UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for Calendar Year or Quarter Ended: March 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 the reporting manager: Name: PAMELA D. GORMLEY Title EXECUTIVE VICE PRESIDENT AND CORPORATE CONTROLLER Telephone: 617-664-7902 Signature, Place, and Date of Signing: Boston, Massachusetts May 3, 2005 ----------------------------- --------------------- ----------- [Signature] [City, State] [Date] Report Type (Check only one): [ ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report and all holdings are reported by other reporting manager(s).) [X] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) FORM 13F SUMMARY PAGE List of Other Managers Reporting for this Manager: (if there are no entries in this list, omit this section.) Form 13F File Number Name 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 LP 28-04557 Wellington Management Company LLP REPORT SUMMARY: Number of Other Included Managers: 13 Form 13F Information Table Entry Total: 3,817 Form 13F Information Table Value Total: 458,793,352 (thousands) List of Other Included Managers: Provide a numbered list of the names(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] FORM 13F FILE NO. NUMBER NAME -------- ----------- ------------------------------------------------------------------------------- 1 28-00733 State Street Bank and Trust Co 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 MARCH 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 3,509 463,502 SH DEFINED 1,2 463,502 1-800 CONTACTS INC COM 68197710 3,005 143,971 SH DEFINED 1,2 143,971 1ST SOURCE CORP COM 33690110 5,266 246,866 SH DEFINED 1,2 246,866 21ST CENTY INS GROUP COM 90130N10 6,646 476,412 SH DEFINED 1,2,5 476,412 24/7 REAL MEDIA INC COM NEW 90131420 851 261,722 SH DEFINED 1 261,722 3COM CORP COM 88553510 19,282 5,416,161 SH DEFINED 1,2,5,6,7,13 5,416,161 3M CO COM 88579Y10 5,369,520 62,662,155 SH DEFINED 1,2,5,6,7,8,10,12,13,14 62,662,155 4 KIDS ENTMT INC COM 35086510 4,962 224,437 SH DEFINED 1,2,6 224,437 7-ELEVEN INC COM NEW 81782620 12,255 510,209 SH DEFINED 1,2,5 510,209 8X8 INC NEW COM 28291410 31 18,800 SH DEFINED 1 18,800 99 CENTS ONLY STORES COM 65440K10 21,637 1,642,919 SH DEFINED 1,2,5,13 1,642,919 A C MOORE ARTS & CRA COM 00086T10 5,063 189,926 SH DEFINED 1,2,5 189,926 A D C TELECOMMUNICAT COM 00088610 43,951 22,086,067 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,086,067 A S V INC COM 00196310 6,022 151,891 SH DEFINED 1,2 151,891 AAIPHARMA INC COM 00252W10 25 34,628 SH DEFINED 1,5 34,628 AAMES INVT CORP MD COM 00253G10 4,120 502,402 SH DEFINED 1,2 502,402 AAON INC COM PAR $0 00036020 2,267 137,738 SH DEFINED 1,2 137,738 AAR CORP COM 00036110 8,064 592,906 SH DEFINED 1,2,5,6 592,906 AARON RENTS INC COM 00253520 13,773 688,644 SH DEFINED 1,2,6 688,644 AASTROM BIOSCIENCES COM 00253U10 49 23,700 SH DEFINED 1 23,700 ABAXIS INC COM 00256710 2,239 253,010 SH DEFINED 1,2 253,010 ABB LTD SPONSORED 00037520 251 40,559 SH DEFINED 1 40,559 ABBOTT LABS COM 00282410 2,219,958 47,618,143 SH DEFINED 1,2,5,6,7,8,10,12,13,14 47,618,143 ABC BANCORP COM 00040010 3,485 206,347 SH DEFINED 1,2 206,347 ABERCROMBIE & FITCH CL A 00289620 185,647 3,243,317 SH DEFINED 1,2,5,10,13 3,243,317 ABGENIX INC COM 00339B10 9,003 1,286,087 SH DEFINED 1,2,5 1,286,087 ABIOMED INC COM 00365410 2,202 208,125 SH DEFINED 1,2 208,125 ABLE LABORATORIES IN COM NEW 00371N40 6,016 256,453 SH DEFINED 1,2 256,453 ABM INDS INC COM 00095710 13,317 692,519 SH DEFINED 1,2,5,6 692,519 ABN AMRO HLDG NV SPONSORED 00093710 2,061 83,065 SH DEFINED 1 83,065 ACACIA RESH CORP ACACIA TCH 00388130 100 17,683 SH DEFINED 1,5 17,683 ACADIA RLTY TR COM SH BEN 00423910 12,854 799,395 SH DEFINED 1,2,3,5 799,395 ACCELRYS INC COM 00430U10 2,331 393,021 SH DEFINED 1,2,5 393,021 ACCENTURE LTD BERMUD CL A G1150G11 53,255 2,205,188 SH DEFINED 1,2,5,7,8,10,12,13,14 2,205,188 ACCREDITED HOME LEND COM 00437P10 8,721 240,717 SH DEFINED 1,2,5 240,717 ACCREDO HEALTH INC COM 00437V10 22,157 498,927 SH DEFINED 1,2,5,6 498,927 ACE CASH EXPRESS INC COM 00440310 2,840 124,846 SH DEFINED 1,2 124,846 ACE LTD ORD G0070K10 336,308 8,148,966 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,148,966 ACETO CORP COM 00444610 2,413 325,173 SH DEFINED 1,2 325,173 ACME COMMUNICATION I COM 00463110 230 43,678 SH DEFINED 1,2 43,678 ACTEL CORP COM 00493410 6,283 408,530 SH DEFINED 1,2,6 408,530 ACTION PERFORMANCE C COM 00493310 3,703 279,884 SH DEFINED 1,2,6 279,884 ACTIVCARD CORP COM 00506J10 5,762 907,416 SH DEFINED 1,2 907,416 ACTIVE POWER INC COM 00504W10 33 10,254 SH DEFINED 1 10,254 ACTIVISION INC NEW COM NEW 00493020 37,215 2,514,532 SH DEFINED 1,2,5,13 2,514,532 ACTUANT CORP CL A NEW 00508X20 17,701 394,048 SH DEFINED 1,2 394,048 ACTUATE CORP COM 00508B10 1,660 691,543 SH DEFINED 1,2,5 691,543 ACUITY BRANDS INC COM 00508Y10 20,312 752,304 SH DEFINED 1,2,5,6 752,304 ACXIOM CORP COM 00512510 32,745 1,564,499 SH DEFINED 1,2,5,10,12,13 1,564,499 ADAPTEC INC COM 00651F10 8,442 1,762,477 SH DEFINED 1,2,5,6 1,762,477 ADE CORP MASS COM 00089C10 2,797 125,992 SH DEFINED 1,2 125,992 ADECCO SA SPONSORED 00675410 257 18,692 SH DEFINED 1 18,692 ADESA INC COM 00686U10 40,932 1,752,215 SH DEFINED 1,2,5,12,13 1,752,215 ADMINISTAFF INC COM 00709410 7,143 489,255 SH DEFINED 1,2,5,6 489,255 ADOBE SYS INC COM 00724F10 520,050 7,742,292 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,742,292 ADOLOR CORP COM 00724X10 5,599 564,394 SH DEFINED 1,2,5 564,394 ADTRAN INC COM 00738A10 14,537 824,066 SH DEFINED 1,2,5,13 824,066 ADVANCE AMER CASH AD COM 00739W10 752 48,600 SH DEFINED 1,2 48,600 ADVANCE AUTO PARTS I COM 00751Y10 49,605 983,249 SH DEFINED 1,2,5,12,13 983,249 ADVANCED DIGITAL INF COM 00752510 8,046 988,404 SH DEFINED 1,2,5 988,404 ADVANCED ENERGY INDS COM 00797310 3,038 314,130 SH DEFINED 1,2,6 314,130 ADVANCED MARKETING S COM 00753T10 1,504 250,680 SH DEFINED 1,2,6 250,680 ADVANCED MEDICAL OPT COM 00763M10 24,014 663,176 SH DEFINED 1,2,5,6 663,176 ADVANCED MICRO DEVIC COM 00790310 174,809 10,844,245 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,844,245 ADVANCED NEUROMODULA COM 00757T10 7,866 293,397 SH DEFINED 1,2 293,397 ADVANCED SEMICONDUCT SPONSORED 00756M40 140 39,140 SH DEFINED 1 39,140 ADVANCIS PHARMACEUTI COM 00764L10 339 91,614 SH DEFINED 1,2 91,614 ADVANTA CORP CL A 00794210 382 18,366 SH DEFINED 1 18,366 ADVANTA CORP CL B 00794220 6,349 276,032 SH DEFINED 1,2 276,032 ADVENT SOFTWARE INC COM 00797410 9,442 519,375 SH DEFINED 1,2,5,13 519,375 ADVISORY BRD CO COM 00762W10 11,025 252,277 SH DEFINED 1,2 252,277 ADVO INC COM 00758510 21,134 564,333 SH DEFINED 1,2,5,6 564,333 AEGON N V ORD AMER R 00792410 986 73,258 SH DEFINED 1,2 73,258 AEROFLEX INC COM 00776810 9,596 1,028,471 SH DEFINED 1,2,5,6 1,028,471 AEROPOSTALE COM 00786510 45,120 1,377,723 SH DEFINED 1,2,5,13 1,377,723 AES CORP COM 00130H10 362,636 22,138,938 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,138,938 AETHER SYS INC COM 00808V10 67 19,911 SH DEFINED 1 19,911 AETNA INC NEW COM 00817Y10 1,342,349 17,909,933 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,909,933 AFC ENTERPRISES INC COM 00104Q10 581 22,790 SH DEFINED 1 22,790 AFFILIATED COMPUTER CL A 00819010 165,148 3,101,961 SH DEFINED 1,2,5,6,10,12,13 3,101,961 AFFILIATED MANAGERS COM 00825210 37,114 598,324 SH DEFINED 1,2,5 598,324 AFFIRMATIVE INS HLDG COM 00827210 1,134 76,860 SH DEFINED 1,2 76,860 AFFORDABLE RESIDENTI COM 00827310 8,419 665,572 SH DEFINED 1,2,3 665,572 AFFYMETRIX INC COM 00826T10 26,735 624,492 SH DEFINED 1,2,5,12 624,492 AFLAC INC COM 00105510 646,598 17,353,678 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,353,678 AFTERMARKET TECHNOLO COM 00831810 5,030 304,860 SH DEFINED 1,2,5 304,860 AGCO CORP COM 00108410 23,618 1,294,144 SH DEFINED 1,2,5,13 1,294,144 AGERE SYS INC CL A 00845V10 3,542 2,477,003 SH DEFINED 1,5,7 2,477,003 AGERE SYS INC CL B 00845V20 25,331 17,838,608 SH DEFINED 1,2,5,7,8,10,12,13,14 17,838,608 AGILE SOFTWARE CORP COM 00846X10 6,416 881,337 SH DEFINED 1,2 881,337 AGILENT TECHNOLOGIES COM 00846U10 308,030 13,875,212 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,875,212 AGILYSYS INC COM 00847J10 13,242 673,573 SH DEFINED 1,2,6 673,573 AGL RES INC COM 00120410 35,711 1,022,359 SH DEFINED 1,2,5,6,13 1,022,359 AGRIUM INC COM 00891610 3,016 165,284 SH DEFINED 1 165,284 AIR METHODS CORP COM PAR $. 00912830 112 14,100 SH DEFINED 1 14,100 AIR PRODS & CHEMS IN COM 00915810 878,754 13,884,570 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,884,570 AIRGAS INC COM 00936310 33,090 1,385,108 SH DEFINED 1,2,5,13 1,385,108 AIRSPAN NETWORKS INC COM 00950H10 1,560 305,283 SH DEFINED 1,2 305,283 AIRTRAN HLDGS INC COM 00949P10 14,703 1,624,669 SH DEFINED 1,2,13 1,624,669 AIXTRON AKTIENGESELL SPONSORED 00960610 94 22,540 SH DEFINED 1,5 22,540 AK STL HLDG CORP COM 00154710 29,920 2,705,276 SH DEFINED 1,2,5 2,705,276 AKAMAI TECHNOLOGIES COM 00971T10 13,112 1,030,023 SH DEFINED 1,2,5 1,030,023 AKSYS LTD COM 01019610 735 231,951 SH DEFINED 1,2 231,951 AKTIEBOLAGETT ELECTR SPONSORED 01019820 394 8,464 SH DEFINED 1 8,464 AKZO NOBEL NV SPONSORED 01019930 624 13,563 SH DEFINED 1 13,563 ALABAMA NATL BANCORP COM 01031710 11,439 184,823 SH DEFINED 1,2 184,823 ALAMO GROUP INC COM 01131110 201 8,144 SH DEFINED 1 8,144 ALAMOSA HLDGS INC COM 01158910 18,335 1,571,114 SH DEFINED 1,2,5 1,571,114 ALASKA AIR GROUP INC COM 01165910 25,941 881,134 SH DEFINED 1,2,6,13 881,134 ALASKA COMMUNICATION COM 01167P10 1,307 130,011 SH DEFINED 1,2 130,011 ALBANY INTL CORP CL A 01234810 13,706 443,861 SH DEFINED 1,2,6 443,861 ALBANY MOLECULAR RES COM 01242310 3,882 377,581 SH DEFINED 1,2,5 377,581 ALBEMARLE CORP COM 01265310 27,361 752,491 SH DEFINED 1,2,5,13 752,491 ALBERTO CULVER CO COM 01306810 117,106 2,446,844 SH DEFINED 1,2,5,6,10,12,13 2,446,844 ALBERTSONS INC COM 01310410 208,009 10,073,084 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,073,084 ALCAN INC COM 01371610 3,403 89,729 SH DEFINED 1 89,729 ALCATEL SPONSORED 01390430 581 48,096 SH DEFINED 1 48,096 ALCOA INC COM 01381710 953,063 31,361,081 SH DEFINED 1,2,5,6,7,8,10,12,13,14 31,361,081 ALCON INC COM SHS H0130110 9,162 102,608 SH DEFINED 1,2,5,12 102,608 ALDERWOODS GROUP INC COM 01438310 10,465 841,220 SH DEFINED 1,2,5 841,220 ALDILA INC COM NEW 01438420 247 14,600 SH DEFINED 2 14,600 ALERIS INTL INC COM 01447710 8,628 345,823 SH DEFINED 1,2 345,823 ALEXANDER & BALDWIN COM 01448210 32,509 789,043 SH DEFINED 1,2,5,13 789,043 ALEXANDERS INC COM 01475210 11,705 48,467 SH DEFINED 1,2,5 48,467 ALEXANDRIA REAL ESTA COM 01527110 28,925 449,284 SH DEFINED 1,2,3,5 449,284 ALEXION PHARMACEUTIC COM 01535110 8,642 398,872 SH DEFINED 1,2,5 398,872 ALFA CORP COM 01538510 7,725 534,574 SH DEFINED 1,2 534,574 ALFACELL CORP COM 01540410 34 17,093 SH DEFINED 1 17,093 ALICO INC COM 01623010 2,536 48,116 SH DEFINED 1,2 48,116 ALIGN TECHNOLOGY INC COM 01625510 4,438 711,235 SH DEFINED 1,2 711,235 ALKERMES INC COM 01642T10 26,804 2,582,254 SH DEFINED 1,2,5 2,582,254 ALLEGHANY CORP DEL COM 01717510 14,051 50,724 SH DEFINED 1,2,5 50,724 ALLEGHENY ENERGY INC COM 01736110 94,254 4,562,125 SH DEFINED 1,2,5,6,10,13 4,562,125 ALLEGHENY TECHNOLOGI COM 01741R10 76,457 3,171,156 SH DEFINED 1,2,5,6,10,13 3,171,156 ALLERGAN INC COM 01849010 240,068 3,455,709 SH DEFINED 1,2,5,6,10,12,13 3,455,709 ALLETE INC COM NEW 01852230 13,821 330,240 SH DEFINED 1,2,5 330,240 ALLIANCE CAP MGMT HL UNIT LTD P 01855A10 5,298 112,363 SH DEFINED 1,5 112,363 ALLIANCE DATA SYSTEM COM 01858110 42,557 1,053,399 SH DEFINED 1,2,5,13 1,053,399 ALLIANCE GAMING CORP COM NEW 01859P60 7,292 760,378 SH DEFINED 1,2,5 760,378 ALLIANCE IMAGING INC COM NEW 01860620 3,978 416,559 SH DEFINED 1,2 416,559 ALLIANCE RES PARTNER UT LTD PAR 01877R10 835 12,990 SH DEFINED 1,5 12,990 ALLIANCE SEMICONDUCT COM 01877H10 930 373,467 SH DEFINED 1,2,5,6 373,467 ALLIANT ENERGY CORP COM 01880210 42,179 1,575,025 SH DEFINED 1,2,5,13 1,575,025 ALLIANT TECHSYSTEMS COM 01880410 63,928 894,717 SH DEFINED 1,2,5,7,10,13 894,717 ALLIANZ AKTIENGESELL SP ADR 1/1 01880510 972 76,454 SH DEFINED 1 76,454 ALLIED CAP CORP NEW COM 01903Q10 40,810 1,563,609 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,563,609 ALLIED DEFENSE GROUP COM 01911810 215 8,794 SH DEFINED 1,5 8,794 ALLIED DOMECQ PLC SPON ADR N 01912120 507 12,469 SH DEFINED 1 12,469 ALLIED HEALTHCARE IN COM 01923A10 129 20,700 SH DEFINED 1 20,700 ALLIED IRISH BKS P L SPON ADR O 01922840 14,458 346,623 SH DEFINED 1,2 346,623 ALLIED WASTE INDS IN COM PAR$.0 01958930 49,943 6,832,099 SH DEFINED 1,2,5,6,10,13 6,832,099 ALLMERICA FINL CORP COM 01975410 27,717 770,977 SH DEFINED 1,2,5,10,13 770,977 ALLOS THERAPEUTICS I COM 01977710 363 176,271 SH DEFINED 1,2 176,271 ALLOY INC COM 01985510 2,833 481,767 SH DEFINED 1,2 481,767 ALLSCRIPTS HEALTHCAR COM 01988P10 6,946 485,764 SH DEFINED 1,2 485,764 ALLSTATE CORP COM 02000210 1,217,773 22,526,327 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,526,327 ALLTEL CORP COM 02003910 428,589 7,813,839 SH DEFINED 1,2,5,6,7,10,13 7,813,839 ALNYLAM PHARMACEUTIC COM 02043Q10 84 11,500 SH DEFINED 2 11,500 ALPHA NATURAL RESOUR COM 02076X10 975 34,000 SH DEFINED 1,2 34,000 ALPHARMA INC CL A 02081310 17,638 1,431,639 SH DEFINED 1,2,5,6 1,431,639 ALTAIR NANOTECHNOLOG COM 02137310 98 27,400 SH DEFINED 1 27,400 ALTERA CORP COM 02144110 233,314 11,795,445 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,795,445 ALTIRIS INC COM 02148M10 7,918 331,975 SH DEFINED 1,2,6 331,975 ALTRIA GROUP INC COM 02209S10 5,461,590 83,523,314 SH DEFINED 1,2,5,6,7,8,10,12,13,14 83,523,314 ALUMINA LTD SPONSORED 02220510 225 12,229 SH DEFINED 1 12,229 AMAZON COM INC COM 02313510 130,891 3,819,408 SH DEFINED 1,2,5,7,8,10,12,13,14 3,819,408 AMB PROPERTY CORP COM 00163T10 68,711 1,817,743 SH DEFINED 1,2,3,5,7,13 1,817,743 AMBAC FINL GROUP INC COM 02313910 267,933 3,584,391 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,584,391 AMBASSADORS GROUP IN COM 02317710 3,961 118,525 SH DEFINED 1,2 118,525 AMCOL INTL CORP COM 02341W10 6,472 344,986 SH DEFINED 1,2 344,986 AMCORE FINL INC COM 02391210 11,131 394,031 SH DEFINED 1,2,5 394,031 AMDOCS LTD ORD G0260210 6,770 238,363 SH DEFINED 1,5,12 238,363 AMEDISYS INC COM 02343610 6,579 217,486 SH DEFINED 1,2,6 217,486 AMERADA HESS CORP COM 02355110 301,458 3,133,330 SH DEFINED 1,2,5,6,7,10,12,13,14 3,133,330 AMERCO COM 02358610 6,458 139,477 SH DEFINED 1,2 139,477 AMEREN CORP COM 02360810 305,101 6,225,284 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,225,284 AMERICA MOVIL S A DE SPON ADR L 02364W10 20,429 395,912 SH DEFINED 1,2 395,912 AMERICA SVC GROUP IN COM 02364L10 3,206 144,881 SH DEFINED 1,2 144,881 AMERICA WEST HLDG CO CL B 02365720 2,819 519,101 SH DEFINED 1,2 519,101 AMERICAN AXLE & MFG COM 02406110 40,838 1,666,853 SH DEFINED 1,2,5,10,12,14 1,666,853 AMERICAN CAMPUS CMNT COM 02483510 3,488 166,074 SH DEFINED 1,2 166,074 AMERICAN CAPITAL STR COM 02493710 25,163 801,100 SH DEFINED 1,2,5 801,100 AMERICAN EAGLE OUTFI COM 02553E10 95,802 3,242,045 SH DEFINED 1,2,5,12,13 3,242,045 AMERICAN ECOLOGY COR COM NEW 02553340 236 19,900 SH DEFINED 1 19,900 AMERICAN ELEC PWR IN COM 02553710 432,307 12,692,512 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,692,512 AMERICAN EQTY INVT L COM 02567620 3,578 279,738 SH DEFINED 1,2 279,738 AMERICAN EXPRESS CO COM 02581610 2,194,697 42,723,315 SH DEFINED 1,2,5,6,7,8,10,12,13,14 42,723,315 AMERICAN FINL GROUP COM 02593210 43,839 1,423,329 SH DEFINED 1,2,5,10,12,13,14 1,423,329 AMERICAN FINL RLTY T COM 02607P30 25,510 1,743,673 SH DEFINED 1,2,5 1,743,673 AMERICAN GREETINGS C CL A 02637510 51,592 2,024,806 SH DEFINED 1,2,5,6,13 2,024,806 AMERICAN HEALTHWAYS COM 02649V10 16,726 506,555 SH DEFINED 1,2,5,6 506,555 AMERICAN HOME MTG IN COM 02660R10 24,053 839,846 SH DEFINED 1,2,5 839,846 AMERICAN INTL GROUP COM 02687410 4,610,100 83,199,785 SH DEFINED 1,2,5,6,7,8,10,12,13,14 83,199,785 AMERICAN ITALIAN PAS CL A 02707010 12,616 460,437 SH DEFINED 1,2,5,6 460,437 AMERICAN LD LEASE IN COM 02711810 345 14,900 SH DEFINED 1 14,900 AMERICAN MED SYS HLD COM 02744M10 15,203 884,922 SH DEFINED 1,2,6 884,922 AMERICAN NATL INS CO COM 02859110 10,309 97,349 SH DEFINED 1,2,5 97,349 AMERICAN PAC CORP COM 02874010 86 11,800 SH DEFINED 1 11,800 AMERICAN PHARMACEUTI COM 02886P10 11,239 217,216 SH DEFINED 1,2,5 217,216 AMERICAN PHYSICIANS COM 02888210 183 14,000 SH DEFINED 1 14,000 AMERICAN PHYSICIANS COM 02888410 7,181 209,556 SH DEFINED 1,2 209,556 AMERICAN PWR CONVERS COM 02906610 141,830 5,423,695 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,423,695 AMERICAN REAL ESTATE DEPOSITRY 02916910 294 10,625 SH DEFINED 1 10,625 AMERICAN RETIREMENT COM 02891310 220 15,154 SH DEFINED 1 15,154 AMERICAN SCIENCE & E COM 02942910 308 6,900 SH DEFINED 1 6,900 AMERICAN SOFTWARE IN CL A 02968310 69 10,600 SH DEFINED 1 10,600 AMERICAN STD COS INC COM 02971210 266,342 5,730,247 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,730,247 AMERICAN STS WTR CO COM 02989910 5,977 236,263 SH DEFINED 1,2 236,263 AMERICAN SUPERCONDUC COM 03011110 3,540 354,663 SH DEFINED 1,2,5 354,663 AMERICAN TECHNICNAL COM 03013710 141 17,700 SH DEFINED 1 17,700 AMERICAN TECHNOLOGY COM NEW 03014520 163 20,097 SH DEFINED 1 20,097 AMERICAN TOWER CORP CL A 02991220 63,554 3,486,228 SH DEFINED 1,2,5,10 3,486,228 AMERICAN VANGUARD CO COM 03037110 2,909 64,832 SH 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1,163 57,551 SH DEFINED 1 57,551 ANIXTER INTL INC COM 03529010 18,100 500,700 SH DEFINED 1,2,5,6 500,700 ANNALY MTG MGMT INC COM 03571040 22,929 1,222,213 SH DEFINED 1,2,5 1,222,213 ANNTAYLOR STORES COR COM 03611510 23,898 933,889 SH DEFINED 1,2,5,13 933,889 ANSOFT CORP COM 03638410 4,103 152,091 SH DEFINED 1,2 152,091 ANSWERTHINK INC COM 03691610 2,416 585,082 SH DEFINED 1,2,5 585,082 ANSYS INC COM 03662Q10 27,683 809,202 SH DEFINED 1,2,6 809,202 ANTEON INTL CORP COM 03674E10 16,558 425,326 SH DEFINED 1,2 425,326 ANTHRACITE CAP INC COM 03702310 12,584 1,129,587 SH DEFINED 1,2 1,129,587 ANTIGENICS INC DEL COM 03703210 2,347 350,342 SH DEFINED 1,2 350,342 ANWORTH MORTGAGE ASS COM 03734710 7,470 782,241 SH DEFINED 1,2,5,7 782,241 AO TATNEFT SPON ADR R 03737P30 956 29,850 SH DEFINED 1,2,7 29,850 AON CORP COM 03738910 466,048 20,404,911 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,404,911 APACHE CORP COM 03741110 605,581 9,890,270 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,890,270 APARTMENT INVT & MGM 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FILMS CORP COM 03819710 5,270 227,937 SH DEFINED 1,2,5 227,937 APPLIED INDL TECHNOL COM 03820C10 11,877 436,639 SH DEFINED 1,2,6 436,639 APPLIED MATLS INC COM 03822210 782,602 48,160,116 SH DEFINED 1,2,5,6,7,8,10,12,13,14 48,160,116 APPLIED MICRO CIRCUI COM 03822W10 26,036 7,937,795 SH DEFINED 1,2,5,6,10,13 7,937,795 APPLIED SIGNAL TECHN COM 03823710 3,687 160,997 SH DEFINED 1,2,6 160,997 APRIA HEALTHCARE GRO COM 03793310 30,977 965,009 SH DEFINED 1,2,5,13 965,009 APTARGROUP INC COM 03833610 30,139 579,823 SH DEFINED 1,2,5 579,823 AQUA AMERICA INC COM 03836W10 30,649 1,258,163 SH DEFINED 1,2,5,13 1,258,163 AQUANTIVE INC COM 03839G10 7,881 715,827 SH DEFINED 1,2 715,827 AQUILA INC COM 03840P10 17,514 4,572,736 SH DEFINED 1,2,5,13 4,572,736 ARACRUZ CELULOSE S A SPON ADR P 03849620 2,308 64,477 SH DEFINED 1,2 64,477 ARADIGM CORP COM 03850510 18 14,828 SH DEFINED 1 14,828 ARAMARK CORP CL B 03852110 66,737 2,539,474 SH DEFINED 1,2,5,10 2,539,474 ARBITRON INC COM 03875Q10 24,688 575,486 SH 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22,401 487,829 SH DEFINED 1,2,5,6 487,829 ARIAD PHARMACEUTICAL COM 04033A10 4,155 741,960 SH DEFINED 1,2,5 741,960 ARIBA INC COM NEW 04033V20 7,480 963,940 SH DEFINED 1,2,5 963,940 ARKANSAS BEST CORP D COM 04079010 18,555 491,127 SH DEFINED 1,2,6 491,127 ARM HLDGS PLC SPONSORED 04206810 91 15,204 SH DEFINED 1 15,204 ARMOR HOLDINGS INC COM 04226010 19,249 518,989 SH DEFINED 1,2,5,6 518,989 ARQULE INC COM 04269E10 241 51,486 SH DEFINED 1,6 51,486 ARRAY BIOPHARMA INC COM 04269X10 2,811 400,963 SH DEFINED 1,2,5 400,963 ARRIS GROUP INC COM 04269Q10 16,284 2,356,622 SH DEFINED 1,2 2,356,622 ARROW ELECTRS INC COM 04273510 41,928 1,653,980 SH DEFINED 1,2,5,6,7,13 1,653,980 ARROW FINL CORP COM 04274410 3,631 133,350 SH DEFINED 1,2,5 133,350 ARROW INTL INC COM 04276410 15,630 455,010 SH DEFINED 1,2 455,010 ART TECHNOLOGY GROUP COM 04289L10 15 14,728 SH DEFINED 1 14,728 ARTESYN TECHNOLOGIES COM 04312710 5,827 668,948 SH DEFINED 1,2,5,6 668,948 ARTHROCARE CORP COM 04313610 10,631 373,029 SH 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56,980 1,824,515 SH DEFINED 1,2,5,13 1,824,515 ASSOCIATED ESTATES R COM 04560410 1,953 195,861 SH DEFINED 1,3,5 195,861 ASSURANT INC COM 04621X10 30,042 891,443 SH DEFINED 1,2,5 891,443 ASSURED GUARANTY LTD COM G0585R10 1,772 98,746 SH DEFINED 1 98,746 ASTA FDG INC COM 04622010 2,606 123,097 SH DEFINED 1,2 123,097 ASTEC INDS INC COM 04622410 5,422 245,886 SH DEFINED 1,2,5,6 245,886 ASTORIA FINL CORP COM 04626510 46,112 1,822,628 SH DEFINED 1,2,5,7,13 1,822,628 ASTRAZENECA PLC SPONSORED 04635310 7,527 190,417 SH DEFINED 1,2 190,417 ASTRO-MED INC NEW COM 04638F10 106 11,770 SH DEFINED 1 11,770 ASYST TECHNOLOGY COR COM 04648X10 3,451 720,362 SH DEFINED 1,2,5 720,362 AT ROAD INC COM 04648K10 2,830 690,308 SH DEFINED 1,2 690,308 AT&T CORP COM NEW 00195750 746,860 39,832,539 SH DEFINED 1,2,5,6,7,8,10,12,13,14 39,832,539 ATARI INC COM 04651M10 876 277,057 SH DEFINED 1,2 277,057 ATHEROGENICS INC COM 04743910 7,175 548,095 SH DEFINED 1,2,5 548,095 ATHEROS COMMUNICATIO COM 04743P10 4,502 438,376 SH DEFINED 1,2 438,376 ATI TECHNOLOGIES INC COM 00194110 464 26,836 SH DEFINED 5,13 26,836 ATLANTIC COAST FED C COM 04842510 522 41,864 SH DEFINED 1 41,864 ATLANTIS PLASTICS IN COM 04915610 261 11,000 SH DEFINED 1 11,000 ATLAS AMER INC COM 04916710 1,786 49,371 SH DEFINED 1,2 49,371 ATMEL CORP COM 04951310 23,869 8,091,230 SH DEFINED 1,2,5,10,13 8,091,230 ATMI INC COM 00207R10 13,117 523,831 SH DEFINED 1,2,5,6 523,831 ATMOS ENERGY CORP COM 04956010 33,658 1,246,601 SH DEFINED 1,2,5 1,246,601 ATP OIL & GAS CORP COM 00208J10 412 19,018 SH DEFINED 1 19,018 ATS MED INC COM 00208310 69 19,029 SH DEFINED 1 19,029 ATWOOD OCEANICS INC COM 05009510 12,766 191,861 SH DEFINED 1,2 191,861 AU OPTRONICS CORP SPONSORED 00225510 10,223 697,364 SH DEFINED 1 697,364 AUDIOVOX CORP CL A 05075710 3,631 284,983 SH DEFINED 1,2,5,6 284,983 AUGUST TECHNOLOGY CO COM 05106U10 2,720 232,090 SH DEFINED 1,2 232,090 AUSTRALIA&NEW ZEALAN SPONSORED 05252830 1,049 13,159 SH DEFINED 1 13,159 AUTHENTIDATE HLDG CO COM 05266610 1,652 414,153 SH DEFINED 1,2 414,153 AUTOBYTEL INC COM 05275N10 2,947 584,815 SH DEFINED 1,2 584,815 AUTODESK INC COM 05276910 217,340 7,303,088 SH DEFINED 1,2,5,6,10,12,13 7,303,088 AUTOLIV INC COM 05280010 46,066 966,763 SH DEFINED 1,2,5 966,763 AUTOMATIC DATA PROCE COM 05301510 931,734 20,728,223 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,728,223 AUTONATION INC COM 05329W10 110,928 5,856,833 SH DEFINED 1,2,5,6,7,10,13 5,856,833 AUTOZONE INC COM 05333210 261,361 3,049,717 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,049,717 AVALONBAY CMNTYS INC COM 05348410 108,650 1,624,316 SH DEFINED 1,2,3,5,7,8,10,12,13,14 1,624,316 AVANEX CORP COM 05348W10 1,446 1,112,449 SH DEFINED 1,2,5 1,112,449 AVANIR PHARMACEUTICA CL A 05348P10 168 76,515 SH DEFINED 1,5 76,515 AVANT IMMUNOTHERAPEU COM 05349110 1,703 1,044,500 SH DEFINED 1,2,5 1,044,500 AVATAR HLDGS INC COM 05349410 3,297 70,374 SH DEFINED 1,2,5 70,374 AVAYA INC COM 05349910 148,380 12,703,777 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,703,777 AVERY DENNISON CORP COM 05361110 181,613 2,932,559 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,932,559 AVI BIOPHARMA INC COM 00234610 27 10,752 SH DEFINED 1 10,752 AVIALL INC NEW COM 05366B10 11,897 424,894 SH DEFINED 1,2 424,894 AVID TECHNOLOGY INC COM 05367P10 20,606 380,746 SH DEFINED 1,2,5,6 380,746 AVIGEN INC COM 05369010 62 22,212 SH DEFINED 1,5 22,212 AVISTA CORP COM 05379B10 13,737 784,953 SH DEFINED 1,2,5 784,953 AVNET INC COM 05380710 32,138 1,744,719 SH DEFINED 1,2,5,13 1,744,719 AVOCENT CORP COM 05389310 16,968 661,282 SH DEFINED 1,2,5,12,13 661,282 AVON PRODS INC COM 05430310 586,835 13,666,398 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,666,398 AVX CORP NEW COM 00244410 8,744 713,834 SH DEFINED 1,2,5 713,834 AWARE INC MASS COM 05453N10 79 18,042 SH DEFINED 1 18,042 AXA SPONSORED 05453610 1,331 49,897 SH DEFINED 1 49,897 AXCELIS TECHNOLOGIES COM 05454010 12,983 1,778,498 SH DEFINED 1,2,5,6 1,778,498 AXIS CAPITAL HOLDING SHS G0692U10 8,657 320,147 SH DEFINED 1,5 320,147 AXONYX INC COM 05461R10 957 777,769 SH DEFINED 1,2 777,769 AZTAR CORP COM 05480210 17,741 621,178 SH DEFINED 1,2,5,6 621,178 B A S F A G SPONSORED 05526250 2,012 28,522 SH DEFINED 1 28,522 BADGER METER INC COM 05652510 222 8,382 SH DEFINED 1 8,382 BAIRNCO CORP COM 05709710 152 13,221 SH DEFINED 1 13,221 BAKER HUGHES INC COM 05722410 521,064 11,711,932 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,711,932 BALCHEM CORP COM 05766520 261 11,218 SH DEFINED 1 11,218 BALDOR ELEC CO COM 05774110 14,050 544,354 SH DEFINED 1,2,5,6 544,354 BALDWIN & LYONS INC CL B 05775520 3,459 133,336 SH DEFINED 1,2 133,336 BALL CORP COM 05849810 190,832 4,600,569 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,600,569 BALLY TOTAL FITNESS COM 05873K10 763 219,250 SH DEFINED 1,2,5,6 219,250 BANC CORP COM 05944B10 276 26,900 SH DEFINED 1,5 26,900 BANCFIRST CORP COM 05945F10 4,410 63,896 SH DEFINED 1,2 63,896 BANCO BILBAO VIZCAYA SPONSORED 05946K10 2,174 133,642 SH DEFINED 1 133,642 BANCO BRADESCO S A SP ADR PFD 05946030 10,185 351,204 SH DEFINED 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BANK OF THE OZARKS I COM 06390410 4,728 148,901 SH DEFINED 1,2 148,901 BANKATLANTIC BANCORP CL A 06590850 20,624 1,185,297 SH DEFINED 1,2,5 1,185,297 BANKRATE INC COM 06646V10 179 13,400 SH DEFINED 1 13,400 BANKUNITED FINL CORP CL A 06652B10 11,194 416,759 SH DEFINED 1,2 416,759 BANNER CORP COM 06652V10 7,794 289,006 SH DEFINED 1,2 289,006 BANTA CORP COM 06682110 25,360 592,516 SH DEFINED 1,2,5,6,13 592,516 BARCLAYS PLC ADR 06738E20 12,178 293,871 SH DEFINED 1,2 293,871 BARD C R INC COM 06738310 266,722 3,917,770 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,917,770 BARNES & NOBLE INC COM 06777410 39,863 1,155,773 SH DEFINED 1,2,5,10,13 1,155,773 BARNES GROUP INC COM 06780610 6,244 229,824 SH DEFINED 1,2,6 229,824 BARNWELL INDS INC COM 06822110 244 4,600 SH DEFINED 1 4,600 BARR PHARMACEUTICALS COM 06830610 78,978 1,617,413 SH DEFINED 1,2,5,10,12,13 1,617,413 BARRETT BILL CORP COM 06846N10 439 15,200 SH DEFINED 1,2 15,200 BARRETT BUSINESS SER COM 06846310 219 9,973 SH DEFINED 1 9,973 BARRICK GOLD CORP COM 06790110 4,174 174,215 SH DEFINED 1,5 174,215 BARRIER THERAPEUTICS COM 06850R10 3,663 236,482 SH DEFINED 1,2 236,482 BASSETT FURNITURE IN COM 07020310 3,523 178,846 SH DEFINED 1,2,5,6 178,846 BAUSCH & LOMB INC COM 07170710 157,124 2,143,573 SH DEFINED 1,2,5,6,7,10,12,13 2,143,573 BAXTER INTL INC COM 07181310 733,464 21,585,165 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,585,165 BAYER A G SPONSORED 07273030 985 29,771 SH DEFINED 1 29,771 BB&T CORP COM 05493710 633,634 16,213,777 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,213,777 BBVA BANCO FRANCES S SPONSORED 07329M10 98 15,601 SH DEFINED 1,7 15,601 BE AEROSPACE INC COM 07330210 10,172 847,698 SH DEFINED 1,2,5 847,698 BEA SYS INC COM 07332510 57,417 7,204,135 SH DEFINED 1,2,5,7,8,10,12,13,14 7,204,135 BEACON ROOFING SUPPL COM 07368510 3,918 179,041 SH DEFINED 1,2 179,041 BEAR STEARNS COS INC COM 07390210 422,109 4,225,317 SH DEFINED 1,2,5,6,7,10,13 4,225,317 BEARINGPOINT INC COM 07400210 12,851 1,465,387 SH DEFINED 1,2,5 1,465,387 BEASLEY BROADCAST GR CL A 07401410 1,278 71,886 SH DEFINED 1,2 71,886 BEAZER HOMES USA INC COM 07556Q10 32,208 645,968 SH DEFINED 1,2,5 645,968 BEBE STORES INC COM 07557110 4,982 146,742 SH DEFINED 1,2 146,742 BECKMAN COULTER INC COM 07581110 59,889 901,259 SH DEFINED 1,2,5,12,13 901,259 BECTON DICKINSON & C COM 07588710 983,869 16,841,304 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,841,304 BED BATH & BEYOND IN COM 07589610 318,787 8,724,322 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,724,322 BEDFORD PPTY INVS IN COM PAR $0 07644630 8,776 402,027 SH DEFINED 1,2,3 402,027 BEI TECHNOLOGIES INC COM 05538P10 6,512 271,692 SH DEFINED 1,2,5,6 271,692 BEL FUSE INC CL B 07734730 4,930 162,694 SH DEFINED 1,2,6 162,694 BELDEN CDT INC COM 07745410 18,609 837,845 SH DEFINED 1,2,5,6 837,845 BELL MICROPRODUCTS I COM 07813710 432 57,715 SH DEFINED 1,5,6 57,715 BELLSOUTH CORP COM 07986010 3,430,955 130,504,174 SH DEFINED 1,2,5,6,7,8,10,12,13,14 130,504,174 BELO CORP COM SER A 08055510 37,257 1,543,380 SH DEFINED 1,2,5,13 1,543,380 BEMIS INC COM 08143710 89,183 2,865,766 SH DEFINED 1,2,5,6,10,12,13 2,865,766 BENCHMARK ELECTRS IN COM 08160H10 21,643 679,951 SH DEFINED 1,2,5,6 679,951 BENTLEY PHARMACEUTIC COM 08265710 1,671 227,092 SH DEFINED 1,2 227,092 BERKLEY W R CORP COM 08442310 103,420 2,085,074 SH DEFINED 1,2,5,10,12,13,14 2,085,074 BERKSHIRE HATHAWAY I CL B 08467020 456,766 159,932 SH DEFINED 1,5 159,932 BERKSHIRE HILLS BANC COM 08468010 3,160 93,633 SH DEFINED 1,2,5 93,633 BERRY PETE CO CL A 08578910 16,988 330,182 SH DEFINED 1,2 330,182 BEST BUY INC COM 08651610 442,581 8,194,423 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,194,423 BEVERLY ENTERPRISES COM NEW 08785130 20,244 1,635,208 SH DEFINED 1,2,5 1,635,208 BEVERLY HILLS BANCOR COM 08786610 1,562 145,689 SH DEFINED 1,2 145,689 BFC FINL CORP CL A 05538420 689 72,901 SH DEFINED 1,2 72,901 BG PLC ADR FIN IN 05543420 17,374 440,964 SH DEFINED 1,2 440,964 BHP BILLITON LTD SPONSORED 08860610 2,119 75,719 SH DEFINED 1 75,719 BIG 5 SPORTING GOODS COM 08915P10 7,548 305,568 SH DEFINED 1,2 305,568 BIG LOTS INC COM 08930210 38,417 3,196,062 SH DEFINED 1,2,5,6,10,13 3,196,062 BIMINI MTG MGMT INC CL A 09031E40 8,245 595,275 SH DEFINED 1,2 595,275 BINDVIEW DEV CORP COM 09032710 52 15,956 SH DEFINED 1 15,956 BIO LOGIC SYS CORP COM 09090910 129 19,050 SH DEFINED 1 19,050 BIO RAD LABS INC CL A 09057220 17,344 356,059 SH DEFINED 1,2,5 356,059 BIOCRYST PHARMACEUTI COM 09058V10 1,014 219,861 SH DEFINED 1 219,861 BIOENVISION INC COM 09059N10 1,836 319,344 SH DEFINED 1,2 319,344 BIOGEN IDEC INC COM 09062X10 331,439 9,604,135 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,604,135 BIOLASE TECHNOLOGY I COM 09091110 3,256 383,042 SH DEFINED 1,2,5,6 383,042 BIOMARIN PHARMACEUTI COM 09061G10 4,917 954,822 SH DEFINED 1,2 954,822 BIOMED REALTY TRUST COM 09063H10 13,025 632,295 SH DEFINED 1,2,3 632,295 BIOMET INC COM 09061310 276,878 7,627,502 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,627,502 BIO-REFERENCE LABS I COM $.01 N 09057G60 1,111 79,785 SH DEFINED 1 79,785 BIOSCRIP INC COM 09069N10 271 44,883 SH DEFINED 1,5 44,883 BIOSITE INC COM 09094510 12,028 231,181 SH DEFINED 1,2,6 231,181 BIOSOURCE INTL INC COM 09066H10 76 10,500 SH DEFINED 1 10,500 BIOVAIL CORP COM 09067J10 1,631 108,179 SH DEFINED 1,13 108,179 BIOVERIS CORP COM 09067610 1,727 327,143 SH DEFINED 1,2,5 327,143 BISYS GROUP INC COM 05547210 38,103 2,430,053 SH DEFINED 1,2,5,13 2,430,053 BJ SVCS CO COM 05548210 274,210 5,285,464 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,285,464 BJS RESTAURANTS INC COM 09180C10 3,226 166,384 SH DEFINED 1,2 166,384 BJS WHOLESALE CLUB I COM 05548J10 55,784 1,796,012 SH DEFINED 1,2,5,10,13 1,796,012 BKF CAP GROUP INC COM 05548G10 3,646 91,117 SH DEFINED 1,2 91,117 BLACK & DECKER CORP COM 09179710 257,930 3,265,347 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,265,347 BLACK BOX CORP DEL COM 09182610 11,648 311,357 SH DEFINED 1,2,5,6 311,357 BLACK HILLS CORP COM 09211310 20,622 623,599 SH DEFINED 1,2,5,13 623,599 BLACKBAUD INC COM 09227Q10 822 65,200 SH DEFINED 1 65,200 BLACKBOARD INC COM 09193550 924 52,980 SH DEFINED 1 52,980 BLACKROCK INC CL A 09247X10 12,347 164,787 SH DEFINED 1,2,5 164,787 BLAIR CORP COM 09282810 3,914 118,722 SH DEFINED 1,2 118,722 BLOCK H & R INC COM 09367110 231,897 4,584,748 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,584,748 BLOCKBUSTER INC CL A 09367910 14,611 1,654,754 SH DEFINED 1,2,5 1,654,754 BLOCKBUSTER INC CL B 09367920 151 18,022 SH DEFINED 1 18,022 BLOUNT INTL INC NEW COM 09518010 1,339 78,881 SH DEFINED 1 78,881 BLUE COAT SYSTEMS IN COM NEW 09534T50 3,512 149,465 SH DEFINED 1,2 149,465 BLUE NILE INC COM 09578R10 1,300 47,020 SH DEFINED 1 47,020 BLUEGREEN CORP COM 09623110 2,994 233,030 SH DEFINED 1,2 233,030 BLYTH INC COM 09643P10 18,724 588,054 SH DEFINED 1,2,5,13 588,054 BMC SOFTWARE INC COM 05592110 144,292 9,619,450 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,619,450 BOB EVANS FARMS INC COM 09676110 15,881 677,214 SH DEFINED 1,2,5,6,13 677,214 BOC GROUP PLC SPONSORED 05561760 452 11,617 SH DEFINED 1 11,617 BOEING CO COM 09702310 5,255,424 89,897,775 SH DEFINED 1,2,5,6,7,8,10,12,13,14 89,897,775 BOK FINL CORP COM NEW 05561Q20 7,057 173,469 SH DEFINED 1,2,5 173,469 BOMBAY CO INC COM 09792410 2,793 526,998 SH DEFINED 1,2 526,998 BONE CARE INTL INC COM 09807210 6,458 248,975 SH DEFINED 1,2 248,975 BON-TON STORES INC COM 09776J10 9,449 522,310 SH DEFINED 1,2 522,310 BORDERS GROUP INC COM 09970910 39,725 1,492,295 SH DEFINED 1,2,5,13 1,492,295 BORG WARNER INC COM 09972410 38,355 787,909 SH DEFINED 1,2,5,12,13 787,909 BORLAND SOFTWARE COR COM 09984910 10,210 1,257,426 SH DEFINED 1,2,5 1,257,426 BOSTON BEER INC CL A 10055710 2,837 129,529 SH DEFINED 1,2 129,529 BOSTON COMMUNICATION COM 10058210 5,431 762,724 SH DEFINED 1,2,6 762,724 BOSTON PRIVATE FINL COM 10111910 9,015 379,585 SH DEFINED 1,2 379,585 BOSTON PROPERTIES IN COM 10112110 130,434 2,165,603 SH DEFINED 1,2,3,5,7,8,10,12,13,14 2,165,603 BOSTON SCIENTIFIC CO COM 10113710 596,623 20,369,514 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,369,514 