UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: MARCH 31, 2006 ----------------------- Check Here if Amendment / /; Amendment Number: --------- This Amendment (Check only one.): / / is a restatement. / / adds new holdings entries. Institutional Investment Manager Filing this Report: Name: STATE STREET CORPORATION ------------------------------- Address: ONE LINCOLN STREET ------------------------------- BOSTON, MASSACHUSETTS 02111 ------------------------------- Form 13F File Number: 28-00399 --------------------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: PAMELA D. GORMLEY ------------------------------------------------- Title: EXECUTIVE VICE PRESIDENT AND CORPORATE CONTROLLER ------------------------------------------------- Phone: 617-664-7902 ------------------------------------------------- Signature, Place, and Date of Signing: /s/ PAMELA D. GORMLEY Boston, Massachusetts May 15, 2006 ------------------------------- --------------------- -------------- [Signature] [City, State] [Date] Report Type (Check only one.): / / 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) / / 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) /X/ 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) 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.) ----- ----------------------------------------------------------------- 28-00115 T. Rowe Price Associates, Inc. ----- ----------------------------------------------------------------- 28-00694 JP Morgan Chase & Co (JP Morgan Fleming Asset Management Limited) ----- ----------------------------------------------------------------- 28-03459 Smith Asset Management Group L.P. ----- ----------------------------------------------------------------- 28-04557 Wellington Management Company LLP ----- ----------------------------------------------------------------- FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 12 -------------------- Form 13F Information Table Entry Total: 3,947 -------------------- Form 13F Information Table Value Total: 465,622,161 -------------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 1 28-00733 State Street Bank and Trust Company ----- ----------------- ---------------------------------------------- 2 28-11338 SSgA Funds Management, Inc. ----- ----------------- ---------------------------------------------- 3 28-11339 Tuckerman Group, LLC ----- ----------------- ---------------------------------------------- 4 28-11328 Rexiter Capital Management LTD ----- ----------------- ---------------------------------------------- 5 28-11326 State Street Global Advisors LTD ----- ----------------- ---------------------------------------------- 6 28-11327 State Street Global Advisors Ltd. ----- ----------------- ---------------------------------------------- 7 28-11329 State Street Banque, SA ----- ----------------- ---------------------------------------------- 8 28-11330 State Street Global Advisors, Australia ----- ----------------- ---------------------------------------------- 10 28-11332 State Street Global Advisors (Japan) Co., Ltd. ----- ----------------- ---------------------------------------------- 12 28-11331 State Street Global Advisors Asia LTD ----- ----------------- ---------------------------------------------- 13 28-11334 State Street Global Advisors GmbH ----- ----------------- ---------------------------------------------- 14 28-11333 State Street Trust & Banking Co., Ltd. ----- ----------------- ---------------------------------------------- STATE STREET CORPORATION (STT) FORM 13F INFORMATION TABLE AS OF MARCH 31, 2006 COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------------------- ---------- -------- ----------- -------------------- ---------- ----------------------- ----------------------- TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE -------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ---- 1 800 FLOWERS COM CL A 68243Q10 3,429 483,012 SH DEFINED 1,2 483,012 1-800 CONTACTS INC COM 68197710 2,162 160,761 SH DEFINED 1,2 160,761 1ST SOURCE CORP COM 33690110 9,749 325,187 SH DEFINED 1,2 325,187 21ST CENTY INS GROUP COM 90130N10 9,158 579,603 SH DEFINED 1,2,5 579,603 24/7 REAL MEDIA INC COM NEW 90131420 653 62,396 SH DEFINED 1,5 62,396 3COM CORP COM 88553510 38,624 7,543,796 SH DEFINED 1,2,5,6,13 7,543,796 3-D SYS CORP DEL COM NEW 88554D20 3,102 145,154 SH DEFINED 1,2 145,154 3M CO COM 88579Y10 4,357,654 57,572,390 SH DEFINED 1,2,5,6,7,8,10,12,13,14 57,572,390 4 KIDS ENTMT INC COM 35086510 5,323 309,649 SH DEFINED 1,2,6 309,649 8X8 INC NEW COM 28291410 45 25,500 SH DEFINED 1 25,500 99 CENTS ONLY STORES COM 65440K10 11,687 861,889 SH DEFINED 1,2,5,13 861,889 A C MOORE ARTS & CRA COM 00086T10 3,529 191,781 SH DEFINED 1,2,5 191,781 A D C TELECOMMUNICAT COM NEW 00088630 77,695 3,036,158 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,036,158 A S V INC COM 00196310 10,004 310,500 SH DEFINED 1,2,6 310,500 AAMES INVT CORP MD COM 00253G10 3,019 531,445 SH DEFINED 1,2 531,445 AAON INC COM PAR $0 00036020 3,073 128,529 SH DEFINED 1,2 128,529 AAR CORP COM 00036110 16,984 596,332 SH DEFINED 1,2,5,6 596,332 AARON RENTS INC COM 00253520 18,663 686,898 SH DEFINED 1,2,6 686,898 AASTROM BIOSCIENCES COM 00253U10 2,568 1,265,167 SH DEFINED 1,2,5 1,265,167 ABAXIS INC COM 00256710 6,161 271,648 SH DEFINED 1,2 271,648 ABB LTD SPONSORED 00037520 585 46,644 SH DEFINED 1 46,644 ABBOTT LABS COM 00282410 1,796,793 42,307,336 SH DEFINED 1,2,5,6,7,8,10,12,13,14 42,307,336 ABERCROMBIE & FITCH CL A 00289620 101,183 1,735,558 SH DEFINED 1,2,5,7,8,10,12,13,14 1,735,558 ABGENIX INC COM 00339B10 26,588 1,181,701 SH DEFINED 1,2,5 1,181,701 ABIOMED INC COM 00365410 2,743 212,658 SH DEFINED 1,2 212,658 ABITIBI-CONSOLIDATED COM 00392410 57 13,803 SH DEFINED 1,13 13,803 ABM INDS INC COM 00095710 14,557 759,387 SH DEFINED 1,2,5,6 759,387 ABN AMRO HLDG NV SPONSORED 00093710 2,878 96,334 SH DEFINED 1 96,334 ABRAXAS PETE CORP COM 00383010 413 70,400 SH DEFINED 1,2,5 70,400 ABX AIR INC COM 00080S10 5,135 754,076 SH DEFINED 1,2 754,076 ACACIA RESH CORP ACACIA TCH 00388130 181 20,533 SH DEFINED 1,5 20,533 ACADIA PHARMACEUTICA COM 00422510 3,101 194,046 SH DEFINED 1,2,5 194,046 ACADIA RLTY TR COM SH BEN 00423910 19,530 829,291 SH DEFINED 1,2,3,5 829,291 ACCELRYS INC COM 00430U10 532 73,218 SH DEFINED 1,2,5 73,218 ACCENTURE LTD BERMUD CL A G1150G11 90,329 3,003,947 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,003,947 ACCO BRANDS CORP COM 00081T10 8,633 388,864 SH DEFINED 1,2,5,7,8 388,864 ACCREDITED HOME LEND COM 00437P10 12,973 253,486 SH DEFINED 1,2,5 253,486 ACCURIDE CORP COM 00439810 1,614 140,325 SH DEFINED 1,2 140,325 ACE CASH EXPRESS INC COM 00440310 4,046 162,562 SH DEFINED 1,2 162,562 ACE LTD ORD G0070K10 406,334 7,812,618 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,812,618 ACETO CORP COM 00444610 190 25,807 SH DEFINED 1 25,807 ACME COMMUNICATION I COM 00463110 190 45,878 SH DEFINED 1,2 45,878 ACTEL CORP COM 00493410 5,536 347,278 SH DEFINED 1,2,6 347,278 ACTIVE POWER INC COM 00504W10 136 27,164 SH DEFINED 1 27,164 ACTIVIDENTITY CORP COM 00506P10 221 52,628 SH DEFINED 1 52,628 ACTIVISION INC NEW COM NEW 00493020 52,515 3,808,220 SH DEFINED 1,2,5,13 3,808,220 ACTUANT CORP CL A NEW 00508X20 23,287 380,387 SH DEFINED 1,2 380,387 ACTUATE CORP COM 00508B10 400 94,171 SH DEFINED 1,5 94,171 ACUITY BRANDS INC COM 00508Y10 38,258 956,453 SH DEFINED 1,2,5,6 956,453 ACXIOM CORP COM 00512510 57,540 2,226,782 SH DEFINED 1,2,5,6,12,13 2,226,782 ADAMS RESPIRATORY TH COM 00635P10 6,174 155,252 SH DEFINED 1,2 155,252 ADAPTEC INC COM 00651F10 9,325 1,686,292 SH DEFINED 1,2,5,6 1,686,292 ADE CORP MASS COM 00089C10 3,840 125,399 SH DEFINED 1,2 125,399 ADECCO SA SPONSORED 00675410 383 27,327 SH DEFINED 1 27,327 ADESA INC COM 00686U10 52,347 1,957,619 SH DEFINED 1,2,5,6,10,12,13 1,957,619 ADEZA BIOMEDICAL COR COM 00686410 1,088 51,492 SH DEFINED 1 51,492 ADMINISTAFF INC COM 00709410 30,676 564,306 SH DEFINED 1,2,5,6 564,306 ADOBE SYS INC COM 00724F10 564,465 16,150,657 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,150,657 ADOLOR CORP COM 00724X10 13,893 583,739 SH DEFINED 1,2,5 583,739 ADTRAN INC COM 00738A10 42,519 1,624,724 SH DEFINED 1,2,5,6,12,13 1,624,724 ADVANCE AMER CASH AD COM 00739W10 12,736 885,674 SH DEFINED 1,2 885,674 ADVANCE AUTO PARTS I COM 00751Y10 92,797 2,228,549 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,228,549 ADVANCED ANALOGIC TE COM 00752J10 1,759 154,330 SH DEFINED 1,2 154,330 ADVANCED DIGITAL INF COM 00752510 14,768 1,682,026 SH DEFINED 1,2,5 1,682,026 ADVANCED ENERGY INDS COM 00797310 5,851 414,109 SH DEFINED 1,2,6 414,109 ADVANCED MAGNETICS I COM 00753P10 356 9,300 SH DEFINED 1 9,300 ADVANCED MEDICAL OPT COM 00763M10 48,369 1,037,068 SH DEFINED 1,2,5,13 1,037,068 ADVANCED MICRO DEVIC COM 00790310 399,548 12,049,101 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,049,101 ADVANCED SEMICONDUCT SPONSORED 00756M40 9,055 1,943,046 SH DEFINED 1,4 1,943,046 ADVANTA CORP CL A 00794210 206 6,040 SH DEFINED 1 6,040 ADVANTA CORP CL B 00794220 14,047 380,989 SH DEFINED 1,2 380,989 ADVANTEST CORP SPONSORED 00762U10 387 13,030 SH DEFINED 1 13,030 ADVENT SOFTWARE INC COM 00797410 17,974 632,430 SH DEFINED 1,2,5,13 632,430 ADVENTRX PHARMACEUTI COM 00764X10 227 45,800 SH DEFINED 1,5 45,800 ADVISORY BRD CO COM 00762W10 13,573 243,380 SH DEFINED 1,2 243,380 ADVO INC COM 00758510 18,971 592,833 SH DEFINED 1,2,5,6 592,833 AEGON N V ORD AMER R 00792410 1,389 75,386 SH DEFINED 1,2 75,386 AEROFLEX INC COM 00776810 15,456 1,125,735 SH DEFINED 1,2,5,6 1,125,735 AEROPOSTALE COM 00786510 40,976 1,358,620 SH DEFINED 1,2,5,13 1,358,620 AES CORP COM 00130H10 355,901 20,861,750 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,861,750 AETHER HLDGS INC COM 00809C10 120 31,111 SH DEFINED 1 31,111 AETNA INC NEW COM 00817Y10 1,617,991 32,926,146 SH DEFINED 1,2,5,6,7,8,10,12,13,14 32,926,146 AFC ENTERPRISES INC COM 00104Q10 3,373 242,674 SH DEFINED 1,2 242,674 AFFILIATED COMPUTER CL A 00819010 195,608 3,278,719 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,278,719 AFFILIATED MANAGERS COM 00825210 42,412 397,822 SH DEFINED 1,2,5 397,822 AFFIRMATIVE INS HLDG COM 00827210 909 68,832 SH DEFINED 1,2 68,832 AFFORDABLE RESIDENTI COM 00827310 6,738 641,761 SH DEFINED 1,2,3,5 641,761 AFFYMETRIX INC COM 00826T10 35,337 1,073,109 SH DEFINED 1,2,5,6,12,13 1,073,109 AFLAC INC COM 00105510 571,185 12,656,446 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,656,446 AFTERMARKET TECHNOLO COM 00831810 11,305 499,994 SH DEFINED 1,2,5 499,994 AGCO CORP COM 00108410 39,146 1,887,448 SH DEFINED 1,2,5,13 1,887,448 AGERE SYS INC COM 00845V30 30,973 2,059,400 SH DEFINED 1,2,5,12 2,059,400 AGILE SOFTWARE CORP COM 00846X10 5,754 754,083 SH DEFINED 1,2 754,083 AGILENT TECHNOLOGIES COM 00846U10 512,484 13,648,037 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,648,037 AGILYSYS INC COM 00847J10 13,736 912,093 SH DEFINED 1,2,6 912,093 AGL RES INC COM 00120410 39,961 1,108,494 SH DEFINED 1,2,5,6,13 1,108,494 AGREE REALTY CORP COM 00849210 3,470 108,111 SH DEFINED 1,2,3 108,111 AIR METHODS CORP COM PAR $. 