1,2,5,6,10,13 2,284,098 MB FINANCIAL INC NEW COM 55264U10 12,975 366,514 SH DEFINED 1,2 366,514 MBIA INC COM 55262C10 265,306 4,409,999 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,409,999 MBNA CORP COM 55262L10 981,052 36,134,495 SH DEFINED 1,2,5,6,7,8,10,12,13,14 36,134,495 MBT FINL CORP COM 57887710 2,682 165,526 SH DEFINED 1,2 165,526 MCAFEE INC COM 57906410 157,420 5,802,435 SH DEFINED 1,2,5,7,10,12,13,14 5,802,435 MCCLATCHY CO CL A 57948910 11,206 189,603 SH DEFINED 1,2,5 189,603 MCCORMICK & CO INC COM NON VT 57978020 118,773 3,841,302 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,841,302 MCCORMICK & SCHMICKS COM 57979310 1,649 73,131 SH DEFINED 1,2 73,131 MCDATA CORP CL A 58003120 10,379 2,731,441 SH DEFINED 1,2,5,13 2,731,441 MCDERMOTT INTL INC COM 58003710 4,149 93,015 SH DEFINED 1,2,5 93,015 MCDONALDS CORP COM 58013510 1,518,460 45,031,433 SH DEFINED 1,2,5,6,7,8,10,12,13,14 45,031,433 MCG CAPITAL CORP COM 58047P10 9,917 679,726 SH DEFINED 1,2 679,726 MCGRATH RENTCORP COM 58058910 7,268 261,442 SH DEFINED 1,2 261,442 MCGRAW HILL COS INC COM 58064510 594,832 11,521,054 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,521,054 MCI INC COM 55269110 50,607 2,564,991 SH DEFINED 1,2,5,12 2,564,991 MCKESSON CORP COM 58155Q10 654,965 12,695,579 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,695,579 MCMORAN EXPLORATION COM 58241110 5,220 264,059 SH DEFINED 1,2 264,059 MDU RES GROUP INC COM 55269010 53,022 1,619,494 SH DEFINED 1,2,5,12,13 1,619,494 MEADE INSTRUMENTS CO COM 58306210 112 41,208 SH DEFINED 1,6 41,208 MEADOWBROOK INS GROU COM 58319P10 139 23,753 SH DEFINED 1 23,753 MEADWESTVACO CORP COM 58333410 146,523 5,227,351 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,227,351 MEASUREMENT SPECIALT COM 58342110 3,421 140,508 SH DEFINED 1,2 140,508 MECHANICAL TECHNOLOG COM 58353810 97 34,518 SH DEFINED 1 34,518 MECHEL OAO SPONSORED 58384010 2,555 105,700 SH DEFINED 1,2,5,7 105,700 MEDALLION FINL CORP COM 58392810 272 24,150 SH DEFINED 1,2 24,150 MEDAREX INC COM 58391610 19,223 1,387,915 SH DEFINED 1,2,5 1,387,915 MEDCATH CORP COM 58404W10 2,343 126,290 SH DEFINED 1,2 126,290 MEDCO HEALTH SOLUTIO COM 58405U10 482,794 8,652,217 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,652,217 MEDIA GEN INC CL A 58440410 21,822 430,411 SH DEFINED 1,2,6,13 430,411 MEDIACOM COMMUNICATI CL A 58446K10 4,816 877,265 SH DEFINED 1,2,5 877,265 MEDICAL ACTION INDS COM 58449L10 350 17,100 SH DEFINED 1 17,100 MEDICAL PPTYS TRUST COM 58463J30 1,050 107,377 SH DEFINED 1,2,3 107,377 MEDICAL STAFFING NET COM 58463F10 183 34,060 SH DEFINED 1,2 34,060 MEDICINES CO COM 58468810 10,670 611,441 SH DEFINED 1,2,5 611,441 MEDICIS PHARMACEUTIC CL A NEW 58469030 31,354 978,272 SH DEFINED 1,2,5,6,12 978,272 MEDIMMUNE INC COM 58469910 239,489 6,838,637 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,838,637 MEDIS TECHNOLOGIES L COM 58500P10 2,864 194,709 SH DEFINED 1,2 194,709 MEDTRONIC INC COM 58505510 2,066,553 35,896,347 SH DEFINED 1,2,5,6,7,8,10,12,13,14 35,896,347 MELLON FINL CORP COM 58551A10 392,263 11,452,932 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,452,932 MEMC ELECTR MATLS IN COM 55271510 57,957 2,614,222 SH DEFINED 1,2,5,13 2,614,222 MENS WEARHOUSE INC COM 58711810 18,432 626,073 SH DEFINED 1,2,5,6 626,073 MENTOR CORP MINN COM 58718810 25,687 557,454 SH DEFINED 1,2,5,6,12 557,454 MENTOR GRAPHICS CORP COM 58720010 13,855 1,339,936 SH DEFINED 1,2,5,13 1,339,936 MERCANTILE BANK CORP COM 58737610 3,345 86,882 SH DEFINED 1,2,5 86,882 MERCANTILE BANKSHARE COM 58740510 78,302 1,387,357 SH DEFINED 1,2,5,7,8,10,12,13,14 1,387,357 MERCER INTL INC SH BEN INT 58805610 2,609 331,888 SH DEFINED 1,2 331,888 MERCK & CO INC COM 58933110 2,398,586 75,403,522 SH DEFINED 1,2,5,6,7,8,10,12,13,14 75,403,522 MERCURY COMPUTER SYS COM 58937810 7,986 387,116 SH DEFINED 1,2,5,6 387,116 MERCURY GENL CORP NE COM 58940010 51,779 889,372 SH DEFINED 1,2,5,12,13 889,372 MERCURY INTERACTIVE COM 58940510 68,363 2,459,969 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,459,969 MEREDITH CORP COM 58943310 53,298 1,018,298 SH DEFINED 1,2,5,6,10,13 1,018,298 MERGE TECHNOLOGIES I COM 58998110 5,706 227,859 SH DEFINED 1,2 227,859 MERIDIAN BIOSCIENCE COM 58958410 7,742 384,400 SH DEFINED 1,2 384,400 MERIDIAN GOLD INC COM 58997510 3,222 147,305 SH DEFINED 1,2,12 147,305 MERIDIAN RESOURCE CO COM 58977Q10 5,085 1,210,706 SH DEFINED 1,2,5 1,210,706 MERISTAR HOSPITALITY COM 58984Y10 22,695 2,414,335 SH DEFINED 1,2,3,5 2,414,335 MERIT MED SYS INC COM 58988910 5,750 473,677 SH DEFINED 1,2,6 473,677 MERITAGE HOMES CORP COM 59001A10 23,354 371,168 SH DEFINED 1,2,5,6,7,10,12,14 371,168 MERIX CORP COM 59004910 187 25,903 SH DEFINED 1,2 25,903 MERRILL LYNCH & CO I COM 59018810 5,736,492 84,696,476 SH DEFINED 1,2,5,6,7,8,10,12,13,14 84,696,476 MESA AIR GROUP INC COM 59047910 4,548 434,772 SH DEFINED 1,2,6 434,772 MESTEK INC COM 59082910 357 27,289 SH DEFINED 1,2 27,289 MET PRO CORP COM 59087630 150 12,664 SH DEFINED 1 12,664 METAL MGMT INC COM NEW 59109720 6,194 266,299 SH DEFINED 1,2 266,299 METASOLV INC COM 59139P10 159 54,836 SH DEFINED 1 54,836 METHODE ELECTRS INC COM 59152020 7,404 742,642 SH DEFINED 1,2,6 742,642 METLIFE INC COM 59156R10 1,130,474 23,070,906 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,070,906 METROCORP BANCSHARES COM 59165010 288 9,700 SH DEFINED 1 9,700 METROLOGIC INSTRS IN COM 59167610 7,602 394,705 SH DEFINED 1,2 394,705 METTLER TOLEDO INTER COM 59268810 38,706 701,197 SH DEFINED 1,2,5,10,12 701,197 MFA MTG INVTS INC COM 55272X10 6,124 1,074,394 SH DEFINED 1,2 1,074,394 MGE ENERGY INC COM 55277P10 9,629 283,956 SH DEFINED 1,2 283,956 MGI PHARMA INC COM 55288010 20,153 1,174,441 SH DEFINED 1,2,5,6 1,174,441 MGIC INVT CORP WIS COM 55284810 196,273 2,981,959 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,981,959 MGM MIRAGE COM 55295310 60,143 1,640,117 SH DEFINED 1,2,5,7,8,10,12,13,14 1,640,117 MICHAELS STORES INC COM 59408710 144,315 4,080,140 SH DEFINED 1,2,5,7,8,10,12,13,14 4,080,140 MICREL INC COM 59479310 22,984 1,983,129 SH DEFINED 1,2,5,13 1,983,129 MICRO LINEAR CORP COM 59485010 22 12,300 SH DEFINED 1 12,300 MICRO THERAPEUTICS I COM 59500W10 614 88,570 SH DEFINED 1,2 88,570 MICROCHIP TECHNOLOGY COM 59501710 127,620 3,969,508 SH DEFINED 1,2,5,7,8,10,12,13,14 3,969,508 MICROMUSE INC COM 59509410 9,659 976,628 SH DEFINED 1,2,5 976,628 MICRON TECHNOLOGY IN COM 59511210 213,144 16,013,799 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,013,799 MICROS SYS INC COM 59490110 26,666 551,870 SH DEFINED 1,2,6 551,870 MICROSEMI CORP COM 59513710 27,406 990,811 SH DEFINED 1,2,5,6 990,811 MICROSOFT CORP COM 59491810 7,262,944 277,741,659 SH DEFINED 1,2,5,6,7,8,10,12,13,14 277,741,659 MICROSTRATEGY INC CL A NEW 59497240 24,280 293,698 SH DEFINED 1,2,5 293,698 MICROTEK MEDICAL HLD COM 59515B10 154 44,323 SH DEFINED 1,5 44,323 MICROTUNE INC DEL COM 59514P10 2,257 541,364 SH DEFINED 1,2 541,364 MICROVISION INC WASH COM 59496010 77 21,310 SH DEFINED 1 21,310 MID-AMER APT CMNTYS COM 59522J10 25,474 525,229 SH DEFINED 1,2,3 525,229 MIDAS GROUP INC COM 59562610 5,447 296,657 SH DEFINED 1,2,6 296,657 MIDDLEBY CORP COM 59627810 8,915 103,066 SH DEFINED 1,2 103,066 MIDDLESEX WATER CO COM 59668010 2,599 149,890 SH DEFINED 1,2,5 149,890 MIDLAND CO COM 59748610 6,680 185,344 SH DEFINED 1,2 185,344 MID-STATE BANCSHARES COM 59544010 8,405 314,189 SH DEFINED 1,2 314,189 MIDWAY GAMES INC COM 59814810 4,756 250,728 SH DEFINED 1,2 250,728 MIDWEST AIR GROUP IN COM 59791110 120 21,189 SH DEFINED 1 21,189 MIDWEST BANC HOLDING COM 59825110 3,863 173,630 SH DEFINED 1,2 173,630 MIKOHN GAMING CORP COM 59862K10 3,480 352,612 SH DEFINED 1,2 352,612 MILACRON INC COM 59870910 107 84,842 SH DEFINED 1,2,5,6 84,842 MILLEA HOLDINGS INC ADR 60032R10 10,822 125,798 SH DEFINED 1 125,798 MILLENNIUM CELL INC COM 60038B10 20 14,948 SH DEFINED 1 14,948 MILLENNIUM PHARMACEU COM 59990210 55,773 5,749,803 SH DEFINED 1,2,5,7,8,10,12,13,14 5,749,803 MILLER HERMAN INC COM 60054410 32,042 1,136,640 SH DEFINED 1,2,5,6,12,13 1,136,640 MILLICOM INTL CELLUL SHS NEW L6388F11 331 12,337 SH DEFINED 1,5 12,337 MILLIPORE CORP COM 60107310 90,091 1,364,192 SH DEFINED 1,2,5,6,10,12,13 1,364,192 MILLS CORP COM 60114810 52,074 1,241,631 SH DEFINED 1,2,3,5,12 1,241,631 MINDSPEED TECHNOLOGI COM 60268210 322 136,952 SH DEFINED 1,5 136,952 MINE SAFETY APPLIANC COM 60272010 17,070 471,426 SH DEFINED 1,2,5,13 471,426 MINERALS TECHNOLOGIE COM 60315810 57,049 1,020,735 SH DEFINED 1,2,5,13 1,020,735 MIPS TECHNOLOGIES IN COM 60456710 3,168 557,697 SH DEFINED 1,2 557,697 MISSION WEST PPTYS I COM 60520310 271 27,781 SH DEFINED 1,3,5 27,781 MITSUBISHI UFJ FINL SPONSORED 60682210 15,927 1,163,374 SH DEFINED 1 1,163,374 MITSUI & CO LTD ADR 60682720 912 3,578 SH DEFINED 1 3,578 MIVA INC COM 55311R10 4,278 864,300 SH DEFINED 1,5,6 864,300 MKS INSTRUMENT INC COM 55306N10 13,338 745,582 SH DEFINED 1,2,5 745,582 MOBILE MINI INC COM 60740F10 9,118 192,353 SH DEFINED 1,2,5,6 192,353 MOBILE TELESYSTEMS O SPONSORED 60740910 38,789 1,108,262 SH DEFINED 1,2,4,5 1,108,262 MOBILITY ELECTRONICS COM 60741U10 2,863 296,397 SH DEFINED 1,2 296,397 MOBIUS MGMT SYSTEMS COM 60692510 127 18,840 SH DEFINED 1 18,840 MOCON INC COM 60749410 97 10,400 SH DEFINED 1 10,400 MODINE MFG CO COM 60782810 29,834 915,449 SH DEFINED 1,2,5,6,13 915,449 MODTECH HLDGS INC COM 60783C10 135 14,467 SH DEFINED 1 14,467 MOHAWK INDS INC COM 60819010 77,837 894,884 SH DEFINED 1,2,5,7,8,10,12,13,14 894,884 MOLECULAR DEVICES CO COM 60851C10 10,691 369,558 SH DEFINED 1,2 369,558 MOLEX INC COM 60855410 102,571 3,952,625 SH DEFINED 1,2,5,6,10,12,13 3,952,625 MOLEX INC CL A 60855420 2,537 103,179 SH DEFINED 1,5,12 103,179 MOLINA HEALTHCARE IN COM 60855R10 4,277 160,560 SH DEFINED 1,2 160,560 MOLSON COORS BREWING CL B 60871R20 90,416 1,349,699 SH DEFINED 1,2,5,6,10,12,13 1,349,699 MOMENTA PHARMACEUTIC COM 60877T10 2,783 126,282 SH DEFINED 1,2 126,282 MONACO COACH CORP COM 60886R10 9,720 730,837 SH DEFINED 1,2,6 730,837 MONARCH CASINO & RES COM 60902710 2,480 109,716 SH DEFINED 1,2 109,716 MONEYGRAM INTL INC COM 60935Y10 41,467 1,589,987 SH DEFINED 1,2,5,12,13 1,589,987 MONMOUTH REAL ESTATE CL A 60972010 120 14,970 SH DEFINED 1,3 14,970 MONOGRAM BIOSCIENCES COM 60975U10 2,498 1,335,935 SH DEFINED 1,2 1,335,935 MONOLITHIC PWR SYS I COM 60983910 5,186 345,985 SH DEFINED 1,2 345,985 MONOLITHIC SYS TECHN COM 60984210 232 42,180 SH DEFINED 1,2 42,180 MONRO MUFFLER BRAKE COM 61023610 3,795 125,164 SH DEFINED 1,2,5 125,164 MONSANTO CO NEW COM 61166W10 769,271 9,922,241 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,922,241 MONSTER WORLDWIDE IN COM 61174210 126,199 3,091,598 SH DEFINED 1,2,5,6,10,12,13 3,091,598 MONTPELIER RE HOLDIN SHS G6218510 2,078 109,931 SH DEFINED 1,2,5 109,931 MOODYS CORP COM 61536910 443,565 7,221,829 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,221,829 MOOG INC CL A 61539420 16,810 592,316 SH DEFINED 1,2,6 592,316 MORGAN STANLEY COM NEW 61744644 5,037,513 88,782,390 SH DEFINED 1,2,5,6,7,8,10,12,13,14 88,782,390 MORGAN STANLEY INDIA COM 61745C10 3,598 96,329 SH DEFINED 7 96,329 MORNINGSTAR INC COM 61770010 3,856 111,327 SH DEFINED 1,2 111,327 MORTGAGEIT HLDGS INC COM 61915Q10 4,262 312,030 SH DEFINED 1,2 312,030 MOSAIC CO COM 61945A10 18,362 1,255,105 SH DEFINED 1,2,5 1,255,105 MOTIVE INC COM 61980V10 718 232,254 SH DEFINED 1,2 232,254 MOTOROLA INC COM 62007610 1,726,956 76,447,808 SH DEFINED 1,2,5,6,7,8,10,12,13,14 76,447,808 MOVADO GROUP INC COM 62458010 4,975 271,850 SH DEFINED 1,2 271,850 MOVIE GALLERY INC COM 62458110 4,234 754,684 SH DEFINED 1,2,6 754,684 MPS GROUP INC COM 55340910 27,298 1,996,951 SH DEFINED 1,2,5,13 1,996,951 MRO SOFTWARE INC COM 55347W10 4,783 340,675 SH DEFINED 1,2,5,6 340,675 MRV COMMUNICATIONS I COM 55347710 2,729 1,331,016 SH DEFINED 1,2,5 1,331,016 MSC INDL DIRECT INC CL A 55353010 26,795 666,205 SH DEFINED 1,2,5,13 666,205 MTC TECHNOLOGIES INC COM 55377A10 3,044 111,159 SH DEFINED 1,2 111,159 MTI TECHNOLOGY CORP COM 55390310 17 13,700 SH DEFINED 1 13,700 MTR GAMING GROUP INC COM 55376910 2,978 286,095 SH DEFINED 1,2,5 286,095 MTS SYS CORP COM 55377710 14,025 405,590 SH DEFINED 1,2,6 405,590 MUELLER INDS INC COM 62475610 14,461 527,399 SH DEFINED 1,2,5,6 527,399 MULTI FINELINE ELECT COM 62541B10 4,798 99,602 SH DEFINED 1,2 99,602 MULTIMEDIA GAMES INC COM 62545310 8,416 909,886 SH DEFINED 1,2,5,6 909,886 MUNICIPAL MTG & EQUI GROWTH SHS 62624B10 275 10,648 SH DEFINED 1,5 10,648 MURPHY OIL CORP COM 62671710 229,668 4,253,900 SH DEFINED 1,2,5,6,10,12,13 4,253,900 MWI VETERINARY SUPPL COM 55402X10 1,042 40,375 SH DEFINED 1,2 40,375 MYERS INDS INC COM 62846410 5,339 366,172 SH DEFINED 1,2 366,172 MYLAN LABS INC COM 62853010 110,110 5,516,519 SH DEFINED 1,2,5,6,10,12,13 5,516,519 MYOGEN INC COM 62856E10 19,037 632,460 SH DEFINED 1,2 632,460 MYRIAD GENETICS INC COM 62855J10 10,216 491,151 SH DEFINED 1,2,5 491,151 NABI BIOPHARMACEUTIC COM 62951910 2,504 740,937 SH DEFINED 1,2,5 740,937 NABORS INDUSTRIES LT SHS G6359F10 332,511 4,389,581 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,389,581 NACCO INDS INC CL A 62957910 9,208 78,598 SH DEFINED 1,2 78,598 NALCO HOLDING COMPAN COM 62985Q10 14,924 842,699 SH DEFINED 1,2,5 842,699 NANOGEN INC COM 63007510 1,236 473,401 SH DEFINED 1,2 473,401 NANOPHASE TCHNOLOGIE COM 63007910 118 20,950 SH DEFINED 1 20,950 NAPCO SEC SYS INC COM 63040210 1,267 122,250 SH DEFINED 1,2 122,250 NAPSTER INC COM 63079710 181 51,292 SH DEFINED 1,6 51,292 NARA BANCORP INC COM 63080P10 8,006 450,255 SH DEFINED 1,2,5 450,255 NASB FINL INC COM 62896810 1,555 39,512 SH DEFINED 1,2 39,512 NASDAQ STOCK MARKET COM 63110310 31,710 901,354 SH DEFINED 1,2 901,354 NASH FINCH CO COM 63115810 7,175 281,589 SH DEFINED 1,2,6 281,589 NASTECH PHARMACEUTIC COM PAR $0 63172840 3,538 240,337 SH DEFINED 1,2 240,337 NATCO GROUP INC CL A 63227W20 395 19,300 SH DEFINED 1,2 19,300 NATIONAL AUSTRALIA B SPONSORED 63252540 1,471 12,389 SH DEFINED 1 12,389 NATIONAL BEVERAGE CO COM 63501710 1,142 116,856 SH DEFINED 1,2 116,856 NATIONAL BK GREECE S SPONSORED 63364340 923 107,825 SH DEFINED 1 107,825 NATIONAL CITY CORP COM 63540510 538,313 16,035,546 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,035,546 NATIONAL FINL PARTNE COM 63607P20 22,408 426,417 SH DEFINED 1,2 426,417 NATIONAL FUEL GAS CO COM 63618010 49,334 1,581,721 SH DEFINED 1,2,5,13 1,581,721 NATIONAL GRID PLC SPON ADR N 63627430 240 4,936 SH DEFINED 1 4,936 NATIONAL HEALTH INVS COM 63633D10 8,522 328,258 SH DEFINED 1,2,3 328,258 NATIONAL HEALTH REAL COM 63590510 1,690 91,007 SH DEFINED 1,2,3,5 91,007 NATIONAL HEALTHCARE COM 63590610 3,432 91,826 SH DEFINED 1,2,5 91,826 NATIONAL INSTRS CORP COM 63651810 25,058 781,843 SH DEFINED 1,2,5,13 781,843 NATIONAL INTERSTATE COM 63654U10 723 37,892 SH DEFINED 1 37,892 NATIONAL OILWELL VAR COM 63707110 311,395 4,966,433 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,966,433 NATIONAL PENN BANCSH COM 63713810 10,741 563,812 SH DEFINED 1,2,5 563,812 NATIONAL PRESTO INDS COM 63721510 3,765 84,900 SH DEFINED 1,2,5,6 84,900 NATIONAL R V HLDGS I COM 63727710 75 11,211 SH DEFINED 1 11,211 NATIONAL SEMICONDUCT COM 63764010 431,536 16,610,312 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,610,312 NATIONAL WESTN LIFE CL A 63852210 7,266 35,119 SH DEFINED 1,2 35,119 NATIONWIDE FINL SVCS CL A 63861210 28,672 651,639 SH DEFINED 1,2,5,10 651,639 NATIONWIDE HEALTH PP COM 63862010 19,640 917,745 SH DEFINED 1,2,3,5 917,745 NATURAL ALTERNATIVES COM NEW 63884230 92 14,200 SH DEFINED 1 14,200 NATURAL RESOURCE PAR COM UNIT L 63900P10 860 17,116 SH DEFINED 1,2 17,116 NATURES SUNSHINE PRO COM 63902710 4,622 255,658 SH DEFINED 1,2,6 255,658 NAUTILUS INC COM 63910B10 12,981 695,681 SH DEFINED 1,2,5,6 