BOTTOMLINE TECH DEL COM 10138810 352 26,996 SH DEFINED 1,2 26,996 BOWATER INC COM 10218310 29,878 793,143 SH DEFINED 1,2,5,7,13 793,143 BOWNE & CO INC COM 10304310 8,400 558,532 SH DEFINED 1,2,6 558,532 BOYD GAMING CORP COM 10330410 54,033 1,036,101 SH DEFINED 1,2,13 1,036,101 BOYDS COLLECTION LTD COM 10335410 45 19,259 SH DEFINED 1 19,259 BOYKIN LODGING CO COM 10343010 1,427 149,788 SH DEFINED 1,3,5 149,788 BP PLC SPONSORED 05562210 3,351,383 53,708,067 SH DEFINED 1,2 53,708,067 BP PRUDHOE BAY RTY T UNIT BEN I 05563010 1,336 19,137 SH DEFINED 1,5 19,137 BRADLEY PHARMACEUTIC COM 10457610 2,224 232,647 SH DEFINED 1,2,6 232,647 BRADY CORP CL A 10467410 21,925 677,730 SH DEFINED 1,2,5,6 677,730 BRANDYWINE RLTY TR SH BEN INT 10536820 32,554 1,146,273 SH DEFINED 1,2,3,5 1,146,273 BRE PROPERTIES INC CL A 05564E10 30,932 876,267 SH DEFINED 1,2,3,5 876,267 BRIGGS & STRATTON CO COM 10904310 19,223 527,951 SH DEFINED 1,2,5,6,12 527,951 BRIGHAM EXPLORATION COM 10917810 3,201 346,821 SH DEFINED 1,2 346,821 BRIGHT HORIZON FAMIL COM 10919510 12,919 382,910 SH DEFINED 1,2,5 382,910 BRIGHTPOINT INC COM NEW 10947340 10,109 539,713 SH DEFINED 1,2 539,713 BRINKER INTL INC COM 10964110 61,083 1,686,448 SH DEFINED 1,2,5,7,8,10,12,13,14 1,686,448 BRINKS CO COM 10969610 30,334 876,707 SH DEFINED 1,2,5,7,13 876,707 BRISTOL MYERS SQUIBB COM 11012210 1,529,913 60,090,847 SH DEFINED 1,2,5,6,7,8,10,12,13,14 60,090,847 BRISTOL WEST HLDGS I COM 11037M10 3,094 199,591 SH DEFINED 1,2 199,591 BRITESMILE INC COM NEW 11041520 37 10,336 SH DEFINED 1 10,336 BRITISH AMERN TOB PL SPONSORED 11044810 897 25,416 SH DEFINED 1 25,416 BRITISH AWYS PLC ADR 2ND IN 11041930 258 5,145 SH DEFINED 1 5,145 BRITISH SKY BROADCAS SPONSORED 11101310 346 7,849 SH DEFINED 1 7,849 BROADCOM CORP CL A 11132010 240,014 8,021,849 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,021,849 BROADVISION INC COM NEW 11141260 41 24,066 SH DEFINED 1,5 24,066 BROADWING CORP COM 11161E10 2,658 642,104 SH DEFINED 1,2,5 642,104 BROCADE COMMUNICATIO COM 11162110 34,288 5,791,976 SH DEFINED 1,2,5 5,791,976 BROOKFIELD HOMES COR COM 11272310 9,346 221,418 SH DEFINED 1,2,5 221,418 BROOKFIELD PPTYS COR COM 11290010 4,450 115,578 SH DEFINED 1,3,5 115,578 BROOKLINE BANCORP IN COM 11373M10 13,151 882,613 SH DEFINED 1,2,5 882,613 BROOKS AUTOMATION IN COM 11434010 12,273 808,491 SH DEFINED 1,2,5,6 808,491 BROOKSTONE INC COM 11453710 5,119 315,586 SH DEFINED 1,2,5 315,586 BROOKTROUT INC COM 11458010 372 33,089 SH DEFINED 1,2,6 33,089 BROWN & BROWN INC COM 11523610 43,950 953,576 SH DEFINED 1,2,5,13 953,576 BROWN FORMAN CORP CL A 11563710 1,134 20,594 SH DEFINED 1,5 20,594 BROWN FORMAN CORP CL B 11563720 112,685 2,058,182 SH DEFINED 1,2,5,6,7,10,13 2,058,182 BROWN SHOE INC NEW COM 11573610 11,048 322,371 SH DEFINED 1,2,6 322,371 BRUKER BIOSCIENCES C COM 11679410 1,078 306,181 SH DEFINED 1,2,5 306,181 BRUNSWICK CORP COM 11704310 131,774 2,812,678 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,812,678 BRUSH ENGINEERED MAT COM 11742110 5,347 281,000 SH DEFINED 1,2,5 281,000 BRYN MAWR BK CORP COM 11766510 1,903 93,208 SH DEFINED 1,2 93,208 BSQUARE CORP COM 11776U10 10 20,627 SH DEFINED 1 20,627 BT GROUP PLC ADR 05577E10 493 12,665 SH DEFINED 1 12,665 BUCA INC COM 11776910 97 15,455 SH DEFINED 1,5 15,455 BUCKEYE PARTNERS L P UNIT LTD P 11823010 1,590 34,833 SH DEFINED 1,5 34,833 BUCKEYE TECHNOLOGIES COM 11825510 6,108 565,514 SH DEFINED 1,2 565,514 BUCKLE INC COM 11844010 4,014 114,992 SH DEFINED 1,2 114,992 BUCYRUS INTL INC NEW CL A 11875910 9,484 242,812 SH DEFINED 1,2 242,812 BUFFALO WILD WINGS I COM 11984810 2,838 75,028 SH DEFINED 1,2 75,028 BUILD A BEAR WORKSHO COM 12007610 4,129 134,720 SH DEFINED 1,2 134,720 BUILDING MATLS HLDG COM 12011310 10,485 235,735 SH DEFINED 1,2,6 235,735 BUNGE LIMITED COM G1696210 18,388 341,286 SH DEFINED 1,5 341,286 BUNZL PUB LTD CO SPONSORED 12073830 220 4,438 SH DEFINED 1 4,438 BURLINGTON COAT FACT COM 12157910 11,993 417,885 SH DEFINED 1,2,6 417,885 BURLINGTON NORTHN SA COM 12189T10 706,628 13,102,680 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,102,680 BURLINGTON RES INC COM 12201410 791,482 15,807,518 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,807,518 C COR INC COM 12501010 4,284 704,624 SH DEFINED 1,2,5,6 704,624 C D I CORP COM 12507110 4,399 198,761 SH DEFINED 1,2,6 198,761 C D W CORP COM 12512N10 73,877 1,303,409 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,303,409 C H ROBINSON WORLDWI COM 12541W10 71,715 1,391,713 SH DEFINED 1,2,5,13 1,391,713 C&D TECHNOLOGIES INC COM 12466110 4,323 430,108 SH DEFINED 1,2,5,6 430,108 CABELAS INC COM 12680430 2,215 107,370 SH DEFINED 1,2 107,370 CABLE & WIRELESS PUB SPONSORED 12683020 211 28,998 SH DEFINED 1 28,998 CABLEVISION SYS CORP CL A NY CA 12686C10 72,462 2,583,325 SH DEFINED 1,2,5,7,8,10,12,13,14 2,583,325 CABOT CORP COM 12705510 255,180 7,633,274 SH DEFINED 1,2,5,6,7,12,13 7,633,274 CABOT MICROELECTRONI COM 12709P10 27,487 875,929 SH DEFINED 1,2,5,13 875,929 CABOT OIL & GAS CORP COM 12709710 35,828 649,639 SH DEFINED 1,2,5 649,639 CACHE INC COM NEW 12715030 2,953 217,969 SH DEFINED 1,2 217,969 CACI INTL INC CL A 12719030 28,123 509,196 SH DEFINED 1,2,5,6 509,196 CADBURY SCHWEPPES PL ADR 12720930 1,054 25,905 SH DEFINED 1 25,905 CADENCE DESIGN SYSTE COM 12738710 77,134 5,159,480 SH DEFINED 1,2,5,7,8,10,12,13,14 5,159,480 CADMUS COMMUNICATION COM 12758710 246 17,415 SH DEFINED 1,2 17,415 CAE INC COM 12476510 94 19,000 SH DEFINED 7 19,000 CAESARS ENTMT INC COM 12768710 114,372 5,779,267 SH DEFINED 1,2,5,7,8,10,12,13,14 5,779,267 CAL DIVE INTL INC COM 12791410 49,370 1,089,855 SH DEFINED 1,2,5 1,089,855 CAL MAINE FOODS INC COM NEW 12803020 1,525 194,026 SH DEFINED 1,2 194,026 CALAMOS ASSET MGMT I CL A 12811R10 8,732 324,365 SH DEFINED 1,2 324,365 CALAMP CORP COM 12812610 74 12,189 SH DEFINED 1 12,189 CALAVO GROWERS INC COM 12824610 182 17,800 SH DEFINED 1 17,800 CALGON CARBON CORP COM 12960310 4,336 507,743 SH DEFINED 1,2 507,743 CALIFORNIA MICRO DEV COM 13043910 1,472 291,421 SH DEFINED 1,2 291,421 CALIFORNIA PIZZA KIT COM 13054D10 7,336 312,987 SH DEFINED 1,2 312,987 CALIFORNIA WTR SVC G COM 13078810 8,344 250,057 SH DEFINED 1,2 250,057 CALIPER LIFE SCIENCE COM 13087210 152 23,605 SH DEFINED 1 23,605 CALLAWAY GOLF CO COM 13119310 25,550 1,996,104 SH DEFINED 1,2,5,13 1,996,104 CALLON PETE CO DEL COM 13123X10 2,593 166,846 SH DEFINED 1,2 166,846 CALLWAVE INC DEL COM 13126N10 149 25,250 SH DEFINED 1 25,250 CALPINE CORP COM 13134710 48,300 17,249,909 SH DEFINED 1,2,5,6,10,13 17,249,909 CAMBREX CORP COM 13201110 8,763 411,391 SH DEFINED 1,2,5 411,391 CAMDEN NATL CORP COM 13303410 4,443 125,690 SH DEFINED 1,2,5 125,690 CAMDEN PPTY TR SH BEN INT 13313110 45,571 968,978 SH DEFINED 1,2,3,5 968,978 CAMPBELL SOUP CO COM 13442910 259,181 8,931,114 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,931,114 CANADIAN NAT RES LTD COM 13638510 3,080 54,200 SH DEFINED 1,5,7 54,200 CANADIAN NATL RY CO COM 13637510 3,490 55,131 SH DEFINED 1,5,7 55,131 CANCERVAX CORP COM 13738Y10 1,488 225,825 SH DEFINED 1,2 225,825 CANDELA CORP COM 13690710 2,517 282,184 SH DEFINED 1,2 282,184 CANDIES INC COM 13740910 64 13,900 SH DEFINED 1 13,900 CANON INC ADR 13800630 2,231 41,628 SH DEFINED 1 41,628 CANTEL MEDICAL CORP COM 13809810 645 22,274 SH DEFINED 1,2 22,274 CAPITAL AUTOMOTIVE R COM SH BEN 13973310 29,803 899,847 SH DEFINED 1,2,5 899,847 CAPITAL CITY BK GROU COM 13967410 5,594 138,084 SH DEFINED 1,2 138,084 CAPITAL CORP OF THE COM 14006510 3,174 68,284 SH DEFINED 1 68,284 CAPITAL CROSSING BK COM 14007110 1,505 45,738 SH DEFINED 1,2 45,738 CAPITAL LEASE FDG IN COM 14028810 3,559 322,121 SH DEFINED 1,2 322,121 CAPITAL ONE FINL COR COM 14040H10 564,505 7,549,889 SH DEFINED 1,2,5,6,7,10,12,13,14 7,549,889 CAPITAL SOUTHWEST CO COM 14050110 3,691 46,663 SH DEFINED 1,2 46,663 CAPITAL TRUST INC MD CL A NEW 14052H50 5,185 156,260 SH DEFINED 1,2 156,260 CAPITALSOURCE INC COM 14055X10 14,161 615,688 SH DEFINED 1,2,5 615,688 CAPITOL BANCORP LTD COM 14056D10 5,076 167,806 SH DEFINED 1,2 167,806 CAPITOL FED FINL COM 14057C10 7,242 209,055 SH DEFINED 1,2,5 209,055 CAPSTEAD MTG CORP COM NO PAR 14067E50 6,769 791,670 SH DEFINED 1,2,5 791,670 CAPSTONE TURBINE COR COM 14067D10 1,402 904,742 SH DEFINED 1,2,5 904,742 CAPTARIS INC COM 14071N10 1,713 422,866 SH DEFINED 1,2,6 422,866 CAPTIVA SOFTWARE COR COM 14073T10 201 18,560 SH DEFINED 1 18,560 CARACO PHARMACEUTICA COM 14075T10 734 89,709 SH DEFINED 1,2 89,709 CARAUSTAR INDS INC COM 14090910 6,381 494,683 SH DEFINED 1,2 494,683 CARBO CERAMICS INC COM 14078110 20,060 285,953 SH DEFINED 1,2 285,953 CARDIAC SCIENCE INC COM NEW 14141020 1,063 924,272 SH DEFINED 1,2,5 924,272 CARDINAL HEALTH INC COM 14149Y10 781,802 14,010,783 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,010,783 CARDIODYNAMICS INTL COM 14159710 1,596 546,558 SH DEFINED 1,2,5 546,558 CAREER EDUCATION COR COM 14166510 65,104 1,900,280 SH DEFINED 1,2,5,7,8,10,12,13,14 1,900,280 CAREMARK RX INC COM 14170510 568,328 14,286,786 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,286,786 CARLISLE COS INC COM 14233910 28,985 415,431 SH DEFINED 1,2,5,12,13 415,431 CARMAX INC COM 14313010 55,724 1,769,007 SH DEFINED 1,2,5,7,8,10,12,13,14 1,769,007 CARMIKE CINEMAS INC COM 14343640 4,738 127,092 SH DEFINED 1,2 127,092 CARNIVAL CORP PAIRED CTF 14365830 554,003 10,692,983 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,692,983 CARPENTER TECHNOLOGY COM 14428510 29,903 503,333 SH DEFINED 1,2 503,333 CARRAMERICA RLTY COR COM 14441810 45,694 1,448,301 SH DEFINED 1,2,3,5 1,448,301 CARREKER CORP COM 14443310 1,801 321,116 SH DEFINED 1,2,5,6 321,116 CARRIAGE SVCS INC COM 14390510 335 60,200 SH DEFINED 1,2 60,200 CARRIER ACCESS CORP COM 14446010 1,677 281,450 SH DEFINED 1,2 281,450 CARTER INC COM 14622910 5,921 148,945 SH DEFINED 1,2 148,945 CASCADE BANCORP COM 14715410 4,595 236,739 SH DEFINED 1,2 236,739 CASCADE CORP COM 14719510 5,614 160,412 SH DEFINED 1,2 160,412 CASCADE NAT GAS CORP COM 14733910 3,669 183,802 SH DEFINED 1,2,5 183,802 CASELLA WASTE SYS IN CL A 14744810 3,603 272,343 SH DEFINED 1,2 272,343 CASEYS GEN STORES IN COM 14752810 16,879 939,305 SH DEFINED 1,2,5,6 939,305 CASH AMER INTL INC COM 14754D10 10,160 463,311 SH DEFINED 1,2 463,311 CASTLE A M & CO COM 14841110 150 11,938 SH DEFINED 1 11,938 CASTLE ENERGY CORP COM PAR$0. 14844930 159 13,500 SH DEFINED 1 13,500 CASUAL MALE RETAIL G COM 14871110 2,653 408,757 SH DEFINED 1,2 408,757 CATALINA MARKETING C COM 14886710 36,472 1,408,187 SH DEFINED 1,2,5,13 1,408,187 CATALYST SEMICONDUCT COM 14888110 72 16,969 SH DEFINED 1 16,969 CATAPULT COMMUNICATI COM 14901610 2,367 110,848 SH DEFINED 1,2,6 110,848 CATELLUS DEV CORP NE COM 14911310 55,408 2,079,095 SH DEFINED 1,2,3,5 2,079,095 CATERPILLAR INC DEL COM 14912310 1,353,877 14,806,177 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,806,177 CATHAY GENERAL BANCO COM 14915010 20,637 655,154 SH DEFINED 1,2,5 655,154 CATO CORP NEW CL A 14920510 14,920 462,633 SH DEFINED 1,2,6 462,633 CB RICHARD ELLIS GRO CL A 12497T10 18,096 517,190 SH DEFINED 1,2 517,190 CBL & ASSOC PPTYS IN COM 12483010 33,585 469,655 SH DEFINED 1,2,3,5 469,655 CBRL GROUP INC COM 12489V10 39,576 958,267 SH DEFINED 1,2,5,13 958,267 CCA INDS INC COM 12486710 124 10,608 SH DEFINED 1 10,608 CCC INFORMATION SVCS COM 12487Q10 2,917 127,673 SH DEFINED 1,2 127,673 CDN IMPERIAL BK OF C COM 13606910 679 11,205 SH DEFINED 1 11,205 CEC ENTMT INC COM 12513710 33,976 928,307 SH DEFINED 1,2,5,6 928,307 CEDAR FAIR L P DEPOSITRY 15018510 1,960 62,294 SH DEFINED 1,5 62,294 CEDAR SHOPPING CTRS COM NEW 15060220 5,170 363,093 SH DEFINED 1,2,3 363,093 CELANESE CORP DEL COM SER A 15087010 1,292 71,830 SH DEFINED 1,2,5 71,830 CELESTICA INC SUB VTG SH 15101Q10 1,668 123,473 SH DEFINED 1,5,7 123,473 CELGENE CORP COM 15102010 57,995 1,703,240 SH DEFINED 1,2,5,12 1,703,240 CELL GENESYS INC COM 15092110 2,930 646,870 SH DEFINED 1,2,5 646,870 CELL THERAPEUTICS IN COM 15093410 3,043 847,736 SH DEFINED 1,2,5 847,736 CEMEX S A SPON ADR 5 15129088 11,500 317,252 SH DEFINED 1,2 317,252 CENDANT CORP COM 15131310 781,405 38,043,070 SH DEFINED 1,2,5,6,7,8,10,12,13,14 38,043,070 CENTENE CORP DEL COM 15135B10 22,978 766,178 SH DEFINED 1,2,6 766,178 CENTENNIAL COMMUNCTN CL A NEW 15133V20 4,046 372,863 SH DEFINED 1,2 372,863 CENTER BANCORP INC COM 15140810 159 12,882 SH DEFINED 1 12,882 CENTER FINL CORP CAL COM 15146E10 2,308 130,890 SH DEFINED 1,2 130,890 CENTERPOINT ENERGY I COM 15189T10 119,999 9,974,999 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,974,999 CENTERPOINT PPTYS TR COM 15189510 39,438 961,891 SH DEFINED 1,2,3,5 961,891 CENTEX CORP COM 15231210 251,576 4,392,801 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,392,801 CENTILLIUM COMMUNICA COM 15231910 49 19,034 SH DEFINED 1,5 19,034 CENTRAL COAST BANCOR COM 15314510 2,785 166,053 SH DEFINED 1,2 166,053 CENTRAL EUROPEAN DIS COM 15343510 5,773 173,418 SH DEFINED 1,2 173,418 CENTRAL FGHT LINES I COM 15349110 469 131,832 SH DEFINED 1,2 131,832 CENTRAL GARDEN & PET COM 15352710 12,078 275,373 SH DEFINED 1,2 275,373 CENTRAL PAC FINL COR COM 15476010 16,195 481,265 SH DEFINED 1,2 481,265 CENTRAL PKG CORP COM 15478510 6,635 386,231 SH DEFINED 1,2,6 386,231 CENTRAL VT PUB SVC C COM 15577110 7,523 334,642 SH DEFINED 1,2 334,642 CENTURY ALUM CO COM 15643110 18,015 595,343 SH DEFINED 1,2 595,343 CENTURY BANCORP INC CL A NON V 15643210 1,343 46,856 SH DEFINED 1,2 46,856 CENTURY BUSINESS SVC COM 15649010 3,782 922,328 SH DEFINED 1,2 922,328 CENTURYTEL INC COM 15670010 156,509 4,765,804 SH DEFINED 1,2,5,6,10,12,13,14 4,765,804 CENVEO INC COM 15670S10 201 35,720 SH DEFINED 1,5 35,720 CEPHALON INC COM 15670810 51,358 1,096,694 SH DEFINED 1,2,5,13 1,096,694 CEPHEID COM 15670R10 5,857 605,733 SH DEFINED 1,2,5 605,733 CERADYNE INC COM 15671010 9,556 427,199 SH DEFINED 1,2,5,6 427,199 CERES GROUP INC COM 15677210 2,030 373,799 SH DEFINED 1,2 373,799 CERIDIAN CORP NEW COM 15677910 45,234 2,652,992 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,652,992 CERNER CORP COM 15678210 27,002 514,226 SH DEFINED 1,2,5,6 514,226 CERTEGY INC COM 15688010 43,408 1,253,830 SH DEFINED 1,2,5,7,8,10,12,13,14 1,253,830 CERUS CORP COM 15708510 47 15,262 SH DEFINED 1 15,262 CEVA INC COM 15721010 89 11,985 SH DEFINED 1,5 11,985 CFS BANCORP INC COM 12525D10 188 13,694 SH DEFINED 1,5 13,694 CH ENERGY GROUP INC COM 12541M10 11,735 256,780 SH DEFINED 1,2,5 256,780 CHAD THERAPEUTICS IN COM 15722810 102 27,600 SH DEFINED 1 27,600 CHAMPION ENTERPRISES COM 15849610 13,212 1,405,572 SH DEFINED 1,2,5,6 1,405,572 CHAMPS ENTMT INC DEL COM 15878710 93 10,400 SH DEFINED 1 10,400 CHARLES & COLVARD LT COM 15976510 245 19,200 SH DEFINED 1 19,200 CHARLES RIV LABS INT COM 15986410 70,985 1,509,038 SH DEFINED 1,2,5,10,12,13,14 1,509,038 CHARLES RIVER ASSOCI COM 15985210 6,964 141,112 SH DEFINED 1,2 141,112 CHARLOTTE RUSSE HLDG COM 16104810 2,217 171,557 SH DEFINED 1,2 171,557 CHARMING SHOPPES INC COM 16113310 14,739 1,812,899 SH DEFINED 1,2,5 1,812,899 CHARTER COMMUNICATIO CL A 16117M10 6,193 3,870,754 SH DEFINED 1,2,5 3,870,754 CHARTER FINL CORP WE COM 16122M10 1,794 53,753 SH DEFINED 1,2 53,753 CHARTERMAC SH BEN INT 16090810 13,729 638,573 SH DEFINED 1,2,5 638,573 CHATTEM INC COM 16245610 23,022 517,703 SH DEFINED 1,2 517,703 CHECK POINT SOFTWARE ORD M2246510 7,755 356,710 SH DEFINED 1,2,5,12 356,710 CHECKERS DRIVE-IN RE COM NEW 16280930 746 56,500 SH DEFINED 1,2 56,500 CHECKFREE CORP NEW COM 16281310 54,212 1,330,031 SH DEFINED 1,2,5,13 1,330,031 CHECKPOINT SYS INC COM 16282510 15,177 899,087 SH DEFINED 1,2,6 899,087 CHEESECAKE FACTORY I COM 16307210 40,365 1,138,644 SH DEFINED 1,2,5,13 1,138,644 CHEMED CORP NEW COM 16359R10 17,641 230,659 SH DEFINED 1,2,6 230,659 CHEMICAL FINL CORP COM 16373110 12,254 376,974 SH DEFINED 1,2,5 376,974 CHENIERE ENERGY INC COM NEW 16411R20 22,227 344,557 SH DEFINED 1,2 344,557 CHEROKEE INC DEL NEW COM 16444H10 3,530 105,429 SH DEFINED 1,2,5 105,429 CHEROKEE INTL CORP COM 16445010 487 69,724 SH DEFINED 1,2 69,724 CHESAPEAKE CORP COM 16515910 6,093 289,863 SH DEFINED 1,2 289,863 CHESAPEAKE ENERGY CO COM 16516710 61,425 2,799,682 SH DEFINED 1,2,5 2,799,682 CHESAPEAKE UTILS COR COM 16530310 221 8,299 SH DEFINED 1 8,299 CHEVRONTEXACO CORP COM 16676410 4,856,490 83,287,437 SH DEFINED 1,2,5,6,7,8,10,12,13,14 83,287,437 CHICAGO BRIDGE & IRO N Y REGIST 16725010 211 4,782 SH DEFINED 1 4,782 CHICAGO MERCANTILE H CL A 16776010 60,317 310,864 SH DEFINED 1,2,5 310,864 CHICOS FAS INC COM 16861510 90,667 3,208,321 SH DEFINED 1,2,5,7,8,10,12,13,14 3,208,321 CHILDRENS PL RETAIL COM 16890510 14,919 312,430 SH DEFINED 1,2,5,6 312,430 CHINA MOBILE HONG KO SPONSORED 16941M10 2,562 156,150 SH DEFINED 1 156,150 CHINA PETE & CHEM CO SPON ADR H 16941R10 627 15,378 SH DEFINED 1 15,378 CHINADOTCOM CORP CL A G2108N10 45 14,335 SH DEFINED 1,5 14,335 CHIQUITA BRANDS INTL COM 17003280 26,088 974,174 SH DEFINED 1,2 974,174 CHIRON CORP COM 17004010 133,666 3,812,498 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,812,498 CHITTENDEN CORP COM 17022810 18,570 712,325 SH DEFINED 1,2,5 712,325 CHOICE HOTELS INTL I COM 16990510 15,995 258,187 SH DEFINED 1,2,5 258,187 CHOICEPOINT INC COM 17038810 63,586 1,585,287 SH DEFINED 1,2,5,7,8,10,12,13,14 1,585,287 CHOLESTECH CORP COM 17039310 134 13,300 SH DEFINED 1 13,300 CHORDIANT SOFTWARE I COM 17040410 1,677 1,004,078 SH DEFINED 1,2 1,004,078 CHRISTOPHER & BANKS COM 17104610 12,461 708,030 SH DEFINED 1,2,5,6 708,030 CHUBB CORP COM 17123210 502,604 6,340,410 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,340,410 CHUNGHWA TELECOM CO SPONSORED 17133Q20 331 15,600 SH DEFINED 1,4 15,600 CHURCH & DWIGHT INC COM 17134010 30,065 847,623 SH DEFINED 1,2,5,13 847,623 CHURCHILL DOWNS INC COM 17148410 6,918 174,745 SH DEFINED 1,2 174,745 CIBER INC COM 17163B10 7,147 983,074 SH DEFINED 1,2,6 983,074 CIENA CORP COM 17177910 32,631 18,971,560 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,971,560 CIGNA CORP COM 12550910 545,713 6,111,003 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,111,003 CIMAREX ENERGY CO COM 17179810 36,915 946,547 SH DEFINED 1,2,5 946,547 CINCINNATI BELL INC COM 17187110 24,549 5,776,343 SH DEFINED 1,2,5,6,13 5,776,343 CINCINNATI FINL CORP COM 17206210 227,079 5,207,038 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,207,038 CINERGY CORP COM 17247410 245,106 6,049,004 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,049,004 CINTAS CORP COM 17290810 176,935 4,283,105 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,283,105 CIPHERGEN BIOSYSTEMS COM 17252Y10 999 360,681 SH DEFINED 1,2 360,681 CIRCLE GROUP HLDGS I COM 17257010 139 192,902 SH DEFINED 1 192,902 CIRCOR INTL INC COM 17273K10 5,192 210,638 SH DEFINED 1,2 210,638 CIRCUIT CITY STORE I COM 17273710 95,973 5,979,655 SH DEFINED 1,2,5,6,10,13 5,979,655 CIRRUS LOGIC INC COM 17275510 5,717 1,264,779 SH DEFINED 1,2,5 1,264,779 CISCO SYS INC COM 17275R10 3,784,132 211,522,212 SH DEFINED 1,2,5,6,7,8,10,12,13,14 211,522,212 CIT GROUP INC COM 12558110 268,752 7,072,430 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,072,430 CITADEL BROADCASTING COM 17285T10 12,454 907,088 SH DEFINED 1,2,10 907,088 CITIGROUP INC COM 17296710 12,122,111 269,739,905 SH DEFINED 1,2,5,6,7,8,10,12,13,14 269,739,905 CITIZENS BKG CORP MI COM 17442010 19,263 656,112 SH DEFINED 1,2,5 656,112 CITIZENS COMMUNICATI COM 17453B10 124,916 9,653,492 SH DEFINED 1,2,5,6,7,10,13 9,653,492 CITIZENS FIRST BANCO COM 17461R10 3,429 153,489 SH DEFINED 1,2,5 153,489 CITIZENS INC CL A 17474010 2,789 484,961 SH DEFINED 1,2 484,961 CITRIX SYS INC COM 17737610 149,672 6,283,471 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,283,471 CITY BK LYNNWOOD WAS COM 17770A10 4,022 124,372 SH DEFINED 1,2 124,372 CITY HLDG CO COM 17783510 9,234 312,659 SH DEFINED 1,2 312,659 CITY NATL CORP COM 17856610 40,705 582,994 SH DEFINED 1,2,5,7,13 582,994 CKE RESTAURANTS INC COM 12561E10 25,152 1,586,886 SH DEFINED 1,2 1,586,886 CLAIRES STORES INC COM 17958410 28,528 1,238,183 SH DEFINED 1,2,5,6,13 1,238,183 CLARCOR INC COM 17989510 29,198 561,923 SH DEFINED 1,2,5,6 561,923 CLARK INC COM 18145710 4,655 300,718 SH DEFINED 1,2 300,718 CLEAN HARBORS INC COM 18449610 500 27,240 SH DEFINED 1 27,240 CLEAR CHANNEL COMMUN COM 18450210 525,047 15,231,986 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,231,986 CLECO CORP NEW COM 12561W10 25,128 1,179,719 SH DEFINED 1,2,5,6 1,179,719 CLEVELAND CLIFFS INC COM 18589610 29,448 404,113 SH DEFINED 1,2,5 404,113 CLIFTON SVGS BANCORP COM 18712Q10 1,743 155,643 SH DEFINED 1,2 155,643 CLOROX CO DEL COM 18905410 276,156 4,384,124 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,384,124 CLOSURE MED CORP COM 18909310 4,084 152,972 SH DEFINED 1,2 152,972 CMGI INC COM 12575010 12,631 6,161,274 SH DEFINED 1,2,5 6,161,274 CMS ENERGY CORP COM 12589610 93,858 7,197,718 SH DEFINED 1,2,5,6,10,13 7,197,718 CNA FINL CORP COM 12611710 10,728 382,319 SH DEFINED 1,2,5 382,319 CNA SURETY CORP COM 12612L10 3,840 282,319 SH DEFINED 1,2 282,319 CNET NETWORKS INC COM 12613R10 18,517 1,961,495 SH DEFINED 1,2,5 1,961,495 CNF INC COM 12612W10 95,495 2,040,923 SH DEFINED 1,2,5,10,12,13,14 2,040,923 CNS INC COM 12613610 353 19,821 SH DEFINED 1,2 19,821 COACH INC COM 18975410 332,278 5,867,524 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,867,524 COACHMEN INDS INC COM 18987310 3,360 247,072 SH DEFINED 1,2,6 247,072 COASTAL FINL CORP DE COM 19046E10 3,248 215,953 SH DEFINED 1,2,5 215,953 COBIZ INC COM 19089710 3,578 184,600 SH DEFINED 1,2 184,600 COBRA ELECTRS CORP COM 19104210 77 10,200 SH DEFINED 1 10,200 COCA COLA BOTTLING C COM 19109810 4,896 93,599 SH DEFINED 1,2 93,599 COCA COLA CO COM 19121610 3,151,094 75,620,197 SH DEFINED 1,2,5,6,7,8,10,12,13,14 75,620,197 COCA COLA ENTERPRISE COM 19121910 220,415 10,741,463 SH DEFINED 1,2,5,6,7,10,13 10,741,463 COEUR D ALENE MINES COM 19210810 12,877 3,508,843 SH DEFINED 1,2,5 3,508,843 COGENT INC COM 19239Y10 6,611 262,540 SH DEFINED 1,2,5 262,540 COGNEX CORP COM 19242210 16,955 681,452 SH DEFINED 1,2,5,6 681,452 COGNIZANT TECHNOLOGY CL A 19244610 85,171 1,843,527 SH DEFINED 1,2,5,12,13 1,843,527 COGNOS INC COM 19244C10 9,449 226,314 SH DEFINED 1,2 226,314 COHEN & STEERS INC COM 19247A10 984 59,620 SH DEFINED 1 59,620 COHERENT INC COM 19247910 16,077 476,200 SH DEFINED 1,2,5,6 476,200 COHU INC COM 19257610 5,812 364,409 SH DEFINED 1,2,6 364,409 COINSTAR INC COM 19259P30 10,203 481,268 SH DEFINED 1,2,6 481,268 COLDWATER CREEK INC COM 19306810 19,445 1,052,228 SH DEFINED 1,2,5 1,052,228 COLE KENNETH PRODTNS CL A 19329410 3,593 123,304 SH DEFINED 1,2 123,304 COLES MYER LTD SPON ADR N 19387040 360 6,150 SH DEFINED 1 6,150 COLGATE PALMOLIVE CO COM 19416210 729,163 13,976,672 SH DEFINED 1,2,5,6,7,10,12,13 13,976,672 COLLAGENEX PHARMACEU COM 19419B10 1,371 293,600 SH DEFINED 1 293,600 COLLEGIATE FDG SVCS COM 19458M10 1,058 67,895 SH DEFINED 1 67,895 COLLINS & AIKMAN COR COM NEW 19483020 662 537,914 SH DEFINED 1,2,5 537,914 COLONIAL BANCGROUP I COM 19549330 40,603 1,978,725 SH DEFINED 1,2,5,13 1,978,725 COLONIAL PPTYS TR COM SH BEN 19587210 21,284 554,133 SH DEFINED 1,2,3,5 554,133 COLOR KINETICS INC COM 19624P10 1,715 170,110 SH DEFINED 1,2 170,110 COLT TELECOM GROUP P SPONSORED 19687710 55 14,344 SH DEFINED 1 14,344 COLUMBIA BANCORP COM 19722710 2,802 87,933 SH DEFINED 1,2 87,933 COLUMBIA BKG SYS INC COM 19723610 6,955 292,843 SH DEFINED 1,2 292,843 COLUMBIA LABS INC COM 19777910 53 27,813 SH DEFINED 1 27,813 COLUMBIA SPORTSWEAR COM 19851610 7,560 142,017 SH DEFINED 1,2,5 142,017 COLUMBUS MCKINNON CO COM 19933310 248 18,178 SH DEFINED 1,2 18,178 COMARCO INC COM 20008010 108 12,500 SH DEFINED 1 12,500 COMCAST CORP NEW CL A 20030N10 1,998,878 59,173,412 SH DEFINED 1,2,5,6,7,8,10,12,13,14 59,173,412 COMCAST CORP NEW CL A SPL 20030N20 125,261 3,745,848 SH DEFINED 1,2,5,7,8,10,12,13,14 3,745,848 COMERICA INC COM 20034010 295,238 5,360,161 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,360,161 COMFORT SYS USA INC COM 19990810 4,063 524,194 SH DEFINED 1,2 524,194 COMMERCE BANCORP INC COM 20051910 78,492 2,417,371 SH DEFINED 1,2,5,7,8,10,12,13,14 2,417,371 COMMERCE BANCSHARES COM 20052510 34,719 720,311 SH DEFINED 1,2,5,7 720,311 COMMERCE GROUP INC M COM 20064110 29,231 471,613 SH DEFINED 1,2,5 471,613 COMMERCIAL BANKSHARE COM 20160710 246 6,312 SH DEFINED 1 6,312 COMMERCIAL CAP BANCO COM 20162L10 12,621 620,178 SH DEFINED 1,2,5 620,178 COMMERCIAL FEDERAL C COM 20164710 26,552 960,301 SH DEFINED 1,2,5 960,301 COMMERCIAL METALS CO COM 20172310 34,995 1,032,602 SH DEFINED 1,2,5 1,032,602 COMMERCIAL NET LEASE COM 20221810 14,326 776,468 SH DEFINED 1,2,5 776,468 COMMERCIAL VEH GROUP COM 20260810 2,549 127,447 SH DEFINED 1,2 127,447 COMMONWEALTH TEL ENT COM 20334910 27,393 581,104 SH DEFINED 1,2,6 581,104 COMMSCOPE INC COM 20337210 23,430 1,566,206 SH DEFINED 1,2,5,13 1,566,206 COMMUNICATIONS SYS I COM 20390010 234 20,503 SH DEFINED 1,2 20,503 COMMUNITY BK NORTHN COM 20356610 228 11,300 SH DEFINED 1 11,300 COMMUNITY BK SYS INC COM 20360710 11,766 513,557 SH DEFINED 1,2 513,557 COMMUNITY BKS INC MI COM 20362810 3,948 157,991 SH DEFINED 1,2 157,991 COMMUNITY HEALTH SYS COM 20366810 50,130 1,435,972 SH DEFINED 1,2,5,7,13 1,435,972 COMMUNITY TR BANCORP COM 20414910 6,189 214,814 SH DEFINED 1,2 214,814 COMPANHIA BRASILEIRA SPON ADR P 20440T20 20,108 957,985 SH DEFINED 1,2,4,5 957,985 COMPANHIA DE BEBIDAS SPONSORED 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COMMUNICATIO COM 20618610 2,783 275,037 SH DEFINED 1,2,5,6 275,037 CONCUR TECHNOLOGIES COM 20670810 3,162 389,442 SH DEFINED 1,2,5 389,442 CONCURRENT COMPUTER COM 20671020 92 44,809 SH DEFINED 1,5 44,809 CONEXANT SYSTEMS INC COM 20714210 6,554 4,369,103 SH DEFINED 1,2,5 4,369,103 CONMED CORP COM 20741010 16,258 539,784 SH DEFINED 1,2,6 539,784 CONNECTICUT WTR SVC COM 20779710 3,100 124,317 SH DEFINED 1,2,5 124,317 CONNETICS CORP COM 20819210 14,123 558,425 SH DEFINED 1,2,6 558,425 CONNS INC COM 20824210 1,538 81,832 SH DEFINED 1,2 81,832 CONOCOPHILLIPS COM 20825C10 2,142,663 19,868,912 SH DEFINED 1,2,5,6,7,10,12,13 19,868,912 CONSECO INC PFD B CV 5 20846486 3,909 147,500 SH DEFINED 2 147,500 CONSECO INC COM NEW 20846488 32,982 1,615,163 SH DEFINED 1,2,5 1,615,163 CONSOL ENERGY INC COM 20854P10 42,540 904,716 SH DEFINED 1,2,5,12 904,716 CONSOLIDATED EDISON COM 20911510 326,330 7,736,616 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,736,616 CONSOLIDATED GRAPHIC COM 20934110 23,449 445,793 SH 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21835210 106 23,426 SH DEFINED 1,2 23,426 CORE LABORATORIES N COM N2271710 468 18,213 SH DEFINED 1,2,5 18,213 CORGENTECH INC COM 21872P10 293 126,189 SH DEFINED 1,2 126,189 CORILLIAN CORP COM 21872510 1,460 419,669 SH DEFINED 1,2 419,669 CORINTHIAN COLLEGES COM 21886810 26,269 1,671,047 SH DEFINED 1,2,5,10,13 1,671,047 CORIXA CORP COM 21887F10 2,566 835,724 SH DEFINED 1,2 835,724 CORN PRODS INTL INC COM 21902310 47,783 1,838,518 SH DEFINED 1,2,5,6 1,838,518 CORNELL COMPANIES IN COM 21914110 2,337 185,513 SH DEFINED 1,2,5 185,513 CORNERSTONE RLTY INC COM 21922V10 11,814 1,190,914 SH DEFINED 1,2,3,5 1,190,914 CORNING INC COM 21935010 429,966 38,631,262 SH DEFINED 1,2,5,6,7,8,10,12,13,14 38,631,262 CORPORATE EXECUTIVE COM 21988R10 23,936 374,285 SH DEFINED 1,2,5,12 374,285 CORPORATE OFFICE PPT SH BEN INT 22002T10 26,377 996,110 SH DEFINED 1,2,3,5 996,110 CORRECTIONAL PPTYS T COM 22025E10 4,032 159,684 SH DEFINED 1,2 159,684 CORRECTIONS CORP AME COM NEW 22025Y40 20,964 543,115 SH DEFINED 1,2,5 543,115 CORUS BANKSHARES INC COM 22087310 17,158 359,781 SH DEFINED 1,2 359,781 CORUS GROUP PLC SPONSORED 22087M10 148 14,436 SH DEFINED 1 14,436 CORVEL CORP COM 22100610 2,116 99,265 SH DEFINED 1,2 99,265 COSI INC COM 22122P10 1,910 280,851 SH DEFINED 1,2 280,851 COST PLUS INC CALIF COM 22148510 10,733 399,283 SH DEFINED 1,2,5,6 399,283 COSTAR GROUP INC COM 22160N10 8,680 235,542 SH DEFINED 1,2 235,542 COSTCO WHSL CORP NEW COM 22160K10 600,085 13,582,738 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,582,738 COTT CORP QUE COM 22163N10 8,378 345,788 SH DEFINED 1,2 345,788 COUNTRYWIDE FINANCIA COM 22237210 648,846 19,989,103 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,989,103 COURIER CORP COM 22266010 4,846 92,415 SH DEFINED 1,2 92,415 COUSINS PPTYS INC COM 22279510 28,204 1,090,213 SH DEFINED 1,2,3,5 1,090,213 COVANCE INC COM 22281610 40,926 859,616 SH DEFINED 1,2,5,12,13 859,616 COVANSYS CORP COM 22281W10 4,620 309,783 SH DEFINED 1,2 309,783 COVENANT TRANS INC CL A 22284P10 2,168 123,168 SH DEFINED 1,2 123,168 COVENTRY HEALTH CARE COM 22286210 169,548 2,488,234 SH DEFINED 1,2,5,7,10,12,13,14 2,488,234 COX RADIO INC CL A 22405110 24,353 1,448,748 SH DEFINED 1,2,5,10 1,448,748 CPI CORP COM 12590210 457 30,253 SH DEFINED 1,6 30,253 CRANE CO COM 22439910 22,848 793,612 SH DEFINED 1,2,5,13 793,612 CRAWFORD & CO CL B 22463310 1,347 188,452 SH DEFINED 1,2 188,452 CRAY INC COM 22522310 3,005 1,178,300 SH DEFINED 1,2,5 1,178,300 CREDENCE SYS CORP COM 22530210 14,348 1,813,850 SH DEFINED 1,2,5,13 1,813,850 CREDICORP LTD COM G2519Y10 357 20,710 SH DEFINED 1,7 20,710 CREDIT ACCEP CORP MI COM 22531010 4,315 218,155 SH DEFINED 1,2 218,155 CREDIT SUISSE GROUP SPONSORED 22540110 19,957 466,289 SH DEFINED 1,2 466,289 CREE INC COM 22544710 24,499 1,126,399 SH DEFINED 1,2,5,12,13 1,126,399 CRESCENT REAL ESTATE COM 22575610 30,202 1,848,353 SH DEFINED 1,2,3,5,7,8,10,12,13,14 1,848,353 CRH PLC ADR 12626K20 25,922 986,004 SH DEFINED 1 986,004 CRIIMI MAE INC COM NEW 22660350 438 21,800 SH DEFINED 1,2 21,800 CROMPTON CORP COM 22711610 76,966 5,271,670 SH DEFINED 1,2,5,13 5,271,670 CROSS CTRY HEALTHCAR COM 22748310 6,491 387,266 SH DEFINED 1,2,6 387,266 CROSS TIMBERS RTY TR TR UNIT 22757R10 274 6,999 SH DEFINED 1,5 6,999 CROSSTEX ENERGY INC COM 22765Y10 1,220 27,879 SH DEFINED 1,2 27,879 CROWN CASTLE INTL CO COM 22822710 66,692 4,152,694 SH DEFINED 1,2,5,7,10,12,14 4,152,694 CROWN HOLDINGS INC COM 22836810 47,902 3,078,552 SH DEFINED 1,2,5 3,078,552 CROWN MEDIA HLDGS IN CL A 22841110 2,101 233,234 SH DEFINED 1,2 233,234 CRT PROPERTIES INC COM 22876P10 15,132 694,777 SH DEFINED 1,2,3 694,777 CRYOLIFE INC COM 22890310 472 76,234 SH DEFINED 1,6 76,234 CRYSTALLEX INTL CORP COM 22942F10 53 15,078 SH DEFINED 1,5 15,078 CSG SYS INTL INC COM 12634910 17,914 1,099,714 SH DEFINED 1,2,5,13 1,099,714 CSK AUTO CORP COM 12596510 12,397 702,354 SH DEFINED 1,2 702,354 CSS INDS INC COM 12590610 3,223 88,182 SH DEFINED 1,2 88,182 CSX CORP COM 12640810 254,768 6,116,883 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,116,883 CT COMMUNICATIONS IN COM NEW 12642640 2,934 278,671 SH DEFINED 1,2 278,671 CTI MOLECULAR IMAGIN COM 22943D10 12,384 610,938 SH DEFINED 1,2 610,938 CTS CORP COM 12650110 7,484 575,703 SH DEFINED 1,2,6 575,703 CUBIC CORP COM 22966910 4,636 244,789 SH DEFINED 1,2,6 244,789 CUBIST PHARMACEUTICA COM 22967810 7,253 682,993 SH DEFINED 1,2,5 682,993 CULLEN FROST BANKERS COM 22989910 29,786 659,721 SH DEFINED 1,2,5,13 659,721 CUMMINS INC COM 23102110 122,341 1,739,039 SH DEFINED 1,2,5,6,10,13 1,739,039 CUMULUS MEDIA INC CL A 23108210 11,105 779,283 SH DEFINED 1,2 779,283 CUNO INC COM 12658310 15,173 295,245 SH DEFINED 1,2,5,6 295,245 CURAGEN CORP COM 23126R10 4,500 1,081,762 SH DEFINED 1,2,5 1,081,762 CURATIVE HEALTH SRVC COM 23126W10 93 27,469 SH DEFINED 1,6 27,469 CURIS INC COM 23126910 2,330 650,936 SH DEFINED 1,2 650,936 CURTISS WRIGHT CORP COM 23156110 18,841 330,539 SH DEFINED 1,2,6 330,539 CV THERAPEUTICS INC COM 12666710 11,490 564,320 SH DEFINED 1,2,5 564,320 CVB FINL CORP COM 12660010 11,914 656,771 SH DEFINED 1,2,5 656,771 CVS CORP COM 12665010 628,436 11,942,905 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,942,905 CYBERGUARD CORP COM 23191010 1,539 186,719 SH DEFINED 1,2 186,719 CYBERONICS INC COM 23251P10 13,985 316,627 SH DEFINED 1,2,6 316,627 CYBEROPTICS CORP COM 23251710 1,122 89,914 SH DEFINED 1,2 89,914 CYBERSOURCE CORP COM 23251J10 1,823 353,898 SH DEFINED 1,2 353,898 CYMER INC COM 23257210 17,135 640,078 SH DEFINED 1,2,5,6 640,078 CYPRESS BIOSCIENCES COM PAR $. 