00912830 626 21,200 SH DEFINED 1,2 21,200 AIR PRODS & CHEMS IN COM 00915810 891,562 13,269,260 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,269,260 AIRGAS INC COM 00936310 36,694 938,701 SH DEFINED 1,2,5,13 938,701 AIRSPAN NETWORKS INC COM 00950H10 2,563 379,771 SH DEFINED 1,2 379,771 AIRTRAN HLDGS INC COM 00949P10 35,185 1,942,835 SH DEFINED 1,2,13 1,942,835 AIXTRON AKTIENGESELL SPONSORED 00960610 45 10,404 SH DEFINED 1,5 10,404 AK STL HLDG CORP COM 00154710 32,043 2,136,232 SH DEFINED 1,2,5 2,136,232 AKAMAI TECHNOLOGIES COM 00971T10 40,559 1,233,156 SH DEFINED 1,2,5,6,12 1,233,156 AKORN INC COM 00972810 58 11,900 SH DEFINED 1 11,900 AKSYS LTD COM 01019610 36 28,193 SH DEFINED 1 28,193 AKZO NOBEL NV SPONSORED 01019930 495 9,381 SH DEFINED 1 9,381 ALABAMA NATL BANCORP COM 01031710 12,244 178,999 SH DEFINED 1,2 178,999 ALAMO GROUP INC COM 01131110 1,472 66,475 SH DEFINED 1,2 66,475 ALASKA AIR GROUP INC COM 01165910 38,687 1,091,323 SH DEFINED 1,2,6,13 1,091,323 ALASKA COMMUNICATION COM 01167P10 1,977 162,973 SH DEFINED 1,2 162,973 ALBANY INTL CORP CL A 01234810 18,571 487,551 SH DEFINED 1,2,6 487,551 ALBANY MOLECULAR RES COM 01242310 7,812 768,914 SH DEFINED 1,2,5 768,914 ALBEMARLE CORP COM 01265310 25,318 558,272 SH DEFINED 1,2,5,13 558,272 ALBERTO CULVER CO COM 01306810 79,260 1,791,992 SH DEFINED 1,2,5,6,10,12,13 1,791,992 ALBERTSONS INC COM 01310410 242,433 9,444,197 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,444,197 ALCATEL SPONSORED 01390430 818 53,116 SH DEFINED 1 53,116 ALCOA INC COM 01381710 861,026 28,174,930 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,174,930 ALCON INC COM SHS H0130110 10,384 99,595 SH DEFINED 1,5,6,12 99,595 ALDERWOODS GROUP INC COM 01438310 21,119 1,179,825 SH DEFINED 1,2,5 1,179,825 ALDILA INC COM NEW 01438420 279 8,400 SH DEFINED 2 8,400 ALERIS INTL INC COM 01447710 19,331 402,147 SH DEFINED 1,2 402,147 ALEXANDER & BALDWIN COM 01448210 31,591 662,553 SH DEFINED 1,2,5,6,12,13 662,553 ALEXANDERS INC COM 01475210 15,511 53,672 SH DEFINED 1,2,3,5 53,672 ALEXANDRIA REAL ESTA COM 01527110 49,525 519,510 SH DEFINED 1,2,3,5 519,510 ALEXION PHARMACEUTIC COM 01535110 15,230 429,971 SH DEFINED 1,2,5 429,971 ALFA CORP COM 01538510 9,955 580,834 SH DEFINED 1,2 580,834 ALFACELL CORP COM 01540410 86 23,193 SH DEFINED 1 23,193 ALICO INC COM 01623010 2,097 46,150 SH DEFINED 1,2 46,150 ALIGN TECHNOLOGY INC COM 01625510 7,694 839,081 SH DEFINED 1,2 839,081 ALKERMES INC COM 01642T10 42,348 1,920,532 SH DEFINED 1,2,5 1,920,532 ALLEGHANY CORP DEL COM 01717510 14,706 50,797 SH DEFINED 1,2,5 50,797 ALLEGHENY ENERGY INC COM 01736110 165,885 4,900,580 SH DEFINED 1,2,5,6,10,12,13 4,900,580 ALLEGHENY TECHNOLOGI COM 01741R10 135,414 2,213,374 SH DEFINED 1,2,5,6,10,12,13 2,213,374 ALLERGAN INC COM 01849010 412,356 3,800,513 SH DEFINED 1,2,5,6,10,12,13 3,800,513 ALLETE INC COM NEW 01852230 18,254 391,708 SH DEFINED 1,2,5 391,708 ALLIANCE DATA SYSTEM COM 01858110 56,224 1,202,135 SH DEFINED 1,2,5,7,10,12,13,14 1,202,135 ALLIANCE FIBER OPTIC COM 01868010 24 10,841 SH DEFINED 1 10,841 ALLIANCE IMAGING INC COM NEW 01860620 3,335 517,888 SH DEFINED 1,2 517,888 ALLIANCE ONE INTL IN COM 01877210 7,178 1,476,852 SH DEFINED 1,2,5,6 1,476,852 ALLIANCE RES PARTNER UT LTD PAR 01877R10 1,209 33,500 SH DEFINED 1,2,5 33,500 ALLIANCE SEMICONDUCT COM 01877H10 62 22,459 SH DEFINED 1 22,459 ALLIANCEBERNSTEIN HO UNIT LTD P 01881G10 11,717 176,864 SH DEFINED 1,2,5 176,864 ALLIANT ENERGY CORP COM 01880210 59,746 1,898,518 SH DEFINED 1,2,5,12,13 1,898,518 ALLIANT TECHSYSTEMS COM 01880410 52,313 677,895 SH DEFINED 1,2,5,12,13 677,895 ALLIANZ AKTIENGESELL SP ADR 1/1 01880510 22,077 1,322,784 SH DEFINED 1 1,322,784 ALLIED CAP CORP NEW COM 01903Q10 48,493 1,584,747 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,584,747 ALLIED DEFENSE GROUP COM 01911810 213 9,694 SH DEFINED 1,5 9,694 ALLIED HEALTHCARE IN COM 01923A10 1,675 345,369 SH DEFINED 1,2 345,369 ALLIED IRISH BKS P L SPON ADR O 01922840 693 14,602 SH DEFINED 1 14,602 ALLIED WASTE INDS IN COM PAR$.0 01958930 62,379 5,096,326 SH DEFINED 1,2,5,6,10,12,13 5,096,326 ALLION HEALTHCARE IN COM 01961510 497 36,667 SH DEFINED 1 36,667 ALLOS THERAPEUTICS I COM 01977710 649 185,029 SH DEFINED 1,2 185,029 ALLOY INC NEW COM 01985530 2,725 203,237 SH DEFINED 1,2 203,237 ALLSCRIPTS HEALTHCAR COM 01988P10 8,842 482,925 SH DEFINED 1,2 482,925 ALLSTATE CORP COM 02000210 1,055,720 20,259,443 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,259,443 ALLTEL CORP COM 02003910 628,066 9,699,854 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,699,854 ALNYLAM PHARMACEUTIC COM 02043Q10 389 22,100 SH DEFINED 1,2,5 22,100 ALON USA ENERGY INC COM 02052010 2,635 107,034 SH DEFINED 1,2 107,034 ALPHA NATURAL RESOUR COM 02076X10 8,476 366,284 SH DEFINED 1,2 366,284 ALPHARMA INC CL A 02081310 36,099 1,345,966 SH DEFINED 1,2,5,6 1,345,966 ALTAIR NANOTECHNOLOG COM 02137310 231 65,000 SH DEFINED 1,5 65,000 ALTEON INC COM 02144G10 2 10,500 SH DEFINED 1 10,500 ALTERA CORP COM 02144110 196,349 9,513,051 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,513,051 ALTIRIS INC COM 02148M10 6,135 278,727 SH DEFINED 1,2,6 278,727 ALTRIA GROUP INC COM 02209S10 5,750,663 81,155,284 SH DEFINED 1,2,5,6,7,8,10,12,13,14 81,155,284 ALUMINA LTD SPONSORED 02220510 309 14,643 SH DEFINED 1 14,643 ALVARION LTD SHS M0861T10 204 22,696 SH DEFINED 1,2,5 22,696 AMAZON COM INC COM 02313510 281,768 7,713,322 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,713,322 AMB PROPERTY CORP COM 00163T10 123,130 2,268,845 SH DEFINED 1,2,3,5,12,13 2,268,845 AMBAC FINL GROUP INC COM 02313910 236,546 2,971,682 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,971,682 AMBASSADORS GROUP IN COM 02317710 5,699 224,380 SH DEFINED 1,2 224,380 AMCOL INTL CORP COM 02341W10 8,114 281,750 SH DEFINED 1,2 281,750 AMCORE FINL INC COM 02391210 10,004 316,383 SH DEFINED 1,2,5 316,383 AMDOCS LTD ORD G0260210 8,092 224,408 SH DEFINED 1,5,6,12 224,408 AMEDISYS INC COM 02343610 8,748 251,740 SH DEFINED 1,2,6 251,740 AMERADA HESS CORP COM 02355110 341,748 2,399,913 SH DEFINED 1,2,5,6,10,12,13 2,399,913 AMERCO COM 02358610 14,971 151,270 SH DEFINED 1,2 151,270 AMEREN CORP COM 02360810 299,949 6,020,661 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,020,661 AMERICA MOVIL S A DE SPON ADR L 02364W10 23,459 684,729 SH DEFINED 1,2 684,729 AMERICA SVC GROUP IN COM 02364L10 1,763 135,320 SH DEFINED 1,2 135,320 AMERICAN AXLE & MFG COM 02406110 11,638 679,365 SH DEFINED 1,2,5 679,365 AMERICAN CAMPUS CMNT COM 02483510 9,831 379,442 SH DEFINED 1,2,3 379,442 AMERICAN CAPITAL STR COM 02493710 30,669 872,277 SH DEFINED 1,2,5 872,277 AMERICAN COMMERCIAL COM NEW 02519520 538 11,401 SH DEFINED 1,2 11,401 AMERICAN DENTAL PART COM 02535310 1,908 141,364 SH DEFINED 1,2 141,364 AMERICAN EAGLE OUTFI COM 02553E10 125,888 4,215,956 SH DEFINED 1,2,5,6,10,12,13 4,215,956 AMERICAN ECOLOGY COR COM NEW 02553340 2,961 145,265 SH DEFINED 1,2 145,265 AMERICAN ELEC PWR IN COM 02553710 496,103 14,582,675 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,582,675 AMERICAN EQTY INVT L COM 02567620 8,953 624,321 SH DEFINED 1,2 624,321 AMERICAN EXPRESS CO COM 02581610 1,875,167 35,683,484 SH DEFINED 1,2,5,6,7,8,10,12,13,14 35,683,484 AMERICAN FINL GROUP COM 02593210 65,040 1,563,075 SH DEFINED 1,2,5,7,10,13,14 1,563,075 AMERICAN FINL RLTY T COM 02607P30 12,146 1,042,591 SH DEFINED 1,2,3,5 1,042,591 AMERICAN GREETINGS C CL A 02637510 37,704 1,743,928 SH DEFINED 1,2,5,6,7,10,13,14 1,743,928 AMERICAN HOME MTG IN COM 02660R10 24,002 769,055 SH DEFINED 1,2,5 769,055 AMERICAN INTL GROUP COM 02687410 4,745,499 71,803,579 SH DEFINED 1,2,5,6,7,8,10,12,13,14 71,803,579 AMERICAN ITALIAN PAS CL A 02707010 2,852 455,523 SH DEFINED 1,2,5,6 455,523 AMERICAN LD LEASE IN COM 02711810 526 19,232 SH DEFINED 1,2,3 19,232 AMERICAN MED SYS HLD COM 02744M10 25,011 1,111,595 SH DEFINED 1,2,6 1,111,595 AMERICAN NATL INS CO COM 02859110 10,712 95,573 SH DEFINED 1,2,5 95,573 AMERICAN PAC CORP COM 02874010 96 10,500 SH DEFINED 1 10,500 AMERICAN PHARMACEUTI COM 02886P10 6,340 222,535 SH DEFINED 1,2,12 222,535 AMERICAN PHYSICIANS COM 02888410 6,337 132,013 SH DEFINED 1,2 132,013 AMERICAN PWR CONVERS COM 02906610 110,422 4,778,118 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,778,118 AMERICAN RAILCAR IND COM 02916P10 531 15,130 SH DEFINED 1,2 15,130 AMERICAN REAL ESTATE DEPOSITRY 02916910 723 15,690 SH DEFINED 1,2 15,690 AMERICAN REPROGRAPHI COM 02926310 7,653 220,620 SH DEFINED 1,2 220,620 AMERICAN RETIREMENT COM 02891310 9,657 376,913 SH DEFINED 1,2 376,913 AMERICAN SCIENCE & E COM 02942910 9,465 101,343 SH DEFINED 1,2 101,343 AMERICAN SOFTWARE IN CL A 02968310 87 11,915 SH DEFINED 1 11,915 AMERICAN STD COS INC COM 02971210 216,705 5,056,115 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,056,115 AMERICAN STS WTR CO COM 02989910 8,181 218,975 SH DEFINED 1,2 218,975 AMERICAN SUPERCONDUC COM 03011110 4,466 393,443 SH DEFINED 1,2,5 393,443 AMERICAN TECHNICNAL COM 03013710 257 17,700 SH DEFINED 1 17,700 AMERICAN TECHNOLOGY COM NEW 03014520 105 25,097 SH DEFINED 1 25,097 AMERICAN TOWER CORP CL A 02991220 204,604 6,748,163 SH DEFINED 1,2,5,7,8,10,12,13,14 6,748,163 AMERICAN VANGUARD CO COM 03037110 4,105 134,362 SH DEFINED 1,2 134,362 AMERICAN WOODMARK CO COM 03050610 5,463 153,901 SH DEFINED 1,2 153,901 AMERICANWEST BANCORP COM 03058P10 4,172 157,608 SH DEFINED 1,2 157,608 AMERICAS CAR MART IN COM 03062T10 2,282 106,134 SH DEFINED 1,2,5 106,134 AMERICREDIT CORP COM 03060R10 108,128 3,518,662 SH DEFINED 1,2,5,10,12,13 3,518,662 AMERIGROUP CORP COM 03073T10 23,107 1,098,243 SH DEFINED 1,2,5,6,12 1,098,243 AMERIPRISE FINL INC COM 03076C10 292,066 6,481,713 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,481,713 AMERIS BANCORP COM 03076K10 4,406 189,432 SH DEFINED 1,2 189,432 AMERISOURCEBERGEN CO COM 03073E10 520,389 10,780,799 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,780,799 AMERISTAR CASINOS IN COM 03070Q10 9,376 363,536 SH DEFINED 1,2,5 363,536 AMERIVEST PPTYS INC COM 03071L10 159 35,900 SH DEFINED 1,3,5 35,900 AMERON INTL INC COM 03071010 8,553 116,803 SH DEFINED 1,2 116,803 AMERUS GROUP CO COM 03072M10 36,137 599,880 SH DEFINED 1,2,5,13 599,880 AMES NATL CORP COM 03100110 2,254 92,815 SH DEFINED 1,2 92,815 AMETEK INC NEW COM 03110010 52,491 1,167,505 SH DEFINED 1,2,5,6,12,13 1,167,505 AMGEN INC COM 03116210 2,503,076 34,406,547 SH DEFINED 1,2,5,6,7,8,10,12,13,14 34,406,547 AMICAS INC COM 00171210 2,683 568,372 SH DEFINED 1,2 568,372 AMIS HLDGS INC COM 03153810 16,783 1,852,454 SH DEFINED 1,2 1,852,454 AMKOR TECHNOLOGY INC COM 03165210 14,636 1,693,990 SH DEFINED 1,2,5 1,693,990 AMN HEALTHCARE SERVI COM 00174410 9,253 494,285 SH DEFINED 1,2 494,285 AMPCO-PITTSBURGH COR COM 03203710 206 10,300 SH DEFINED 1 10,300 AMPEX CORP DEL CL A NEW 03209230 3,461 172,347 SH DEFINED 1 172,347 AMPHENOL CORP NEW CL A 03209510 89,514 1,715,477 SH DEFINED 1,2,5,7,8,10,12,13,14 1,715,477 AMR CORP COM 00176510 57,644 2,131,012 SH DEFINED 1,2,5 2,131,012 AMREP CORP NEW COM 03215910 383 9,700 SH DEFINED 1 9,700 AMSOUTH BANCORPORATI COM 03216510 253,255 9,362,478 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,362,478 AMSURG CORP COM 03232P40 11,589 510,763 SH DEFINED 1,2,6 510,763 AMVESCAP PLC SPONSORED 03235E10 202 10,705 SH DEFINED 1 10,705 AMYLIN PHARMACEUTICA COM 03234610 70,092 1,431,908 SH DEFINED 1,2,5,6,12 1,431,908 ANADARKO PETE CORP COM 03251110 730,109 7,228,085 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,228,085 ANADIGICS INC COM 03251510 453 57,365 SH DEFINED 1,5 57,365 ANADYS PHARMACEUTICA COM 03252Q40 456 28,300 SH DEFINED 1,5 28,300 ANALOG DEVICES INC COM 03265410 373,514 9,754,859 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,754,859 ANALOGIC CORP COM PAR $0 03265720 14,115 213,210 SH DEFINED 1,2,6 213,210 ANALYSTS INTL CORP COM 03268110 31 11,201 SH DEFINED 1 11,201 ANAREN INC COM 03274410 7,117 365,525 SH DEFINED 1,2 365,525 ANCHOR BANCORP WIS I COM 03283910 10,017 330,499 SH DEFINED 1,2 330,499 ANDERSONS INC COM 03416410 7,417 94,808 SH DEFINED 1,2 94,808 ANDREW CORP COM 03442510 46,664 3,800,039 SH DEFINED 1,2,5,6,10,12,13 3,800,039 ANDRX CORP DEL ANDRX GROU 03455310 23,440 987,354 SH DEFINED 1,2,5 987,354 ANGELICA CORP COM 03466310 2,606 126,987 SH DEFINED 1,2,6 126,987 ANGIODYNAMICS INC COM 03475V10 3,506 116,648 SH DEFINED 1 116,648 ANGLO AMERN PLC ADR 03485P10 225 11,474 SH DEFINED 1 11,474 ANGLOGOLD ASHANTI LT SPONSORED 03512820 586 10,824 SH DEFINED 1 10,824 ANHEUSER BUSCH COS I COM 03522910 877,406 20,514,511 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,514,511 ANIKA THERAPEUTICS I COM 03525510 128 10,472 SH DEFINED 1 10,472 ANIXTER INTL INC COM 03529010 21,371 447,281 SH DEFINED 1,2,5,6 447,281 ANNALY MTG MGMT INC COM 03571040 12,425 1,023,459 SH DEFINED 1,2,5 1,023,459 ANNTAYLOR STORES COR COM 03611510 106,481 2,894,281 SH DEFINED 1,2,5,6,10,12,13 2,894,281 ANSOFT CORP COM 03638410 6,637 159,205 SH DEFINED 1,2 159,205 ANSWERTHINK INC COM 03691610 360 56,011 SH DEFINED 1,5 56,011 ANSYS INC COM 03662Q10 31,834 587,877 SH DEFINED 1,2,6 587,877 ANTEON INTL CORP COM 03674E10 30,074 551,217 SH DEFINED 1,2,13 551,217 ANTHRACITE CAP INC COM 03702310 14,429 1,314,116 SH DEFINED 1,2 1,314,116 ANTIGENICS INC DEL COM 03703210 966 352,513 SH DEFINED 1,2 352,513 ANWORTH MORTGAGE ASS COM 03734710 4,988 634,668 SH DEFINED 1,2,5 634,668 AO TATNEFT SPON ADR R 03737P30 3,485 33,849 SH DEFINED 1,2,5 33,849 AON CORP COM 03738910 741,350 17,859,555 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,859,555 AP PHARMA INC COM 00202J10 21 10,700 SH DEFINED 1 10,700 APAC CUSTOMER SERVIC COM 00185E10 41 18,498 SH DEFINED 1 18,498 APACHE CORP COM 03741110 648,679 9,901,989 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,901,989 APARTMENT INVT & MGM CL A 03748R10 168,661 3,596,187 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 3,596,187 APEX SILVER MINES LT ORD G0407410 331 13,938 SH DEFINED 1,2,5 13,938 APOGEE ENTERPRISES I COM 03759810 19,515 1,156,129 SH DEFINED 1,2,6 1,156,129 APOLLO GROUP INC CL A 03760410 195,017 3,713,897 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,713,897 APOLLO INVT CORP COM 03761U10 13,581 762,572 SH DEFINED 1,2 762,572 APPLE COMPUTER INC COM 03783310 1,571,787 25,060,375 SH DEFINED 1,2,5,6,7,8,10,12,13,14 25,060,375 APPLEBEES INTL INC COM 03789910 29,956 1,220,193 SH DEFINED 1,2,5,13 1,220,193 APPLERA CORP COM AP BIO 03802010 201,665 7,430,534 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,430,534 APPLERA CORP COM CE GEN 03802020 14,027 1,199,900 SH DEFINED 1,2,5 1,199,900 APPLICA INC COM 03815A10 96 29,561 SH DEFINED 1 29,561 APPLIED DIGITAL SOLU COM NEW 03818830 2,106 726,216 SH DEFINED 1,2 726,216 APPLIED FILMS CORP COM 03819710 3,925 202,005 SH DEFINED 1,2,5 202,005 APPLIED INDL TECHNOL COM 03820C10 25,447 570,557 SH DEFINED 1,2,6 570,557 APPLIED MATLS INC COM 03822210 726,018 41,463,051 SH DEFINED 1,2,5,6,7,8,10,12,13,14 