695,681 NAVARRE CORP COM 63920810 1,482 268,057 SH DEFINED 1,2 268,057 NAVIGANT CONSULTING COM 63935N10 18,742 852,699 SH DEFINED 1,2,13 852,699 NAVIGATORS GROUP INC COM 63890410 8,746 200,560 SH DEFINED 1,2 200,560 NAVISTAR INTL CORP N COM 63934E10 53,770 1,878,747 SH DEFINED 1,2,5,6,10,13 1,878,747 NAVTEQ CORP COM 63936L10 37,555 856,055 SH DEFINED 1,2,5,12 856,055 NBC CAP CORP COM 62872910 2,686 112,899 SH DEFINED 1,2,5 112,899 NBT BANCORP INC COM 62877810 9,204 426,329 SH DEFINED 1,2,5 426,329 NBTY INC COM 62878210 18,583 1,143,567 SH DEFINED 1,2,5,6 1,143,567 NCI BUILDING SYS INC COM 62885210 12,967 305,250 SH DEFINED 1,2,6 305,250 NCO GROUP INC COM 62885810 7,814 461,835 SH DEFINED 1,2,6 461,835 NCR CORP NEW COM 62886E10 158,690 4,675,593 SH DEFINED 1,2,5,6,10,12,13 4,675,593 NDCHEALTH CORP COM 63948010 10,585 550,449 SH DEFINED 1,2,5,6 550,449 NEC CORP ADR 62905020 693 111,920 SH DEFINED 1 111,920 NEENAH PAPER INC COM 64007910 5,902 210,803 SH DEFINED 1,2,5 210,803 NEKTAR THERAPEUTICS COM 64026810 18,176 1,104,232 SH DEFINED 1,2,5 1,104,232 NELNET INC CL A 64031N10 8,071 198,409 SH DEFINED 1,2 198,409 NELSON THOMAS INC COM 64037610 6,759 274,209 SH DEFINED 1,2,5,6 274,209 NEOFORMA COM INC COM NEW 64047550 149 15,033 SH DEFINED 1 15,033 NEOPHARM INC COM 64091910 2,486 230,440 SH DEFINED 1,2 230,440 NEORX CORP COM PAR $0 64052030 14 18,667 SH DEFINED 1 18,667 NEOSE TECHNOLOGIES I COM 64052210 51 26,264 SH DEFINED 1 26,264 NEOWARE SYS INC COM 64065P10 3,493 149,900 SH DEFINED 1,5 149,900 NESS TECHNOLOGIES IN COM 64104X10 2,276 211,334 SH DEFINED 1,2 211,334 NET2PHONE COM 64108N10 53 25,878 SH DEFINED 1 25,878 NETBANK INC COM 64093310 5,180 717,514 SH DEFINED 1,2,5 717,514 NETFLIX COM INC COM 64110L10 13,225 488,741 SH DEFINED 1,2,5 488,741 NETGEAR INC COM 64111Q10 11,024 572,689 SH DEFINED 1,2,6 572,689 NETIQ CORP COM 64115P10 8,231 669,709 SH DEFINED 1,2,5 669,709 NETLOGIC MICROSYSTEM COM 64118B10 3,439 126,244 SH DEFINED 1,2 126,244 NETRATINGS INC COM 64116M10 2,047 166,032 SH DEFINED 1,2 166,032 NETSCOUT SYS INC COM 64115T10 1,627 298,450 SH DEFINED 1,2 298,450 NETWORK APPLIANCE IN COM 64120L10 275,831 10,215,981 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,215,981 NETWORK ENGINES INC COM 64121A10 19 14,419 SH DEFINED 1 14,419 NETWORK EQUIP TECHNO COM 64120810 199 45,301 SH DEFINED 1,6 45,301 NEUROCRINE BIOSCIENC COM 64125C10 29,854 475,918 SH DEFINED 1,2,5,12 475,918 NEUROGEN CORP COM 64124E10 1,628 246,987 SH DEFINED 1,2 246,987 NEUROMETRIX INC COM 64125510 1,844 67,587 SH DEFINED 1,2 67,587 NEUSTAR INC CL A 64126X20 9,177 300,997 SH DEFINED 1,2 300,997 NEW BRUNSWICK SCIENT COM 64287610 126 18,520 SH DEFINED 1 18,520 NEW CENTURY FINANCIA COM 6435EV10 16,529 458,249 SH DEFINED 1,2,5 458,249 NEW FRONTIER MEDIA I COM 64439810 129 19,757 SH DEFINED 1 19,757 NEW JERSEY RES COM 64602510 15,097 360,389 SH DEFINED 1,2,5 360,389 NEW PLAN EXCEL RLTY COM 64805310 52,407 2,260,850 SH DEFINED 1,2,3,5,13 2,260,850 NEW RIV PHARMACEUTIC COM 64846820 4,404 84,882 SH DEFINED 1,2 84,882 NEW YORK & CO INC COM 64929510 2,982 140,660 SH DEFINED 1,2 140,660 NEW YORK CMNTY BANCO COM 64944510 68,783 4,163,608 SH DEFINED 1,2,5,7,8,10,12,13,14 4,163,608 NEW YORK TIMES CO CL A 65011110 102,365 3,870,148 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,870,148 NEWALLIANCE BANCSHAR COM 65020310 20,578 1,415,280 SH DEFINED 1,2,5 1,415,280 NEWCASTLE INVT CORP COM 65105M10 13,390 538,850 SH DEFINED 1,2 538,850 NEWELL RUBBERMAID IN COM 65122910 216,590 9,108,069 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,108,069 NEWFIELD EXPL CO COM 65129010 122,811 2,452,781 SH DEFINED 1,2,5,7,8,10,12,13,14 2,452,781 NEWKIRK REALTY TR IN COM 65149710 1,620 104,500 SH DEFINED 1,2 104,500 NEWMARKET CORP COM 65158710 6,529 266,930 SH DEFINED 1,2,5 266,930 NEWMONT MINING CORP COM 65163910 707,295 13,245,220 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,245,220 NEWPARK RES INC COM PAR $. 65171850 8,427 1,104,484 SH DEFINED 1,2 1,104,484 NEWPORT CORP COM 65182410 9,328 688,942 SH DEFINED 1,2,5,13 688,942 NEWS CORP CL A 65248E10 1,018,215 65,480,049 SH DEFINED 1,2,5,6,7,8,10,12,13,14 65,480,049 NEWS CORP CL B 65248E20 43,311 2,607,508 SH DEFINED 1,5,7,8,10,12,13,14 2,607,508 NEXSTAR BROADCASTING CL A 65336K10 73 14,490 SH DEFINED 1 14,490 NEXTEL PARTNERS INC CL A 65333F10 39,550 1,415,516 SH DEFINED 1,2,5,12 1,415,516 NGP CAP RES CO COM 62912R10 2,584 196,773 SH DEFINED 1,2 196,773 NIC INC COM 62914B10 2,243 364,166 SH DEFINED 1,2 364,166 NICOR INC COM 65408610 56,867 1,446,624 SH DEFINED 1,2,5,6,10,13 1,446,624 NIDEC CORP SPONSORED 65409010 4,505 208,190 SH DEFINED 1 208,190 NII HLDGS INC CL B NEW 62913F20 69,415 1,589,168 SH DEFINED 1,2,5,7,8,10,12,13,14 1,589,168 NIKE INC CL B 65410610 467,576 5,387,438 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,387,438 NIPPON TELEG & TEL C SPONSORED 65462410 237 10,410 SH DEFINED 1 10,410 NISOURCE INC COM 65473P10 204,138 9,786,074 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,786,074 NISSAN MOTORS SPONSORED 65474440 726 35,528 SH DEFINED 1 35,528 NITROMED INC COM 65479850 2,573 184,423 SH DEFINED 1,2 184,423 NL INDS INC COM NEW 62915640 1,599 113,454 SH DEFINED 1,2 113,454 NMS COMMUNICATIONS C COM 62924810 197 56,572 SH DEFINED 1 56,572 NMT MED INC COM 62929410 204 12,716 SH DEFINED 1 12,716 NN INC COM 62933710 2,444 230,588 SH DEFINED 1,2 230,588 NOBLE CORPORATION SHS G6542210 287,812 4,080,119 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,080,119 NOBLE ENERGY INC COM 65504410 122,407 3,037,386 SH DEFINED 1,2,5,7,8,10,12,13,14 3,037,386 NOBLE INTL LTD COM 65505310 1,667 79,974 SH DEFINED 1,2 79,974 NOKIA CORP SPONSORED 65490220 10,298 562,735 SH DEFINED 1,2 562,735 NOMURA HLDGS INC SPONSORED 65535H20 945 49,191 SH DEFINED 1 49,191 NORDSON CORP COM 65566310 24,525 605,407 SH DEFINED 1,2,5,13 605,407 NORDSTROM INC COM 65566410 336,425 8,995,325 SH DEFINED 1,2,5,6,8,10,12,13 8,995,325 NORFOLK SOUTHERN COR COM 65584410 547,036 12,202,463 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,202,463 NORSK HYDRO A S SPONSORED 65653160 302 2,930 SH DEFINED 1 2,930 NORTEL NETWORKS CORP COM 65656810 4,878 1,594,061 SH DEFINED 1,2,5 1,594,061 NORTH AMERN SCIENTIF COM 65715D10 28 13,000 SH DEFINED 1 13,000 NORTH FORK BANCORPOR COM 65942410 356,154 13,017,307 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,017,307 NORTH PITTSBURGH SYS COM 66156210 6,346 336,326 SH DEFINED 1,2 336,326 NORTHEAST UTILS COM 66439710 44,465 2,258,269 SH DEFINED 1,2,5,10,12,13 2,258,269 NORTHERN BORDER PART UNIT LTD P 66478510 427 10,160 SH DEFINED 1,5 10,160 NORTHERN EMPIRE BANC COM 66511210 1,985 83,890 SH DEFINED 1,2 83,890 NORTHERN TR CORP COM 66585910 266,533 5,143,430 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,143,430 NORTHFIELD LABS INC COM 66613510 3,613 269,605 SH DEFINED 1,2 269,605 NORTHROP GRUMMAN COR COM 66680710 2,028,576 33,747,734 SH DEFINED 1,2,5,6,7,8,10,12,13,14 33,747,734 NORTHSTAR RLTY FIN C COM 66704R10 2,510 246,347 SH DEFINED 1,2 246,347 NORTHWEST BANCORP IN COM 66732810 5,223 245,688 SH DEFINED 1,2 245,688 NORTHWEST NAT GAS CO COM 66765510 18,284 534,936 SH DEFINED 1,2,5 534,936 NORTHWESTERN CORP COM NEW 66807430 14,144 455,245 SH DEFINED 1,2 455,245 NOVAMED INC DEL COM 66986W10 95 14,552 SH DEFINED 1 14,552 NOVARTIS A G SPONSORED 66987V10 5,444 103,741 SH DEFINED 1,2 103,741 NOVASTAR FINL INC COM 66994740 11,979 426,159 SH DEFINED 1,2 426,159 NOVATEL WIRELESS INC COM NEW 66987M60 7,428 613,374 SH DEFINED 1,2,6 613,374 NOVAVAX INC COM 67000210 103 26,866 SH DEFINED 1 26,866 NOVELL INC COM 67000610 82,196 9,308,671 SH DEFINED 1,2,5,6,10,13 9,308,671 NOVELLUS SYS INC COM 67000810 91,838 3,807,529 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,807,529 NOVEN PHARMACEUTICAL COM 67000910 6,563 433,753 SH DEFINED 1,2,6 433,753 NOVO-NORDISK A S ADR 67010020 1,094 19,445 SH DEFINED 1 19,445 NPS PHARMACEUTICALS COM 62936P10 6,396 540,224 SH DEFINED 1,2,5 540,224 NRG ENERGY INC COM NEW 62937750 35,447 752,275 SH DEFINED 1,2,5 752,275 NS GROUP INC COM 62891610 14,343 343,041 SH DEFINED 1,2,5 343,041 NSTAR COM 67019E10 46,884 1,633,588 SH DEFINED 1,2,5,12,13 1,633,588 NTL INC DEL COM 62940M10 64,093 941,440 SH DEFINED 1,2,5,7,8,10,12,13,14 941,440 NTN COMMUNUNICATIONS COM NEW 62941030 35 23,400 SH DEFINED 1 23,400 NTT DOCOMO INC SPONS ADR 62942M20 1,234 80,533 SH DEFINED 1 80,533 NU HORIZONS ELECTRS COM 66990810 128 12,690 SH DEFINED 1 12,690 NU SKIN ENTERPRISES CL A 67018T10 12,264 697,637 SH DEFINED 1,2 697,637 NUANCE COMMUNICATION COM 67020Y10 11,006 1,442,478 SH DEFINED 1,2,5 1,442,478 NUCO2 INC COM 62942810 3,344 119,935 SH DEFINED 1,2 119,935 NUCOR CORP COM 67034610 464,088 6,955,759 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,955,759 NUTRACEUTICAL INTL C COM 67060Y10 217 16,100 SH DEFINED 1 16,100 NUTRI SYS INC NEW COM 67069D10 10,909 302,855 SH DEFINED 1,2 302,855 NUVASIVE INC COM 67070410 3,179 175,650 SH DEFINED 1,2 175,650 NUVEEN INVTS INC CL A 67090F10 99,217 2,327,951 SH DEFINED 1,2,5,10 2,327,951 NUVELO INC COM NEW 67072M30 3,928 484,316 SH DEFINED 1,2 484,316 NVIDIA CORP COM 67066G10 177,434 4,853,230 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,853,230 NVR INC COM 62944T10 142,679 203,247 SH DEFINED 1,2,5,6,7,8,10,12,13,14 203,247 NYMAGIC INC COM 62948410 2,087 84,199 SH DEFINED 1 84,199 O CHARLEYS INC COM 67082310 5,043 325,139 SH DEFINED 1,2,6 325,139 O REILLY AUTOMOTIVE COM 68609110 44,996 1,405,686 SH DEFINED 1,2,5,12,13 1,405,686 O2MICRO INTERNATIONA SPONS ADR 67107W10 155 15,200 SH DEFINED 1 15,200 OAK HILL FINL INC COM 67133710 314 9,441 SH DEFINED 1 9,441 OAKLEY INC COM 67366210 6,009 409,049 SH DEFINED 1,2,5 409,049 OCCIDENTAL PETE CORP COM 67459910 1,163,856 14,570,059 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,570,059 OCCULOGIX INC COM 67461T10 680 94,401 SH DEFINED 1 94,401 OCEANEERING INTL INC COM 67523210 17,633 354,213 SH DEFINED 1,2,5 354,213 OCEANFIRST FINL CORP COM 67523410 2,965 130,269 SH DEFINED 1,2 130,269 OCTEL CORP COM 67572710 3,623 222,686 SH DEFINED 1,2,5 222,686 OCWEN FINL CORP COM 67574610 5,128 589,456 SH DEFINED 1,2 589,456 ODYSSEY HEALTHCARE I COM 67611V10 22,365 1,199,824 SH DEFINED 1,2,5,6 1,199,824 ODYSSEY MARINE EXPLO COM 67611810 1,342 379,110 SH DEFINED 1,2 379,110 ODYSSEY RE HLDGS COR COM 67612W10 4,360 173,837 SH DEFINED 1,2 173,837 OFFICE DEPOT INC COM 67622010 281,501 8,964,997 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,964,997 OFFICEMAX INC DEL COM 67622P10 58,506 2,307,029 SH DEFINED 1,2,5,6,10,12,13 2,307,029 OFFSHORE LOGISTICS I COM 67625510 8,597 294,428 SH DEFINED 1,2 294,428 OGE ENERGY CORP COM 67083710 51,285 1,914,346 SH DEFINED 1,2,5,6,13 1,914,346 OHIO CAS CORP COM 67724010 33,903 1,197,130 SH DEFINED 1,2,5,13 1,197,130 OIL STS INTL INC COM 67802610 18,062 570,145 SH DEFINED 1,2 570,145 OLD DOMINION FGHT LI COM 67958010 10,306 382,279 SH DEFINED 1,2,6 382,279 OLD NATL BANCORP IND COM 68003310 24,738 1,143,179 SH DEFINED 1,2,5 1,143,179 OLD REP INTL CORP COM 68022310 118,481 4,511,856 SH DEFINED 1,2,5,7,8,10,12,13,14 4,511,856 OLD SECOND BANCORP I COM 68027710 5,746 187,946 SH DEFINED 1,2 187,946 OLIN CORP COM PAR $1 68066520 24,311 1,235,291 SH DEFINED 1,2,5,13 1,235,291 OLYMPIC STEEL INC COM 68162K10 869 34,954 SH DEFINED 1 34,954 OM GROUP INC COM 67087210 9,265 493,892 SH DEFINED 1,2,5 493,892 OMEGA FINL CORP COM 68209210 4,886 175,308 SH DEFINED 1,2,5 175,308 OMEGA FLEX INC COM 68209510 520 29,909 SH DEFINED 1,2 29,909 OMEGA HEALTHCARE INV COM 68193610 9,115 724,019 SH DEFINED 1,2,3 724,019 OMEGA PROTEIN CORP COM 68210P10 137 20,430 SH DEFINED 1 20,430 OMI CORP NEW COM Y6476W10 2,395 131,946 SH DEFINED 1,2,5 131,946 OMNICARE INC COM 68190410 114,110 1,994,226 SH DEFINED 1,2,5,7,8,10,12,13,14 1,994,226 OMNICELL INC COM 68213N10 4,251 355,700 SH DEFINED 1 355,700 OMNICOM GROUP INC COM 68191910 431,929 5,073,756 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,073,756 OMNIVISION TECHNOLOG COM 68212810 20,545 1,029,284 SH DEFINED 1,2,5 1,029,284 OMNOVA SOLUTIONS INC COM 68212910 247 51,517 SH DEFINED 1 51,517 ON ASSIGNMENT INC COM 68215910 745 68,325 SH DEFINED 1,6 68,325 ON SEMICONDUCTOR COR COM 68218910 10,327 1,867,511 SH DEFINED 1,2 1,867,511 ON2 TECHNOLOGIES INC COM 68338A10 28 26,200 SH DEFINED 1 26,200 ONE LIBERTY PPTYS IN COM 68240610 2,535 137,674 SH DEFINED 1,2,3 137,674 ONEOK INC NEW COM 68268010 39,089 1,467,874 SH DEFINED 1,2,5,13 1,467,874 ONLINE RES CORP COM 68273G10 2,829 256,061 SH DEFINED 1,2 256,061 ONYX PHARMACEUTICALS COM 68339910 14,519 504,140 SH DEFINED 1,2,5 504,140 ONYX SOFTWARE CORP COM NEW 68340220 44 10,307 SH DEFINED 1 10,307 OPEN JT STK CO-VIMPE SPONSORED 68370R10 6,268 141,722 SH DEFINED 1,2,5,7 141,722 OPEN SOLUTIONS INC COM 68371P10 5,711 249,156 SH DEFINED 1,2,6 249,156 OPENTV CORP CL A G6754310 119 53,118 SH DEFINED 1 53,118 OPENWAVE SYS INC COM NEW 68371830 19,981 1,143,758 SH DEFINED 1,2,5 1,143,758 OPLINK COMMUNICATION COM NEW 68375Q40 3,273 225,750 SH DEFINED 1,2 225,750 OPNET TECHNOLOGIES I COM 68375710 326 35,484 SH DEFINED 1,2,5 35,484 OPSWARE INC COM 68383A10 6,290 926,336 SH DEFINED 1,2,5 926,336 OPTICAL COMMUNICATIO CL A 68382T10 386 167,114 SH DEFINED 1,2 167,114 OPTION CARE INC COM 68394810 3,986 298,359 SH DEFINED 1,2,5 298,359 OPTIONSXPRESS HLDGS COM 68401010 8,330 339,315 SH DEFINED 1,2 339,315 ORACLE CORP COM 68389X10 1,368,766 112,102,050 SH DEFINED 1,2,5,6,7,8,10,12,13,14 112,102,050 ORASURE TECHNOLOGIES COM 68554V10 8,537 967,951 SH DEFINED 1,2,5 967,951 ORBITAL SCIENCES COR COM 68556410 9,384 730,846 SH DEFINED 1,2 730,846 ORBOTECH LTD ORD M7525310 571 23,817 SH DEFINED 1,2,5,7 23,817 ORCHID CELLMARK INC COM 68573C10 2,074 272,876 SH DEFINED 1,2 272,876 OREGON STL MLS INC COM 68607910 13,254 450,512 SH DEFINED 1,2 450,512 ORIENTAL FINL GROUP COM 68618W10 4,127 333,940 SH DEFINED 1,2 333,940 ORIENT-EXPRESS HOTEL CL A G6774310 1,410 44,738 SH DEFINED 1,2 44,738 ORIGEN FINL INC COM 68619E20 1,135 159,383 SH DEFINED 1,2 159,383 ORIX CORP SPONSORED 68633010 1,866 14,660 SH DEFINED 1 14,660 ORLEANS HOMEBUILDERS COM 68658810 684 37,272 SH DEFINED 1 37,272 ORMAT TECHNOLOGIES I COM 68668810 1,456 55,711 SH DEFINED 1,2 55,711 ORTHOLOGIC CORP COM 68750J10 256 52,331 SH DEFINED 1,5 52,331 ORTHOVITA INC COM 68750U10 93 23,990 SH DEFINED 1 23,990 OSCIENT PHARMACEUTIC COM 68812R10 166 73,060 SH DEFINED 1 73,060 OSHKOSH TRUCK CORP COM 68823920 32,873 737,234 SH DEFINED 1,2,5,6 737,234 OSI PHARMACEUTICALS COM 67104010 15,630 557,406 SH DEFINED 1,2,5,12 557,406 OSI SYSTEMS INC COM 67104410 3,513 191,017 SH DEFINED 1,2 191,017 OSTEOTECH INC COM 68858210 245 49,236 SH DEFINED 1,5,6 49,236 OTTER TAIL CORP COM 68964810 11,268 388,808 SH DEFINED 1,2,5 388,808 OUTBACK STEAKHOUSE I COM 68989910 40,015 961,670 SH DEFINED 1,2,5,12,13 961,670 OUTDOOR CHANNEL HLDG COM NEW 69002720 888 65,752 SH DEFINED 1,2 65,752 OVERLAND STORAGE INC COM 69031010 160 19,970 SH DEFINED 1 19,970 OVERSEAS SHIPHOLDING COM 69036810 44,825 889,557 SH DEFINED 1,2,7,10,12,13,14 889,557 OVERSTOCK COM INC DE COM 69037010 4,185 148,684 SH DEFINED 1,2,5 148,684 OWENS & MINOR INC NE COM 69073210 15,463 561,661 SH DEFINED 1,2,5,6 561,661 OWENS ILL INC COM NEW 69076840 187,058 8,890,574 SH DEFINED 1,2,5,7,8,10,12,13,14 8,890,574 OXFORD INDS INC COM 69149730 12,617 230,651 SH DEFINED 1,2,6 230,651 OXIGENE INC COM 69182810 80 20,129 SH DEFINED 1 20,129 P A M TRANSN SVCS IN COM 69314910 1,060 59,594 SH DEFINED 1,2 59,594 P C CONNECTION COM 69318J10 100 18,585 SH DEFINED 1 18,585 P F CHANGS CHINA BIS COM 69333Y10 25,855 520,960 SH DEFINED 1,2,6 520,960 P T TELEKOMUNIKASI I SPONSORED 71568410 2,094 87,776 SH DEFINED 1,2 87,776 PAB BANKSHARES INC COM 69313P10 256 14,000 SH DEFINED 