23267450 4,550 497,840 SH DEFINED 1,2 497,840 CYPRESS SEMICONDUCTO COM 23280610 24,063 1,909,775 SH DEFINED 1,2,5,13 1,909,775 CYTEC INDS INC COM 23282010 42,206 777,996 SH DEFINED 1,2,5,13 777,996 CYTOGEN CORP COM NEW 23282430 1,128 194,851 SH DEFINED 1,2 194,851 CYTOKINETICS INC COM 23282W10 529 80,675 SH DEFINED 1,2 80,675 CYTYC CORP COM 23294610 35,179 1,528,837 SH DEFINED 1,2,5,12,13 1,528,837 D & E COMMUNICATIONS COM 23286010 1,914 209,684 SH DEFINED 1,2 209,684 D & K HEALTHCARE RES COM 23286110 126 15,000 SH DEFINED 1 15,000 D R HORTON INC COM 23331A10 149,677 5,118,907 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,118,907 DADE BEHRING HLDGS I COM 23342J20 59,378 1,007,594 SH DEFINED 1,2,5,10,12,14 1,007,594 DAIMLERCHRYSLER AG ORD D1668R12 2,306 51,563 SH DEFINED 1,2 51,563 DAKTRONICS INC COM 23426410 5,175 239,026 SH DEFINED 1,2,6 239,026 DANA CORP COM 23581110 45,649 3,569,143 SH DEFINED 1,2,5,6,10,13 3,569,143 DANAHER CORP DEL COM 23585110 469,439 8,789,345 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,789,345 DANIELSON HLDG CORP COM 23627410 11,067 641,554 SH DEFINED 1,2 641,554 DARDEN RESTAURANTS I COM 23719410 245,765 8,010,604 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,010,604 DARLING INTL INC COM 23726610 3,516 881,201 SH DEFINED 1,2 881,201 DATARAM CORP COM PAR $1 23810820 104 22,200 SH DEFINED 1 22,200 DATASCOPE CORP COM 23811310 7,198 235,393 SH DEFINED 1,2,6 235,393 DATASTREAM SYS INC COM 23812410 136 19,303 SH DEFINED 1 19,303 DAVE & BUSTERS INC COM 23833N10 6,797 363,497 SH DEFINED 1,2 363,497 DAVITA INC COM 23918K10 55,900 1,335,719 SH DEFINED 1,2,5 1,335,719 DAWSON GEOPHYSICAL C COM 23935910 220 9,100 SH DEFINED 1 9,100 DDI CORP COM PAR $ 23316230 976 348,465 SH DEFINED 1,2 348,465 DEAN FOODS CO NEW COM 24237010 87,749 2,558,279 SH DEFINED 1,2,5,7,8,10,12,13,14 2,558,279 DEB SHOPS INC COM 24272810 2,005 71,049 SH DEFINED 1,2 71,049 DECKERS OUTDOOR CORP COM 24353710 4,863 136,079 SH DEFINED 1,2 136,079 DECODE GENETICS INC COM 24358610 4,043 709,227 SH DEFINED 1,2 709,227 DECORATOR INDS INC COM PAR $0 24363120 107 11,400 SH DEFINED 1 11,400 DEERE & CO COM 24419910 482,285 7,184,343 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,184,343 DEL MONTE FOODS CO COM 24522P10 39,079 3,601,744 SH DEFINED 1,2,5,7,10 3,601,744 DELL INC COM 24702R10 3,008,441 78,304,034 SH DEFINED 1,2,5,6,7,8,10,12,13,14 78,304,034 DELPHI CORP COM 24712610 321,539 71,772,126 SH DEFINED 1,2,5,6,7,8,10,12,13,14 71,772,126 DELPHI FINL GROUP IN CL A 24713110 17,198 399,952 SH DEFINED 1,2,5 399,952 DELTA & PINE LD CO COM 24735710 20,578 762,146 SH DEFINED 1,2,5,6 762,146 DELTA AIR LINES INC COM 24736110 16,101 3,975,664 SH DEFINED 1,2,5,6,10,13 3,975,664 DELTA FINANCIAL CORP COM 24791810 297 33,999 SH DEFINED 1 33,999 DELTA PETE CORP COM NEW 24790720 4,065 279,556 SH DEFINED 1,2 279,556 DELTATHREE INC COM 24783N10 50 13,000 SH DEFINED 1 13,000 DELTIC TIMBER CORP COM 24785010 9,261 236,865 SH DEFINED 1,2 236,865 DELUXE CORP COM 24801910 39,456 989,857 SH DEFINED 1,2,5,6,7,13 989,857 DENBURY RES INC COM NEW 24791620 28,314 803,698 SH DEFINED 1,2 803,698 DENDREON CORP COM 24823Q10 4,453 816,996 SH DEFINED 1,2,5 816,996 DENDRITE INTL INC COM 24823910 10,249 729,956 SH DEFINED 1,2,6 729,956 DENTSPLY INTL INC NE COM 24903010 60,291 1,108,086 SH DEFINED 1,2,5,12,13 1,108,086 DEPARTMENT 56 INC COM 24950910 4,303 246,462 SH DEFINED 1,2,5,6 246,462 DEPOMED INC COM 24990810 965 244,939 SH DEFINED 1,2 244,939 DESIGN WITHIN REACH COM 25055710 451 28,682 SH DEFINED 1 28,682 DEUTSCHE BANK AG NAM ORD D1819089 854 9,911 SH DEFINED 1 9,911 DEUTSCHE TELEKOM AG SPONSORED 25156610 1,548 77,534 SH DEFINED 1 77,534 DEVELOPERS DIVERSIFI COM 25159110 95,229 2,395,690 SH DEFINED 1,2,3,5,13 2,395,690 DEVON ENERGY CORP NE COM 25179M10 814,052 17,048,214 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,048,214 DEVRY INC DEL COM 25189310 17,050 901,138 SH DEFINED 1,2,5,6,13 901,138 DEX MEDIA INC COM 25212E10 12,692 614,616 SH DEFINED 1,2,5 614,616 DHB INDS INC COM 23321E10 2,615 297,171 SH DEFINED 1,2 297,171 DIAGEO P L C SPON ADR N 25243Q20 2,504 44,006 SH DEFINED 1 44,006 DIAGNOSTIC PRODS COR COM 25245010 20,136 416,889 SH DEFINED 1,2,5,6 416,889 DIAMOND OFFSHORE DRI COM 25271C10 39,744 796,476 SH DEFINED 1,2,5,7,12 796,476 DIAMONDCLUSTER INTL COM 25278P10 6,153 382,198 SH DEFINED 1,2 382,198 DICKS SPORTING GOODS COM 25339310 15,639 425,785 SH DEFINED 1,2 425,785 DIEBOLD INC COM 25365110 55,391 1,009,869 SH DEFINED 1,2,5,12,13 1,009,869 DIGENE CORP COM 25375210 4,635 223,369 SH DEFINED 1,2 223,369 DIGI INTL INC COM 25379810 5,445 396,833 SH DEFINED 1,2,5,6 396,833 DIGIMARC CORP COM 25380710 1,797 292,231 SH DEFINED 1,2 292,231 DIGITAL INSIGHT CORP COM 25385P10 9,364 570,953 SH DEFINED 1,2,6 570,953 DIGITAL RIV INC COM 25388B10 17,618 565,405 SH DEFINED 1,2 565,405 DIGITAL RLTY TR INC COM 25386810 5,935 413,043 SH DEFINED 1,2,3 413,043 DIGITAL THEATER SYS COM 25389G10 4,378 241,772 SH DEFINED 1,2 241,772 DIGITAS INC COM 25388K10 10,189 1,008,763 SH DEFINED 1,2 1,008,763 DILLARDS INC CL A 25406710 67,484 2,508,687 SH DEFINED 1,2,5,6,10,13 2,508,687 DIME BANCORP INC NEW *W EXP 99/ 25429Q11 8 68,821 SH DEFINED 1 68,821 DIME CMNTY BANCSHARE COM 25392210 7,797 512,984 SH DEFINED 1,2,5 512,984 DIMON INC COM 25439410 4,353 696,436 SH DEFINED 1,2,6 696,436 DIODES INC COM 25454310 2,785 102,651 SH DEFINED 1,2 102,651 DIONEX CORP COM 25454610 22,387 410,772 SH DEFINED 1,2,5,6 410,772 DIRECT GEN CORP COM 25456W20 4,559 221,977 SH DEFINED 1,2 221,977 DIRECTV GROUP INC COM 25459L10 641,601 44,493,858 SH DEFINED 1,2,5,7,8,10,12,13,14 44,493,858 DISCOVERY LABORATORI COM 25466810 4,329 768,875 SH DEFINED 1,2,5 768,875 DISCOVERY PARTNERS I COM 25467510 63 19,812 SH DEFINED 1 19,812 DISNEY WALT CO COM DISNEY 25468710 2,030,753 70,684,067 SH DEFINED 1,2,5,6,7,8,10,12,13,14 70,684,067 DISTRIBUCION Y SERVI SPONSORED 25475310 255 13,399 SH DEFINED 1,2,7 13,399 DISTRIBUTED ENERGY S COM 25475V10 88 25,799 SH DEFINED 1,2 25,799 DITECH COMMUNICATION COM 25500M10 6,023 483,023 SH DEFINED 1,2 483,023 DIVERSA CORP COM 25506410 1,924 386,370 SH DEFINED 1,2 386,370 DIXIE GROUP INC CL A 25551910 247 15,644 SH DEFINED 1 15,644 DJ ORTHOPEDICS INC COM 23325G10 8,203 327,464 SH DEFINED 1,2,6 327,464 DNP SELECT INCOME FD COM 23325P10 1,541 143,591 SH DEFINED 5 143,591 DOBSON COMMUNICATION CL A 25606910 3,170 1,569,318 SH DEFINED 1,2 1,569,318 DOCUCORP INTL INC COM 25591110 80 10,300 SH DEFINED 1 10,300 DOLBY LABORATORIES I COM 25659T10 693 29,500 SH DEFINED 1,2 29,500 DOLLAR GEN CORP COM 25666910 245,732 11,215,497 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,215,497 DOLLAR THRIFTY AUTOM COM 25674310 12,334 376,267 SH DEFINED 1,2,5 376,267 DOLLAR TREE STORES I COM 25674710 46,872 1,631,472 SH DEFINED 1,2,5,12,13 1,631,472 DOMINION HOMES INC COM 25738610 894 52,794 SH DEFINED 1,2 52,794 DOMINION RES INC VA COM 25746U10 999,632 13,430,503 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,430,503 DOMINOS PIZZA INC COM 25754A20 6,471 346,213 SH DEFINED 1,2 346,213 DONALDSON INC COM 25765110 33,972 1,052,423 SH DEFINED 1,2,5,12,13 1,052,423 DONEGAL GROUP INC CL A 25770120 1,954 107,565 SH DEFINED 1,2 107,565 DONEGAL GROUP INC CL B 25770130 240 14,621 SH DEFINED 1 14,621 DONNELLEY R R & SONS COM 25786710 189,668 5,998,351 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,998,351 DORAL FINL CORP COM 25811P10 23,167 1,058,350 SH DEFINED 1,2,5 1,058,350 DORCHESTER MINERALS COM UNIT 25820R10 698 31,507 SH DEFINED 1,5 31,507 DOT HILL SYS CORP COM 25848T10 3,740 628,527 SH DEFINED 1,2,5 628,527 DOUBLECLICK INC COM 25860930 14,848 1,928,322 SH DEFINED 1,2,5 1,928,322 DOV PHARMACEUTICAL I COM 25985810 2,648 193,538 SH DEFINED 1,2 193,538 DOVER CORP COM 26000310 230,193 6,091,377 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,091,377 DOVER DOWNS GAMING & COM 26009510 4,389 352,529 SH DEFINED 1,2,5 352,529 DOVER MOTORSPORTS IN COM 26017410 933 184,718 SH DEFINED 1,2,5 184,718 DOW CHEM CO COM 26054310 1,441,328 28,913,305 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,913,305 DOW JONES & CO INC COM 26056110 70,466 1,885,639 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,885,639 DOWNEY FINL CORP COM 26101810 24,016 390,306 SH DEFINED 1,2,5 390,306 DPL INC COM 23329310 48,887 1,955,499 SH DEFINED 1,2,5,13 1,955,499 DR REDDYS LABS LTD ADR 25613520 311 18,137 SH DEFINED 1 18,137 DREAMWORKS ANIMATION CL A 26153C10 11,165 274,261 SH DEFINED 1,2,5 274,261 DRESS BARN INC COM 26157010 6,875 377,336 SH DEFINED 1,2,6 377,336 DREW INDS INC COM NEW 26168L20 3,794 100,772 SH DEFINED 1,2 100,772 DREYERS GRAND ICE CR COM A CALL 26187710 575 7,117 SH DEFINED 1,5,12 7,117 DRIL-QUIP INC COM 26203710 6,124 199,235 SH DEFINED 1,2 199,235 DRS TECHNOLOGIES INC COM 23330X10 20,877 491,218 SH DEFINED 1,2,5,6 491,218 DRUGSTORE COM INC COM 26224110 1,508 584,654 SH DEFINED 1,2 584,654 DSL NET INC COM 26250610 3 26,359 SH DEFINED 1 26,359 DSP GROUP INC COM 23332B10 13,888 539,143 SH DEFINED 1,2,5,6 539,143 DST SYS INC DEL COM 23332610 56,620 1,226,078 SH DEFINED 1,2,5,7,8,10,12,13,14 1,226,078 DTE ENERGY CO COM 23333110 258,554 5,685,014 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,685,014 DU PONT E I DE NEMOU COM 26353410 2,296,425 44,817,043 SH DEFINED 1,2,5,6,7,8,10,12,13,14 44,817,043 DUCOMMUN INC DEL COM 26414710 2,452 122,599 SH DEFINED 1,2,5 122,599 DUKE ENERGY CORP COM 26439910 2,370,384 84,626,351 SH DEFINED 1,2,5,6,7,8,10,12,13,14 84,626,351 DUKE REALTY CORP COM NEW 26441150 93,166 3,121,150 SH DEFINED 1,2,3,5,7,8,10,12,13,14 3,121,150 DUN & BRADSTREET COR COM 26483E10 99,334 1,616,509 SH DEFINED 1,2,5,7,8,10,12,13,14 1,616,509 DUPONT PHOTOMASKS IN COM 26613X10 5,880 220,474 SH DEFINED 1,2,6 220,474 DUQUESNE LT HLDGS IN COM 26623310 31,542 1,760,167 SH DEFINED 1,2,5,13 1,760,167 DURA AUTOMOTIVE SYST CL A 26590310 134 27,722 SH DEFINED 1,5 27,722 DURATEK INC COM 26658Q10 2,694 135,061 SH DEFINED 1,2 135,061 DURECT CORP COM 26660510 1,708 469,114 SH DEFINED 1,2 469,114 DUSA PHARMACEUTICALS COM 26689810 1,654 189,473 SH DEFINED 1,2 189,473 DYAX CORP COM 26746E10 1,235 383,483 SH DEFINED 1,2 383,483 DYCOM INDS INC COM 26747510 27,407 1,192,142 SH DEFINED 1,2,5,13 1,192,142 DYNAVAX TECHNOLOGIES COM 26815810 376 80,610 SH DEFINED 1,2 80,610 DYNEGY INC NEW CL A 26816Q10 40,048 10,242,410 SH DEFINED 1,2,5,6,10,13 10,242,410 E M C CORP MASS COM 26864810 919,758 74,655,650 SH DEFINED 1,2,5,6,7,8,10,12,13,14 74,655,650 E ON AG SPONSORED 26878010 19,964 694,416 SH DEFINED 1,2 694,416 E PIPHANY INC COM 26881V10 3,835 1,080,209 SH DEFINED 1,2,5 1,080,209 E TRADE FINANCIAL CO COM 26924610 132,835 11,069,573 SH DEFINED 1,2,5,6,10,13 11,069,573 E Z EM INC COM NEW 26930540 881 73,894 SH DEFINED 1 73,894 EAGLE BROADBAND INC COM 26943710 698 2,053,773 SH DEFINED 1,2 2,053,773 EAGLE MATERIALS INC COM 26969P10 25,114 310,285 SH DEFINED 1,2,5,7 310,285 EAGLE MATERIALS INC CL B 26969P20 611 7,759 SH DEFINED 1,2,5 7,759 EARTHLINK INC COM 27032110 29,628 3,291,999 SH DEFINED 1,2,5 3,291,999 EAST WEST BANCORP IN COM 27579R10 32,142 870,577 SH DEFINED 1,2,5 870,577 EASTERN AMERN NAT GA SPERS RCT 27621710 234 8,800 SH DEFINED 1 8,800 EASTGROUP PPTY INC COM 27727610 19,864 526,895 SH DEFINED 1,2,3,5 526,895 EASTMAN CHEM CO COM 27743210 121,684 2,062,443 SH DEFINED 1,2,5,6,7,10,13 2,062,443 EASTMAN KODAK CO COM 27746110 294,758 9,055,558 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,055,558 EATON CORP COM 27805810 320,827 4,905,613 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,905,613 EATON VANCE CORP COM NON VT 27826510 46,245 1,972,930 SH DEFINED 1,2,5,13 1,972,930 EBAY INC COM 27864210 1,227,629 32,947,651 SH DEFINED 1,2,5,6,7,8,10,12,13,14 32,947,651 ECHELON CORP COM 27874N10 3,346 489,246 SH DEFINED 1,2 489,246 ECHOSTAR COMMUNICATI CL A 27876210 82,540 2,821,889 SH DEFINED 1,2,5,7,8,10,12,13,14 2,821,889 ECI TELECOM LTD ORD 26825810 109 15,163 SH DEFINED 1,2 15,163 ECLIPSYS CORP COM 27885610 8,232 531,793 SH DEFINED 1,2,5 531,793 ECOLAB INC COM 27886510 238,208 7,207,507 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,207,507 ECOLLEGE COM COM 27887E10 2,861 221,135 SH DEFINED 1,2 221,135 EDGE PETE CORP DEL COM 27986210 3,346 202,083 SH DEFINED 1,2 202,083 EDISON INTL COM 28102010 1,403,039 40,410,110 SH DEFINED 1,2,5,6,7,8,10,12,13,14 40,410,110 EDO CORP COM 28134710 7,799 259,537 SH DEFINED 1,2,6 259,537 EDP ENERGIAS DE PORT SPONSORED 26835310 494 17,562 SH DEFINED 1 17,562 EDUCATE INC COM 28138P10 2,972 214,300 SH DEFINED 1,2 214,300 EDUCATION MGMT CORP COM 28139T10 26,788 958,414 SH DEFINED 1,2,5,12,13 958,414 EDUCATION RLTY TR IN COM 28140H10 2,536 152,477 SH DEFINED 1,2,3 152,477 EDWARDS AG INC COM 28176010 54,560 1,217,855 SH DEFINED 1,2,5,6,7,13 1,217,855 EDWARDS LIFESCIENCES COM 28176E10 78,021 1,805,209 SH DEFINED 1,2,5,10,12,13 1,805,209 EFUNDS CORP COM 28224R10 18,601 833,357 SH DEFINED 1,2,5,6 833,357 EGL INC COM 26848410 17,207 754,683 SH DEFINED 1,2,6 754,683 EL PASO CORP COM 28336L10 362,929 34,303,287 SH DEFINED 1,2,5,6,7,8,10,12,13,14 34,303,287 EL PASO ELEC CO COM NEW 28367785 18,331 964,801 SH DEFINED 1,2,5 964,801 ELECTRO RENT CORP COM 28521810 3,720 277,199 SH DEFINED 1,2,5 277,199 ELECTRO SCIENTIFIC I COM 28522910 8,887 458,317 SH DEFINED 1,2,5,6 458,317 ELECTRONIC ARTS INC COM 28551210 448,601 8,663,595 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,663,595 ELECTRONIC DATA SYS COM 28566110 621,893 30,086,751 SH DEFINED 1,2,5,6,7,8,10,12,13,14 30,086,751 ELECTRONICS BOUTIQUE COM 28604510 10,670 248,309 SH DEFINED 1,2,5,6 248,309 ELECTRONICS FOR IMAG COM 28608210 17,425 976,721 SH DEFINED 1,2,5 976,721 ELIZABETH ARDEN INC COM 28660G10 7,509 316,322 SH DEFINED 1,2 316,322 ELKCORP COM 28745610 12,621 328,172 SH DEFINED 1,2,6 328,172 ELLIS PERRY INTL INC COM 28885310 1,569 69,919 SH DEFINED 1,2 69,919 E-LOAN INC COM 26861P10 68 25,501 SH DEFINED 1 25,501 EMBARCADERO TECHNOLO COM 29078710 2,089 316,923 SH DEFINED 1,2 316,923 EMBOTELLADORA ANDINA SPON ADR A 29081P20 140 10,802 SH DEFINED 1,2,7 10,802 EMBREX INC COM 29081710 2,005 171,105 SH DEFINED 1 171,105 EMC INS GROUP INC COM 26866410 1,214 63,673 SH DEFINED 1,2 63,673 EMCOR GROUP INC COM 29084Q10 11,390 243,275 SH DEFINED 1,2,5,6 243,275 EMCORE CORP COM 29084610 110 32,729 SH DEFINED 1,5 32,729 EMERGE INTERACTIVE I CL A 29088W10 12 14,126 SH DEFINED 1 14,126 EMERITUS CORP COM 29100510 169 12,910 SH DEFINED 1 12,910 EMERSON ELEC CO COM 29101110 815,942 12,566,480 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,566,480 EMERSON RADIO CORP COM NEW 29108720 158 44,800 SH DEFINED 1,5 44,800 EMISPHERE TECHNOLOGI COM 29134510 112 30,549 SH DEFINED 1,2 30,549 EMMIS COMMUNICATIONS CL A 29152510 23,241 1,209,202 SH DEFINED 1,2,5,13 1,209,202 EMPIRE DIST ELEC CO COM 29164110 9,383 403,412 SH DEFINED 1,2 403,412 EMPIRE RESORTS INC COM 29205210 756 104,591 SH DEFINED 1,2 104,591 EMPRESA NACIONAL DE SPONSORED 29244T10 27,869 1,399,742 SH DEFINED 1,2,4,5,7 1,399,742 EMS TECHNOLOGIES INC COM 26873N10 2,194 161,325 SH DEFINED 1,2 161,325 EMULEX CORP COM NEW 29247520 51,068 2,710,632 SH DEFINED 1,2,5 2,710,632 ENBRIDGE ENERGY MANA SHS UNITS 29250X10 408 8,345 SH DEFINED 1 8,345 ENBRIDGE ENERGY PART COM 29250R10 475 9,532 SH DEFINED 1,5 9,532 ENCANA CORP COM 29250510 1,656 23,519 SH DEFINED 1,5 23,519 ENCORE ACQUISITION C COM 29255W10 14,570 352,781 SH DEFINED 1,2 352,781 ENCORE CAP GROUP INC COM 29255410 2,603 178,910 SH DEFINED 1,2 178,910 ENCORE MED CORP COM 29256E10 2,472 459,478 SH DEFINED 1,2 459,478 ENCORE WIRE CORP COM 29256210 2,623 257,131 SH DEFINED 1,2,5 257,131 ENCYSIVE PHARMACEUTI COM 29256X10 9,608 940,151 SH DEFINED 1,2,5 940,151 ENDESA S A SPONSORED 29258N10 997 44,144 SH DEFINED 1 44,144 ENDO PHARMACEUTICALS COM 29264F20 11,667 517,379 SH DEFINED 1,2,5 517,379 ENDOLOGIX INC COM 29266S10 62 10,700 SH DEFINED 1 10,700 ENDURANCE SPECIALTY SHS G3039710 3,295 87,082 SH DEFINED 1,5 87,082 ENERGEN CORP COM 29265N10 61,135 917,942 SH DEFINED 1,2,5 917,942 ENERGIZER HLDGS INC COM 29266R10 171,480 2,867,555 SH DEFINED 1,2,5,7,8,10,12,13,14 2,867,555 ENERGY CONVERSION DE COM 29265910 6,685 294,114 SH DEFINED 1,2 294,114 ENERGY EAST CORP COM 29266M10 82,818 3,158,587 SH DEFINED 1,2,5,7,8,10,12,13,14 3,158,587 ENERGY PARTNERS LTD COM 29270U10 17,884 688,634 SH DEFINED 1,2,5 688,634 ENERGYSOUTH INC COM 29297010 3,102 108,342 SH DEFINED 1,2 108,342 ENERSIS S A SPONSORED 29274F10 718 85,496 SH DEFINED 1,2 85,496 ENERSYS COM 29275Y10 1,805 137,760 SH DEFINED 1,2 137,760 ENESCO GROUP INC COM 29297310 289 43,480 SH DEFINED 1,6 43,480 ENGELHARD CORP COM 29284510 159,826 5,322,197 SH DEFINED 1,2,5,6,7,10,12,13 5,322,197 ENGINEERED SUPPORT S COM 29286610 21,129 394,780 SH DEFINED 1,2,6 394,780 ENI S P A SPONSORED 26874R10 20,106 154,470 SH DEFINED 1,2 154,470 ENNIS INC COM 29338910 5,906 349,047 SH DEFINED 1,2 349,047 ENPRO INDS INC COM 29355X10 8,842 321,514 SH DEFINED 1,2,5 321,514 ENSCO INTL INC COM 26874Q10 95,311 2,530,819 SH DEFINED 1,2,5,7,8,10,12,13,14 2,530,819 ENSTAR GROUP INC GA COM 29358R10 2,788 46,463 SH DEFINED 1,2 46,463 ENTEGRIS INC COM 29362U10 6,852 692,789 SH DEFINED 1,2,5 692,789 ENTERASYS NETWORKS I COM 29363710 4,355 3,111,051 SH DEFINED 1,2,5 3,111,051 ENTERCOM COMMUNICATI CL A 29363910 18,428 518,803 SH DEFINED 1,2,5,13 518,803 ENTERGY CORP NEW COM 29364G10 589,489 8,342,614 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,342,614 ENTERPRISE PRODS PAR COM 29379210 8,216 319,698 SH DEFINED 1,2,5 319,698 ENTERTAINMENT PPTYS COM SH BEN 29380T10 15,399 371,692 SH DEFINED 1,2,5 371,692 ENTRAVISION COMMUNIC CL A 29382R10 6,673 752,289 SH DEFINED 1,2,5 752,289 ENTREMED INC COM 29382F10 32 15,389 SH DEFINED 1 15,389 ENTRUST INC COM 29384810 3,271 872,321 SH DEFINED 1,2,5 872,321 ENVIRONMENTAL TECTON COM 29409210 72 13,800 SH DEFINED 1 13,800 ENZO BIOCHEM INC COM 29410010 7,907 548,301 SH DEFINED 1,2,5,6 548,301 ENZON PHARMACEUTICAL COM 29390410 8,384 822,799 SH DEFINED 1,2,5 822,799 EOG RES INC COM 26875P10 382,753 7,852,964 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,852,964 EON LABS INC COM 29412E10 8,380 277,130 SH DEFINED 1,2,5 277,130 EPICOR SOFTWARE CORP COM 29426L10 7,881 603,298 SH DEFINED 1,2,5 603,298 EPIQ SYS INC COM 26882D10 2,887 222,432 SH DEFINED 1,2,6 222,432 EPIX PHARMACEUTICALS COM 26881Q10 2,211 315,816 SH DEFINED 1,2,5 315,816 EQUIFAX INC COM 29442910 160,198 5,219,867 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,219,867 EQUINIX INC COM NEW 29444U50 7,503 177,207 SH DEFINED 1,2 177,207 EQUITABLE RES INC COM 29454910 54,342 946,073 SH DEFINED 1,2,5,6,7,12,13 946,073 EQUITY INNS INC COM 29470310 14,177 1,285,281 SH DEFINED 1,2,3,5 1,285,281 EQUITY LIFESTYLE PPT COM 29472R10 16,419 465,777 SH DEFINED 1,2,3,5 465,777 EQUITY OFFICE PROPER COM 29474110 489,651 16,251,279 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 16,251,279 EQUITY ONE COM 29475210 21,511 1,044,723 SH DEFINED 1,2,3 1,044,723 EQUITY RESIDENTIAL SH BEN INT 29476L10 326,919 10,149,608 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 10,149,608 ERESEARCHTECHNOLOGY COM 29481V10 7,855 666,793 SH DEFINED 1,2,5 666,793 ERICSSON L M TEL CO ADR B SEK 29482160 8,067 286,067 SH DEFINED 1,5 286,067 ERIE INDTY CO CL A 29530P10 14,120 270,920 SH DEFINED 1,2,5 270,920 ESB FINL CORP COM 26884F10 243 17,889 SH DEFINED 1 17,889 ESCALADE INC COM 29605610 1,838 134,878 SH DEFINED 1,2 134,878 ESCO TECHNOLOGIES IN COM 29631510 23,827 296,538 SH DEFINED 1,2,5 296,538 ESPEED INC CL A 29664310 3,356 364,756 SH DEFINED 1,2 364,756 ESS TECHNOLOGY INC COM 26915110 5,483 1,040,397 SH DEFINED 1,2,5,6 1,040,397 ESSEX PPTY TR INC COM 29717810 43,011 622,443 SH DEFINED 1,2,3,5 622,443 ESTERLINE TECHNOLOGI COM 29742510 13,741 397,705 SH DEFINED 1,2,6 397,705 ETHAN ALLEN INTERIOR COM 29760210 21,401 668,796 SH DEFINED 1,2,5,6 668,796 EUROBANCSHARES INC COM 29871610 1,678 99,249 SH DEFINED 1,2 99,249 EURONET WORLDWIDE IN COM 29873610 9,557 334,758 SH DEFINED 1,2,5 334,758 EVANS & SUTHERLAND C COM 29909610 84 15,300 SH DEFINED 1 15,300 EVEREST RE GROUP LTD COM G3223R10 45,065 529,495 SH DEFINED 1,5,7,8,10,12,13,14 529,495 EVERGREEN SOLAR INC COM 30033R10 1,011 143,000 SH DEFINED 1,2 143,000 EVOLVING SYS INC COM 30049R10 43 16,130 SH DEFINED 1 16,130 EXACT SCIENCES CORP COM 30063P10 64 17,954 SH DEFINED 1 17,954 EXACTECH INC COM 30064E10 1,310 77,213 SH DEFINED 1,2 77,213 EXAR CORP COM 30064510 8,927 666,191 SH DEFINED 1,2,5,6 666,191 EXCEL TECHNOLOGY INC COM 30067T10 5,884 239,396 SH DEFINED 1,2 239,396 EXELIXIS INC COM 30161Q10 7,459 1,100,132 SH DEFINED 1,2,5 1,100,132 EXELON CORP COM 30161N10 1,263,726 27,538,161 SH DEFINED 1,2,5,6,7,8,10,12,13,14 27,538,161 EXIDE TECHNOLOGIES COM NEW 30205120 3,819 296,055 SH DEFINED 1,2 296,055 EXPEDITORS INTL WASH COM 30213010 109,559 2,045,927 SH DEFINED 1,2,5,7,8,10,12,13,14 2,045,927 EXPLORATION CO COM NEW 30213320 64 11,187 SH DEFINED 1 11,187 EXPONENT INC COM 30214U10 2,087 87,362 SH DEFINED 1,2 87,362 EXPRESS SCRIPTS INC COM 30218210 233,221 2,674,854 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,674,854 EXPRESSJET HOLDINGS CL A 30218U10 53,551 4,693,372 SH DEFINED 1,2 4,693,372 EXTRA SPACE STORAGE COM 30225T10 4,139 306,595 SH DEFINED 1,2 306,595 EXTREME NETWORKS INC COM 30226D10 10,363 1,759,396 SH DEFINED 1,2,5 1,759,396 EXXON MOBIL CORP COM 30231G10 12,497,913 209,696,530 SH DEFINED 1,2,5,6,7,8,10,12,13,14 209,696,530 EYETECH PHARMACEUTIC COM 30229710 12,946 470,768 SH DEFINED 1,2,5 470,768 F M C CORP COM NEW 30249130 56,963 1,065,717 SH DEFINED 1,2,5,13 1,065,717 F N B CORP VA COM 30293010 2,762 107,148 SH DEFINED 1,2 107,148 F5 NETWORKS INC COM 31561610 35,956 712,146 SH DEFINED 1,2,13 712,146 FACTSET RESH SYS INC COM 30307510 19,013 575,970 SH DEFINED 1,2,5,6 575,970 FAIR ISAAC CORP COM 30325010 51,026 1,481,588 SH DEFINED 1,2,5,10,12,13 1,481,588 FAIRCHILD CORP CL A 30369810 36 11,478 SH DEFINED 1 11,478 FAIRCHILD SEMICONDUC COM 30372610 23,703 1,546,170 SH DEFINED 1,2,5,8,13 1,546,170 FAIRMONT HOTELS RESO COM 30520410 1,108 33,425 SH DEFINED 1 33,425 FAIRPOINT COMMUNICAT COM 30556010 380 25,400 SH DEFINED 1,2 25,400 FALCONSTOR SOFTWARE COM 30613710 2,629 440,407 SH DEFINED 1,2,5 440,407 FAMILY DLR STORES IN COM 30700010 140,569 4,630,085 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,630,085 FARGO ELECTRONICS IN COM 30744P10 236 16,100 SH DEFINED 1 16,100 FARMER BROS CO COM 30767510 2,682 111,996 SH DEFINED 1,2 111,996 FARMERS CAP BK CORP COM 30956210 3,298 97,576 SH DEFINED 1,2 97,576 FARO TECHNOLOGIES IN COM 31164210 3,522 149,605 SH DEFINED 1,2 149,605 FASTENAL CO COM 31190010 52,208 944,081 SH DEFINED 1,2,5,6,12,13 944,081 FBL FINL GROUP INC CL A 30239F10 5,837 208,458 SH DEFINED 1,2 208,458 FEDDERS CORP COM NEW 31313550 169 60,653 SH DEFINED 1,6 60,653 FEDERAL AGRIC MTG CO CL C 31314830 2,231 127,587 SH DEFINED 1,2 127,587 FEDERAL HOME LN MTG COM 31340030 1,356,866 21,469,397 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,469,397 FEDERAL NATL MTG ASS COM 31358610 1,676,966 30,798,276 SH DEFINED 1,2,5,6,7,8,10,12,13,14 30,798,276 FEDERAL REALTY INVT SH BEN INT 31374720 41,046 848,934 SH DEFINED 1,2,3,5 848,934 FEDERAL SIGNAL CORP COM 31385510 15,429 1,017,048 SH DEFINED 1,2,5,13 1,017,048 FEDERATED DEPT STORE COM 31410H10 480,146 7,544,725 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,544,725 FEDERATED INVS INC P CL B 31421110 84,510 2,985,148 SH DEFINED 1,2,5,6,10,13 2,985,148 FEDEX CORP COM 31428X10 866,803 9,226,214 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,226,214 FEI CO COM 30241L10 9,159 395,645 SH DEFINED 1,2,5,6 395,645 FELCOR LODGING TR IN COM 31430F10 19,507 1,569,374 SH DEFINED 1,2,3,5 1,569,374 FERRO CORP COM 31540510 14,893 791,319 SH DEFINED 1,2,5,13 791,319 FFLC BANCORP INC COM 30242W10 288 6,950 SH DEFINED 1 6,950 FIAT S P A SP ADR ORD 31562188 92 12,617 SH DEFINED 1 12,617 FIDELITY BANKSHARES COM 31604Q10 7,286 317,044 SH DEFINED 1,2 317,044 FIDELITY NATL FINL I COM 31632610 97,247 2,952,239 SH DEFINED 1,2,5,7,8,10,12,13,14 2,952,239 FIDELITY SOUTHN CORP COM 31639410 206 12,281 SH DEFINED 1 12,281 FIELDSTONE INVT CORP COM 31659U30 889 61,200 SH DEFINED 1,2 61,200 FIFTH THIRD BANCORP COM 31677310 630,520 14,670,081 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,670,081 FILENET CORP COM 31686910 19,479 855,109 SH DEFINED 1,2,5,6 855,109 FINANCIAL FED CORP COM 31749210 15,465 437,235 SH DEFINED 1,2 437,235 FINANCIAL INSTNS INC COM 31758540 3,081 155,512 SH DEFINED 1,2 155,512 FINDWHAT COM COM 31779410 3,812 367,599 SH DEFINED 1,2,5,6 367,599 FINISAR COM 31787A10 2,995 2,396,222 SH DEFINED 1,2,5 2,396,222 FINISH LINE INC CL A 31792310 16,267 702,699 SH DEFINED 1,2,5,6 702,699 FIRST ACCEPTANCE COR COM 31845710 2,939 277,223 SH DEFINED 1,2 277,223 FIRST ADVANTAGE CORP CL A 31845F10 1,114 53,035 SH DEFINED 1,2 53,035 FIRST AMERN CORP CAL COM 31852230 48,203 1,463,357 SH DEFINED 1,2,5,13 1,463,357 FIRST BANCORP N C COM 31891010 3,733 164,902 SH DEFINED 1,2,5 164,902 FIRST BANCORP P R COM 31867210 24,761 586,068 SH DEFINED 1,2,5 586,068 FIRST BUSEY CORP COM 31938310 3,915 202,345 SH DEFINED 1,2,5 202,345 FIRST CASH FINL SVCS COM 31942D10 3,474 164,095 SH DEFINED 1,2 164,095 FIRST CHARTER CORP COM 31943910 10,345 457,943 SH DEFINED 1,2,5 457,943 FIRST CMNTY BANCORP COM 31983B10 9,256 208,929 SH DEFINED 1,2 208,929 FIRST CMNTY BANCSHAR COM 31983A10 4,112 146,478 SH DEFINED 1,2 146,478 FIRST COMWLTH FINL C COM 31982910 14,037 1,024,604 SH DEFINED 1,2,5 1,024,604 FIRST CONSULTING GRO COM 31986R10 115 22,167 SH DEFINED 1 22,167 FIRST CTZNS BANCSHAR CL A 31946M10 14,637 99,990 SH DEFINED 1,2,5 99,990 FIRST DATA CORP COM 31996310 1,122,270 28,549,220 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,549,220 FIRST DEFIANCE FINL COM 32006W10 349 13,412 SH DEFINED 1,5 13,412 FIRST FINL BANCORP O COM 32020910 10,037 549,955 SH DEFINED 1,2,5 549,955 FIRST FINL BANKSHARE COM 32020R10 9,495 212,751 SH DEFINED 1,2,5 212,751 FIRST FINL CORP IND COM 32021810 6,430 217,602 SH DEFINED 1,2 217,602 FIRST FINL HLDGS INC COM 32023910 5,121 184,333 SH DEFINED 1,2 184,333 FIRST HORIZON NATL C COM 32051710 145,763 3,573,495 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,573,495 FIRST HORIZON PHARMA COM 32051K10 7,366 436,396 SH DEFINED 1,2 436,396 FIRST IND CORP COM 32054R10 6,558 271,002 SH DEFINED 1,2 271,002 FIRST INDUSTRIAL REA COM 32054K10 35,323 933,735 SH DEFINED 1,2,3,5 933,735 FIRST LONG IS CORP COM 32073410 1,988 46,977 SH DEFINED 1,2 46,977 FIRST MARBLEHEAD COR COM 32077110 12,698 220,711 SH DEFINED 1,2,5 220,711 FIRST MERCHANTS CORP COM 32081710 8,409 324,658 SH DEFINED 1,2 324,658 FIRST MIDWEST BANCOR COM 32086710 25,822 795,014 SH DEFINED 1,2,5 795,014 FIRST NIAGARA FINL G COM 33582V10 24,413 1,848,034 SH DEFINED 1,2,5 1,848,034 FIRST OAK BROOK BANC COM 33584720 2,970 101,407 SH DEFINED 1,2 101,407 FIRST PL FINL CORP COM 33610T10 5,474 299,115 SH DEFINED 1,2 299,115 FIRST POTOMAC RLTY T COM 33610F10 272 11,900 SH DEFINED 1 11,900 FIRST REP BK SAN FRA COM 33615810 9,075 280,339 SH DEFINED 1,2 280,339 FIRST ST BANCORPORAT COM 33645310 6,719 395,822 SH DEFINED 1,2 395,822 FIRST UN REAL EST EQ SH BEN INT 33740010 60 14,849 SH DEFINED 1 14,849 FIRSTBANK CORP MICH COM 33761G10 2,380 94,993 SH DEFINED 1,5 94,993 FIRSTENERGY CORP COM 33793210 976,614 23,280,431 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,280,431 FIRSTFED FINL CORP COM 33790710 23,738 465,363 SH DEFINED 1,2,5 465,363 FIRSTMERIT CORP COM 33791510 30,306 1,132,524 SH DEFINED 1,2,5,13 1,132,524 FISERV INC COM 33773810 230,162 5,782,962 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,782,962 FISHER COMMUNICATION COM 33775620 4,538 87,754 SH DEFINED 1,2 87,754 FISHER SCIENTIFIC IN COM NEW 33803220 190,647 3,349,381 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,349,381 FLAG FINL CORP COM 33832H10 188 12,606 SH DEFINED 1 12,606 FLAGSTAR BANCORP INC COM 33793010 11,204 573,088 SH DEFINED 1,2,5 573,088 FLANDERS CORP COM 33849410 1,661 147,288 SH DEFINED 1 147,288 FLEETWOOD ENTERPRISE COM 33909910 9,291 1,067,965 SH DEFINED 1,2,6 1,067,965 FLEXTRONICS INTL LTD ORD Y2573F10 32,751 2,720,177 SH DEFINED 1,2,5,7,8,10,12,13,14 2,720,177 FLIR SYS INC COM 30244510 23,180 765,021 SH DEFINED 1,2,5,6,12 765,021 FLORIDA EAST COAST I COM 34063210 13,972 328,905 SH DEFINED 1,2 328,905 FLORIDA ROCK INDS IN COM 34114010 26,122 444,105 SH DEFINED 1,2,5,7,12 444,105 FLOWERS FOODS INC COM 34349810 19,446 689,332 SH DEFINED 1,2,5,6 689,332 FLOWSERVE CORP COM 34354P10 34,580 1,336,689 SH DEFINED 1,2,5,13 1,336,689 FLUOR CORP NEW COM 34341210 139,201 2,511,286 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,511,286 FLUSHING FINL CORP COM 34387310 6,811 374,236 SH DEFINED 1,2 374,236 FLYI INC COM 34407T10 887 698,725 SH DEFINED 1,2 698,725 FMC TECHNOLOGIES INC COM 30249U10 30,760 927,079 SH DEFINED 1,2,5,12,13 927,079 FNB CORP PA COM 30252010 14,866 776,306 SH DEFINED 1,2,5 776,306 FOCUS ENHANCEMENTS I COM 34415910 12 11,700 SH DEFINED 1 11,700 FOMENTO ECONOMICO ME SPON ADR U 34441910 4,548 84,934 SH DEFINED 1,2 84,934 FONAR CORP COM 34443710 41 30,200 SH DEFINED 1 30,200 FOOT LOCKER INC COM 34484910 80,047 2,731,993 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,731,993 FOOTHILL INDPT BANCO COM 34490510 224 8,875 SH DEFINED 1 8,875 FORD MTR CO DEL COM PAR $0 34537086 702,636 62,015,564 SH DEFINED 1,2,5,6,7,8,10,12,13,14 62,015,564 FOREST CITY ENTERPRI CL A 34555010 19,905 311,989 SH DEFINED 1,2,5 311,989 FOREST LABS INC COM 34583810 351,193 9,504,539 SH DEFINED 1,2,5,6,10,12,13 9,504,539 FOREST OIL CORP COM PAR $0 34609170 46,804 1,155,650 SH DEFINED 1,2,5,13 1,155,650 FORMFACTOR INC COM 34637510 9,003 397,645 SH DEFINED 1,2 397,645 FORRESTER RESH INC COM 34656310 3,108 220,743 SH DEFINED 1,2 220,743 FORTUNE BRANDS INC COM 34963110 408,204 5,062,684 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,062,684 FORWARD AIR CORP COM 34985310 23,621 554,751 SH DEFINED 1,2,6 554,751 FOSSIL INC COM 34988210 13,315 513,592 SH DEFINED 1,2,5,6 513,592 FOSTER L B CO COM 35006010 128 13,900 SH DEFINED 1 13,900 FOUNDATION COAL HLDG COM 35039W10 712 30,290 SH DEFINED 1,2,5 30,290 FOUNDRY NETWORKS INC COM 35063R10 11,801 1,192,021 SH DEFINED 1,2,5 1,192,021 FOUNTAIN POWERBOAT I COM NEW 35075530 78 13,400 SH DEFINED 1 13,400 FOUR SEASONS HOTEL I LTD VTG SH 35100E10 1,867 26,402 SH DEFINED 1 26,402 FOX ENTMT GROUP INC CL A 35138T10 4,379 120,459 SH DEFINED 1,7 120,459 FOXHOLLOW TECHNOLOGI COM 35166A10 902 32,000 SH DEFINED 1 32,000 FPIC INS GROUP INC COM 30256310 6,099 189,717 SH DEFINED 1,2,5 189,717 FPL GROUP INC COM 30257110 518,347 12,910,266 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,910,266 FRANCE TELECOM SPONSORED 35177Q10 416 13,924 SH DEFINED 1 13,924 FRANKLIN BK CORP DEL COM 35245110 3,332 193,134 SH DEFINED 1,2 193,134 FRANKLIN ELEC INC COM 35351410 8,675 229,912 SH DEFINED 1,2 229,912 FRANKLIN RES INC COM 35461310 376,758 5,488,105 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,488,105 FREDS INC CL A 35610810 11,807 687,654 SH DEFINED 1,2,5,6 687,654 FREEPORT-MCMORAN COP CL B 35671D85 203,253 5,131,367 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,131,367 FREESCALE SEMICONDUC COM CL A 35687M10 2,164 127,681 SH DEFINED 1,5 127,681 FREESCALE SEMICONDUC CL B 35687M20 178,111 10,325,251 SH DEFINED 1,2,5,6,7,8,10,13 10,325,251 FREMONT GEN CORP COM 35728810 14,347 652,443 SH DEFINED 1,2,5 652,443 FRESH DEL MONTE PROD ORD G3673810 734 24,040 SH DEFINED 1,5 24,040 FRIEDMAN BILLINGS RA CL A 35843410 30,967 1,951,323 SH DEFINED 1,2,5,7 1,951,323 FRIEDMAN INDS INC COM 35843510 95 13,840 SH DEFINED 1 13,840 FRONTIER AIRLINES IN COM 35906510 5,732 546,981 SH DEFINED 1,2,6 546,981 FRONTIER FINL CORP W COM 35907K10 9,341 246,475 SH DEFINED 1,2,5 246,475 FRONTIER OIL CORP COM 35914P10 23,163 638,802 SH DEFINED 1,2 638,802 FRONTLINE LTD ORD G3682E12 243 4,955 SH DEFINED 1,5 4,955 FSI INTL INC COM 30263310 1,619 382,742 SH DEFINED 1,2 382,742 FTI CONSULTING INC COM 30294110 13,070 633,245 SH DEFINED 1,2,5 633,245 FUELCELL ENERGY INC COM 35952H10 6,134 614,670 SH DEFINED 1,2,5 614,670 FUJI PHOTO FILM LTD ADR 35958630 8,024 219,364 SH DEFINED 1,2 219,364 FULLER H B CO COM 35969410 12,910 445,172 SH DEFINED 1,2,5 445,172 FULTON FINL CORP PA COM 36027110 27,072 1,242,425 SH DEFINED 1,2,5 1,242,425 FURNITURE BRANDS INT COM 36092110 22,033 1,010,231 SH DEFINED 1,2,5,13 1,010,231 FX ENERGY INC COM 30269510 4,797 419,317 SH DEFINED 1,2 419,317 G & K SVCS INC CL A 36126810 12,385 307,394 SH DEFINED 1,2,5,6 307,394 G B & T BANCSHARES I COM 36146210 2,620 120,979 SH DEFINED 1,2 120,979 GABELLI ASSET MGMT I CL A 36239Y10 4,493 100,623 SH DEFINED 1,2 100,623 GABLES RESIDENTIAL T SH BEN INT 36241810 22,309 669,938 SH DEFINED 1,2,3,5 669,938 GAIAM INC CL A 36268Q10 84 15,100 SH DEFINED 1,2 15,100 GALLAGHER ARTHUR J & COM 36357610 36,930 1,282,305 SH DEFINED 1,2,5,13 1,282,305 GALLAHER GROUP PLC SPONSORED 36359510 16,437 288,420 SH DEFINED 1 288,420 GAMESTOP CORP CL A 36466R10 2,681 120,998 SH DEFINED 1,2,5 120,998 GAMESTOP CORP COM CL B 36466R20 13,099 587,421 SH DEFINED 1,2,5,6 587,421 GANDER MOUNTAIN CO COM 36471P10 862 65,828 SH DEFINED 1 65,828 GANNETT INC COM 36473010 642,197 8,120,847 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,120,847 GAP INC DEL COM 36476010 503,644 23,060,618 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,060,618 GARDNER DENVER INC COM 36555810 18,346 464,329 SH DEFINED 1,2,6 464,329 GARMIN LTD ORD G3726010 3,621 78,176 SH DEFINED 1,5,12 78,176 GARTNER INC COM 36665110 12,068 1,261,024 SH DEFINED 1,2,5,13 1,261,024 GARTNER INC CL B 36665120 135 14,418 SH DEFINED 1,13 14,418 GATEWAY INC COM 36762610 34,646 8,596,969 SH DEFINED 1,2,5,6,10,13 8,596,969 GATX CORP COM 36144810 45,762 1,378,788 SH DEFINED 1,2,5,6,13 1,378,788 GAYLORD ENTMT CO NEW COM 36790510 20,959 518,787 SH DEFINED 1,2,7 518,787 GEMPLUS INTL S A ADR 36866Y10 68 14,520 SH DEFINED 1 14,520 GEMSTAR-TV GUIDE INT COM 36866W10 13,798 3,171,948 SH DEFINED 1,2,5 3,171,948 GENAERA CORP COM 36867G10 1,712 751,018 SH DEFINED 1,2 751,018 GENAISSANCE PHARMACE COM 36867W10 18 14,456 SH DEFINED 1 14,456 GENCORP INC COM 36868210 15,544 777,194 SH DEFINED 1,2,6 777,194 GENE LOGIC INC COM 36868910 114 36,404 SH DEFINED 1,5 36,404 GENELABS TECHNOLOGIE COM 36870610 608 1,012,989 SH DEFINED 1,2,5 1,012,989 GENENCOR INTL INC COM 36870910 4,170 216,867 SH DEFINED 1,2 216,867 GENENTECH INC COM NEW 36871040 354,069 6,254,525 SH DEFINED 1,2,5,7,8,10,12,13,14 6,254,525 GENERAL BINDING CORP COM 36915410 2,880 137,165 SH DEFINED 1,2 137,165 GENERAL CABLE CORP D COM 36930010 7,304 605,126 SH DEFINED 1,2,5 605,126 GENERAL COMMUNICATIO CL A 36938510 10,190 1,116,065 SH DEFINED 1,2,6 1,116,065 GENERAL DYNAMICS COR COM 36955010 768,606 7,179,879 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,179,879 GENERAL ELEC CO COM 36960410 12,023,321 333,425,443 SH DEFINED 1,2,5,6,7,8,10,12,13,14 333,425,443 GENERAL GROWTH PPTYS COM 37002110 174,828 5,126,920 SH DEFINED 1,2,3,5,7,8,10,12,13,14 5,126,920 GENERAL MARITIME COR SHS Y2692M10 3,212 66,304 SH DEFINED 1,2,5 66,304 GENERAL MLS INC COM 37033410 480,931 9,784,957 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,784,957 GENERAL MTRS CORP COM 37044210 2,929,127 99,664,073 SH DEFINED 1,2,5,6,7,8,10,12,13,14 99,664,073 GENESCO INC COM 37153210 12,240 430,696 SH DEFINED 1,2,6 430,696 GENESEE & WYO INC CL A 37155910 8,287 319,844 SH DEFINED 1,2 319,844 GENESIS HEALTHCARE C COM 37184D10 22,588 526,661 SH DEFINED 1,2,5 526,661 GENESIS MICROCHIP IN COM 37184C10 7,005 484,750 SH DEFINED 1,2 484,750 GENITOPE CORP COM 37229P50 244 19,500 SH DEFINED 1 19,500 GENLYTE GROUP INC COM 37230210 28,826 320,391 SH DEFINED 1,2 320,391 GEN-PROBE