41,463,051 APPLIED MICRO CIRCUI COM 03822W10 37,137 9,124,525 SH DEFINED 1,2,5,6,8,10,12,13 9,124,525 APPLIED SIGNAL TECHN COM 03823710 2,850 143,728 SH DEFINED 1,2,6 143,728 APRIA HEALTHCARE GRO COM 03793310 22,329 971,677 SH DEFINED 1,2,5,13 971,677 APTARGROUP INC COM 03833610 18,526 335,307 SH DEFINED 1,2,5 335,307 AQUA AMERICA INC COM 03836W10 50,920 1,830,347 SH DEFINED 1,2,5,6,12,13 1,830,347 AQUANTIVE INC COM 03839G10 17,892 760,066 SH DEFINED 1,2 760,066 AQUILA INC COM 03840P10 27,156 6,806,011 SH DEFINED 1,2,5,13 6,806,011 ARACRUZ CELULOSE S A SPON ADR P 03849620 234 4,413 SH DEFINED 1,2 4,413 ARAMARK CORP CL B 03852110 43,137 1,460,288 SH DEFINED 1,2,5,10 1,460,288 ARBINET THEXCHANGE I COM 03875P10 653 88,741 SH DEFINED 1,2 88,741 ARBITRON INC COM 03875Q10 20,182 596,754 SH DEFINED 1,2,5,6 596,754 ARBOR RLTY TR INC COM 03892310 7,917 293,320 SH DEFINED 1,2 293,320 ARCH CAP GROUP LTD ORD G0450A10 2,119 36,707 SH DEFINED 1,2,5 36,707 ARCH CHEMICALS INC COM 03937R10 9,694 318,886 SH DEFINED 1,2 318,886 ARCH COAL INC COM 03938010 72,168 950,332 SH DEFINED 1,2,5,6,12,13 950,332 ARCHER DANIELS MIDLA COM 03948310 601,532 17,876,134 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,876,134 ARCHSTONE SMITH TR COM 03958310 367,306 7,531,385 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 7,531,385 ARCTIC CAT INC COM 03967010 8,058 334,892 SH DEFINED 1,2,6 334,892 ARDEN GROUP INC CL A 03976210 2,600 27,974 SH DEFINED 1,2 27,974 ARDEN RLTY INC COM 03979310 54,774 1,213,692 SH DEFINED 1,2,3,5 1,213,692 ARENA PHARMACEUTICAL COM 04004710 15,778 871,245 SH DEFINED 1,2,5 871,245 ARENA RESOURCES INC COM 04004910 492 14,100 SH DEFINED 1,5 14,100 ARES CAP CORP COM 04010L10 7,561 440,085 SH DEFINED 1,2 440,085 ARGON ST INC COM 04014910 3,644 108,667 SH DEFINED 1,2 108,667 ARGONAUT GROUP INC COM 04015710 20,753 583,756 SH DEFINED 1,2,5 583,756 ARIAD PHARMACEUTICAL COM 04033A10 4,851 737,284 SH DEFINED 1,2,5 737,284 ARIBA INC COM NEW 04033V20 11,799 1,206,415 SH DEFINED 1,2,5 1,206,415 ARISTOTLE CORP COM NEW 04044820 81 10,427 SH DEFINED 1 10,427 ARKANSAS BEST CORP D COM 04079010 16,707 427,070 SH DEFINED 1,2,6 427,070 ARLINGTON TANKERS LT COM G0489910 244 10,600 SH DEFINED 1 10,600 ARM HLDGS PLC SPONSORED 04206810 139 20,219 SH DEFINED 1 20,219 ARMOR HOLDINGS INC COM 04226010 29,892 512,820 SH DEFINED 1,2,5,6 512,820 ARQULE INC COM 04269E10 2,389 416,128 SH DEFINED 1,2,6 416,128 ARRAY BIOPHARMA INC COM 04269X10 3,512 384,234 SH DEFINED 1,2,5 384,234 ARRIS GROUP INC COM 04269Q10 24,391 1,772,599 SH DEFINED 1,2 1,772,599 ARROW ELECTRS INC COM 04273510 71,414 2,213,012 SH DEFINED 1,2,5,6,12,13 2,213,012 ARROW FINL CORP COM 04274410 3,537 129,100 SH DEFINED 1,2,5 129,100 ARROW INTL INC COM 04276410 11,475 351,233 SH DEFINED 1,2 351,233 ART TECHNOLOGY GROUP COM 04289L10 265 82,431 SH DEFINED 1,5 82,431 ARTESYN TECHNOLOGIES COM 04312710 6,749 616,341 SH DEFINED 1,2,5,6 616,341 ARTHROCARE CORP COM 04313610 18,011 376,640 SH DEFINED 1,2,6 376,640 ARVINMERITOR INC COM 04335310 28,878 1,936,847 SH DEFINED 1,2,5,13 1,936,847 ASBURY AUTOMOTIVE GR COM 04343610 3,725 188,877 SH DEFINED 1,2,5 188,877 ASHFORD HOSPITALITY COM SHS 04410310 13,797 1,112,625 SH DEFINED 1,2,3 1,112,625 ASHLAND INC NEW COM 04420910 124,657 1,753,762 SH DEFINED 1,2,5,6,10,12,13 1,753,762 ASHWORTH INC COM 04516H10 603 60,713 SH DEFINED 1,5,6 60,713 ASIAINFO HLDGS INC COM 04518A10 2,194 438,845 SH DEFINED 1,2 438,845 ASML HLDG NV N Y SHS N0705911 374 18,376 SH DEFINED 1 18,376 ASPECT MED SYS INC COM 04523510 5,298 193,082 SH DEFINED 1,2 193,082 ASPEN INSURANCE HOLD SHS G0538410 1,185 48,040 SH DEFINED 1,2 48,040 ASPEN TECHNOLOGY INC COM 04532710 11,127 879,636 SH DEFINED 1,2,5 879,636 ASSET ACCEP CAP CORP COM 04543P10 4,746 243,779 SH DEFINED 1,2 243,779 ASSOCIATED BANC CORP COM 04548710 79,660 2,344,318 SH DEFINED 1,2,5,7,8,10,12,13,14 2,344,318 ASSOCIATED ESTATES R COM 04560410 2,399 213,242 SH DEFINED 1,3,5 213,242 ASSURANT INC COM 04621X10 79,028 1,604,631 SH DEFINED 1,2,5,10,12 1,604,631 ASSURED GUARANTY LTD COM G0585R10 1,313 52,520 SH DEFINED 1,2 52,520 ASTA FDG INC COM 04622010 7,563 227,391 SH DEFINED 1,2 227,391 ASTEC INDS INC COM 04622410 9,165 255,296 SH DEFINED 1,2,5,6 255,296 ASTORIA FINL CORP COM 04626510 45,544 1,471,056 SH DEFINED 1,2,5,12,13 1,471,056 ASTRAZENECA PLC SPONSORED 04635310 7,497 149,246 SH DEFINED 1,2 149,246 ASTRO-MED INC NEW COM 04638F10 128 11,770 SH DEFINED 1 11,770 ASYST TECHNOLOGY COR COM 04648X10 10,042 964,684 SH DEFINED 1,2,5 964,684 AT ROAD INC COM 04648K10 676 133,279 SH DEFINED 1 133,279 AT&T INC COM 00206R10 3,416,221 126,339,518 SH DEFINED 1,2,5,6,7,8,10,12,13,14 126,339,518 ATARI INC COM 04651M10 373 583,572 SH DEFINED 1,2 583,572 ATHEROGENICS INC COM 04743910 9,286 569,025 SH DEFINED 1,2,5 569,025 ATHEROS COMMUNICATIO COM 04743P10 24,638 940,759 SH DEFINED 1,2 940,759 ATI TECHNOLOGIES INC COM 00194110 672 39,101 SH DEFINED 1,5,13 39,101 ATLANTIC AMERN CORP COM 04820910 30 10,600 SH DEFINED 1 10,600 ATLANTIS PLASTICS IN COM 04915610 104 11,000 SH DEFINED 1 11,000 ATLAS AMER INC COM 04916710 18,834 393,927 SH DEFINED 1,2,5 393,927 ATLAS PIPELINE PARTN UNIT L P I 04939210 419 9,900 SH DEFINED 1 9,900 ATMEL CORP COM 04951310 36,955 7,829,446 SH DEFINED 1,2,5,13 7,829,446 ATMI INC COM 00207R10 15,130 500,991 SH DEFINED 1,2,5,6 500,991 ATMOS ENERGY CORP COM 04956010 49,174 1,867,617 SH DEFINED 1,2,5 1,867,617 ATP OIL & GAS CORP COM 00208J10 11,600 264,171 SH DEFINED 1,2 264,171 ATS MED INC COM 00208310 62 24,829 SH DEFINED 1 24,829 ATWOOD OCEANICS INC COM 05009510 18,390 182,058 SH DEFINED 1,2 182,058 AU OPTRONICS CORP SPONSORED 00225510 1,767 118,522 SH DEFINED 1 118,522 AUDIBLE INC COM NEW 05069A30 3,039 289,195 SH DEFINED 1,2,5 289,195 AUDIOCODES LTD ORD M1534210 157 11,329 SH DEFINED 1,2,5 11,329 AUDIOVOX CORP CL A 05075710 6,556 549,093 SH DEFINED 1,2,5,6 549,093 AUSTRALIA&NEW ZEALAN SPONSORED 05252830 1,304 13,735 SH DEFINED 1 13,735 AUTHENTIDATE HLDG CO COM 05266610 188 48,294 SH DEFINED 1,5 48,294 AUTOBYTEL INC COM 05275N10 2,579 535,108 SH DEFINED 1,2 535,108 AUTODESK INC COM 05276910 239,530 6,218,341 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,218,341 AUTOLIV INC COM 05280010 51,750 914,632 SH DEFINED 1,2,5,12 914,632 AUTOMATIC DATA PROCE COM 05301510 853,063 18,674,752 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,674,752 AUTONATION INC COM 05329W10 111,506 5,174,293 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,174,293 AUTOZONE INC COM 05333210 186,023 1,866,015 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,866,015 AVALONBAY CMNTYS INC COM 05348410 188,762 1,730,175 SH DEFINED 1,2,3,5,7,8,10,12,13,14 1,730,175 AVANEX CORP COM 05348W10 555 170,680 SH DEFINED 1,5 170,680 AVANIR PHARMACEUTICA CL A NEW 05348P40 4,894 334,722 SH DEFINED 1,2,5 334,722 AVANT IMMUNOTHERAPEU COM 05349110 249 99,262 SH DEFINED 1,5 99,262 AVATAR HLDGS INC COM 05349410 4,558 74,723 SH DEFINED 1,2,5 74,723 AVAYA INC COM 05349910 137,555 12,173,039 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,173,039 AVERY DENNISON CORP COM 05361110 168,386 2,879,386 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,879,386 AVI BIOPHARMA INC COM 00234610 385 50,752 SH DEFINED 1,5 50,752 AVIALL INC NEW COM 05366B10 20,755 545,041 SH DEFINED 1,2 545,041 AVICI SYS INC COM NEW 05367L80 52 11,583 SH DEFINED 1 11,583 AVID TECHNOLOGY INC COM 05367P10 24,379 560,954 SH DEFINED 1,2,5,6 560,954 AVIGEN INC COM 05369010 97 18,712 SH DEFINED 1 18,712 AVISTA CORP COM 05379B10 14,369 695,812 SH DEFINED 1,2,5 695,812 AVNET INC COM 05380710 58,492 2,304,635 SH DEFINED 1,2,5,12,13 2,304,635 AVOCENT CORP COM 05389310 32,614 1,027,523 SH DEFINED 1,2,5,6,12,13 1,027,523 AVON PRODS INC COM 05430310 397,241 12,744,324 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,744,324 AVX CORP NEW COM 00244410 10,092 570,179 SH DEFINED 1,2,5 570,179 AWARE INC MASS COM 05453N10 111 19,242 SH DEFINED 1 19,242 AXA SPONSORED 05453610 2,102 60,112 SH DEFINED 1 60,112 AXCELIS TECHNOLOGIES COM 05454010 8,558 1,460,392 SH DEFINED 1,2,5,6 1,460,392 AXIS CAPITAL HOLDING SHS G0692U10 8,043 268,990 SH DEFINED 1,2,5,12 268,990 AXONYX INC COM 05461R10 78 67,236 SH DEFINED 1 67,236 AZTAR CORP COM 05480210 25,284 602,145 SH DEFINED 1,2,5,6 602,145 B A S F A G SPONSORED 05526250 1,646 21,000 SH DEFINED 1 21,000 BADGER METER INC COM 05652510 3,896 68,374 SH DEFINED 1,2 68,374 BAIRNCO CORP COM 05709710 141 13,221 SH DEFINED 1 13,221 BAKER HUGHES INC COM 05722410 758,156 11,084,151 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,084,151 BALCHEM CORP COM 05766520 3,341 144,803 SH DEFINED 1,2 144,803 BALDOR ELEC CO COM 05774110 18,237 538,448 SH DEFINED 1,2,5,6 538,448 BALDWIN & LYONS INC CL B 05775520 5,740 216,196 SH DEFINED 1,2 216,196 BALL CORP COM 05849810 131,382 2,997,526 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,997,526 BALLY TECHNOLOGIES I COM 05874B10 10,832 637,574 SH DEFINED 1,2,5 637,574 BALLY TOTAL FITNESS COM 05873K10 2,634 281,082 SH DEFINED 1,2,5,6 281,082 BANC CORP COM 05944B10 1,899 160,270 SH DEFINED 1,2,5 160,270 BANCFIRST CORP COM 05945F10 10,428 239,184 SH DEFINED 1,2 239,184 BANCO BILBAO VIZCAYA SPONSORED 05946K10 3,266 156,657 SH DEFINED 1 156,657 BANCO BRADESCO S A SP ADR PFD 05946030 17,939 499,546 SH DEFINED 1,2 499,546 BANCO SANTANDER CENT ADR 05964H10 1,252 85,715 SH DEFINED 1 85,715 BANCO SANTANDER CHIL SP ADR REP 05965X10 938 21,517 SH DEFINED 1,2,5,7 21,517 BANCOLOMBIA S A SPON ADR P 05968L10 67,194 1,925,325 SH DEFINED 1,2,4,5,7 1,925,325 BANCORP INC DEL COM 05969A10 2,881 117,341 SH DEFINED 1,2 117,341 BANCORPSOUTH INC COM 05969210 29,068 1,210,668 SH DEFINED 1,2,5 1,210,668 BANCTRUST FINANCIAL COM 05978R10 2,114 95,452 SH DEFINED 1,2 95,452 BANDAG INC COM 05981510 11,275 269,274 SH DEFINED 1,2,13 269,274 BANK HAWAII CORP COM 06254010 37,169 697,217 SH DEFINED 1,2,5,13 697,217 BANK MONTREAL QUE COM 06367110 202 3,555 SH DEFINED 1,8,14 3,555 BANK MUTUAL CORP NEW COM 06375010 9,600 810,831 SH DEFINED 1,2,5 810,831 BANK NEW YORK INC COM 06405710 704,192 19,539,181 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,539,181 BANK NOVA SCOTIA HAL COM 06414910 4,031 100,426 SH DEFINED 1,7,8 100,426 BANK OF AMERICA CORP COM 06050510 6,140,473 134,836,921 SH DEFINED 1,2,5,6,7,8,10,12,13,14 134,836,921 BANK OF GRANITE CORP COM 06240110 4,261 210,220 SH DEFINED 1,2,5 210,220 BANK OF THE OZARKS I COM 06390410 5,015 137,398 SH DEFINED 1,2 137,398 BANKATLANTIC BANCORP CL A 06590850 9,718 675,320 SH DEFINED 1,2,5 675,320 BANKFINANCIAL CORP COM 06643P10 4,604 289,194 SH DEFINED 1,2 289,194 BANKRATE INC COM 06646V10 5,327 122,292 SH DEFINED 1,2 122,292 BANKUNITED FINL CORP CL A 06652B10 11,637 430,366 SH DEFINED 1,2 430,366 BANNER CORP COM 06652V10 12,480 367,071 SH DEFINED 1,2 367,071 BANTA CORP COM 06682110 24,668 474,572 SH DEFINED 1,2,5,6,13 474,572 BARCLAYS PLC ADR 06738E20 3,818 81,587 SH DEFINED 1,2 81,587 BARD C R INC COM 06738310 206,191 3,040,717 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,040,717 BARNES & NOBLE INC COM 06777410 223,033 4,822,331 SH DEFINED 1,2,5,10,13 4,822,331 BARNES GROUP INC COM 06780610 12,316 304,087 SH DEFINED 1,2,6 304,087 BARNWELL INDS INC COM 06822110 243 10,500 SH DEFINED 1 10,500 BARR PHARMACEUTICALS COM 06830610 175,093 2,780,143 SH DEFINED 1,2,5,6,10,12,13 2,780,143 BARRETT BILL CORP COM 06846N10 9,880 303,174 SH DEFINED 1,2 303,174 BARRICK GOLD CORP COM 06790110 879 32,263 SH DEFINED 1,5 32,263 BARRIER THERAPEUTICS COM 06850R10 3,256 336,395 SH DEFINED 1,2 336,395 BASIC ENERGY SVCS IN COM 06985P10 605 20,300 SH DEFINED 1,2 20,300 BASSETT FURNITURE IN COM 07020310 3,622 181,575 SH DEFINED 1,2,5,6 181,575 BAUSCH & LOMB INC COM 07170710 99,960 1,569,232 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,569,232 BAXTER INTL INC COM 07181310 854,684 22,022,270 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,022,270 BAYER A G SPONSORED 07273030 1,480 36,956 SH DEFINED 1 36,956 BB&T CORP COM 05493710 545,584 13,917,964 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,917,964 BBVA BANCO FRANCES S SPONSORED 07329M10 768 97,256 SH DEFINED 1,7 97,256 BCSB BANKCORP INC COM 05494810 130 10,000 SH DEFINED 1 10,000 BE AEROSPACE INC COM 07330210 23,633 940,800 SH DEFINED 1,2,5 940,800 BEA SYS INC COM 07332510 90,581 6,898,785 SH DEFINED 1,2,5,7,8,10,12,13,14 6,898,785 BEACON ROOFING SUPPL COM 07368510 13,018 320,315 SH DEFINED 1,2,5 320,315 BEAR STEARNS COS INC COM 07390210 556,000 4,008,650 SH DEFINED 1,2,5,6,8,10,12,13 4,008,650 BEARINGPOINT INC COM 07400210 21,382 2,518,474 SH DEFINED 1,2,5 2,518,474 BEASLEY BROADCAST GR CL A 07401410 1,266 104,336 SH DEFINED 1,2 104,336 BEAZER HOMES USA INC COM 07556Q10 40,137 610,906 SH DEFINED 1,2,5,13 610,906 BEBE STORES INC COM 07557110 2,829 153,598 SH DEFINED 1,2 153,598 BECKMAN COULTER INC COM 07581110 65,884 1,207,336 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,207,336 BECTON DICKINSON & C COM 07588710 973,790 15,813,406 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,813,406 