1,2 14,000 PACCAR INC COM 69371810 315,892 4,562,929 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,562,929 PACER INTL INC TENN COM 69373H10 14,568 559,024 SH DEFINED 1,2 559,024 PACIFIC CAP BANCORP COM 69404P10 22,187 623,067 SH DEFINED 1,2,5 623,067 PACIFIC ENERGY PARTN COM UNIT 69422R10 869 29,603 SH DEFINED 1,2 29,603 PACIFIC ETHANOL INC COM 69423U10 688 63,582 SH DEFINED 1,2 63,582 PACIFIC SUNWEAR CALI COM 69487310 50,540 2,028,077 SH DEFINED 1,2,5,13 2,028,077 PACIFICARE HEALTH SY COM 69511210 272 3,000 SH DEFINED 1,5 3,000 PACKAGING CORP AMER COM 69515610 24,019 1,046,594 SH DEFINED 1,2,5,13 1,046,594 PACKETEER INC COM 69521010 4,301 553,542 SH DEFINED 1,2 553,542 PACTIV CORP COM 69525710 94,462 4,293,707 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,293,707 PAC-WEST TELECOM INC COM 69371Y10 11 11,491 SH DEFINED 1 11,491 PAIN THERAPEUTICS IN COM 69562K10 2,479 366,665 SH DEFINED 1,2 366,665 PAINCARE HLDGS INC COM 69562E10 1,523 467,234 SH DEFINED 1,2 467,234 PALATIN TECHNOLOGIES COM NEW 69607730 156 47,960 SH DEFINED 1 47,960 PALL CORP COM 69642930 90,858 3,382,669 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,382,669 PALM HARBOR HOMES COM 69663910 4,003 212,902 SH DEFINED 1,2 212,902 PALM INC NEW COM 69664310 30,310 953,147 SH DEFINED 1,2,5 953,147 PALOMAR MED TECHNOLO COM NEW 69752930 7,188 205,128 SH DEFINED 1,2 205,128 PAN PACIFIC RETAIL P COM 69806L10 52,240 780,980 SH DEFINED 1,2,3,5 780,980 PANACOS PHARMACEUTIC COM 69811Q10 309 44,561 SH DEFINED 1 44,561 PANAMSAT HLDG CORP COM 69831Y10 10,812 441,320 SH DEFINED 1,2 441,320 PANERA BREAD CO CL A 69840W10 26,595 404,916 SH DEFINED 1,2,5,6 404,916 PANTRY INC COM 69865710 20,332 432,687 SH DEFINED 1,2 432,687 PAPA JOHNS INTL INC COM 69881310 24,322 410,080 SH DEFINED 1,2,6 410,080 PAR PHARMACEUTICAL C COM 69888P10 25,174 803,250 SH DEFINED 1,2,5,13 803,250 PAR TECHNOLOGY CORP COM 69888410 1,101 39,646 SH DEFINED 1,2 39,646 PARALLEL PETE CORP D COM 69915710 7,022 412,842 SH DEFINED 1,2 412,842 PARAMETRIC TECHNOLOG COM 69917310 48,616 7,969,841 SH DEFINED 1,2,5,6,10,12,13 7,969,841 PAREXEL INTL CORP COM 69946210 7,501 370,238 SH DEFINED 1,2,6 370,238 PARK ELECTROCHEMICAL COM 70041620 7,422 285,675 SH DEFINED 1,2,6 285,675 PARK NATL CORP COM 70065810 17,731 172,747 SH DEFINED 1,2,5 172,747 PARK OHIO HLDGS CORP COM 70066610 169 11,968 SH DEFINED 1 11,968 PARKER DRILLING CO COM 70108110 13,276 1,225,849 SH DEFINED 1,2,5 1,225,849 PARKER HANNIFIN CORP COM 70109410 232,289 3,521,658 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,521,658 PARKVALE FINL CORP COM 70149210 280 9,932 SH DEFINED 1 9,932 PARKWAY PPTYS INC COM 70159Q10 12,487 311,092 SH DEFINED 1,2,3 311,092 PARLUX FRAGRANCES IN COM 70164510 2,861 93,712 SH DEFINED 1,2 93,712 PARTNERRE LTD COM G6852T10 18,935 288,336 SH DEFINED 1,2,5,7,8,10,12,13,14 288,336 PARTNERS TR FINL GRO COM 70213F10 8,367 694,329 SH DEFINED 1,2,5 694,329 PATHMARK STORES INC COM 70322A10 8,631 863,997 SH DEFINED 1,2 863,997 PATRICK INDS INC COM 70334310 114 10,800 SH DEFINED 1 10,800 PATTERSON COMPANIES COM 70339510 117,906 3,530,123 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,530,123 PATTERSON UTI ENERGY COM 70348110 103,751 3,148,731 SH DEFINED 1,2,5,7,8,10,12,13,14 3,148,731 PAULA FINL DEL COM 70358810 29 14,600 SH DEFINED 1 14,600 PAXAR CORP COM 70422710 9,923 505,509 SH DEFINED 1,2,6 505,509 PAXSON COMMUNICATION COM 70423110 34 37,701 SH DEFINED 1 37,701 PAYCHEX INC COM 70432610 347,934 9,127,329 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,127,329 PAYLESS SHOESOURCE I COM 70437910 84,325 3,359,551 SH DEFINED 1,2,5,13 3,359,551 PC-TEL INC COM 69325Q10 512 58,434 SH DEFINED 1,2,6 58,434 PDF SOLUTIONS INC COM 69328210 4,910 302,146 SH DEFINED 1,2,5 302,146 PEABODY ENERGY CORP COM 70454910 189,449 2,298,576 SH DEFINED 1,2,5,7,8,10,12,13,14 2,298,576 PEAPACK-GLADSTONE FI COM 70469910 2,989 107,120 SH DEFINED 1,2 107,120 PEARSON PLC SPONSORED 70501510 511 43,084 SH DEFINED 1 43,084 PEDIATRIX MED GROUP COM 70532410 35,784 404,020 SH DEFINED 1,2,5,6 404,020 PEETS COFFEE & TEA I COM 70556010 7,742 255,091 SH DEFINED 1,2,6 255,091 PEGASUS SOLUTIONS IN COM 70590610 2,698 300,783 SH DEFINED 1,2,6 300,783 PEGASYSTEMS INC COM 70557310 1,190 162,732 SH DEFINED 1,2 162,732 PEMSTAR INC COM 70655210 64 43,224 SH DEFINED 1 43,224 PENN NATL GAMING INC COM 70756910 28,227 856,673 SH DEFINED 1,2,5 856,673 PENN VA CORP COM 70788210 15,783 274,972 SH DEFINED 1,2 274,972 PENN VA RESOURCES PA COM 70788410 1,416 25,486 SH DEFINED 1,2 25,486 PENNEY J C INC COM 70816010 1,825,216 32,827,629 SH DEFINED 1,2,5,6,7,8,10,12,13,14 32,827,629 PENNFED FINL SVCS IN COM 70816710 2,342 127,159 SH DEFINED 1,2 127,159 PENNSYLVANIA COMM BA COM 70867710 1,604 50,360 SH DEFINED 1,2 50,360 PENNSYLVANIA RL ESTA SH BEN INT 70910210 29,655 793,758 SH DEFINED 1,2,3,5 793,758 PENTAIR INC COM 70963110 59,591 1,726,272 SH DEFINED 1,2,5,7,8,10,12,13,14 1,726,272 PENWEST PHARMACEUTIC COM 70975410 5,078 260,147 SH DEFINED 1,2 260,147 PEOPLES BANCORP INC COM 70978910 5,487 192,331 SH DEFINED 1,2 192,331 PEOPLES BK BRIDGEPOR COM 71019810 19,570 630,069 SH DEFINED 1,2,5,12 630,069 PEOPLES ENERGY CORP COM 71103010 44,611 1,272,055 SH DEFINED 1,2,5,6,10,13 1,272,055 PEP BOYS MANNY MOE & COM 71327810 14,005 940,560 SH DEFINED 1,2,5,6 940,560 PEPCO HOLDINGS INC COM 71329110 88,182 3,941,960 SH DEFINED 1,2,5,7,8,10,12,13,14 3,941,960 PEPSI BOTTLING GROUP COM 71340910 456,570 15,958,423 SH DEFINED 1,2,5,6,7,10,12,13,14 15,958,423 PEPSIAMERICAS INC COM 71343P20 27,455 1,180,338 SH DEFINED 1,2,5,6,12,13 1,180,338 PEPSICO INC COM 71344810 2,831,535 47,927,135 SH DEFINED 1,2,5,6,7,8,10,12,13,14 47,927,135 PEREGRINE PHARMACEUT COM 71366110 249 268,200 SH DEFINED 1,5 268,200 PERFORMANCE FOOD GRO COM 71375510 23,027 811,650 SH DEFINED 1,2,5,6 811,650 PERFORMANCE TECHNOLO COM 71376K10 146 17,817 SH DEFINED 1 17,817 PERICOM SEMICONDUCTO COM 71383110 2,682 336,531 SH DEFINED 1,2,6 336,531 PERINI CORP COM 71383910 5,747 237,968 SH DEFINED 1,2 237,968 PERKINELMER INC COM 71404610 78,116 3,315,600 SH DEFINED 1,2,5,6,10,12,13 3,315,600 PERMA-FIX ENVIRONMEN COM 71415710 40 23,800 SH DEFINED 1 23,800 PEROT SYS CORP CL A 71426510 23,368 1,652,631 SH DEFINED 1,2,5 1,652,631 PERRIGO CO COM 71429010 22,559 1,513,013 SH DEFINED 1,2,5,13 1,513,013 PER-SE TECHNOLOGIES COM NEW 71356930 12,181 521,440 SH DEFINED 1,2 521,440 PERVASIVE SOFTWARE I COM 71571010 84 19,100 SH DEFINED 1 19,100 PETCO ANIMAL SUPPLIE COM NEW 71601620 16,271 741,272 SH DEFINED 1,2,5 741,272 PETROBRAS ENERGIA PA SP ADR B S 71646M10 3,471 281,271 SH DEFINED 1,2,5,7 281,271 PETRO-CDA COM 71644E10 2,802 69,883 SH DEFINED 1,5,7 69,883 PETROCHINA CO LTD SPONSORED 71646E10 3,172 38,702 SH DEFINED 1 38,702 PETROHAWK ENERGY COR COM 71649510 9,055 684,939 SH DEFINED 1,2 684,939 PETROLEO BRASILEIRO SPONSORED 71654V10 50,385 782,748 SH DEFINED 1,2 782,748 PETROLEO BRASILEIRO SPONSORED 71654V40 67,296 944,241 SH DEFINED 1,2,4,5 944,241 PETROLEUM DEV CORP COM 71657810 12,364 370,840 SH DEFINED 1,2,5 370,840 PETROQUEST ENERGY IN COM 71674810 4,853 586,089 SH DEFINED 1,2 586,089 PETSMART INC COM 71676810 65,961 2,570,579 SH DEFINED 1,2,5,7,8,10,12,13,14 2,570,579 PFF BANCORP INC COM 69331W10 13,597 445,508 SH DEFINED 1,2 445,508 PFIZER INC COM 71708110 5,438,921 233,229,890 SH DEFINED 1,2,5,6,7,8,10,12,13,14 233,229,890 PG&E CORP COM 69331C10 505,480 13,617,449 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,617,449 PHARMACEUTICAL PROD COM 71712410 38,920 628,241 SH DEFINED 1,2,5,6,12 628,241 PHARMACYCLICS INC COM 71693310 67 18,888 SH DEFINED 1 18,888 PHARMION CORP COM 71715B40 5,006 281,704 SH DEFINED 1,2 281,704 PHARMOS CORP COM PAR $. 71713930 29 14,233 SH DEFINED 1 14,233 PHASE FORWARD INC COM 71721R40 2,977 305,322 SH DEFINED 1,2 305,322 PHELPS DODGE CORP COM 71726510 586,633 4,077,520 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,077,520 PHH CORP COM NEW 69332020 33,353 1,190,319 SH DEFINED 1,2,5,13 1,190,319 PHILADELPHIA CONS HL COM 71752810 17,452 180,496 SH DEFINED 1,2,5 180,496 PHILIPPINE LONG DIST SPONSORED 71825260 5,195 154,891 SH DEFINED 1,2,7 154,891 PHILLIPS VAN HEUSEN COM 71859210 22,641 698,789 SH DEFINED 1,2,6 698,789 PHOENIX COS INC NEW COM 71902E10 32,285 2,366,923 SH DEFINED 1,2,5 2,366,923 PHOENIX TECHNOLOGY L COM 71915310 1,591 254,115 SH DEFINED 1,2,6 254,115 PHOTON DYNAMICS INC COM 71936410 4,294 234,917 SH DEFINED 1,2,6 234,917 PHOTRONICS INC COM 71940510 11,413 757,814 SH DEFINED 1,2,5,6 757,814 PICO HLDGS INC COM NEW 69336620 8,392 260,126 SH DEFINED 1,2 260,126 PIEDMONT NAT GAS INC COM 72018610 16,628 688,230 SH DEFINED 1,2,5 688,230 PIER 1 IMPORTS INC COM 72027910 13,842 1,585,557 SH DEFINED 1,2,5,13 1,585,557 PIKE ELEC CORP COM 72128310 1,827 112,648 SH DEFINED 1,2 112,648 PILGRIMS PRIDE CORP COM 72146710 52,555 1,584,878 SH DEFINED 1,2,7,10,12,14 1,584,878 PINNACLE AIRL CORP COM 72344310 4,295 643,894 SH DEFINED 1,2 643,894 PINNACLE ENTMT INC COM 72345610 17,000 687,992 SH DEFINED 1,2,5,6 687,992 PINNACLE FINL PARTNE COM 72346Q10 2,033 81,402 SH DEFINED 1,2 81,402 PINNACLE WEST CAP CO COM 72348410 124,686 3,015,376 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,015,376 PIONEER CORP JAPAN SPONSORED 72364610 244 17,655 SH DEFINED 1 17,655 PIONEER COS INC COM NEW 72364330 3,647 121,697 SH DEFINED 1,2 121,697 PIONEER DRILLING CO COM 72365510 4,750 264,908 SH DEFINED 1,2 264,908 PIONEER NAT RES CO COM 72378710 147,629 2,879,451 SH DEFINED 1,2,5,7,8,10,12,13,14 2,879,451 PIPER JAFFRAY COS COM 72407810 16,814 416,184 SH DEFINED 1,2,5 416,184 PITNEY BOWES INC COM 72447910 268,727 6,360,402 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,360,402 PIXAR COM 72581110 34,455 653,540 SH DEFINED 1,2,5,6,8,12 653,540 PIXELWORKS INC COM 72581M10 3,430 675,128 SH DEFINED 1,2,5 675,128 PLACER DOME INC COM 72590610 287 12,533 SH DEFINED 1,5 12,533 PLACER SIERRA BANCSH COM 72607910 1,983 71,550 SH DEFINED 1,2 71,550 PLAINS ALL AMERN PIP UNIT LTD P 72650310 2,901 73,317 SH DEFINED 1,2,5 73,317 PLAINS EXPL& PRODTN COM 72650510 41,954 1,055,979 SH DEFINED 1,2,5,12,13 1,055,979 PLANAR SYS INC COM 72690010 3,243 387,510 SH DEFINED 1,2,5,6 387,510 PLANTRONICS INC NEW COM 72749310 24,927 880,820 SH DEFINED 1,2,5,12,13 880,820 PLATINUM UNDERWRITER COM G7127P10 2,064 66,429 SH DEFINED 1,2,5 66,429 PLATO LEARNING INC COM 72764Y10 215 27,107 SH DEFINED 1 27,107 PLAYBOY ENTERPRISES CL B 72811730 4,369 314,548 SH DEFINED 1,2 314,548 PLAYTEX PRODS INC COM 72813P10 15,165 1,109,386 SH DEFINED 1,2,6 1,109,386 PLEXUS CORP COM 72913210 18,356 807,206 SH DEFINED 1,2,5,13 807,206 PLUG POWER INC COM 72919P10 3,184 620,655 SH DEFINED 1,2,5 620,655 PLUM CREEK TIMBER CO COM 72925110 177,773 4,931,289 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,931,289 PLX TECHNOLOGY INC COM 69341710 2,477 288,038 SH DEFINED 1,2 288,038 PMA CAP CORP CL A 69341920 4,176 457,386 SH DEFINED 1,2,5 457,386 PMC COML TR SH BEN INT 69343410 212 17,238 SH DEFINED 1,2 17,238 PMC-SIERRA INC COM 69344F10 38,857 5,039,813 SH DEFINED 1,2,5,6,10,13 5,039,813 PMI GROUP INC COM 69344M10 65,471 1,594,132 SH DEFINED 1,2,5,7,8,10,12,13,14 1,594,132 PNC FINL SVCS GROUP COM 69347510 525,071 8,492,171 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,492,171 PNM RES INC COM 69349H10 22,126 903,463 SH DEFINED 1,2,5,13 903,463 POGO PRODUCING CO COM 73044810 61,032 1,225,300 SH DEFINED 1,2,5,12,13 1,225,300 POINT THERAPEUTICS I COM 73069410 36 10,341 SH DEFINED 1 10,341 POLARIS INDS INC COM 73106810 36,360 724,299 SH DEFINED 1,2,5,6,12 724,299 POLO RALPH LAUREN CO CL A 73157210 41,106 732,203 SH DEFINED 1,2,5,12,13 732,203 POLYCOM INC COM 73172K10 28,066 1,834,347 SH DEFINED 1,2,5,12,13 1,834,347 POLYMEDICA CORP COM 73173810 13,123 392,088 SH DEFINED 1,2,6 392,088 POLYONE CORP COM 73179P10 9,183 1,428,083 SH DEFINED 1,2,5 1,428,083 POMEROY IT SOLUTIONS COM 73182210 127 15,201 SH DEFINED 1 15,201 POPE & TALBOT INC COM 73282710 2,675 321,131 SH DEFINED 1,5 321,131 POPULAR INC COM 73317410 55,930 2,644,448 SH DEFINED 1,2,5,12 2,644,448 PORTALPLAYER INC COM 73618720 9,913 350,039 SH DEFINED 1,2 350,039 PORTFOLIO RECOVERY A COM 73640Q10 17,198 370,321 SH DEFINED 1,2,6 370,321 PORTUGAL TELECOM SGP SPONSORED 73727310 401 39,828 SH DEFINED 1 39,828 POSCO SPONSORED 69348310 7,519 151,863 SH DEFINED 1,2,5 151,863 POSSIS MEDICAL INC COM 73740710 5,606 563,388 SH DEFINED 1,2,6 563,388 POST PPTYS INC COM 73746410 39,886 998,390 SH DEFINED 1,2,3,5 998,390 POTLATCH CORP COM 73762810 26,970 529,037 SH DEFINED 1,2,5,13 529,037 POWELL INDS INC COM 73912810 2,345 130,564 SH DEFINED 1,2 130,564 POWER INTEGRATIONS I COM 73927610 9,493 398,713 SH DEFINED 1,2,5,6 398,713 POWER-ONE INC COM 73930810 5,886 977,687 SH DEFINED 1,2,5 977,687 POWERWAVE TECHNOLOGI COM 73936310 24,727 1,967,155 SH DEFINED 1,2,5,13 1,967,155 POZEN INC COM 73941U10 3,613 376,763 SH DEFINED 1,2,5 376,763 PPG INDS INC COM 69350610 286,968 4,956,275 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,956,275 PPL CORP COM 69351T10 346,642 11,790,552 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,790,552 PRA INTL COM 69353C10 5,918 210,214 SH DEFINED 1,2 210,214 PRAECIS PHARMACEUTIC COM NEW 73942140 56 13,955 SH DEFINED 1,5 13,955 PRAXAIR INC COM 74005P10 485,634 9,169,817 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,169,817 PRE PAID LEGAL SVCS COM 74006510 11,662 305,216 SH DEFINED 1,2,6 305,216 PRECISION CASTPARTS COM 74018910 120,552 2,326,811 SH DEFINED 1,2,5,10,12,13 2,326,811 PREFERRED BK LOS ANG COM 74036710 1,850 41,576 SH DEFINED 1,2 41,576 PREFORMED LINE PRODS COM 74044410 1,093 25,552 SH DEFINED 1,2 25,552 PREMIERE GLOBAL SVCS COM 74058510 10,633 1,307,835 SH DEFINED 1,2 1,307,835 PREMIERWEST BANCORP COM 74092110 1,825 130,342 SH DEFINED 1,2 130,342 PREMIUM STD FARMS IN COM 74060C10 1,321 88,274 SH DEFINED 1,2 88,274 PRENTISS PPTYS TR SH BEN INT 74070610 39,774 977,732 SH DEFINED 1,2,3,5 977,732 PRESIDENTIAL LIFE CO COM 74088410 6,324 332,160 SH DEFINED 1,2 332,160 PRESSTEK INC COM 74111310 4,027 445,463 SH DEFINED 1,2 445,463 PRESTIGE BRANDS HLDG COM 74112D10 4,567 365,358 SH DEFINED 1,2 365,358 PRG-SCHULTZ INTERNAT COM 69357C10 336 551,511 SH DEFINED 1,2 551,511 PRICE COMMUNICATIONS COM NEW 74143730 9,669 650,229 SH DEFINED 1,2,5 650,229 PRICE T ROWE GROUP I COM 74144T10 248,918 3,455,756 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,455,756 PRICELINE COM INC COM NEW 74150340 12,034 539,161 SH DEFINED 1,2,5 539,161 PRICESMART INC COM 74151110 98 11,750 SH DEFINED 1 11,750 PRIDE INTL INC DEL COM 74153Q10 129,328 4,205,782 SH DEFINED 1,2,5,10,12,13 4,205,782 PRIMEDIA INC COM 74157K10 3,173 1,971,074 SH DEFINED 1,2,5 1,971,074 PRIMUS TELECOMMUNICA COM 74192910 57 75,862 SH DEFINED 1 75,862 PRINCETON REVIEW INC COM 74235210 204 39,583 SH DEFINED 1,5 39,583 PRINCIPAL FINANCIAL COM 74251V10 404,351 8,525,210 SH DEFINED 1,2,5,6,8,10,12,13 8,525,210 PRIVATEBANCORP INC COM 74296210 9,205 258,798 SH DEFINED 1,2,5 258,798 PROASSURANCE CORP COM 74267C10 19,421 399,275 SH DEFINED 1,2,5 399,275 PROCTER & GAMBLE CO COM 74271810 6,024,743 104,090,237 SH DEFINED 1,2,5,6,7,8,10,12,13,14 104,090,237 PROGENICS PHARMACEUT COM 74318710 5,994 239,677 SH DEFINED 1,2 239,677 PROGRESS ENERGY INC COM 74326310 962,524 21,915,400 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,915,400 PROGRESS SOFTWARE CO COM 74331210 16,719 589,111 SH DEFINED 1,2,5,6 589,111 PROGRESSIVE CORP OHI COM 74331510 625,650 5,357,507 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,357,507 PROLIANCE INTL INC COM 74340R10 152 28,673 SH DEFINED 1,2,5 28,673 PROLOGIS SH BEN INT 74341010 414,032 8,861,993 SH DEFINED 1,2,3,5,6,7,8,10,12,13, 14 8,861,993 PROQUEST COMPANY COM 74346P10 9,049 324,209 SH DEFINED 