INC NEW COM 36866T10 33,614 754,354 SH DEFINED 1,2,5,12,13 754,354 GENTA INC COM NEW 37245M20 926 819,502 SH DEFINED 1,2,5 819,502 GENTEX CORP COM 37190110 36,938 1,157,940 SH DEFINED 1,2,5,12,13 1,157,940 GENTIVA HEALTH SERVI COM 37247A10 6,463 399,460 SH DEFINED 1,2,5,6 399,460 GENUINE PARTS CO COM 37246010 208,571 4,795,846 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,795,846 GENVEC INC COM 37246C10 24 14,112 SH DEFINED 1 14,112 GENWORTH FINL INC COM CL A 37247D10 40,992 1,489,521 SH DEFINED 1,2,5,10,12,14 1,489,521 GENZYME CORP COM 37291710 416,385 7,274,366 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,274,366 GEO GROUP INC COM 36159R10 3,988 139,528 SH DEFINED 1,2,5 139,528 GEORGIA GULF CORP COM PAR $0 37320020 47,195 1,026,419 SH DEFINED 1,2,5 1,026,419 GEORGIA PAC CORP COM 37329810 381,884 10,760,324 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,760,324 GERBER SCIENTIFIC IN COM 37373010 239 32,816 SH DEFINED 1,2,6 32,816 GERDAU S A SPONSORED 37373710 2,402 145,562 SH DEFINED 1,2 145,562 GERMAN AMERN BANCORP COM 37386510 2,032 131,104 SH DEFINED 1,2,5 131,104 GERON CORP COM 37416310 3,895 637,442 SH DEFINED 1,2 637,442 GETTY IMAGES INC COM 37427610 32,315 454,438 SH DEFINED 1,2,5,12 454,438 GETTY RLTY CORP NEW COM 37429710 7,359 288,027 SH DEFINED 1,2 288,027 GEVITY HR INC COM 37439310 7,328 383,254 SH DEFINED 1,2 383,254 GIANT INDS INC COM 37450810 4,187 162,913 SH DEFINED 1,2 162,913 GIBRALTAR INDS INC COM 37468910 7,530 343,190 SH DEFINED 1,2 343,190 G-III APPAREL GROUP COM 36237H10 103 12,700 SH DEFINED 1 12,700 GILEAD SCIENCES INC COM 37555810 436,262 12,186,076 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,186,076 GILLETTE CO COM 37576610 1,565,198 31,006,298 SH DEFINED 1,2,5,6,7,8,10,12,13,14 31,006,298 GLACIER BANCORP INC COM 37637Q10 10,727 351,695 SH DEFINED 1,2 351,695 GLADSTONE CAPITAL CO COM 37653510 2,575 121,367 SH DEFINED 1,2 121,367 GLAMIS GOLD LTD COM 37677510 1,974 126,441 SH DEFINED 1,12,13 126,441 GLATFELTER COM 37731610 8,476 574,657 SH DEFINED 1,2,13 574,657 GLAXOSMITHKLINE PLC SPONSORED 37733W10 885,200 19,276,998 SH DEFINED 1,2 19,276,998 GLENAYRE TECHNOLOGIE COM 37789910 67 37,475 SH DEFINED 1 37,475 GLENBOROUGH RLTY TR COM 37803P10 14,489 757,777 SH DEFINED 1,2,3,5 757,777 GLIMCHER RLTY TR SH BEN INT 37930210 18,774 792,153 SH DEFINED 1,2,3,5 792,153 GLOBAL CROSSING LTD SHS NEW G3921A17 301 19,400 SH DEFINED 1 19,400 GLOBAL IMAGING SYSTE COM 37934A10 13,736 387,352 SH DEFINED 1,2,6 387,352 GLOBAL INDS LTD COM 37933610 12,559 1,336,064 SH DEFINED 1,2,5 1,336,064 GLOBAL PMTS INC COM 37940X10 24,653 382,277 SH DEFINED 1,2,5,6 382,277 GLOBAL POWER EQUIPME COM 37941P10 4,854 506,649 SH DEFINED 1,2,5 506,649 GLOBAL SIGNAL INC COM 37944Q10 4,558 152,144 SH DEFINED 1,2 152,144 GLOBALSANTAFE CORP SHS G3930E10 45,632 1,231,960 SH DEFINED 1,5,7,8,10,12,13,14 1,231,960 GMH CMNTYS TR COM 36188G10 7,856 670,847 SH DEFINED 1,2,3 670,847 GOLD BANC CORP INC COM 37990710 8,085 576,276 SH DEFINED 1,2,5 576,276 GOLD KIST INC COM 38061410 2,349 147,723 SH DEFINED 1,2 147,723 GOLDEN TELECOM INC COM 38122G10 4,937 192,838 SH DEFINED 1,2 192,838 GOLDEN WEST FINL COR COM 38131710 503,782 8,326,981 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,326,981 GOLDMAN SACHS GROUP COM 38141G10 1,385,690 12,598,331 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,598,331 GOODRICH CORP COM 38238810 137,886 3,601,109 SH DEFINED 1,2,5,6,7,10,13 3,601,109 GOODRICH PETE CORP COM NEW 38241040 232 11,000 SH DEFINED 1 11,000 GOODYEAR TIRE & RUBR COM 38255010 108,570 8,132,574 SH DEFINED 1,2,5,6,10,13 8,132,574 GOODYS FAMILY CLOTHI COM 38258810 3,625 401,849 SH DEFINED 1,2,5,6 401,849 GOOGLE INC CL A 38259P50 99,214 549,629 SH DEFINED 1,2,5,7,8,10,12,13,14 549,629 GOREMOTE INTERNET CO COM 38285910 21 13,500 SH DEFINED 1 13,500 GORMAN RUPP CO COM 38308210 6,414 298,864 SH DEFINED 1,2 298,864 GOTTSCHALKS INC COM 38348510 114 10,992 SH DEFINED 1 10,992 GOVERNMENT PPTYS TR COM 38374W10 4,687 470,615 SH DEFINED 1,2 470,615 GP STRATEGIES CORP COM 36225V10 145 20,257 SH DEFINED 1 20,257 GRACE W R & CO DEL N COM 38388F10 8,633 1,013,263 SH DEFINED 1,2 1,013,263 GRACO INC COM 38410910 44,022 1,090,738 SH DEFINED 1,2,5,12,13 1,090,738 GRAFTECH INTL LTD COM 38431310 8,746 1,537,129 SH DEFINED 1,2,5 1,537,129 GRAINGER W W INC COM 38480210 159,761 2,565,612 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,565,612 GRAMERCY CAP CORP COM 38487110 1,850 94,880 SH DEFINED 1,2 94,880 GRANITE CONSTR INC COM 38732810 24,303 925,113 SH DEFINED 1,2,5,13 925,113 GRANT PRIDECO INC COM 38821G10 52,445 2,170,741 SH DEFINED 1,2,5,12,13 2,170,741 GRAPHIC PACKAGING CO COM 38868810 4,409 999,762 SH DEFINED 1,2 999,762 GRAY TELEVISION INC COM 38937510 10,651 736,044 SH DEFINED 1,2 736,044 GREAT AMERN FINL RES COM 38991510 1,949 115,053 SH DEFINED 1,2 115,053 GREAT ATLANTIC & PAC COM 39006410 4,929 330,788 SH DEFINED 1,2,5,6 330,788 GREAT LAKES CHEM COR COM 39056810 53,919 1,678,686 SH DEFINED 1,2,5,6,10,13 1,678,686 GREAT NORTHN IRON OR CTFS BEN I 39106410 1,472 13,248 SH DEFINED 1,5 13,248 GREAT PLAINS ENERGY COM 39116410 35,494 1,160,692 SH DEFINED 1,2,5,13 1,160,692 GREAT SOUTHN BANCORP COM 39090510 4,862 149,746 SH DEFINED 1,2 149,746 GREAT WOLF RESORTS I COM 39152310 474 19,000 SH DEFINED 1,2 19,000 GREATER BAY BANCORP COM 39164810 26,149 1,071,234 SH DEFINED 1,2,5,13 1,071,234 GREENBRIER COS INC COM 39365710 3,281 93,500 SH DEFINED 1,2 93,500 GREENFIELD ONLINE IN COM 39515010 1,257 63,950 SH DEFINED 1 63,950 GREENHILL & CO INC COM 39525910 5,238 146,323 SH DEFINED 1,2 146,323 GREIF INC CL A 39762410 16,006 229,710 SH DEFINED 1,2 229,710 GREY WOLF INC COM 39788810 18,366 2,791,184 SH DEFINED 1,2,5 2,791,184 GRIFFIN LD & NURSERI CL A 39823110 224 8,600 SH DEFINED 1 8,600 GRIFFON CORP COM 39843310 8,721 407,322 SH DEFINED 1,2,6 407,322 GROUP 1 AUTOMOTIVE I COM 39890510 8,704 330,961 SH DEFINED 1,2,6 330,961 GROUPE CGI INC CL A SUB V 39945C10 90 14,270 SH DEFINED 1 14,270 GROUPE DANONE SPONSORED 39944910 880 44,046 SH DEFINED 1 44,046 GRUPO AEROPORTUARIO SPON ADR S 40051E20 752 26,825 SH DEFINED 1,7 26,825 GRUPO TELEVISA SA DE SP ADR REP 40049J20 11,631 197,805 SH DEFINED 1,2 197,805 GSI COMMERCE INC COM 36238G10 4,042 298,755 SH DEFINED 1,2,5 298,755 GTECH HLDGS CORP COM 40051810 46,685 1,984,053 SH DEFINED 1,2,5,7,8,10,12,13,14 1,984,053 GTX INC DEL COM 40052B10 655 72,011 SH DEFINED 1,2 72,011 GUESS INC COM 40161710 3,870 282,474 SH DEFINED 1,2 282,474 GUIDANT CORP COM 40169810 696,774 9,428,606 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,428,606 GUILFORD PHARMACEUTI COM 40182910 1,216 528,693 SH DEFINED 1,2 528,693 GUITAR CTR MGMT INC COM 40204010 24,529 447,363 SH DEFINED 1,2,5,6 447,363 GULF ISLAND FABRICAT COM 40230710 2,941 125,361 SH DEFINED 1,2 125,361 GULFMARK OFFSHORE IN COM 40262910 5,749 221,872 SH DEFINED 1,2,5 221,872 GYMBOREE CORP COM 40377710 6,458 514,975 SH DEFINED 1,2,6 514,975 HAEMONETICS CORP COM 40502410 32,992 782,531 SH DEFINED 1,2,5,6 782,531 HAGGAR CORP COM 40517310 485 24,023 SH DEFINED 1,6 24,023 HAIN CELESTIAL GROUP COM 40521710 9,651 517,758 SH DEFINED 1,2,5,6 517,758 HALLIBURTON CO COM 40621610 663,667 15,344,911 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,344,911 HAMPSHIRE GROUP LTD COM 40885910 219 5,500 SH DEFINED 1 5,500 HANAROTELECOM INC SPONSORED 40964920 37 12,549 SH DEFINED 1 12,549 HANCOCK FABRICS INC COM 40990010 2,352 316,150 SH DEFINED 1,2,6 316,150 HANCOCK HLDG CO COM 41012010 15,678 482,400 SH DEFINED 1,2 482,400 HANDLEMAN CO DEL COM 41025210 7,419 391,301 SH DEFINED 1,2 391,301 HANGER ORTHOPEDIC GR COM NEW 41043F20 2,037 342,333 SH DEFINED 1,2,5 342,333 HANMI FINL CORP COM 41049510 7,428 448,832 SH DEFINED 1,2 448,832 HANOVER COMPRESSOR C COM 41076810 23,605 1,955,645 SH DEFINED 1,2,5,13 1,955,645 HANSEN NAT CORP COM 41131010 4,828 80,537 SH DEFINED 1,2 80,537 HANSON PLC NEW SPONSORED 41134910 289 6,133 SH DEFINED 1 6,133 HARBOR FLA BANCSHARE COM 41190110 10,834 317,711 SH DEFINED 1,2,5 317,711 HARDINGE INC COM 41232430 6,000 444,445 SH DEFINED 1 444,445 HARKEN ENERGY CORP COM NEW 41255230 46 94,171 SH DEFINED 1 94,171 HARLAND JOHN H CO COM 41269310 18,456 537,147 SH DEFINED 1,2,5,6 537,147 HARLEY DAVIDSON INC COM 41282210 568,317 9,839,281 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,839,281 HARLEYSVILLE GROUP I COM 41282410 5,957 299,964 SH DEFINED 1,2 299,964 HARLEYSVILLE NATL CO COM 41285010 8,303 390,718 SH DEFINED 1,2 390,718 HARMAN INTL INDS INC COM 41308610 106,976 1,209,312 SH DEFINED 1,2,5,7,8,10,12,13,14 1,209,312 HARMONIC INC COM 41316010 11,805 1,234,829 SH DEFINED 1,2,5,6 1,234,829 HARMONY GOLD MNG LTD SPONSORED 41321630 329 42,184 SH DEFINED 1 42,184 HARRAHS ENTMT INC COM 41361910 403,640 6,250,228 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,250,228 HARRIS & HARRIS GROU COM 41383310 2,445 203,059 SH DEFINED 1,2 203,059 HARRIS CORP DEL COM 41387510 79,792 2,443,861 SH DEFINED 1,2,5,7,10,13 2,443,861 HARRIS INTERACTIVE I COM 41454910 3,433 744,768 SH DEFINED 1,2 744,768 HARSCO CORP COM 41586410 32,046 537,589 SH DEFINED 1,2,5,12,13 537,589 HARTE-HANKS INC COM 41619610 39,233 1,423,554 SH DEFINED 1,2,5,10,13 1,423,554 HARTFORD FINL SVCS G COM 41651510 1,354,004 19,749,182 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,749,182 HARTMARX CORP COM 41711910 3,249 340,524 SH DEFINED 1,2 340,524 HARVARD BIOSCIENCE I COM 41690610 61 15,632 SH DEFINED 1 15,632 HARVEST NATURAL RESO COM 41754V10 6,424 540,257 SH DEFINED 1,2,5 540,257 HASBRO INC COM 41805610 113,353 5,542,926 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,542,926 HAVAS SPONSORED 41931310 73 12,678 SH DEFINED 1 12,678 HAVERTY FURNITURE IN COM 41959610 4,703 308,382 SH DEFINED 1,2,6 308,382 HAWAIIAN ELEC INDUST COM 41987010 30,489 1,194,713 SH DEFINED 1,2,5,13 1,194,713 HAWAIIAN HOLDINGS IN COM 41987910 78 11,915 SH DEFINED 1 11,915 HAWK CORP CL A 42008910 165 16,200 SH DEFINED 1 16,200 HAWKINS INC COM 42026110 148 12,452 SH DEFINED 1 12,452 HAYES LEMMERZ INTL I COM NEW 42078130 2,916 560,820 SH DEFINED 1,2 560,820 HCA INC COM 40411910 627,822 11,719,663 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,719,663 HCC INS HLDGS INC COM 40413210 31,440 869,473 SH DEFINED 1,2,5,13 869,473 HEADWATERS INC COM 42210P10 18,718 570,309 SH DEFINED 1,2 570,309 HEALTH CARE PPTY INV COM 42191510 30,326 1,292,110 SH DEFINED 1,2,5 1,292,110 HEALTH CARE REIT INC COM 42217K10 18,088 565,253 SH DEFINED 1,2,5 565,253 HEALTH MGMT ASSOC IN CL A 42193310 178,081 6,802,182 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,802,182 HEALTH NET INC COM 42222G10 75,955 2,322,059 SH DEFINED 1,2,5,7,8,10,12,13,14 2,322,059 HEALTHCARE RLTY TR COM 42194610 28,325 777,295 SH DEFINED 1,2,5 777,295 HEALTHCARE SVCS GRP COM 42190610 5,280 217,747 SH DEFINED 1,2 217,747 HEALTHEXTRAS INC COM 42221110 4,815 289,206 SH DEFINED 1,2 289,206 HEALTHTRONICS INC COM 42222L10 688 63,973 SH DEFINED 1,2,5 63,973 HEARST-ARGYLE TELEVI COM 42231710 13,549 531,340 SH DEFINED 1,2,5 531,340 HEARTLAND EXPRESS IN COM 42234710 23,868 1,246,345 SH DEFINED 1,2,5,6 1,246,345 HEARTLAND FINL USA I COM 42234Q10 2,512 126,465 SH DEFINED 1,2 126,465 HECLA MNG CO COM 42270410 9,978 1,820,834 SH DEFINED 1,2,5 1,820,834 HEICO CORP NEW COM 42280610 5,892 293,131 SH DEFINED 1,2,5 293,131 HEICO CORP NEW CL A 42280620 208 13,114 SH DEFINED 1 13,114 HEIDRICK & STRUGGLES COM 42281910 11,318 307,812 SH DEFINED 1,2,5,6 307,812 HEINZ H J CO COM 42307410 391,211 10,619,203 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,619,203 HELEN OF TROY CORP L COM G4388N10 619 22,607 SH DEFINED 1,5 22,607 HELIX TECHNOLOGY COR COM 42331910 7,066 456,747 SH DEFINED 1,2,6 456,747 HELLENIC TELECOM ORG SPONSORED 42332530 423 48,012 SH DEFINED 1 48,012 HELMERICH & PAYNE IN COM 42345210 40,409 1,018,106 SH DEFINED 1,2,5,6,13 1,018,106 HEMISPHERX BIOPHARMA COM 42366C10 45 30,210 SH DEFINED 1,5 30,210 HENRY JACK & ASSOC I COM 42628110 18,340 1,019,467 SH DEFINED 1,2,5,13 1,019,467 HERCULES INC COM 42705610 50,785 3,504,846 SH DEFINED 1,2,5,6,10,13 3,504,846 HERITAGE COMMERCE CO COM 42692710 269 14,600 SH DEFINED 1 14,600 HERITAGE PPTY INVT T COM 42725M10 31,937 1,076,057 SH DEFINED 1,2,3 1,076,057 HERLEY INDS INC DEL COM 42739810 2,955 172,727 SH DEFINED 1,2 172,727 HERSHA HOSPITALITY T SH BEN INT 42782510 117 11,700 SH DEFINED 1,2 11,700 HERSHEY FOODS CORP COM 42786610 363,178 6,006,908 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,006,908 HEWITT ASSOCS INC COM 42822Q10 9,843 370,030 SH DEFINED 1,2,5 370,030 HEWLETT PACKARD CO COM 42823610 2,049,383 93,408,544 SH DEFINED 1,2,5,6,7,8,10,12,13,14 93,408,544 HEXCEL CORP NEW COM 42829110 8,239 531,212 SH DEFINED 1,2 531,212 HI / FN INC COM 42835810 138 19,020 SH DEFINED 1 19,020 HIBBETT SPORTING GOO COM 42856510 13,797 459,300 SH DEFINED 1,2,6 459,300 HIBERNIA CORP CL A 42865610 98,086 3,064,233 SH DEFINED 1,2,5,7,8,10,12,13,14 3,064,233 HICKORY TECH CORP COM 42906010 171 16,862 SH DEFINED 1 16,862 HIGHLAND HOSPITALITY COM 43014110 5,104 493,171 SH DEFINED 1,2 493,171 HIGHWOODS PPTYS INC COM 43128410 44,767 1,669,159 SH DEFINED 1,2,3,5,13 1,669,159 HILB ROGAL & HOBBS C COM 43129410 20,960 585,488 SH DEFINED 1,2,5 585,488 HILFIGER TOMMY CORP ORD G8915Z10 771 65,856 SH DEFINED 1,2,5 65,856 HILLENBRAND INDS INC COM 43157310 55,835 1,006,584 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,006,584 HILTON HOTELS CORP COM 43284810 331,172 14,817,561 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,817,561 HITACHI LIMITED ADR 10 COM 43357850 12,990 209,077 SH DEFINED 1,2 209,077 HI-TECH PHARMACAL IN COM 42840B10 234 10,650 SH DEFINED 1 10,650 HNI CORP COM 40425110 35,715 794,552 SH DEFINED 1,2,5,6,12,13 794,552 HOLLINGER INTL INC CL A 43556910 9,008 826,398 SH DEFINED 1,2,5 826,398 HOLLIS-EDEN PHARMACE COM 43590210 1,251 177,539 SH DEFINED 1,2 177,539 HOLLY CORP COM PAR $0 43575830 14,193 380,819 SH DEFINED 1,2 380,819 HOLLY ENERGY PARTNER COM UT LTD 43576310 210 5,600 SH DEFINED 1 5,600 HOLLYWOOD ENTMT CORP COM 43614110 10,646 808,384 SH DEFINED 1,2,5 808,384 HOLOGIC INC COM 43644010 11,038 346,303 SH DEFINED 1,2,5,6 346,303 HOME DEPOT INC COM 43707610 2,817,012 73,666,621 SH DEFINED 1,2,5,6,7,8,10,12,13,14 73,666,621 HOME PROPERTIES INC COM 43730610 29,339 756,155 SH DEFINED 1,2,3,5 756,155 HOMEBANC CORP GA COM 43738R10 4,803 543,372 SH DEFINED 1,2 543,372 HOMESTORE INC COM 43785210 3,386 1,525,407 SH DEFINED 1,2,5 1,525,407 HONDA MOTOR LTD AMERN SHS 43812830 929 37,082 SH DEFINED 1 37,082 HONEYWELL INTL INC COM 43851610 3,800,866 102,146,357 SH DEFINED 1,2,5,6,7,8,10,12,13,14 102,146,357 HOOKER FURNITURE COR COM 43903810 1,583 83,777 SH DEFINED 1,2 83,777 HOOPER HOLMES INC COM 43910410 3,484 911,928 SH DEFINED 1,2,6 911,928 HORACE MANN EDUCATOR COM 44032710 14,995 845,237 SH DEFINED 1,2,5,13 845,237 HORIZON FINL CORP WA COM 44041F10 3,663 195,061 SH DEFINED 1,2,5 195,061 HORIZON OFFSHORE INC COM 44043J10 16 40,369 SH DEFINED 1,5 40,369 HORMEL FOODS CORP COM 44045210 43,570 1,400,513 SH DEFINED 1,2,5,7,13 1,400,513 HORNBECK OFFSHORE SV COM 44054310 1,716 68,493 SH DEFINED 1,2 68,493 HOSPIRA INC COM 44106010 152,468 4,724,751 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,724,751 HOSPITALITY PPTYS TR COM SH BEN 44106M10 56,192 1,391,586 SH DEFINED 1,2,3,5,13 1,391,586 HOST MARRIOTT CORP N COM 44107P10 125,973 7,607,066 SH DEFINED 1,2,3,5,7,8,10,12,13,14 7,607,066 HOT TOPIC INC COM 44133910 19,292 882,910 SH DEFINED 1,2,5,6 882,910 HOUSTON EXPL CO COM 44212010 13,842 243,051 SH DEFINED 1,2 243,051 HOVNANIAN ENTERPRISE CL A 44248720 24,989 489,971 SH DEFINED 1,2,5,13 489,971 HRPT PPTYS TR COM SH BEN 40426W10 40,448 3,396,172 SH DEFINED 1,2,3,5 3,396,172 HSBC HLDGS PLC SPON ADR N 40428040 14,785 186,210 SH DEFINED 1,2 186,210 HUB GROUP INC CL A 44332010 13,412 214,014 SH DEFINED 1,2 214,014 HUBBELL INC CL B 44351020 44,518 871,189 SH DEFINED 1,2,5,6,12,13 871,189 HUDSON CITY BANCORP COM 44368310 25,460 696,573 SH DEFINED 1,2,5 696,573 HUDSON HIGHLAND GROU COM 44379210 5,214 305,068 SH DEFINED 1,2,5 305,068 HUDSON UNITED BANCOR COM 44416510 19,024 539,700 SH DEFINED 1,2,5 539,700 HUGHES SUPPLY INC COM 44448210 25,226 847,933 SH DEFINED 1,2,5,6,12 847,933 HUGOTON RTY TR TEX UNIT BEN I 44471710 449 15,219 SH DEFINED 1 15,219 HUMAN GENOME SCIENCE COM 44490310 18,467 2,002,961 SH DEFINED 1,2,5 2,002,961 HUMANA INC COM 44485910 227,966 7,137,330 SH DEFINED 1,2,5,6,10,13 7,137,330 HUNT J B TRANS SVCS COM 44565810 36,549 835,025 SH DEFINED 1,2,5,12,13 835,025 HUNTINGTON BANCSHARE COM 44615010 186,725 7,812,776 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,812,776 HUNTSMAN CORP COM 44701110 1,761 75,500 SH DEFINED 1 75,500 HURON CONSULTING GRO COM 44746210 797 38,462 SH DEFINED 1 38,462 HUTCHINSON TECHNOLOG COM 44840710 15,887 456,775 SH DEFINED 1,2,5,6 456,775 HUTTIG BLDG PRODS IN COM 44845110 164 15,027 SH DEFINED 1 15,027 HYDRIL COM 44877410 15,815 270,756 SH DEFINED 1,2 270,756 HYPERCOM CORP COM 44913M10 3,314 700,597 SH DEFINED 1,2 700,597 HYPERION SOLUTIONS C COM 44914M10 34,040 771,708 SH DEFINED 1,2,5,6 771,708 IAC INTERACTIVECORP COM 44919P10 114,470 5,140,103 SH DEFINED 1,2,5,7,8,10,12,13,14 5,140,103 IBERIABANK CORP COM 45082810 5,660 100,602 SH DEFINED 1,2,5 100,602 ICICI BK LTD ADR 45104G10 31,787 1,534,129 SH DEFINED 1,2,4,5 1,534,129 ICOS CORP COM 44929510 13,617 606,291 SH DEFINED 1,2,5 606,291 ICT GROUP INC COM 44929Y10 1,396 123,900 SH DEFINED 1 123,900 ICU MED INC COM 44930G10 5,974 168,275 SH DEFINED 1,2,6 168,275 IDACORP INC COM 45110710 32,214 1,135,493 SH DEFINED 1,2,5,6,13 1,135,493 IDENIX PHARMACEUTICA COM 45166R20 1,672 84,209 SH DEFINED 1 84,209 IDENTIX INC COM 45190610 7,111 1,408,187 SH DEFINED 1,2 1,408,187 IDEX CORP COM 45167R10 37,900 939,285 SH DEFINED 1,2,5,6,12 939,285 IDEXX LABS INC COM 45168D10 28,001 517,011 SH DEFINED 1,2,5,6,7 517,011 IDT CORP COM 44894710 3,595 253,177 SH DEFINED 1,2 253,177 IDT CORP CL B 44894730 3,175 214,658 SH DEFINED 1,2 214,658 IDX SYS CORP COM 44949110 10,922 314,491 SH DEFINED 1,2 314,491 I-FLOW CORP COM NEW 44952030 4,128 260,766 SH DEFINED 1,2 260,766 IGATE CORP COM 45169U10 1,035 277,366 SH DEFINED 1,2 277,366 IHOP CORP COM 44962310 17,975 376,985 SH DEFINED 1,2,6 376,985 II VI INC COM 90210410 5,724 328,202 SH DEFINED 1,2 328,202 IKON OFFICE SOLUTION COM 45171310 200,583 20,281,361 SH DEFINED 1,2,5,6 20,281,361 ILLINOIS TOOL WKS IN COM 45230810 755,146 8,434,556 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,434,556 ILLUMINA INC COM 45232710 5,708 706,447 SH DEFINED 1,2 706,447 IMAGISTICS INTERNATI COM 45247T10 10,957 313,679 SH DEFINED 1,2,5,6 313,679 IMATION CORP COM 45245A10 24,437 703,213 SH DEFINED 1,2,5,13 703,213 IMCLONE SYS INC COM 45245W10 22,619 655,633 SH DEFINED 1,2,5,12 655,633 IMMERSION CORP COM 45252110 96 16,024 SH DEFINED 1 16,024 IMMUCOR INC COM 45252610 24,137 799,517 SH DEFINED 1,2,6 799,517 IMMUNICON CORP DEL COM 45260A10 404 68,533 SH DEFINED 1,2 68,533 IMMUNOGEN INC COM 45253H10 4,347 831,141 SH DEFINED 1,2,5 831,141 IMMUNOMEDICS INC COM 45290710 1,668 686,499 SH DEFINED 1,2,5 686,499 IMPAC MED SYS INC COM 45255A10 231 9,700 SH DEFINED 1 9,700 IMPAC MTG HLDGS INC COM 45254P10 21,422 1,116,889 SH DEFINED 1,2,5 1,116,889 IMPAX LABORATORIES I COM 45256B10 12,192 762,030 SH DEFINED 1,2 762,030 IMPERIAL CHEM INDS P ADR NEW 45270450 289 14,165 SH DEFINED 1 14,165 IMPERIAL OIL LTD COM NEW 45303840 838 11,004 SH DEFINED 1 11,004 IMPERIAL TOBACCO GRO SPONSORED 45314210 340 6,387 SH DEFINED 1 6,387 IMS HEALTH INC COM 44993410 238,442 9,776,225 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,776,225 INAMED CORP COM 45323510 33,183 474,863 SH DEFINED 1,2,5,12,13 474,863 INCO LTD COM 45325840 315 7,926 SH DEFINED 1 7,926 INCYTE CORP COM 45337C10 7,711 1,129,027 SH DEFINED 1,2,5 1,129,027 INDEPENDENCE CMNTY B COM 45341410 44,239 1,134,330 SH DEFINED 1,2,5,13 1,134,330 INDEPENDENCE HLDG CO COM NEW 45344030 1,237 68,592 SH DEFINED 1,2 68,592 INDEPENDENT BANK COR COM 45383610 6,962 240,086 SH DEFINED 1,2,5 240,086 INDEPENDENT BANK COR COM 45383810 10,893 378,607 SH DEFINED 1,2 378,607 INDEVUS PHARMACEUTIC COM 45407210 1,892 680,466 SH DEFINED 1,2,5 680,466 INDIA FD INC COM 45408910 2,618 96,372 SH DEFINED 7 96,372 INDYMAC BANCORP INC COM 45660710 26,726 786,073 SH DEFINED 1,2,5,13 786,073 INERGY L P UNIT LTD P 45661510 647 20,000 SH DEFINED 1 20,000 INFINITY PPTY & CAS COM 45665Q10 11,945 382,113 SH DEFINED 1,2,5 382,113 INFOCROSSING INC COM 45664X10 3,654 230,673 SH DEFINED 1,2 230,673 INFOCUS CORP COM 45665B10 3,398 591,939 SH DEFINED 1,2,5 591,939 INFORMATICA CORP COM 45666Q10 10,475 1,266,577 SH DEFINED 1,2,5 1,266,577 INFOSPACE INC COM NEW 45678T20 21,627 529,683 SH DEFINED 1,2 529,683 INFOSYS TECHNOLOGIES SPONSORED 45678810 7,511 101,875 SH DEFINED 1,2 101,875 INFOUSA INC NEW COM 45681830 5,977 568,680 SH DEFINED 1,2 568,680 INFRASOURCE SVCS INC COM 45684P10 1,069 89,121 SH DEFINED 1 89,121 ING GROUP N V SPONSORED 45683710 33,271 1,100,586 SH DEFINED 1,2 1,100,586 INGERSOLL-RAND COMPA CL A G4776G10 331,774 4,165,401 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,165,401 INGLES MKTS INC CL A 45703010 2,137 160,400 SH DEFINED 1,2,5 160,400 INGRAM MICRO INC CL A 45715310 49,358 2,960,891 SH DEFINED 1,2,5,10,12,14 2,960,891 INKINE PHARMACEUTICA COM 45721410 1,989 641,604 SH DEFINED 1,2 641,604 INLAND REAL ESTATE C COM NEW 45746120 761 50,600 SH DEFINED 1 50,600 INNKEEPERS USA TR COM 4576J010 16,517 1,279,407 SH DEFINED 1,2,3,5 1,279,407 INNODATA ISOGEN INC COM NEW 45764220 43 11,700 SH DEFINED 1 11,700 INNOVATIVE SOLUTIONS COM 45769N10 3,677 115,823 SH DEFINED 1,2 115,823 INNOVEX INC COM 45764710 71 19,983 SH DEFINED 1 19,983 INPHONIC INC COM 45772G10 2,189 96,350 SH DEFINED 1,2 96,350 INPUT/OUTPUT INC COM 45765210 6,078 942,271 SH DEFINED 1,2 942,271 INSIGHT COMMUNICATIO CL A 45768V10 11,013 929,401 SH DEFINED 1,2,5 929,401 INSIGHT ENTERPRISES COM 45765U10 16,497 939,479 SH DEFINED 1,2,5,6 939,479 INSITUFORM TECHNOLOG CL A 45766710 8,135 560,662 SH DEFINED 1,2,6 560,662 INSPIRE PHARMACEUTIC COM 45773310 4,813 589,877 SH DEFINED 1,2 589,877 INSTINET GROUP INC COM 45775010 10,178 1,730,975 SH DEFINED 1,2,5 1,730,975 INSURANCE AUTO AUCTI COM 45787510 4,513 162,038 SH DEFINED 1,2,5,6 162,038 INTAC INTL COM 45811T10 1,101 87,417 SH DEFINED 1,2 87,417 INTEGRA BK CORP COM 45814P10 7,324 330,823 SH DEFINED 1,2 330,823 INTEGRA LIFESCIENCES COM NEW 45798520 12,767 362,486 SH DEFINED 1,2,6 362,486 INTEGRATED ALARM SVC COM 45890M10 102 20,130 SH DEFINED 1 20,130 INTEGRATED CIRCUIT S COM 45811K20 18,312 957,764 SH DEFINED 1,2,5,13 957,764 INTEGRATED DEVICE TE COM 45811810 24,957 2,074,565 SH DEFINED 1,2,5,13 2,074,565 INTEGRATED ELECTRICA COM 45811E10 1,348 488,444 SH DEFINED 1,2,5 488,444 INTEGRATED SILICON S COM 45812P10 3,442 513,742 SH DEFINED 1,2,5 513,742 INTEL CORP COM 45814010 4,841,234 208,404,389 SH DEFINED 1,2,5,6,7,8,10,12,13,14 208,404,389 INTELIDATA TECHNOLOG COM 45814T10 36 124,388 SH DEFINED 1,5 124,388 INTELLISYNC CORP COM 45817610 178 48,610 SH DEFINED 1,5 48,610 INTER PARFUMS INC COM 45833410 736 51,112 SH DEFINED 1,2 51,112 INTER TEL INC COM 45837210 14,871 606,965 SH DEFINED 1,2,6 606,965 INTERACTIVE DATA COR COM 45840J10 11,571 557,619 SH DEFINED 1,2,5 557,619 INTERCHANGE CORP COM 45845K10 305 30,116 SH DEFINED 1 30,116 INTERCHANGE FINL SVC COM 45844710 4,258 246,830 SH DEFINED 1,2 246,830 INTERCONTINENTAL HOT SPONS ADR 45857320 336 28,451 SH DEFINED 1 28,451 INTERDIGITAL COMMUNI COM 45866A10 14,158 924,165 SH DEFINED 1,2,5 924,165 INTERFACE INC CL A 45866510 5,788 848,642 SH DEFINED 1,2,5,6 848,642 INTERGRAPH CORP COM 45868310 18,837 653,822 SH DEFINED 1,2,5 653,822 INTERLAND INC COM NEW 45872720 26 12,327 SH DEFINED 1 12,327 INTERLINE BRANDS INC COM 45874310 336 17,600 SH DEFINED 1,2 17,600 INTERMAGNETICS GEN C COM 45877110 12,450 511,523 SH DEFINED 1,2,6 511,523 INTERMIX MEDIA INC COM 45881X10 86 11,700 SH DEFINED 1 11,700 INTERMUNE INC COM 45884X10 4,405 400,433 SH DEFINED 1,2,5 400,433 INTERNAP NETWORK SVC COM 45885A10 1,605 2,719,878 SH DEFINED 1,2 2,719,878 INTERNATIONAL BANCSH COM 45904410 11,887 342,866 SH DEFINED 1,2,5 342,866 INTERNATIONAL BUSINE COM 45920010 9,604,768 105,107,992 SH DEFINED 1,2,5,6,7,8,10,12,13,14 105,107,992 INTERNATIONAL DISPLA COM 45941210 108 11,378 SH DEFINED 1 11,378 INTERNATIONAL FLAVOR COM 45950610 108,361 2,743,325 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,743,325 INTERNATIONAL GAME T COM 45990210 250,046 9,379,056 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,379,056 INTERNATIONAL RECTIF COM 46025410 41,185 905,159 SH DEFINED 1,2,5,12,13 905,159 INTERNATIONAL SHIPHO COM NEW 46032120 163 10,700 SH DEFINED 1 10,700 INTERNATIONAL SPEEDW CL A 46033520 28,954 533,720 SH DEFINED 1,2,5,10,13 533,720 INTERNATIONAL STL GR COM 46037710 10,775 272,791 SH DEFINED 1,2,5,12 272,791 INTERNET CAP GROUP I COM NEW 46059C20 3,860 549,825 SH DEFINED 1,2 549,825 INTERNET SEC SYS INC COM 46060X10 16,161 883,112 SH DEFINED 1,2,5,6 883,112 INTERPUBLIC GROUP CO COM 46069010 139,502 11,360,058 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,360,058 INTERSECTIONS INC COM 46098130 1,367 93,986 SH DEFINED 1 93,986 INTERSIL CORP CL A 46069S10 37,316 2,154,510 SH DEFINED 1,2,5,12,13 2,154,510 INTERVIDEO INC COM 46114Y10 920 83,619 SH DEFINED 1,2 83,619 INTERVOICE INC NEW COM 46114210 6,878 613,583 SH DEFINED 1,2,5 613,583 INTERWOVEN INC COM NEW 46114T50 5,010 643,080 SH DEFINED 1,2,5 643,080 INTEVAC INC COM 46114810 1,907 202,230 SH DEFINED 1,2 202,230 INTL PAPER CO COM 46014610 1,278,042 34,738,834 SH DEFINED 1,2,5,6,7,8,10,12,13,14 34,738,834 INTRADO INC COM 46117A10 3,791 308,227 SH DEFINED 1,2,6 308,227 INTRALASE CORP COM 46116910 1,583 94,573 SH DEFINED 1,2 94,573 INTRAWARE INC COM 46118M10 8 12,476 SH DEFINED 1 12,476 INTUIT COM 46120210 244,450 5,584,872 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,584,872 INTUITIVE SURGICAL I COM NEW 46120E60 22,548 495,880 SH DEFINED 1,2 495,880 INVACARE CORP COM 46120310 20,136 451,170 SH DEFINED 1,2,5,6 451,170 INVERNESS MED INNOVA COM 46126P10 5,084 216,328 SH DEFINED 1,2,5 216,328 INVESTMENT TECHNOLOG COM 46145F10 14,731 841,765 SH DEFINED 1,2,5 841,765 INVESTORS FINL SERVI COM 46191510 47,121 963,421 SH DEFINED 1,2,5,13 963,421 INVESTORS REAL ESTAT SH BEN INT 46173010 6,269 671,897 SH DEFINED 1,2,5 671,897 INVITROGEN CORP COM 46185R10 152,468 2,203,297 SH DEFINED 1,2,5,7,8,10,12,13,14 2,203,297 IOMEGA CORP COM NEW 46203030 3,404 793,512 SH DEFINED 1,2,5 793,512 IONATRON INC COM 46207010 144 17,300 SH DEFINED 1 17,300 IOWA TELECOMM SERVIC COM 46259420 5,081 260,565 SH DEFINED 1,2 260,565 IPASS INC COM 46261V10 9,103 1,487,383 SH DEFINED 1,2 1,487,383 IPAYMENT INC COM 46262E10 6,464 153,181 SH DEFINED 1,2 153,181 IPC HLDGS LTD ORD G4933P10 299 7,618 SH DEFINED 1,5 7,618 IPSCO INC COM 46262210 256 5,029 SH DEFINED 1 5,029 IRELAND BK SPONSORED 46267Q10 303 4,780 SH DEFINED 1 4,780 IRON MTN INC PA COM 46284610 34,663 1,201,899 SH DEFINED 1,2,5 1,201,899 IRSA INVERSIONES Y R GLOBL DEP 45004720 192 15,307 SH DEFINED 1,7 15,307 IRVINE SENSORS CORP COM NEW 46366450 23 11,424 SH DEFINED 1 11,424 IRWIN FINL CORP COM 46411910 18,727 813,518 SH DEFINED 1,2 813,518 ISHARES TR RUSSELL100 46428759 1,895 28,800 SH DEFINED 1 28,800 ISHARES TR RUSSELL 30 46428768 417 6,194 SH DEFINED 1 6,194 ISIS PHARMACEUTICALS COM 46433010 2,859 738,829 SH DEFINED 1,2,5 738,829 ISLE OF CAPRI CASINO COM 46459210 6,009 226,414 SH DEFINED 1,2,5 226,414 ISOLAGEN INC COM 46488N10 1,520 241,718 SH DEFINED 1,2 241,718 ISTA PHARMACEUTICALS COM NEW 45031X20 1,166 118,014 SH DEFINED 1,2 118,014 ISTAR FINL INC COM 45031U10 54,488 1,323,157 SH DEFINED 1,2,5,7,8,10,12,13,14 1,323,157 ITC DELTACOM INC COM NEW 45031T40 144 182,001 SH DEFINED 1,2 182,001 ITLA CAP CORP COM 45056510 3,704 74,146 SH DEFINED 1,2 74,146 ITRON INC COM 46574110 11,358 383,189 SH DEFINED 1,2,6 383,189 ITT EDUCATIONAL SERV COM 45068B10 41,012 845,609 SH DEFINED 1,2,5,10,12,13 845,609 ITT INDS INC IND COM 45091110 921,497 10,211,623 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,211,623 IVAX CORP COM 46582310 57,963 2,931,888 SH DEFINED 1,2,5,7,12,13 2,931,888 IVAX DIAGNOSTICS INC COM 45070W10 116 28,657 SH DEFINED 1 28,657 IVILLAGE INC COM 46588H10 2,326 381,969 SH DEFINED 1,2 381,969 IXIA COM 45071R10 9,246 523,270 SH DEFINED 1,2 523,270 IXYS CORP COM 46600W10 4,759 415,992 SH DEFINED 1,2,5 415,992 J & J SNACK FOODS CO COM 46603210 6,165 131,650 SH DEFINED 1,2,6 131,650 J ALEXANDER CORP COM 46609610 136 18,800 SH DEFINED 1 18,800 J JILL GROUP INC COM 46618910 4,323 314,184 SH DEFINED 1,2,5,6 314,184 J2 GLOBAL COMMUNICAT COM NEW 46626E20 17,365 506,113 SH DEFINED 1,2,6 506,113 JABIL CIRCUIT INC COM 46631310 153,897 5,396,110 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,396,110 JACK IN THE BOX INC COM 46636710 25,297 681,850 SH DEFINED 1,2,5,6 681,850 JACKSON HEWITT TAX S COM 46820210 11,200 535,377 SH DEFINED 1,2 535,377 JACLYN INC COM 46977210 91 21,900 SH DEFINED 1 21,900 JACO ELECTRS INC COM 46978310 60 19,600 SH DEFINED 1 19,600 JACOBS ENGR GROUP IN COM 46981410 40,179 773,857 SH DEFINED 1,2,5,13 773,857 JACUZZI BRANDS INC COM 46986510 11,274 1,155,148 SH DEFINED 1,2 1,155,148 JAKKS PAC INC COM 47012E10 9,605 447,360 SH DEFINED 1,2,6 447,360 JAMDAT MOBILE INC COM 47023T10 773 44,850 SH DEFINED 1 44,850 JAMES RIVER COAL CO COM NEW 47035520 353 9,200 SH DEFINED 1 9,200 JANUS CAP GROUP INC COM 47102X10 85,387 6,120,921 SH DEFINED 1,2,5,6,7,10,13 6,120,921 JARDEN CORP COM 47110910 21,343 465,201 SH DEFINED 1,2 465,201 JDA SOFTWARE GROUP I COM 46612K10 6,298 448,581 SH DEFINED 1,2,6 448,581 JDS UNIPHASE CORP COM 46612J10 65,472 39,204,630 SH DEFINED 1,2,5,6,7,8,10,12,13,14 39,204,630 JEFFERIES GROUP INC COM 47231910 24,668 654,683 SH DEFINED 1,2,5,13 654,683 JEFFERSON PILOT CORP COM 47507010 194,971 3,974,953 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,974,953 JETBLUE AWYS CORP COM 47714310 25,026 1,314,392 SH DEFINED 1,2,5,6,13 1,314,392 JLG INDS INC COM 46621010 16,524 766,783 SH DEFINED 1,2,5,6 766,783 JO-ANN STORES INC COM 47758P30 11,619 413,638 SH DEFINED 1,2,6 413,638 JOHNSON & JOHNSON COM 47816010 9,366,248 139,461,699 SH DEFINED 1,2,5,6,7,8,10,12,13,14 139,461,699 JOHNSON CTLS INC COM 47836610 294,240 5,276,894 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,276,894 JONES APPAREL GROUP COM 48007410 123,232 3,679,678 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,679,678 JONES LANG LASALLE I COM 48020Q10 24,296 520,823 SH DEFINED 1,2,5 520,823 JOS A BANK CLOTHIERS COM 48083810 4,448 151,817 SH DEFINED 1,2,5 151,817 JOURNAL COMMUNICATIO CL A 48113010 5,589 337,702 SH DEFINED 1,2 337,702 JOURNAL REGISTER CO COM 48113810 10,433 624,742 SH DEFINED 1,2,5 624,742 JOY GLOBAL INC COM 48116510 44,062 1,256,753 SH DEFINED 1,2,5,12 1,256,753 JPMORGAN & CHASE & C COM 46625H10 4,021,517 116,228,809 SH DEFINED 1,2,5,6,7,8,10,12,13,14 116,228,809 JUNIPER NETWORKS INC COM 48203R10 150,865 6,838,844 SH DEFINED 1,2,5,7,8,10,12,13,14 6,838,844 JUPITERMEDIA CORP COM 48207D10 3,804 245,269 SH DEFINED 1,2 245,269 K FED BANCORP COM 48246S10 769 60,863 SH DEFINED 1 60,863 K V PHARMACEUTICAL C CL A 48274020 12,014 517,860 SH DEFINED 1,2,5 517,860 K2 INC COM 48273210 9,484 689,712 SH DEFINED 1,2,6 689,712 KADANT INC COM 48282T10 5,153 277,776 SH DEFINED 1,2 277,776 KAMAN CORP CL A 48354810 4,667 374,824 SH DEFINED 1,2,6 374,824 KANBAY INTL INC COM 48369P20 1,787 87,351 SH DEFINED 1,2 87,351 KANEB PIPE LINE PART SR PREF UN 48416910 378 6,362 SH DEFINED 1,5 6,362 KANEB SERVICES LLC COM 48417310 1,179 27,648 SH DEFINED 1,2,5 27,648 KANSAS CITY LIFE INS COM 48483610 3,676 75,388 SH DEFINED 1,2 75,388 KANSAS CITY SOUTHERN COM NEW 48517030 20,463 1,062,476 SH DEFINED 1,2,5,6 1,062,476 KATY INDS INC COM 48602610 88 23,204 SH DEFINED 1,2 23,204 KAYDON CORP COM 48658710 14,700 468,150 SH DEFINED 1,2,5,6 468,150 KB HOME COM 48666K10 136,494 1,162,046 SH DEFINED 1,2,5,6,10,13 1,162,046 KCS ENERGY INC COM 48243420 11,444 745,073 SH DEFINED 1,2,5 745,073 KEANE INC COM 48666510 15,135 1,161,515 SH DEFINED 1,2,5,13 1,161,515 KEITH COMPANIES INC COM 48753910 179 10,330 SH DEFINED 1 10,330 KEITHLEY INSTRS INC COM 48758410 3,359 208,276 SH DEFINED 1,2,6 208,276 KELLOGG CO COM 48783610 420,262 9,712,538 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,712,538 KELLWOOD CO COM 48804410 13,875 481,930 SH DEFINED 1,2,5,6 481,930 KELLY SVCS INC CL A 48815220 10,745 373,225 SH DEFINED 1,2,5,6,13 373,225 KEMET CORP COM 48836010 12,996 1,676,879 SH DEFINED 1,2,5,13 1,676,879 KENNAMETAL INC COM 48917010 43,103 907,627 SH DEFINED 1,2,5,13 907,627 KENSEY NASH CORP COM 49005710 4,587 169,396 SH DEFINED 1,2,6 169,396 KERR MCGEE CORP COM 49238610 501,352 6,400,507 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,400,507 KERYX BIOPHARMACEUTI COM 49251510 4,151 310,673 SH DEFINED 1,2 310,673 KEY ENERGY SVCS INC COM 49291410 24,333 2,121,440 SH DEFINED 1,2,5 2,121,440 KEYCORP NEW COM 49326710 440,872 13,586,203 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,586,203 KEYNOTE SYS INC COM 49330810 2,802 236,044 SH DEFINED 1,2 236,044 KEYSPAN CORP COM 49337W10 202,830 5,204,768 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,204,768 KEYSTONE AUTOMOTIVE COM 49338N10 4,772 206,032 SH DEFINED 1,2 206,032 KFORCE INC COM 49373210 4,255 387,200 SH DEFINED 1,2,5 387,200 KFX INC COM 48245L10 9,858 735,667 SH DEFINED 1,2 735,667 KILROY RLTY CORP COM 49427F10 34,116 833,923 SH DEFINED 1,2,3,5 833,923 KIMBALL INTL INC CL B 49427410 8,240 568,259 SH DEFINED 1,2,5 568,259 KIMBERLY CLARK CORP COM 49436810 1,025,119 15,595,914 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,595,914 KIMCO REALTY CORP COM 49446R10 120,551 2,236,562 SH DEFINED 1,2,3,5,7,8,10,12,13,14 2,236,562 KINDER MORGAN ENERGY UT LTD PAR 49455010 1,736 38,582 SH DEFINED 1,2,5 38,582 KINDER MORGAN INC KA COM 49455P10 277,575 