BED BATH & BEYOND IN COM 07589610 290,444 7,563,648 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,563,648 BEDFORD PPTY INVS IN COM PAR $0 07644630 11,458 425,468 SH DEFINED 1,2,3 425,468 BEL FUSE INC CL B 07734730 5,280 150,742 SH DEFINED 1,2,6 150,742 BELDEN CDT INC COM 07745410 23,978 880,568 SH DEFINED 1,2,5,6 880,568 BELL MICROPRODUCTS I COM 07813710 2,286 371,030 SH DEFINED 1,2,5,6 371,030 BELLSOUTH CORP COM 07986010 3,555,664 102,616,567 SH DEFINED 1,2,5,6,7,8,10,12,13,14 102,616,567 BELO CORP COM SER A 08055510 37,188 1,870,623 SH DEFINED 1,2,5,13 1,870,623 BEMIS INC COM 08143710 83,569 2,646,257 SH DEFINED 1,2,5,6,10,12,13 2,646,257 BENCHMARK ELECTRS IN COM 08160H10 23,262 606,579 SH DEFINED 1,2,5,6 606,579 BENETTON GROUP SPA ADR NEW 08179540 279 9,370 SH DEFINED 1 9,370 BENIHANA INC CL A 08204720 206 6,655 SH DEFINED 1 6,655 BENTLEY PHARMACEUTIC COM 08265710 3,037 230,949 SH DEFINED 1,2 230,949 BERKLEY W R CORP COM 08442310 176,894 3,046,739 SH DEFINED 1,2,5,7,8,10,12,13,14 3,046,739 BERKSHIRE HATHAWAY I CL B 08467020 465,800 154,648 SH DEFINED 1,2,5 154,648 BERKSHIRE HILLS BANC COM 08468010 4,051 115,945 SH DEFINED 1,2,5 115,945 BERRY PETE CO CL A 08578910 17,985 262,749 SH DEFINED 1,2 262,749 BEST BUY INC COM 08651610 615,558 11,005,861 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,005,861 BEVERLY HILLS BANCOR COM 08786610 1,428 134,688 SH DEFINED 1,2 134,688 BFC FINL CORP CL A 05538420 1,288 196,625 SH DEFINED 1,2 196,625 BG PLC ADR FIN IN 05543420 1,460 23,281 SH DEFINED 1 23,281 BHP BILLITON LTD SPONSORED 08860610 3,083 77,374 SH DEFINED 1 77,374 BHP BILLITON PLC SPONSORED 05545E20 280 7,520 SH DEFINED 1 7,520 BIG 5 SPORTING GOODS COM 08915P10 5,013 256,024 SH DEFINED 1,2 256,024 BIG LOTS INC COM 08930210 52,491 3,760,113 SH DEFINED 1,2,5,6,10,12,13 3,760,113 BIO RAD LABS INC CL A 09057220 18,376 294,723 SH DEFINED 1,2,5 294,723 BIOCRYST PHARMACEUTI COM 09058V10 646 35,779 SH DEFINED 1,5 35,779 BIOENVISION INC COM 09059N10 3,448 483,565 SH DEFINED 1,2,5 483,565 BIOGEN IDEC INC COM 09062X10 448,517 9,522,647 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,522,647 BIOLASE TECHNOLOGY I COM 09091110 8,261 864,992 SH DEFINED 1,5,6 864,992 BIOMARIN PHARMACEUTI COM 09061G10 13,839 1,031,236 SH DEFINED 1,2 1,031,236 BIOMED REALTY TRUST COM 09063H10 29,666 1,000,880 SH DEFINED 1,2,3 1,000,880 BIOMET INC COM 09061310 236,125 6,647,669 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,647,669 BIO-REFERENCE LABS I COM $.01 N 09057G60 1,974 109,422 SH DEFINED 1,2 109,422 BIOSCRIP INC COM 09069N10 3,388 469,934 SH DEFINED 1,2,5 469,934 BIOSITE INC COM 09094510 16,126 310,527 SH DEFINED 1,2,6 310,527 BIOVAIL CORP COM 09067J10 2,231 91,605 SH DEFINED 1,13 91,605 BIOVERIS CORP COM 09067610 159 40,502 SH DEFINED 1,5 40,502 BISYS GROUP INC COM 05547210 24,790 1,839,051 SH DEFINED 1,2,5,13 1,839,051 BJ SVCS CO COM 05548210 367,072 10,609,018 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,609,018 BJS RESTAURANTS INC COM 09180C10 5,045 186,855 SH DEFINED 1,2 186,855 BJS WHOLESALE CLUB I COM 05548J10 29,224 927,462 SH DEFINED 1,2,5,13 927,462 BKF CAP GROUP INC COM 05548G10 926 71,243 SH DEFINED 1,2 71,243 BLACK & DECKER CORP COM 09179710 226,417 2,605,786 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,605,786 BLACK BOX CORP DEL COM 09182610 19,426 404,292 SH DEFINED 1,2,5,6 404,292 BLACK HILLS CORP COM 09211310 22,840 671,767 SH DEFINED 1,2,5,13 671,767 BLACKBAUD INC COM 09227Q10 4,116 194,226 SH DEFINED 1,2 194,226 BLACKBOARD INC COM 09193550 6,626 233,222 SH DEFINED 1,2 233,222 BLACKROCK INC CL A 09247X10 22,896 163,546 SH DEFINED 1,2,5 163,546 BLAIR CORP COM 09282810 2,195 53,013 SH DEFINED 1,2 53,013 BLOCK H & R INC COM 09367110 180,174 8,322,129 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,322,129 BLOCKBUSTER INC CL A 09367910 11,086 2,792,397 SH DEFINED 1,2,5 2,792,397 BLOCKBUSTER INC CL B 09367920 75 21,001 SH DEFINED 1 21,001 BLOUNT INTL INC NEW COM 09518010 7,619 472,926 SH DEFINED 1,2 472,926 BLUE COAT SYSTEMS IN COM NEW 09534T50 4,533 208,514 SH DEFINED 1,2,5,6 208,514 BLUE NILE INC COM 09578R10 7,358 209,104 SH DEFINED 1,2 209,104 BLUEGREEN CORP COM 09623110 3,573 270,237 SH DEFINED 1,2 270,237 BLUELINX HLDGS INC COM 09624H10 3,944 246,506 SH DEFINED 1,2 246,506 BLYTH INC COM 09643P10 11,133 529,636 SH DEFINED 1,2,5,13 529,636 BMC SOFTWARE INC COM 05592110 302,498 13,965,742 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,965,742 BOARDWALK PIPELINE P UT LTD PAR 09662710 438 20,088 SH DEFINED 1,2 20,088 BOB EVANS FARMS INC COM 09676110 20,570 692,373 SH DEFINED 1,2,5,13 692,373 BOC GROUP PLC SPONSORED 05561760 864 16,112 SH DEFINED 1 16,112 BOEING CO COM 09702310 6,608,337 84,798,365 SH DEFINED 1,2,5,6,7,8,10,12,13,14 84,798,365 BOIS D ARC ENERGY IN COM 09738U10 2,617 157,152 SH DEFINED 1,2 157,152 BOK FINL CORP COM NEW 05561Q20 9,440 198,533 SH DEFINED 1,2,5 198,533 BOMBAY CO INC COM 09792410 1,499 454,129 SH DEFINED 1,2,5 454,129 BON-TON STORES INC COM 09776J10 12,317 380,731 SH DEFINED 1,2 380,731 BOOKHAM INC COM 09856E10 635 66,549 SH DEFINED 1,5 66,549 BOOKS-A-MILLION INC COM 09857010 152 13,197 SH DEFINED 1 13,197 BORDERS GROUP INC COM 09970910 28,817 1,141,735 SH DEFINED 1,2,5,13 1,141,735 BORG WARNER INC COM 09972410 47,793 796,025 SH DEFINED 1,2,5,6,12,13 796,025 BORLAND SOFTWARE COR COM 09984910 5,906 1,093,697 SH DEFINED 1,2,5 1,093,697 BOSTON BEER INC CL A 10055710 4,752 182,691 SH DEFINED 1,2 182,691 BOSTON COMMUNICATION COM 10058210 32 12,133 SH DEFINED 1 12,133 BOSTON PRIVATE FINL COM 10111910 14,870 440,078 SH DEFINED 1,2 440,078 BOSTON PROPERTIES IN COM 10112110 291,142 3,122,163 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 3,122,163 BOSTON SCIENTIFIC CO COM 10113710 359,437 15,593,786 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,593,786 BOTTOMLINE TECH DEL COM 10138810 2,791 203,283 SH DEFINED 1,2 203,283 BOWATER INC COM 10218310 34,660 1,171,747 SH DEFINED 1,2,5,13 1,171,747 BOWNE & CO INC COM 10304310 8,412 504,608 SH DEFINED 1,2,6 504,608 BOYD GAMING CORP COM 10330410 30,806 616,858 SH DEFINED 1,2,5,13 616,858 BOYKIN LODGING CO COM 10343010 6,595 584,185 SH DEFINED 1,2,3,5 584,185 BP PLC SPONSORED 05562210 3,399,170 49,306,210 SH DEFINED 1,2 49,306,210 BP PRUDHOE BAY RTY T UNIT BEN I 05563010 1,757 24,849 SH DEFINED 1,2,5 24,849 BRADLEY PHARMACEUTIC COM 10457610 3,867 260,049 SH DEFINED 1,6 260,049 BRADY CORP CL A 10467410 27,117 723,884 SH DEFINED 1,2,5,6 723,884 BRANDYWINE RLTY TR SH BEN INT 10536820 64,330 2,025,490 SH DEFINED 1,2,3,5 2,025,490 BRASKEM S A SP ADR PFD 10553210 2,400 160,946 SH DEFINED 1,4 160,946 BRE PROPERTIES INC CL A 05564E10 49,913 891,300 SH DEFINED 1,2,3,5 891,300 BRIGGS & STRATTON CO COM 10904310 35,683 1,008,857 SH DEFINED 1,2,5,6,12 1,008,857 BRIGHAM EXPLORATION COM 10917810 3,088 352,472 SH DEFINED 1,2 352,472 BRIGHT HORIZON FAMIL COM 10919510 18,115 467,727 SH DEFINED 1,2,5 467,727 BRIGHTPOINT INC COM NEW 10947340 25,222 812,042 SH DEFINED 1,2,5,6 812,042 BRINKER INTL INC COM 10964110 80,546 1,906,412 SH DEFINED 1,2,5,7,8,10,12,13,14 1,906,412 BRINKS CO COM 10969610 49,334 971,913 SH DEFINED 1,2,5,13 971,913 BRISTOL MYERS SQUIBB COM 11012210 1,246,671 50,657,092 SH DEFINED 1,2,5,6,7,8,10,12,13,14 50,657,092 BRISTOL WEST HLDGS I COM 11037M10 4,043 210,036 SH DEFINED 1,2 210,036 BRISTOW GROUP INC COM 11039410 10,437 337,754 SH DEFINED 1,2 337,754 BRITESMILE INC COM NEW 11041520 13 11,836 SH DEFINED 1 11,836 BRITISH AMERN TOB PL SPONSORED 11044810 1,489 30,636 SH DEFINED 1 30,636 BRITISH AWYS PLC ADR 2ND IN 11041930 434 7,070 SH DEFINED 1 7,070 BRITISH SKY BROADCAS SPONSORED 11101310 407 10,764 SH DEFINED 1 10,764 BROADCOM CORP CL A 11132010 523,954 12,139,797 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,139,797 BROADWING CORP COM 11161E10 13,232 897,675 SH DEFINED 1,2,5 897,675 BROCADE COMMUNICATIO COM 11162110 34,240 5,125,733 SH DEFINED 1,2,5 5,125,733 BRONCO DRILLING CO I COM 11221110 1,347 51,220 SH DEFINED 1,2 51,220 BROOKDALE SR LIVING COM 11246310 4,753 125,900 SH DEFINED 1,2 125,900 BROOKFIELD HOMES COR COM 11272310 14,568 280,901 SH DEFINED 1,2,5 280,901 BROOKFIELD PPTYS COR COM 11290010 11,739 343,749 SH DEFINED 1,2,3,7 343,749 BROOKLINE BANCORP IN COM 11373M10 13,389 864,367 SH DEFINED 1,2,5 864,367 BROOKS AUTOMATION IN COM 11434010 15,388 1,080,637 SH DEFINED 1,2,5,6 1,080,637 BROWN & BROWN INC COM 11523610 71,173 2,143,773 SH DEFINED 1,2,5,12,13 2,143,773 BROWN FORMAN CORP CL A 11563710 1,755 22,422 SH DEFINED 1,5,12 22,422 BROWN FORMAN CORP CL B 11563720 136,517 1,773,633 SH DEFINED 1,2,5,6,10,12,13 1,773,633 BROWN SHOE INC NEW COM 11573610 20,605 392,628 SH DEFINED 1,2,6 392,628 BRT RLTY TR SH BEN INT 05564530 245 9,600 SH DEFINED 1 9,600 BRUKER BIOSCIENCES C COM 11679410 5,107 945,823 SH DEFINED 1,2,5 945,823 BRUNSWICK CORP COM 11704310 96,641 2,486,914 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,486,914 BRUSH ENGINEERED MAT COM 11742110 5,119 259,206 SH DEFINED 1,2,5 259,206 BRYN MAWR BK CORP COM 11766510 202 9,120 SH DEFINED 1 9,120 BT GROUP PLC ADR 05577E10 295 7,598 SH DEFINED 1 7,598 BUCA INC COM 11776910 112 22,055 SH DEFINED 1,5 22,055 BUCKEYE PARTNERS L P UNIT LTD P 11823010 2,099 49,153 SH DEFINED 1,2,5 49,153 BUCKEYE TECHNOLOGIES COM 11825510 7,694 850,172 SH DEFINED 1,2 850,172 BUCKLE INC COM 11844010 5,035 122,949 SH DEFINED 1,2 122,949 BUCYRUS INTL INC NEW CL A 11875910 20,317 421,602 SH DEFINED 1,2 421,602 BUFFALO WILD WINGS I COM 11984810 3,428 82,436 SH DEFINED 1,2 82,436 BUILD A BEAR WORKSHO COM 12007610 3,706 120,914 SH DEFINED 1,2 120,914 BUILDERS FIRSTSOURCE COM 12008R10 3,053 134,450 SH DEFINED 1,2 134,450 BUILDING MATLS HLDG COM 12011310 21,191 593,745 SH DEFINED 1,2,6 593,745 BUNGE LIMITED COM G1696210 35,991 646,034 SH DEFINED 1,2,5,7,8,10,12,13,14 646,034 BUNZL PUB LTD CO SPON ADR N 12073840 220 3,665 SH DEFINED 1 3,665 BURLINGTON COAT FACT COM 12157910 13,827 304,223 SH DEFINED 1,2,6 304,223 BURLINGTON NORTHN SA COM 12189T10 1,054,224 12,651,199 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,651,199 BURLINGTON RES INC COM 12201410 1,197,372 13,027,661 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,027,661 C COR INC COM 12501010 5,703 652,469 SH DEFINED 1,2,5,6 652,469 C D I CORP COM 12507110 5,486 190,672 SH DEFINED 1,2,6 190,672 C D W CORP COM 12512N10 78,446 1,332,977 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,332,977 C H ROBINSON WORLDWI COM NEW 12541W20 141,137 2,875,057 SH DEFINED 1,2,5,6,12,13 2,875,057 C&D TECHNOLOGIES INC COM 12466110 4,586 496,314 SH DEFINED 1,2,5,6 496,314 CA INC COM 12673P10 336,077 12,351,247 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,351,247 CABELAS INC COM 12680430 8,085 393,996 SH DEFINED 1,2 393,996 CABLEVISION SYS CORP CL A NY CA 12686C10 71,099 2,662,888 SH DEFINED 1,2,5,7,8,10,12,13,14 2,662,888 CABOT CORP COM 12705510 35,628 1,048,199 SH DEFINED 1,2,5,6,12,13 1,048,199 CABOT MICROELECTRONI COM 12709P10 28,404 765,599 SH DEFINED 1,2,5,13 765,599 CABOT OIL & GAS CORP COM 12709710 40,530 845,605 SH DEFINED 1,2,5,6,12 845,605 CACHE INC COM NEW 12715030 2,504 136,513 SH DEFINED 1,2 136,513 CACI INTL INC CL A 12719030 23,132 351,814 SH DEFINED 1,2,5,6 351,814 CADBURY SCHWEPPES PL ADR 12720930 928 23,201 SH DEFINED 1 23,201 CADENCE DESIGN SYSTE COM 12738710 105,554 5,708,681 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,708,681 CAE INC COM 12476510 150 19,000 SH DEFINED 7 19,000 CALAMOS ASSET MGMT I CL A 12811R10 10,657 284,950 SH DEFINED 1,2 284,950 CALAMP CORP COM 12812610 199 16,949 SH DEFINED 1 16,949 CALAVO GROWERS INC COM 12824610 210 20,200 SH DEFINED 1 20,200 CALGON CARBON CORP COM 12960310 2,839 461,550 SH DEFINED 1,2 461,550 CALIFORNIA COASTAL C COM NEW 12991520 3,955 106,604 SH DEFINED 1,2 106,604 CALIFORNIA FIRST NTN COM 13022210 155 10,730 SH DEFINED 1 10,730 CALIFORNIA MICRO DEV COM 13043910 220 27,800 SH DEFINED 1 27,800 CALIFORNIA PIZZA KIT COM 13054D10 8,374 258,047 SH DEFINED 1,2 258,047 CALIFORNIA WTR SVC G COM 13078810 10,329 229,276 SH DEFINED 1,2 229,276 CALIPER LIFE SCIENCE COM 13087210 2,215 346,151 SH DEFINED 1,2 346,151 CALLAWAY GOLF CO COM 13119310 23,739 1,380,188 SH DEFINED 1,2,5,13 1,380,188 CALLON PETE CO DEL COM 13123X10 4,414 209,975 SH DEFINED 1,2 209,975 CAMBREX CORP COM 13201110 8,724 446,452 SH DEFINED 1,2,5,6 446,452 CAMDEN NATL CORP COM 13303410 4,182 108,900 SH DEFINED 1,2,5 108,900 CAMDEN PPTY TR SH BEN INT 13313110 70,805 982,718 SH DEFINED 1,2,3,5 982,718 CAMECO CORP COM 13321L10 921 25,570 SH DEFINED 1,7 25,570 CAMPBELL SOUP CO COM 13442910 188,694 5,823,882 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,823,882 CANADIAN NAT RES LTD COM 13638510 815 14,712 SH DEFINED 1,5,7 14,712 CANADIAN NATL RY CO COM 13637510 3,013 66,539 SH DEFINED 1,5,7 66,539 CANDELA CORP COM 13690710 8,670 401,386 SH DEFINED 1,2 401,386 CANON INC ADR 13800630 3,019 45,713 SH DEFINED 1 45,713 CANTEL MEDICAL CORP COM 13809810 2,250 137,309 SH DEFINED 1,2 137,309 CAPITAL BK CORP COM 13979310 200 12,304 SH