1,2,5 324,209 PROSPERITY BANCSHARE COM 74360610 7,904 275,014 SH DEFINED 1,2 275,014 PROTECTIVE LIFE CORP COM 74367410 60,820 1,389,533 SH DEFINED 1,2,5,12,13 1,389,533 PROVIDE COMM INC COM 74373W10 5,213 157,449 SH DEFINED 1,2 157,449 PROVIDENCE SVC CORP COM 74381510 3,006 104,400 SH DEFINED 1,2 104,400 PROVIDENT BANKSHARES COM 74385910 17,307 512,490 SH DEFINED 1,2,5 512,490 PROVIDENT FINL HLDGS COM 74386810 1,718 65,315 SH DEFINED 1,2 65,315 PROVIDENT FINL SVCS COM 74386T10 24,703 1,334,581 SH DEFINED 1,2,5 1,334,581 PROVIDENT NEW YORK B COM 74402810 6,147 558,279 SH DEFINED 1,2 558,279 PROXYMED INC COM NEW 74429030 43 10,608 SH DEFINED 1 10,608 PRUDENTIAL FINL INC COM 74432010 1,031,188 14,089,195 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,089,195 PRUDENTIAL PLC ADR 74435K20 1,118 58,537 SH DEFINED 1 58,537 PS BUSINESS PKS INC COM 69360J10 22,806 463,545 SH DEFINED 1,2,3,5 463,545 PSS WORLD MED INC COM 69366A10 14,060 947,469 SH DEFINED 1,2,5 947,469 PSYCHIATRIC SOLUTION COM 74439H10 17,581 299,297 SH DEFINED 1,2 299,297 PUBLIC STORAGE INC COM 74460D10 210,589 3,109,708 SH DEFINED 1,2,3,5,6,7,8,10,12,13, 14 3,109,708 PUBLIC SVC ENTERPRIS COM 74457310 473,896 7,294,072 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,294,072 PUBLICIS S A NEW SPONSORED 74463M10 402 11,574 SH DEFINED 1 11,574 PUGET ENERGY INC NEW COM 74531010 31,861 1,560,270 SH DEFINED 1,2,5,12,13 1,560,270 PULTE HOMES INC COM 74586710 232,860 5,916,165 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,916,165 PVF CAPITAL CORP COM 69365410 126 11,927 SH DEFINED 1 11,927 PXRE GROUP LTD COM G7301810 450 34,760 SH DEFINED 1,5 34,760 Q MED COM 74791410 116 12,007 SH DEFINED 1 12,007 QAD INC COM 74727D10 1,041 136,269 SH DEFINED 1,2 136,269 QC HLDGS INC COM 74729T10 421 36,478 SH DEFINED 1 36,478 QLOGIC CORP COM 74727710 85,427 2,627,712 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,627,712 QUADRAMED CORP COM 74730W10 27 18,976 SH DEFINED 1 18,976 QUAKER CHEM CORP COM 74731610 374 19,434 SH DEFINED 1,5 19,434 QUAKER FABRIC CORP N COM 74739910 30 13,821 SH DEFINED 1 13,821 QUALCOMM INC COM 74752510 2,008,466 46,621,778 SH DEFINED 1,2,5,6,7,8,10,12,13,14 46,621,778 QUALITY DISTR INC FL COM 74756M10 272 34,120 SH DEFINED 1,2 34,120 QUALITY SYS INC COM 74758210 9,883 128,752 SH DEFINED 1,2,6 128,752 QUANEX CORP COM 74762010 21,946 439,174 SH DEFINED 1,2 439,174 QUANTA SVCS INC COM 74762E10 33,020 2,507,193 SH DEFINED 1,2,5,13 2,507,193 QUANTUM CORP COM DSSG 74790620 7,434 2,437,346 SH DEFINED 1,2,5 2,437,346 QUANTUM FUEL SYS TEC COM 74765E10 1,405 524,290 SH DEFINED 1,2 524,290 QUEST DIAGNOSTICS IN COM 74834L10 242,594 4,712,392 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,712,392 QUEST SOFTWARE INC COM 74834T10 13,750 942,421 SH DEFINED 1,2,5 942,421 QUESTAR CORP COM 74835610 113,561 1,500,144 SH DEFINED 1,2,5,7,8,10,12,13,14 1,500,144 QUICKLOGIC CORP COM 74837P10 66 16,818 SH DEFINED 1 16,818 QUICKSILVER RESOURCE COM 74837R10 32,807 780,925 SH DEFINED 1,2,12,13 780,925 QUIDEL CORP COM 74838J10 567 52,709 SH DEFINED 1,5 52,709 QUIKSILVER INC COM 74838C10 20,642 1,491,481 SH DEFINED 1,2,5,6 1,491,481 QUIXOTE CORP COM 74905610 209 10,565 SH DEFINED 1 10,565 QUOVADX INC COM 74913K10 51 21,259 SH DEFINED 1 21,259 QWEST COMMUNICATIONS COM 74912110 613,904 108,655,554 SH DEFINED 1,2,5,6,7,8,10,12,13,14 108,655,554 R & B INC COM 74912410 876 92,353 SH DEFINED 1,2 92,353 R & G FINANCIAL CORP CL B 74913610 10,456 792,116 SH DEFINED 1,2 792,116 R H DONNELLEY CORP COM NEW 74955W30 22,673 367,945 SH DEFINED 1,2,5 367,945 RACKABLE SYS INC COM 75007710 1,718 60,320 SH DEFINED 1,2 60,320 RADIAN GROUP INC COM 75023610 178,983 3,054,847 SH DEFINED 1,2,5,7,8,10,12,13,14 3,054,847 RADIANT SYSTEMS INC COM 75025N10 3,603 296,314 SH DEFINED 1,2,6 296,314 RADIATION THERAPY SV COM 75032320 4,679 132,498 SH DEFINED 1,2 132,498 RADIO ONE INC CL A 75040P10 1,128 109,867 SH DEFINED 1,2 109,867 RADIO ONE INC CL D NON V 75040P40 10,845 1,047,820 SH DEFINED 1,2,5 1,047,820 RADIOLOGIX INC COM 75040K10 60 19,700 SH DEFINED 1 19,700 RADIOSHACK CORP COM 75043810 77,679 3,693,701 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,693,701 RADISYS CORP COM 75045910 6,838 394,334 SH DEFINED 1,2,5,6 394,334 RAILAMERICA INC COM 75075310 5,302 482,481 SH DEFINED 1,2 482,481 RAINDANCE COMM COM 75086X10 60 29,300 SH DEFINED 1 29,300 RAIT INVT TR COM 74922710 8,938 344,827 SH DEFINED 1,2,5 344,827 RALCORP HLDGS INC NE COM 75102810 22,374 560,611 SH DEFINED 1,2,5,6 560,611 RAMBUS INC DEL COM 75091710 20,760 1,282,288 SH DEFINED 1,2,5,12 1,282,288 RAMCO-GERSHENSON PPT COM SH BEN 75145220 9,024 338,616 SH DEFINED 1,2,3 338,616 RANGE RES CORP COM 75281A10 28,907 1,097,470 SH DEFINED 1,2 1,097,470 RARE HOSPITALITY INT COM 75382010 17,033 560,481 SH DEFINED 1,2,5,6 560,481 RAVEN INDS INC COM 75421210 5,651 195,873 SH DEFINED 1,2 195,873 RAYMOND JAMES FINANC COM 75473010 42,912 1,139,150 SH DEFINED 1,2,5,13 1,139,150 RAYONIER INC COM 75490710 41,263 1,035,449 SH DEFINED 1,2,5,12,13 1,035,449 RAYTECH CORP DEL COM 75510310 19 15,400 SH DEFINED 1 15,400 RAYTHEON CO COM NEW 75511150 633,076 15,767,761 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,767,761 RBC BEARINGS INC COM 75524B10 1,105 68,030 SH DEFINED 1,2 68,030 RC2 CORP COM 74938810 10,252 288,633 SH DEFINED 1,2 288,633 RCN CORP COM NEW 74936120 7,435 317,044 SH DEFINED 1,2 317,044 READERS DIGEST ASSN COM 75526710 26,079 1,713,440 SH DEFINED 1,2,5,13 1,713,440 READING INTERNATIONA CL A 75540810 185 23,790 SH DEFINED 1 23,790 REALNETWORKS INC COM 75605L10 11,170 1,439,446 SH DEFINED 1,2,5 1,439,446 REALTY INCOME CORP COM 75610910 19,813 916,409 SH DEFINED 1,2,3,5,12 916,409 RECKSON ASSOCS RLTY COM 75621K10 55,230 1,535,018 SH DEFINED 1,2,3,5 1,535,018 RED HAT INC COM 75657710 96,007 3,521,912 SH DEFINED 1,2,5,10,12 3,521,912 RED ROBIN GOURMET BU COM 75689M10 11,241 220,590 SH DEFINED 1,2,6 220,590 REDBACK NETWORKS INC COM NEW 75720950 9,980 709,824 SH DEFINED 1,2,5 709,824 REDDY ICE HLDGS INC COM 75734R10 2,109 96,684 SH DEFINED 1,2 96,684 REDWOOD TR INC COM 75807540 11,204 271,555 SH DEFINED 1,2,5 271,555 REEBOK INTL LTD COM 75811010 72,083 1,237,897 SH DEFINED 1,2,5,6,10,12,13 1,237,897 REED ELSEVIER N V SPONSORED 75820410 564 20,193 SH DEFINED 1 20,193 REED ELSEVIER P L C SPONSORED 75820510 17,372 463,139 SH DEFINED 1 463,139 REGAL BELOIT CORP COM 75875010 16,805 474,731 SH DEFINED 1,2,5,6 474,731 REGAL ENTMT GROUP CL A 75876610 7,622 400,729 SH DEFINED 1,2,5 400,729 REGENCY CTRS CORP COM 75884910 90,687 1,538,375 SH DEFINED 1,2,3,5,12,13 1,538,375 REGENERATION TECH IN COM 75886N10 233 32,657 SH DEFINED 1 32,657 REGENERON PHARMACEUT COM 75886F10 11,368 714,958 SH DEFINED 1,2,5,6 714,958 REGENT COMMUNICATION COM 75886510 1,980 426,724 SH DEFINED 1,2 426,724 REGIONS FINANCIAL CO COM 7591EP10 447,935 13,112,852 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,112,852 REGIS CORP MINN COM 75893210 31,961 828,651 SH DEFINED 1,2,5,13 828,651 REHABCARE GROUP INC COM 75914810 6,851 339,172 SH DEFINED 1,2,5,6 339,172 REINSURANCE GROUP AM COM 75935110 17,190 359,917 SH DEFINED 1,2,5 359,917 RELIANCE STEEL & ALU COM 75950910 27,397 448,242 SH DEFINED 1,2,5 448,242 RELIANT ENERGY INC COM 75952B10 37,672 3,650,401 SH DEFINED 1,2,5,7,8,10,12,13,14 3,650,401 REMINGTON OIL & GAS COM 75959430 20,560 563,281 SH DEFINED 1,2 563,281 RENAISSANCE LEARNING COM 75968L10 1,865 98,644 SH DEFINED 1,2 98,644 RENAISSANCERE HOLDIN COM G7496G10 17,341 393,140 SH DEFINED 1,2,5,7,8,10,12,13,14 393,140 RENAL CARE GROUP INC COM 75993010 44,430 939,129 SH DEFINED 1,2,5,12,13 939,129 RENASANT CORP COM 75970E10 4,388 138,740 SH DEFINED 1,2 138,740 RENOVIS INC COM 75988510 7,000 457,498 SH DEFINED 1,2 457,498 RENT A CTR INC NEW COM 76009N10 23,527 1,247,430 SH DEFINED 1,2,5,13 1,247,430 RENT WAY INC COM 76009U10 2,228 348,603 SH DEFINED 1,2,5 348,603 RENTECH INC COM 76011210 162 42,400 SH DEFINED 1 42,400 RENTRAK CORP COM 76017410 163 18,300 SH DEFINED 1 18,300 REPLIGEN CORP COM 75991610 62 15,513 SH DEFINED 1 15,513 REPSOL YPF S A SPONSORED 76026T20 1,552 52,778 SH DEFINED 1 52,778 REPUBLIC AWYS HLDGS COM 76027610 2,504 164,749 SH DEFINED 1,2 164,749 REPUBLIC BANCORP INC COM 76028210 12,307 1,034,242 SH DEFINED 1,2,5 1,034,242 REPUBLIC BANCORP KY CL A 76028120 3,465 161,557 SH DEFINED 1,2 161,557 REPUBLIC COS GROUP I COM 76034910 703 45,420 SH DEFINED 1 45,420 REPUBLIC FIRST BANCO COM 76041610 193 14,659 SH DEFINED 1 14,659 REPUBLIC SVCS INC COM 76075910 168,959 4,499,582 SH DEFINED 1,2,5,7,8,10,12,13,14 4,499,582 RES-CARE INC COM 76094310 7,984 459,634 SH DEFINED 1,2 459,634 RESEARCH IN MOTION L COM 76097510 1,199 18,167 SH DEFINED 1,5 18,167 RESMED INC COM 76115210 32,105 838,039 SH DEFINED 1,2,5,6,12 838,039 RESOURCE AMERICA INC CL A 76119520 4,506 264,294 SH DEFINED 1,2,5 264,294 RESOURCES CONNECTION COM 76122Q10 16,524 632,855 SH DEFINED 1,2 632,855 RESPIRONICS INC COM 76123010 28,455 767,610 SH DEFINED 1,2,5,6,12 767,610 RESTORATION HARDWARE COM 76098110 2,492 413,873 SH DEFINED 1,2,5 413,873 RETAIL VENTURES INC COM 76128Y10 2,355 189,300 SH DEFINED 1,2 189,300 RETALIX LTD ORD M8215W10 660 26,998 SH DEFINED 1,2 26,998 RETRACTABLE TECHNOLO COM 76129W10 109 30,500 SH DEFINED 1 30,500 REUTERS GROUP PLC SPONSORED 76132M10 561 12,651 SH DEFINED 1 12,651 REVLON INC CL A 76152550 5,764 1,859,438 SH DEFINED 1,2 1,859,438 REWARDS NETWORK INC COM 76155710 161 25,207 SH DEFINED 1 25,207 REX STORES CORP COM 76162410 180 11,964 SH DEFINED 1 11,964 REYNOLDS & REYNOLDS CL A 76169510 23,979 854,264 SH DEFINED 1,2,5,13 854,264 REYNOLDS AMERICAN IN COM 76171310 282,760 2,966,119 SH DEFINED 1,2,5,6,10,12,13 2,966,119 RF MICRODEVICES INC COM 74994110 18,561 3,430,940 SH DEFINED 1,2,5,13 3,430,940 RICHARDSON ELECTRS L COM 76316510 76 10,450 SH DEFINED 1 10,450 RIGEL PHARMACEUTICAL COM NEW 76655960 2,359 282,177 SH DEFINED 1,2 282,177 RIGHTNOW TECHNOLOGIE COM 76657R10 2,434 131,840 SH DEFINED 1,2 131,840 RIMAGE CORP COM 76672110 3,078 106,228 SH DEFINED 1,2 106,228 RINKER GROUP LTD SPONSORED 76687M10 241 4,020 SH DEFINED 1 4,020 RIO TINTO PLC SPONSORED 76720410 25,328 138,563 SH DEFINED 1 138,563 RITCHIE BROS AUCTION COM 76774410 234 5,544 SH DEFINED 1,5 5,544 RITE AID CORP COM 76775410 18,213 5,233,562 SH DEFINED 1,2,5 5,233,562 RIVIERA HLDGS CORP COM 76962710 1,481 90,333 SH DEFINED 1,2 90,333 RLI CORP COM 74960710 113,360 2,273,110 SH DEFINED 1,2 2,273,110 ROANOKE ELEC STL COR COM 76984110 3,364 142,547 SH DEFINED 1,2 142,547 ROBBINS & MYERS INC COM 77019610 3,189 156,723 SH DEFINED 1,2,6 156,723 ROBERT HALF INTL INC COM 77032310 173,709 4,584,555 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,584,555 ROCK OF AGES CORP CL A 77263210 50 11,698 SH DEFINED 1 11,698 ROCK-TENN CO CL A 77273920 7,719 565,474 SH DEFINED 1,2 565,474 ROCKVILLE FINL INC COM 77418610 929 71,151 SH DEFINED 1,2 71,151 ROCKWELL AUTOMATION COM 77390310 298,357 5,043,226 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,043,226 ROCKWELL COLLINS INC COM 77434110 256,879 5,527,839 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,527,839 ROCKWOOD HLDGS INC COM 77441510 4,821 244,367 SH DEFINED 1,2 244,367 ROFIN SINAR TECHNOLO COM 77504310 12,138 279,235 SH DEFINED 1,2,5 279,235 ROGERS COMMUNICATION CL B 77510920 691 16,361 SH DEFINED 1,5 16,361 ROGERS CORP COM 77513310 8,868 226,340 SH DEFINED 1,2,6 226,340 ROHM & HAAS CO COM 77537110 233,163 4,815,437 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,815,437 ROLLINS INC COM 77571110 9,938 504,233 SH DEFINED 1,2,13 504,233 ROPER INDS INC NEW COM 77669610 40,110 1,015,177 SH DEFINED 1,2,5,6 1,015,177 ROSS STORES INC COM 77829610 72,980 2,525,256 SH DEFINED 1,2,5,7,8,10,12,13,14 2,525,256 ROSTELECOM OPEN JT S SPONSORED 77852910 260 19,043 SH DEFINED 1,2 19,043 ROTONICS MFG INC COM 77890310 28 10,400 SH DEFINED 1 10,400 ROWAN COS INC COM 77938210 150,094 4,211,390 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,211,390 ROYAL & SUN ALLIANCE SPON ADR N 78004V20 165 15,152 SH DEFINED 1 15,152 ROYAL BANCSHARES PA CL A 78008110 1,539 66,434 SH DEFINED 1,2 66,434 ROYAL BK CDA MONTREA COM 78008710 532 6,816 SH DEFINED 1 6,816 ROYAL CARIBBEAN CRUI COM V7780T10 27,690 614,506 SH DEFINED 1,2,5,7,8,10,12,13,14 614,506 ROYAL DUTCH SHELL PL SPON ADR B 78025910 4,125 63,928 SH DEFINED 1 63,928 ROYAL DUTCH SHELL PL SPONS ADR 78025920 7,885 128,231 SH DEFINED 1,2 128,231 ROYAL GOLD INC COM 78028710 11,455 329,842 SH DEFINED 1,2,5 329,842 RPC INC COM 74966010 9,735 369,600 SH DEFINED 1,2,5 369,600 RPM INTL INC COM 74968510 33,589 1,933,711 SH DEFINED 1,2,5,13 1,933,711 RSA SEC INC COM 74971910 24,049 2,149,136 SH DEFINED 1,2,5,13 2,149,136 RTI INTL METALS INC COM 74973W10 12,109 319,088 SH DEFINED 1,2 319,088 RUBY TUESDAY INC COM 78118210 29,917 1,155,558 SH DEFINED 1,2,5,13 1,155,558 RUDDICK CORP COM 78125810 12,844 603,565 SH DEFINED 1,2,5,13 603,565 RUDOLPH TECHNOLOGIES COM 78127010 2,049 159,065 SH DEFINED 1,2,5,6 159,065 RURAL / METRO CORP COM 78174810 225 24,900 SH DEFINED 1 24,900 RURAL CELLULAR CORP CL A 78190410 201 13,742 SH DEFINED 1 13,742 RUSH ENTERPRISES INC CL A 78184620 5,163 346,944 SH DEFINED 1,2 346,944 RUSH ENTERPRISES INC CL B 78184630 290 20,170 SH DEFINED 1 20,170 RUSS BERRIE & CO COM 78223310 2,338 204,691 SH DEFINED 1,2,6 204,691 RUSSELL CORP COM 78235210 7,785 578,376 SH DEFINED 1,2,6 578,376 RUTHS CHRIS STEAK HS COM 78333210 2,018 111,561 SH DEFINED 1,2 111,561 RYANAIR HLDGS PLC SPONSORED 78351310 1,044 18,653 SH DEFINED 1,2,5,7 18,653 RYANS RESTAURANT GRO COM 78352010 8,676 719,380 SH DEFINED 1,2,5,6 719,380 RYDER SYS INC COM 78354910 67,256 1,639,585 SH DEFINED 1,2,5,6,10,12,13 1,639,585 RYERSON TULL INC NEW COM 78375P10 8,128 334,229 SH DEFINED 1,2 334,229 RYLAND GROUP INC COM 78376410 49,423 685,195 SH DEFINED 1,2,5,12,13 685,195 S & T BANCORP INC COM 78385910 12,640 343,302 SH DEFINED 1,2,5 343,302 S Y BANCORP INC COM 78506010 3,710 148,300 SH DEFINED 1,2 148,300 S1 CORPORATION COM 78463B10 3,943 906,413 SH DEFINED 1,2,5 906,413 SABRE HLDGS CORP CL A 78590510 94,328 3,912,397 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,912,397 SAFECO CORP COM 78642910 192,644 3,409,623 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,409,623 SAFEGUARD SCIENTIFIC COM 78644910 342 177,056 SH DEFINED 1,5 177,056 SAFENET INC COM 78645R10 9,994 310,190 SH DEFINED 1,2 310,190 SAFETY INS GROUP INC COM 78648T10 11,086 274,614 SH DEFINED 1,2 274,614 SAFEWAY INC COM NEW 78651420 365,382 15,443,045 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,443,045 SAFLINK CORP COM NEW 78657830 18 22,701 SH DEFINED 1 22,701 SAGA COMMUNICATIONS CL A 78659810 2,218 204,041 SH DEFINED 1,2 204,041 SAKS INC COM 79377W10 31,222 1,851,861 SH DEFINED 1,2,5,10,13 1,851,861 SALEM COMMUNICATIONS CL A 79409310 2,802 160,201 SH DEFINED 1,2 160,201 SALESFORCE COM INC COM 79466L30 18,634 581,413 SH DEFINED 1,2 581,413 SALIX PHARMACEUTICAL COM 79543510 9,495 540,101 SH DEFINED 1,2,5 540,101 SALTON INC COM 79575710 26 12,644 SH DEFINED 1 12,644 SAN PAOLO-IMI S P A SPONSORED 79917510 7,555 241,758 SH DEFINED 1 241,758 SANDERS MORRIS HARRI COM 80000Q10 2,555 155,918 SH DEFINED 1,2 155,918 SANDERSON FARMS INC COM 80001310 10,853 355,474 SH DEFINED 1,2,6 355,474 SANDISK CORP COM 80004C10 205,019 3,263,599 SH DEFINED 1,2,5,7,8,10,12,13,14 3,263,599 SANDS REGENT COM 80009110 111 10,900 SH DEFINED 1 10,900 SANDY SPRING BANCORP COM 80036310 7,160 205,272 SH DEFINED 1,2 205,272 SANFILIPPO JOHN B & COM 80042210 3,817 295,192 SH DEFINED 1,2 295,192 SANGAMO BIOSCIENCES COM 80067710 65 16,137 SH DEFINED 1 16,137 SANMINA SCI CORP COM 80090710 66,817 15,684,646 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,684,646 SANOFI AVENTIS SPONSORED 80105N10 22,053 502,341 