3,666,778 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,666,778 KINDER MORGAN MANAGE SHS 49455U10 1,573 38,746 SH DEFINED 1,5 38,746 KINDRED HEALTHCARE I COM 49458010 14,190 404,282 SH DEFINED 1,2,5 404,282 KINETIC CONCEPTS INC COM NEW 49460W20 17,652 295,923 SH DEFINED 1,2,5 295,923 KING PHARMACEUTICALS COM 49558210 52,215 6,283,362 SH DEFINED 1,2,5,6,10,12,13 6,283,362 KINROSS GOLD CORP COM NO PAR 49690240 660 109,943 SH DEFINED 1,5,7,10,12,13 109,943 KINTERA INC COM 49720P50 422 79,613 SH DEFINED 1,2 79,613 KIRBY CORP COM 49726610 18,028 428,932 SH DEFINED 1,2,5,6 428,932 KIRKLANDS INC COM 49749810 1,828 165,291 SH DEFINED 1,2 165,291 KITE RLTY GROUP TR COM 49803T10 5,889 408,925 SH DEFINED 1,2,3 408,925 KLA-TENCOR CORP COM 48248010 250,876 5,452,634 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,452,634 KMG AMER CORP COM 48256310 149 15,300 SH DEFINED 1 15,300 KNBT BANCORP INC COM 48292110 6,705 438,252 SH DEFINED 1,2 438,252 KNIGHT RIDDER INC COM 49904010 142,801 2,123,435 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,123,435 KNIGHT TRADING GROUP COM 49906310 17,188 1,782,947 SH DEFINED 1,2,5 1,782,947 KNIGHT TRANSN INC COM 49906410 15,621 633,199 SH DEFINED 1,2,5,6 633,199 KNOLOGY INC COM 49918380 66 27,700 SH DEFINED 1 27,700 KOHLS CORP COM 50025510 480,202 9,300,836 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,300,836 KOMAG INC COM NEW 50045320 9,359 418,755 SH DEFINED 1,2,5 418,755 KONINKLIJKE AHOLD N SPON ADR N 50046730 268 32,257 SH DEFINED 1 32,257 KONINKLIJKE PHILIPS NY REG SH 50047230 2,039 74,084 SH DEFINED 1,2 74,084 KOOKMIN BK NEW SPONSORED 50049M10 32,265 722,622 SH DEFINED 1,4,5 722,622 KOPIN CORP COM 50060010 3,362 1,095,071 SH DEFINED 1,2,5,6 1,095,071 KOREA ELECTRIC PWR SPONSORED 50063110 2,653 197,391 SH DEFINED 1 197,391 KORN FERRY INTL COM NEW 50064320 14,773 776,313 SH DEFINED 1,2,5,13 776,313 KOS PHARMACEUTICALS COM 50064810 10,001 239,951 SH DEFINED 1,2 239,951 KOSAN BIOSCIENCES IN COM 50064W10 1,349 329,108 SH DEFINED 1,2,5 329,108 KRAFT FOODS INC CL A 50075N10 301,077 9,109,741 SH DEFINED 1,2,5,7,8,10,12,13,14 9,109,741 KRAMONT RLTY TR COM SH BEN 50075Q10 8,533 364,672 SH DEFINED 1,2,5 364,672 KRISPY KREME DOUGHNU COM 50101410 8,210 1,075,989 SH DEFINED 1,2,5,13 1,075,989 KROGER CO COM 50104410 360,160 22,467,882 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,467,882 KRONOS INC COM 50105210 33,061 646,853 SH DEFINED 1,2,5,6 646,853 KRONOS WORLDWIDE INC COM 50105F10 2,548 59,950 SH DEFINED 1,2 59,950 K-SWISS INC CL A 48268610 24,749 749,291 SH DEFINED 1,2,6 749,291 KT CORP SPONSORED 48268K10 7,169 336,424 SH DEFINED 1,2 336,424 KULICKE & SOFFA INDS COM 50124210 7,129 1,133,410 SH DEFINED 1,2,5,6 1,133,410 KVH INDS INC COM 48273810 1,829 200,812 SH DEFINED 1,2 200,812 KYOCERA CORP ADR 50155620 474 6,633 SH DEFINED 1 6,633 KYPHON INC COM 50157710 8,412 334,199 SH DEFINED 1,2,5 334,199 L-3 COMMUNICATIONS H COM 50242410 246,507 3,470,950 SH DEFINED 1,2,5,6,10,13 3,470,950 LA JOLLA PHARMACEUTI COM 50345910 35 49,889 SH DEFINED 1,5 49,889 LA QUINTA CORP PAIRED CTF 50419U20 25,830 3,038,855 SH DEFINED 1,2,5 3,038,855 LA Z BOY INC COM 50533610 19,724 1,415,926 SH DEFINED 1,2,5,6 1,415,926 LABONE INC NEW COM 50540L10 12,450 361,077 SH DEFINED 1,2,5,6 361,077 LABOR READY INC COM NEW 50540120 16,108 863,724 SH DEFINED 1,2,5,6 863,724 LABORATORY CORP AMER COM NEW 50540R40 189,496 3,931,446 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,931,446 LABRANCHE & CO INC COM 50544710 9,693 1,042,310 SH DEFINED 1,2,5,13 1,042,310 LACLEDE GROUP INC COM 50559710 9,676 331,385 SH DEFINED 1,2,5 331,385 LACROSSE FOOTWEAR IN COM 50568810 170 14,400 SH DEFINED 1 14,400 LADENBURG THALMAN FI COM 50575Q10 46 68,042 SH DEFINED 1,2,5 68,042 LAFARGE COPPEE S A SPON ADR N 50586140 274 11,293 SH DEFINED 1 11,293 LAFARGE NORTH AMERIC COM 50586210 25,904 443,189 SH DEFINED 1,2,5,13 443,189 LAIDLAW INTL INC COM 50730R10 31,525 1,515,612 SH DEFINED 1,2,5 1,515,612 LAKELAND BANCORP INC COM 51163710 3,314 212,876 SH DEFINED 1,2 212,876 LAKELAND FINL CORP COM 51165610 3,264 84,901 SH DEFINED 1,2 84,901 LAKES ENTMNT INC COM 51206P10 4,014 222,988 SH DEFINED 1,2 222,988 LAM RESEARCH CORP COM 51280710 63,866 2,212,942 SH DEFINED 1,2,5,10,12,13 2,212,942 LAMAR ADVERTISING CO CL A 51281510 37,092 920,633 SH DEFINED 1,2,5 920,633 LAMSON & SESSIONS CO COM 51369610 187 18,800 SH DEFINED 1 18,800 LAN AIRLINES S A SPONSORED 50172310 429 12,056 SH DEFINED 1,7 12,056 LANCASTER COLONY COR COM 51384710 32,745 769,555 SH DEFINED 1,2,5,13 769,555 LANCE INC COM 51460610 8,910 554,464 SH DEFINED 1,2,6 554,464 LANCER CORP COM 51461410 185 12,078 SH DEFINED 1 12,078 LANDAMERICA FINL GRO COM 51493610 25,490 509,502 SH DEFINED 1,2,5 509,502 LANDAUER INC COM 51476K10 8,225 173,004 SH DEFINED 1,2 173,004 LANDEC CORP COM 51476610 180 24,661 SH DEFINED 1 24,661 LANDRYS RESTAURANTS COM 51508L10 12,098 418,329 SH DEFINED 1,2,6 418,329 LANDSTAR SYS INC COM 51509810 49,055 1,497,857 SH DEFINED 1,2,5,6 1,497,857 LANNET INC COM 51601210 1,094 173,638 SH DEFINED 1,2 173,638 LAS VEGAS SANDS CORP COM 51783410 1,373 30,520 SH DEFINED 1,5 30,520 LASALLE HOTEL PPTYS COM SH BEN 51794210 24,105 829,779 SH DEFINED 1,2,3,5 829,779 LASERCARD CORP COM 51807U10 638 128,206 SH DEFINED 1,2 128,206 LASERSCOPE COM 51808110 8,175 257,576 SH DEFINED 1,2 257,576 LATTICE SEMICONDUCTO COM 51841510 14,764 2,749,327 SH DEFINED 1,2,5,13 2,749,327 LAUDER ESTEE COS INC CL A 51843910 74,996 1,667,311 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,667,311 LAUREATE EDUCATION I COM 51861310 25,040 585,189 SH DEFINED 1,2,5,12,13 585,189 LAWSON PRODS INC COM 52077610 9,234 197,301 SH DEFINED 1,2,6 197,301 LAWSON SOFTWARE INC COM 52078010 5,647 957,128 SH DEFINED 1,2 957,128 LAYNE CHRISTENSEN CO COM 52105010 2,040 118,106 SH DEFINED 1,2 118,106 LAZARE KAPLAN INTL I COM 52107810 168 14,711 SH DEFINED 1 14,711 LCA-VISION INC COM PAR $. 50180330 9,360 281,076 SH DEFINED 1,2,6 281,076 LCC INTERNATIONAL IN CL A 50181010 529 125,771 SH DEFINED 1 125,771 LEADIS TECHNOLOGY IN COM 52171N10 1,800 301,050 SH DEFINED 1 301,050 LEAPFROG ENTERPRISES CL A 52186N10 4,498 396,306 SH DEFINED 1,2,5 396,306 LEAR CORP COM 52186510 53,531 1,206,740 SH DEFINED 1,2,5,7,8,10,12,13,14 1,206,740 LEARNING CARE GROUP COM 52200L10 37 10,200 SH DEFINED 1 10,200 LEARNING TREE INTL I COM 52201510 2,181 151,362 SH DEFINED 1,2 151,362 LECG CORP COM 52323410 3,358 171,344 SH DEFINED 1,2 171,344 LECROY CORP COM 52324W10 2,326 135,757 SH DEFINED 1,2 135,757 LEE ENTERPRISES INC COM 52376810 28,567 658,230 SH DEFINED 1,2,5,6,13 658,230 LEGG MASON INC COM 52490110 145,016 1,855,847 SH DEFINED 1,2,5,7,8,10,12,13,14 1,855,847 LEGGETT & PLATT INC COM 52466010 152,917 5,294,923 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,294,923 LEHMAN BROS HLDGS IN COM 52490810 847,950 9,005,416 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,005,416 LENNAR CORP CL A 52605710 130,288 2,298,666 SH DEFINED 1,2,5,7,8,10,12,13,14 2,298,666 LENNOX INTL INC COM 52610710 17,492 798,011 SH DEFINED 1,2,5,6 798,011 LESCO INC OHIO COM 52687210 152 10,390 SH DEFINED 1 10,390 LEUCADIA NATL CORP COM 52728810 40,584 1,181,499 SH DEFINED 1,2,5,13 1,181,499 LEVEL 3 COMMUNICATIO COM 52729N10 17,366 8,430,179 SH DEFINED 1,2,5,7,8,10,12,13,14 8,430,179 LEVITT CORP CL A 52742P10 5,426 211,629 SH DEFINED 1,2,5 211,629 LEXAR MEDIA INC COM 52886P10 5,304 1,064,964 SH DEFINED 1,2,5 1,064,964 LEXICON GENETICS INC COM 52887210 6,230 1,219,266 SH DEFINED 1,2,5 1,219,266 LEXINGTON CORP PPTYS COM 52904310 15,845 722,207 SH DEFINED 1,2,5 722,207 LEXMARK INTL NEW CL A 52977110 327,564 4,096,085 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,096,085 LIBBEY INC COM 52989810 4,903 233,486 SH DEFINED 1,2,6 233,486 LIBERTY CORP S C COM 53037010 9,829 242,389 SH DEFINED 1,2,5 242,389 LIBERTY MEDIA CORP N COM SER A 53071810 358,734 34,593,437 SH DEFINED 1,2,5,7,8,10,12,13,14 34,593,437 LIBERTY MEDIA INTL I COM SER A 53071910 97,594 2,231,223 SH DEFINED 1,2,5,7,8,10,12,13,14 2,231,223 LIBERTY PPTY TR SH BEN INT 53117210 78,647 2,014,000 SH DEFINED 1,2,3,5,7,8,10,12,13,14 2,014,000 LIFE TIME FITNESS IN COM 53217R20 4,094 151,736 SH DEFINED 1,2 151,736 LIFECELL CORP COM 53192710 3,529 396,466 SH DEFINED 1,2 396,466 LIFECORE BIOMEDICAL COM 53218710 187 10,505 SH DEFINED 1 10,505 LIFELINE SYS INC COM 53219210 4,997 164,795 SH DEFINED 1,2 164,795 LIFEPOINT HOSPITALS COM 53219L10 31,266 713,185 SH DEFINED 1,2,5,13 713,185 LIFETIME HOAN CORP COM 53192610 1,342 86,626 SH DEFINED 1,2 86,626 LIGAND PHARMACEUTICA CL B 53220K20 10,421 1,818,635 SH DEFINED 1,2,5 1,818,635 LIGHTBRIDGE INC COM 53222610 296 48,930 SH DEFINED 1,2 48,930 LILLY ELI & CO COM 53245710 1,665,425 31,965,926 SH DEFINED 1,2,5,6,7,8,10,12,13,14 31,965,926 LIMITED BRANDS INC COM 53271610 279,763 11,512,887 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,512,887 LIN TV CORP CL A 53277410 10,599 626,062 SH DEFINED 1,2 626,062 LINCARE HLDGS INC COM 53279110 82,109 1,856,406 SH DEFINED 1,2,5,7,8,10,12,13,14 1,856,406 LINCOLN ELEC HLDGS I COM 53390010 15,054 500,450 SH DEFINED 1,2,5 500,450 LINCOLN NATL CORP IN COM 53418710 240,662 5,331,450 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,331,450 LINDSAY MFG CO COM 53555510 3,775 197,867 SH DEFINED 1,2,5,6 197,867 LINEAR TECHNOLOGY CO COM 53567810 340,839 8,896,865 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,896,865 LINENS N THINGS INC COM 53567910 20,546 827,466 SH DEFINED 1,2,5,6 827,466 LIONBRIDGE TECHNOLOG COM 53625210 3,641 639,842 SH DEFINED 1,2 639,842 LITHIA MTRS INC CL A 53679710 9,743 380,430 SH DEFINED 1,2,5 380,430 LITTELFUSE INC COM 53700810 11,663 407,102 SH DEFINED 1,2,6 407,102 LIZ CLAIBORNE INC COM 53932010 192,346 4,793,078 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,793,078 LKQ CORP COM 50188920 3,868 192,740 SH DEFINED 1,2 192,740 LLOYDS TSB GROUP PLC SPONSORED 53943910 1,939 53,467 SH DEFINED 1 53,467 LOCKHEED MARTIN CORP COM 53983010 5,090,494 83,368,717 SH DEFINED 1,2,5,6,7,8,10,12,13,14 83,368,717 LODGENET ENTMT CORP COM 54021110 3,453 183,255 SH DEFINED 1,2 183,255 LOEWS CORP COM 54042410 289,998 3,943,399 SH DEFINED 1,2,5,6,7,10,13 3,943,399 LOEWS CORP CAROLNA GP 54042420 14,980 452,574 SH DEFINED 1,2,5 452,574 LO-JACK CORP COM 53945110 184 13,342 SH DEFINED 1 13,342 LONE STAR STEAKHOUSE COM 54230710 10,396 359,644 SH DEFINED 1,2,6 359,644 LONE STAR TECHNOLOGI COM 54231210 22,960 582,288 SH DEFINED 1,2 582,288 LONGS DRUG STORES CO COM 54316210 19,890 581,251 SH DEFINED 1,2,5,6 581,251 LONGVIEW FIBRE CO COM 54321310 19,079 1,016,983 SH DEFINED 1,2,5,13 1,016,983 LOOKSMART LTD COM 54344210 1,106 1,243,135 SH DEFINED 1,2 1,243,135 LOUDEYE CORP COM 54575410 34 22,700 SH DEFINED 1 22,700 LOUISIANA PAC CORP COM 54634710 131,337 5,224,223 SH DEFINED 1,2,5,6,10,12,13,14 5,224,223 LOWES COS INC COM 54866110 3,465,327 60,699,371 SH DEFINED 1,2,5,6,7,8,10,12,13,14 60,699,371 LSB INDS INC COM 50216010 149 20,248 SH DEFINED 1 20,248 LSI INDS INC COM 50216C10 3,246 289,079 SH DEFINED 1,2 289,079 LSI LOGIC CORP COM 50216110 71,752 12,835,755 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,835,755 LTC PPTYS INC COM 50217510 6,459 372,248 SH DEFINED 1,2,5 372,248 LTX CORP COM 50239210 5,001 1,126,460 SH DEFINED 1,2,5,13 1,126,460 LUBRIZOL CORP COM 54927110 117,077 2,880,828 SH DEFINED 1,2,5,13 2,880,828 LUBYS INC COM 54928210 197 25,421 SH DEFINED 1 25,421 LUCENT TECHNOLOGIES COM 54946310 340,150 123,691,076 SH DEFINED 1,2,5,6,7,8,10,12,13,14 123,691,076 LUFKIN INDS INC COM 54976410 4,832 100,059 SH DEFINED 1,2 100,059 LUMINENT MTG CAP INC COM 55027830 5,822 530,252 SH DEFINED 1,2 530,252 LUMINEX CORP DEL COM 55027E10 2,872 381,372 SH DEFINED 1,2,5 381,372 LUXOTTICA GROUP S P SPONSORED 55068R20 6,547 320,915 SH DEFINED 1,2 320,915 LYDALL INC DEL COM 55081910 334 30,076 SH DEFINED 1,6 30,076 LYON WILLIAM HOMES COM 55207410 5,004 65,241 SH DEFINED 1,2 65,241 LYONDELL CHEMICAL CO COM 55207810 77,727 2,783,904 SH DEFINED 1,2,5,13 2,783,904 M & F WORLDWIDE CORP COM 55254110 1,862 139,586 SH DEFINED 1,2 139,586 M & T BK CORP COM 55261F10 257,500 2,523,023 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,523,023 M D C HLDGS INC COM 55267610 26,753 384,108 SH DEFINED 1,2,5,6 384,108 M SYS FLASH DISK PIO ORD M7061C10 220 9,974 SH DEFINED 1,2 9,974 M/I HOMES INC COM 55305B10 8,844 180,756 SH DEFINED 1,2 180,756 MACATAWA BK CORP COM 55422510 3,945 117,509 SH DEFINED 1,2 117,509 MACDERMID INC COM 55427310 15,455 475,538 SH DEFINED 1,2,5 475,538 MACERICH CO COM 55438210 59,887 1,124,004 SH DEFINED 1,2,3,5 1,124,004 MAC-GRAY CORP COM 55415310 89 10,500 SH DEFINED 1 10,500 MACK CALI RLTY CORP COM 55448910 53,997 1,275,009 SH DEFINED 1,2,3,5,13 1,275,009 MACQUARIE INFRASTRUC SH BEN INT 55607X10 1,156 41,300 SH DEFINED 1 41,300 MACROCHEM CORP DEL COM 55590310 4 10,400 SH DEFINED 1 10,400 MACROMEDIA INC COM 55610010 33,745 1,007,326 SH DEFINED 1,2,5,12,13 1,007,326 MACRONIX INTL LTD SPONSORED 55610310 22 16,729 SH DEFINED 1 16,729 MACROVISION CORP COM 55590410 21,505 943,596 SH DEFINED 1,2,5,13 943,596 MADDEN STEVEN LTD COM 55626910 4,021 240,899 SH DEFINED 1,2,5 240,899 MAF BANCORP INC COM 55261R10 17,370 418,163 SH DEFINED 1,2,5 418,163 MAGELLAN HEALTH SVCS COM NEW 55907920 13,639 400,554 SH DEFINED 1,2 400,554 MAGELLAN MIDSTREAM P COM UNIT R 55908010 1,730 28,330 SH DEFINED 1,2,5 28,330 MAGMA DESIGN AUTOMAT COM 55918110 4,597 387,296 SH DEFINED 1,2 387,296 MAGNA ENTMT CORP CL A 55921110 3,389 551,880 SH DEFINED 1,2,5 551,880 MAGNA INTL INC CL A 55922240 3,746 55,994 SH DEFINED 1 55,994 MAGNETEK INC COM 55942410 1,910 358,363 SH DEFINED 1,2,6 358,363 MAGNUM HUNTER RES IN COM PAR $0 55972F20 20,410 1,266,933 SH DEFINED 1,2,5 1,266,933 MAGUIRE PPTYS INC COM 55977510 19,889 832,876 SH DEFINED 1,2,3,5 832,876 MAGYAR TAVKOZLESI RT SPONSORED 55977610 232 9,853 SH DEFINED 1 9,853 MAIN STR BKS INC NEW COM 56034R10 5,527 208,963 SH DEFINED 1,2,5 208,963 MAINSOURCE FINANCIAL COM 56062Y10 4,266 194,082 SH DEFINED 1,2 194,082 MAIR HOLDINGS INC COM 56063510 151 17,061 SH DEFINED 1 17,061 MAJESCO HLDGS INC COM NEW 56069020 153 13,200 SH DEFINED 1 13,200 MANAGEMENT NETWORK G COM 56169310 3,224 1,360,480 SH DEFINED 1 1,360,480 MANCHESTER TECHNOLOG COM 56239810 85 15,100 SH DEFINED 2 15,100 MANDALAY RESORT GROU COM 56256710 65,791 933,341 SH DEFINED 1,2,5,7,13 933,341 MANHATTAN ASSOCS INC COM 56275010 11,171 548,387 SH DEFINED 1,2,5,6 548,387 MANITOWOC INC COM 56357110 22,015 545,073 SH DEFINED 1,2,5,6 545,073 MANNATECH INC COM 56377110 5,493 280,956 SH DEFINED 1,2 280,956 MANNING GREG AUCTION COM 56382310 615 61,111 SH DEFINED 1,2 61,111 MANNKIND CORP COM 56400P20 2,483 174,515 SH DEFINED 1,2 174,515 MANOR CARE INC NEW COM 56405510 84,542 2,325,133 SH DEFINED 1,2,5,6,10,12,13 2,325,133 MANPOWER INC COM 56418H10 66,080 1,518,375 SH DEFINED 1,2,5,7,8,10,12,13,14 1,518,375 MANTECH INTL CORP CL A 56456310 6,186 268,148 SH DEFINED 1,2,6 268,148 MANUGISTICS GROUP IN COM 56501110 1,526 908,486 SH DEFINED 1,2,5 908,486 MANULIFE FINL CORP COM 56501R10 11,492 239,807 SH DEFINED 1,5,7,13 239,807 MAPICS INC COM 56491010 5,586 438,836 SH DEFINED 1,2 438,836 MAPINFO CORP COM 56510510 3,540 293,987 SH DEFINED 1,2,5,6 293,987 MARATHON OIL CORP COM 56584910 599,836 12,784,219 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,784,219 MARCHEX INC CL B 56624R10 1,293 69,370 SH DEFINED 1,2 69,370 MARCUS CORP COM 56633010 7,334 357,766 SH DEFINED 1,2,6 357,766 MARINE PRODS CORP COM 56842710 3,241 192,808 SH DEFINED 1,2 192,808 MARINEMAX INC COM 56790810 5,115 164,042 SH DEFINED 1,2 164,042 MARKEL CORP COM 57053510 30,100 87,194 SH DEFINED 1,2,5 87,194 MARKETAXESS HLDGS IN COM 57060D10 343 30,680 SH DEFINED 1 30,680 MARKWEST ENERGY PART UNIT LTD P 57075910 369 7,800 SH DEFINED 1 7,800 MARLIN BUSINESS SVCS COM 57115710 1,066 52,319 SH DEFINED 1,2 52,319 MARRIOTT INTL INC NE CL A 57190320 466,343 6,974,921 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,974,921 MARSH & MCLENNAN COS COM 57174810 1,065,205 35,016,617 SH DEFINED 1,2,5,6,7,8,10,12,13,14 35,016,617 MARSHALL & ILSLEY CO COM 57183410 241,964 5,795,533 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,795,533 MARSHALL EDWARDS INC COM 57232230 691 82,808 SH DEFINED 1,2 82,808 MARTEK BIOSCIENCES C COM 57290110 22,868 392,986 SH DEFINED 1,2,5,13 392,986 MARTEN TRANS LTD COM 57307510 2,692 126,200 SH DEFINED 1,2 126,200 MARTHA STEWART LIVIN CL A 57308310 3,764 166,612 SH DEFINED 1,2 166,612 MARTIN MARIETTA MATL COM 57328410 68,175 1,219,153 SH DEFINED 1,2,5,12,13 1,219,153 MARVEL ENTERPRISES I COM 57383M10 66,001 3,300,045 SH DEFINED 1,2,5,10,12,14 3,300,045 MARVELL TECHNOLOGY G ORD G5876H10 43,558 1,136,092 SH DEFINED 1,5,7,8,10,12,13,14 1,136,092 MASCO CORP COM 57459910 463,150 13,358,819 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,358,819 MASSEY ENERGY CORP COM 57620610 33,790 843,898 SH DEFINED 1,2,5 843,898 MASTEC INC COM 57632310 3,058 372,478 SH DEFINED 1,2,5 372,478 MATERIAL SCIENCES CO COM 57667410 167 12,398 SH DEFINED 1 12,398 MATRIA HEALTHCARE IN COM NEW 57681720 7,128 232,108 SH DEFINED 1,2,5 232,108 MATRITECH INC COM 57681810 45 44,300 SH DEFINED 5 44,300 MATRIX SVC CO COM 57685310 1,180 271,365 SH DEFINED 1,2 271,365 MATRIXONE INC COM 57685P30 3,426 718,165 SH DEFINED 1,2,5 718,165 MATSUSHITA ELEC INDL ADR 57687920 1,283 87,166 SH DEFINED 1 87,166 MATTEL INC COM 57708110 264,458 12,386,811 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,386,811 MATTHEWS INTL CORP CL A 57712810 21,746 663,791 SH DEFINED 1,2,5 663,791 MATTSON TECHNOLOGY I COM 57722310 4,495 566,098 SH DEFINED 1,2 566,098 MAUI LD & PINEAPPLE COM 57734510 2,213 51,585 SH DEFINED 1,2 51,585 MAVERICK TUBE CORP COM 57791410 24,473 752,789 SH DEFINED 1,2,5 752,789 MAX RE CAPITAL LTD H SHS G6052F10 209 8,900 SH DEFINED 1,5 8,900 MAXIM INTEGRATED PRO COM 57772K10 369,151 9,032,331 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,032,331 MAXIM PHARMACEUTICAL COM 57772M10 733 416,445 SH DEFINED 1,2,5 416,445 MAXIMUS INC COM 57793310 10,372 309,706 SH DEFINED 1,2,5,6 309,706 MAXTOR CORP COM NEW 57772920 12,261 2,304,740 SH DEFINED 1,2,5 2,304,740 MAXWELL TECHNOLOGIES COM 57776710 1,317 143,585 SH DEFINED 1,2 143,585 MAXYGEN INC COM 57777610 3,525 410,811 SH DEFINED 1,2 410,811 MAY DEPT STORES CO COM 57777810 318,949 8,615,577 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,615,577 MAYTAG CORP COM 57859210 35,201 2,519,724 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,519,724 MB FINANCIAL INC NEW COM 55264U10 13,920 363,436 SH DEFINED 1,2 363,436 MBIA INC COM 55262C10 229,893 4,397,335 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,397,335 MBNA CORP COM 55262L10 935,938 38,123,728 SH DEFINED 1,2,5,6,7,8,10,12,13,14 38,123,728 MBT FINL CORP COM 57887710 3,826 202,749 SH DEFINED 1,2 202,749 MCAFEE INC COM 57906410 150,615 6,676,216 SH DEFINED 1,2,5,10,12,13,14 6,676,216 MCCLATCHY CO CL A 57948910 13,397 180,651 SH DEFINED 1,2,5 180,651 MCCORMICK & CO INC COM NON VT 57978020 133,122 3,866,451 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,866,451 MCDATA CORP CL A 58003120 8,398 2,227,651 SH DEFINED 1,2,5,13 2,227,651 MCDERMOTT INTL INC COM 58003710 1,463 77,293 SH DEFINED 1,2,5 77,293 MCDONALDS CORP COM 58013510 1,481,137 47,563,804 SH DEFINED 1,2,5,6,7,8,10,12,13,14 47,563,804 MCG CAPITAL CORP COM 58047P10 6,665 433,195 SH DEFINED 1,2 433,195 MCGRATH RENTCORP COM 58058910 6,767 289,428 SH DEFINED 1,2 289,428 MCGRAW HILL COS INC COM 58064510 495,975 5,684,527 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,684,527 MCI INC COM 55269110 11,676 468,934 SH DEFINED 1,5 468,934 MCKESSON CORP COM 58155Q10 441,241 11,688,505 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,688,505 MCMORAN EXPLORATION COM 58241110 4,917 244,620 SH DEFINED 1,2 244,620 MDS INC COM 55269P30 165 11,348 SH DEFINED 1 11,348 MDU RES GROUP INC COM 55269010 43,223 1,564,919 SH DEFINED 1,2,5,13 1,564,919 MEADE INSTRUMENTS CO COM 58306210 102 35,081 SH DEFINED 1,6 35,081 MEADOWBROOK INS GROU COM 58319P10 84 15,953 SH DEFINED 1 15,953 MEADWESTVACO CORP COM 58333410 188,292 5,917,420 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,917,420 MEASUREMENT SPECIALT COM 58342110 3,396 147,650 SH DEFINED 1,2 147,650 MECHANICAL TECHNOLOG COM 58353810 129 29,218 SH DEFINED 1 29,218 MECHEL STEEL GROUP O SPONSORED 58384010 2,914 108,840 SH DEFINED 1,2,7 108,840 MEDALLION FINL CORP COM 58392810 181 19,850 SH DEFINED 1,2 19,850 MEDAREX INC COM 58391610 8,764 1,229,229 SH DEFINED 1,2,5 1,229,229 MEDCATH CORP COM 58404W10 2,819 96,218 SH DEFINED 1,2 96,218 MEDCO HEALTH SOLUTIO COM 58405U10 386,884 7,804,800 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,804,800 MEDIA GEN INC CL A 58440410 20,629 333,539 SH DEFINED 1,2,5,6,13 333,539 MEDIACOM COMMUNICATI CL A 58446K10 6,048 924,711 SH DEFINED 1,2,5 924,711 MEDICAL ACTION INDS COM 58449L10 2,118 112,046 SH DEFINED 1,2 112,046 MEDICAL STAFFING NET COM 58463F10 2,459 372,017 SH DEFINED 1,2 372,017 MEDICINES CO COM 58468810 34,954 1,542,524 SH DEFINED 1,2,5 1,542,524 MEDICIS PHARMACEUTIC CL A NEW 58469030 22,308 744,087 SH DEFINED 1,2,5,6 744,087 MEDIMMUNE INC COM 58469910 174,178 7,315,322 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,315,322 MEDIS TECHNOLOGIES L COM 58500P10 2,603 181,538 SH DEFINED 1,2 181,538 MEDTRONIC INC COM 58505510 2,000,184 39,257,786 SH DEFINED 1,2,5,6,7,8,10,12,13,14 39,257,786 MELLON FINL CORP COM 58551A10 355,819 12,467,374 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,467,374 MEMC ELECTR MATLS IN COM 55271510 41,437 3,080,851 SH DEFINED 1,2,5 3,080,851 MENS WEARHOUSE INC COM 58711810 31,590 748,405 SH DEFINED 1,2,5,6 748,405 MENTOR CORP MINN COM 58718810 22,965 715,429 SH DEFINED 1,2,5,6 715,429 MENTOR GRAPHICS CORP COM 58720010 19,760 1,442,315 SH DEFINED 1,2,5,8,13 1,442,315 MERCANTILE BANK CORP COM 58737610 3,994 97,706 SH DEFINED 1,2,5 97,706 MERCANTILE BANKSHARE COM 58740510 69,919 1,374,738 SH DEFINED 1,2,5,7,8,10,12,13,14 1,374,738 MERCK & CO INC COM 58933110 2,483,720 76,729,081 SH DEFINED 1,2,5,6,7,8,10,12,13,14 76,729,081 MERCURY COMPUTER SYS COM 58937810 11,205 406,279 SH DEFINED 1,2,5,6 406,279 MERCURY GENL CORP NE COM 58940010 38,255 692,272 SH DEFINED 1,2,5 692,272 MERCURY INTERACTIVE COM 58940510 118,714 2,505,572 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,505,572 MEREDITH CORP COM 58943310 51,761 1,107,197 SH DEFINED 1,2,5,6,10,13 1,107,197 MERGE TECHNOLOGIES I COM 58998110 2,393 136,366 SH DEFINED 1,2 136,366 MERIDIAN BIOSCIENCE COM 58958410 2,174 145,937 SH DEFINED 1 145,937 MERIDIAN GOLD INC COM 58997510 2,387 141,726 SH DEFINED 1,2 141,726 MERIDIAN RESOURCE CO COM 58977Q10 10,354 2,006,498 SH DEFINED 1,2,5 2,006,498 MERISTAR HOSPITALITY COM 58984Y10 13,871 1,981,523 SH DEFINED 1,2,3,5 1,981,523 MERIT MED SYS INC COM 58988910 7,872 656,508 SH DEFINED 1,2,6 656,508 MERITAGE HOMES CORP COM 59001A10 29,535 501,266 SH DEFINED 1,2,5,6 501,266 MERIX CORP COM 59004910 2,770 247,075 SH DEFINED 1,2 247,075 MERRILL LYNCH & CO I COM 59018810 5,172,665 91,389,848 SH DEFINED 1,2,5,6,7,8,10,12,13,14 91,389,848 MESA AIR GROUP INC COM 59047910 3,487 498,197 SH DEFINED 1,2,6 498,197 METAL MGMT INC COM NEW 59109720 8,227 320,362 SH DEFINED 1,2 320,362 METALS USA INC COM NEW 59132420 5,469 279,155 SH DEFINED 1,2 279,155 METASOLV INC COM 59139P10 97 39,436 SH DEFINED 1 39,436 METHODE ELECTRS INC COM 59152020 9,512 785,446 SH DEFINED 1,2,6 785,446 METLIFE INC COM 59156R10 890,704 22,780,164 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,780,164 METRIS COS INC COM 59159810 8,186 706,272 SH DEFINED 1,2,5 706,272 METRO GOLDWYN MAYER COM 59161010 6,879 575,674 SH DEFINED 1,2,5 575,674 METROLOGIC INSTRS IN COM 59167610 4,025 179,028 SH DEFINED 1,2 179,028 METTLER TOLEDO INTER COM 59268810 35,557 748,565 SH DEFINED 1,2,5,10,12 748,565 MFA MTG INVTS INC COM 55272X10 8,649 1,136,553 SH DEFINED 1,2 1,136,553 MGE ENERGY INC COM 55277P10 10,177 307,000 SH DEFINED 1,2 307,000 MGI PHARMA INC COM 55288010 30,256 1,197,323 SH DEFINED 1,2,5,6 1,197,323 MGIC INVT CORP WIS COM 55284810 203,337 3,297,172 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,297,172 MGM MIRAGE COM 55295310 47,674 673,166 SH DEFINED 1,2,5 673,166 MGP INGREDIENTS INC COM 55302G10 610 73,165 SH DEFINED 1,2 73,165 MICHAELS STORES INC COM 59408710 167,280 4,608,272 SH DEFINED 1,2,5,10,12,13,14 4,608,272 MICREL INC COM 59479310 13,717 1,487,704 SH DEFINED 1,2,5,13 1,487,704 MICRO THERAPEUTICS I COM 59500W10 466 120,637 SH DEFINED 1,2 120,637 MICROCHIP TECHNOLOGY COM 59501710 98,194 3,775,254 SH DEFINED 1,2,5,7,8,10,12,13,14 3,775,254 MICROMUSE INC COM 59509410 5,240 1,156,623 SH DEFINED 1,2,5 1,156,623 MICRON TECHNOLOGY IN COM 59511210 169,355 16,378,590 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,378,590 MICROS SYS INC COM 59490110 22,812 621,409 SH DEFINED 1,2,6 621,409 MICROSEMI CORP COM 59513710 18,539 1,138,078 SH DEFINED 1,2,5,6 1,138,078 MICROSOFT CORP COM 59491810 7,570,061 313,200,691 SH DEFINED 1,2,5,6,7,8,10,12,13,14 313,200,691 MICROSTRATEGY INC CL A NEW 59497240 18,053 332,654 SH DEFINED 1,2,5 332,654 MICROTEK MEDICAL HLD COM 59515B10 1,961 547,803 SH DEFINED 1,2,5 547,803 MICROTUNE INC DEL COM 59514P10 2,856 662,744 SH DEFINED 1,2 662,744 MICROVISION INC WASH COM 59496010 1,469 252,045 SH DEFINED 1 252,045 MID-AMER APT CMNTYS COM 59522J10 19,153 524,738 SH DEFINED 1,2,3 524,738 MIDAS GROUP INC COM 59562610 7,676 336,239 SH DEFINED 1,2,6 336,239 MIDDLEBY CORP COM 59627810 3,234 65,458 SH DEFINED 1,2 65,458 MIDDLESEX WATER CO COM 59668010 2,983 164,347 SH DEFINED 1,2,5 164,347 MIDLAND CO COM 59748610 4,553 144,490 SH DEFINED 1,2 144,490 MID-STATE BANCSHARES COM 59544010 9,413 353,884 SH DEFINED 1,2 353,884 MIDWAY GAMES INC COM 59814810 6,428 626,493 SH DEFINED 1,2 626,493 MIDWEST AIR GROUP IN COM 59791110 31 12,989 SH DEFINED 1 12,989 MIDWEST BANC HOLDING COM 59825110 3,110 156,201 SH DEFINED 1,2 156,201 MIKOHN GAMING CORP COM 59862K10 137 10,927 SH DEFINED 1 10,927 MILACRON INC COM 59870910 2,398 786,187 SH DEFINED 1,2,5,6 786,187 MILLENNIUM PHARMACEU COM 59990210 43,151 5,124,800 SH DEFINED 1,2,5,7,8,10,12,13,14 5,124,800 MILLER HERMAN INC COM 60054410 29,727 986,967 SH DEFINED 1,2,5,6,12,13 986,967 MILLIPORE CORP COM 60107310 61,592 1,419,173 SH DEFINED 1,2,5,6,7,10,12,13 1,419,173 MILLS CORP COM 60114810 58,576 1,107,300 SH DEFINED 1,2,3,5,10 1,107,300 MINDSPEED TECHNOLOGI COM 60268210 3,892 1,745,363 SH DEFINED 1,2,5 1,745,363 MINE SAFETY APPLIANC COM 60272010 12,292 317,297 SH DEFINED 1,2,5 317,297 MINERALS TECHNOLOGIE COM 60315810 79,472 1,208,155 SH DEFINED 1,2,5,13 1,208,155 MIPS TECHNOLOGIES IN COM 60456710 6,874 597,713 SH DEFINED 1,2 597,713 MISSION RESOURCES CO COM 60510910 4,085 576,977 SH DEFINED 1,2 576,977 MISSION WEST PPTYS I COM 60520310 3,929 370,664 SH DEFINED 1,2,5 370,664 MITCHELLS & BUTLERS SPONS ADR 60668M20 146 22,468 SH DEFINED 1 22,468 MITSUBISHI TOKYO FIN SPONSORED 60681610 11,440 1,322,491 SH DEFINED 1,2 1,322,491 MITSUI & CO LTD ADR 60682720 368 1,998 SH DEFINED 1 1,998 MKS INSTRUMENT INC COM 55306N10 9,563 602,178 SH DEFINED 1,2,5 602,178 MOBILE MINI INC COM 60740F10 9,299 230,108 SH DEFINED 1,2,5,6 230,108 MOBILE TELESYSTEMS O SPONSORED 60740910 994 28,248 SH DEFINED 1,7 28,248 MOBILITY ELECTRONICS COM 60741U10 2,363 338,070 SH DEFINED 1,2 338,070 MOBIUS MGMT SYSTEMS COM 60692510 118 17,940 SH DEFINED 1 17,940 MOCON INC COM 60749410 94 10,400 SH DEFINED 1 10,400 MODINE MFG CO COM 60782810 15,936 543,327 SH DEFINED 1,2,5,6,13 543,327 MODTECH HLDGS INC COM 60783C10 91 10,667 SH DEFINED 1 10,667 MOHAWK INDS INC COM 60819010 85,010 1,008,420 SH DEFINED 1,2,5,7,8,10,12,13,14 1,008,420 MOLECULAR DEVICES CO COM 60851C10 4,713 248,069 SH DEFINED 1,2 248,069 MOLEX INC COM 60855410 116,125 4,405,353 SH DEFINED 1,2,5,6,7,10,13 4,405,353 MOLEX INC CL A 60855420 1,599 67,747 SH DEFINED 1,5,12 67,747 MOLINA HEALTHCARE IN COM 60855R10 7,241 157,108 SH DEFINED 1,2 157,108 MOLSON COORS BREWING CL B 60871R20 192,809 2,498,495 SH DEFINED 1,2,5,6,10,12,13,14 2,498,495 MOMENTA PHARMACEUTIC COM 60877T10 393 46,380 SH DEFINED 1,2 46,380 MONACO COACH CORP COM 60886R10 7,793 482,537 SH DEFINED 1,2,6 482,537 MONEYGRAM INTL INC COM 60935Y10 22,981 1,216,577 SH DEFINED 1,2,5,7,13 1,216,577 MONMOUTH REAL ESTATE CL A 60972010 112 13,300 SH DEFINED 1 13,300 MONOLITHIC PWR SYS I COM 60983910 278 31,518 SH DEFINED 1 31,518 MONOLITHIC SYS TECHN COM 60984210 2,708 462,980 SH DEFINED 1,2 462,980 MONRO MUFFLER BRAKE COM 61023610 4,392 170,148 SH DEFINED 1,2,5 170,148 MONSANTO CO NEW COM 61166W10 549,550 8,520,158 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,520,158 MONSTER WORLDWIDE IN COM 61174210 84,045 3,000,534 SH DEFINED 1,2,5,6,10,13 3,000,534 MONTPELIER RE HOLDIN SHS G6218510 339 9,644 SH DEFINED 1,5 9,644 MOODYS CORP COM 61536910 336,108 4,156,668 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,156,668 MOOG INC CL A 61539420 19,866 439,512 SH DEFINED 1,2,6 439,512 MORGAN STANLEY COM NEW 61744644 6,042,877 105,552,433 SH DEFINED 1,2,5,6,7,8,10,12,13,14 105,552,433 MORGAN STANLEY INDIA COM 61745C10 2,795 96,329 SH DEFINED 7 96,329 MORTGAGEIT HLDGS INC COM 61915Q10 2,726 170,900 SH DEFINED 1,2 170,900 MOSAIC CO COM 61945A10 32,879 1,927,228 SH DEFINED 1,2,5,12 1,927,228 MOTIVE INC COM 61980V10 473 47,323 SH DEFINED 1 47,323 MOTOROLA INC COM 62007610 1,145,745 76,536,088 SH DEFINED 1,2,5,6,7,8,10,12,13,14 76,536,088 MOVADO GROUP INC COM 62458010 4,952 267,655 SH DEFINED 1,2 267,655 MOVIE GALLERY INC COM 62458110 13,832 482,302 SH DEFINED 1,2,6 482,302 MPS GROUP INC COM 55340910 21,628 2,057,827 SH DEFINED 1,2,5,13 2,057,827 MRO SOFTWARE INC COM 55347W10 6,657 474,462 SH DEFINED 1,2,5,6 474,462 MRV COMMUNICATIONS I COM 55347710 5,391 1,669,191 SH DEFINED 1,2,5 1,669,191 MSC INDL DIRECT INC CL A 55353010 12,763 417,651 SH DEFINED 1,2,5 417,651 MTC TECHNOLOGIES INC COM 55377A10 3,575 109,994 SH DEFINED 1,2 109,994 MTR GAMING GROUP INC COM 55376910 4,346 350,455 SH DEFINED 1,2,5 350,455 MTS SYS CORP COM 55377710 10,770 370,981 SH DEFINED 1,2,6 370,981 MUELLER INDS INC COM 62475610 15,764 559,992 SH DEFINED 1,2,5,6 559,992 MULTI FINELINE ELECT COM 62541B10 859 48,670 SH DEFINED 1 48,670 MULTIMEDIA GAMES INC COM 62545310 3,160 407,179 SH DEFINED 1,2,5,6 407,179 MUNICIPAL MTG & EQUI GROWTH SHS 62624B10 259 10,648 SH DEFINED 1,5 10,648 MURPHY OIL CORP COM 62671710 115,974 1,174,658 SH DEFINED 1,2,5,12,13 1,174,658 MYERS INDS INC COM 62846410 5,325 377,365 SH DEFINED 1,2 377,365 MYKROLIS CORP COM 62852P10 9,575 669,582 SH DEFINED 1,2,5 669,582 MYLAN LABS INC COM 62853010 121,634 6,864,208 SH DEFINED 1,2,5,6,7,10,12,13 6,864,208 MYOGEN INC COM 62856E10 3,501 443,667 SH DEFINED 1,2 443,667 MYRIAD GENETICS INC COM 62855J10 8,705 473,332 SH DEFINED 1,2,5 473,332 NABI BIOPHARMACEUTIC COM 62951910 12,055 965,908 SH DEFINED 1,2,5 965,908 NABORS INDUSTRIES LT SHS G6359F10 230,714 3,901,157 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,901,157 NACCO INDS INC CL A 62957910 8,487 83,254 SH DEFINED 1,2 83,254 NALCO HOLDING COMPAN COM 62985Q10 8,280 439,740 SH DEFINED 1,2,5 439,740 NANOGEN INC COM 63007510 1,908 548,374 SH DEFINED 1,2 548,374 NANOPHASE TCHNOLOGIE COM 63007910 93 16,150 SH DEFINED 1 16,150 NAPCO SEC SYS INC COM 63040210 879 83,500 SH DEFINED 1,2 83,500 NAPSTER INC COM 63079710 671 103,132 SH DEFINED 1,6 103,132 NARA BANCORP INC COM 63080P10 4,321 307,573 SH DEFINED 1,2,5 307,573 NASB FINL INC COM 62896810 1,924 48,590 SH DEFINED 1,2 48,590 NASDAQ STOCK MARKET COM 63110310 584 54,617 SH DEFINED 1 54,617 NASH FINCH CO COM 63115810 15,852 417,256 SH DEFINED 1,2,6 417,256 NASSDA CORP COM 63172M10 185 27,800 SH DEFINED 1 27,800 NATCO GROUP INC CL A 63227W20 236 21,700 SH DEFINED 1,2 21,700 NATIONAL AUSTRALIA B SPONSORED 63252540 1,145 10,429 SH DEFINED 1 10,429 NATIONAL BEVERAGE CO COM 63501710 1,508 185,058 SH DEFINED 1,2 185,058 NATIONAL BK GREECE S SPONSORED 63364340 517 75,135 SH DEFINED 1 75,135 NATIONAL CITY CORP COM 63540510 610,582 18,226,317 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,226,317 NATIONAL FINL PARTNE COM 63607P20 18,593 467,171 SH DEFINED 1,2 467,171 NATIONAL FUEL GAS CO COM 63618010 40,723 1,424,386 SH DEFINED 1,2,5,13 1,424,386 NATIONAL HEALTH INVS COM 63633D10 10,466 402,847 SH DEFINED 1,2 402,847 NATIONAL HEALTH REAL COM 63590510 306 16,450 SH DEFINED 1,2,5 16,450 NATIONAL HEALTHCARE COM 63590610 3,690 107,864 SH DEFINED 1,2,5 107,864 NATIONAL INSTRS CORP COM 63651810 21,768 804,717 SH DEFINED 1,2,5,13 804,717 NATIONAL OILWELL VAR COM 63707110 224,133 4,799,425 SH DEFINED 1,2,5,6,10,12,13 4,799,425 NATIONAL PENN BANCSH COM 63713810 12,208 496,868 SH DEFINED 1,2,5 496,868 NATIONAL PRESTO INDS COM 63721510 3,990 99,011 SH DEFINED 1,2,5,6 99,011 NATIONAL SEMICONDUCT COM 63764010 305,297 14,813,058 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,813,058 NATIONAL WESTN LIFE CL A 63852210 6,528 38,191 SH DEFINED 1,2 38,191 NATIONWIDE FINL SVCS CL A 63861210 27,900 777,162 SH DEFINED 1,2,5 777,162 NATIONWIDE HEALTH PP COM 63862010 20,952 1,036,713 SH DEFINED 1,2,5 1,036,713 NATURAL ALTERNATIVES COM NEW 63884230 96 14,200 SH DEFINED 1 14,200 NATURES SUNSHINE PRO COM 63902710 4,855 282,778 SH DEFINED 1,2,6 282,778 NAUTILUS INC COM 63910B10 13,547 570,172 SH DEFINED 1,2,5,6 570,172 NAVARRE CORP COM 63920810 2,515 316,407 SH DEFINED 1,2 316,407 NAVIGANT CONSULTING COM 63935N10 18,594 682,858 SH DEFINED 1,2 682,858 NAVIGANT INTL INC COM 63935R10 2,677 196,002 SH DEFINED 1,2 196,002 NAVIGATORS GROUP INC COM 63890410 8,638 260,604 SH DEFINED 1,2 260,604 NAVISTAR INTL CORP N COM 63934E10 62,791 1,725,023 SH DEFINED 1,2,5,6,10,13 1,725,023 NAVTEQ CORP COM 63936L10 18,511 427,008 SH DEFINED 1,2,5 427,008 NBC CAP CORP COM 62872910 2,861 118,324 SH DEFINED 1,2,5 118,324 NBT BANCORP INC COM 62877810 10,757 479,990 SH DEFINED 1,2,5 479,990 NBTY INC COM 62878210 20,361 811,532 SH DEFINED 1,2,5,6 811,532 NCI BUILDING SYS INC COM 62885210 11,959 309,818 SH DEFINED 1,2 309,818 NCO GROUP INC COM 62885810 8,569 438,318 SH DEFINED 1,2,6 438,318 NCR CORP NEW COM 62886E10 183,020 5,424,432 SH DEFINED 1,2,5,6,7,10,12,13 5,424,432 NDCHEALTH CORP COM 63948010 9,488 593,752 SH DEFINED 1,2,5,6 593,752 NEC CORP ADR 62905020 462 76,740 SH DEFINED 1 76,740 NEENAH PAPER INC COM 64007910 5,320 158,232 SH DEFINED 1,2,5,7 158,232 NEIGHBORCARE INC COM 64015Y10 16,145 551,967 SH DEFINED 1,2,5 551,967 NEIMAN MARCUS GROUP CL A 64020420 54,168 591,932 SH DEFINED 1,2,5,12,13 591,932 NEIMAN MARCUS GROUP CL B 64020430 881 9,767 SH DEFINED 1,5 9,767 NEKTAR THERAPEUTICS COM 64026810 11,439 820,600 SH DEFINED 1,2,5 820,600 NELNET INC CL A 64031N10 17,719 556,677 SH DEFINED 1,2 556,677 NELSON THOMAS INC COM 64037610 6,826 288,606 SH DEFINED 1,2,5,6 288,606 NEOFORMA COM INC COM NEW 64047550 913 114,889 SH DEFINED 1,2 114,889 NEOPHARM INC COM 64091910 2,063 265,560 SH DEFINED 1,2 265,560 NEORX CORP COM PAR $0 64052030 14 13,667 SH DEFINED 1 13,667 NEOSE TECHNOLOGIES I COM 64052210 719 278,744 SH DEFINED 1,2 278,744 NEOWARE SYS INC COM 64065P10 2,139 204,900 SH DEFINED 1,5 204,900 NESS TECHNOLOGIES IN COM 64104X10 1,526 127,359 SH DEFINED 1,2 127,359 NET2PHONE COM 64108N10 733 455,032 SH DEFINED 1,2 455,032 NETBANK INC COM 64093310 6,650 784,213 SH DEFINED 1,2,5 784,213 NETFLIX COM INC COM 64110L10 3,583 330,208 SH DEFINED 1,2,5 330,208 NETGEAR INC COM 64111Q10 6,601 437,455 SH DEFINED 1,2 437,455 NETIQ CORP COM 64115P10 14,609 1,278,158 SH DEFINED 1,2,5 1,278,158 NETRATINGS INC COM 64116M10 2,509 164,505 SH DEFINED 1,2 164,505 NETSCOUT SYS INC COM 64115T10 1,290 289,845 SH DEFINED 1,2 289,845 NETWORK APPLIANCE IN COM 64120L10 285,066 10,306,080 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,306,080 NETWORK EQUIP TECHNO COM 64120810 2,066 366,916 SH DEFINED 1,2,6 366,916 NEUROCRINE BIOSCIENC COM 64125C10 17,008 446,872 SH DEFINED 1,2,5 446,872 NEUROGEN CORP COM 64124E10 2,158 304,803 SH DEFINED 1,2 304,803 NEVADA GOLD & CASINO COM NEW 64126Q20 1,039 81,165 SH DEFINED 1 81,165 NEW BRUNSWICK SCIENT COM 64287610 78 14,320 SH DEFINED 1 14,320 NEW CENTURY FINANCIA COM 6435EV10 41,676 890,123 SH DEFINED 1,2,5 890,123 NEW FRONTIER MEDIA I COM 64439810 113 15,757 SH DEFINED 1 15,757 NEW JERSEY RES COM 64602510 19,591 450,059 SH DEFINED 1,2,5 450,059 NEW PLAN EXCEL RLTY COM 64805310 52,790 2,102,330 SH DEFINED 1,2,3,5,13 2,102,330 NEW YORK & CO INC COM 64929510 2,341 116,651 SH DEFINED 1,2 116,651 NEW YORK CMNTY BANCO COM 64944510 77,184 4,250,235 SH DEFINED 1,2,5,7,8,10,12,13,14 4,250,235 NEW YORK TIMES CO CL A 65011110 162,826 4,451,217 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,451,217 NEWALLIANCE BANCSHAR COM 65020310 11,483 820,244 SH DEFINED 1,2,5 820,244 NEWCASTLE INVT CORP COM 65105M10 15,191 513,225 SH DEFINED 1,2 513,225 NEWELL RUBBERMAID IN COM 65122910 202,165 9,214,451 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,214,451 NEWFIELD EXPL CO COM 65129010 67,234 905,392 SH DEFINED 1,2,5,12,13 905,392 NEWMARKET CORP COM 65158710 4,446 239,023 SH DEFINED 1,2,5 239,023 NEWMONT MINING CORP COM 65163910 550,558 13,030,955 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,030,955 NEWPARK RES INC COM PAR $. 