DEFINED 1 12,304 CAPITAL CITY BK GROU COM 13967410 5,880 165,398 SH DEFINED 1,2 165,398 CAPITAL CORP OF THE COM NEW 14006520 4,366 118,889 SH DEFINED 1,2 118,889 CAPITAL CROSSING BK COM 14007110 1,905 59,800 SH DEFINED 1,2 59,800 CAPITAL LEASE FDG IN COM 14028810 3,934 354,778 SH DEFINED 1,2 354,778 CAPITAL ONE FINL COR COM 14040H10 694,419 8,624,180 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,624,180 CAPITAL SOUTHWEST CO COM 14050110 4,374 45,799 SH DEFINED 1,2 45,799 CAPITAL SR LIVING CO COM 14047510 112 10,000 SH DEFINED 1 10,000 CAPITAL TITLE GROUP COM 14091910 79 10,300 SH DEFINED 1 10,300 CAPITAL TRUST INC MD CL A NEW 14052H50 5,029 161,599 SH DEFINED 1,2 161,599 CAPITALSOURCE INC COM 14055X10 28,619 1,150,283 SH DEFINED 1,2,5 1,150,283 CAPITOL BANCORP LTD COM 14056D10 10,794 230,890 SH DEFINED 1,2 230,890 CAPITOL FED FINL COM 14057C10 8,904 275,672 SH DEFINED 1,2,5,10 275,672 CAPSTEAD MTG CORP COM NO PAR 14067E50 320 45,399 SH DEFINED 1,5 45,399 CAPSTONE TURBINE COR COM 14067D10 471 129,292 SH DEFINED 1,5 129,292 CAPTARIS INC COM 14071N10 254 54,952 SH DEFINED 1,6 54,952 CARACO PHARMACEUTICA COM 14075T10 1,040 80,003 SH DEFINED 1,2 80,003 CARAUSTAR INDS INC COM 14090910 4,225 410,557 SH DEFINED 1,2 410,557 CARBO CERAMICS INC COM 14078110 27,544 483,995 SH DEFINED 1,2 483,995 CARDIAC SCIENCE CORP COM 14141A10 229 25,136 SH DEFINED 1,5 25,136 CARDINAL FINL CORP COM 14149F10 3,905 288,610 SH DEFINED 1,2 288,610 CARDINAL HEALTH INC COM 14149Y10 866,914 11,633,300 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,633,300 CARDIODYNAMICS INTL COM 14159710 74 41,428 SH DEFINED 1,5 41,428 CAREER EDUCATION COR COM 14166510 112,884 2,991,893 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,991,893 CAREMARK RX INC COM 14170510 619,229 12,591,080 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,591,080 CARLISLE COS INC COM 14233910 43,012 525,824 SH DEFINED 1,2,5,6,12,13 525,824 CARMAX INC COM 14313010 59,619 1,824,326 SH DEFINED 1,2,5,7,8,10,12,13,14 1,824,326 CARMIKE CINEMAS INC COM 14343640 3,720 154,178 SH DEFINED 1,2 154,178 CARNIVAL CORP PAIRED CTF 14365830 431,509 9,109,336 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,109,336 CARPENTER TECHNOLOGY COM 14428510 44,784 473,806 SH DEFINED 1,2 473,806 CARRAMERICA RLTY COR COM 14441810 46,310 1,038,102 SH DEFINED 1,2,3,5 1,038,102 CARREKER CORP COM 14443310 277 43,149 SH DEFINED 1,5,6 43,149 CARRIAGE SVCS INC COM 14390510 339 70,700 SH DEFINED 1,2 70,700 CARRIER ACCESS CORP COM 14446010 179 29,723 SH DEFINED 1 29,723 CARRIZO OIL & CO INC COM 14457710 6,390 245,865 SH DEFINED 1,2 245,865 CARTER INC COM 14622910 18,894 279,956 SH DEFINED 1,2 279,956 CASCADE BANCORP COM 14715410 6,315 213,694 SH DEFINED 1,2 213,694 CASCADE CORP COM 14719510 8,494 160,713 SH DEFINED 1,2 160,713 CASCADE NAT GAS CORP COM 14733910 3,331 169,069 SH DEFINED 1,2,5 169,069 CASELLA WASTE SYS IN CL A 14744810 3,827 269,303 SH DEFINED 1,2 269,303 CASEYS GEN STORES IN COM 14752810 22,565 986,685 SH DEFINED 1,2,5,6 986,685 CASH AMER INTL INC COM 14754D10 13,094 436,177 SH DEFINED 1,2 436,177 CASTLE A M & CO COM 14841110 5,196 176,124 SH DEFINED 1,2 176,124 CASUAL MALE RETAIL G COM 14871110 3,338 342,713 SH DEFINED 1,2 342,713 CATALINA MARKETING C COM 14886710 22,370 968,379 SH DEFINED 1,2,5,13 968,379 CATALYST SEMICONDUCT COM 14888110 97 19,869 SH DEFINED 1 19,869 CATAPULT COMMUNICATI COM 14901610 1,670 125,532 SH DEFINED 1,2,6 125,532 CATERPILLAR INC DEL COM 14912310 1,518,022 21,139,423 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,139,423 CATHAY GENERAL BANCO COM 14915010 32,343 859,279 SH DEFINED 1,2,5,13 859,279 CATO CORP NEW CL A 14920510 12,801 536,521 SH DEFINED 1,2,6 536,521 CAVCO INDS INC DEL COM 14956810 568 11,688 SH DEFINED 1,5 11,688 CB RICHARD ELLIS GRO CL A 12497T10 43,580 540,019 SH DEFINED 1,2,5 540,019 CBEYOND COMMUNICATIO COM 14984710 837 47,414 SH DEFINED 1 47,414 CBIZ INC COM 12480510 7,258 907,283 SH DEFINED 1,2 907,283 CBL & ASSOC PPTYS IN COM 12483010 49,899 1,175,467 SH DEFINED 1,2,3,5 1,175,467 CBOT HLDGS INC CL A 14984K10 2,939 24,615 SH DEFINED 1,2 24,615 CBRL GROUP INC COM 12489V10 28,965 659,640 SH DEFINED 1,2,5,13 659,640 CBS CORP NEW CL A 12485710 289 11,977 SH DEFINED 1,5,13 11,977 CBS CORP NEW CL B 12485720 574,268 23,947,772 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,947,772 CCA INDS INC COM 12486710 119 10,608 SH DEFINED 1 10,608 CDC CORP SHS A G2022L10 121 27,535 SH DEFINED 1,5 27,535 CDN IMPERIAL BK OF C COM 13606910 362 4,911 SH DEFINED 1 4,911 CEC ENTMT INC COM 12513710 29,391 874,217 SH DEFINED 1,2,5,6 874,217 CEDAR FAIR L P DEPOSITRY 15018510 2,200 75,204 SH DEFINED 1,2,5 75,204 CEDAR SHOPPING CTRS COM NEW 15060220 9,418 594,560 SH DEFINED 1,2,3 594,560 CELADON GROUP INC COM 15083810 285 13,006 SH DEFINED 1 13,006 CELANESE CORP DEL COM SER A 15087010 15,424 735,518 SH DEFINED 1,2,5 735,518 CELGENE CORP COM 15102010 196,781 4,450,043 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,450,043 CELL GENESYS INC COM 15092110 4,892 613,063 SH DEFINED 1,2,5 613,063 CELL THERAPEUTICS IN COM 15093410 1,666 872,079 SH DEFINED 1,2,5 872,079 CEMEX S A SPON ADR 5 15129088 15,360 235,291 SH DEFINED 1,2 235,291 CENDANT CORP COM 15131310 465,410 26,824,758 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,824,758 CENTENE CORP DEL COM 15135B10 24,039 824,098 SH DEFINED 1,2,6 824,098 CENTENNIAL BK HLDGS COM 15134530 8,824 754,212 SH DEFINED 1,2 754,212 CENTENNIAL COMMUNCTN CL A NEW 15133V20 7,449 1,016,271 SH DEFINED 1,2 1,016,271 CENTER BANCORP INC COM 15140810 184 15,466 SH DEFINED 1 15,466 CENTER FINL CORP CAL COM 15146E10 3,103 128,048 SH DEFINED 1,2 128,048 CENTERPOINT ENERGY I COM 15189T10 125,405 10,511,764 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,511,764 CENTEX CORP COM 15231210 217,353 3,506,261 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,506,261 CENTILLIUM COMMUNICA COM 15231910 174 45,342 SH DEFINED 1,5 45,342 CENTRACORE PROPERTIE COM 15235H10 4,031 160,928 SH DEFINED 1,2,3 160,928 CENTRAL EUROPEAN DIS COM 15343510 8,550 222,363 SH DEFINED 1,2 222,363 CENTRAL EUROPEAN MED CL A NEW G2004520 276 4,020 SH DEFINED 1,5 4,020 CENTRAL GARDEN & PET COM 15352710 16,446 309,489 SH DEFINED 1,2 309,489 CENTRAL PAC FINL COR COM 15476010 17,777 484,133 SH DEFINED 1,2 484,133 CENTRAL PKG CORP COM 15478510 5,791 361,925 SH DEFINED 1,2,6 361,925 CENTRAL VT PUB SVC C COM 15577110 4,182 197,165 SH DEFINED 1,2 197,165 CENTURY ALUM CO COM 15643110 22,904 539,552 SH DEFINED 1,2 539,552 CENTURY BANCORP INC CL A NON V 15643210 200 6,890 SH DEFINED 1 6,890 CENTURYTEL INC COM 15670010 185,209 4,734,393 SH DEFINED 1,2,5,6,7,10,12,13,14 4,734,393 CENVEO INC COM 15670S10 11,424 689,028 SH DEFINED 1,2,5 689,028 CEPHALON INC COM 15670810 59,700 990,877 SH DEFINED 1,2,5,8,12,13 990,877 CEPHEID COM 15670R10 5,023 548,353 SH DEFINED 1,2,5 548,353 CERADYNE INC COM 15671010 25,225 505,515 SH DEFINED 1,2,5,6 505,515 CERES GROUP INC COM 15677210 2,287 414,282 SH DEFINED 1,2 414,282 CERIDIAN CORP NEW COM 15677910 76,291 2,997,667 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,997,667 CERNER CORP COM 15678210 59,300 1,249,745 SH DEFINED 1,2,5,6,10,12 1,249,745 CERUS CORP COM 15708510 167 19,462 SH DEFINED 1,5 19,462 CEVA INC COM 15721010 80 12,073 SH DEFINED 1 12,073 CF INDS HLDGS INC COM 12526910 9,621 566,257 SH DEFINED 1,2 566,257 CFS BANCORP INC COM 12525D10 263 17,566 SH DEFINED 1,5 17,566 CH ENERGY GROUP INC COM 12541M10 12,004 250,092 SH DEFINED 1,2,5 250,092 CHAD THERAPEUTICS IN COM 15722810 76 27,600 SH DEFINED 1 27,600 CHAMPION ENTERPRISES COM 15849610 24,635 1,646,732 SH DEFINED 1,2,5,6 1,646,732 CHAMPS ENTMT INC DEL COM 15878710 130 15,700 SH DEFINED 1 15,700 CHAPARRAL STL CO DEL COM 15942310 20,107 309,722 SH DEFINED 1,2,5 309,722 CHARLES & COLVARD LT COM 15976510 2,236 206,480 SH DEFINED 1,2,5 206,480 CHARLES RIV LABS INT COM 15986410 50,805 1,036,406 SH DEFINED 1,2,5,6,12,13 1,036,406 CHARLOTTE RUSSE HLDG COM 16104810 4,153 194,046 SH DEFINED 1,2 194,046 CHARMING SHOPPES INC COM 16113310 33,128 2,227,855 SH DEFINED 1,2,5 2,227,855 CHARTER COMMUNICATIO CL A 16117M10 5,153 4,727,933 SH DEFINED 1,2,5 4,727,933 CHARTER FINL CORP WE COM 16122M10 1,960 51,497 SH DEFINED 1,2 51,497 CHARTERMAC SH BEN INT 16090810 12,400 610,861 SH DEFINED 1,2,5 610,861 CHATTEM INC COM 16245610 12,649 335,964 SH DEFINED 1,2 335,964 CHECK POINT SOFTWARE ORD M2246510 7,001 349,715 SH DEFINED 1,2,5,6,12 349,715 CHECKERS DRIVE-IN RE COM NEW 16280930 768 51,800 SH DEFINED 1,2 51,800 CHECKFREE CORP NEW COM 16281310 72,173 1,429,170 SH DEFINED 1,2,5,8,13 1,429,170 CHECKPOINT SYS INC COM 16282510 17,393 647,048 SH DEFINED 1,2,6 647,048 CHEESECAKE FACTORY I COM 16307210 48,812 1,303,403 SH DEFINED 1,2,5,8,13 1,303,403 CHEMED CORP NEW COM 16359R10 22,191 373,960 SH DEFINED 1,2,6 373,960 CHEMICAL FINL CORP COM 16373110 10,702 331,220 SH DEFINED 1,2,5 331,220 CHEMTURA CORP COM 16389310 76,829 6,522,001 SH DEFINED 1,2,5,8,13 6,522,001 CHENIERE ENERGY INC COM NEW 16411R20 25,748 634,649 SH DEFINED 1,2,6,12 634,649 CHEROKEE INC DEL NEW COM 16444H10 3,660 90,890 SH DEFINED 1,2,5 90,890 CHESAPEAKE CORP COM 16515910 3,692 266,014 SH DEFINED 1,2 266,014 CHESAPEAKE ENERGY CO COM 16516710 314,460 10,011,471 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,011,471 CHESAPEAKE UTILS COR COM 16530310 379 12,122 SH DEFINED 1,2 12,122 CHEVRON CORP NEW COM 16676410 4,761,100 82,130,411 SH DEFINED 1,2,5,6,7,8,10,12,13,14 82,130,411 CHICAGO BRIDGE & IRO N Y REGIST 16725010 230 9,564 SH DEFINED 1 9,564 CHICAGO MERCANTILE H CL A 16776010 191,216 427,298 SH DEFINED 1,2,5,7,8,10,12,13,14 427,298 CHICOS FAS INC COM 16861510 154,652 3,805,416 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,805,416 CHILDRENS PL RETAIL COM 16890510 25,629 442,635 SH DEFINED 1,2,5,6 442,635 CHINA ENERGY TECHNOL COM 16938W10 92 13,516 SH DEFINED 1 13,516 CHINA MOBILE HONG KO SPONSORED 16941M10 299 11,250 SH DEFINED 1 11,250 CHINA PETE & CHEM CO SPON ADR H 16941R10 897 15,378 SH DEFINED 1 15,378 CHINA UNICOM LTD SPONSORED 16945R10 143 17,330 SH DEFINED 1 17,330 CHINA YUCHAI INTL LT COM G2108210 147 19,200 SH DEFINED 1,7 19,200 CHIPOTLE MEXICAN GRI CL A 16965610 681 12,300 SH DEFINED 1,2 12,300 CHIQUITA BRANDS INTL COM 17003280 15,355 915,600 SH DEFINED 1,2 915,600 CHIRON CORP COM 17004010 136,504 2,979,796 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,979,796 CHITTENDEN CORP COM 17022810 20,457 706,139 SH DEFINED 1,2,5 706,139 CHOICE HOTELS INTL I COM 16990510 22,625 494,205 SH DEFINED 1,2,5 494,205 CHOICEPOINT INC COM 17038810 74,012 1,653,903 SH DEFINED 1,2,5,7,8,10,12,13,14 1,653,903 CHOLESTECH CORP COM 17039310 215 16,533 SH DEFINED 1 16,533 CHORDIANT SOFTWARE I COM 17040410 399 114,393 SH DEFINED 1,5 114,393 CHRISTOPHER & BANKS COM 17104610 21,355 920,059 SH DEFINED 1,2,5,6 920,059 CHUBB CORP COM 17123210 577,771 6,053,761 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,053,761 CHUNGHWA TELECOM CO SPONSORED 17133Q20 477 24,363 SH DEFINED 1,4,12 24,363 CHURCH & DWIGHT INC COM 17134010 37,641 1,019,539 SH DEFINED 1,2,5,13 1,019,539 CHURCHILL DOWNS INC COM 17148410 3,967 103,528 SH DEFINED 1,2 103,528 CIBA SPECIALTY CHEMI SPONSORED 17162W20 266 8,961 SH DEFINED 1 8,961 CIBER INC COM 17163B10 7,396 1,159,238 SH DEFINED 1,2,6,8 1,159,238 CIENA CORP COM 17177910 87,316 16,759,346 SH DEFINED 1,2,5,6,8,10,12,13 16,759,346 CIGNA CORP COM 12550910 622,019 4,762,048 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,762,048 CIMAREX ENERGY CO COM 17179810 49,144 1,136,006 SH DEFINED 1,2,5,6,12 1,136,006 CINCINNATI BELL INC COM 17187110 32,554 7,202,103 SH DEFINED 1,2,5,6,13 7,202,103 CINCINNATI FINL CORP COM 17206210 221,816 5,272,554 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,272,554 CINERGY CORP COM 17247410 270,782 5,963,038 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,963,038 CINTAS CORP COM 17290810 152,978 3,589,344 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,589,344 CIPHERGEN BIOSYSTEMS COM 17252Y10 18 11,267 SH DEFINED 1 11,267 CIRCOR INTL INC COM 17273K10 8,530 292,127 SH DEFINED 1,2 292,127 CIRCUIT CITY STORE I COM 17273710 108,888 4,448,036 SH DEFINED 1,2,5,6,10,12,13 4,448,036 CIRRUS LOGIC INC COM 17275510 14,858 1,752,151 SH DEFINED 1,2,5 1,752,151 CISCO SYS INC COM 17275R10 3,978,124 183,577,476 SH DEFINED 1,2,5,6,7,8,10,12,13,14 183,577,476 CIT GROUP INC COM 12558110 457,661 8,551,216 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,551,216 CITADEL BROADCASTING COM 17285T10 10,538 950,251 SH DEFINED 1,2 950,251 CITI TRENDS INC COM 17306X10 2,768 69,618 SH DEFINED 1,2 69,618 CITIGROUP INC COM 17296710 7,009,914 148,420,792 SH DEFINED 1,2,5,6,7,8,10,12,13,14 148,420,792 CITIZENS & NORTHN CO COM 17292210 2,556 105,616 SH DEFINED 1,2 105,616 CITIZENS BKG CORP MI COM 17442010 15,458 575,726 SH DEFINED 1,2,5 575,726 CITIZENS COMMUNICATI COM 17453B10 123,790 9,328,559 SH DEFINED 1,2,5,6,10,12,13 9,328,559 CITIZENS FIRST BANCO COM 17461R10 454 16,050 SH DEFINED 1,5 16,050 CITIZENS INC CL A 