SH DEFINED 1 502,341 SANTANDER BANCORP COM 80280910 2,299 91,536 SH DEFINED 1,2 91,536 SANTOS LIMITED SPONSORED 80302160 242 6,757 SH DEFINED 1 6,757 SANYO ELEC LTD ADR 5 COM 80303830 192 13,710 SH DEFINED 1 13,710 SAP AKTIENGESELLSCHA SPONSORED 80305420 12,160 269,799 SH DEFINED 1,2 269,799 SAPIENT CORP COM 80306210 6,131 1,077,442 SH DEFINED 1,2,5 1,077,442 SARA LEE CORP COM 80311110 421,448 22,298,853 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,298,853 SATYAM COMPUTER SERV ADR 80409810 19,567 534,765 SH DEFINED 1,2,4,5,7 534,765 SAUER-DANFOSS INC COM 80413710 3,268 173,756 SH DEFINED 1,2 173,756 SAUL CTRS INC COM 80439510 9,000 249,294 SH DEFINED 1,2,3,5 249,294 SAVIENT PHARMACEUTIC COM 80517Q10 3,081 823,771 SH DEFINED 1,2,5,6 823,771 SAVVIS INC COM 80542310 57 76,300 SH DEFINED 1 76,300 SAXON CAP INC NEW COM 80556T10 8,069 712,190 SH DEFINED 1,2 712,190 SBA COMMUNICATIONS C COM 78388J10 18,193 1,016,352 SH DEFINED 1,2 1,016,352 SBS TECHNOLOGIES INC COM 78387P10 374 37,134 SH DEFINED 1,6 37,134 SCANA CORP NEW COM 80589M10 115,919 2,943,612 SH DEFINED 1,2,5,7,8,10,12,13,14 2,943,612 SCANSOURCE INC COM 80603710 12,290 224,769 SH DEFINED 1,2,6 224,769 SCBT FINANCIAL CORP COM 78401V10 3,242 96,998 SH DEFINED 1,2,5 96,998 SCHAWK INC CL A 80637310 2,771 133,531 SH DEFINED 1,2 133,531 SCHEIN HENRY INC COM 80640710 55,228 1,265,532 SH DEFINED 1,2,5,12,13 1,265,532 SCHERING A G SPONSORED 80658520 659 9,856 SH DEFINED 1 9,856 SCHERING PLOUGH CORP COM 80660510 718,963 34,482,628 SH DEFINED 1,2,5,6,10,12,13 34,482,628 SCHIFF NUTRITION INT COM 80669310 56 11,000 SH DEFINED 1 11,000 SCHLUMBERGER LTD COM 80685710 1,378,003 14,184,277 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,184,277 SCHNITZER STL INDS CL A 80688210 9,063 296,275 SH DEFINED 1,2,5 296,275 SCHOLASTIC CORP COM 80706610 25,640 899,326 SH DEFINED 1,2,5,13 899,326 SCHOOL SPECIALTY INC COM 80786310 11,387 312,493 SH DEFINED 1,2,5,6 312,493 SCHULMAN A INC COM 80819410 10,132 470,833 SH DEFINED 1,2 470,833 SCHWAB CHARLES CORP COM 80851310 473,913 32,304,934 SH DEFINED 1,2,5,6,7,8,10,12,13,14 32,304,934 SCHWEITZER-MAUDUIT I COM 80854110 4,128 166,583 SH DEFINED 1,2 166,583 SCICLONE PHARMACEUTI COM 80862K10 101 43,695 SH DEFINED 1 43,695 SCIENTIFIC ATLANTA I COM 80865510 248,414 5,767,685 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,767,685 SCIENTIFIC GAMES COR CL A 80874P10 15,075 552,612 SH DEFINED 1,2,5 552,612 SCM MICROSYSTEMS INC COM 78401810 59 17,355 SH DEFINED 1 17,355 SCOTTISH PWR PLC SPON ADR F 81013T70 230,637 6,170,052 SH DEFINED 1 6,170,052 SCOTTISH RE GROUP LT ORD G7885T10 1,197 48,751 SH DEFINED 1,2,5 48,751 SCOTTS MIRACLE GRO C CL A 81018610 52,507 1,160,643 SH DEFINED 1,2,5,12,13 1,160,643 SCP POOL CORP COM 78402810 27,229 731,568 SH DEFINED 1,2,5,6 731,568 SCPIE HLDGS INC COM 78402P10 332 15,951 SH DEFINED 1,5 15,951 SCRIPPS E W CO OHIO CL A 81105420 92,829 1,933,127 SH DEFINED 1,2,5,6,10,12,13 1,933,127 SCS TRANSN INC COM 81111T10 4,427 208,321 SH DEFINED 1,2,5 208,321 SEA CONTAINERS LTD CL A 81137170 236 18,840 SH DEFINED 1,5 18,840 SEABOARD CORP COM 81154310 14,808 9,800 SH DEFINED 1,2 9,800 SEABRIGHT INSURANCE COM 81165610 2,593 155,924 SH DEFINED 1,2 155,924 SEACHANGE INTL INC COM 81169910 2,702 341,967 SH DEFINED 1,2,5 341,967 SEACOAST BKG CORP FL COM 81170730 3,451 150,351 SH DEFINED 1,2 150,351 SEACOR HOLDINGS INC COM 81190410 18,138 266,339 SH DEFINED 1,2,5 266,339 SEAGATE TECHNOLOGY SHS G7945J10 39,826 1,992,315 SH DEFINED 1,2,5,7,8,10,12,13,14 1,992,315 SEALED AIR CORP NEW COM 81211K10 155,279 2,764,442 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,764,442 SEARS HLDGS CORP COM 81235010 686,445 5,941,700 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,941,700 SEATTLE GENETICS INC COM 81257810 2,047 433,681 SH DEFINED 1,2 433,681 SECURE COMPUTING COR COM 81370510 6,128 499,862 SH DEFINED 1,2,5,6 499,862 SECURITY BANK CORP COM 81404710 2,690 115,512 SH DEFINED 1,2 115,512 SEI INVESTMENTS CO COM 78411710 37,171 1,004,628 SH DEFINED 1,2,5,12,13 1,004,628 SELECT COMFORT CORP COM 81616X10 17,632 644,692 SH DEFINED 1,2,5,6 644,692 SELECT SECTOR SPDR T SBI HEALTH 81369Y20 522 16,450 SH DEFINED 5 16,450 SELECT SECTOR SPDR T SBI CONS D 81369Y40 986 30,191 SH DEFINED 5 30,191 SELECT SECTOR SPDR T SBI INT-EN 81369Y50 2,449 48,670 SH DEFINED 5 48,670 SELECT SECTOR SPDR T SBI INT-IN 81369Y70 347 11,050 SH DEFINED 5 11,050 SELECT SECTOR SPDR T SBI INT-UT 81369Y88 1,130 35,987 SH DEFINED 5 35,987 SELECTICA INC COM 81628810 102 35,748 SH DEFINED 1 35,748 SELECTIVE INS GROUP COM 81630010 26,459 498,291 SH DEFINED 1,2,5 498,291 SEMCO ENERGY INC COM 78412D10 1,916 340,919 SH DEFINED 1,5 340,919 SEMITOOL INC COM 81690910 2,736 251,440 SH DEFINED 1,2,5 251,440 SEMPRA ENERGY COM 81685110 410,203 9,148,138 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,148,138 SEMTECH CORP COM 81685010 23,294 1,275,661 SH DEFINED 1,2,5,13 1,275,661 SENIOR HSG PPTYS TR SH BEN INT 81721M10 13,399 792,385 SH DEFINED 1,2,3 792,385 SENOMYX INC COM 81724Q10 3,081 254,220 SH DEFINED 1,2 254,220 SENSIENT TECHNOLOGIE COM 81725T10 18,377 1,026,637 SH DEFINED 1,2,5,13 1,026,637 SEPRACOR INC COM 81731510 78,892 1,528,922 SH DEFINED 1,2,5,12,13 1,528,922 SEQUA CORPORATION CL A 81732010 8,178 118,437 SH DEFINED 1,2,13 118,437 SEQUENOM INC COM 81733710 9 13,797 SH DEFINED 1 13,797 SERENA SOFTWARE INC COM 81749210 8,788 375,066 SH DEFINED 1,2,5,6 375,066 SEROLOGICALS CORP COM 81752310 10,891 551,706 SH DEFINED 1,2 551,706 SERVICE CORP INTL COM 81756510 22,756 2,781,940 SH DEFINED 1,2,5 2,781,940 SERVICEMASTER CO COM 81760N10 51,192 4,283,844 SH DEFINED 1,2,5,7,8,10,12,13,14 4,283,844 SFBC INTL INC COM 78412110 5,216 325,775 SH DEFINED 1,2,6 325,775 SHARPER IMAGE CORP COM 82001310 1,417 145,511 SH DEFINED 1,2 145,511 SHAW COMMUNICATIONS CL B CONV 82028K20 725 33,442 SH DEFINED 1,5,7 33,442 SHAW GROUP INC COM 82028010 34,013 1,169,230 SH DEFINED 1,2,5,6 1,169,230 SHENANDOAH TELECOMMU COM 82312B10 4,668 117,167 SH DEFINED 1,2 117,167 SHERWIN WILLIAMS CO COM 82434810 201,360 4,433,295 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,433,295 SHILOH INDS INC COM 82454310 196 14,678 SH DEFINED 1 14,678 SHIP FINANCE INTERNA SHS G8107510 1,712 101,290 SH DEFINED 1,2,7 101,290 SHIRE PLC SPONSORED 82481R10 276 7,119 SH DEFINED 1 7,119 SHOE CARNIVAL INC COM 82488910 2,192 100,009 SH DEFINED 1,2,5 100,009 SHOPKO STORES INC COM 82491110 2,631 90,700 SH DEFINED 6 90,700 SHUFFLE MASTER INC COM 82554910 20,623 820,309 SH DEFINED 1,2,6 820,309 SHURGARD STORAGE CTR COM 82567D10 44,703 788,268 SH DEFINED 1,2,3,5 788,268 SI INTL INC COM 78427V10 3,234 105,801 SH DEFINED 1,2 105,801 SIEBEL SYS INC COM 82617010 143,780 13,602,641 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,602,641 SIEMENS A G SPONSORED 82619750 12,145 141,898 SH DEFINED 1,2 141,898 SIERRA BANCORP COM 82620P10 1,326 58,170 SH DEFINED 1,2 58,170 SIERRA HEALTH SVCS I COM 82632210 34,154 427,133 SH DEFINED 1,2,5,6,12 427,133 SIERRA PAC RES NEW COM 82642810 40,671 3,118,910 SH DEFINED 1,2,5,13 3,118,910 SIGMA ALDRICH CORP COM 82655210 148,085 2,339,791 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,339,791 SIGMA DESIGNS INC COM 82656510 205 13,300 SH DEFINED 1 13,300 SIGMATEL INC COM 82661W10 14,893 1,136,901 SH DEFINED 1,2 1,136,901 SIGNATURE BK NEW YOR COM 82669G10 4,542 161,823 SH DEFINED 1,2 161,823 SILGAN HOLDINGS INC COM 82704810 27,112 750,598 SH DEFINED 1,2 750,598 SILICON IMAGE INC COM 82705T10 9,498 1,047,158 SH DEFINED 1,2,5 1,047,158 SILICON LABORATORIES COM 82691910 35,176 959,531 SH DEFINED 1,2,5,13 959,531 SILICON STORAGE TECH COM 82705710 5,924 1,168,369 SH DEFINED 1,2,5 1,168,369 SILICONWARE PRECISIO SPONSD ADR 82708486 511 73,637 SH DEFINED 1 73,637 SILVERLEAF RESORTS I COM 82839510 136 41,700 SH DEFINED 1,2 41,700 SIMMONS 1ST NATL COR CL A $1 PA 82873020 6,349 229,202 SH DEFINED 1,2 229,202 SIMON PPTY GROUP INC COM 82880610 559,524 7,301,627 SH DEFINED 1,2,3,5,6,7,8,10,12,13, 14 7,301,627 SIMON PPTY GROUP INC PFD CONV I 82880680 526 8,174 SH DEFINED 1,5 8,174 SIMPSON MANUFACTURIN COM 82907310 22,421 616,805 SH DEFINED 1,2,5,6 616,805 SINCLAIR BROADCAST G CL A 82922610 12,688 1,379,082 SH DEFINED 1,2 1,379,082 SINOPEC SHANGHAI PET SPON ADR H 82935M10 239 6,291 SH DEFINED 1 6,291 SIRENZA MICRODEVICES COM 82966T10 80 17,422 SH DEFINED 1 17,422 SIRF TECHNOLOGY HLDG COM 82967H10 12,575 421,975 SH DEFINED 1,2 421,975 SIRIUS SATELLITE RAD COM 82966U10 104,455 15,590,236 SH DEFINED 1,2,5,7,8,10,12,13,14 15,590,236 SIRNA THERAPEUTICS I COM 82966910 41 13,437 SH DEFINED 1 13,437 SIRVA INC COM 82967Y10 3,089 386,071 SH DEFINED 1,2 386,071 SITEL CORP COM 82980K10 146 46,861 SH DEFINED 1 46,861 SIX FLAGS INC COM 83001P10 9,763 1,266,268 SH DEFINED 1,2,5 1,266,268 SIZELER PPTY INVS IN COM 83013710 2,935 228,407 SH DEFINED 1,2,3,5 228,407 SJW CORP COM 78430510 4,436 97,504 SH DEFINED 1,2 97,504 SK TELECOM LTD SPONSORED 78440P10 12,763 629,048 SH DEFINED 1,2,4 629,048 SKECHERS U S A INC CL A 83056610 6,582 429,644 SH DEFINED 1,2 429,644 SKY FINL GROUP INC COM 83080P10 23,151 832,187 SH DEFINED 1,2,5 832,187 SKYLINE CORP COM 83083010 4,177 114,741 SH DEFINED 1,2,6 114,741 SKYWEST INC COM 83087910 24,344 906,314 SH DEFINED 1,2,5,6 906,314 SKYWORKS SOLUTIONS I COM 83088M10 12,049 2,367,106 SH DEFINED 1,2,5,6 2,367,106 SL GREEN RLTY CORP COM 78440X10 64,077 838,819 SH DEFINED 1,2,3,5 838,819 SLM CORP COM 78442P10 620,256 11,258,952 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,258,952 SM&A COM 78465D10 220 26,731 SH DEFINED 1 26,731 SMART & FINAL INC COM 83168310 2,055 159,547 SH DEFINED 1,2 159,547 SMITH & NEPHEW PLC SPDN ADR N 83175M20 273 5,888 SH DEFINED 1 5,888 SMITH A O COM 83186520 10,201 290,640 SH DEFINED 1,2,6 290,640 SMITH INTL INC COM 83211010 152,354 4,105,467 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,105,467 SMITHFIELD FOODS INC COM 83224810 46,200 1,509,790 SH DEFINED 1,2,5,12,13 1,509,790 SMUCKER J M CO COM NEW 83269640 32,788 745,171 SH DEFINED 1,2,5,6,12,13 745,171 SMURFIT-STONE CONTAI COM 83272710 47,281 3,336,690 SH DEFINED 1,2,5,7,8,10,12,13,14 3,336,690 SNAP ON INC COM 83303410 63,387 1,687,621 SH DEFINED 1,2,5,6,10,13 1,687,621 SOCIEDAD QUIMICA MIN SPON ADR S 83363510 859 7,868 SH DEFINED 1,2,5,7 7,868 SOCKET COMMUNICATION COM 83367210 24 21,600 SH DEFINED 1 21,600 SOHU COM INC COM 83408W10 6,855 373,796 SH DEFINED 1,2 373,796 SOLECTRON CORP COM 83418210 107,029 29,242,933 SH DEFINED 1,2,5,6,7,8,10,12,13,14 29,242,933 SOMANETICS CORP COM NEW 83444540 4,272 133,501 SH DEFINED 1,2 133,501 SOMERA COMMUNICATION COM 83445810 19 24,408 SH DEFINED 1 24,408 SONIC AUTOMOTIVE INC CL A 83545G10 10,652 478,094 SH DEFINED 1,2,5,6 478,094 SONIC CORP COM 83545110 23,721 804,095 SH DEFINED 1,2,5,6 804,095 SONIC INNOVATIONS IN COM 83545M10 96 22,580 SH DEFINED 1 22,580 SONIC SOLUTIONS COM 83546010 4,394 290,983 SH DEFINED 1,2,6 290,983 SONICWALL INC COM 83547010 8,511 1,074,590 SH DEFINED 1,2,5 1,074,590 SONOCO PRODS CO COM 83549510 114,048 3,879,182 SH DEFINED 1,2,5,6,13 3,879,182 SONOSITE INC COM 83568G10 6,806 194,411 SH DEFINED 1,2 194,411 SONUS NETWORKS INC COM 83591610 11,423 3,070,651 SH DEFINED 1,2,5 3,070,651 SONUS PHARMACEUTICAL COM 83569210 74 14,700 SH DEFINED 1 14,700 SONY CORP ADR NEW 83569930 1,496 36,677 SH DEFINED 1 36,677 SOTHEBYS HLDGS INC CL A 83589810 23,019 1,253,755 SH DEFINED 1,2,13 1,253,755 SOUND FED BANCORP IN COM 83607V10 2,273 118,990 SH DEFINED 1,2,5 118,990 SOURCE INTERLINK COS COM NEW 83615120 4,547 408,885 SH DEFINED 1,2 408,885 SOURCECORP COM 83616710 7,513 313,312 SH DEFINED 1,2,5,6 313,312 SOUTH FINL GROUP INC COM 83784110 17,469 634,319 SH DEFINED 1,2,5 634,319 SOUTH JERSEY INDS IN COM 83851810 15,037 516,040 SH DEFINED 1,2 516,040 SOUTHERN CO COM 84258710 784,998 22,733,788 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,733,788 SOUTHERN COPPER CORP COM 84265V10 35,957 536,832 SH DEFINED 1,2,5,7 536,832 SOUTHERN UN CO NEW COM 84403010 23,375 989,226 SH DEFINED 1,2,5 989,226 SOUTHSIDE BANCSHARES COM 84470P10 2,171 107,485 SH DEFINED 1,2 107,485 SOUTHWEST AIRLS CO COM 84474110 287,719 17,511,783 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,511,783 SOUTHWEST BANCORP IN COM 84476710 5,115 255,757 SH DEFINED 1,2 255,757 SOUTHWEST GAS CORP COM 84489510 14,482 548,560 SH DEFINED 1,2,5 548,560 SOUTHWEST WTR CO COM 84533110 3,120 218,050 SH DEFINED 1,2 218,050 SOUTHWESTERN ENERGY COM 84546710 83,176 2,314,302 SH DEFINED 1,2,5,12,13 2,314,302 SOVEREIGN BANCORP IN COM 84590510 207,167 9,582,213 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,582,213 SOVRAN SELF STORAGE COM 84610H10 17,918 381,479 SH DEFINED 1,2,3,5 381,479 SPANISH BROADCASTING CL A 84642588 2,505 490,273 SH DEFINED 1,2 490,273 SPARTAN MTRS INC COM 84681910 127 12,350 SH DEFINED 1,2 12,350 SPARTAN STORES INC COM 84682210 2,374 227,816 SH DEFINED 1,2 227,816 SPARTECH CORP COM NEW 84722020 9,449 430,490 SH DEFINED 1,2 430,490 SPATIALIGHT INC COM 84724810 1,109 319,665 SH DEFINED 1,2 319,665 SPDR TR UNIT SER 1 78462F10 37,815 303,714 SH DEFINED 1,5,6,13 303,714 SPECIALTY LABORATORI COM 84749R10 1,669 127,866 SH DEFINED 1,2 127,866 SPECTRALINK CORP COM 84758010 2,929 246,742 SH DEFINED 1,2 246,742 SPECTRANETICS CORP COM 84760C10 377 33,500 SH DEFINED 1 33,500 SPECTRUM BRANDS INC COM 84762L10 11,293 556,019 SH DEFINED 1,2,6 556,019 SPECTRUM CTL INC COM 84761510 107 17,200 SH DEFINED 1 17,200 SPEEDWAY MOTORSPORTS COM 84778810 6,911 199,348 SH DEFINED 1,2 199,348 SPHERION CORP COM 84842010 13,677 1,366,363 SH DEFINED 1,2,5,6 1,366,363 SPHERIX INC COM 84842R10 62 18,099 SH DEFINED 1 18,099 SPIRIT FIN CORP COM 84856830 9,910 873,137 SH DEFINED 1,2,3 873,137 SPORT CHALET INC CL A 84916320 113 13,713 SH DEFINED 1 13,713 SPORTS AUTH INC NEW COM 84917U10 15,341 492,816 SH DEFINED 1,2 492,816 SPORTS RESORTS INTL COM 84918U10 8 10,000 SH DEFINED 1 10,000 SPORTSMANS GUIDE INC COM NEW 84890720 287 12,050 SH DEFINED 1,2 12,050 SPRINT NEXTEL CORP COM FON 85206110 2,041,449 87,390,786 SH DEFINED 1,2,5,6,7,8,10,12,13,14 87,390,786 SPSS INC COM 78462K10 8,726 282,108 SH DEFINED 1,2,5,6 282,108 SPX CORP COM 78463510 60,551 1,322,946 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,322,946 SRA INTL INC CL A 78464R10 13,810 452,187 SH DEFINED 1,2,13 452,187 SRS LABS INC COM 78464M10 111 16,900 SH DEFINED 1 16,900 SSA GLOBAL TECHNOLOG COM 78465P10 1,699 93,402 SH DEFINED 1,2 93,402 ST JOE CO COM 79014810 64,410 958,190 SH DEFINED 1,2,3,5,7,8,10,12,13,14 958,190 ST JUDE MED INC COM 79084910 567,710 11,308,964 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,308,964 ST MARY LD & EXPL CO COM 79222810 34,651 941,349 SH DEFINED 1,2,5,12 941,349 ST PAUL TRAVELERS IN COM 79286010 903,631 20,229,045 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,229,045 STAAR SURGICAL CO COM PAR $0 85231230 211 26,689 SH DEFINED 1 26,689 STAGE STORES INC COM NEW 85254C30 16,777 563,366 SH DEFINED 1,2,5,6 563,366 STAMPS COM INC COM NEW 85285720 5,062 220,476 SH DEFINED 1,2 220,476 STANCORP FINL GROUP COM 85289110 52,967 1,060,402 SH DEFINED 1,2,5,13 1,060,402 STANDARD MICROSYSTEM COM 85362610 8,400 292,796 SH DEFINED 1,2,6 292,796 STANDARD MTR PRODS I COM 85366610 2,016 218,442 SH DEFINED 1,2,6 218,442 STANDARD PAC CORP NE COM 85375C10 31,541 857,098 SH DEFINED 1,2,5,6 857,098 STANDARD REGISTER CO COM 85388710 4,463 282,264 SH DEFINED 1,2,6 282,264 STANDEX INTL CORP COM 85423110 5,140 185,169 SH DEFINED 1,2,5,6 185,169 STANLEY FURNITURE IN COM NEW 85430520 4,674 201,631 SH DEFINED 1,2,5 201,631 STANLEY WKS COM 85461610 144,605 3,010,105 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,010,105 STAPLES INC COM 85503010 504,709 22,224,086 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,224,086 