65171850 7,622 1,294,039 SH DEFINED 1,2 1,294,039 NEWPORT CORP COM 65182410 11,554 797,384 SH DEFINED 1,2,5,13 797,384 NEWS CORP CL A 65248E10 1,112,612 65,757,209 SH DEFINED 1,2,5,6,7,8,10,12,13,14 65,757,209 NEWS CORP CL B 65248E20 45,657 2,592,679 SH DEFINED 1,2,4,5,7,8,10,12,13,14 2,592,679 NEXSTAR BROADCASTING CL A 65336K10 628 89,085 SH DEFINED 1,2 89,085 NEXTEL COMMUNICATION CL A 65332V10 934,972 32,898,365 SH DEFINED 1,2,5,6,7,8,10,12,13,14 32,898,365 NEXTEL PARTNERS INC CL A 65333F10 27,223 1,241,937 SH DEFINED 1,2,5 1,241,937 NGP CAP RES CO COM 62912R10 2,836 176,370 SH DEFINED 1,2 176,370 NIC INC COM 62914B10 2,627 550,672 SH DEFINED 1,2 550,672 NICOR INC COM 65408610 58,167 1,568,255 SH DEFINED 1,2,5,6,10,13 1,568,255 NIDEC CORP SPONSORED 65409010 7,551 242,029 SH DEFINED 1,2 242,029 NII HLDGS INC CL B NEW 62913F20 32,681 568,367 SH DEFINED 1,2,5,12 568,367 NIKE INC CL B 65410610 536,514 6,439,973 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,439,973 NIKU CORP COM NEW 65411370 200 11,073 SH DEFINED 1 11,073 NISOURCE INC COM 65473P10 227,471 9,981,177 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,981,177 NISSAN MOTORS SPONSORED 65474440 594 29,012 SH DEFINED 1 29,012 NITROMED INC COM 65479850 2,846 164,436 SH DEFINED 1,2 164,436 NL INDS INC COM NEW 62915640 2,846 123,187 SH DEFINED 1,2 123,187 NMS COMMUNICATIONS C COM 62924810 2,847 663,615 SH DEFINED 1,2 663,615 NMT MED INC COM 62929410 118 14,396 SH DEFINED 1 14,396 NN INC COM 62933710 2,951 239,530 SH DEFINED 1,2 239,530 NOBEL LEARNING CMNTY COM 65488910 155 17,933 SH DEFINED 1 17,933 NOBLE CORPORATION SHS G6542210 208,369 3,706,972 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,706,972 NOBLE ENERGY INC COM 65504410 55,599 817,385 SH DEFINED 1,2,5,12,13 817,385 NOBLE INTL LTD COM 65505310 1,722 75,972 SH DEFINED 1,2 75,972 NOKIA CORP SPONSORED 65490220 7,735 501,277 SH DEFINED 1,2 501,277 NORANDA INC COM 65542210 434 21,450 SH DEFINED 7 21,450 NORDIC AMERICAN TANK COM G6577310 218 4,600 SH DEFINED 1,5 4,600 NORDSON CORP COM 65566310 20,636 560,460 SH DEFINED 1,2,5,13 560,460 NORDSTROM INC COM 65566410 175,652 3,171,751 SH DEFINED 1,2,5,6,7,10,12,13 3,171,751 NORFOLK SOUTHERN COR COM 65584410 428,871 11,575,472 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,575,472 NORTEL NETWORKS CORP COM 65656810 1,714 627,787 SH DEFINED 1,2,5,13 627,787 NORTH AMERN SCIENTIF COM 65715D10 36 10,000 SH DEFINED 1 10,000 NORTH FORK BANCORPOR COM 65942410 384,621 13,865,204 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,865,204 NORTH PITTSBURGH SYS COM 66156210 4,536 229,504 SH DEFINED 1,2 229,504 NORTHEAST UTILS COM 66439710 40,085 2,080,186 SH DEFINED 1,2,5,7,10,13 2,080,186 NORTHERN BORDER PART UNIT LTD P 66478510 490 10,160 SH DEFINED 1,5 10,160 NORTHERN STS FINL CO COM 66575110 241 8,800 SH DEFINED 1 8,800 NORTHERN TR CORP COM 66585910 252,951 5,822,987 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,822,987 NORTHFIELD LABS INC COM 66613510 3,619 321,708 SH DEFINED 1,2 321,708 NORTHROP GRUMMAN COR COM 66680710 1,906,628 35,321,003 SH DEFINED 1,2,5,6,7,8,10,12,13,14 35,321,003 NORTHWEST AIRLS CORP CL A 66728010 51,667 7,723,060 SH DEFINED 1,2,5 7,723,060 NORTHWEST BANCORP IN COM 66732810 5,404 252,386 SH DEFINED 1,2 252,386 NORTHWEST NAT GAS CO COM 66765510 15,927 440,344 SH DEFINED 1,2,5 440,344 NOVA CHEMICALS CORP COM 66977W10 524 12,206 SH DEFINED 1,5 12,206 NOVAMED INC DEL COM 66986W10 66 11,552 SH DEFINED 1 11,552 NOVARTIS A G SPONSORED 66987V10 4,158 88,888 SH DEFINED 1,2 88,888 NOVASTAR FINL INC COM 66994740 14,866 412,827 SH DEFINED 1,2 412,827 NOVATEL WIRELESS INC COM NEW 66987M60 2,831 263,379 SH DEFINED 1,2 263,379 NOVAVAX INC COM 67000210 26 18,600 SH DEFINED 1 18,600 NOVELIS INC COM 67000X10 926 42,245 SH DEFINED 1,5 42,245 NOVELL INC COM 67000610 55,823 9,366,304 SH DEFINED 1,2,5,6,10,13 9,366,304 NOVELLUS SYS INC COM 67000810 106,089 3,968,924 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,968,924 NOVEN PHARMACEUTICAL COM 67000910 7,236 426,637 SH DEFINED 1,2,6 426,637 NOVO-NORDISK A S ADR 67010020 1,031 18,470 SH DEFINED 1 18,470 NPS PHARMACEUTICALS COM 62936P10 6,821 540,510 SH DEFINED 1,2,5 540,510 NRG ENERGY INC COM NEW 62937750 24,000 702,777 SH DEFINED 1,2,5 702,777 NS GROUP INC COM 62891610 15,627 497,530 SH DEFINED 1,2,5 497,530 NSTAR COM 67019E10 39,348 724,648 SH DEFINED 1,2,5,7,13 724,648 NTL INC DEL COM 62940M10 60,601 951,795 SH DEFINED 1,2,5,7,8,10,12,13,14 951,795 NTT DOCOMO INC SPONS ADR 62942M20 1,280 76,420 SH DEFINED 1 76,420 NU SKIN ENTERPRISES CL A 67018T10 17,024 756,295 SH DEFINED 1,2 756,295 NUANCE COMMUNICATION COM 66996710 37 12,801 SH DEFINED 1 12,801 NUCO2 INC COM 62942810 2,498 94,973 SH DEFINED 1,2 94,973 NUCOR CORP COM 67034610 356,666 6,196,415 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,196,415 NUTRACEUTICAL INTL C COM 67060Y10 1,497 94,418 SH DEFINED 1,2 94,418 NUVASIVE INC COM 67070410 957 74,045 SH DEFINED 1 74,045 NUVEEN INVTS INC CL A 67090F10 7,656 223,074 SH DEFINED 1,2,5 223,074 NUVELO INC COM NEW 67072M30 2,998 461,168 SH DEFINED 1,2 461,168 NVIDIA CORP COM 67066G10 113,971 4,796,778 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,796,778 NVR INC COM 62944T10 166,617 212,251 SH DEFINED 1,2,5,6,10 212,251 NYFIX INC COM 67071210 254 46,860 SH DEFINED 1,5,6 46,860 NYMAGIC INC COM 62948410 3,199 134,970 SH DEFINED 1,2 134,970 O CHARLEYS INC COM 67082310 7,698 354,094 SH DEFINED 1,2,6 354,094 O I CORP COM 67084110 156 14,300 SH DEFINED 1 14,300 O REILLY AUTOMOTIVE COM 68609110 33,452 675,385 SH DEFINED 1,2,5,12,13 675,385 OAK HILL FINL INC COM 67133710 1,302 38,686 SH DEFINED 1 38,686 OAKLEY INC COM 67366210 5,081 396,301 SH DEFINED 1,2,5 396,301 OCA INC COM 67083Q10 3,090 727,072 SH DEFINED 1,2,5,6 727,072 OCCIDENTAL PETE CORP COM 67459910 1,051,288 14,771,499 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,771,499 OCEANEERING INTL INC COM 67523210 16,059 428,228 SH DEFINED 1,2,5 428,228 OCEANFIRST FINL CORP COM 67523410 3,407 148,324 SH DEFINED 1,2 148,324 OCTEL CORP COM 67572710 4,599 248,219 SH DEFINED 1,2,5 248,219 OCWEN FINL CORP COM 67574610 5,530 685,291 SH DEFINED 1,2 685,291 ODYSSEY HEALTHCARE I COM 67611V10 7,440 632,627 SH DEFINED 1,2,5,6 632,627 ODYSSEY RE HLDGS COR COM 67612W10 4,703 187,819 SH DEFINED 1,2,10,12,14 187,819 OFFICE DEPOT INC COM 67622010 208,175 9,385,722 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,385,722 OFFICEMAX INC DEL COM 67622P10 101,267 3,022,909 SH DEFINED 1,2,5,6,10,13 3,022,909 OFFSHORE LOGISTICS I COM 67625510 10,132 304,095 SH DEFINED 1,2 304,095 OGE ENERGY CORP COM 67083710 44,057 1,634,770 SH DEFINED 1,2,5,6,13 1,634,770 OHIO CAS CORP COM 67724010 29,354 1,277,390 SH DEFINED 1,2,5,13 1,277,390 OIL STS INTL INC COM 67802610 8,929 434,485 SH DEFINED 1,2 434,485 OLD DOMINION FGHT LI COM 67958010 7,877 252,865 SH DEFINED 1,2 252,865 OLD NATL BANCORP IND COM 68003310 22,227 1,094,909 SH DEFINED 1,2,5 1,094,909 OLD REP INTL CORP COM 68022310 107,229 4,604,058 SH DEFINED 1,2,5,7,8,10,12,13,14 4,604,058 OLD SECOND BANCORP I COM 68027710 6,762 224,106 SH DEFINED 1,2 224,106 OLIN CORP COM PAR $1 68066520 30,561 1,370,434 SH DEFINED 1,2,5,13 1,370,434 OLYMPIC STEEL INC COM 68162K10 600 33,554 SH DEFINED 1 33,554 OM GROUP INC COM 67087210 20,540 675,202 SH DEFINED 1,2,5 675,202 OMEGA FINL CORP COM 68209210 4,753 159,562 SH DEFINED 1,2,5 159,562 OMEGA HEALTHCARE INV COM 68193610 9,252 842,583 SH DEFINED 1,2 842,583 OMEGA PROTEIN CORP COM 68210P10 637 93,393 SH DEFINED 1,2 93,393 OMI CORP NEW COM Y6476W10 2,553 133,296 SH DEFINED 1,2,5 133,296 OMNICARE INC COM 68190410 67,188 1,895,285 SH DEFINED 1,2,5,7,8,10,12,13,14 1,895,285 OMNICELL INC COM 68213N10 3,948 547,552 SH DEFINED 1,2 547,552 OMNICOM GROUP INC COM 68191910 480,007 5,422,584 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,422,584 OMNIVISION TECHNOLOG COM 68212810 16,398 1,082,344 SH DEFINED 1,2,5 1,082,344 OMNOVA SOLUTIONS INC COM 68212910 3,249 605,007 SH DEFINED 1,2 605,007 ON ASSIGNMENT INC COM 68215910 243 47,736 SH DEFINED 1,6 47,736 ON SEMICONDUCTOR COR COM 68218910 6,771 1,714,261 SH DEFINED 1,2 1,714,261 ON2 TECHNOLOGIES INC COM 68338A10 9 14,100 SH DEFINED 1 14,100 ONE LIBERTY PPTYS IN COM 68240610 202 10,800 SH DEFINED 1 10,800 ONEOK INC NEW COM 68268010 82,611 2,680,435 SH DEFINED 1,2,5,13 2,680,435 ONYX PHARMACEUTICALS COM 68339910 16,212 517,137 SH DEFINED 1,2,5 517,137 OPEN JT STK CO-VIMPE SPONSORED 68370R10 2,146 62,334 SH DEFINED 1,2,7 62,334 OPEN SOLUTIONS INC COM 68371P10 3,696 186,388 SH DEFINED 1,2 186,388 OPENTV CORP CL A G6754310 78 27,518 SH DEFINED 1 27,518 OPENWAVE SYS INC COM NEW 68371830 12,121 994,351 SH DEFINED 1,2,5 994,351 OPLINK COMMUNICATION COM 68375Q10 2,456 1,564,338 SH DEFINED 1,2 1,564,338 OPNET TECHNOLOGIES I COM 68375710 1,683 201,374 SH DEFINED 1,2,5 201,374 OPSWARE INC COM 68383A10 4,519 875,801 SH DEFINED 1,2,5 875,801 OPTICAL COMMUNICATIO CL A 68382T10 325 186,998 SH DEFINED 1,2 186,998 OPTION CARE INC COM 68394810 5,383 261,447 SH DEFINED 1,2,5 261,447 OPTIONSXPRESS HLDGS COM 68401010 343 21,200 SH DEFINED 1,2 21,200 ORACLE CORP COM 68389X10 1,649,469 132,168,962 SH DEFINED 1,2,5,6,7,8,10,12,13,14 132,168,962 ORASURE TECHNOLOGIES COM 68554V10 4,728 642,330 SH DEFINED 1,2,5 642,330 ORBITAL SCIENCES COR COM 68556410 7,308 754,979 SH DEFINED 1,2 754,979 ORBOTECH LTD ORD M7525310 619 28,247 SH DEFINED 1,2,7 28,247 ORCHID BIOSCIENCES I COM PAR $0 68571P50 121 10,331 SH DEFINED 1 10,331 OREGON STL MLS INC COM 68607910 17,065 741,941 SH DEFINED 1,2 741,941 ORIENTAL FINL GROUP COM 68618W10 8,502 363,035 SH DEFINED 1,2 363,035 ORIGEN FINL INC COM 68619E20 535 77,487 SH DEFINED 1 77,487 ORIX CORP SPONSORED 68633010 511 7,955 SH DEFINED 1 7,955 ORLEANS HOMEBUILDERS COM 68658810 631 34,321 SH DEFINED 1 34,321 ORMAT TECHNOLOGIES I COM 68668810 767 48,955 SH DEFINED 1 48,955 ORTHOLOGIC CORP COM 68750J10 2,663 526,271 SH DEFINED 1,2,5 526,271 ORTHOVITA INC COM 68750U10 1,746 513,477 SH DEFINED 1,2 513,477 OSCIENT PHARMACEUTIC COM 68812R10 1,963 838,851 SH DEFINED 1,2 838,851 OSHKOSH B GOSH INC CL A 68822220 6,563 215,174 SH DEFINED 1,2,6 215,174 OSHKOSH TRUCK CORP COM 68823920 35,975 438,771 SH DEFINED 1,2,5,6 438,771 OSI PHARMACEUTICALS COM 67104010 20,501 495,917 SH DEFINED 1,2,5,12 495,917 OSI SYSTEMS INC COM 67104410 3,510 200,476 SH DEFINED 1,2 200,476 OSTEOTECH INC COM 68858210 177 46,936 SH DEFINED 1,5,6 46,936 OTTER TAIL CORP COM 68964810 10,495 419,119 SH DEFINED 1,2,5 419,119 OUTBACK STEAKHOUSE I COM 68989910 42,778 934,211 SH DEFINED 1,2,5,7,13 934,211 OVERLAND STORAGE INC COM 69031010 2,841 193,503 SH DEFINED 1,2 193,503 OVERNITE CORP COM 69032210 12,982 405,826 SH DEFINED 1,2 405,826 OVERSEAS SHIPHOLDING COM 69036810 68,637 1,091,027 SH DEFINED 1,2,13 1,091,027 OVERSTOCK COM INC DE COM 69037010 7,784 181,061 SH DEFINED 1,2,5 181,061 OWENS & MINOR INC NE COM 69073210 16,416 604,655 SH DEFINED 1,2,5,6 604,655 OWENS ILL INC COM NEW 69076840 228,493 9,088,837 SH DEFINED 1,2,5 9,088,837 OXFORD INDS INC COM 69149730 9,371 256,120 SH DEFINED 1,2,6 256,120 OXIGENE INC COM 69182810 72 17,729 SH DEFINED 1 17,729 P A M TRANSN SVCS IN COM 69314910 1,391 80,899 SH DEFINED 1,2 80,899 P C CONNECTION COM 69318J10 594 101,250 SH DEFINED 1,2 101,250 P F CHANGS CHINA BIS COM 69333Y10 30,024 502,068 SH DEFINED 1,2,6 502,068 P T TELEKOMUNIKASI I SPONSORED 71568410 1,546 82,505 SH DEFINED 1,2 82,505 PAB BANKSHARES INC COM 69313P10 169 12,100 SH DEFINED 1,2 12,100 PACCAR INC COM 69371810 349,980 4,834,645 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,834,645 PACER INTL INC TENN COM 69373H10 13,393 560,606 SH DEFINED 1,2 560,606 PACIFIC CAP BANCORP COM 69404P10 19,902 668,292 SH DEFINED 1,2,5 668,292 PACIFIC ENERGY PARTN COM UNIT 69422R10 717 23,600 SH DEFINED 1,2 23,600 PACIFIC SUNWEAR CALI COM 69487310 33,393 1,193,471 SH DEFINED 1,2,5,10,13 1,193,471 PACIFICARE HEALTH SY COM 69511210 68,180 1,197,816 SH DEFINED 1,2,5,13 1,197,816 PACKAGING CORP AMER COM 69515610 22,912 943,283 SH DEFINED 1,2,5,13 943,283 PACKETEER INC COM 69521010 11,139 723,793 SH DEFINED 1,2 723,793 PACTIV CORP COM 69525710 110,487 4,731,761 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,731,761 PAIN THERAPEUTICS IN COM 69562K10 2,117 416,669 SH DEFINED 1,2 416,669 PALATIN TECHNOLOGIES COM NEW 69607730 1,715 732,769 SH DEFINED 1,2 732,769 PALL CORP COM 69642930 85,407 3,149,239 SH DEFINED 1,2,5,6,7,10,12,13 3,149,239 PALM HARBOR HOMES COM 69663910 4,322 265,783 SH DEFINED 1,2 265,783 PALMONE INC COM 69713P10 28,042 1,104,894 SH DEFINED 1,2,5 1,104,894 PALMSOURCE INC COM 69715410 1,829 202,296 SH DEFINED 1,2,5 202,296 PALOMAR MED TECHNOLO COM NEW 69752930 4,451 165,051 SH DEFINED 1,2 165,051 PAN PACIFIC RETAIL P COM 69806L10 43,183 760,932 SH DEFINED 1,2,3,5 760,932 PANERA BREAD CO CL A 69840W10 30,765 544,229 SH DEFINED 1,2,5,6 544,229 PANTRY INC COM 69865710 12,041 388,797 SH DEFINED 1,2 388,797 PAPA JOHNS INTL INC COM 69881310 12,391 356,889 SH DEFINED 1,2,6 356,889 PAR PHARMACEUTICAL C COM 69888P10 22,020 658,506 SH DEFINED 1,2,5,13 658,506 PAR TECHNOLOGY CORP COM 69888410 207 13,291 SH DEFINED 1 13,291 PARADYNE NETWORKS IN COM 69911G10 1,026 491,120 SH DEFINED 1,2 491,120 PARALLEL PETE CORP D COM 69915710 75 10,200 SH DEFINED 1 10,200 PARAMETRIC TECHNOLOG COM 69917310 56,597 10,124,690 SH DEFINED 1,2,5,6,10,13 10,124,690 PAREXEL INTL CORP COM 69946210 9,855 419,352 SH DEFINED 1,2,6 419,352 PARK ELECTROCHEMICAL COM 70041620 5,724 282,529 SH DEFINED 1,2,6 282,529 PARK NATL CORP COM 70065810 24,190 215,022 SH DEFINED 1,2,5 215,022 PARK OHIO HLDGS CORP COM 70066610 194 10,368 SH DEFINED 1 10,368 PARKER DRILLING CO COM 70108110 8,070 1,403,406 SH DEFINED 1,2,5 1,403,406 PARKER HANNIFIN CORP COM 70109410 225,007 3,693,489 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,693,489 PARKVALE FINL CORP COM 70149210 246 8,832 SH DEFINED 1 8,832 PARKWAY PPTYS INC COM 70159Q10 14,228 304,668 SH DEFINED 1,2,3 304,668 PARTNERRE LTD COM G6852T10 7,468 115,611 SH DEFINED 1,5 115,611 PARTNERS TR FINL GRO COM 70213F10 5,500 518,893 SH DEFINED 1,2,5 518,893 PARTY CITY CORP COM 70214510 2,292 156,526 SH DEFINED 1,2,5 156,526 PATHMARK STORES INC COM 70322A10 2,867 454,370 SH DEFINED 1,2 454,370 PATINA OIL & GAS COR COM 70322410 35,726 893,162 SH DEFINED 1,2,5,12 893,162 PATRICK INDS INC COM 70334310 111 10,800 SH DEFINED 1 10,800 PATTERSON COMPANIES COM 70339510 101,408 2,030,199 SH DEFINED 1,2,5,7,8,10,12,13,14 2,030,199 PATTERSON UTI ENERGY COM 70348110 60,804 2,430,214 SH DEFINED 1,2,5,7,12,13 2,430,214 PAULA FINL DEL COM 70358810 27 14,600 SH DEFINED 1 14,600 PAXAR CORP COM 70422710 11,202 524,937 SH DEFINED 1,2,6 524,937 PAXSON COMMUNICATION COM 70423110 299 433,220 SH DEFINED 1,2 433,220 PAYCHEX INC COM 70432610 322,951 9,840,068 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,840,068 PAYLESS SHOESOURCE I COM 70437910 24,894 1,576,577 SH DEFINED 1,2,5,13 1,576,577 PC MALL INC COM 69323K10 1,265 101,885 SH DEFINED 1,2 101,885 PC-TEL INC COM 69325Q10 3,048 414,147 SH DEFINED 1,2,6 414,147 PDF SOLUTIONS INC COM 69328210 3,913 279,492 SH DEFINED 1,2,5 279,492 PDI INC COM 69329V10 5,183 252,839 SH DEFINED 1,2 252,839 PEABODY ENERGY CORP COM 70454910 77,749 1,677,072 SH DEFINED 1,2,5,13 1,677,072 PEAPACK-GLADSTONE FI COM 70469910 2,932 108,605 SH DEFINED 1,2 108,605 PEARSON PLC SPONSORED 70501510 460 37,484 SH DEFINED 1 37,484 PEC SOLUTIONS INC COM 70510710 2,697 214,419 SH DEFINED 1,2 214,419 PEDIATRIX MED GROUP COM 70532410 29,791 434,336 SH DEFINED 1,2,5,6 434,336 PEETS COFFEE & TEA I COM 70556010 4,263 172,944 SH DEFINED 1,2 172,944 PEGASUS COMMUNICATIO CL A NEW 70590460 164 12,380 SH DEFINED 1 12,380 PEGASUS SOLUTIONS IN COM 70590610 4,241 358,796 SH DEFINED 1,2,6 358,796 PEGASYSTEMS INC COM 70557310 714 132,719 SH DEFINED 1,2 132,719 PEMSTAR INC COM 70655210 46 38,824 SH DEFINED 1,5 38,824 PENN ENGR & MFG CORP COM NON VT 70738930 3,541 196,186 SH DEFINED 1,2 196,186 PENN NATL GAMING INC COM 70756910 66,306 2,256,836 SH DEFINED 1,2,5 2,256,836 PENN VA CORP COM 70788210 13,329 290,384 SH DEFINED 1,2 290,384 PENN VA RESOURCES PA COM 70788410 1,006 19,900 SH DEFINED 1,2 19,900 PENNEY J C INC COM 70816010 2,060,000 39,676,434 SH DEFINED 1,2,5,6,7,8,10,12,13,14 39,676,434 PENNFED FINL SVCS IN COM 70816710 2,067 139,270 SH DEFINED 1,2 139,270 PENNROCK FINL SVCS C COM 70835210 4,306 123,311 SH DEFINED 1,2 123,311 PENNSYLVANIA RL ESTA SH BEN INT 70910210 30,938 767,318 SH DEFINED 1,2,3,5 767,318 PENTAIR INC COM 70963110 62,895 1,612,704 SH DEFINED 1,2,5,12,13 1,612,704 PENWEST PHARMACEUTIC COM 70975410 3,172 256,632 SH DEFINED 1,2 256,632 PEOPLES BANCORP INC COM 70978910 5,158 191,730 SH DEFINED 1,2 191,730 PEOPLES BK BRIDGEPOR COM 71019810 20,132 491,623 SH DEFINED 1,2,5 491,623 PEOPLES ENERGY CORP COM 71103010 56,933 1,358,143 SH DEFINED 1,2,5,6,10,13 1,358,143 PEOPLES HLDG CO COM 71114810 4,466 143,588 SH DEFINED 1,2 143,588 PEP BOYS MANNY MOE & COM 71327810 18,924 1,076,445 SH DEFINED 1,2,5,6 1,076,445 PEPCO HOLDINGS INC COM 71329110 75,631 3,603,208 SH DEFINED 1,2,5,7,8,10,12,13,14 3,603,208 PEPSI BOTTLING GROUP COM 71340910 469,158 16,845,906 SH DEFINED 1,2,5,6,10,12,13,14 16,845,906 PEPSIAMERICAS INC COM 71343P20 31,103 1,372,586 SH DEFINED 1,2,5,6,7,13 1,372,586 PEPSICO INC COM 71344810 2,820,422 53,185,411 SH DEFINED 1,2,5,6,7,8,10,12,13,14 53,185,411 PEREGRINE PHARMACEUT COM 71366110 2,729 1,856,676 SH DEFINED 1,2,5 1,856,676 PERFORMANCE FOOD GRO COM 71375510 25,449 919,413 SH DEFINED 1,2,5,6 919,413 PERFORMANCE TECHNOLO COM 71376K10 97 14,517 SH DEFINED 1 14,517 PERICOM SEMICONDUCTO COM 71383110 2,909 339,469 SH DEFINED 1,2,6 339,469 PERINI CORP COM 71383910 1,741 126,215 SH DEFINED 1,2 126,215 PERKINELMER INC COM 71404610 95,801 4,643,785 SH DEFINED 1,2,5,6,10,12,13,14 4,643,785 PERMA-FIX ENVIRONMEN COM 71415710 23 12,500 SH DEFINED 1 12,500 PEROT SYS CORP CL A 71426510 15,962 1,187,618 SH DEFINED 1,2,5 1,187,618 PERRIGO CO COM 71429010 25,083 1,309,832 SH DEFINED 1,2,5,13 1,309,832 PER-SE TECHNOLOGIES COM NEW 71356930 7,279 474,232 SH DEFINED 1,2 474,232 PERVASIVE SOFTWARE I COM 71571010 63 13,600 SH DEFINED 1 13,600 PETCO ANIMAL SUPPLIE COM NEW 71601620 18,397 499,770 SH DEFINED 1,2,5 499,770 PETMED EXPRESS INC COM 71638210 823 111,016 SH DEFINED 1 111,016 PETROBRAS ENERGIA PA SP ADR B S 71646M10 790 64,717 SH DEFINED 1,2,7 64,717 PETRO-CDA COM 71644E10 3,165 54,708 SH DEFINED 1,5 54,708 PETROCHINA CO LTD SPONSORED 71646E10 2,375 37,572 SH DEFINED 1 37,572 PETROKAZAKHSTAN INC COM 71649P10 6,708 166,996 SH DEFINED 1,2,7 166,996 PETROLEO BRASILEIRO SPONSORED 71654V10 28,318 736,101 SH DEFINED 1,2 736,101 PETROLEO BRASILEIRO SPONSORED 71654V40 55,330 1,252,372 SH DEFINED 1,2,4,5 1,252,372 PETROLEUM DEV CORP COM 71657810 10,603 281,320 SH DEFINED 1,2,5 281,320 PETROQUEST ENERGY IN COM 71674810 309 46,500 SH DEFINED 1 46,500 PETSMART INC COM 71676810 83,599 2,907,792 SH DEFINED 1,2,5,7,8,10,12,13,14 2,907,792 PFF BANCORP INC COM 69331W10 11,720 424,628 SH DEFINED 1,2 424,628 PFIZER INC COM 71708110 6,392,244 243,328,658 SH DEFINED 1,2,5,6,7,8,10,12,13,14 243,328,658 PG&E CORP COM 69331C10 451,244 13,232,953 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,232,953 PHARMACEUTICAL PROD COM 71712410 32,373 668,168 SH DEFINED 1,2,5,6,12 668,168 PHARMACYCLICS INC COM 71693310 2,013 250,736 SH DEFINED 1,2 250,736 PHARMION CORP COM 71715B40 6,410 221,021 SH DEFINED 1,2 221,021 PHARMOS CORP COM NEW 71713920 723 1,147,728 SH DEFINED 1,2 1,147,728 PHASE FORWARD INC COM 71721R40 296 45,335 SH DEFINED 1 45,335 PHELPS DODGE CORP COM 71726510 385,918 3,793,550 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,793,550 PHH CORP COM NEW 69332020 12,831 586,703 SH DEFINED 1,2,5,7,13 586,703 PHILADELPHIA CONS HL COM 71752810 28,251 364,392 SH DEFINED 1,2,5 364,392 PHILIPPINE LONG DIST SPONSORED 71825260 4,037 160,131 SH DEFINED 1,2,7 160,131 PHILLIPS VAN HEUSEN COM 71859210 20,299 761,962 SH DEFINED 1,2,6 761,962 PHOENIX COS INC NEW COM 71902E10 24,812 1,941,491 SH DEFINED 1,2,5 1,941,491 PHOENIX TECHNOLOGY L COM 71915310 245 25,694 SH DEFINED 1,6 25,694 PHOTON DYNAMICS INC COM 71936410 5,557 291,532 SH DEFINED 1,2,6 291,532 PHOTRONICS INC COM 71940510 15,641 864,124 SH DEFINED 1,2,5,6 864,124 PICO HLDGS INC COM NEW 69336620 2,715 104,804 SH DEFINED 1,2 104,804 PIEDMONT NAT GAS INC COM 72018610 27,418 1,190,013 SH DEFINED 1,2,5 1,190,013 PIER 1 IMPORTS INC COM 72027910 21,566 1,183,016 SH DEFINED 1,2,5,13 1,183,016 PILGRIMS PRIDE CORP COM 72146710 53,272 1,491,370 SH DEFINED 1,2,5,10,12,14 1,491,370 PINNACLE AIRL CORP COM 72344310 4,521 425,709 SH DEFINED 1,2 425,709 PINNACLE ENTMT INC COM 72345610 11,426 684,176 SH DEFINED 1,2,5,6 684,176 PINNACLE SYS INC COM 72348110 5,706 1,020,702 SH DEFINED 1,2,5,6 1,020,702 PINNACLE WEST CAP CO COM 72348410 126,732 2,981,230 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,981,230 PIONEER NAT RES CO COM 72378710 129,660 3,035,119 SH DEFINED 1,2,5,7,8,10,12,13,14 3,035,119 PIPER JAFFRAY COS COM 72407810 11,390 311,290 SH DEFINED 1,2,5,7 311,290 PITNEY BOWES INC COM 72447910 301,413 6,680,254 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,680,254 PIXAR COM 72581110 27,731 284,271 SH DEFINED 1,2,5,6 284,271 PIXELWORKS INC COM 72581M10 5,887 722,291 SH DEFINED 1,2,5 722,291 PLACER DOME INC COM 72590610 720 44,367 SH DEFINED 1,5 44,367 PLACER SIERRA BANCSH COM 72607910 1,160 50,519 SH DEFINED 1 50,519 PLAINS ALL AMERN PIP UNIT LTD P 72650310 1,975 50,967 SH DEFINED 1,5 50,967 PLAINS EXPL& PRODTN COM 72650510 55,356 1,586,120 SH DEFINED 1,2,5,13 1,586,120 PLANAR SYS INC COM 72690010 5,597 620,455 SH DEFINED 1,2,5,6 620,455 PLANETOUT INC COM 72705810 285 33,850 SH DEFINED 1 33,850 PLANTRONICS INC NEW COM 72749310 24,777 650,648 SH DEFINED 1,2,5,12,13 650,648 PLATINUM UNDERWRITER COM G7127P10 757 25,494 SH DEFINED 1,2,5 25,494 PLATO LEARNING INC COM 72764Y10 2,257 289,344 SH DEFINED 1,2 289,344 PLAYBOY ENTERPRISES CL B 72811730 3,502 271,480 SH DEFINED 1,2 271,480 PLAYTEX PRODS INC COM 72813P10 5,582 620,241 SH DEFINED 1,2 620,241 PLEXUS CORP COM 72913210 16,992 1,476,248 SH DEFINED 1,2,5,13 1,476,248 PLUG POWER INC COM 72919P10 5,078 769,360 SH DEFINED 1,2,5 769,360 PLUM CREEK TIMBER CO COM 72925110 180,955 5,068,777 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,068,777 PLUMTREE SOFTWARE IN COM 72940Q10 82 16,680 SH DEFINED 1 16,680 PLX TECHNOLOGY INC COM 69341710 3,446 328,190 SH DEFINED 1,2 328,190 PMA CAP CORP CL A 69341920 3,569 446,093 SH DEFINED 1,2,5 446,093 PMC COML TR SH BEN INT 69343410 163 10,828 SH DEFINED 1 10,828 PMC-SIERRA INC COM 69344F10 39,138 4,447,544 SH DEFINED 1,2,5,6,10,13 4,447,544 PMI GROUP INC COM 69344M10 64,744 1,703,343 SH DEFINED 1,2,5,7,8,10,12,13,14 1,703,343 PNC FINL SVCS GROUP COM 69347510 470,054 9,130,806 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,130,806 PNM RES INC COM 69349H10 43,314 1,623,460 SH DEFINED 1,2,5,13 1,623,460 POGO PRODUCING CO COM 73044810 51,254 1,040,897 SH DEFINED 1,2,5,7,12,13 1,040,897 POINT THERAPEUTICS I COM 73069410 42 10,341 SH DEFINED 1 10,341 POLARIS INDS INC COM 73106810 45,433 646,922 SH DEFINED 1,2,5,6,10,12 646,922 POLO RALPH LAUREN CO CL A 73157210 15,755 406,065 SH DEFINED 1,2,5,12 406,065 POLYCOM INC COM 73172K10 23,343 1,377,190 SH DEFINED 1,2,5,12,13 1,377,190 POLYMEDICA CORP COM 73173810 14,790 465,684 SH DEFINED 1,2,6 465,684 POLYONE CORP COM 73179P10 13,546 1,525,415 SH DEFINED 1,2,5 1,525,415 POMEROY IT SOLUTIONS COM 73182210 353 23,641 SH DEFINED 1,2 23,641 POPE & TALBOT INC COM 73282710 4,430 252,017 SH DEFINED 1,2,5 252,017 POPULAR INC COM 73317410 64,569 2,654,985 SH DEFINED 1,2,5 2,654,985 PORTAL SOFTWARE INC COM NEW 73612630 918 379,308 SH DEFINED 1,2 379,308 PORTALPLAYER INC COM 73618720 1,237 54,169 SH DEFINED 1 54,169 PORTFOLIO RECOVERY A COM 73640Q10 12,079 354,957 SH DEFINED 1,2 354,957 PORTUGAL TELECOM SGP SPONSORED 73727310 456 38,713 SH DEFINED 1 38,713 POSCO SPONSORED 69348310 3,986 80,751 SH DEFINED 1 80,751 POSSIS MEDICAL INC COM 73740710 4,202 502,053 SH DEFINED 1,2,6 502,053 POST PPTYS INC COM 73746410 29,843 961,448 SH DEFINED 1,2,3,5 961,448 POTLATCH CORP COM 73762810 31,246 663,816 SH DEFINED 1,2,5,13 663,816 POWELL INDS INC COM 73912810 4,622 249,558 SH DEFINED 1,2 249,558 POWER INTEGRATIONS I COM 73927610 10,328 494,392 SH DEFINED 1,2,5,6 494,392 POWER-ONE INC COM 73930810 5,868 1,207,305 SH DEFINED 1,2,5 1,207,305 POWERWAVE TECHNOLOGI COM 73936310 15,363 1,984,920 SH DEFINED 1,2,5,13 1,984,920 POZEN INC COM 73941U10 2,318 444,940 SH DEFINED 1,2,5 444,940 PPG INDS INC COM 69350610 389,503 5,446,066 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,446,066 PPL CORP COM 69351T10 358,818 6,646,003 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,646,003 PRA INTL COM 69353C10 2,167 80,461 SH DEFINED 1,2 80,461 PRAECIS PHARMACEUTIC COM 73942110 812 773,630 SH DEFINED 1,2,5 773,630 PRAXAIR INC COM 74005P10 491,001 10,259,114 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,259,114 PRE PAID LEGAL SVCS COM 74006510 7,480 221,051 SH DEFINED 1,2,6 221,051 PRECISION CASTPARTS COM 74018910 79,772 1,035,868 SH DEFINED 1,2,5,13 1,035,868 PREMCOR INC COM 74045Q10 34,491 577,934 SH DEFINED 1,2,5,10 577,934 PREMIERE GLOBAL SVCS COM 74058510 18,365 1,622,327 SH DEFINED 1,2 1,622,327 PRENTISS PPTYS TR SH BEN INT 74070610 33,940 993,548 SH DEFINED 1,2,3,5 993,548 PRESIDENTIAL LIFE CO COM 74088410 6,170 378,967 SH DEFINED 1,2 378,967 PRESSTEK INC COM 74111310 3,512 454,920 SH DEFINED 1,2 454,920 PRESTIGE BRANDS HLDG COM 74112D10 256 14,500 SH DEFINED 1,2 14,500 PRG-SCHULTZ INTERNAT COM 69357C10 3,772 754,448 SH DEFINED 1,2,6 754,448 PRICE COMMUNICATIONS COM NEW 74143730 12,355 705,981 SH DEFINED 1,2,5 705,981 PRICE T ROWE GROUP I COM 74144T10 204,571 3,445,114 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,445,114 PRICELINE COM INC COM NEW 74150340 11,524 457,311 SH DEFINED 1,2,5 457,311 PRICESMART INC COM 74151110 86 11,750 SH DEFINED 1 11,750 PRIDE INTL INC DEL COM 74153Q10 42,546 1,712,806 SH DEFINED 1,2,5,7,13 1,712,806 PRIME GROUP REALTY T SH BEN INT 74158J10 234 32,642 SH DEFINED 1,5 32,642 PRIMEDIA INC COM 74157K10 8,549 1,965,250 SH DEFINED 1,2,5 1,965,250 PRIMUS TELECOMMUNICA COM 74192910 1,902 1,211,266 SH DEFINED 1,2 1,211,266 PRINCETON REVIEW INC COM 74235210 1,399 253,867 SH DEFINED 1,2,5 253,867 PRINCIPAL FINANCIAL COM 74251V10 353,138 9,174,796 SH DEFINED 1,2,5,6,10,13 9,174,796 PRIORITY HEALTHCARE CL B 74264T10 12,416 574,033 SH DEFINED 1,2,5,6 574,033 PRIVATEBANCORP INC COM 74296210 8,131 258,855 SH DEFINED 1,2,5 258,855 PROASSURANCE CORP COM 74267C10 16,675 422,142 SH DEFINED 1,2,5 422,142 PROCTER & GAMBLE CO COM 74271810 4,623,910 87,243,578 SH DEFINED 1,2,5,6,7,8,10,12,13,14 87,243,578 PROGENICS PHARMACEUT COM 74318710 2,697 160,417 SH DEFINED 1,2 160,417 PROGRESS ENERGY INC COM 74326310 989,116 23,578,442 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,578,442 PROGRESS SOFTWARE CO COM 74331210 14,968 570,855 SH DEFINED 1,2,5,6 570,855 PROGRESSIVE CORP OHI COM 74331510 549,899 5,992,794 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,992,794 PROLOGIS SH BEN INT 74341010 248,459 6,697,011 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 6,697,011 PROQUEST COMPANY COM 74346P10 13,125 363,058 SH DEFINED 1,2,5 363,058 PROSPERITY BANCSHARE COM 74360610 7,152 269,982 SH DEFINED 1,2 269,982 PROTECTIVE LIFE CORP COM 74367410 60,444 1,538,013 SH DEFINED 1,2,5,13 1,538,013 PROTEIN DESIGN LABS COM 74369L10 20,939 1,309,497 SH DEFINED 1,2,5,13 1,309,497 PROVIDE COMM INC COM 74373W10 6,039 209,105 SH DEFINED 1,2 209,105 PROVIDENT BANCORP IN COM 74383A10 7,962 650,511 SH DEFINED 1,2 650,511 PROVIDENT BANKSHARES COM 74385910 21,357 647,959 SH DEFINED 1,2,5 647,959 PROVIDENT FINL HLDGS COM 74386810 1,982 66,651 SH DEFINED 1,2 66,651 PROVIDENT FINL SVCS COM 74386T10 23,239 1,358,978 SH DEFINED 1,2,5 1,358,978 PROVIDIAN FINL CORP COM 74406A10 201,987 11,770,806 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,770,806 PROVINCE HEALTHCARE COM 74397710 19,018 789,457 SH DEFINED 1,2,5,6 789,457 PROXYMED INC COM NEW 74429030 419 48,196 SH DEFINED 1,2 48,196 PRUDENTIAL FINL INC COM 74432010 892,492 15,548,644 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,548,644 PRUDENTIAL PLC ADR 74435K20 975 50,651 SH DEFINED 1 50,651 PS BUSINESS PKS INC COM 69360J10 17,553 435,569 SH DEFINED 1,2,3,5 435,569 PSS WORLD MED INC COM 69366A10 12,525 1,101,540 SH DEFINED 1,2,5 1,101,540 PSYCHIATRIC SOLUTION COM 74439H10 8,848 192,340 SH DEFINED 1,2 192,340 PT INDOSAT TBK SPONSORED 74438310 230 8,904 SH DEFINED 1,2,4 8,904 PUBLIC STORAGE INC COM 74460D10 126,139 2,215,303 SH DEFINED 1,2,3,5,7,8,10,12,13,14 2,215,303 PUBLIC SVC ENTERPRIS COM 74457310 419,270 7,708,587 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,708,587 PUGET ENERGY INC NEW COM 74531010 29,916 1,357,371 SH DEFINED 1,2,5,7,13 1,357,371 PULITZER INC COM 74576910 10,368 162,684 SH DEFINED 1,2 162,684 PULTE HOMES INC COM 74586710 244,746 3,323,998 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,323,998 QAD INC COM 74727D10 1,318 159,406 SH DEFINED 1,2 159,406 QC HLDGS INC COM 74729T10 657 43,727 SH DEFINED 1 43,727 QLOGIC CORP COM 74727710 255,267 6,302,898 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,302,898 QUADRAMED CORP COM 74730W10 30 18,976 SH DEFINED 1 18,976 QUAKER CHEM CORP COM 74731610 4,362 212,349 SH DEFINED 1,2,5 212,349 QUALCOMM INC COM 74752510 1,880,433 51,335,859 SH DEFINED 1,2,5,6,7,8,10,12,13,14 51,335,859 QUALITY DISTR INC FL COM 74756M10 1,777 163,783 SH DEFINED 1,2 163,783 QUALITY SYS INC COM 74758210 5,771 136,304 SH DEFINED 1,2 136,304 QUANEX CORP COM 74762010 22,513 422,226 SH DEFINED 1,2 422,226 QUANTA SVCS INC COM 74762E10 12,409 1,626,327 SH DEFINED 1,2,5,13 1,626,327 QUANTUM CORP COM DSSG 74790620 7,419 2,549,416 SH DEFINED 1,2,5 2,549,416 QUANTUM FUEL SYS TEC COM 74765E10 131 28,331 SH DEFINED 1 28,331 QUEST DIAGNOSTICS IN COM 74834L10 281,882 2,681,274 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,681,274 QUEST SOFTWARE INC COM 74834T10 10,541 761,625 SH DEFINED 1,2,5 761,625 QUESTAR CORP COM 74835610 70,249 1,185,641 SH DEFINED 1,2,5,12,13 1,185,641 QUICKSILVER RESOURCE COM 74837R10 24,262 497,889 SH DEFINED 1,2 497,889 QUIDEL CORP COM 74838J10 1,927 492,740 SH DEFINED 1,2,5 492,740 QUIKSILVER INC COM 74838C10 31,306 1,078,416 SH DEFINED 1,2,5,6 1,078,416 QUINTON CARDIOLOGY S COM 74877310 153 18,500 SH DEFINED 1 18,500 QUIXOTE CORP COM 74905610 2,396 110,563 SH DEFINED 1,2 110,563 QWEST COMMUNICATIONS COM 74912110 446,861 120,773,225 SH DEFINED 1,2,5,6,7,8,10,12,13,14 120,773,225 R & B INC COM 74912410 