17474010 2,335 452,612 SH DEFINED 1,2 452,612 CITRIX SYS INC COM 17737610 202,180 5,334,567 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,334,567 CITY BK LYNNWOOD WAS COM 17770A10 5,479 117,732 SH DEFINED 1,2 117,732 CITY HLDG CO COM 17783510 12,421 337,618 SH DEFINED 1,2 337,618 CITY NATL CORP COM 17856610 46,405 604,304 SH DEFINED 1,2,5,12,13 604,304 CKE RESTAURANTS INC COM 12561E10 15,866 911,817 SH DEFINED 1,2 911,817 CKX INC COM 12562M10 2,814 215,305 SH DEFINED 1,2 215,305 CLAIRES STORES INC COM 17958410 85,187 2,346,100 SH DEFINED 1,2,5,6,10,12,13 2,346,100 CLARCOR INC COM 17989510 36,599 1,028,066 SH DEFINED 1,2,5,6 1,028,066 CLARK INC COM 18145710 5,394 456,704 SH DEFINED 1,2 456,704 CLEAN HARBORS INC COM 18449610 6,948 234,178 SH DEFINED 1,2 234,178 CLEAR CHANNEL COMMUN COM 18450210 393,060 13,549,135 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,549,135 CLEAR CHANNEL OUTDOO CL A 18451C10 6,609 281,831 SH DEFINED 1,2 281,831 CLECO CORP NEW COM 12561W10 23,843 1,067,757 SH DEFINED 1,2,5,6 1,067,757 CLEVELAND CLIFFS INC COM 18589610 28,550 327,707 SH DEFINED 1,2,5 327,707 CLICK COMMERCE INC COM NEW 18681D20 2,724 113,795 SH DEFINED 1,2,5 113,795 CLIFTON SVGS BANCORP COM 18712Q10 1,554 145,336 SH DEFINED 1,2 145,336 CLOROX CO DEL COM 18905410 239,382 3,999,700 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,999,700 CMGI INC COM 12575010 9,014 6,090,398 SH DEFINED 1,2,5 6,090,398 CMS ENERGY CORP COM 12589610 83,040 6,412,330 SH DEFINED 1,2,5,6,10,12,13 6,412,330 CNA FINL CORP COM 12611710 17,917 562,715 SH DEFINED 1,2,5 562,715 CNA SURETY CORP COM 12612L10 4,778 285,622 SH DEFINED 1,2 285,622 CNET NETWORKS INC COM 12613R10 25,088 1,765,511 SH DEFINED 1,2,5 1,765,511 CNF INC COM 12612W10 75,177 1,505,351 SH DEFINED 1,2,5,7,8,10,13,14 1,505,351 CNH GLOBAL N V SHS NEW N2093520 218 8,440 SH DEFINED 1,5 8,440 CNS INC COM 12613610 7,555 350,760 SH DEFINED 1,2,6 350,760 CNX GAS CORP COM 12618H30 798 30,692 SH DEFINED 1,2 30,692 COACH INC COM 18975410 355,437 10,278,676 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,278,676 COACHMEN INDS INC COM 18987310 2,711 238,266 SH DEFINED 1,2,6 238,266 COASTAL FINL CORP DE COM 19046E10 2,706 196,674 SH DEFINED 1,2,5 196,674 COBIZ INC COM 19089710 3,712 180,210 SH DEFINED 1,2 180,210 COBRA ELECTRS CORP COM 19104210 108 10,200 SH DEFINED 1 10,200 COCA COLA BOTTLING C COM 19109810 4,474 97,262 SH DEFINED 1,2 97,262 COCA COLA CO COM 19121610 2,699,899 64,482,897 SH DEFINED 1,2,5,6,7,8,10,12,13,14 64,482,897 COCA COLA ENTERPRISE COM 19121910 192,695 9,473,708 SH DEFINED 1,2,5,6,10,12,13 9,473,708 COEUR D ALENE MINES COM 19210810 22,238 3,389,921 SH DEFINED 1,2,5 3,389,921 COGENT COMM GROUP IN COM NEW 19239V30 1,075 110,250 SH DEFINED 1,2,5 110,250 COGENT INC COM 19239Y10 5,711 311,393 SH DEFINED 1,2,5 311,393 COGNEX CORP COM 19242210 17,920 604,592 SH DEFINED 1,2,5,6 604,592 COGNIZANT TECHNOLOGY CL A 19244610 153,070 2,573,044 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,573,044 COHEN & STEERS INC COM 19247A10 1,760 71,843 SH DEFINED 1,2 71,843 COHERENT INC COM 19247910 22,676 645,852 SH DEFINED 1,2,5,6 645,852 COHU INC COM 19257610 6,715 316,435 SH DEFINED 1,2,6 316,435 COINSTAR INC COM 19259P30 17,436 672,945 SH DEFINED 1,2,6 672,945 COLDWATER CREEK INC COM 19306810 19,225 691,545 SH DEFINED 1,2,5 691,545 COLE KENNETH PRODTNS CL A 19329410 3,081 111,241 SH DEFINED 1,2 111,241 COLEY PHARMACEUTICAL COM 19388P10 1,052 69,433 SH DEFINED 1,2 69,433 COLGATE PALMOLIVE CO COM 19416210 880,806 15,425,682 SH DEFINED 1,2,5,6,8,10,12,13 15,425,682 COLLAGENEX PHARMACEU COM 19419B10 213 14,400 SH DEFINED 1,5 14,400 COLONIAL BANCGROUP I COM 19549330 55,602 2,224,061 SH DEFINED 1,2,5,12,13 2,224,061 COLONIAL PPTYS TR COM SH BEN 19587210 56,225 1,121,579 SH DEFINED 1,2,3,5 1,121,579 COLONY BANKCORP INC COM 19623P10 1,349 61,187 SH DEFINED 1,2 61,187 COLOR KINETICS INC COM 19624P10 7,172 338,634 SH DEFINED 1,2,5 338,634 COLT TELECOM GROUP P SPONSORED 19687710 70 14,344 SH DEFINED 1 14,344 COLUMBIA BKG SYS INC COM 19723610 8,182 244,530 SH DEFINED 1,2 244,530 COLUMBIA EQUITY TR I COM 19762710 2,893 164,547 SH DEFINED 1,2,3 164,547 COLUMBIA LABS INC COM 19777910 190 38,163 SH DEFINED 1,5 38,163 COLUMBIA SPORTSWEAR COM 19851610 9,240 173,263 SH DEFINED 1,2,5 173,263 COLUMBUS MCKINNON CO COM 19933310 371 13,778 SH DEFINED 1 13,778 COMARCO INC COM 20008010 143 12,500 SH DEFINED 1 12,500 COMCAST CORP NEW CL A 20030N10 1,425,426 54,488,779 SH DEFINED 1,2,5,6,7,8,10,12,13,14 54,488,779 COMCAST CORP NEW CL A SPL 20030N20 94,889 3,632,812 SH DEFINED 1,2,5,7,8,10,12,13,14 3,632,812 COMERICA INC COM 20034010 277,298 4,783,467 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,783,467 COMFORT SYS USA INC COM 19990810 8,405 622,569 SH DEFINED 1,2,5 622,569 COMMERCE BANCORP INC COM 20051910 127,134 3,468,856 SH DEFINED 1,2,5,7,8,10,12,13,14 3,468,856 COMMERCE BANCSHARES COM 20052510 36,847 713,117 SH DEFINED 1,2,5,12 713,117 COMMERCE GROUP INC M COM 20064110 22,458 425,021 SH DEFINED 1,2,5 425,021 COMMERCIAL BANKSHARE COM 20160710 2,142 60,723 SH DEFINED 1,2 60,723 COMMERCIAL CAP BANCO COM 20162L10 10,835 770,596 SH DEFINED 1,2,5 770,596 COMMERCIAL METALS CO COM 20172310 48,769 911,736 SH DEFINED 1,2,5 911,736 COMMERCIAL NET LEASE COM 20221810 19,682 844,725 SH DEFINED 1,2,3,5 844,725 COMMERCIAL VEH GROUP COM 20260810 3,864 201,148 SH DEFINED 1,2 201,148 COMMONWEALTH TEL ENT COM 20334910 20,209 586,617 SH DEFINED 1,2,6 586,617 COMMSCOPE INC COM 20337210 47,765 1,673,032 SH DEFINED 1,2,5,13 1,673,032 COMMUNICATIONS SYS I COM 20390010 193 18,303 SH DEFINED 1,2 18,303 COMMUNITY BANCORP NE COM 20343T10 2,081 67,191 SH DEFINED 1,2 67,191 COMMUNITY BK SYS INC COM 20360710 11,820 529,325 SH DEFINED 1,2 529,325 COMMUNITY BKS INC MI COM 20362810 8,827 310,153 SH DEFINED 1,2 310,153 COMMUNITY HEALTH SYS COM 20366810 66,291 1,833,773 SH DEFINED 1,2,5,12,13 1,833,773 COMMUNITY TR BANCORP COM 20414910 7,478 220,587 SH DEFINED 1,2 220,587 COMPANHIA BRASILEIRA SPON ADR P 20440T20 53,850 1,277,587 SH DEFINED 1,2,4,5 1,277,587 COMPANHIA DE BEBIDAS SPONSORED 20441W10 1,031 27,465 SH DEFINED 1,2 27,465 COMPANHIA DE BEBIDAS SPON ADR P 20441W20 3,911 91,040 SH DEFINED 1,2 91,040 COMPANHIA ENERGETICA SP ADR N-V 20440960 385 8,469 SH DEFINED 1,2 8,469 COMPANHIA SIDERURGIC SPONSORED 20440W10 528 16,801 SH DEFINED 1,2 16,801 COMPANHIA VALE DO RI SPON ADR P 20441210 48,012 1,110,611 SH DEFINED 1,2 1,110,611 COMPANHIA VALE DO RI SPONSORED 20441220 54,589 1,124,859 SH DEFINED 1,2,4,5 1,124,859 COMPANIA ANONIMA NAC SPON ADR D 20442110 3,093 146,029 SH DEFINED 1,2,5,7 146,029 COMPANIA CERVECERIAS SPONSORED 20442910 246 9,873 SH DEFINED 1,2,5,7 9,873 COMPANIA DE MINAS BU SPONSORED 20444810 282 11,422 SH DEFINED 1,2,7 11,422 COMPANIA DE TELECOMU SPON ADR N 20444930 329 36,826 SH DEFINED 1,2,5,7 36,826 COMPASS BANCSHARES I COM 20449H10 151,512 2,993,723 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,993,723 COMPASS MINERALS INT COM 20451N10 6,770 270,891 SH DEFINED 1,2,5 270,891 COMPUCREDIT CORP COM 20478N10 25,606 695,635 SH DEFINED 1,2 695,635 COMPUTER HORIZONS CO COM 20590810 133 26,695 SH DEFINED 1 26,695 COMPUTER PROGRAMS & COM 20530610 5,114 102,283 SH DEFINED 1,2 102,283 COMPUTER SCIENCES CO COM 20536310 358,327 6,450,528 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,450,528 COMPUTER TASK GROUP COM 20547710 148 34,745 SH DEFINED 1 34,745 COMPUWARE CORP COM 20563810 92,674 11,835,704 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,835,704 COMPX INTERNATIONAL CL A 20563P10 1,057 65,462 SH DEFINED 1,2 65,462 COMSTOCK HOMEBUILDIN CL A 20568410 556 50,463 SH DEFINED 1 50,463 COMSTOCK RES INC COM NEW 20576820 18,695 629,676 SH DEFINED 1,2,5 629,676 COMSYS IT PARTNERS I COM 20581E10 1,873 171,999 SH DEFINED 1,2 171,999 COMTECH TELECOMMUNIC COM NEW 20582620 10,418 357,154 SH DEFINED 1,2,5,6 357,154 COMVERSE TECHNOLOGY COM PAR $0 20586240 125,063 5,315,031 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,315,031 CONAGRA FOODS INC COM 20588710 647,081 30,152,880 SH DEFINED 1,2,5,6,7,8,10,12,13,14 30,152,880 CONCEPTUS INC COM 20601610 431 32,889 SH DEFINED 1 32,889 CONCORD CAMERA CORP COM 20615610 44 39,309 SH DEFINED 1,5 39,309 CONCUR TECHNOLOGIES COM 20670810 7,235 390,451 SH DEFINED 1,2,5 390,451 CONCURRENT COMPUTER COM 20671020 204 63,009 SH DEFINED 1,5 63,009 CONEXANT SYSTEMS INC COM 20714210 23,056 6,682,934 SH DEFINED 1,2,5 6,682,934 CONMED CORP COM 20741010 9,634 503,103 SH DEFINED 1,2,6 503,103 CONNECTICUT WTR SVC COM 20779710 3,002 114,493 SH DEFINED 1,2,5 114,493 CONNETICS CORP COM 20819210 13,133 775,746 SH DEFINED 1,2,6 775,746 CONNS INC COM 20824210 2,712 79,399 SH DEFINED 1,2 79,399 CONOCOPHILLIPS COM 20825C10 2,328,914 36,879,081 SH DEFINED 1,2,5,6,10,12,13 36,879,081 CONOR MEDSYSTEMS INC COM 20826410 4,526 153,958 SH DEFINED 1,2 153,958 CONSECO INC PFD B CV 5 20846486 4,403 147,500 SH DEFINED 2 147,500 CONSECO INC COM NEW 20846488 48,433 1,951,351 SH DEFINED 1,2,5 1,951,351 CONSOL ENERGY INC COM 20854P10 87,638 1,181,737 SH DEFINED 1,2,5,7,8,10,12,13,14 1,181,737 CONSOLIDATED COMM HL COM 20903410 2,405 147,806 SH DEFINED 1,2 147,806 CONSOLIDATED EDISON COM 20911510 318,965 7,332,524 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,332,524 CONSOLIDATED GRAPHIC COM 20934110 22,727 436,053 SH DEFINED 1,2,6 436,053 CONSOLIDATED TOMOKA COM 21022610 4,551 73,255 SH DEFINED 1,2 73,255 CONSTAR INTL INC NEW COM 21036U10 38 11,400 SH DEFINED 1 11,400 CONSTELLATION BRANDS CL A 21036P10 126,287 5,041,379 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,041,379 CONSTELLATION ENERGY COM 21037110 294,694 5,386,467 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,386,467 CONSUMER PORTFOLIO S COM 21050210 91 11,100 SH DEFINED 1 11,100 CONTINENTAL AIRLS IN CL B 21079530 46,417 1,725,533 SH DEFINED 1,2,5 1,725,533 CONVERA CORP CL A 21191910 230 23,969 SH DEFINED 1,5 23,969 CONVERGYS CORP COM 21248510 68,818 3,779,149 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,779,149 COOPER CAMERON CORP COM 21664010 193,167 4,382,182 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,382,182 COOPER COS INC COM NEW 21664840 33,812 625,802 SH DEFINED 1,2,5,6,7,8,10,12,13,14 625,802 COOPER INDS LTD CL A G2418210 197,842 2,276,660 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,276,660 COOPER TIRE & RUBR C COM 21683110 31,430 2,191,758 SH DEFINED 1,2,5,6,10,12,13 2,191,758 COPANO ENERGY L L C COM UNITS 21720210 414 9,300 SH DEFINED 1 9,300 COPART INC COM 21720410 30,369 1,106,347 SH DEFINED 1,2,5,13 1,106,347 CORE LABORATORIES N COM N2271710 452 9,507 SH DEFINED 1,2,5 9,507 CORE MOLDING TECHNOL COM 21868310 95 16,900 SH DEFINED 2 16,900 CORGENTECH INC COM NEW 21872P50 264 28,747 SH DEFINED 1,2 28,747 CORILLIAN CORP COM 21872510 183 47,100 SH DEFINED 1,5 47,100 CORINTHIAN COLLEGES COM 21886810 41,689 2,895,074 SH DEFINED 1,2,5,13 2,895,074 CORN PRODS INTL INC COM 21902310 48,273 1,632,491 SH DEFINED 1,2,5,6 1,632,491 CORNELL COMPANIES IN COM 21914110 351 24,273 SH DEFINED 1,5 24,273 CORNING INC COM 21935010 1,052,640 39,102,530 SH DEFINED 1,2,5,6,7,8,10,12,13,14 39,102,530 CORPORATE EXECUTIVE COM 21988R10 66,736 661,409 SH DEFINED 1,2,5,6,12,13 661,409 CORPORATE OFFICE PPT SH BEN INT 22002T10 45,321 990,850 SH DEFINED 1,2,3,5 990,850 CORRECTIONS CORP AME COM NEW 22025Y40 24,195 535,294 SH DEFINED 1,2,5 535,294 CORUS BANKSHARES INC COM 22087310 32,707 550,260 SH DEFINED 1,2 550,260 CORUS GROUP PLC SPONSORED 22087M10 325 21,176 SH DEFINED 1 21,176 CORVEL CORP COM 22100610 1,717 77,968 SH DEFINED 1,2 77,968 COSI INC COM 22122P10 345 31,400 SH DEFINED 1 31,400 COST PLUS INC CALIF COM 22148510 7,008 409,845 SH DEFINED 1,2,5,6 409,845 COSTAR GROUP INC COM 22160N10 11,155 214,969 SH DEFINED 1,2 214,969 COSTCO WHSL CORP NEW COM 22160K10 683,148 12,613,512 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,613,512 COTHERIX INC COM 22163T10 2,081 227,715 SH DEFINED 1,2,5 227,715 COUNTRYWIDE FINANCIA COM 22237210 643,635 17,537,725 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,537,725 COURIER CORP COM 22266010 5,888 132,784 SH DEFINED 1,2 132,784 COUSINS PPTYS INC COM 22279510 30,622 915,995 SH DEFINED 1,2,3,5 915,995 COVAD COMMUNICATIONS COM 22281420 530 274,413 SH DEFINED 1,2 274,413 COVANCE INC COM 22281610 68,793 1,170,947 SH DEFINED 1,2,5,6,12,13 1,170,947 COVANSYS CORP COM 22281W10 8,531 496,257 SH DEFINED 1,2 496,257 COVANTA HLDG CORP COM 22282E10 30,884 1,852,681 SH DEFINED 1,2 1,852,681 COVENANT TRANS INC CL A 22284P10 1,646 112,744 SH DEFINED 1,2 112,744 COVENTRY HEALTH CARE COM 22286210 252,418 4,676,135 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,676,135 COX RADIO INC CL A 22405110 10,949 815,902 SH DEFINED 1,2,5 815,902 CPI CORP COM 12590210 655 32,099 SH DEFINED 1,6 32,099 CRA INTL INC COM 12618T10 6,840 138,848 SH DEFINED 1,2 138,848 CRANE CO COM 22439910 49,380 1,204,095 SH DEFINED 1,2,5,13 1,204,095 CRAWFORD & CO CL B 22463310 1,624 270,710 SH DEFINED 1,2 270,710 CRAY INC COM 22522310 229 126,600 SH DEFINED 1,5 