STAR SCIENTIFIC INC COM 85517P10 622 264,501 SH DEFINED 1,2 264,501 STARBUCKS CORP COM 85524410 614,799 20,486,482 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,486,482 STARTEK INC COM 85569C10 3,093 171,843 SH DEFINED 1,2,6 171,843 STARWOOD HOTELS&RESO PAIRED CTF 85590A20 453,717 7,104,865 SH DEFINED 1,2,3,5,6,7,8,10,12,13, 14 7,104,865 STATE AUTO FINL CORP COM 85570710 11,900 326,375 SH DEFINED 1,2 326,375 STATE BANCORP INC N. COM 85571610 2,070 123,667 SH DEFINED 1,2 123,667 STATE NATIONAL BANCS COM 85712410 761 28,500 SH DEFINED 1,2 28,500 STATE STR CORP COM 85747710 811,139 14,630,938 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,630,938 STATION CASINOS INC COM 85768910 33,861 499,427 SH DEFINED 1,2,5,12 499,427 STATOIL ASA SPONSORED 85771P10 6,788 295,660 SH DEFINED 1 295,660 STEAK N SHAKE CO COM 85787310 7,370 434,830 SH DEFINED 1,2,6 434,830 STEEL DYNAMICS INC COM 85811910 27,585 776,831 SH DEFINED 1,2,13 776,831 STEEL TECHNOLOGIES I COM 85814710 5,747 205,312 SH DEFINED 1,2 205,312 STEELCASE INC CL A 85815520 8,470 535,074 SH DEFINED 1,2,5 535,074 STEIN MART INC COM 85837510 8,282 456,317 SH DEFINED 1,2,5,6 456,317 STEINER LEISURE LTD ORD P8744Y10 744 20,925 SH DEFINED 1,2,5 20,925 STEINWAY MUSICAL INS COM 85849510 3,039 119,140 SH DEFINED 1,2 119,140 STELLENT INC COM 85856W10 3,008 302,947 SH DEFINED 1,2,5 302,947 STEMCELLS INC COM 85857R10 2,589 750,340 SH DEFINED 1,2 750,340 STEPAN CO COM 85858610 1,853 68,896 SH DEFINED 1,2,5 68,896 STEPHAN CO COM 85860310 35 10,099 SH DEFINED 1 10,099 STEREOTAXIS INC COM 85916J10 962 111,755 SH DEFINED 1,2 111,755 STERICYCLE INC COM 85891210 36,907 626,821 SH DEFINED 1,2,5,12,13 626,821 STERIS CORP COM 85915210 32,887 1,314,436 SH DEFINED 1,2,5,13 1,314,436 STERLING BANCORP COM 85915810 4,746 240,572 SH DEFINED 1,2 240,572 STERLING BANCSHARES COM 85890710 9,478 613,833 SH DEFINED 1,2 613,833 STERLING FINL CORP COM 85931710 8,787 443,781 SH DEFINED 1,2 443,781 STERLING FINL CORP W COM 85931910 11,605 464,576 SH DEFINED 1,2 464,576 STEWART & STEVENSON COM 86034210 8,876 420,077 SH DEFINED 1,2,6 420,077 STEWART ENTERPRISES CL A 86037010 10,423 1,926,572 SH DEFINED 1,2,5 1,926,572 STEWART INFORMATION COM 86037210 16,011 328,975 SH DEFINED 1,2 328,975 STEWART W P & CO LTD COM G8492210 584 24,759 SH DEFINED 1,2,5 24,759 STIFEL FINL CORP COM 86063010 4,032 107,250 SH DEFINED 1,2 107,250 STILLWATER MNG CO COM 86074Q10 11,939 1,031,886 SH DEFINED 1,2,5 1,031,886 STMICROELECTRONICS N NY REGISTR 86101210 357 19,817 SH DEFINED 1 19,817 STONE ENERGY CORP COM 86164210 17,926 393,709 SH DEFINED 1,2,5 393,709 STONERIDGE INC COM 86183P10 118 17,879 SH DEFINED 1 17,879 STORA ENSO CORP SPON ADR R 86210M10 478 35,366 SH DEFINED 1 35,366 STRATAGENE CORP COM 86269H10 816 81,306 SH DEFINED 1 81,306 STRATASYS INC COM 86268510 3,156 126,209 SH DEFINED 1,2,5 126,209 STRATEGIC HOTEL CAP COM 86272T10 21,921 1,065,181 SH DEFINED 1,2,3 1,065,181 STRATEX NETWORKS INC COM 86279T10 425 118,712 SH DEFINED 1 118,712 STRATTEC SEC CORP COM 86311110 2,236 55,319 SH DEFINED 1,2,5 55,319 STRAYER ED INC COM 86323610 17,771 189,656 SH DEFINED 1,2 189,656 STREETTRACKS SER TR DJ WL LG C 86330E20 2,196 31,314 SH DEFINED 1 31,314 STRIDE RITE CORP COM 86331410 9,213 679,392 SH DEFINED 1,2,5,6 679,392 STRYKER CORP COM 86366710 347,688 7,825,519 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,825,519 STUDENT LN CORP COM 86390210 9,427 45,057 SH DEFINED 1,2,5,12 45,057 STURM RUGER & CO INC COM 86415910 2,474 352,911 SH DEFINED 1,2,6 352,911 SUEZ SPONSORED 86468610 227 7,260 SH DEFINED 1 7,260 SUFFOLK BANCORP COM 86473910 5,876 174,004 SH DEFINED 1,2 174,004 SUMMIT BANCSHARES IN COM 86601110 1,886 104,920 SH DEFINED 1,2 104,920 SUMMIT FINANCIAL GRO COM 86606G10 1,540 67,009 SH DEFINED 1,2 67,009 SUMTOTAL SYS INC COM 86661510 69 15,391 SH DEFINED 1 15,391 SUN BANCORP INC COM 86663B10 3,068 155,366 SH DEFINED 1,2 155,366 SUN COMMUNITIES INC COM 86667410 11,877 378,254 SH DEFINED 1,2,3,5 378,254 SUN HYDRAULICS CORP COM 86694210 1,376 71,199 SH DEFINED 1,2 71,199 SUN LIFE FINL INC COM 86679610 5,981 149,051 SH DEFINED 1,5 149,051 SUN MICROSYSTEMS INC COM 86681010 379,776 90,638,662 SH DEFINED 1,2,5,6,7,8,10,12,13,14 90,638,662 SUNAIR SERVICES CORP COM 86701710 58 11,100 SH DEFINED 1 11,100 SUNCOM WIRELESS HLDG CL A 86722Q10 39 14,001 SH DEFINED 1,5 14,001 SUNCOR ENERGY INC COM 86722910 538 8,517 SH DEFINED 1 8,517 SUNLINK HEALTH SYSTE COM 86737U10 143 13,400 SH DEFINED 1 13,400 SUNOCO INC COM 86764P10 829,654 10,585,022 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,585,022 SUNOCO LOGISTICS PRT COM UNITS 86764L10 500 12,880 SH DEFINED 1,2 12,880 SUNPOWER CORP COM CL A 86765210 2,012 59,199 SH DEFINED 1,2 59,199 SUNRISE SENIOR LIVIN COM 86768K10 20,638 612,232 SH DEFINED 1,2,6 612,232 SUNRISE TELECOM INC COM 86769Y10 20 11,617 SH DEFINED 1 11,617 SUNSTONE HOTEL INVS COM 86789210 20,985 789,800 SH DEFINED 1,2,3 789,800 SUNTECH PWR HLDGS CO ADR 86800C10 992 36,400 SH DEFINED 1,2,7 36,400 SUNTERRA CORP COM NEW 86787D20 3,135 220,433 SH DEFINED 1,2 220,433 SUNTRON CORP COM 86789P10 22 18,215 SH DEFINED 1 18,215 SUNTRUST BKS INC COM 86791410 790,586 10,865,663 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,865,663 SUPERCONDUCTOR TECHN COM 86793110 11 26,734 SH DEFINED 1 26,734 SUPERGEN INC COM 86805910 3,025 598,979 SH DEFINED 1,2,5 598,979 SUPERIOR ENERGY SVCS COM 86815710 21,101 1,002,411 SH DEFINED 1,2 1,002,411 SUPERIOR ESSEX INC COM 86815V10 5,055 250,730 SH DEFINED 1,2 250,730 SUPERIOR INDS INTL I COM 86816810 7,992 359,015 SH DEFINED 1,2,5,6 359,015 SUPERIOR UNIFORM GP COM 86835810 113 11,004 SH DEFINED 1 11,004 SUPERIOR WELL SVCS I COM 86837X10 1,177 49,542 SH DEFINED 1,2 49,542 SUPERTEX INC COM 86853210 10,977 248,060 SH DEFINED 1,2,6 248,060 SUPERVALU INC COM 86853610 166,712 5,132,746 SH DEFINED 1,2,5,6,7,10,12,13,14 5,132,746 SUPPORTSOFT INC COM 86858710 2,157 511,245 SH DEFINED 1,2,5 511,245 SUPREME INDS INC CL A 86860710 152 19,692 SH DEFINED 1 19,692 SUREWEST COMMUNICATI COM 86873310 5,441 206,331 SH DEFINED 1,2,5 206,331 SURMODICS INC COM 86887310 11,064 299,095 SH DEFINED 1,2,6 299,095 SUSQUEHANNA BANCSHAR COM 86909910 15,031 634,773 SH DEFINED 1,2,5 634,773 SVB FINL GROUP COM 78486Q10 30,060 641,755 SH DEFINED 1,2,5,13 641,755 SWIFT ENERGY CO COM 87073810 22,832 506,595 SH DEFINED 1,2,5 506,595 SWIFT TRANSN CO COM 87075610 14,224 700,704 SH DEFINED 1,2,5,13 700,704 SWS GROUP INC COM 78503N10 7,970 380,621 SH DEFINED 1,2 380,621 SYBASE INC COM 87113010 45,576 2,084,913 SH DEFINED 1,2,5,7,10,12,13,14 2,084,913 SYBRON DENTAL SPECIA COM 87114210 26,364 662,240 SH DEFINED 1,2,5,6 662,240 SYCAMORE NETWORKS IN COM 87120610 12,729 2,946,526 SH DEFINED 1,2,5,8 2,946,526 SYKES ENTERPRISES IN COM 87123710 6,865 513,453 SH DEFINED 1,2 513,453 SYMANTEC CORP COM 87150310 470,217 26,869,543 SH DEFINED 1,2,5,6,7,10,12,13,14 26,869,543 SYMBION INC DEL COM 87150710 5,998 260,781 SH DEFINED 1,2 260,781 SYMBOL TECHNOLOGIES COM 87150810 86,345 6,735,195 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,735,195 SYMMETRICOM INC COM 87154310 5,694 672,243 SH DEFINED 1,2,5,6 672,243 SYMMETRY MED INC COM 87154620 2,398 123,667 SH DEFINED 1,2 123,667 SYMS CORP COM 87155110 1,560 108,021 SH DEFINED 1,2 108,021 SYMYX TECHNOLOGIES COM 87155S10 10,617 389,052 SH DEFINED 1,2,5 389,052 SYNAGRO TECHNOLOGIES COM NEW 87156220 297 70,200 SH DEFINED 1 70,200 SYNAPTICS INC COM 87157D10 12,381 500,856 SH DEFINED 1,2,5,6 500,856 SYNGENTA AG SPONSORED 87160A10 454 18,223 SH DEFINED 1 18,223 SYNIVERSE HLDGS INC COM 87163F10 8,925 427,039 SH DEFINED 1,2 427,039 SYNNEX CORP COM 87162W10 1,498 99,136 SH DEFINED 1,2 99,136 SYNOPSYS INC COM 87160710 81,268 4,051,259 SH DEFINED 1,2,5,7,8,10,12,13,14 4,051,259 SYNOVUS FINL CORP COM 87161C10 221,063 8,184,469 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,184,469 SYNPLICITY INC COM 87160Y10 173 20,799 SH DEFINED 1 20,799 SYNTEL INC COM 87162H10 1,635 78,501 SH DEFINED 1,2 78,501 SYNTROLEUM CORP COM 87163010 4,245 470,087 SH DEFINED 1,2 470,087 SYPRIS SOLUTIONS INC COM 87165510 825 82,631 SH DEFINED 1,2 82,631 SYSCO CORP COM 87182910 521,897 16,808,264 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,808,264 SYSTEMAX INC COM 87185110 741 118,830 SH DEFINED 1,2 118,830 T-3 ENERGY SRVCS INC COM 87306E10 231 23,800 SH DEFINED 1,2 23,800 TAIWAN GREATER CHINA SH BEN INT 87403710 159 30,000 SH DEFINED 7 30,000 TAIWAN SEMICONDUCTOR SPONSORED 87403910 104,806 10,575,782 SH DEFINED 1,2,4,5,7,8 10,575,782 TAKE-TWO INTERACTIVE COM 87405410 15,502 875,801 SH DEFINED 1,2,5,6 875,801 TAL INTL GROUP INC COM 87408310 1,781 86,234 SH DEFINED 1,2 86,234 TALBOTS INC COM 87416110 11,151 400,843 SH DEFINED 1,2,5 400,843 TALEO CORP CL A 87424N10 215 16,160 SH DEFINED 1 16,160 TALK AMERICA HLDGS I COM NEW 87426R20 5,031 582,915 SH DEFINED 1,2 582,915 TALX CORP COM 87491810 19,153 419,020 SH DEFINED 1,2,5,6 419,020 TANGER FACTORY OUTLE COM 87546510 22,217 773,025 SH DEFINED 1,2,3,5 773,025 TANOX INC COM 87588Q10 5,559 339,557 SH DEFINED 1,2 339,557 TARGET CORP COM 87612E10 4,274,078 77,752,926 SH DEFINED 1,2,5,6,7,8,10,12,13,14 77,752,926 TARGETED GENETICS CO COM 87612M10 23 46,114 SH DEFINED 1 46,114 TARRAGON CORP COM 87628710 2,977 144,371 SH DEFINED 1,2,5 144,371 TASER INTL INC COM 87651B10 6,479 930,883 SH DEFINED 1,2 930,883 TATA MTRS LTD SPONSORED 87656850 943 65,626 SH DEFINED 1,2,5 65,626 TAUBMAN CTRS INC COM 87666410 46,329 1,333,196 SH DEFINED 1,2,3,5 1,333,196 TAYLOR CAP GROUP INC COM 87685110 5,333 132,001 SH DEFINED 1,2 132,001 TC PIPELINES LP UT COM LTD 87233Q10 758 23,394 SH DEFINED 1,2,5 23,394 TCF FINL CORP COM 87227510 64,248 2,367,270 SH DEFINED 1,2,5,7,8,10,12,13,14 2,367,270 TD BANKNORTH INC COM 87235A10 34,987 1,204,378 SH DEFINED 1,2,5,7,8,10,12,13,14 1,204,378 TDC A/S SPONSORED 87236N10 300 10,048 SH DEFINED 1 10,048 TDK CORP AMERN DEP 87235140 367 5,301 SH DEFINED 1 5,301 TEAM INC COM 87815510 226 10,700 SH DEFINED 1 10,700 TECH DATA CORP COM 87823710 40,605 1,025,114 SH DEFINED 1,2,5,8,13 1,025,114 TECH OPS SEVCON INC COM 87829310 68 12,400 SH DEFINED 1 12,400 TECHNE CORP COM 87837710 43,031 767,310 SH DEFINED 1,2,5,12,13 767,310 TECHNICAL OLYMPIC US COM 87848310 3,993 189,313 SH DEFINED 1,2 189,313 TECHNITROL INC COM 87855510 10,293 601,948 SH DEFINED 1,2,5,6 601,948 TECHNOLOGY INVT CAP COM 87871730 1,916 126,903 SH DEFINED 1,2 126,903 TECHNOLOGY RESH CORP COM NEW 87872730 55 12,900 SH DEFINED 1 12,900 TECO ENERGY INC COM 87237510 98,013 5,705,082 SH DEFINED 1,2,5,6,10,12,13 5,705,082 TECUMSEH PRODS CO CL A 87889520 6,970 303,563 SH DEFINED 1,2,5,13 303,563 TEEKAY SHIPPING MARS COM Y8564W10 4,690 117,533 SH DEFINED 1,2,5,12 117,533 TEGAL CORP COM 87900810 6 11,400 SH DEFINED 1 11,400 TEJON RANCH CO DEL COM 87908010 4,276 107,103 SH DEFINED 1,2 107,103 TEKELEC COM 87910110 12,290 884,202 SH DEFINED 1,2,5 884,202 TEKTRONIX INC COM 87913110 60,981 2,161,666 SH DEFINED 1,2,5,6,10,12,13 2,161,666 TELE NORTE LESTE PAR SPON ADR P 87924610 48,715 2,718,450 SH DEFINED 1,2,4,5,7 2,718,450 TELECOM ARGENTINA S SPON ADR R 87927320 10,557 819,010 SH DEFINED 1,2,5,7 819,010 TELECOMMUNICATION SY CL A 87929J10 31 14,000 SH DEFINED 1 14,000 TELEDYNE TECHNOLOGIE COM 87936010 17,654 606,664 SH DEFINED 1,2,5,6 606,664 TELEFLEX INC COM 87936910 49,118 755,896 SH DEFINED 1,2,5,13 755,896 TELEFONICA MOVILES S SPONSORED 87938V10 169 16,176 SH DEFINED 1 16,176 TELEFONICA S A SPONSORED 87938220 15,282 339,453 SH DEFINED 1,2 339,453 TELEFONOS DE MEXICO SPON ADR O 87940378 17,353 703,138 SH DEFINED 1,2 703,138 TELEPHONE & DATA SYS COM 87943310 66,767 1,853,084 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,853,084 TELEPHONE & DATA SYS SPL COM 87943386 9,922 286,676 SH DEFINED 1,5,6,7,8,10,12,13,14 286,676 TELESP CELULAR PART SPON ADR P 87952L10 42 11,183 SH DEFINED 1,2 11,183 TELETECH HOLDINGS IN COM 87993910 12,789 1,061,338 SH DEFINED 1,2 1,061,338 TELEWEST GLOBAL INC COM 87956T10 45,582 1,913,611 SH DEFINED 1,2,5,12 1,913,611 TELIK INC COM 87959M10 10,844 638,239 SH DEFINED 1,2 638,239 TELKONET INC COM 87960410 1,741 419,419 SH DEFINED 1,2 419,419 TELLABS INC COM 87966410 139,821 12,827,654 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,827,654 TELSTRA CORP LTD SPON ADR F 87969N20 153 10,656 SH DEFINED 1 10,656 TELULAR CORP COM NEW 87970T20 77 23,100 SH DEFINED 1 23,100 TELUS CORP NON-VTG SH 87971M20 388 9,625 SH DEFINED 1,5,7 9,625 TEMPLE INLAND INC COM 87986810 177,990 3,968,555 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,968,555 TEMPUR PEDIC INTL IN COM 88023U10 4,259 370,323 SH DEFINED 1,2 370,323 TENARIS S A SPONSORED 88031M10 29,249 255,454 SH DEFINED 1,2,5,7 255,454 TENET HEALTHCARE COR COM 88033G10 94,184 12,295,595 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,295,595 TENNANT CO COM 88034510 7,076 136,074 SH DEFINED 1,2 136,074 TENNECO INC COM 88034910 11,666 594,887 SH DEFINED 1,2,5 594,887 TEPPCO PARTNERS L P UT LTD PAR 87238410 3,207 92,053 SH DEFINED 1,2,5 92,053 TERADYNE INC COM 88077010 77,895 5,346,236 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,346,236 TERAYON COMMUNICATIO COM 88077510 2,195 950,064 SH DEFINED 1,2,5 950,064 TERCICA INC COM 88078L10 1,022 142,548 SH DEFINED 1,2 142,548 TEREX CORP NEW COM 88077910 48,043 808,813 SH DEFINED 1,2,5,8 808,813 TERRA INDS INC COM 88091510 8,459 1,510,447 SH DEFINED 1,2 1,510,447 TERREMARK WORLDWIDE COM NEW 88144820 1,526 328,089 SH DEFINED 1,2,5 328,089 TESORO CORP COM 88160910 82,224 1,335,886 SH DEFINED 1,2,5,8,10 1,335,886 TESSERA TECHNOLOGIES COM 88164L10 13,821 534,652 SH DEFINED 1,2 534,652 TETRA TECH INC NEW COM 88162G10 15,348 979,470 SH DEFINED 1,2,5,6 979,470 TETRA TECHNOLOGIES I COM 88162F10 13,001 425,978 SH DEFINED 1,2 425,978 TEVA PHARMACEUTICAL ADR 88162420 45,127 1,049,213 SH DEFINED 1,2,5,7 1,049,213 TEXAS CAPITAL BANCSH COM 88224Q10 6,288 280,976 SH DEFINED 1,2 280,976 TEXAS INDS INC COM 88249110 21,160 424,551 SH DEFINED 1,2,5 424,551 TEXAS INSTRS INC COM 88250810 1,688,307 52,644,448 SH DEFINED 1,2,5,6,7,8,10,12,13,14 52,644,448 TEXAS REGL BANCSHARE CL A VTG 88267310 20,517 724,999 SH DEFINED 1,2,5,13 724,999 TEXAS ROADHOUSE INC CL A 88268110 7,936 510,344 SH DEFINED 1,2 510,344 TEXTRON INC COM 88320310 330,725 4,296,248 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,296,248 THERAGENICS CORP COM 88337510 164 54,381 SH DEFINED 1,6 54,381 THERAVANCE INC COM 88338T10 1,100 48,834 SH DEFINED 1,2 48,834 THERMA-WAVE INC COM 88343A10 40 28,168 SH DEFINED 1 28,168 THERMO ELECTRON CORP COM 88355610 147,681 4,901,460 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,901,460 THERMOGENESIS CORP COM NEW 88362320 2,364 489,422 SH DEFINED 1,2,5 489,422 THIRD WAVE TECHNOLOG COM 88428W10 58 19,464 SH DEFINED 1 19,464 THOMAS & BETTS CORP COM 88431510 32,595 776,804 SH DEFINED 1,2,5,6,12,13 776,804 THOMAS PPTYS GROUP I COM 88445310 180 14,400 SH DEFINED 1 14,400 THOMSON SPONSORED 88511810 240 11,480 SH DEFINED 1 11,480 THOMSON CORP COM 88490310 1,158 33,463 SH DEFINED 7,10 33,463 THOR INDS INC COM 88516010 25,089 626,120 SH DEFINED 1,2,5,13 626,120 THORATEC CORP COM NEW 88517530 16,389 792,116 SH DEFINED 1,2,5 792,116 THORNBURG MTG INC COM 88521810 29,430 1,123,301 SH DEFINED 1,2,5 1,123,301 THQ INC COM NEW 87244340 21,309 893,456 SH DEFINED 1,2,5,6 893,456 THRESHOLD PHARMACEUT COM 88580710 1,310 90,685 SH DEFINED 1,2 90,685 TIBCO SOFTWARE INC COM 88632Q10 21,282 2,848,963 SH DEFINED 1,2,5 2,848,963 TIDEWATER INC COM 88642310 36,974 831,626 SH DEFINED 1,2,5,12,13 831,626 TIER TECHNOLOGIES IN CL B 88650Q10 177 24,164 SH DEFINED 1 24,164 TIERONE CORP COM 88650R10 9,571 325,443 SH DEFINED 1,2 325,443 TIFFANY & CO NEW COM 88654710 157,200 4,105,518 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,105,518 