238 17,938 SH DEFINED 1 17,938 R & G FINANCIAL CORP CL B 74913610 22,525 722,665 SH DEFINED 1,2 722,665 R H DONNELLEY CORP COM NEW 74955W30 37,568 646,729 SH DEFINED 1,2,5 646,729 RADIAN GROUP INC COM 75023610 83,669 1,752,593 SH DEFINED 1,2,5,7,8,10,12,13,14 1,752,593 RADIANT SYSTEMS INC COM 75025N10 180 18,394 SH DEFINED 1,6 18,394 RADIATION THERAPY SV COM 75032320 839 44,206 SH DEFINED 1 44,206 RADIO ONE INC CL A 75040P10 1,223 83,311 SH DEFINED 1,2 83,311 RADIO ONE INC CL D NON V 75040P40 16,771 1,137,001 SH DEFINED 1,2,5 1,137,001 RADIOLOGIX INC COM 75040K10 58 13,600 SH DEFINED 1 13,600 RADIOSHACK CORP COM 75043810 111,148 4,536,643 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,536,643 RADISYS CORP COM 75045910 7,056 498,294 SH DEFINED 1,2,5,6 498,294 RAE SYS INC COM 75061P10 1,216 396,148 SH DEFINED 1,2 396,148 RAILAMERICA INC COM 75075310 6,327 506,966 SH DEFINED 1,2 506,966 RAINDANCE COMM COM 75086X10 49 19,600 SH DEFINED 1 19,600 RAINMAKER SYSTEMS COM 75087510 7 11,900 SH DEFINED 1 11,900 RAIT INVT TR COM 74922710 9,714 362,211 SH DEFINED 1,2,5 362,211 RALCORP HLDGS INC NE COM 75102810 29,750 628,310 SH DEFINED 1,2,5,6 628,310 RAMBUS INC DEL COM 75091710 13,990 928,348 SH DEFINED 1,2,5,12 928,348 RAMCO-GERSHENSON PPT COM SH BEN 75145220 8,873 326,813 SH DEFINED 1,2,3 326,813 RANGE RES CORP COM 75281A10 25,508 1,091,936 SH DEFINED 1,2 1,091,936 RANK GROUP PLC SPONSORED 75303710 116 10,874 SH DEFINED 1 10,874 RARE HOSPITALITY INT COM 75382010 19,250 623,391 SH DEFINED 1,2,5,6 623,391 RAVEN INDS INC COM 75421210 4,431 216,971 SH DEFINED 1,2 216,971 RAYMOND JAMES FINANC COM 75473010 31,127 1,027,302 SH DEFINED 1,2,5,13 1,027,302 RAYONIER INC COM 75490710 32,419 654,534 SH DEFINED 1,2,5,12,13 654,534 RAYOVAC CORP COM 75508110 55,231 1,327,666 SH DEFINED 1,2,6 1,327,666 RAYTHEON CO COM NEW 75511150 593,115 15,325,965 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,325,965 RC2 CORP COM 74938810 7,943 233,605 SH DEFINED 1,2 233,605 READERS DIGEST ASSN COM 75526710 33,496 1,935,088 SH DEFINED 1,2,5,13 1,935,088 READING INTERNATIONA CL A 75540810 1,407 199,621 SH DEFINED 1,2 199,621 REALNETWORKS INC COM 75605L10 9,573 1,656,244 SH DEFINED 1,2,5 1,656,244 REALTY INCOME CORP COM 75610910 30,550 1,335,220 SH DEFINED 1,2,5,12 1,335,220 RECKSON ASSOCS RLTY COM 75621K10 46,523 1,515,400 SH DEFINED 1,2,3,5 1,515,400 RED HAT INC COM 75657710 18,697 1,713,781 SH DEFINED 1,2,5,12 1,713,781 RED ROBIN GOURMET BU COM 75689M10 8,772 172,306 SH DEFINED 1,2 172,306 REDBACK NETWORKS INC COM NEW 75720950 3,690 617,053 SH DEFINED 1,2,5 617,053 REDWOOD TR INC COM 75807540 15,318 299,305 SH DEFINED 1,2,5 299,305 REEBOK INTL LTD COM 75811010 63,701 1,437,957 SH DEFINED 1,2,5,6,10,12,13 1,437,957 REED ELSEVIER N V SPONSORED 75820410 680 22,456 SH DEFINED 1 22,456 REED ELSEVIER P L C SPONSORED 75820510 19,243 462,343 SH DEFINED 1,2 462,343 REGAL BELOIT CORP COM 75875010 18,587 645,618 SH DEFINED 1,2,5,6 645,618 REGAL ENTMT GROUP CL A 75876610 9,984 474,764 SH DEFINED 1,2,5 474,764 REGENCY CTRS CORP COM 75884910 55,930 1,174,252 SH DEFINED 1,2,3,5 1,174,252 REGENERATION TECH IN COM 75886N10 4,977 482,741 SH DEFINED 1,2 482,741 REGENERON PHARMACEUT COM 75886F10 3,552 695,112 SH DEFINED 1,2,5,6 695,112 REGENT COMMUNICATION COM 75886510 2,744 512,879 SH DEFINED 1,2 512,879 REGIONS FINANCIAL CO COM 7591EP10 419,090 12,934,888 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,934,888 REGIS CORP MINN COM 75893210 24,137 589,721 SH DEFINED 1,2,5,13 589,721 REGISTER COM INC COM 75914G10 296 50,503 SH DEFINED 1,2 50,503 REHABCARE GROUP INC COM 75914810 14,181 493,931 SH DEFINED 1,2,5,6 493,931 REINSURANCE GROUP AM COM 75935110 22,778 534,945 SH DEFINED 1,2,5 534,945 RELIANCE STEEL & ALU COM 75950910 18,264 456,488 SH DEFINED 1,2,5 456,488 RELIANT ENERGY INC COM 75952B10 32,744 2,877,335 SH DEFINED 1,2,5 2,877,335 RELIV INTL INC COM 75952R10 190 21,125 SH DEFINED 1 21,125 REMEC INC COM 75954310 4,949 937,345 SH DEFINED 1,2 937,345 REMINGTON OIL & GAS COM 75959430 15,450 490,174 SH DEFINED 1,2 490,174 RENAISSANCE LEARNING COM 75968L10 3,470 202,665 SH DEFINED 1,2 202,665 RENAISSANCERE HOLDIN COM G7496G10 13,362 286,130 SH DEFINED 1,5,7,8,10,12,13,14 286,130 RENAL CARE GROUP INC COM 75993010 35,742 942,057 SH DEFINED 1,2,5,12,13 942,057 RENOVIS INC COM 75988510 1,977 244,947 SH DEFINED 1,2 244,947 RENT A CTR INC NEW COM 76009N10 35,538 1,301,295 SH DEFINED 1,2,5,10,13 1,301,295 RENT WAY INC COM 76009U10 3,312 403,856 SH DEFINED 1,2,5 403,856 RENTECH INC COM 76011210 25 19,400 SH DEFINED 1 19,400 RENTRAK CORP COM 76017410 170 15,300 SH DEFINED 1 15,300 REPSOL YPF S A SPONSORED 76026T20 1,254 47,243 SH DEFINED 1 47,243 REPUBLIC AWYS HLDGS COM 76027610 708 56,666 SH DEFINED 1 56,666 REPUBLIC BANCORP INC COM 76028210 16,757 1,237,574 SH DEFINED 1,2,5 1,237,574 REPUBLIC BANCORP KY CL A 76028120 3,934 177,108 SH DEFINED 1,2 177,108 REPUBLIC FIRST BANCO COM 76041610 166 11,550 SH DEFINED 1 11,550 REPUBLIC SVCS INC COM 76075910 107,477 3,210,173 SH DEFINED 1,2,5,7,8,10,12,13,14 3,210,173 RES-CARE INC COM 76094310 6,085 486,406 SH DEFINED 1,2 486,406 RESEARCH IN MOTION L COM 76097510 1,248 16,328 SH DEFINED 1,5 16,328 RESMED INC COM 76115210 22,847 405,097 SH DEFINED 1,2,5,6 405,097 RESOURCE AMERICA INC CL A 76119520 10,992 313,652 SH DEFINED 1,2,5 313,652 RESOURCES CONNECTION COM 76122Q10 14,072 672,338 SH DEFINED 1,2 672,338 RESPIRONICS INC COM 76123010 23,886 409,920 SH DEFINED 1,2,5,6 409,920 RESTORATION HARDWARE COM 76098110 2,473 433,816 SH DEFINED 1,2,5 433,816 RETAIL VENTURES INC COM 76128Y10 1,550 170,103 SH DEFINED 1,2 170,103 RETALIX LTD ORD M8215W10 698 29,390 SH DEFINED 1,2 29,390 RETEK INC COM 76128Q10 12,290 1,095,330 SH DEFINED 1,2,5,13 1,095,330 RETRACTABLE TECHNOLO COM 76129W10 105 26,200 SH DEFINED 1 26,200 REUTERS GROUP PLC SPONSORED 76132M10 521 11,296 SH DEFINED 1 11,296 REVLON INC CL A 76152550 6,755 2,345,639 SH DEFINED 1,2 2,345,639 REWARDS NETWORK INC COM 76155710 1,167 280,436 SH DEFINED 1,2 280,436 REYNOLDS & REYNOLDS CL A 76169510 23,501 868,480 SH DEFINED 1,2,5,13 868,480 REYNOLDS AMERICAN IN COM 76171310 224,916 2,790,872 SH DEFINED 1,2,5,6,7,10,13 2,790,872 RF MICRODEVICES INC COM 74994110 23,999 4,597,587 SH DEFINED 1,2,5,13 4,597,587 RIGEL PHARMACEUTICAL COM NEW 76655960 2,416 150,631 SH DEFINED 1,2 150,631 RIGGS NATL CORP WASH COM 76657010 5,573 291,958 SH DEFINED 1,2 291,958 RIGHTNOW TECHNOLOGIE COM 76657R10 557 45,471 SH DEFINED 1 45,471 RIMAGE CORP COM 76672110 246 12,400 SH DEFINED 1 12,400 RIO TINTO PLC SPONSORED 76720410 21,395 164,893 SH DEFINED 1,2 164,893 RITE AID CORP COM 76775410 17,726 4,476,199 SH DEFINED 1,2,5 4,476,199 RLI CORP COM 74960710 105,489 2,544,971 SH DEFINED 1,2 2,544,971 ROANOKE ELEC STL COR COM 76984110 286 13,850 SH DEFINED 1 13,850 ROBBINS & MYERS INC COM 77019610 3,852 175,004 SH DEFINED 1,2,6 175,004 ROBERT HALF INTL INC COM 77032310 124,327 4,611,548 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,611,548 ROCK OF AGES CORP CL A 77263210 77 11,698 SH DEFINED 1 11,698 ROCK-TENN CO CL A 77273920 5,765 433,440 SH DEFINED 1,2 433,440 ROCKWELL AUTOMATION COM 77390310 319,670 5,643,883 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,643,883 ROCKWELL COLLINS INC COM 77434110 271,250 5,699,720 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,699,720 ROFIN SINAR TECHNOLO COM 77504310 7,232 225,001 SH DEFINED 1,2,5 225,001 ROGERS COMMUNICATION CL B 77510920 423 15,516 SH DEFINED 1 15,516 ROGERS CORP COM 77513310 10,982 274,553 SH DEFINED 1,2,6 274,553 ROHM & HAAS CO COM 77537110 272,602 5,679,203 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,679,203 ROLLINS INC COM 77571110 11,386 612,139 SH DEFINED 1,2,13 612,139 ROPER INDS INC NEW COM 77669610 33,100 505,345 SH DEFINED 1,2,5,6,12 505,345 ROSS STORES INC COM 77829610 79,571 2,730,633 SH DEFINED 1,2,5,7,8,10,12,13,14 2,730,633 ROSTELECOM OPEN JT S SPONSORED 77852910 1,299 103,615 SH DEFINED 1,2,7 103,615 ROTONICS MFG INC COM 77890310 56 10,400 SH DEFINED 1 10,400 ROWAN COS INC COM 77938210 105,380 3,520,885 SH DEFINED 1,2,5,6,10,12,13 3,520,885 ROYAL & SUN ALLIANCE SPON ADR N 78004V20 102 13,442 SH DEFINED 1 13,442 ROYAL BANCSHARES PA CL A 78008110 1,462 64,358 SH DEFINED 1,2 64,358 ROYAL BK CDA MONTREA COM 78008710 392 6,432 SH DEFINED 1 6,432 ROYAL CARIBBEAN CRUI COM V7780T10 9,169 205,164 SH DEFINED 1,5 205,164 ROYAL DUTCH PETE CO NY REG EUR 78025780 9,040 150,564 SH DEFINED 1,2 150,564 ROYAL GOLD INC COM 78028710 6,302 343,792 SH DEFINED 1,2,5 343,792 RPC INC COM 74966010 3,874 255,046 SH DEFINED 1,2,5 255,046 RPM INTL INC COM 74968510 28,124 1,538,501 SH DEFINED 1,2,5,13 1,538,501 RSA SEC INC COM 74971910 31,592 1,993,198 SH DEFINED 1,2,5,13 1,993,198 RTI INTL METALS INC COM 74973W10 7,960 340,172 SH DEFINED 1,2 340,172 RUBY TUESDAY INC COM 78118210 23,409 963,728 SH DEFINED 1,2,5,13 963,728 RUDDICK CORP COM 78125810 21,679 936,477 SH DEFINED 1,2,5,13 936,477 RUDOLPH TECHNOLOGIES COM 78127010 2,918 193,740 SH DEFINED 1,2,5,6 193,740 RURAL CELLULAR CORP CL A 78190410 62 11,642 SH DEFINED 1 11,642 RUSH ENTERPRISES INC CL B 78184630 1,619 96,052 SH DEFINED 1 96,052 RUSS BERRIE & CO COM 78223310 3,225 168,382 SH DEFINED 1,2,6 168,382 RUSSELL CORP COM 78235210 10,140 560,826 SH DEFINED 1,2,6 560,826 RYANAIR HLDGS PLC SPONSORED 78351310 744 16,997 SH DEFINED 1,2,5,7 16,997 RYANS RESTAURANT GRO COM 78352010 12,678 872,548 SH DEFINED 1,2,5,6 872,548 RYDER SYS INC COM 78354910 85,463 2,049,462 SH DEFINED 1,2,5,6,10,13 2,049,462 RYERSON TULL INC NEW COM 78375P10 4,596 362,753 SH DEFINED 1,2 362,753 RYLAND GROUP INC COM 78376410 55,401 893,270 SH DEFINED 1,2,5,12,13 893,270 S & T BANCORP INC COM 78385910 13,275 375,012 SH DEFINED 1,2,5 375,012 S L INDS INC COM 78441310 165 11,700 SH DEFINED 1 11,700 S Y BANCORP INC COM 78506010 3,704 168,353 SH DEFINED 1,2 168,353 S1 CORPORATION COM 78463B10 7,493 1,079,695 SH DEFINED 1,2,5 1,079,695 SABRE HLDGS CORP CL A 78590510 107,130 4,896,246 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,896,246 SAFECO CORP COM 78642910 178,248 3,659,376 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,659,376 SAFEGUARD SCIENTIFIC COM 78644910 2,645 1,862,799 SH DEFINED 1,2,5 1,862,799 SAFENET INC COM 78645R10 10,328 352,376 SH DEFINED 1,2 352,376 SAFETY INS GROUP INC COM 78648T10 5,622 181,577 SH DEFINED 1,2 181,577 SAFEWAY INC COM NEW 78651420 241,442 13,029,798 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,029,798 SAFLINK CORP COM NEW 78657830 58 26,501 SH DEFINED 1 26,501 SAGA COMMUNICATIONS CL A 78659810 3,634 225,684 SH DEFINED 1,2 225,684 SAKS INC COM 79377W10 33,328 1,846,441 SH DEFINED 1,2,5,13 1,846,441 SALEM COMMUNICATIONS CL A 79409310 2,761 134,049 SH DEFINED 1,2 134,049 SALESFORCE COM INC COM 79466L30 2,797 186,585 SH DEFINED 1,2 186,585 SALIX PHARMACEUTICAL COM 79543510 9,289 563,307 SH DEFINED 1,2,5 563,307 SALTON INC COM 79575710 43 19,844 SH DEFINED 1,5 19,844 SAN PAOLO-IMI S P A SPONSORED 79917510 9,060 289,369 SH DEFINED 1,2 289,369 SANDERS MORRIS HARRI COM 80000Q10 4,279 236,647 SH DEFINED 1,2 236,647 SANDERSON FARMS INC COM 80001310 9,370 216,848 SH DEFINED 1,2,6 216,848 SANDISK CORP COM 80004C10 76,317 2,745,221 SH DEFINED 1,2,5,7,8,10,12,13,14 2,745,221 SANDS REGENT COM 80009110 110 10,900 SH DEFINED 1 10,900 SANDY SPRING BANCORP COM 80036310 6,866 212,444 SH DEFINED 1,2 212,444 SANFILIPPO JOHN B & COM 80042210 5,370 218,484 SH DEFINED 1,2 218,484 SANMINA SCI CORP COM 80090710 79,960 15,317,919 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,317,919 SANOFI AVENTIS SPONSORED 80105N10 22,792 538,308 SH DEFINED 1,2 538,308 SANTANDER BANCORP COM 80280910 3,379 128,329 SH DEFINED 1,2 128,329 SANTARUS INC COM 80281730 405 83,298 SH DEFINED 1,2 83,298 SANYO ELEC LTD ADR 5 COM 80303830 157 10,200 SH DEFINED 1 10,200 SAP AKTIENGESELLSCHA SPONSORED 80305420 8,831 220,344 SH DEFINED 1,2 220,344 SAPIENT CORP COM 80306210 9,072 1,235,124 SH DEFINED 1,2,5 1,235,124 SARA LEE CORP COM 80311110 572,192 25,820,939 SH DEFINED 1,2,5,6,7,8,10,12,13,14 25,820,939 SATYAM COMPUTER SERV ADR 80409810 1,587 67,936 SH DEFINED 1,2 67,936 SAUER-DANFOSS INC COM 80413710 4,158 183,739 SH DEFINED 1,2 183,739 SAUL CTRS INC COM 80439510 13,113 409,774 SH DEFINED 1,2,3,5 409,774 SAVIENT PHARMACEUTIC COM 80517Q10 436 161,967 SH DEFINED 1,2,5,6 161,967 SAVVIS COMMUNICATION COM 80542310 34 55,400 SH DEFINED 1 55,400 SAXON CAP INC NEW COM 80556T10 13,143 764,113 SH DEFINED 1,2 764,113 SBA COMMUNICATIONS C COM 78388J10 6,105 667,981 SH DEFINED 1,2 667,981 SBC COMMUNICATIONS I COM 78387G10 2,521,773 106,448,829 SH DEFINED 1,2,5,6,7,8,10,12,13,14 106,448,829 SBS TECHNOLOGIES INC COM 78387P10 2,682 240,550 SH DEFINED 1,2,6 240,550 SCANA CORP NEW COM 80589M10 113,007 2,956,749 SH DEFINED 1,2,5,7,8,10,12,13,14 2,956,749 SCANSOFT INC COM 80603P10 4,318 1,160,878 SH DEFINED 1,2,5 1,160,878 SCANSOURCE INC COM 80603710 12,210 235,575 SH DEFINED 1,2,6 235,575 SCBT FINANCIAL CORP COM 78401V10 3,400 113,215 SH DEFINED 1,2,5 113,215 SCHAWK INC CL A 80637310 2,144 117,488 SH DEFINED 1,2 117,488 SCHEIB EARL INC COM 80639810 39 12,100 SH DEFINED 1 12,100 SCHEIN HENRY INC COM 80640710 48,723 1,359,469 SH DEFINED 1,2,5,12,13 1,359,469 SCHERING A G SPONSORED 80658520 713 10,672 SH DEFINED 1 10,672 SCHERING PLOUGH CORP COM 80660510 674,273 37,150,041 SH DEFINED 1,2,5,6,7,10,12,13 37,150,041 SCHLUMBERGER LTD COM 80685710 999,945 14,187,645 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,187,645 SCHNITZER STL INDS CL A 80688210 12,529 371,462 SH DEFINED 1,2,5 371,462 SCHOLASTIC CORP COM 80706610 31,363 850,171 SH DEFINED 1,2,5,13 850,171 SCHOOL SPECIALTY INC COM 80786310 13,531 345,538 SH DEFINED 1,2,5,6 345,538 SCHULMAN A INC COM 80819410 9,688 556,163 SH DEFINED 1,2 556,163 SCHWAB CHARLES CORP COM 80851310 387,815 36,899,594 SH DEFINED 1,2,5,6,7,8,10,12,13,14 36,899,594 SCHWEITZER-MAUDUIT I COM 80854110 5,870 174,958 SH DEFINED 1,2 174,958 SCICLONE PHARMACEUTI COM 80862K10 1,936 681,718 SH DEFINED 1,2 681,718 SCIENTIFIC ATLANTA I COM 80865510 126,398 4,479,022 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,479,022 SCIENTIFIC GAMES COR CL A 80874P10 27,882 1,220,209 SH DEFINED 1,2,5 1,220,209 SCM MICROSYSTEMS INC COM 78401810 41 12,665 SH DEFINED 1 12,665 SCOTTISH PWR PLC SPON ADR F 81013T70 223,260 7,155,754 SH DEFINED 1 7,155,754 SCOTTS CO CL A 81018610 32,801 467,055 SH DEFINED 1,2,5,13 467,055 SCP POOL CORP COM 78402810 32,864 1,031,507 SH DEFINED 1,2,5,6 1,031,507 SCPIE HLDGS INC COM 78402P10 152 13,751 SH DEFINED 1,5 13,751 SCRIPPS E W CO OHIO CL A 81105420 34,342 704,444 SH DEFINED 1,2,5,7 704,444 SCS TRANSN INC COM 81111T10 4,257 228,984 SH DEFINED 1,2,5 228,984 SEA CONTAINERS LTD CL A 81137170 310 17,000 SH DEFINED 1,5 17,000 SEABOARD CORP COM 81154310 7,124 6,639 SH DEFINED 1,2 6,639 SEABULK INTL INC COM 81169P10 2,870 138,028 SH DEFINED 1,2 138,028 SEACHANGE INTL INC COM 81169910 8,829 681,775 SH DEFINED 1,2,5 681,775 SEACOAST BKG CORP FL COM 81170730 3,386 172,040 SH DEFINED 1,2 172,040 SEACOR HOLDINGS INC COM 81190410 18,893 296,353 SH DEFINED 1,2,5 296,353 SEAGATE TECHNOLOGY SHS G7945J10 9,434 482,568 SH DEFINED 1,2,5,12 482,568 SEALED AIR CORP NEW COM 81211K10 182,411 3,511,951 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,511,951 SEARS ROEBUCK & CO COM 81238710 30,668 522,161 SH DEFINED 1,5,7,8,10,12,13 522,161 SEATTLE GENETICS INC COM 81257810 3,723 724,314 SH DEFINED 1,2 724,314 SECURE COMPUTING COR COM 81370510 4,520 527,425 SH DEFINED 1,2,5 527,425 SECURITY BANK CORP COM 81404710 2,671 64,850 SH DEFINED 1,2 64,850 SEEBEYOND TECHNOLOGI COM 81570410 2,429 768,667 SH DEFINED 1,2,5 768,667 SEI INVESTMENTS CO COM 78411710 38,038 1,051,943 SH DEFINED 1,2,5,13 1,051,943 SELECT COMFORT CORP COM 81616X10 13,503 660,630 SH DEFINED 1,2,5,6 660,630 SELECT SECTOR SPDR T SBI HEALTH 81369Y20 660 22,114 SH DEFINED 5 22,114 SELECT SECTOR SPDR T SBI CONS S 81369Y30 243 10,549 SH DEFINED 5 10,549 SELECT SECTOR SPDR T SBI INT-EN 81369Y50 4,492 104,784 SH DEFINED 5 104,784 SELECT SECTOR SPDR T SBI INT-FI 81369Y60 309 10,882 SH DEFINED 5 10,882 SELECT SECTOR SPDR T SBI INT-UT 81369Y88 446 15,310 SH DEFINED 5 15,310 SELECTICA INC COM 81628810 85 26,548 SH DEFINED 1 26,548 SELECTIVE INS GROUP COM 81630010 29,024 627,827 SH DEFINED 1,2,5 627,827 SEMCO ENERGY INC COM 78412D10 1,517 263,819 SH DEFINED 1,5 263,819 SEMITOOL INC COM 81690910 2,675 262,301 SH DEFINED 1,2,5 262,301 SEMPRA ENERGY COM 81685110 361,850 9,082,590 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,082,590 SEMTECH CORP COM 81685010 17,999 1,007,220 SH DEFINED 1,2,5,13 1,007,220 SENIOR HSG PPTYS TR SH BEN INT 81721M10 13,058 782,842 SH DEFINED 1,2 782,842 SENOMYX INC COM 81724Q10 213 17,900 SH DEFINED 1,2 17,900 SENSIENT TECHNOLOGIE COM 81725T10 19,312 895,750 SH DEFINED 1,2,5,13 895,750 SEPRACOR INC COM 81731510 83,743 1,458,683 SH DEFINED 1,2,5,13 1,458,683 SEQUA CORPORATION CL A 81732010 6,709 129,388 SH DEFINED 1,2,13 129,388 SERENA SOFTWARE INC COM 81749210 9,903 416,798 SH DEFINED 1,2,5,6 416,798 SEROLOGICALS CORP COM 81752310 14,811 606,035 SH DEFINED 1,2 606,035 SERVICE CORP INTL COM 81756510 23,554 3,148,928 SH DEFINED 1,2,5 3,148,928 SERVICEMASTER CO COM 81760N10 60,675 4,494,457 SH DEFINED 1,2,5,7,8,10,12,13,14 4,494,457 SFBC INTL INC COM 78412110 7,444 211,245 SH DEFINED 1,2,6 211,245 SHARPER IMAGE CORP COM 82001310 2,900 174,580 SH DEFINED 1,2 174,580 SHAW COMMUNICATIONS CL B CONV 82028K20 713 34,977 SH DEFINED 1,5,7 34,977 SHAW GROUP INC COM 82028010 22,645 1,038,767 SH DEFINED 1,2,5,6 1,038,767 SHELL TRANS & TRADIN ADR NY SHS 82270360 3,994 73,467 SH DEFINED 1 73,467 SHENANDOAH TELECOMMU COM 82312B10 4,194 135,281 SH DEFINED 1,2 135,281 SHERWIN WILLIAMS CO COM 82434810 312,248 7,098,153 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,098,153 SHIP FINANCE INTERNA SHS G8107510 297 14,621 SH DEFINED 1,2,5,7,10,12,13,14 14,621 SHIRE PHARMACEUTICAL SPONSORED 82481R10 209 6,099 SH DEFINED 1 6,099 SHOE CARNIVAL INC COM 82488910 2,210 126,272 SH DEFINED 1,2,5 126,272 SHOPKO STORES INC COM 82491110 39,531 1,779,066 SH DEFINED 1,2,6 1,779,066 SHUFFLE MASTER INC COM 82554910 21,243 733,540 SH DEFINED 1,2,6 733,540 SHURGARD STORAGE CTR COM 82567D10 30,914 754,378 SH DEFINED 1,2,3,5 754,378 SI INTL INC COM 78427V10 1,949 70,547 SH DEFINED 1,2 70,547 SIEBEL SYS INC COM 82617010 126,576 13,863,692 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,863,692 SIEMENS A G SPONSORED 82619750 17,315 219,017 SH DEFINED 1,2 219,017 SIERRA HEALTH SVCS I COM 82632210 61,801 968,056 SH DEFINED 1,2,5,6 968,056 SIERRA PAC RES NEW COM 82642810 26,180 2,435,319 SH DEFINED 1,2,5,13 2,435,319 SIGMA ALDRICH CORP COM 82655210 146,181 2,386,631 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,386,631 SIGMATEL INC COM 82661W10 15,445 412,649 SH DEFINED 1,2 412,649 SIGNATURE BK NEW YOR COM 82669G10 2,206 83,216 SH DEFINED 1,2 83,216 SILGAN HOLDINGS INC COM 82704810 20,581 316,721 SH DEFINED 1,2 316,721 SILICON GRAPHICS INC COM 82705610 4,492 3,774,755 SH DEFINED 1,2 3,774,755 SILICON IMAGE INC COM 82705T10 11,623 1,155,349 SH DEFINED 1,2,5 1,155,349 SILICON LABORATORIES COM 82691910 16,985 571,707 SH DEFINED 1,2,5,13 571,707 SILICON STORAGE TECH COM 82705710 4,803 1,291,087 SH DEFINED 1,2,5 1,291,087 SILICON VY BANCSHARE COM 82706410 39,009 885,363 SH DEFINED 1,2,5,13 885,363 SILICONIX INC COM NEW 82707920 7,250 205,490 SH DEFINED 1,2 205,490 SILICONWARE PRECISIO SPONSD ADR 82708486 73 17,352 SH DEFINED 1 17,352 SIMMONS 1ST NATL COR CL A $1 PA 82873020 5,739 231,209 SH DEFINED 1,2 231,209 SIMON PPTY GROUP INC COM 82880610 482,250 7,960,548 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 7,960,548 SIMON PPTY GROUP INC PFD CONV I 82880680 530 9,567 SH DEFINED 1,3,5 9,567 SIMPLETECH INC COM 82882310 773 196,198 SH DEFINED 1,2 196,198 SIMPSON MANUFACTURIN COM 82907310 20,496 663,299 SH DEFINED 1,2,5,6 663,299 SINCLAIR BROADCAST G CL A 82922610 7,659 953,807 SH DEFINED 1,2 953,807 SINOPEC SHANGHAI PET SPON ADR H 82935M10 256 6,291 SH DEFINED 1 6,291 SIPEX CORP COM 82990910 707 304,562 SH DEFINED 1,2 304,562 SIRF TECHNOLOGY HLDG COM 82967H10 1,693 151,661 SH DEFINED 1,2 151,661 SIRIUS SATELLITE RAD COM 82966U10 68,652 12,215,649 SH DEFINED 1,2,5 12,215,649 SIRVA INC COM 82967Y10 1,486 208,950 SH DEFINED 1,2 208,950 SITEL CORP COM 82980K10 1,378 703,301 SH DEFINED 1,2 703,301 SIX FLAGS INC COM 83001P10 6,108 1,482,490 SH DEFINED 1,2,5 1,482,490 SIZELER PPTY INVS IN COM 83013710 510 43,000 SH DEFINED 1,2,5 43,000 SJW CORP COM 78430510 3,486 99,231 SH DEFINED 1,2 99,231 SK TELECOM LTD SPONSORED 78440P10 3,396 172,209 SH DEFINED 1,2,4 172,209 SKECHERS U S A INC CL A 83056610 6,859 443,116 SH DEFINED 1,2 443,116 SKY FINL GROUP INC COM 83080P10 25,361 945,594 SH DEFINED 1,2,5 945,594 SKYLINE CORP COM 83083010 4,478 116,331 SH DEFINED 1,2,6 116,331 SKYWEST INC COM 83087910 18,677 1,004,679 SH DEFINED 1,2,5,6 1,004,679 SKYWORKS SOLUTIONS I COM 83088M10 15,222 2,397,097 SH DEFINED 1,2,5,6 2,397,097 SL GREEN RLTY CORP COM 78440X10 48,418 861,215 SH DEFINED 1,2,3,5 861,215 SLM CORP COM 78442P10 614,007 12,319,562 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,319,562 SM&A COM 78465D10 186 22,531 SH DEFINED 1 22,531 SMART & FINAL INC COM 83168310 2,175 178,896 SH DEFINED 1,2 178,896 SMITH & NEPHEW PLC SPDN ADR N 83175M20 1,924 40,912 SH DEFINED 1,2 40,912 SMITH A O COM 83186520 7,962 275,774 SH DEFINED 1,2,6 275,774 SMITH INTL INC COM 83211010 126,599 2,018,151 SH DEFINED 1,2,5,7,8,10,12,13,14 2,018,151 SMITHFIELD FOODS INC COM 83224810 38,642 1,224,788 SH DEFINED 1,2,5,13 1,224,788 SMITHTOWN BANCORP IN COM 83244910 2,212 78,926 SH DEFINED 1,2 78,926 SMUCKER J M CO COM NEW 83269640 40,677 808,687 SH DEFINED 1,2,5,6,12,13 808,687 SMURFIT-STONE CONTAI COM 83272710 48,695 3,147,685 SH DEFINED 1,2,5,7,8,10,12,13,14 3,147,685 SNAP ON INC COM 83303410 55,093 1,733,017 SH DEFINED 1,2,5,6,10,13 1,733,017 SOCIEDAD QUIMICA MIN SPON ADR S 83363510 449 5,578 SH DEFINED 1,2,7 5,578 SOCKET COMMUNICATION COM 83367210 23 15,400 SH DEFINED 1 15,400 SOHU COM INC COM 83408W10 6,681 380,014 SH DEFINED 1,2 380,014 SOLECTRON CORP COM 83418210 92,784 26,738,960 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,738,960 SONIC AUTOMOTIVE INC CL A 83545G10 10,768 474,145 SH DEFINED 1,2,5,6 474,145 SONIC CORP COM 83545110 38,693 1,158,470 SH DEFINED 1,2,5,6 1,158,470 SONIC INNOVATIONS IN COM 83545M10 945 169,316 SH DEFINED 1,2 169,316 SONIC SOLUTIONS COM 83546010 4,441 295,075 SH DEFINED 1,2,6 295,075 SONICWALL INC COM 83547010 5,334 1,047,863 SH DEFINED 1,2,5 1,047,863 SONOCO PRODS CO COM 83549510 119,853 4,154,347 SH DEFINED 1,2,5,6,13 4,154,347 SONOSITE INC COM 83568G10 5,632 216,780 SH DEFINED 1,2 216,780 SONUS NETWORKS INC COM 83591610 1,119 263,982 SH DEFINED 1,5 263,982 SONY CORP ADR NEW 83569930 19,178 479,212 SH DEFINED 1,2 479,212 SOTHEBYS HLDGS INC CL A 83589810 22,351 1,317,888 SH DEFINED 1,2,13 1,317,888 SOUND FED BANCORP IN COM 83607V10 188 12,128 SH DEFINED 1,5 12,128 SOURCE INTERLINK COS COM NEW 83615120 2,854 253,649 SH DEFINED 1,2 253,649 SOURCECORP COM 83616710 6,362 315,897 SH DEFINED 1,2,5,6 315,897 SOUTH FINL GROUP INC COM 83784110 20,306 664,893 SH DEFINED 1,2,5 664,893 SOUTH JERSEY INDS IN COM 83851810 14,603 258,915 SH DEFINED 1,2 258,915 SOUTHERN CMNTY FINL COM 84263210 1,571 167,089 SH DEFINED 1,2 167,089 SOUTHERN CO COM 84258710 865,328 27,185,934 SH DEFINED 1,2,5,6,7,8,10,12,13,14 27,185,934 SOUTHERN PERU COPPER COM 84361110 10,457 188,549 SH DEFINED 1,2,5,7 188,549 SOUTHERN UN CO NEW COM 84403010 34,969 1,392,621 SH DEFINED 1,2,5 1,392,621 SOUTHSIDE BANCSHARES COM 84470P10 2,736 131,293 SH DEFINED 1,2 131,293 SOUTHWEST AIRLS CO COM 84474110 276,381 19,408,748 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,408,748 SOUTHWEST BANCORP IN COM 84476710 4,651 252,106 SH DEFINED 1,2 252,106 SOUTHWEST BANCORPORA COM 84476R10 19,994 1,089,579 SH DEFINED 1,2,5 1,089,579 SOUTHWEST GAS CORP COM 84489510 13,486 558,178 SH DEFINED 1,2,5 558,178 SOUTHWEST WTR CO COM 84533110 2,296 220,163 SH DEFINED 1,2 220,163 SOUTHWESTERN ENERGY COM 84546710 41,580 732,558 SH DEFINED 1,2 732,558 SOVEREIGN BANCORP IN COM 84590510 247,441 11,166,095 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,166,095 SOVRAN SELF STORAGE COM 84610H10 14,452 364,667 SH DEFINED 1,2,3,5 364,667 SPANISH BROADCASTING CL A 84642588 5,236 510,285 SH DEFINED 1,2 510,285 SPARTAN MTRS INC COM 84681910 107 10,600 SH DEFINED 1,2 10,600 SPARTAN STORES INC COM 84682210 367 34,500 SH DEFINED 1,2 34,500 SPARTECH CORP COM NEW 84722020 8,488 427,585 SH DEFINED 1,2 427,585 SPATIALIGHT INC COM 84724810 1,545 305,994 SH DEFINED 1,2 305,994 SPDR TR UNIT SER 1 78462F10 77,970 660,986 SH DEFINED 1,5,6,13 660,986 SPECIALTY LABORATORI COM 84749R10 1,044 109,299 SH DEFINED 1,2 109,299 SPECTRALINK CORP COM 84758010 3,912 277,089 SH DEFINED 1,2 277,089 SPECTRANETICS CORP COM 84760C10 158 30,300 SH DEFINED 1 30,300 SPECTRASITE INC COM 84761M10 21,624 373,015 SH DEFINED 1,2,5 373,015 SPECTRUM CTL INC COM 84761510 108 14,400 SH DEFINED 1 14,400 SPEEDWAY MOTORSPORTS COM 84778810 7,767 217,551 SH DEFINED 1,2 217,551 SPHERION CORP COM 84842010 7,432 992,229 SH DEFINED 1,2,5,6 992,229 SPHERIX INC COM 84842R10 46 15,499 SH DEFINED 1 15,499 SPINNAKER EXPL CO COM 84855W10 14,085 396,431 SH DEFINED 1,2,5 396,431 SPIRIT FIN CORP COM 84856830 589 54,200 SH DEFINED 1,2 54,200 SPORTS AUTH INC NEW COM 84917U10 8,856 322,036 SH DEFINED 1,2 322,036 SPORTS CLUB INC COM 84917P10 19 10,688 SH DEFINED 1 10,688 SPORTS RESORTS INTL COM 84918U10 264 79,447 SH DEFINED 1 79,447 SPORTSMANS GUIDE INC COM NEW 84890720 212 8,100 SH DEFINED 1,2 8,100 SPRINT CORP COM FON 85206110 907,466 39,888,600 SH DEFINED 1,2,5,6,7,10,13 39,888,600 SPSS INC COM 78462K10 4,028 231,605 SH DEFINED 1,2,5,6 231,605 SPX CORP COM 78463510 61,862 1,429,337 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,429,337 SRA INTL INC CL A 78464R10 12,478 207,104 SH DEFINED 1,2 207,104 SRS LABS INC COM 78464M10 48 12,100 SH DEFINED 1 12,100 SS&C TECHNOLOGIES IN COM 85227Q10 8,568 375,784 SH DEFINED 1,2 375,784 ST JOE CO COM 79014810 45,632 678,045 SH DEFINED 1,2,3,5,7,12 678,045 ST JUDE MED INC COM 79084910 423,368 11,760,221 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,760,221 ST MARY LD & EXPL CO COM 79222810 24,760 494,714 SH DEFINED 1,2,5 494,714 ST PAUL TRAVELERS IN COM 79286010 867,906 23,629,347 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,629,347 STAAR SURGICAL CO COM PAR $0 85231230 87 22,189 SH DEFINED 1 22,189 STAGE STORES INC COM NEW 85254C30 15,088 393,029 SH DEFINED 1,2,5,6 393,029 STAKTEK HLDGS INC COM 85256P10 267 67,483 SH DEFINED 1,2 67,483 STAMPS COM INC COM NEW 85285720 4,320 260,270 SH DEFINED 1,2 260,270 STANCORP FINL GROUP COM 85289110 45,492 536,585 SH DEFINED 1,2,5,13 536,585 STANDARD COML CORP COM 85325810 2,299 123,609 SH DEFINED 1,2,5 123,609 STANDARD MICROSYSTEM COM 85362610 5,234 301,476 SH DEFINED 1,2,6 301,476 STANDARD MTR PRODS I COM 85366610 2,561 218,858 SH DEFINED 1,2,6 218,858 STANDARD PAC CORP NE COM 85375C10 29,978 415,261 SH DEFINED 1,2,5,6,10 415,261 STANDARD REGISTER CO COM 85388710 3,246 257,611 SH DEFINED 1,2,6 257,611 STANDEX INTL CORP COM 85423110 5,483 200,828 SH DEFINED 1,2,5,6 200,828 STANLEY FURNITURE IN COM NEW 85430520 4,439 93,898 SH DEFINED 1,2,5 93,898 STANLEY WKS COM 85461610 178,271 3,937,955 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,937,955 STAPLES INC COM 85503010 542,071 17,246,938 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,246,938 STAR SCIENTIFIC INC COM 85517P10 1,588 300,095 SH DEFINED 1,2 300,095 STARBUCKS CORP COM 85524410 596,533 11,547,285 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,547,285 STARTEK INC COM 85569C10 3,027 180,195 SH DEFINED 1,2,6 180,195 STARWOOD HOTELS&RESO PAIRED CTF 85590A20 476,056 7,930,298 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 7,930,298 STATE AUTO FINL CORP COM 85570710 5,685 213,570 SH DEFINED 1,2 213,570 STATE BANCORP INC N. COM 85571610 3,165 121,682 SH DEFINED 1,2 121,682 STATE FINL SVCS CORP CL A 85685510 3,709 100,367 SH DEFINED 1,2 100,367 STATE STR CORP COM 85747710 701,666 16,049,087 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,049,087 STATION CASINOS INC COM 85768910 47,105 697,330 SH DEFINED 1,2,5 697,330 STATS CHIPPAC LTD SPONSORED 85771T10 107 16,239 SH DEFINED 1 16,239 STEAK N SHAKE CO COM 85787310 8,251 426,418 SH DEFINED 1,2,6 426,418 STEEL DYNAMICS INC COM 85811910 33,443 970,773 SH DEFINED 1,2,13 970,773 STEEL TECHNOLOGIES I COM 85814710 5,550 231,344 SH DEFINED 1,2 231,344 STEELCASE INC CL A 85815520 6,227 451,205 SH DEFINED 1,2,5 451,205 STEIN MART INC COM 85837510 10,688 475,020 SH DEFINED 1,2,5,6 475,020 STEINWAY MUSICAL INS COM 85849510 3,441 114,850 SH DEFINED 1,2 114,850 STELLENT INC COM 85856W10 2,273 270,303 SH DEFINED 1,2,5 270,303 STEMCELLS INC COM 85857R10 63 19,900 SH DEFINED 1 19,900 STEPAN CO COM 85858610 1,906 81,061 SH DEFINED 1,2,5 81,061 STEREOTAXIS INC COM 85916J10 277 35,750 SH DEFINED 1 35,750 STERICYCLE INC COM 85891210 26,199 592,741 SH DEFINED 1,2,5,12,13 592,741 STERIS CORP COM 85915210 49,386 1,955,899 SH DEFINED 1,2,5,13 1,955,899 STERLING BANCORP COM 85915810 5,822 239,880 SH DEFINED 1,2 239,880 STERLING BANCSHARES COM 85890710 9,429 664,042 SH DEFINED 1,2 664,042 STERLING FINL CORP COM 85931710 9,574 367,962 SH DEFINED 1,2 367,962 STERLING FINL CORP W COM 85931910 12,036 337,141 SH DEFINED 1,2 337,141 STEWART & STEVENSON COM 86034210 10,880 475,332 SH DEFINED 1,2,6 475,332 STEWART ENTERPRISES CL A 86037010 15,361 2,497,725 SH DEFINED 1,2,5 2,497,725 STEWART INFORMATION COM 86037210 12,274 327,119 SH DEFINED 1,2 327,119 STEWART W P & CO LTD COM G8492210 376 16,580 SH DEFINED 1,2,5 16,580 STIFEL FINL CORP COM 86063010 1,631 74,811 SH DEFINED 1,2 74,811 STILLWATER MNG CO COM 86074Q10 6,346 644,239 SH DEFINED 1,2,5 644,239 STMICROELECTRONICS N NY REGISTR 86101210 331 19,882 SH DEFINED 1 19,882 STONE ENERGY CORP COM 86164210 19,653 404,640 SH DEFINED 1,2,5,7 404,640 STONERIDGE INC COM 86183P10 3,252 266,338 SH DEFINED 1,2 266,338 STORA ENSO CORP SPON ADR R 86210M10 489 34,780 SH DEFINED 1 34,780 STORAGE TECHNOLOGY C COM PAR $0 86211120 71,132 2,309,496 SH DEFINED 1,2,5,13 2,309,496 STRATAGENE CORP COM 86269H10 144 16,379 SH DEFINED 1 16,379 STRATASYS INC COM 86268510 4,610 162,735 SH DEFINED 1,2,5 162,735 STRATEGIC HOTEL CAP COM 86272T10 4,604 313,221 SH DEFINED 1,2 313,221 STRATEX NETWORKS INC COM 86279T10 2,765 1,502,510 SH DEFINED 1,2 1,502,510 STRATTEC SEC CORP COM 86311110 3,087 57,613 SH DEFINED 1,2,5 57,613 STRAYER ED INC COM 86323610 24,992 220,543 SH DEFINED 1,2 220,543 STREETTRACKS SER TR DJ LRG CAP 86330E20 3,133 23,202 SH DEFINED 1 23,202 STRIDE RITE CORP COM 86331410 9,801 736,925 SH DEFINED 1,2,5,6 736,925 STRYKER CORP COM 86366710 449,784 10,082,572 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,082,572 STUDENT LN CORP COM 86390210 9,360 44,782 SH DEFINED 1,2,5 44,782 STURM RUGER & CO INC COM 86415910 2,463 355,370 SH DEFINED 1,2,6 355,370 SUBURBAN PROPANE PAR UNIT LTD P 86448210 200 5,811 SH DEFINED 1,5 5,811 SUFFOLK BANCORP COM 86473910 6,279 190,103 SH DEFINED 1,2 190,103 SUMTOTAL SYS INC COM 86661510 68 12,578 SH DEFINED 1 12,578 SUN BANCORP INC COM 86663B10 3,261 142,480 SH DEFINED 1,2 142,480 SUN COMMUNITIES INC COM 86667410 13,616 380,323 SH DEFINED 1,2,3,5 380,323 SUN LIFE FINL INC COM 86679610 4,850 149,047 SH DEFINED 1,5 149,047 SUN MICROSYSTEMS INC COM 86681010 406,708 100,670,312 SH DEFINED 1,2,5,6,7,8,10,12,13,14 100,670,312 SUNAIR ELECTRS INC COM 86701710 173 13,900 SH DEFINED 1 13,900 SUNCOR ENERGY INC COM 86722910 431 10,709 SH DEFINED 1 10,709 SUNGARD DATA SYS INC COM 86736310 305,782 8,863,252 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,863,252 SUNLINK HEALTH SYSTE COM 86737U10 81 13,400 SH DEFINED 1 13,400 SUNOCO INC COM 86764P10 635,402 6,137,965 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,137,965 SUNOCO LOGISTICS PRT COM UNITS 86764L10 286 7,100 SH DEFINED 1 7,100 SUNRISE SENIOR LIVIN COM 86768K10 12,988 267,238 SH DEFINED 1,2,6 267,238 SUNSTONE HOTEL INVS COM 86789210 6,820 317,937 SH DEFINED 1,2 317,937 SUNTERRA CORP COM NEW 86787D20 3,987 264,415 SH DEFINED 1,2 264,415 SUNTRON CORP COM 86789P10 91 42,391 SH DEFINED 1,2 42,391 SUNTRUST BKS INC COM 86791410 821,522 11,398,942 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,398,942 SUPERGEN INC COM 86805910 3,362 691,806 SH DEFINED 1,2,5 691,806 SUPERIOR ENERGY SVCS COM 86815710 17,579 1,022,061 SH DEFINED 1,2 1,022,061 SUPERIOR INDS INTL I COM 86816810 18,553 702,505 SH DEFINED 1,2,5,6 702,505 SUPERTEX INC COM 86853210 4,765 260,227 SH DEFINED 1,2,6 260,227 SUPERVALU INC COM 86853610 171,072 5,129,607 SH DEFINED 1,2,5,6,7,10,12,13,14 5,129,607 SUPPORTSOFT INC COM 86858710 2,637 499,410 SH DEFINED 1,2,5 499,410 SUPREME INDS INC CL A 86860710 121 19,360 SH DEFINED 1 19,360 SUREWEST COMMUNICATI COM 86873310 5,153 223,461 SH DEFINED 1,2,5 223,461 SURMODICS INC COM 86887310 10,071 315,602 SH DEFINED 1,2,6 315,602 SUSQUEHANNA BANCSHAR COM 86909910 17,465 716,363 SH DEFINED 1,2,5 716,363 SWIFT ENERGY CO COM 87073810 11,692 411,100 SH DEFINED 1,2,5 411,100 SWIFT TRANSN CO COM 87075610 22,908 1,034,696 SH DEFINED 1,2,5,13 1,034,696 SWS GROUP INC COM 78503N10 6,644 414,502 SH DEFINED 1,2 414,502 SYBASE INC COM 87113010 25,897 1,402,883 SH DEFINED 1,2,5,13 1,402,883 SYBRON DENTAL SPECIA COM 87114210 34,794 969,179 SH DEFINED 1,2,5,6 969,179 SYCAMORE NETWORKS IN COM 87120610 9,565 2,686,785 SH DEFINED 1,2,5 2,686,785 SYKES ENTERPRISES IN COM 87123710 2,776 404,024 SH DEFINED 1,2 404,024 SYMANTEC CORP COM 87150310 414,193 19,418,345 SH DEFINED 1,2,5,6,7,10,12,13,14 19,418,345 SYMBION INC DEL COM 87150710 1,997 93,432 SH DEFINED 1,2 93,432 SYMBOL TECHNOLOGIES COM 87150810 100,568 6,940,482 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,940,482 SYMMETRICOM INC COM 87154310 