126,600 CREDENCE SYS CORP COM 22530210 13,258 1,806,221 SH DEFINED 1,2,5,13 1,806,221 CREDICORP LTD COM G2519Y10 8,774 331,353 SH DEFINED 1,2,7 331,353 CREDIT SUISSE GROUP SPONSORED 22540110 22,511 402,982 SH DEFINED 1 402,982 CREDO PETE CORP COM PAR $0 22543920 231 10,620 SH DEFINED 1 10,620 CREE INC COM 22544710 40,636 1,238,536 SH DEFINED 1,2,5,6,12,13 1,238,536 CRESCENT REAL ESTATE COM 22575610 39,237 1,862,211 SH DEFINED 1,2,3,5,7,8,10,12,13,14 1,862,211 CRESUD S A C I F Y A SPONSORED 22640610 268 18,600 SH DEFINED 1 18,600 CRH PLC ADR 12626K20 30,268 852,622 SH DEFINED 1 852,622 CROCS INC COM 22704610 445 17,700 SH DEFINED 1,2 17,700 CROSS CTRY HEALTHCAR COM 22748310 9,328 481,819 SH DEFINED 1,2,6 481,819 CROSS TIMBERS RTY TR TR UNIT 22757R10 399 8,559 SH DEFINED 1,2,5 8,559 CROSSTEX ENERGY INC COM 22765Y10 6,616 85,429 SH DEFINED 1,2 85,429 CROSSTEX ENERGY L P COM 22765U10 611 17,469 SH DEFINED 1,2 17,469 CROWN CASTLE INTL CO COM 22822710 91,804 3,238,239 SH DEFINED 1,2,5,7,8,10,12,13,14 3,238,239 CROWN HOLDINGS INC COM 22836810 33,460 1,886,132 SH DEFINED 1,2,5,6 1,886,132 CROWN MEDIA HLDGS IN CL A 22841110 1,184 186,769 SH DEFINED 1,2 186,769 CRYOLIFE INC COM 22890310 185 42,034 SH DEFINED 1,6 42,034 CSG SYS INTL INC COM 12634910 40,458 1,740,122 SH DEFINED 1,2,5,13 1,740,122 CSK AUTO CORP COM 12596510 10,970 790,886 SH DEFINED 1,2 790,886 CSS INDS INC COM 12590610 4,671 142,663 SH DEFINED 1,2 142,663 CSX CORP COM 12640810 411,357 6,878,886 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,878,886 CT COMMUNICATIONS IN COM NEW 12642640 4,104 302,018 SH DEFINED 1,2 302,018 CTS CORP COM 12650110 7,557 564,818 SH DEFINED 1,2,6 564,818 CUBIC CORP COM 22966910 6,597 275,561 SH DEFINED 1,2,6 275,561 CUBIST PHARMACEUTICA COM 22967810 16,960 738,366 SH DEFINED 1,2,5 738,366 CULLEN FROST BANKERS COM 22989910 43,251 804,661 SH DEFINED 1,2,5,13 804,661 CULP INC COM 23021510 58 12,000 SH DEFINED 1 12,000 CUMMINS INC COM 23102110 700,007 6,660,388 SH DEFINED 1,2,5,6,8,10,12,13 6,660,388 CUMULUS MEDIA INC CL A 23108210 8,879 788,547 SH DEFINED 1,2 788,547 CURAGEN CORP COM 23126R10 5,434 1,084,677 SH DEFINED 1,2,5 1,084,677 CURIS INC COM 23126910 1,337 561,842 SH DEFINED 1,2,5 561,842 CURTISS WRIGHT CORP COM 23156110 23,895 360,948 SH DEFINED 1,2,6 360,948 CV THERAPEUTICS INC COM 12666710 15,566 704,962 SH DEFINED 1,2,5 704,962 CVB FINL CORP COM 12660010 12,519 732,107 SH DEFINED 1,2,5 732,107 CVS CORP COM 12665010 628,306 21,034,679 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,034,679 CYBERONICS INC COM 23251P10 9,091 352,767 SH DEFINED 1,2,6 352,767 CYBERSOURCE CORP COM 23251J10 3,874 347,135 SH DEFINED 1,2 347,135 CYMER INC COM 23257210 33,157 729,678 SH DEFINED 1,2,5,6 729,678 CYPRESS BIOSCIENCES COM PAR $. 23267450 2,804 445,116 SH DEFINED 1,2,5 445,116 CYPRESS SEMICONDUCTO COM 23280610 46,413 2,738,250 SH DEFINED 1,2,5,13 2,738,250 CYTEC INDS INC COM 23282010 39,841 663,909 SH DEFINED 1,2,5,13 663,909 CYTOGEN CORP COM NEW 23282430 39 10,667 SH DEFINED 1 10,667 CYTOKINETICS INC COM 23282W10 98 13,403 SH DEFINED 1 13,403 CYTYC CORP COM 23294610 48,754 1,730,109 SH DEFINED 1,2,5,6,12,13 1,730,109 D & E COMMUNICATIONS COM 23286010 352 31,291 SH DEFINED 1,2 31,291 D R HORTON INC COM 23331A10 231,762 6,976,584 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,976,584 DADE BEHRING HLDGS I COM 23342J20 34,193 957,519 SH DEFINED 1,2,5,6,12 957,519 DAIMLERCHRYSLER AG ORD D1668R12 2,152 37,487 SH DEFINED 1 37,487 DAKTRONICS INC COM 23426410 12,919 353,958 SH DEFINED 1,2,6 353,958 DANAHER CORP DEL COM 23585110 507,850 7,991,346 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,991,346 DARDEN RESTAURANTS I COM 23719410 369,082 8,995,430 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,995,430 DARLING INTL INC COM 23726610 3,412 728,960 SH DEFINED 1,2 728,960 DATASCOPE CORP COM 23811310 8,431 213,929 SH DEFINED 1,2,6 213,929 DATATRAK INTL INC COM 23813410 88 12,000 SH DEFINED 1 12,000 DAVITA INC COM 23918K10 79,634 1,322,598 SH DEFINED 1,2,5,7,8,10,12,13,14 1,322,598 DAWSON GEOPHYSICAL C COM 23935910 353 12,800 SH DEFINED 1,5 12,800 DEAN FOODS CO NEW COM 24237010 163,673 4,215,118 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,215,118 DEB SHOPS INC COM 24272810 1,595 53,697 SH DEFINED 1,2 53,697 DECKERS OUTDOOR CORP COM 24353710 7,229 178,316 SH DEFINED 1,2 178,316 DECODE GENETICS INC COM 24358610 5,794 668,335 SH DEFINED 1,2 668,335 DECORATOR INDS INC COM PAR $0 24363120 101 11,400 SH DEFINED 1 11,400 DEERE & CO COM 24419910 492,715 6,232,960 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,232,960 DEERFIELD TRIARC CAP COM 24457230 3,746 277,679 SH DEFINED 1,2 277,679 DEL MONTE FOODS CO COM 24522P10 48,277 4,070,604 SH DEFINED 1,2,5,10,12 4,070,604 DELIA'S INC NEW COM 24691110 2,507 268,419 SH DEFINED 1,2 268,419 DELL INC COM 24702R10 2,027,720 68,135,747 SH DEFINED 1,2,5,6,7,8,10,12,13,14 68,135,747 DELPHI FINL GROUP IN CL A 24713110 21,073 408,155 SH DEFINED 1,2,5 408,155 DELTA & PINE LD CO COM 24735710 26,960 893,898 SH DEFINED 1,2,5,6 893,898 DELTA FINANCIAL CORP COM 24791810 1,585 165,965 SH DEFINED 1,2 165,965 DELTA PETE CORP COM NEW 24790720 9,337 444,182 SH DEFINED 1,2 444,182 DELTATHREE INC COM 24783N10 58 19,900 SH DEFINED 1 19,900 DELTIC TIMBER CORP COM 24785010 8,273 136,517 SH DEFINED 1,2 136,517 DELUXE CORP COM 24801910 25,127 960,157 SH DEFINED 1,2,5,6,13 960,157 DENBURY RES INC COM NEW 24791620 51,410 1,623,290 SH DEFINED 1,2,6,12,13 1,623,290 DENDREON CORP COM 24823Q10 4,271 906,727 SH DEFINED 1,2,5 906,727 DENDRITE INTL INC COM 24823910 8,773 642,678 SH DEFINED 1,2,6 642,678 DENNYS CORP COM 24869P10 5,645 1,185,990 SH DEFINED 1,2 1,185,990 DENTSPLY INTL INC NE COM 24903010 99,571 1,712,306 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,712,306 DEPOMED INC COM 24990810 104 15,969 SH DEFINED 1 15,969 DESIGN WITHIN REACH COM 25055710 587 103,198 SH DEFINED 1,2 103,198 DEUTSCHE TELEKOM AG SPONSORED 25156610 1,462 86,908 SH DEFINED 1 86,908 DEVELOPERS DIVERSIFI COM 25159110 164,180 2,998,715 SH DEFINED 1,2,3,5,7,8,10,12,13,14 2,998,715 DEVON ENERGY CORP NE COM 25179M10 991,539 16,209,559 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,209,559 DEVRY INC DEL COM 25189310 30,168 1,324,902 SH DEFINED 1,2,5,6,13 1,324,902 DEXCOM INC COM 25213110 1,325 65,367 SH DEFINED 1,2 65,367 DHB INDS INC COM 23321E10 1,708 357,300 SH DEFINED 1,2 357,300 DIAGEO P L C SPON ADR N 25243Q20 1,193 18,808 SH DEFINED 1 18,808 DIAGNOSTIC PRODS COR COM 25245010 17,180 360,690 SH DEFINED 1,2,5,6 360,690 DIAMOND FOODS INC COM 25260310 1,192 69,420 SH DEFINED 1,2 69,420 DIAMOND OFFSHORE DRI COM 25271C10 66,864 747,082 SH DEFINED 1,2,5,6,10,12 747,082 DIAMONDCLUSTER INTL COM 25278P10 4,427 413,758 SH DEFINED 1,2 413,758 DIAMONDROCK HOSPITAL COM 25278430 4,382 317,299 SH DEFINED 1,2,3 317,299 DICKS SPORTING GOODS COM 25339310 13,095 330,104 SH DEFINED 1,2 330,104 DIEBOLD INC COM 25365110 48,287 1,174,856 SH DEFINED 1,2,5,12,13 1,174,856 DIGENE CORP COM 25375210 9,847 251,841 SH DEFINED 1,2 251,841 DIGI INTL INC COM 25379810 4,155 356,056 SH DEFINED 1,2,5,6 356,056 DIGIMARC CORP COM 25380710 159 21,231 SH DEFINED 1 21,231 DIGITAL GENERATION S COM 25392110 21 30,340 SH DEFINED 1 30,340 DIGITAL INSIGHT CORP COM 25385P10 27,519 756,009 SH DEFINED 1,2,6 756,009 DIGITAL RIV INC COM 25388B10 26,623 610,483 SH DEFINED 1,2 610,483 DIGITAL RLTY TR INC COM 25386810 12,234 434,293 SH DEFINED 1,2,3,5 434,293 DIGITAS INC COM 25388K10 16,083 1,116,844 SH DEFINED 1,2 1,116,844 DILLARDS INC CL A 25406710 42,802 1,643,712 SH DEFINED 1,2,5,6,10,12,13 1,643,712 DIME BANCORP INC NEW *W EXP 99/ 25429Q11 12 68,821 SH DEFINED 1 68,821 DIME CMNTY BANCSHARE COM 25392210 6,163 428,895 SH DEFINED 1,2,5 428,895 DIODES INC COM 25454310 10,082 242,938 SH DEFINED 1,2,6 242,938 DIONEX CORP COM 25454610 27,750 451,374 SH DEFINED 1,2,5,6 451,374 DIRECT GEN CORP COM 25456W20 3,769 221,555 SH DEFINED 1,2 221,555 DIRECTV GROUP INC COM 25459L10 568,077 34,638,851 SH DEFINED 1,2,5,7,8,10,12,13,14 34,638,851 DISCOVERY HOLDING CO CL A COM 25468Y10 49,008 3,267,172 SH DEFINED 1,2,5,7,8,10,12,13,14 3,267,172 DISCOVERY LABORATORI COM 25466810 5,571 760,043 SH DEFINED 1,2,5 760,043 DISCOVERY PARTNERS I COM 25467510 67 27,712 SH DEFINED 1 27,712 DISNEY WALT CO COM DISNEY 25468710 1,736,363 62,257,543 SH DEFINED 1,2,5,6,7,8,10,12,13,14 62,257,543 DISTRIBUCION Y SERVI SPONSORED 25475310 265 13,680 SH DEFINED 1,2,5,7 13,680 DISTRIBUTED ENERGY S COM 25475V10 429 60,420 SH DEFINED 1,2,5 60,420 DITECH COMMUNICATION COM 25500M10 6,165 589,906 SH DEFINED 1,2,6 589,906 DIVERSA CORP COM 25506410 3,240 355,615 SH DEFINED 1,2 355,615 DIXIE GROUP INC CL A 25551910 1,685 112,666 SH DEFINED 1,2 112,666 DJ ORTHOPEDICS INC COM 23325G10 17,882 449,739 SH DEFINED 1,2,6 449,739 DNP SELECT INCOME FD COM 23325P10 1,482 141,824 SH DEFINED 5,12 141,824 DOBSON COMMUNICATION CL A 25606910 14,605 1,821,054 SH DEFINED 1,2,5 1,821,054 DOCUCORP INTL INC COM 25591110 102 12,300 SH DEFINED 1 12,300 DOLBY LABORATORIES I COM 25659T10 5,272 252,248 SH DEFINED 1,2 252,248 DOLLAR GEN CORP COM 25666910 167,153 9,459,681 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,459,681 DOLLAR THRIFTY AUTOM COM 25674310 16,864 371,463 SH DEFINED 1,2,5 371,463 DOLLAR TREE STORES I COM 25674710 56,129 2,028,507 SH DEFINED 1,2,5,6,10,12,13 2,028,507 DOMINION RES INC VA COM 25746U10 750,600 10,873,537 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,873,537 DOMINOS PIZZA INC COM 25754A20 33,730 1,181,431 SH DEFINED 1,2 1,181,431 DONALDSON INC COM 25765110 39,319 1,163,623 SH DEFINED 1,2,5,6,12,13 1,163,623 DONEGAL GROUP INC CL A 25770120 2,842 108,926 SH DEFINED 1,2 108,926 DONNELLEY R R & SONS COM 25786710 186,208 5,690,954 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,690,954 DORAL FINL CORP COM 25811P10 15,287 1,323,580 SH DEFINED 1,2,5 1,323,580 DORCHESTER MINERALS COM UNIT 25820R10 1,058 38,831 SH DEFINED 1,2,5 38,831 DOT HILL SYS CORP COM 25848T10 7,132 1,004,491 SH DEFINED 1,2,5 1,004,491 DOV PHARMACEUTICAL I COM 25985810 4,409 275,900 SH DEFINED 1,2 275,900 DOVER CORP COM 26000310 253,051 5,211,096 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,211,096 DOVER DOWNS GAMING & COM 26009510 5,806 266,678 SH DEFINED 1,2,5 266,678 DOVER MOTORSPORTS IN COM 26017410 930 169,407 SH DEFINED 1,2,5 169,407 DOW CHEM CO COM 26054310 1,068,913 26,327,915 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,327,915 DOW JONES & CO INC COM 26056110 76,249 1,940,177 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,940,177 DOWNEY FINL CORP COM 26101810 59,325 881,501 SH DEFINED 1,2,5 881,501 DPL INC COM 23329310 50,678 1,876,970 SH DEFINED 1,2,5,13 1,876,970 DREAMWORKS ANIMATION CL A 26153C10 12,640 477,884 SH DEFINED 1,2,5 477,884 DRESS BARN INC COM 26157010 23,195 483,733 SH DEFINED 1,2,6 483,733 DRESSER-RAND GROUP I COM 26160810 7,377 296,854 SH DEFINED 1,2 296,854 DREW INDS INC COM NEW 26168L20 9,203 258,873 SH DEFINED 1,2,6 258,873 DRIL-QUIP INC COM 26203710 13,204 186,369 SH DEFINED 1,2 186,369 DRS TECHNOLOGIES INC COM 23330X10 47,210 860,397 SH DEFINED 1,2,5,13 860,397 DRUGSTORE COM INC COM 26224110 2,257 730,392 SH DEFINED 1,2 730,392 DSP GROUP INC COM 23332B10 12,265 422,784 SH DEFINED 1,2,5,6 422,784 DST SYS INC DEL COM 23332610 85,052 1,467,930 SH DEFINED 1,2,5,7,8,10,12,13,14 1,467,930 DSW INC CL A 23334L10 4,289 136,929 SH DEFINED 1,2 136,929 DTE ENERGY CO COM 23333110 247,430 6,171,860 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,171,860 DTS INC COM 23335C10 4,464 227,057 SH DEFINED 1,2 227,057 DU PONT E I DE NEMOU COM 26353410 1,634,003 38,711,275 SH DEFINED 1,2,5,6,7,8,10,12,13,14 38,711,275 DUCOMMUN INC DEL COM 26414710 451 20,319 SH DEFINED 1,5 20,319 DUKE ENERGY CORP COM 26439910 2,404,768 82,496,340 SH DEFINED 1,2,5,6,7,8,10,12,13,14 82,496,340 DUKE REALTY CORP COM NEW 26441150 118,409 3,120,131 SH DEFINED 1,2,3,5,7,8,10,12,13,14 3,120,131 DUN & BRADSTREET COR COM 26483E10 105,497 1,375,811 SH DEFINED 1,2,5,7,8,10,12,13,14 1,375,811 DUQUESNE LT HLDGS IN COM 26623310 32,610 1,976,363 SH DEFINED 1,2,5,13 1,976,363 DURA AUTOMOTIVE SYST CL A 26590310 73 30,522 SH DEFINED 1,5 30,522 DURATEK INC COM 26658Q10 3,442 157,159 SH DEFINED 1,2 157,159 DURECT CORP COM 26660510 2,793 439,159 SH DEFINED 1,2,5 439,159 DUSA PHARMACEUTICALS COM 26689810 1,216 172,234 SH DEFINED 1,2 172,234 DYAX CORP COM 26746E10 276 47,554 SH DEFINED 1,5 47,554 DYCOM INDS INC COM 26747510 17,151 807,128 SH DEFINED 1,2,5,13 807,128 DYNAMEX INC COM 26784F10 2,910 150,628 SH DEFINED 1,2 150,628 DYNAMIC MATLS CORP COM 26788810 2,756 77,317 SH DEFINED 1,2,5 77,317 DYNAVAX TECHNOLOGIES COM 26815810 139 23,091 SH DEFINED 1,5 23,091 DYNEGY INC NEW CL A 26816Q10 40,425 8,421,773 SH DEFINED 1,2,5,6,10,12,13 8,421,773 E M C CORP MASS COM 26864810 965,609 70,844,370 SH DEFINED 1,2,5,6,7,8,10,12,13,14 70,844,370 E ON AG SPONSORED 26878010 22,169 605,697 SH DEFINED 1 605,697 E TRADE FINANCIAL CO COM 26924610 306,657 11,366,078 SH DEFINED 1,2,5,6,7,10,12,13,14 