TIM PARTICIPACOES S SPONS ADR 88706P10 4,703 186,042 SH DEFINED 1,2,7 186,042 TIMBERLAND CO CL A 88710010 36,234 1,113,192 SH DEFINED 1,2,5,12,13 1,113,192 TIME WARNER INC COM 88731710 2,466,153 141,407,880 SH DEFINED 1,2,5,6,7,8,10,12,13,14 141,407,880 TIME WARNER TELECOM CL A 88731910 11,687 1,186,521 SH DEFINED 1,2,5 1,186,521 TIMKEN CO COM 88738910 37,241 1,163,051 SH DEFINED 1,2,5,8,13 1,163,051 TITAN INTL INC ILL COM 88830M10 2,931 169,930 SH DEFINED 1,2 169,930 TITAN PHARMACEUTICAL COM 88831410 42 29,117 SH DEFINED 1 29,117 TITANIUM METALS CORP COM NEW 88833920 9,240 146,059 SH DEFINED 1,2 146,059 TIVO INC COM 88870610 3,536 690,711 SH DEFINED 1,2 690,711 TJX COS INC NEW COM 87254010 301,623 12,984,184 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,984,184 TNS INC COM 87296010 2,691 140,297 SH DEFINED 1,2 140,297 TODCO CL A 88889T10 36,520 959,549 SH DEFINED 1,2 959,549 TOLL BROTHERS INC COM 88947810 70,343 2,030,698 SH DEFINED 1,2,5,7,8,10,12,13,14 2,030,698 TOLLGRADE COMMUNICAT COM 88954210 296 27,036 SH DEFINED 1,6 27,036 TOMPKINSTRUSTCO INC COM 89011010 4,719 105,336 SH DEFINED 1,2,5 105,336 TOO INC COM 89033310 19,915 705,969 SH DEFINED 1,2,5,6 705,969 TOOTSIE ROLL INDS IN COM 89051610 13,288 459,324 SH DEFINED 1,2,5,6,13 459,324 TOPPS INC COM 89078610 3,552 478,023 SH DEFINED 1,2 478,023 TORCHMARK CORP COM 89102710 177,966 3,200,819 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,200,819 TOREADOR RES CORP COM 89105010 3,811 180,879 SH DEFINED 1,2 180,879 TORO CO COM 89109210 31,206 712,952 SH DEFINED 1,2,5,6,12 712,952 TORONTO DOMINION BK COM NEW 89116050 3,123 59,262 SH DEFINED 1 59,262 TOTAL S A SPONSORED 89151E10 31,906 252,417 SH DEFINED 1,2 252,417 TOTAL SYS SVCS INC COM 89190610 13,299 671,993 SH DEFINED 1,2,5,12 671,993 TOWER GROUP INC COM 89177710 5,106 232,315 SH DEFINED 1,2 232,315 TOWN & CTRY TR SH BEN INT 89208110 13,663 404,106 SH DEFINED 1,2,3 404,106 TOYOTA MOTOR CORP SP ADR REP 89233130 7,409 70,820 SH DEFINED 1,2 70,820 TRACTOR SUPPLY CO COM 89235610 29,802 562,933 SH DEFINED 1,2,5,6 562,933 TRADESTATION GROUP I COM 89267P10 3,109 251,155 SH DEFINED 1,2 251,155 TRAFFIX INC COM 89272110 94 18,400 SH DEFINED 1 18,400 TRAMMELL CROW CO COM 89288R10 18,734 730,387 SH DEFINED 1,2 730,387 TRANS WORLD ENTMT CO COM 89336Q10 3,800 666,634 SH DEFINED 1,2 666,634 TRANSACT TECHNOLOGIE COM 89291810 102 12,961 SH DEFINED 1 12,961 TRANSACTION SYS ARCH COM 89341610 24,717 858,527 SH DEFINED 1,2,13 858,527 TRANSALTA CORP COM 89346D10 316 14,471 SH DEFINED 1,7 14,471 TRANSATLANTIC HLDGS COM 89352110 17,944 267,020 SH DEFINED 1,2,5,12 267,020 TRANSCAT INC COM 89352910 103 19,200 SH DEFINED 1 19,200 TRANSMETA CORP DEL COM 89376R10 253 224,062 SH DEFINED 1,5 224,062 TRANSMONTAIGNE INC COM 89393410 7,023 1,064,137 SH DEFINED 1,2 1,064,137 TRANSOCEAN INC ORD G9007810 710,053 10,188,734 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,188,734 TRANSPORTADORA DE GA SPON ADR B 89387020 617 117,076 SH DEFINED 1,5 117,076 TRANSWITCH CORP COM 89406510 2,136 1,167,289 SH DEFINED 1,2,5 1,167,289 TRAVELZOO INC COM 89421Q10 885 40,237 SH DEFINED 1,2 40,237 TRC COS INC COM 87262510 3,428 313,105 SH DEFINED 1 313,105 TREDEGAR CORP COM 89465010 5,046 391,475 SH DEFINED 1,2,6 391,475 TREEHOUSE FOODS INC COM 89469A10 7,818 417,604 SH DEFINED 1,2,5,6 417,604 TREND MICRO INC SPONS ADR 89486M20 6,806 177,012 SH DEFINED 1 177,012 TREX INC COM 89531P10 4,109 146,493 SH DEFINED 1,2 146,493 TRI CONTL CORP COM 89543610 1,909 102,718 SH DEFINED 5,12 102,718 TRI VY CORP COM 89573510 1,924 247,306 SH DEFINED 1,2 247,306 TRIAD GTY INC COM 89592510 5,157 117,228 SH DEFINED 1,2 117,228 TRIAD HOSPITALS INC COM 89579K10 56,231 1,433,362 SH DEFINED 1,2,5,7,8,10,12,13,14 1,433,362 TRIARC COS INC CL B SER 1 89592730 10,403 700,523 SH DEFINED 1,2,6 700,523 TRIBUNE CO NEW COM 89604710 219,286 7,246,730 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,246,730 TRICO BANCSHARES COM 89609510 3,555 151,975 SH DEFINED 1,2 151,975 TRICO MARINE SERVICE COM NEW 89610620 229 8,800 SH DEFINED 1,2 8,800 TRIDENT MICROSYSTEMS COM 89591910 11,078 615,434 SH DEFINED 1,2 615,434 TRIMBLE NAVIGATION L COM 89623910 17,781 501,007 SH DEFINED 1,2,5,6,12 501,007 TRIMERIS INC COM 89626310 2,920 254,140 SH DEFINED 1,2,5 254,140 TRINITY INDS INC COM 89652210 34,104 773,862 SH DEFINED 1,2,5,13 773,862 TRIPATH IMAGING INC COM 89694210 2,238 370,598 SH DEFINED 1,2,5 370,598 TRIQUINT SEMICONDUCT COM 89674K10 11,233 2,524,208 SH DEFINED 1,2,5,13 2,524,208 TRIUMPH GROUP INC NE COM 89681810 9,418 257,244 SH DEFINED 1,2,6 257,244 TRIZEC PROPERTIES IN COM 89687P10 40,687 1,775,162 SH DEFINED 1,2,3,5,12 1,775,162 TRIZETTO GROUP INC COM 89688210 18,573 1,093,173 SH DEFINED 1,2 1,093,173 TRM CORP COM 87263610 917 123,146 SH DEFINED 1,2 123,146 TRONOX INC CL A 89705110 1,703 130,300 SH DEFINED 1,2 130,300 TRUMP ENTMT RESORTS COM 89816T10 494 24,522 SH DEFINED 1 24,522 TRUSTCO BK CORP N Y COM 89834910 12,068 971,684 SH DEFINED 1,2,5 971,684 TRUSTMARK CORP COM 89840210 18,132 660,057 SH DEFINED 1,2,5 660,057 TRUSTREET PPTYS INC COM 89840410 11,687 799,398 SH DEFINED 1,2,3,5 799,398 TRW AUTOMOTIVE HLDGS COM 87264S10 15,593 591,751 SH DEFINED 1,2,5 591,751 TTM TECHNOLOGIES IN COM 87305R10 5,431 577,742 SH DEFINED 1,2 577,742 TUESDAY MORNING CORP COM NEW 89903550 10,416 497,894 SH DEFINED 1,2,5 497,894 TUMBLEWEED COMMUNICA COM 89969010 102 33,219 SH DEFINED 1 33,219 TUPPERWARE BRANDS CO COM 89989610 22,652 1,011,238 SH DEFINED 1,2,5,13 1,011,238 TURBOCHEF TECHNOLOGI COM NEW 90000620 2,303 160,347 SH DEFINED 1,2 160,347 TURKCELL ILETISIM HI SPON ADR N 90011120 1,228 79,976 SH DEFINED 1,2 79,976 TUT SYSTEMS COM 90110310 55 18,418 SH DEFINED 1 18,418 TWEETER HOME ENTMT G COM 90116710 157 27,419 SH DEFINED 1 27,419 TWIN DISC INC COM 90147610 290 6,500 SH DEFINED 1,2 6,500 TXU CORP COM 87316810 988,971 19,704,538 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,704,538 TYCO INTL LTD NEW COM 90212410 1,445,423 50,083,971 SH DEFINED 1,2,5,6,7,8,10,12,13,14 50,083,971 TYLER TECHNOLOGIES I COM 90225210 4,178 475,883 SH DEFINED 1,2,5 475,883 TYSON FOODS INC CL A 90249410 137,236 8,025,493 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,025,493 U S AIRWAYS GROUP IN COM 90341W10 1,714 46,155 SH DEFINED 1 46,155 U S B HLDG INC COM 90291010 3,517 162,368 SH DEFINED 1,2 162,368 U S CONCRETE INC COM 90333L10 698 73,660 SH DEFINED 1,2,5 73,660 U S G CORP COM NEW 90329340 33,866 521,011 SH DEFINED 1,2,5,7,10,12,14 521,011 U S PHYSICAL THERAPY COM 90337L10 4,500 243,664 SH DEFINED 1,2,5 243,664 U S SHIPPING PARTNER COM UNIT 90341710 257 11,699 SH DEFINED 1,2 11,699 U S XPRESS ENTERPRIS CL A 90338N10 1,467 84,484 SH DEFINED 1,2 84,484 U STORE IT TR COM 91274F10 19,049 904,921 SH DEFINED 1,2,3 904,921 UAP HLDG CORP COM 90344110 10,829 530,333 SH DEFINED 1,2 530,333 UBIQUITEL INC COM 90347430 10,308 1,042,238 SH DEFINED 1,2,5 1,042,238 UBS AG NAMEN AKT H8920M85 63,622 668,654 SH DEFINED 1,2 668,654 UCBH HOLDINGS INC COM 90262T30 25,384 1,419,682 SH DEFINED 1,2,5 1,419,682 UGI CORP NEW COM 90268110 29,002 1,407,875 SH DEFINED 1,2,5 1,407,875 UICI COM 90273710 21,001 591,398 SH DEFINED 1,2,5 591,398 UIL HLDG CORP COM 90274810 10,130 220,273 SH DEFINED 1,2,5 220,273 ULTICOM INC COM 90384410 1,807 184,203 SH DEFINED 1,2,5 184,203 ULTIMATE SOFTWARE GR COM 90385D10 5,199 272,605 SH DEFINED 1,2 272,605 ULTRA PETROLEUM CORP COM 90391410 42,924 769,242 SH DEFINED 1,2,5,7,8,10,12,13,14 769,242 ULTRALIFE BATTERIES COM 90389910 1,977 164,746 SH DEFINED 1,2 164,746 ULTRATECH INC COM 90403410 5,200 316,674 SH DEFINED 1,2,6 316,674 UMB FINL CORP COM 90278810 20,306 317,730 SH DEFINED 1,2,5 317,730 UMPQUA HLDGS CORP COM 90421410 16,913 592,816 SH DEFINED 1,2,5 592,816 UNDER ARMOUR INC CL A 90431110 3,869 100,983 SH DEFINED 1,2 100,983 UNIBANCO-UNIAO DE BA GDR REP PF 90458E10 53,395 839,945 SH DEFINED 1,2,4,5,7 839,945 UNICA CORP COM 90458310 494 41,020 SH DEFINED 1 41,020 UNIFI INC COM 90467710 145 47,834 SH DEFINED 1 47,834 UNIFIRST CORP MASS COM 90470810 7,849 252,378 SH DEFINED 1,2,5 252,378 UNILEVER N V N Y SHS NE 90478470 1,793 26,117 SH DEFINED 1 26,117 UNILEVER PLC SPON ADR N 90476770 1,172 29,223 SH DEFINED 1 29,223 UNION BANKSHARES COR COM 90539910 4,764 110,534 SH DEFINED 1,2 110,534 UNION DRILLING INC COM 90653P10 744 51,200 SH DEFINED 1,2 51,200 UNION PAC CORP COM 90781810 554,657 6,889,297 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,889,297 UNIONBANCAL CORP COM 90890610 59,296 862,862 SH DEFINED 1,2,5,7,8,10,12,13,14 862,862 UNISOURCE ENERGY COR COM 90920510 14,752 472,816 SH DEFINED 1,2,5 472,816 UNISYS CORP COM 90921410 54,312 9,316,023 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,316,023 UNIT CORP COM 90921810 24,145 438,761 SH DEFINED 1,2,5,12 438,761 UNITED AUTO GROUP IN COM 90944010 14,091 368,878 SH DEFINED 1,2 368,878 UNITED BANKSHARES IN COM 90990710 20,109 570,639 SH DEFINED 1,2,5 570,639 UNITED CAPITAL CORP COM 90991210 935 37,900 SH DEFINED 1,2 37,900 UNITED CMNTY BKS BLA CAP STK 90984P10 11,012 413,062 SH DEFINED 1,2 413,062 UNITED CMNTY FINL CO COM 90983910 7,381 624,972 SH DEFINED 1,2,5 624,972 UNITED DOMINION REAL COM 91019710 70,239 2,996,533 SH DEFINED 1,2,3,5,13 2,996,533 UNITED FINANCIAL BAN COM 91030R10 779 67,530 SH DEFINED 1 67,530 UNITED FIRE & CAS CO COM 91033110 8,749 216,401 SH DEFINED 1,2 216,401 UNITED GUARDIAN INC COM 91057110 124 14,000 SH DEFINED 1 14,000 UNITED INDL CORP COM 91067110 5,449 131,703 SH DEFINED 1,2 131,703 UNITED MICROELECTRON SPONSORED 91087320 4,090 1,310,931 SH DEFINED 1 1,310,931 UNITED NAT FOODS INC COM 91116310 18,593 704,287 SH DEFINED 1,2,6 704,287 UNITED ONLINE INC COM 91126810 17,699 1,244,627 SH DEFINED 1,2,5 1,244,627 UNITED PANAM FINANCI COM 91130110 1,580 61,073 SH DEFINED 1,2 61,073 UNITED PARCEL SERVIC CL B 91131210 2,053,107 27,320,122 SH DEFINED 1,2,5,6,7,8,10,12,13,14 27,320,122 UNITED RENTALS INC COM 91136310 31,869 1,362,509 SH DEFINED 1,2,5,13 1,362,509 UNITED RETAIL GROUP COM 91138010 271 20,600 SH DEFINED 1,2 20,600 UNITED SEC BANCSHARE SHS 91145910 1,668 62,208 SH DEFINED 1,2 62,208 UNITED STATES CELLUL COM 91168410 8,396 169,968 SH DEFINED 1,2,5 169,968 UNITED STATES STL CO COM 91290910 193,085 4,016,744 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,016,744 UNITED STATIONERS IN COM 91300410 27,712 571,373 SH DEFINED 1,2,5,6 571,373 UNITED SURGICAL PART COM 91301630 22,392 696,481 SH DEFINED 1,2,6 696,481 UNITED TECHNOLOGIES COM 91301710 6,167,004 110,302,343 SH DEFINED 1,2,5,6,7,8,10,12,13,14 110,302,343 UNITED THERAPEUTICS COM 91307C10 24,833 359,278 SH DEFINED 1,2 359,278 UNITED UTILS PLC SPONSORED 91311Q10 357 15,291 SH DEFINED 1 15,291 UNITEDHEALTH GROUP I COM 91324P10 2,548,107 41,005,906 SH DEFINED 1,2,5,6,7,8,10,12,13,14 41,005,906 UNITIL CORP COM 91325910 229 9,084 SH DEFINED 1,2 9,084 UNITRIN INC COM 91327510 41,141 913,237 SH DEFINED 1,2,5,10,12,13 913,237 UNIVERSAL AMERN FINL COM 91337710 5,137 340,645 SH DEFINED 1,2 340,645 UNIVERSAL COMPRESSIO COM 91343110 12,389 301,297 SH DEFINED 1,2 301,297 UNIVERSAL CORP VA COM 91345610 29,237 674,281 SH DEFINED 1,2,5,13 674,281 UNIVERSAL DISPLAY CO COM 91347P10 2,982 283,755 SH DEFINED 1,2 283,755 UNIVERSAL ELECTRS IN COM 91348310 2,840 164,817 SH DEFINED 1,2,5 164,817 UNIVERSAL FST PRODS COM 91354310 13,868 251,010 SH DEFINED 1,2,6 251,010 UNIVERSAL HEALTH RLT SH BEN INT 91359E10 5,077 161,985 SH DEFINED 1,2,3 161,985 UNIVERSAL HLTH SVCS CL B 91390310 37,930 811,505 SH DEFINED 1,2,5,7,10,12,13,14 811,505 UNIVERSAL TECHNICAL COM 91391510 7,664 247,691 SH DEFINED 1,2 247,691 UNIVERSAL TRUCKLOAD COM 91388P10 1,012 44,003 SH DEFINED 1,2 44,003 UNIVEST CORP PA COM 91527110 2,773 114,262 SH DEFINED 1,2 114,262 UNIVISION COMMUNICAT CL A 91490610 190,415 6,478,892 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,478,892 UNIZAN FINANCIAL COR COM 91528W10 8,308 312,817 SH DEFINED 1,2 312,817 UNUMPROVIDENT CORP COM 91529Y10 335,651 14,753,869 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,753,869 UPM KYMMENE CORP SPONSORED 91543610 493 25,136 SH DEFINED 1 25,136 UQM TECHNOLOGIES INC COM 90321310 72 18,576 SH DEFINED 1 18,576 URBAN OUTFITTERS INC COM 91704710 40,337 1,593,703 SH DEFINED 1,2,5,12,13 1,593,703 UROLOGIX INC COM 91727310 71 18,400 SH DEFINED 1 18,400 URS CORP NEW COM 90323610 27,211 723,514 SH DEFINED 1,2,6 723,514 URSTADT BIDDLE PPTYS COM 91728610 182 11,570 SH DEFINED 1 11,570 URSTADT BIDDLE PPTYS CL A 91728620 6,648 410,093 SH DEFINED 1,2,3 410,093 US BANCORP DEL COM NEW 90297330 1,692,231 56,615,278 SH DEFINED 1,2,5,6,7,8,10,12,13,14 56,615,278 US LEC CORP CL A 90331S10 23 13,600 SH DEFINED 1 13,600 USA MOBILITY INC COM 90341G10 10,012 361,170 SH DEFINED 1,2 361,170 USA TRUCK INC COM 90292510 1,842 63,248 SH DEFINED 1,2 63,248 USANA HEALTH SCIENCE COM 90328M10 12,549 327,133 SH DEFINED 1,2,6 327,133 USEC INC COM 90333E10 18,108 1,515,274 SH DEFINED 1,2,5 1,515,274 USI HLDGS CORP COM 90333H10 7,826 568,360 SH DEFINED 1,2 568,360 UST INC COM 90291110 155,534 3,809,302 SH DEFINED 1,2,5,6,8,10,12,13 3,809,302 UTAH MED PRODS INC COM 91748810 358 11,200 SH DEFINED 1,2 11,200 UTI WORLDWIDE INC ORD G8721010 2,382 25,662 SH DEFINED 1,2,5 25,662 UTSTARCOM INC COM 91807610 14,688 1,822,277 SH DEFINED 1,2,5,13 1,822,277 V F CORP COM 91820410 162,322 2,933,168 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,933,168 VA SOFTWARE CORP COM 91819B10 94 53,045 SH DEFINED 1 53,045 VAIL RESORTS INC COM 91879Q10 19,780 598,863 SH DEFINED 1,2 598,863 VALASSIS COMMUNICATI COM 91886610 28,028 964,160 SH DEFINED 1,2,5,13 964,160 VALEANT PHARMACEUTIC COM 91911X10 25,773 1,425,496 SH DEFINED 1,2,5,13 1,425,496 VALENCE TECHNOLOGY I COM 91891410 1,019 661,507 SH DEFINED 1,2,5 661,507 VALERO ENERGY CORP N COM 91913Y10 1,141,198 22,116,241 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,116,241 VALERO L P COM UT LTD 91913W10 2,684 51,862 SH DEFINED 1,2,5 51,862 VALHI INC NEW COM 91890510 2,023 109,339 SH DEFINED 1,2 109,339 VALLEY NATL BANCORP COM 91979410 22,907 950,486 SH DEFINED 1,2,5,12 950,486 VALMONT INDS INC COM 92025310 10,789 322,441 SH DEFINED 1,2,6 322,441 VALOR COMMUNICATIONS COM 92025510 4,231 371,097 SH DEFINED 1,2 371,097 VALSPAR CORP COM 92035510 39,139 1,586,495 SH DEFINED 1,2,5,12,13 1,586,495 VALUE LINE INC COM 92043710 776 21,983 SH DEFINED 1,2 21,983 VALUECLICK INC COM 92046N10 20,119 1,110,948 SH DEFINED 1,2,5 1,110,948 VALUEVISION MEDIA IN CL A 92047K10 4,879 387,222 SH DEFINED 1,2 387,222 VARIAN INC COM 92220610 24,302 610,756 SH DEFINED 1,2,5,13 610,756 VARIAN MED SYS INC COM 92220P10 130,071 2,583,852 SH DEFINED 1,2,5,7,8,10,12,13,14 2,583,852 VARIAN SEMICONDUCTOR COM 92220710 23,058 524,890 SH DEFINED 1,2,5,6 524,890 VASCO DATA SEC INTL COM 92230Y10 2,800 283,962 SH DEFINED 1,2 283,962 VCA ANTECH INC COM 91819410 33,281 1,180,179 SH DEFINED 1,2,5,12,13 1,180,179 VECTOR GROUP LTD COM 92240M10 11,834 651,292 SH DEFINED 1,2,5 651,292 VECTREN CORP COM 92240G10 32,880 1,210,604 SH DEFINED 1,2,5,13 1,210,604 VEECO INSTRS INC DEL COM 92241710 6,465 373,024 SH DEFINED 1,2,5,6 373,024 VENTANA MED SYS INC COM 92276H10 16,885 398,690 SH DEFINED 1,2 398,690 VENTAS INC COM 92276F10 51,224 1,599,737 SH DEFINED 1,2,3,5,10 1,599,737 VENTIV HEALTH INC COM 92279310 7,603 321,881 SH DEFINED 1,2 321,881 VERIFONE HLDGS INC COM 92342Y10 7,984 315,564 SH DEFINED 1,2 315,564 VERINT SYS INC COM 92343X10 5,431 157,543 SH DEFINED 1,2 157,543 VERISIGN INC COM 92343E10 92,918 4,242,843 SH DEFINED 1,2,5,7,8,10,12,13,14 4,242,843 VERITAS DGC INC COM 92343P10 32,053 903,161 SH DEFINED 1,2,5 903,161 VERITY INC COM 92343C10 807 59,885 SH DEFINED 1,6 59,885 VERIZON COMMUNICATIO COM 92343V10 2,684,425 89,124,345 SH DEFINED 1,2,5,6,7,8,10,12,13,14 