7,838 706,802 SH DEFINED 1,2,5,6 706,802 SYMS CORP COM 87155110 186 14,000 SH DEFINED 1 14,000 SYMYX TECHNOLOGIES COM 87155S10 8,992 407,787 SH DEFINED 1,2,5 407,787 SYNAGRO TECHNOLOGIES COM NEW 87156220 87 18,500 SH DEFINED 2 18,500 SYNALLOY CP DEL COM 87156510 176 17,277 SH DEFINED 1 17,277 SYNAPTICS INC COM 87157D10 9,648 415,867 SH DEFINED 1,2,5,6 415,867 SYNGENTA AG SPONSORED 87160A10 374 17,809 SH DEFINED 1 17,809 SYNIVERSE HLDGS INC COM 87163F10 279 20,200 SH DEFINED 1,2 20,200 SYNNEX CORP COM 87162W10 1,679 96,362 SH DEFINED 1,2 96,362 SYNOPSYS INC COM 87160710 55,540 3,068,533 SH DEFINED 1,2,5,7,8,10,12,13,14 3,068,533 SYNOVIS LIFE TECHNOL COM 87162G10 171 17,100 SH DEFINED 1,2 17,100 SYNOVUS FINL CORP COM 87161C10 235,430 8,450,476 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,450,476 SYNPLICITY INC COM 87160Y10 91 16,299 SH DEFINED 1 16,299 SYNTEL INC COM 87162H10 1,598 90,258 SH DEFINED 1,2 90,258 SYNTROLEUM CORP COM 87163010 4,443 362,984 SH DEFINED 1,2 362,984 SYPRIS SOLUTIONS INC COM 87165510 937 87,453 SH DEFINED 1,2 87,453 SYSCO CORP COM 87182910 672,706 18,790,657 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,790,657 SYSTEMAX INC COM 87185110 754 138,618 SH DEFINED 1,2 138,618 T-3 ENERGY SRVCS INC COM 87306E10 134 16,800 SH DEFINED 1,2 16,800 TAIWAN GREATER CHINA SH BEN INT 87403710 147 30,000 SH DEFINED 7 30,000 TAIWAN SEMICONDUCTOR SPONSORED 87403910 80,821 9,530,827 SH DEFINED 1,2,4,5,7,8,13 9,530,827 TAKE-TWO INTERACTIVE COM 87405410 29,776 761,538 SH DEFINED 1,2,5,6 761,538 TALBOTS INC COM 87416110 6,102 190,797 SH DEFINED 1,2,5 190,797 TALK AMERICA HLDGS I COM NEW 87426R20 4,054 628,558 SH DEFINED 1,2 628,558 TALX CORP COM 87491810 7,839 431,644 SH DEFINED 1,2,5,6 431,644 TANGER FACTORY OUTLE COM 87546510 13,811 627,794 SH DEFINED 1,2,3,5 627,794 TANOX INC COM 87588Q10 3,425 356,776 SH DEFINED 1,2 356,776 TARGET CORP COM 87612E10 4,056,312 81,093,797 SH DEFINED 1,2,5,6,7,8,10,12,13,14 81,093,797 TARGETED GENETICS CO COM 87612M10 21 34,214 SH DEFINED 1 34,214 TARRAGON CORP COM 87628710 3,347 165,787 SH DEFINED 1,2,5 165,787 TASER INTL INC COM 87651B10 8,708 725,650 SH DEFINED 1,2 725,650 TATA MTRS LTD SPONSORED 87656850 508 52,327 SH DEFINED 1 52,327 TAUBMAN CTRS INC COM 87666410 35,938 1,295,539 SH DEFINED 1,2,3,5 1,295,539 TAYLOR CAP GROUP INC COM 87685110 3,398 104,061 SH DEFINED 1,2 104,061 TBC CORP NEW COM 87218310 9,304 333,953 SH DEFINED 1,2,6 333,953 TC PIPELINES LP UT COM LTD 87233Q10 461 12,860 SH DEFINED 1,2,5 12,860 TCF FINL CORP COM 87227510 66,308 2,442,301 SH DEFINED 1,2,5,7,8,10,12,13,14 2,442,301 TD BANKNORTH INC COM 87235A10 34,111 1,091,889 SH DEFINED 1,2,5,7,8,10,12,13,14 1,091,889 TDC A/S SPONSORED 87236N10 203 9,665 SH DEFINED 1 9,665 TDK CORP AMERN DEP 87235140 347 5,061 SH DEFINED 1 5,061 TEAM INC COM 87815510 202 10,100 SH DEFINED 1 10,100 TECH DATA CORP COM 87823710 27,912 753,158 SH DEFINED 1,2,5,13 753,158 TECH OPS SEVCON INC COM 87829310 79 12,400 SH DEFINED 1 12,400 TECHNE CORP COM 87837710 37,066 922,509 SH DEFINED 1,2,5,13 922,509 TECHNICAL OLYMPIC US COM 87848310 3,259 107,911 SH DEFINED 1,2 107,911 TECHNITROL INC COM 87855510 11,247 753,812 SH DEFINED 1,2,5,6 753,812 TECHNOLOGY RESH CORP COM NEW 87872730 60 11,800 SH DEFINED 1 11,800 TECO ENERGY INC COM 87237510 93,729 5,977,627 SH DEFINED 1,2,5,6,7,10,13 5,977,627 TECUMSEH PRODS CO CL A 87889520 13,877 350,339 SH DEFINED 1,2,5,13 350,339 TEEKAY SHIPPING MARS COM Y8564W10 4,674 103,992 SH DEFINED 1,5 103,992 TEGAL CORP COM 87900810 16 11,400 SH DEFINED 1 11,400 TEJON RANCH CO DEL COM 87908010 4,884 109,515 SH DEFINED 1,2 109,515 TEKELEC COM 87910110 13,011 816,259 SH DEFINED 1,2,5 816,259 TEKTRONIX INC COM 87913110 56,295 2,294,946 SH DEFINED 1,2,5,6,7,10,12,13 2,294,946 TELE CENTRO OESTE CE SPON ADR P 87923P10 2,294 231,508 SH DEFINED 1,2 231,508 TELE NORTE LESTE PAR SPON ADR P 87924610 30,664 1,982,154 SH DEFINED 1,2,4,5,7 1,982,154 TELECOM ARGENTINA S SPON ADR R 87927320 28,440 2,319,736 SH DEFINED 1,2,4,5,7 2,319,736 TELECOMMUNICATION SY CL A 87929J10 27 10,000 SH DEFINED 1 10,000 TELEDYNE TECHNOLOGIE COM 87936010 27,586 881,340 SH DEFINED 1,2,5,6 881,340 TELEFLEX INC COM 87936910 24,808 484,717 SH DEFINED 1,2,5,13 484,717 TELEFONICA MOVILES S SPONSORED 87938V10 190 16,176 SH DEFINED 1 16,176 TELEFONICA S A SPONSORED 87938220 20,664 397,615 SH DEFINED 1,2 397,615 TELEFONOS DE MEXICO SPON ADR O 87940378 14,988 434,047 SH DEFINED 1,2 434,047 TELEPHONE & DATA SYS COM 87943310 80,559 987,238 SH DEFINED 1,2,5,6,7,8,10,12,13,14 987,238 TELESP CELULAR PART SPON ADR P 87952L10 70 11,687 SH DEFINED 1,2 11,687 TELESYSTEM INTL WIRE COM NEW 87994660 3,647 239,129 SH DEFINED 1,2,7 239,129 TELETECH HOLDINGS IN COM 87993910 11,973 926,702 SH DEFINED 1,2 926,702 TELEWEST GLOBAL INC COM 87956T10 3,028 170,212 SH DEFINED 1,5 170,212 TELIK INC COM 87959M10 10,722 711,011 SH DEFINED 1,2 711,011 TELLABS INC COM 87966410 101,300 13,876,695 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,876,695 TELSTRA CORP LTD SPON ADR F 87969N20 206 10,476 SH DEFINED 1 10,476 TELULAR CORP COM NEW 87970T20 113 17,900 SH DEFINED 1 17,900 TELUS CORP NON-VTG SH 87971M20 287 9,308 SH DEFINED 1,7 9,308 TEMPLE INLAND INC COM 87986810 156,874 2,162,288 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,162,288 TEMPUR PEDIC INTL IN COM 88023U10 5,025 269,269 SH DEFINED 1,2 269,269 TENARIS S A SPONSORED 88031M10 7,843 127,503 SH DEFINED 1,2,7 127,503 TENET HEALTHCARE COR COM 88033G10 152,054 13,187,720 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,187,720 TENNANT CO COM 88034510 5,144 132,966 SH DEFINED 1,2 132,966 TENNECO AUTOMOTIVE I COM 88034910 11,643 934,422 SH DEFINED 1,2,5 934,422 TEPPCO PARTNERS L P UT LTD PAR 87238410 2,683 63,872 SH DEFINED 1,5 63,872 TERADYNE INC COM 88077010 84,339 5,776,659 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,776,659 TERAYON COMMUNICATIO COM 88077510 2,952 958,288 SH DEFINED 1,2,5 958,288 TERCICA INC COM 88078L10 1,127 147,645 SH DEFINED 1,2 147,645 TEREX CORP NEW COM 88077910 51,184 1,182,068 SH DEFINED 1,2,5 1,182,068 TERRA INDS INC COM 88091510 10,195 1,313,728 SH DEFINED 1,2 1,313,728 TERRA NITROGEN CO L COM UNIT 88100520 259 10,400 SH DEFINED 1 10,400 TERREMARK WORLDWIDE COM 88144810 2,205 3,391,693 SH DEFINED 1,2,5 3,391,693 TESORO CORP COM 88160910 75,714 2,045,230 SH DEFINED 1,2,5 2,045,230 TESSERA TECHNOLOGIES COM 88164L10 18,054 417,617 SH DEFINED 1,2 417,617 TETRA TECH INC NEW COM 88162G10 11,454 907,586 SH DEFINED 1,2,5,6,13 907,586 TETRA TECHNOLOGIES I COM 88162F10 11,872 417,445 SH DEFINED 1,2,7 417,445 TEVA PHARMACEUTICAL ADR 88162420 32,257 1,040,888 SH DEFINED 1,2,5,7 1,040,888 TEXAS CAPITAL BANCSH COM 88224Q10 6,388 304,173 SH DEFINED 1,2 304,173 TEXAS INDS INC COM 88249110 31,850 592,551 SH DEFINED 1,2,5 592,551 TEXAS INSTRS INC COM 88250810 1,332,943 52,292,763 SH DEFINED 1,2,5,6,7,8,10,12,13,14 52,292,763 TEXAS REGL BANCSHARE CL A VTG 88267310 17,976 596,997 SH DEFINED 1,2,5 596,997 TEXAS ROADHOUSE INC CL A 88268110 3,576 127,349 SH DEFINED 1,2 127,349 TEXTRON INC COM 88320310 358,239 4,800,844 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,800,844 THERAGENICS CORP COM 88337510 159 46,281 SH DEFINED 1,6 46,281 THERMA-WAVE INC COM 88343A10 44 22,768 SH DEFINED 1 22,768 THERMO ELECTRON CORP COM 88355610 186,378 7,369,650 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,369,650 THERMOGENESIS CORP COM NEW 88362320 2,882 576,433 SH DEFINED 1,2,5 576,433 THIRD WAVE TECHNOLOG COM 88428W10 2,669 463,401 SH DEFINED 1,2 463,401 THOMAS & BETTS CORP COM 88431510 36,974 1,144,700 SH DEFINED 1,2,5,6,13 1,144,700 THOMAS INDS INC COM 88442510 9,464 238,748 SH DEFINED 1,2,6 238,748 THOMSON SPONSORED 88511810 309 11,430 SH DEFINED 1 11,430 THOMSON CORP COM 88490310 1,086 32,563 SH DEFINED 7 32,563 THOR INDS INC COM 88516010 21,544 720,306 SH DEFINED 1,2,5,13 720,306 THORATEC CORP COM NEW 88517530 8,670 709,520 SH DEFINED 1,2,5 709,520 THORNBURG MTG INC COM 88521810 24,044 857,502 SH DEFINED 1,2,5 857,502 THQ INC COM NEW 87244340 18,283 649,727 SH DEFINED 1,2,5,6 649,727 THREE FIVE SYS INC COM 88554L10 27 26,530 SH DEFINED 1,5 26,530 TIBCO SOFTWARE INC COM 88632Q10 14,369 1,928,724 SH DEFINED 1,2,5 1,928,724 TIDEWATER INC COM 88642310 66,813 1,719,336 SH DEFINED 1,2,5,10,13 1,719,336 TIER TECHNOLOGIES IN CL B 88650Q10 2,103 285,337 SH DEFINED 1,2 285,337 TIERONE CORP COM 88650R10 8,575 364,912 SH DEFINED 1,2 364,912 TIFFANY & CO NEW COM 88654710 141,864 4,109,625 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,109,625 TIM PARTICIPACOES S SPONS ADR 88706P10 2,329 155,190 SH DEFINED 1,2,7 155,190 TIMBERLAND CO CL A 88710010 114,661 1,616,534 SH DEFINED 1,2,5,13 1,616,534 TIME WARNER INC COM 88731710 2,591,550 147,666,684 SH DEFINED 1,2,5,6,7,8,10,12,13,14 147,666,684 TIME WARNER TELECOM CL A 88731910 2,913 733,743 SH DEFINED 1,2,5 733,743 TIMKEN CO COM 88738910 20,910 764,819 SH DEFINED 1,2,5,6 764,819 TITAN CORP COM 88826610 29,103 1,602,563 SH DEFINED 1,2,5,13 1,602,563 TITAN INTL INC ILL COM 88830M10 228 15,872 SH DEFINED 1 15,872 TITAN PHARMACEUTICAL COM 88831410 45 20,117 SH DEFINED 1 20,117 TITANIUM METALS CORP COM NEW 88833920 3,257 90,478 SH DEFINED 1,2 90,478 TIVO INC COM 88870610 3,421 661,736 SH DEFINED 1,2 661,736 TJX COS INC NEW COM 87254010 392,594 15,939,661 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,939,661 TLC VISION CORP COM 87254910 201 21,185 SH DEFINED 1 21,185 TNS INC COM 87296010 2,142 119,343 SH DEFINED 1,2 119,343 TODCO CL A 88889T10 5,275 204,134 SH DEFINED 1,2 204,134 TOLL BROTHERS INC COM 88947810 56,952 722,286 SH DEFINED 1,2,5,13 722,286 TOLLGRADE COMMUNICAT COM 88954210 209 30,440 SH DEFINED 1,2,6 30,440 TOM ONLINE INC ADR REG S 88972820 126 10,000 SH DEFINED 4 10,000 TOMPKINSTRUSTCO INC COM 89011010 5,413 127,205 SH DEFINED 1,2,5 127,205 TOO INC COM 89033310 16,374 663,702 SH DEFINED 1,2,5,6 663,702 TOOTSIE ROLL INDS IN COM 89051610 15,602 520,081 SH DEFINED 1,2,5,6,13 520,081 TOPPS INC COM 89078610 5,102 553,946 SH DEFINED 1,2 553,946 TORCHMARK CORP COM 89102710 179,258 3,434,052 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,434,052 TORO CO COM 89109210 53,351 602,833 SH DEFINED 1,2,5,6,12 602,833 TORONTO DOMINION BK COM NEW 89116050 3,599 87,034 SH DEFINED 1,2,5,10,12,13 87,034 TOTAL S A SPONSORED 89151E10 28,097 239,670 SH DEFINED 1,2 239,670 TOTAL SYS SVCS INC COM 89190610 16,872 675,137 SH DEFINED 1,2,5 675,137 TOWER GROUP INC COM 89177710 2,000 149,934 SH DEFINED 1,2 149,934 TOWN & CTRY TR SH BEN INT 89208110 10,800 408,317 SH DEFINED 1,2,3 408,317 TOYOTA MOTOR CORP SP ADR REP 89233130 5,653 75,995 SH DEFINED 1,2,6 75,995 TOYS R US INC COM 89233510 198,713 7,714,022 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,714,022 TRACTOR SUPPLY CO COM 89235610 27,148 621,955 SH DEFINED 1,2,5,6 621,955 TRADESTATION GROUP I COM 89267P10 1,443 238,826 SH DEFINED 1,2 238,826 TRAFFIX INC COM 89272110 69 13,700 SH DEFINED 1 13,700 TRAMMELL CROW CO COM 89288R10 14,511 705,434 SH DEFINED 1,2 705,434 TRANS WORLD ENTMT CO COM 89336Q10 8,648 587,072 SH DEFINED 1,2 587,072 TRANSACT TECHNOLOGIE COM 89291810 1,164 116,298 SH DEFINED 1,2 116,298 TRANSACTION SYS ARCH COM 89341610 21,543 930,588 SH DEFINED 1,2,13 930,588 TRANSALTA CORP COM 89346D10 221 14,491 SH DEFINED 1,7 14,491 TRANSATLANTIC HLDGS COM 89352110 20,294 306,457 SH DEFINED 1,2,5,7 306,457 TRANSCAT INC COM 89352910 75 19,200 SH DEFINED 1 19,200 TRANSKARYOTIC THERAP COM 89373510 11,919 477,409 SH DEFINED 1,2,5 477,409 TRANSMETA CORP DEL COM 89376R10 2,072 2,228,012 SH DEFINED 1,2,5 2,228,012 TRANSMONTAIGNE INC COM 89393410 6,113 764,102 SH DEFINED 1,2 764,102 TRANSOCEAN INC ORD G9007810 480,637 9,340,003 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,340,003 TRANSPRO INC COM 89388510 94 14,521 SH DEFINED 1 14,521 TRANSWITCH CORP COM 89406510 130 94,622 SH DEFINED 1,5 94,622 TRAVELZOO INC COM 89421Q10 1,439 28,933 SH DEFINED 1,2 28,933 TRC COS INC COM 87262510 4,480 304,785 SH DEFINED 1,2 304,785 TREDEGAR CORP COM 89465010 7,888 467,882 SH DEFINED 1,2,6 467,882 TREND MICRO INC SPONS ADR 89486M20 797 18,697 SH DEFINED 1 18,697 TREX INC COM 89531P10 6,747 151,930 SH DEFINED 1,2 151,930 TRI CONTL CORP COM 89543610 1,845 103,633 SH DEFINED 5 103,633 TRIAD GTY INC COM 89592510 6,871 130,611 SH DEFINED 1,2 130,611 TRIAD HOSPITALS INC COM 89579K10 54,446 1,086,745 SH DEFINED 1,2,5,7,13 1,086,745 TRIARC COS INC CL B SER 1 89592730 9,151 661,695 SH DEFINED 1,2,6 661,695 TRIBUNE CO NEW COM 89604710 333,742 8,370,762 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,370,762 TRICO BANCSHARES COM 89609510 3,513 167,685 SH DEFINED 1,2 167,685 TRIDENT MICROSYSTEMS COM 89591910 4,622 261,424 SH DEFINED 1,2 261,424 TRIMBLE NAVIGATION L COM 89623910 29,434 870,572 SH DEFINED 1,2,5,6 870,572 TRIMERIS INC COM 89626310 2,863 254,223 SH DEFINED 1,2,5 254,223 TRINITY INDS INC COM 89652210 21,882 776,799 SH DEFINED 1,2,5,13 776,799 TRIPATH IMAGING INC COM 89694210 2,672 379,479 SH DEFINED 1,2,5 379,479 TRIPATH TECHNOLOGY I COM 89672P10 301 338,385 SH DEFINED 1 338,385 TRIQUINT SEMICONDUCT COM 89674K10 8,901 2,633,479 SH DEFINED 1,2,5,13 2,633,479 TRITON PCS HLDGS INC CL A 89677M10 1,093 492,320 SH DEFINED 1,2,5 492,320 TRIUMPH GROUP INC NE COM 89681810 10,102 259,423 SH DEFINED 1,2,6 259,423 TRIZEC PROPERTIES IN COM 89687P10 42,175 2,219,715 SH DEFINED 1,2,3,5 2,219,715 TRIZETTO GROUP INC COM 89688210 5,664 608,342 SH DEFINED 1,2 608,342 TRM CORP COM 87263610 216 10,700 SH DEFINED 1 10,700 TRUSTCO BK CORP N Y COM 89834910 14,368 1,250,445 SH DEFINED 1,2,5 1,250,445 TRUSTMARK CORP COM 89840210 21,831 752,783 SH DEFINED 1,2,5 752,783 TRUSTREET PPTYS INC COM 89840410 5,760 374,247 SH DEFINED 1,2,5 374,247 TRW AUTOMOTIVE HLDGS COM 87264S10 6,656 342,548 SH DEFINED 1,2,5 342,548 TTM TECHNOLOGIES IN COM 87305R10 6,725 642,902 SH DEFINED 1,2 642,902 TUESDAY MORNING CORP COM NEW 89903550 10,856 376,026 SH DEFINED 1,2,5 376,026 TUMBLEWEED COMMUNICA COM 89969010 1,836 665,142 SH DEFINED 1,2 665,142 TUPPERWARE CORP COM 89989610 29,510 1,449,400 SH DEFINED 1,2,5,13 1,449,400 TURKCELL ILETISIM HI SPON ADR N 90011120 937 54,874 SH DEFINED 1 54,874 TUT SYSTEMS COM 90110310 28 11,720 SH DEFINED 1 11,720 TWEETER HOME ENTMT G COM 90116710 166 29,819 SH DEFINED 1,5 29,819 TXU CORP COM 87316810 862,876 10,836,064 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,836,064 TYCO INTL LTD NEW COM 90212410 1,710,981 50,620,738 SH DEFINED 1,2,5,6,7,8,10,12,13,14 50,620,738 TYLER TECHNOLOGIES I COM 90225210 4,376 575,022 SH DEFINED 1,2,5 575,022 TYSON FOODS INC CL A 90249410 114,503 6,864,685 SH DEFINED 1,2,5,7,8,10,12,13,14 6,864,685 U S B HLDG INC COM 90291010 4,814 216,951 SH DEFINED 1,2 216,951 U S CONCRETE INC COM 90333L10 1,781 284,090 SH DEFINED 1,2,5 284,090 U S G CORP COM NEW 90329340 22,783 687,067 SH DEFINED 1,2,5 687,067 U S I HLDGS COM 90333H10 7,617 646,573 SH DEFINED 1,2 646,573 U S PHYSICAL THERAPY COM 90337L10 2,833 202,665 SH DEFINED 1,5 202,665 U S XPRESS ENTERPRIS CL A 90338N10 1,529 93,491 SH DEFINED 1,2 93,491 U STORE IT TR COM 91274F10 10,903 626,603 SH DEFINED 1,2,3 626,603 UAP HLDG CORP COM 90344110 6,330 393,185 SH DEFINED 1,2 393,185 UBIQUITEL INC COM 90347430 8,478 1,265,361 SH DEFINED 1,2,5 1,265,361 UBS AG NAMEN AKT H8920M85 55,334 655,616 SH DEFINED 1,2 655,616 UCBH HOLDINGS INC COM 90262T30 20,242 507,309 SH DEFINED 1,2,5 507,309 UGI CORP NEW COM 90268110 30,685 675,589 SH DEFINED 1,2,5 675,589 UICI COM 90273710 17,118 705,917 SH DEFINED 1,2,5 705,917 UIL HLDG CORP COM 90274810 10,969 216,570 SH DEFINED 1,2,5 216,570 ULTICOM INC COM 90384410 2,394 215,058 SH DEFINED 1,2,5 215,058 ULTIMATE SOFTWARE GR COM 90385D10 3,562 222,913 SH DEFINED 1,2 222,913 ULTRA PETROLEUM CORP COM 90391410 8,629 169,853 SH DEFINED 1,5 169,853 ULTRALIFE BATTERIES COM 90389910 3,329 194,451 SH DEFINED 1,2 194,451 ULTRATECH INC COM 90403410 4,965 340,072 SH DEFINED 1,2,6 340,072 UMB FINL CORP COM 90278810 16,945 297,707 SH DEFINED 1,2,5 297,707 UMPQUA HLDGS CORP COM 90421410 14,999 642,368 SH DEFINED 1,2,5 642,368 UNIBANCO-UNIAO DE BA GDR REP PF 90458E10 33,501 974,435 SH DEFINED 1,2,4,5 974,435 UNIFI INC COM 90467710 198 59,235 SH DEFINED 1,2 59,235 UNIFIRST CORP MASS COM 90470810 7,734 193,842 SH DEFINED 1,2,5 193,842 UNILEVER N V N Y SHS NE 90478470 1,836 26,831 SH DEFINED 1,2 26,831 UNILEVER PLC SPON ADR N 90476770 1,113 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COM 91354310 10,808 278,208 SH DEFINED 1,2,6 278,208 UNIVERSAL HEALTH RLT SH BEN INT 91359E10 5,037 178,291 SH DEFINED 1,2 178,291 UNIVERSAL HLTH SVCS CL B 91390310 46,841 893,910 SH DEFINED 1,2,5,7,13 893,910 UNIVERSAL TECHNICAL COM 91391510 7,654 207,986 SH DEFINED 1,2 207,986 UNIVEST CORP PA COM 91527110 3,851 96,745 SH DEFINED 1,2 96,745 UNIVISION COMMUNICAT CL A 91490610 232,189 8,385,288 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,385,288 UNIZAN FINANCIAL COR COM 91528W10 8,964 344,760 SH DEFINED 1,2 344,760 UNOCAL CORP COM 91528910 500,216 8,108,538 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,108,538 UNOVA INC COM 91529B10 16,303 789,514 SH DEFINED 1,2,5 789,514 UNUMPROVIDENT CORP COM 91529Y10 175,575 10,315,799 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,315,799 UPM KYMMENE CORP SPONSORED 91543610 562 25,146 SH DEFINED 1 25,146 UQM TECHNOLOGIES INC COM 90321310 47 11,776 SH DEFINED 1 11,776 URBAN OUTFITTERS INC COM 91704710 37,089 773,171 SH DEFINED 1,2,5,12,13 773,171 UROLOGIX INC COM 91727310 921 200,563 SH DEFINED 1,2 200,563 URS CORP NEW COM 90323610 17,181 597,587 SH DEFINED 1,2,6 597,587 URSTADT BIDDLE PPTYS COM 91728610 198 12,672 SH DEFINED 1 12,672 URSTADT BIDDLE PPTYS CL A 91728620 6,477 424,706 SH DEFINED 1,2 424,706 US BANCORP DEL COM NEW 90297330 1,714,479 59,489,206 SH DEFINED 1,2,5,6,7,8,10,12,13,14 59,489,206 USA MOBILITY INC COM 90341G10 11,211 346,028 SH DEFINED 1,2 346,028 USANA HEALTH SCIENCE COM 90328M10 7,475 158,039 SH DEFINED 1,2 158,039 USEC INC COM 90333E10 20,990 1,289,329 SH DEFINED 1,2,5 1,289,329 USF CORP COM 91729Q10 22,466 465,516 SH DEFINED 1,2,5,6 465,516 UST INC COM 90291110 198,710 3,843,514 SH DEFINED 1,2,5,6,7,10,13 3,843,514 UTAH MED PRODS INC COM 91748810 222 10,100 SH DEFINED 1,2 10,100 UTI WORLDWIDE INC ORD G8721010 956 13,765 SH DEFINED 1,5 13,765 UTSTARCOM INC COM 91807610 17,853 1,630,444 SH DEFINED 1,2,5,7,12,13 1,630,444 V F CORP COM 91820410 181,220 3,064,248 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,064,248 VA SOFTWARE CORP COM 91819B10 60 35,995 SH DEFINED 1 35,995 VAIL RESORTS INC COM 91879Q10 10,119 400,737 SH DEFINED 1,2 400,737 VALASSIS COMMUNICATI COM 91886610 35,007 1,001,355 SH DEFINED 1,2,5,13 1,001,355 VALEANT PHARMACEUTIC COM 91911X10 40,010 1,776,632 SH DEFINED 1,2,5,13 1,776,632 VALENCE TECHNOLOGY I COM 91891410 2,477 806,885 SH DEFINED 1,2,5 806,885 VALERO ENERGY CORP N COM 91913Y10 737,520 10,065,787 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,065,787 VALERO L P COM UT LTD 91913W10 882 14,643 SH DEFINED 1,5 14,643 VALHI INC NEW COM 91890510 4,308 219,235 SH DEFINED 1,2 219,235 VALLEY NATL BANCORP COM 91979410 25,224 978,433 SH DEFINED 1,2,5 978,433 VALMONT INDS INC COM 92025310 5,642 252,795 SH DEFINED 1,2,6 252,795 VALOR COMMUNICATIONS COM 92025510 430 29,700 SH DEFINED 1,2 29,700 VALSPAR CORP COM 92035510 41,004 881,058 SH DEFINED 1,2,5,12,13 881,058 VALUE LINE INC COM 92043710 919 23,571 SH DEFINED 1,2 23,571 VALUECLICK INC COM 92046N10 12,054 1,136,068 SH DEFINED 1,2,5 1,136,068 VALUEVISION MEDIA IN CL A 92047K10 3,787 306,152 SH DEFINED 1,2 306,152 VARIAN INC COM 92220610 37,646 993,562 SH DEFINED 1,2,5,13 993,562 VARIAN MED SYS INC COM 92220P10 87,184 2,543,286 SH DEFINED 1,2,5,7,8,10,12,13,14 2,543,286 VARIAN SEMICONDUCTOR COM 92220710 22,460 590,895 SH DEFINED 1,2,5,6 590,895 VASCO DATA SEC INTL COM 92230Y10 83 13,294 SH DEFINED 1 13,294 VCA ANTECH INC COM 91819410 21,163 1,046,105 SH DEFINED 1,2,5,13 1,046,105 VECTOR GROUP LTD COM 92240M10 4,173 271,335 SH DEFINED 1,2,5 271,335 VECTREN CORP COM 92240G10 28,031 1,052,222 SH DEFINED 1,2,5,13 1,052,222 VEECO INSTRS INC DEL COM 92241710 6,509 432,461 SH DEFINED 1,2,5,6 432,461 VENTANA MED SYS INC COM 92276H10 16,254 433,904 SH DEFINED 1,2 433,904 VENTAS INC COM 92276F10 20,493 821,052 SH DEFINED 1,2,5,12 821,052 VENTIV HEALTH INC COM 92279310 6,313 274,471 SH DEFINED 1,2 274,471 VERINT SYS INC COM 92343X10 6,042 172,914 SH DEFINED 1,2 172,914 VERISIGN INC COM 92343E10 175,998 6,132,340 SH DEFINED 1,2,5,7,8,10,12,13,14 6,132,340 VERISITY LTD ORD M9738511 372 31,190 SH DEFINED 1,2 31,190 VERITAS DGC INC COM 92343P10 30,559 1,020,001 SH DEFINED 1,2,5 1,020,001 VERITAS SOFTWARE CO COM 92343610 354,072 15,248,577 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,248,577 VERITY INC COM 92343C10 4,279 452,797 SH DEFINED 1,2,6 452,797 VERIZON COMMUNICATIO COM 92343V10 3,247,811 91,487,632 SH DEFINED 1,2,5,6,7,8,10,12,13,14 91,487,632 VERSO TECHNOLOGIES I COM 92531710 576 1,600,366 SH DEFINED 1,2,5 1,600,366 VERTEX PHARMACEUTICA COM 92532F10 14,876 1,589,301 SH DEFINED 1,2,5,13 1,589,301 VERTRUE INC COM 92534N10 7,644 215,675 SH DEFINED 1,2,6 215,675 VESTA INS GROUP INC COM 92539110 1,636 460,959 SH DEFINED 1,2,5 460,959 VIACOM INC CL A 92552410 1,836 52,391 SH DEFINED 1,2,5,13 52,391 VIACOM INC CL B 92552430 1,711,593 49,141,354 SH DEFINED 1,2,5,6,7,8,10,12,13,14 49,141,354 VIAD CORP COM NEW 92552R40 6,477 240,770 SH DEFINED 1,2,5,6,7 240,770 VIASAT INC COM 92552V10 6,902 369,270 SH DEFINED 1,2,5,6 369,270 VIASYS 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INTERTECHNOLO COM 92829810 27,565 2,217,649 SH DEFINED 1,2,5,13 2,217,649 VISTACARE INC CL A 92839Y10 3,041 149,526 SH DEFINED 1,2,5 149,526 VISTEON CORP COM 92839U10 23,107 4,046,690 SH DEFINED 1,2,5,6,8,10,13 4,046,690 VISUAL NETWORKS INC COM 92844410 66 21,901 SH DEFINED 1 21,901 VISX INC DEL COM 92844S10 25,857 1,103,121 SH DEFINED 1,2,5,13 1,103,121 VITAL SIGNS INC COM 92846910 7,547 189,189 SH DEFINED 1,2,6 189,189 VITESSE SEMICONDUCTO COM 92849710 9,145 3,450,898 SH DEFINED 1,2,5 3,450,898 VITRIA TECHNOLOGY COM NEW 92849Q40 54 15,623 SH DEFINED 1,5 15,623 VIVENDI UNIVERSAL SPON ADR N 92851S20 1,182 38,634 SH DEFINED 1 38,634 VIVUS INC COM 92855110 89 29,643 SH DEFINED 1,5 29,643 VNUS MED TECHNOLOGIE COM 92856610 377 32,540 SH DEFINED 1 32,540 VODAFONE GROUP PLC N SPONSORED 92857W10 15,089 568,113 SH DEFINED 1,2 568,113 VOLT INFORMATION SCI COM 92870310 3,802 157,453 SH DEFINED 1,2,5,6 157,453 VOLTERRA SEMICONDUCT COM 92870810 1,365 101,140 SH DEFINED 1,2 101,140 VOLVO 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1,2,5,6,7,8,10,12,13,14 29,812,100 WALTER INDS INC COM 93317Q10 35,786 841,036 SH DEFINED 1,2 841,036 WARNACO GROUP INC COM NEW 93439040 15,668 651,736 SH DEFINED 1,2 651,736 WASHINGTON FED INC COM 93882410 33,054 1,415,144 SH DEFINED 1,2,5,13 1,415,144 WASHINGTON GROUP INT COM NEW 93886220 15,871 352,768 SH DEFINED 1,2 352,768 WASHINGTON MUT INC COM 93932210 1,064,716 26,954,844 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,954,844 WASHINGTON POST CO CL B 93964010 87,169 97,504 SH DEFINED 1,2,5,7,8,10,12,13,14 97,504 WASHINGTON REAL ESTA SH BEN INT 93965310 26,921 936,378 SH DEFINED 1,2,3,5 936,378 WASHINGTON TR BANCOR COM 94061010 5,396 196,355 SH DEFINED 1,2 196,355 WASTE CONNECTIONS IN COM 94105310 26,147 752,441 SH DEFINED 1,2,5,6 752,441 WASTE INDUSTRIES USA COM 94105710 195 14,000 SH DEFINED 1 14,000 WASTE MGMT INC DEL COM 94106L10 559,781 19,403,139 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,403,139 WATCHGUARD TECHNOLOG COM 94110510 1,665 515,368 SH DEFINED 1,2,5 515,368 WATER PIK TECHNOLOGI COM 94113U10 2,664 135,229 SH DEFINED 1,2 135,229 WATERS CORP COM 94184810 179,295 5,009,642 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,009,642 WATSCO INC COM 94262220 15,563 369,672 SH DEFINED 1,2,6 369,672 WATSON PHARMACEUTICA COM 94268310 86,306 2,808,534 SH DEFINED 1,2,5,6,10,12,13 2,808,534 WATSON WYATT & CO HL CL A 94271210 15,061 553,731 SH DEFINED 1,2,5,6 553,731 WATTS WATER TECHNOLO CL A 94274910 12,064 369,939 SH DEFINED 1,2,6 369,939 WAUSAU-MOSINEE PAPER COM 94331510 11,219 793,426 SH DEFINED 1,2 793,426 WAVE SYSTEMS CORP CL A 94352610 28 29,121 SH DEFINED 1 29,121 WCI CMNTYS INC COM 92923C10 15,810 525,595 SH DEFINED 1,2 525,595 WD-40 CO COM 92923610 11,498 353,887 SH DEFINED 1,2,6 353,887 WEATHERFORD INTERNAT COM G9508910 71,401 1,232,332 SH DEFINED 1,5,7,8,10,12,13,14 1,232,332 WEBEX COMMUNICATIONS COM 94767L10 13,661 632,756 SH DEFINED 1,2,5,6 632,756 WEBMD CORP COM 94769M10 26,098 3,070,385 SH DEFINED 1,2,5,12 3,070,385 WEBMETHODS INC COM 94768C10 3,916 714,628 SH DEFINED 1,2 714,628 WEBSENSE INC COM 94768410 36,061 670,278 SH DEFINED 1,2,5,6 670,278 WEBSIDESTORY INC COM 94768510 523 42,680 SH DEFINED 1 42,680 WEBSTER FINL CORP CO COM 94789010 35,638 784,811 SH DEFINED 1,2,5,13 784,811 WEIGHT WATCHERS INTL COM 94862610 19,309 449,251 SH DEFINED 1,2,5 449,251 WEINGARTEN RLTY INVS SH BEN INT 94874110 59,065 1,711,539 SH DEFINED 1,2,3,5,13 1,711,539 WEIS MKTS INC COM 94884910 6,404 173,684 SH DEFINED 1,2,5 173,684 WELLCARE HEALTH PLAN COM 94946T10 3,860 126,708 SH DEFINED 1,2 126,708 WELLCHOICE INC COM 94947510 15,418 289,218 SH DEFINED 1,2,5 289,218 WELLMAN INC COM 94970210 9,342 646,031 SH DEFINED 1,2 646,031 WELLPOINT INC COM 94973V10 1,330,883 10,617,333 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,617,333 WELLS FARGO & CO NEW COM 94974610 3,202,700 53,556,863 SH DEFINED 1,2,5,6,7,8,10,12,13,14 53,556,863 WELLSFORD REAL PPTYS COM NEW 95024020 318 21,839 SH DEFINED 1,2,5 21,839 WENDYS INTL INC COM 95059010 122,666 3,142,069 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,142,069 WERNER ENTERPRISES I COM 95075510 28,602 1,472,042 SH DEFINED 1,2,5,13 1,472,042 WESBANCO INC COM 95081010 10,967 398,643 SH DEFINED 1,2 398,643 WESCO FINL CORP COM 95081710 14,746 38,302 SH DEFINED 1,2,5 38,302 WESCO INTL INC COM 95082P10 10,929 390,326 SH DEFINED 1,2,5 390,326 WEST BANCORPORATION CAP STK 95123P10 3,981 233,606 SH DEFINED 1,2 233,606 WEST COAST BANCORP O COM 95214510 6,105 256,513 SH DEFINED 1,2 256,513 WEST CORP COM 95235510 12,531 391,579 SH DEFINED 1,2,5 391,579 WEST MARINE INC COM 95423510 3,961 186,315 SH DEFINED 1,2 186,315 WEST PHARMACEUTICAL COM 95530610 10,408 435,480 SH DEFINED 1,2 435,480 WESTAMERICA BANCORPO COM 95709010 32,079 619,639 SH DEFINED 1,2,5,13 619,639 WESTAR ENERGY INC COM 95709T10 26,764 1,236,792 SH DEFINED 1,2,5,13 1,236,792 WESTBANK CORP COM 95711610 436 25,271 SH DEFINED 1 25,271 WESTCORP INC COM 95790710 11,502 272,248 SH DEFINED 1,2,5 272,248 WESTELL TECHNOLOGIES CL A 95754110 6,233 1,131,202 SH DEFINED 1,2,5 1,131,202 WESTERN DIGITAL CORP COM 95810210 57,445 4,505,483 SH DEFINED 1,2,5,12 4,505,483 WESTERN GAS RES INC COM 95825910 30,811 894,371 SH DEFINED 1,2,5,13 894,371 WESTERN SIERRA BANCO COM 95952210 2,887 84,574 SH DEFINED 1,2 84,574 WESTERN WIRELESS COR CL A 95988E20 31,204 822,020 SH DEFINED 1,2,5 822,020 WESTFIELD FINANCIAL COM 96008D10 1,447 57,899 SH DEFINED 1,2 57,899 WESTPAC BKG CORP SPONSORED 96121430 1,184 16,027 SH DEFINED 1 16,027 WESTWOOD ONE INC COM 96181510 29,443 1,446,853 SH DEFINED 1,2,5,13 1,446,853 WET SEAL INC CL A 96184010 45 12,819 SH DEFINED 1 12,819 WEYCO GROUP INC COM 96214910 1,673 38,222 SH DEFINED 1,2 38,222 WEYERHAEUSER CO COM 96216610 508,235 7,419,488 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,419,488 WFS FINL INC COM 92923B10 7,252 168,057 SH DEFINED 1,2,5,10,12,14 168,057 WGL HLDGS INC COM 92924F10 54,420 1,757,768 SH DEFINED 1,2,5,6,13 1,757,768 W-H ENERGY SVCS INC COM 92925E10 8,745 365,426 SH DEFINED 1,2,5 365,426 WHEELING PITTSBURGH COM NEW 96314230 3,662 117,951 SH DEFINED 1,2 117,951 WHIRLPOOL CORP COM 96332010 134,082 1,979,650 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,979,650 WHITE ELECTR DESIGNS COM 96380110 2,040 417,200 SH DEFINED 1,5 417,200 WHITE MTNS INS GROUP COM G9618E10 8,633 14,188 SH DEFINED 1,5 14,188 WHITEHALL JEWELLERS COM 96506310 106 14,892 SH DEFINED 1 14,892 WHITING PETE CORP NE COM 96638710 16,028 393,031 SH DEFINED 1,2 393,031 WHITNEY HLDG CORP COM 96661210 16,389 368,219 SH DEFINED 1,2,5 368,219 WHOLE FOODS MKT INC COM 96683710 115,014 1,126,152 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,126,152 WILD OATS MARKETS IN COM 96808B10 4,572 430,105 SH DEFINED 1,2 430,105 WILEY JOHN & SONS IN CL A 96822320 20,419 579,269 SH DEFINED 1,2,5 579,269 WILLIAMS CLAYTON ENE COM 96949010 2,112 81,534 SH DEFINED 1,2 81,534 WILLIAMS COS INC DEL COM 96945710 315,543 16,775,297 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,775,297 WILLIAMS SONOMA INC COM 96990410 52,451 1,427,248 SH DEFINED 1,2,5,12,13 1,427,248 WILLIS GROUP HOLDING SHS G9665510 3,639 98,688 SH DEFINED 1,5 98,688 WILLOW GROVE BANCORP COM 97111W10 222 13,816 SH DEFINED 1 13,816 WILMINGTON TRUST COR COM 97180710 30,168 859,487 SH DEFINED 1,2,5,13 859,487 WILSHIRE BANCORP INC COM 97186T10 2,518 193,130 SH DEFINED 1,2 193,130 WILSHIRE ENTERPRISES COM 97188910 139 17,686 SH DEFINED 1 17,686 WILSON GREATBATCH TE COM 97223210 6,328 346,933 SH DEFINED 1,2,5,6 346,933 WILSONS THE LEATHER COM 97246310 401 83,974 SH DEFINED 1,2 83,974 WIND RIVER SYSTEMS I COM 97314910 21,345 1,415,427 SH DEFINED 1,2,5,13 1,415,427 WINNEBAGO INDS INC COM 97463710 16,760 530,384 SH DEFINED 1,2,6 530,384 WINSTON HOTELS INC COM 97563A10 7,016 599,644 SH DEFINED 1,2,3,5 599,644 WINTRUST FINANCIAL C COM 97650W10 15,574 330,718 SH DEFINED 1,2 330,718 WIPRO LTD SPON ADR 1 97651M10 1,291 63,255 SH DEFINED 1 63,255 WIRELESS FACILITIES COM 97653A10 4,388 702,039 SH DEFINED 1,2 702,039 WIRELESS TELECOM GRO COM 97652410 26 10,100 SH DEFINED 1 10,100 WISCONSIN ENERGY COR COM 97665710 73,987 2,084,130 SH DEFINED 1,2,5,7,8,10,12,13,14 2,084,130 WITNESS SYS INC COM 97742410 5,814 331,256 SH DEFINED 1,2 331,256 WJ COMMUNICATIONS IN COM 92928410 824 346,058 SH DEFINED 1 346,058 WMC RES LTD SPONSORED 92928R10 297 12,089 SH DEFINED 1 12,089 WMS INDS INC COM 92929710 11,674 414,565 SH DEFINED 1,2,6 414,565 WOLSELEY PLC SPONSORED 97786P10 214 4,997 SH DEFINED 1 4,997 WOLVERINE TUBE INC COM 97809310 222 24,849 SH DEFINED 1,6 24,849 WOLVERINE WORLD WIDE COM 97809710 29,953 1,397,731 SH DEFINED 1,2,5,6 1,397,731 WOODHEAD INDS INC COM 97943810 2,465 181,259 SH DEFINED 1,2 181,259 WOODWARD GOVERNOR CO COM 98074510 11,697 163,141 SH DEFINED 1,2,5,6 163,141 WORLD ACCEP CORP DEL COM 98141910 6,902 270,435 SH DEFINED 1,2 270,435 WORLD FUEL SVCS CORP COM 98147510 10,117 321,184 SH DEFINED 1,2 321,184 WORLD WRESTLING ENTM CL A 98156Q10 2,355 196,269 SH DEFINED 1,2 196,269 WORLDWIDE RESTRNT CO COM 98160A10 70 13,700 SH DEFINED 1 13,700 WORTHINGTON INDS INC COM 98181110 19,630 1,018,140 SH DEFINED 1,2,5,6,13 1,018,140 WPP GROUP PLC SPON ADR N 92930930 4,049 71,374 SH DEFINED 1 71,374 WPS RESOURCES CORP COM 92931B10 26,362 498,155 SH DEFINED 1,2,5,13 498,155 WRIGHT EXPRESS CORP COM 98233Q10 711 41,600 SH DEFINED 1,2 41,600 WRIGHT MED GROUP INC COM 98235T10 9,141 380,881 SH DEFINED 1,2 380,881 WRIGLEY WM JR CO COM 98252610 329,209 5,020,731 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,020,731 WSFS FINL CORP COM 92932810 6,762 128,644 SH DEFINED 1,2,5 128,644 WYETH COM 98302410 1,620,113 38,409,506 SH DEFINED 1,2,5,6,7,8,10,12,13,14 38,409,506 WYNDHAM INTL INC CL A 98310110 59 73,710 SH DEFINED 1 73,710 WYNN RESORTS LTD COM 98313410 24,845 366,770 SH DEFINED 1,2,5 366,770 XANSER CORP COM 98389J10 39 12,100 SH DEFINED 1 12,100 XCEL ENERGY INC COM 98389B10 244,061 14,206,115 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,206,115 XEROX CORP COM 98412110 1,264,952 83,495,152 SH DEFINED 1,2,5,6,7,8,10,12,13,14 83,495,152 XILINX INC COM 98391910 287,015 9,819,205 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,819,205 XL CAP LTD CL A G9825510 271,489 3,751,397 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,751,397 XM SATELLITE RADIO H CL A 98375910 66,566 2,104,513 SH DEFINED 1,2,5,7,8,10,12,13,14 2,104,513 XOMA LTD ORD G9825R10 127 126,847 SH DEFINED 1,2,5 126,847 X-RITE INC COM 98385710 5,016 333,506 SH DEFINED 1,2,6 333,506 XTO ENERGY INC COM 98385X10 340,282 10,361,813 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,361,813 XYBERNAUT CORP COM 98414910 841 2,002,004 SH DEFINED 1,2 2,002,004 YAHOO INC COM 98433210 1,303,587 38,453,889 SH DEFINED 1,2,5,6,7,8,10,12,13,14 38,453,889 YANKEE CANDLE INC COM 98475710 23,190 731,551 SH DEFINED 1,2,5 731,551 YARDVILLE NATL BANCO COM 98502110 4,157 127,443 SH DEFINED 1,2 127,443 YELLOW ROADWAY CORP COM 98557710 127,528 2,178,482 SH DEFINED 1,2,5,10,12,13 2,178,482 YORK INTL CORP NEW COM 98667010 32,881 839,223 SH DEFINED 1,2,5,13 839,223 YOUNG BROADCASTING I CL A 98743410 2,165 250,538 SH DEFINED 1,2 250,538 YOUNG INNOVATIONS IN COM 98752010 2,984 81,414 SH DEFINED 1,2 81,414 YUM BRANDS INC COM 98849810 602,130 11,621,885 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,621,885 ZALE CORP NEW COM 98885810 33,889 1,140,267 SH DEFINED 1,2,5,6 1,140,267 ZEBRA TECHNOLOGIES C CL A 98920710 41,988 884,151 SH DEFINED 1,2,5,12,13 884,151 ZENITH NATL INS CORP COM 98939010 8,605 165,925 SH DEFINED 1,2 165,925 ZHONE TECHNOLOGIES I COM 98950P10 1,904 746,801 SH DEFINED 1,2 746,801 ZILA INC COM PAR $0 98951320 2,419 598,639 SH DEFINED 1,2,5 598,639 ZIMMER HLDGS INC COM 98956P10 554,713 7,129,071 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,129,071 ZIONS BANCORPORATION COM 98970110 183,600 2,660,096 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,660,096 ZIPREALTY INC COM 98974V10 417 29,628 SH DEFINED 1 29,628 ZIX CORP COM 98974P10 1,273 340,405 SH DEFINED 1,2,6 340,405 ZOLL MED CORP COM 98992210 2,993 132,848 SH DEFINED 1,2 132,848 ZORAN CORP COM 98975F10 7,063 682,455 SH DEFINED 1,2,5 682,455 ZYGO CORP COM 98985510 3,513 271,046 SH DEFINED 1,2 271,046 ZYMOGENETICS INC COM 98985T10 3,963 259,729 SH DEFINED 1,2 259,729 ----------- TOTAL MARKET VALUE 458,793,352