89,124,345 VERSO TECHNOLOGIES I COM NEW 92531720 22 21,922 SH DEFINED 1,5 21,922 VERTEX PHARMACEUTICA COM 92532F10 51,400 1,857,603 SH DEFINED 1,2,5,8,13 1,857,603 VERTRUE INC COM 92534N10 11,814 334,394 SH DEFINED 1,2,6 334,394 VESTA INS GROUP INC COM 92539110 39 39,469 SH DEFINED 1,5 39,469 VIACELL INC COM 92554J10 624 111,100 SH DEFINED 1 111,100 VIACOM INC CL A 92552410 912 27,851 SH DEFINED 1,5,13 27,851 VIACOM INC CL B 92552430 1,508,479 46,272,350 SH DEFINED 1,2,5,6,7,8,10,12,13,14 46,272,350 VIACOM INC NEW CL B 92553P20 3,500 85,060 SH DEFINED 1 85,060 VIAD CORP COM NEW 92552R40 9,888 337,114 SH DEFINED 1,2,5,6 337,114 VIASAT INC COM 92552V10 8,521 318,777 SH DEFINED 1,2,5,6 318,777 VIASYS HEALTHCARE IN COM NEW 92553Q20 15,646 608,810 SH DEFINED 1,2,5,6 608,810 VICAL INC COM 92560210 85 20,235 SH DEFINED 1 20,235 VICON INDS INC COM 92581110 57 18,700 SH DEFINED 1 18,700 VICOR CORP COM 92581510 6,913 437,261 SH DEFINED 1,2,6 437,261 VIDESH SANCHAR NIGAM SPON ADR N 92659G60 176 10,446 SH DEFINED 1,2 10,446 VIEWPOINT CORP COM 92672P10 24 21,847 SH DEFINED 1 21,847 VIGNETTE CORP COM NEW 92673440 6,078 372,625 SH DEFINED 1,2,5 372,625 VINA CONCHA Y TORO S SPONSORED 92719110 581 19,799 SH DEFINED 1,2,5,7 19,799 VINEYARD NATL BANCOR COM 92742610 3,156 102,344 SH DEFINED 1,2 102,344 VINTAGE PETE INC COM 92746010 36,063 676,229 SH DEFINED 1,2,5,12 676,229 VION PHARMACEUTICALS COM 92762410 48 28,831 SH DEFINED 1 28,831 VIRAGE LOGIC CORP COM 92763R10 1,206 122,098 SH DEFINED 1,2 122,098 VIRCO MFG CO COM 92765110 81 14,761 SH DEFINED 1 14,761 VIRGINIA COMM BANCOR COM 92778Q10 3,392 116,600 SH DEFINED 1,2 116,600 VIRGINIA FINL GROUP COM 92781010 4,557 126,470 SH DEFINED 1,2 126,470 VIROPHARMA INC COM 92824110 1,149 62,113 SH DEFINED 1 62,113 VISHAY INTERTECHNOLO COM 92829810 33,139 2,408,341 SH DEFINED 1,2,5,13 2,408,341 VISTACARE INC CL A 92839Y10 1,966 157,264 SH DEFINED 1,2,5 157,264 VISTEON CORP COM 92839U10 10,852 1,733,555 SH DEFINED 1,2,5,6,8,10 1,733,555 VISUAL NETWORKS INC COM 92844410 56 31,201 SH DEFINED 1 31,201 VITAL IMAGES INC COM 92846N10 3,639 139,164 SH DEFINED 1,2,5 139,164 VITAL SIGNS INC COM 92846910 9,137 213,371 SH DEFINED 1,2,6 213,371 VITESSE SEMICONDUCTO COM 92849710 7,121 3,708,934 SH DEFINED 1,2,5,8 3,708,934 VITRIA TECHNOLOGY COM NEW 92849Q40 41 15,548 SH DEFINED 1 15,548 VIVENDI UNIVERSAL SPON ADR N 92851S20 1,655 52,694 SH DEFINED 1 52,694 VIVUS INC COM 92855110 120 40,403 SH DEFINED 1,5 40,403 VNUS MED TECHNOLOGIE COM 92856610 250 29,806 SH DEFINED 1 29,806 VODAFONE GROUP PLC N SPONSORED 92857W10 11,591 539,860 SH DEFINED 1,2 539,860 VOLCOM INC COM 92864N10 1,412 41,528 SH DEFINED 1,2 41,528 VOLT INFORMATION SCI COM 92870310 2,766 145,420 SH DEFINED 1,2,5,6 145,420 VOLTERRA SEMICONDUCT COM 92870810 2,583 172,187 SH DEFINED 1,2 172,187 VOLVO AKTIEBOLAGET ADR B 92885640 763 16,198 SH DEFINED 1 16,198 VORNADO RLTY TR SH BEN INT 92904210 366,720 4,393,432 SH DEFINED 1,2,3,5,6,7,8,10,12,13, 14 4,393,432 VULCAN MATLS CO COM 92916010 197,020 2,908,044 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,908,044 W & T OFFSHORE INC COM 92922P10 4,974 169,196 SH DEFINED 1,2 169,196 W HLDG CO INC COM 92925110 12,717 1,545,246 SH DEFINED 1,2,5 1,545,246 W P CAREY & CO LLC COM 92930Y10 925 36,457 SH DEFINED 1,2,5 36,457 WABASH NATL CORP COM 92956610 11,643 611,156 SH DEFINED 1,2,6 611,156 WABTEC CORP COM 92974010 16,935 629,562 SH DEFINED 1,2 629,562 WACHOVIA CORP 2ND NE COM 92990310 2,481,252 46,940,066 SH DEFINED 1,2,5,6,7,8,10,12,13,14 46,940,066 WADDELL & REED FINL CL A 93005910 30,472 1,453,140 SH DEFINED 1,2,5,13 1,453,140 WAL MART STORES INC COM 93114210 3,676,201 78,551,311 SH DEFINED 1,2,5,6,7,8,10,12,13,14 78,551,311 WALGREEN CO COM 93142210 1,217,939 27,517,820 SH DEFINED 1,2,5,6,7,8,10,12,13,14 27,517,820 WALTER INDS INC COM 93317Q10 33,089 665,512 SH DEFINED 1,2 665,512 WARNACO GROUP INC COM NEW 93439040 15,365 575,040 SH DEFINED 1,2 575,040 WARNER MUSIC GROUP C COM 93455010 5,395 279,962 SH DEFINED 1,2 279,962 WARREN RES INC COM 93564A10 4,722 298,496 SH DEFINED 1,2 298,496 WASHINGTON FED INC COM 93882410 28,751 1,250,590 SH DEFINED 1,2,5,13 1,250,590 WASHINGTON GROUP INT COM NEW 93886220 18,326 345,969 SH DEFINED 1,2 345,969 WASHINGTON MUT INC COM 93932210 1,353,608 31,117,434 SH DEFINED 1,2,5,6,7,8,10,12,13,14 31,117,434 WASHINGTON POST CO CL B 93964010 79,646 104,113 SH DEFINED 1,2,5,7,8,10,12,13,14 104,113 WASHINGTON REAL ESTA SH BEN INT 93965310 26,842 884,404 SH DEFINED 1,2,3,5 884,404 WASHINGTON TR BANCOR COM 94061010 4,341 165,817 SH DEFINED 1,2 165,817 WASTE CONNECTIONS IN COM 94105310 26,095 757,269 SH DEFINED 1,2,5,6 757,269 WASTE INDUSTRIES USA COM 94105710 938 72,822 SH DEFINED 1,2 72,822 WASTE MGMT INC DEL COM 94106L10 626,442 20,640,598 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,640,598 WASTE SERVICES INC D COM 94107510 2,404 721,924 SH DEFINED 1,2 721,924 WATCHGUARD TECHNOLOG COM 94110510 194 52,525 SH DEFINED 1,5 52,525 WATER PIK TECHNOLOGI COM 94113U10 3,115 145,082 SH DEFINED 1,2 145,082 WATERS CORP COM 94184810 163,935 4,336,894 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,336,894 WATSCO INC COM 94262220 19,819 331,369 SH DEFINED 1,2,6 331,369 WATSON PHARMACEUTICA COM 94268310 178,688 5,496,386 SH DEFINED 1,2,5,6,10,12,13 5,496,386 WATSON WYATT & CO HL CL A 94271210 16,292 583,934 SH DEFINED 1,2,5,6 583,934 WATTS WATER TECHNOLO CL A 94274910 10,772 355,615 SH DEFINED 1,2,6 355,615 WAUSAU PAPER CORP COM 94331510 6,821 575,581 SH DEFINED 1,2 575,581 WAUWATOSA HLDGS INC COM 94348P10 609 53,244 SH DEFINED 1,2 53,244 WAVE SYSTEMS CORP CL A 94352610 33 47,821 SH DEFINED 1 47,821 WCI CMNTYS INC COM 92923C10 12,262 456,667 SH DEFINED 1,2 456,667 WD-40 CO COM 92923610 8,792 334,807 SH DEFINED 1,2,6 334,807 WEATHERFORD INTERNAT COM G9508910 297,125 8,207,874 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,207,874 WEBEX COMMUNICATIONS COM 94767L10 10,842 501,260 SH DEFINED 1,2,5,6 501,260 WEBMD HEALTH CORP CL A 94770V10 1,690 58,167 SH DEFINED 1,2 58,167 WEBMETHODS INC COM 94768C10 5,275 684,183 SH DEFINED 1,2 684,183 WEBSENSE INC COM 94768410 39,265 598,187 SH DEFINED 1,2,5,6 598,187 WEBSIDESTORY INC COM 94768510 3,312 182,698 SH DEFINED 1,2 182,698 WEBSTER FINL CORP CO COM 94789010 33,631 717,075 SH DEFINED 1,2,5,13 717,075 WEIGHT WATCHERS INTL COM 94862610 48,965 990,599 SH DEFINED 1,2,5,10,12 990,599 WEINGARTEN RLTY INVS SH BEN INT 94874110 68,496 1,811,594 SH DEFINED 1,2,3,5,12,13 1,811,594 WEIS MKTS INC COM 94884910 7,911 183,808 SH DEFINED 1,2,5 183,808 WELLCARE HEALTH PLAN COM 94946T10 10,502 257,082 SH DEFINED 1,2 257,082 WELLMAN INC COM 94970210 2,900 427,662 SH DEFINED 1,2 427,662 WELLPOINT INC COM 94973V10 1,567,946 19,650,913 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,650,913 WELLS FARGO & CO NEW COM 94974610 3,139,821 49,973,283 SH DEFINED 1,2,5,6,7,8,10,12,13,14 49,973,283 WELLSFORD REAL PPTYS COM NEW 95024020 140 23,339 SH DEFINED 1,2,5 23,339 WENDYS INTL INC COM 95059010 167,601 3,032,962 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,032,962 WERNER ENTERPRISES I COM 95075510 18,511 939,620 SH DEFINED 1,2,5,13 939,620 WESBANCO INC COM 95081010 11,553 379,902 SH DEFINED 1,2 379,902 WESCO FINL CORP COM 95081710 18,982 49,304 SH DEFINED 1,2,5,12 49,304 WESCO INTL INC COM 95082P10 23,170 542,246 SH DEFINED 1,2,5 542,246 WEST BANCORPORATION CAP STK 95123P10 3,849 205,803 SH DEFINED 1,2 205,803 WEST COAST BANCORP O COM 95214510 7,428 280,839 SH DEFINED 1,2 280,839 WEST CORP COM 95235510 22,017 522,350 SH DEFINED 1,2,5 522,350 WEST MARINE INC COM 95423510 2,265 162,044 SH DEFINED 1,2 162,044 WEST PHARMACEUTICAL COM 95530610 9,520 380,340 SH DEFINED 1,2 380,340 WESTAMERICA BANCORPO COM 95709010 30,675 578,016 SH DEFINED 1,2,5,13 578,016 WESTAR ENERGY INC COM 95709T10 30,245 1,406,730 SH DEFINED 1,2,5,13 1,406,730 WESTBANK CORP COM 95711610 380 26,356 SH DEFINED 1 26,356 WESTCORP INC COM 95790710 15,391 231,062 SH DEFINED 1,2,5 231,062 WESTELL TECHNOLOGIES CL A 95754110 5,842 1,298,192 SH DEFINED 1,2,5 1,298,192 WESTERN ALLIANCE BAN COM 95763810 992 33,197 SH DEFINED 1,2 33,197 WESTERN DIGITAL CORP COM 95810210 63,849 3,430,916 SH DEFINED 1,2,5,12,13 3,430,916 WESTERN GAS RES INC COM 95825910 43,332 920,200 SH DEFINED 1,2,5,12,13 920,200 WESTERN SIERRA BANCO COM 95952210 2,521 69,287 SH DEFINED 1,2 69,287 WESTFIELD FINANCIAL COM 96008D10 1,077 44,848 SH DEFINED 1,2 44,848 WESTLAKE CHEM CORP COM 96041310 8,880 308,210 SH DEFINED 1,2 308,210 WESTPAC BKG CORP SPONSORED 96121430 1,383 16,547 SH DEFINED 1 16,547 WESTWOOD ONE INC COM 96181510 21,093 1,294,058 SH DEFINED 1,2,5,12,13 1,294,058 WET SEAL INC CL A 96184010 2,016 453,944 SH DEFINED 1,2 453,944 WEYCO GROUP INC COM 96214910 1,522 79,702 SH DEFINED 1,2 79,702 WEYERHAEUSER CO COM 96216610 464,530 7,002,262 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,002,262 WFS FINL INC COM 92923B10 11,561 151,814 SH DEFINED 1,2,5,7,10,12,14 151,814 WGL HLDGS INC COM 92924F10 51,570 1,715,563 SH DEFINED 1,2,5,6,13 1,715,563 W-H ENERGY SVCS INC COM 92925E10 13,311 402,377 SH DEFINED 1,2,5 402,377 WHEELING PITTSBURGH COM NEW 96314230 996 110,412 SH DEFINED 1,2 110,412 WHIRLPOOL CORP COM 96332010 148,148 1,768,720 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,768,720 WHITE ELECTR DESIGNS COM 96380110 2,908 570,100 SH DEFINED 1,5 570,100 WHITE MTNS INS GROUP COM G9618E10 10,609 18,994 SH DEFINED 1,2,5,12 18,994 WHITING PETE CORP NE COM 96638710 18,186 454,640 SH DEFINED 1,2 454,640 WHITNEY HLDG CORP COM 96661210 14,464 524,835 SH DEFINED 1,2,5 524,835 WHOLE FOODS MKT INC COM 96683710 296,102 3,826,103 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,826,103 WILD OATS MARKETS IN COM 96808B10 4,290 355,112 SH DEFINED 1,2 355,112 WILEY JOHN & SONS IN CL A 96822320 23,066 590,819 SH DEFINED 1,2,5 590,819 WILLIAMS CLAYTON ENE COM 96949010 5,752 137,813 SH DEFINED 1,2 137,813 WILLIAMS COS INC DEL COM 96945710 385,273 16,628,082 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,628,082 WILLIAMS SCOTSMAN IN COM 96950G10 2,030 117,268 SH DEFINED 1,2 117,268 WILLIAMS SONOMA INC COM 96990410 82,045 1,901,388 SH DEFINED 1,2,5,7,8,10,12,13,14 1,901,388 WILLIS GROUP HOLDING SHS G9665510 4,583 124,061 SH DEFINED 1,5,12 124,061 WILLOW GROVE BANCORP COM 97111W10 284 18,823 SH DEFINED 1 18,823 WILMINGTON TRUST COR COM 97180710 33,281 855,340 SH DEFINED 1,2,5,13 855,340 WILSHIRE BANCORP INC COM 97186T10 3,110 180,925 SH DEFINED 1,2 180,925 WILSHIRE ENTERPRISES COM 97188910 138 17,686 SH DEFINED 1 17,686 WILSONS THE LEATHER COM 97246310 1,130 311,298 SH DEFINED 1,2 311,298 WIMM BILL DANN FOODS SPONSORED 97263M10 275 11,457 SH DEFINED 1,2,5 11,457 WIND RIVER SYSTEMS I COM 97314910 18,549 1,255,873 SH DEFINED 1,2,5,13 1,255,873 WINDROSE MED PPTYS T COM 97349110 150 10,107 SH DEFINED 1,3 10,107 WINNEBAGO INDS INC COM 97463710 21,545 647,390 SH DEFINED 1,2,6 647,390 WINSTON HOTELS INC COM 97563A10 6,178 624,025 SH DEFINED 1,2,3,5 624,025 WINTHROP RLTY TR SH BEN INT 97639110 133 23,349 SH DEFINED 1 23,349 WINTRUST FINANCIAL C COM 97650W10 17,309 315,291 SH DEFINED 1,2 315,291 WIPRO LTD SPON ADR 1 97651M10 1,690 141,407 SH DEFINED 1,2,5 141,407 WIRELESS FACILITIES COM 97653A10 3,670 719,570 SH DEFINED 1,2 719,570 WIRELESS TELECOM GRO COM 97652410 50 18,700 SH DEFINED 1 18,700 WISCONSIN ENERGY COR COM 97665710 83,905 2,148,094 SH DEFINED 1,2,5,7,8,10,12,13,14 2,148,094 WITNESS SYS INC COM 97742410 6,768 344,094 SH DEFINED 1,2 344,094 WJ COMMUNICATIONS IN COM 92928410 38 23,536 SH DEFINED 1 23,536 WMS INDS INC COM 92929710 9,252 368,752 SH DEFINED 1,2,6 368,752 WOLSELEY PLC SPONSORED 97786P10 217 5,067 SH DEFINED 1 5,067 WOLVERINE TUBE INC COM 97809310 129 25,449 SH DEFINED 1,6 25,449 WOLVERINE WORLD WIDE COM 97809710 26,021 1,158,542 SH DEFINED 1,2,5,6 1,158,542 WOODHEAD INDS INC COM 97943810 194 13,963 SH DEFINED 1 13,963 WOODWARD GOVERNOR CO COM 98074510 16,759 194,852 SH DEFINED 1,2,5,6 194,852 WORLD ACCEP CORP DEL COM 98141910 8,526 299,150 SH DEFINED 1,2 299,150 WORLD AIR HLDGS INC COM 98142V10 2,839 295,122 SH DEFINED 1,2 295,122 WORLD FUEL SVCS CORP COM 98147510 13,193 391,250 SH DEFINED 1,2 391,250 WORLD WRESTLING ENTM CL A 98156Q10 4,270 290,890 SH DEFINED 1,2 290,890 WORLDSPACE INC CL A 98157910 1,439 99,170 SH DEFINED 1,2 99,170 WORTHINGTON INDS INC COM 98181110 26,535 1,381,334 SH DEFINED 1,2,5,6,13 1,381,334 WPP GROUP PLC SPON ADR 0 92930940 3,038 56,259 SH DEFINED 1 56,259 WPS RESOURCES CORP COM 92931B10 29,943 541,368 SH DEFINED 1,2,5,13 541,368 WPT ENTERPRISES INC COM 98211W10 296 49,888 SH DEFINED 1 49,888 WRIGHT EXPRESS CORP COM 98233Q10 16,574 753,385 SH DEFINED 1,2 753,385 WRIGHT MED GROUP INC COM 98235T10 6,994 342,858 SH DEFINED 1,2 342,858 WRIGLEY WM JR CO COM 98252610 305,746 4,598,376 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,598,376 WSFS FINL CORP COM 92932810 7,896 128,920 SH DEFINED 1,2,5 128,920 WYETH COM 98302410 1,674,479 36,346,399 SH DEFINED 1,2,5,6,7,8,10,12,13,14 36,346,399 WYNN RESORTS LTD COM 98313410 34,493 628,854 SH DEFINED 1,2,5,7,8,10,12,13,14 628,854 XANSER CORP COM 98389J10 82 28,000 SH DEFINED 1 28,000 XCEL ENERGY INC COM 98389B10 228,280 12,366,213 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,366,213 XENOPORT INC COM 98411C10 774 43,120 SH DEFINED 1,2 43,120 XERIUM TECHNOLOGIES COM 98416J10 970 115,318 SH DEFINED 1,2 115,318 XEROX CORP COM 98412110 1,080,280 73,739,270 SH DEFINED 1,2,5,6,7,8,10,12,13,14 73,739,270 XILINX INC COM 98391910 235,735 9,350,857 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,350,857 XL CAP LTD CL A G9825510 270,352 4,012,341 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,012,341 XM SATELLITE RADIO H CL A 98375910 70,221 2,574,072 SH DEFINED 1,2,5,7,8,10,12,13,14 2,574,072 XOMA LTD ORD G9825R10 157 98,041 SH DEFINED 1,5 98,041 X-RITE INC COM 98385710 3,147 314,698 SH DEFINED 1,2,6 314,698 XTO ENERGY INC COM 98385X10 464,149 10,563,253 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,563,253 YAHOO INC COM 98433210 1,327,683 33,886,746 SH DEFINED 1,2,5,6,7,8,10,12,13,14 33,886,746 YANKEE CANDLE INC COM 98475710 16,751 654,317 SH DEFINED 1,2,5 654,317 YARDVILLE NATL BANCO COM 98502110 3,694 106,621 SH DEFINED 1,2 106,621 YOUBET COM INC COM 98741310 73 15,473 SH DEFINED 1 15,473 YOUNG BROADCASTING I CL A 98743410 49 18,745 SH DEFINED 1 18,745 YOUNG INNOVATIONS IN COM 98752010 2,531 74,261 SH DEFINED 1,2 74,261 YUM BRANDS INC COM 98849810 511,066 10,901,583 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,901,583 ZALE CORP NEW COM 98885810 28,340 1,126,836 SH DEFINED 1,2,5,6 1,126,836 ZAPATA CORP COM PAR $ 98907060 114 19,760 SH DEFINED 1 19,760 ZEBRA TECHNOLOGIES C CL A 98920710 54,399 1,269,523 SH DEFINED 1,2,5,12,13 1,269,523 ZENITH NATL INS CORP COM 98939010 17,137 371,567 SH DEFINED 1,2 371,567 ZHONE TECHNOLOGIES I COM 98950P10 2,647 1,248,513 SH DEFINED 1,2 1,248,513 ZILA INC COM PAR $0 98951320 188 48,800 SH DEFINED 1,5 48,800 ZIMMER HLDGS INC COM 98956P10 455,221 6,750,011 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,750,011 ZIONS BANCORPORATION COM 98970110 213,429 2,824,633 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,824,633 ZIPREALTY INC COM 98974V10 376 44,684 SH DEFINED 1 44,684 ZIX CORP COM 98974P10 71 37,065 SH DEFINED 1 37,065 ZOLL MED CORP COM 98992210 5,692 225,958 SH DEFINED 1,2 225,958 ZOLTEK COS INC COM 98975W10 939 106,972 SH DEFINED 1 106,972 ZOMAX INC MINN COM 98992910 35 17,011 SH DEFINED 1 17,011 ZORAN CORP COM 98975F10 9,133 563,405 SH DEFINED 1,2,5 563,405 ZUMIEZ INC COM 98981710 1,019 23,582 SH DEFINED 1,2 23,582 ZYGO CORP COM 98985510 304 20,699 SH DEFINED 1 20,699 ZYMOGENETICS INC COM 98985T10 6,418 377,300 SH DEFINED 1,2 377,300 TOTAL MARKET VALUE 457,081,509