11,366,078 EAGLE BROADBAND INC COM 26943710 2 21,780 SH DEFINED 1 21,780 EAGLE BULK SHIPPING COM Y2187A10 263 18,858 SH DEFINED 1,2 18,858 EAGLE HOSPITALITY PP COM 26959T10 266 26,379 SH DEFINED 1,3,5 26,379 EAGLE MATERIALS INC COM 26969P10 49,192 771,523 SH DEFINED 1,2,5,7 771,523 EAGLE MATERIALS INC CL B 26969P20 821 12,876 SH DEFINED 1,5 12,876 EARTHLINK INC COM 27032110 19,714 2,064,344 SH DEFINED 1,2,5 2,064,344 EAST WEST BANCORP IN COM 27579R10 24,803 643,408 SH DEFINED 1,2,5 643,408 EASTERN AMERN NAT GA SPERS RCT 27621710 241 8,800 SH DEFINED 1 8,800 EASTGROUP PPTY INC COM 27727610 23,614 497,762 SH DEFINED 1,2,3,5 497,762 EASTMAN CHEM CO COM 27743210 102,434 2,001,446 SH DEFINED 1,2,5,6,7,10,12,13,14 2,001,446 EASTMAN KODAK CO COM 27746110 204,542 7,192,052 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,192,052 EATON CORP COM 27805810 292,083 4,002,782 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,002,782 EATON VANCE CORP COM NON VT 27826510 53,341 1,948,176 SH DEFINED 1,2,5,13 1,948,176 EBAY INC COM 27864210 1,201,855 30,816,783 SH DEFINED 1,2,5,6,7,8,10,12,13,14 30,816,783 ECC CAPITAL CORP COM 26826M10 1,099 723,236 SH DEFINED 1,2,5 723,236 ECHELON CORP COM 27874N10 3,934 416,718 SH DEFINED 1,2 416,718 ECHOSTAR COMMUNICATI CL A 27876210 88,094 2,949,249 SH DEFINED 1,2,5,7,8,10,12,13,14 2,949,249 ECI TELECOM LTD ORD 26825810 169 14,883 SH DEFINED 1,2,5 14,883 ECLIPSYS CORP COM 27885610 12,682 537,144 SH DEFINED 1,2,5 537,144 ECOLAB INC COM 27886510 215,374 5,638,072 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,638,072 ECOLLEGE COM COM 27887E10 4,149 220,233 SH DEFINED 1,2 220,233 EDGE PETE CORP DEL COM 27986210 5,405 216,366 SH DEFINED 1,2 216,366 EDISON INTL COM 28102010 1,646,884 39,992,335 SH DEFINED 1,2,5,6,7,8,10,12,13,14 39,992,335 EDO CORP COM 28134710 6,775 219,621 SH DEFINED 1,2,6 219,621 EDP ENERGIAS DE PORT SPONSORED 26835310 1,107 28,257 SH DEFINED 1 28,257 EDUCATE INC COM 28138P10 2,119 248,728 SH DEFINED 1,2 248,728 EDUCATION MGMT CORP COM 28139T10 58,421 1,404,347 SH DEFINED 1,2,5,6,12,13 1,404,347 EDUCATION RLTY TR IN COM 28140H10 8,382 547,860 SH DEFINED 1,2,3 547,860 EDWARDS AG INC COM 28176010 56,418 1,131,538 SH DEFINED 1,2,5,6,12,13 1,131,538 EDWARDS LIFESCIENCES COM 28176E10 88,765 2,040,584 SH DEFINED 1,2,5,6,7,10,12,13,14 2,040,584 EFJ INC COM 26843B10 134 12,400 SH DEFINED 1 12,400 EFUNDS CORP COM 28224R10 19,439 752,279 SH DEFINED 1,2,5,6 752,279 EGL INC COM 26848410 46,472 1,032,711 SH DEFINED 1,2,6 1,032,711 EL PASO CORP COM 28336L10 226,253 18,776,223 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,776,223 EL PASO ELEC CO COM NEW 28367785 15,609 819,792 SH DEFINED 1,2,5 819,792 ELECTRO RENT CORP COM 28521810 4,142 243,672 SH DEFINED 1,2,5 243,672 ELECTRO SCIENTIFIC I COM 28522910 9,409 425,154 SH DEFINED 1,2,5,6 425,154 ELECTROGLAS INC COM 28532410 100 18,373 SH DEFINED 1,5 18,373 ELECTRONIC ARTS INC COM 28551210 439,395 8,029,881 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,029,881 ELECTRONIC DATA SYS COM 28566110 786,624 29,318,839 SH DEFINED 1,2,5,6,7,8,10,12,13,14 29,318,839 ELECTRONICS FOR IMAG COM 28608210 23,127 826,860 SH DEFINED 1,2,5 826,860 ELIZABETH ARDEN INC COM 28660G10 10,658 457,053 SH DEFINED 1,2 457,053 ELKCORP COM 28745610 9,639 285,605 SH DEFINED 1,2,6 285,605 ELLIS PERRY INTL INC COM 28885310 2,515 111,124 SH DEFINED 1,2 111,124 EMAGEON INC COM 29076V10 2,584 152,109 SH DEFINED 1,2 152,109 EMBARCADERO TECHNOLO COM 29078710 454 64,878 SH DEFINED 1,2 64,878 EMBOTELLADORA ANDINA SPON ADR A 29081P20 250 18,060 SH DEFINED 1,2,5,7 18,060 EMBRAER-EMPRESA BRAS SP ADR PFD 29081M10 209 5,659 SH DEFINED 1,2 5,659 EMBREX INC COM 29081710 1,592 126,845 SH DEFINED 1 126,845 EMC INS GROUP INC COM 26866410 2,484 89,131 SH DEFINED 1,2 89,131 EMCOR GROUP INC COM 29084Q10 26,820 540,074 SH DEFINED 1,2,5,6 540,074 EMCORE CORP COM 29084610 4,896 480,003 SH DEFINED 1,2,5 480,003 EMDEON CORP COM 29084910 33,998 3,147,973 SH DEFINED 1,2,5,6,12 3,147,973 EMERGE INTERACTIVE I CL A 29088W10 6 14,126 SH DEFINED 1 14,126 EMERITUS CORP COM 29100510 305 14,110 SH DEFINED 1 14,110 EMERSON ELEC CO COM 29101110 925,776 11,069,902 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,069,902 EMERSON RADIO CORP COM NEW 29108720 60 16,000 SH DEFINED 1 16,000 EMISPHERE TECHNOLOGI COM 29134510 148 17,949 SH DEFINED 1 17,949 EMMIS COMMUNICATIONS CL A 29152510 11,518 719,869 SH DEFINED 1,2,5,13 719,869 EMPIRE DIST ELEC CO COM 29164110 8,228 370,308 SH DEFINED 1,2 370,308 EMPRESA NACIONAL DE SPONSORED 29244T10 58,597 1,941,600 SH DEFINED 1,2,4,5,7 1,941,600 EMS TECHNOLOGIES INC COM 26873N10 241 13,348 SH DEFINED 1 13,348 EMULEX CORP COM NEW 29247520 38,156 2,232,667 SH DEFINED 1,2,5 2,232,667 ENBRIDGE ENERGY MANA SHS UNITS 29250X10 543 12,729 SH DEFINED 1,2 12,729 ENBRIDGE ENERGY PART COM 29250R10 417 9,532 SH DEFINED 1,5 9,532 ENBRIDGE INC COM 29250N10 827 28,631 SH DEFINED 1,7 28,631 ENCORE ACQUISITION C COM 29255W10 19,864 640,759 SH DEFINED 1,2 640,759 ENCORE CAP GROUP INC COM 29255410 3,413 231,370 SH DEFINED 1,2 231,370 ENCORE MED CORP COM 29256E10 2,392 467,219 SH DEFINED 1,2 467,219 ENCORE WIRE CORP COM 29256210 9,033 266,609 SH DEFINED 1,2,5 266,609 ENCYSIVE PHARMACEUTI COM 29256X10 3,768 770,521 SH DEFINED 1,2,5 770,521 ENDEAVOUR INTL CORP COM 29259G10 2,191 753,004 SH DEFINED 1,2 753,004 ENDESA S A SPONSORED 29258N10 1,740 54,111 SH DEFINED 1 54,111 ENDO PHARMACEUTICALS COM 29264F20 23,053 702,636 SH DEFINED 1,2,5,6,12 702,636 ENDOLOGIX INC COM 29266S10 114 24,000 SH DEFINED 1 24,000 ENDURANCE SPECIALTY SHS G3039710 2,066 63,467 SH DEFINED 1,2,5 63,467 ENDWAVE CORP COM NEW 29264A20 1,299 88,404 SH DEFINED 1,2 88,404 ENEL SOCIETA PER AZI ADR 29265W10 470 11,129 SH DEFINED 1 11,129 ENERGEN CORP COM 29265N10 50,931 1,455,171 SH DEFINED 1,2,5,7,10,14 1,455,171 ENERGIZER HLDGS INC COM 29266R10 118,272 2,231,554 SH DEFINED 1,2,5,7,8,10,12,13,14 2,231,554 ENERGY CONVERSION DE COM 29265910 14,343 291,635 SH DEFINED 1,2 291,635 ENERGY EAST CORP COM 29266M10 75,930 3,124,683 SH DEFINED 1,2,5,7,8,10,12,13,14 3,124,683 ENERGY PARTNERS LTD COM 29270U10 10,912 462,782 SH DEFINED 1,2,5 462,782 ENERGY TRANSFER EQUI COM UT LTD 29273V10 596 24,906 SH DEFINED 1,2 24,906 ENERGY TRANSFER PRTN UNIT LTD P 29273R10 244 6,300 SH DEFINED 1,5 6,300 ENERGYSOUTH INC COM 29297010 3,490 109,702 SH DEFINED 1,2 109,702 ENERSIS S A SPONSORED 29274F10 978 82,420 SH DEFINED 1,2,5 82,420 ENERSYS COM 29275Y10 8,100 586,977 SH DEFINED 1,2 586,977 ENESCO GROUP INC COM 29297310 28 13,580 SH DEFINED 1 13,580 ENGELHARD CORP COM 29284510 119,170 3,008,577 SH DEFINED 1,2,5,6,10,12,13 3,008,577 ENI S P A SPONSORED 26874R10 1,119 19,631 SH DEFINED 1,2 19,631 ENNIS INC COM 29338910 6,555 336,136 SH DEFINED 1,2 336,136 ENPRO INDS INC COM 29355X10 13,019 379,558 SH DEFINED 1,2,5,6 379,558 ENSCO INTL INC COM 26874Q10 140,204 2,725,057 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,725,057 ENSTAR GROUP INC GA COM 29358R10 4,493 50,072 SH DEFINED 1,2 50,072 ENTEGRIS INC COM 29362U10 18,812 1,768,067 SH DEFINED 1,2,5 1,768,067 ENTERCOM COMMUNICATI CL A 29363910 19,767 707,983 SH DEFINED 1,2,5,13 707,983 ENTERGY CORP NEW COM 29364G10 457,851 6,641,299 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,641,299 ENTERPRISE FINL SVCS COM 29371210 3,036 110,861 SH DEFINED 1,2 110,861 ENTERPRISE GP HLDGS UNIT LP IN 29371610 454 12,114 SH DEFINED 1,2 12,114 ENTERPRISE PRODS PAR COM 29379210 8,022 324,906 SH DEFINED 1,2,5 324,906 ENTERTAINMENT PPTYS COM SH BEN 29380T10 14,597 347,724 SH DEFINED 1,2,3,5 347,724 ENTRAVISION COMMUNIC CL A 29382R10 9,144 998,209 SH DEFINED 1,2,5 998,209 ENTREMED INC COM 29382F10 68 26,189 SH DEFINED 1 26,189 ENTRUST INC COM 29384810 3,581 795,743 SH DEFINED 1,2,5 795,743 ENVIRONMENTAL TECTON COM 29409210 69 13,800 SH DEFINED 1 13,800 ENZO BIOCHEM INC COM 29410010 6,346 470,044 SH DEFINED 1,2,5,6 470,044 ENZON PHARMACEUTICAL COM 29390410 6,643 820,149 SH DEFINED 1,2,5 820,149 EOG RES INC COM 26875P10 612,813 8,511,293 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,511,293 EPICOR SOFTWARE CORP COM 29426L10 9,764 727,006 SH DEFINED 1,2,5,6 727,006 EPIQ SYS INC COM 26882D10 5,792 304,834 SH DEFINED 1,2,6 304,834 EPIX PHARMACEUTICALS COM 26881Q10 1,034 295,336 SH DEFINED 1,2,5 295,336 EPLUS INC COM 29426810 158 11,100 SH DEFINED 1 11,100 EQUIFAX INC COM 29442910 158,073 4,244,714 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,244,714 EQUINIX INC COM NEW 29444U50 15,438 240,391 SH DEFINED 1,2 240,391 EQUITABLE RES INC COM 29454910 104,052 2,849,968 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,849,968 EQUITY INNS INC COM 29470310 23,433 1,446,465 SH DEFINED 1,2,3,5 1,446,465 EQUITY LIFESTYLE PPT COM 29472R10 39,508 794,128 SH DEFINED 1,2,3,5 794,128 EQUITY OFFICE PROPER COM 29474110 490,004 14,592,145 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 14,592,145 EQUITY ONE COM 29475210 22,136 901,320 SH DEFINED 1,2,3 901,320 EQUITY RESIDENTIAL SH BEN INT 29476L10 480,141 10,261,623 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 10,261,623 ERESEARCHTECHNOLOGY COM 29481V10 9,023 627,046 SH DEFINED 1,2,5 627,046 ERICSSON L M TEL CO ADR B SEK 29482160 660 17,508 SH DEFINED 1,5 17,508 ERIE INDTY CO CL A 29530P10 19,169 364,155 SH DEFINED 1,2,5,12 364,155 ESB FINL CORP COM 26884F10 290 24,125 SH DEFINED 1,2 24,125 ESCALA GROUP INC COM 29605W10 3,459 132,056 SH DEFINED 1,2 132,056 ESCALADE INC COM 29605610 1,589 143,291 SH DEFINED 1,2 143,291 ESCO TECHNOLOGIES IN COM 29631510 22,456 443,355 SH DEFINED 1,2,5 443,355 ESPEED INC CL A 29664310 2,612 327,697 SH DEFINED 1,2 327,697 ESS TECHNOLOGY INC COM 26915110 315 94,775 SH DEFINED 1,5,6 94,775 ESSEX CORP COM 29674410 4,553 206,744 SH DEFINED 1,2 206,744 ESSEX PPTY TR INC COM 29717810 49,665 456,776 SH DEFINED 1,2,3,5 456,776 ESTERLINE TECHNOLOGI COM 29742510 16,634 389,090 SH DEFINED 1,2,6 389,090 ETHAN ALLEN INTERIOR COM 29760210 32,805 780,707 SH DEFINED 1,2,5,6 780,707 EUROBANCSHARES INC COM 29871610 956 81,110 SH DEFINED 1,2 81,110 EURONET WORLDWIDE IN COM 29873610 15,204 401,915 SH DEFINED 1,2,5 401,915 EV3 INC COM 26928A20 3,099 174,977 SH DEFINED 1,2 174,977 EVANS & SUTHERLAND C COM 29909610 98 15,300 SH DEFINED 1 15,300 EVCI CAREER COLLEGES COM 26926P10 18 12,500 SH DEFINED 1,5 12,500 EVEREST RE GROUP LTD COM G3223R10 65,628 702,885 SH DEFINED 1,2,5,7,8,10,12,13,14 702,885 EVERGREEN SOLAR INC COM 30033R10 9,068 588,839 SH DEFINED 1,2,5 588,839 EVOLVING SYS INC COM 30049R10 37 18,630 SH DEFINED 1 18,630 EXACT SCIENCES CORP COM 30063P10 66 21,354 SH DEFINED 1 21,354 EXACTECH INC COM 30064E10 157 11,200 SH DEFINED 1 11,200 EXAR CORP COM 30064510 7,440 521,007 SH DEFINED 1,2,5,6 521,007 EXCEL TECHNOLOGY INC COM 30067T10 4,656 157,977 SH DEFINED 1,2 157,977 EXCHANGE NATL BANCSH COM 30130910 215 7,250 SH DEFINED 1 7,250 EXCO RESOURCES INC COM 26927940 1,678 133,900 SH DEFINED 1,2 133,900 EXELIXIS INC COM 30161Q10 16,554 1,378,375 SH DEFINED 1,2,5 1,378,375 EXELON CORP COM 30161N10 1,264,081 23,895,672 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,895,672 EXIDE TECHNOLOGIES COM NEW 30205120 49 16,965 SH DEFINED 1 16,965 EXPEDIA INC DEL COM 30212P10 57,158 2,819,851 SH DEFINED 1,2,5,7,8,10,12,13,14 2,819,851 EXPEDITORS INTL WASH COM 30213010 180,369 2,087,847 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,087,847 EXPLORATION CO COM NEW 30213320 156 13,887 SH DEFINED 1 13,887 EXPONENT INC COM 30214U10 3,335 105,382 SH DEFINED 1,2 105,382 EXPRESS SCRIPTS INC COM 30218210 493,970 5,619,676 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,619,676 EXPRESSJET HOLDINGS CL A 30218U10 14,656 1,969,906 SH DEFINED 1,2 1,969,906 EXTRA SPACE STORAGE COM 30225T10 11,311 658,023 SH DEFINED 1,2,3 658,023 EXTREME NETWORKS INC COM 30226D10 8,070 1,607,589 SH DEFINED 1,2,5 1,607,589 EXXON MOBIL CORP COM 30231G10 11,372,398 186,861,618 SH DEFINED 1,2,5,6,7,8,10,12,13,14 186,861,618 EZCORP INC CL A NON V 30230110 207 7,000 SH DEFINED 1 7,000 F M C CORP COM NEW 30249130 45,361 731,862 SH DEFINED 1,2,5,13 731,862 F N B CORP VA COM 30293010 4,057 119,399 SH DEFINED 1,2 119,399 F5 NETWORKS INC COM 31561610 41,241 568,925 SH DEFINED 1,2,5,13 568,925 FACTSET RESH SYS INC COM 30307510 29,255 659,645 SH DEFINED 1,2,5,6 659,645 FAIR ISAAC CORP COM 30325010 69,102 1,744,121 SH DEFINED 1,2,5,6,10,12,13 1,744,121 FAIRCHILD CORP CL A 30369810 30 11,478 SH DEFINED 1 11,478 FAIRCHILD SEMICONDUC COM 30372610 44,194 2,317,460 SH DEFINED 1,2,5,8,13 2,317,460 FAIRPOINT COMMUNICAT COM 30556010 5,188 375,387 SH DEFINED 1,2 375,387 FALCONSTOR SOFTWARE COM 30613710 3,359 355,462 SH DEFINED 1,2,5 355,462 FAMILY DLR STORES IN COM 30700010 112,734 4,238,132 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,238,132 FAMOUS DAVES AMER IN COM 30706810 206 15,760 SH DEFINED 1,2 15,760 FARGO ELECTRONICS IN COM 30744P10 2,593 153,344 SH DEFINED 1,2 153,344 FARMER BROS CO COM 30767510 2,217 99,399 SH DEFINED 1,2 99,399 FARMERS CAP BK CORP COM 30956210 3,114 98,470 SH DEFINED 1,2 98,470 FARO TECHNOLOGIES IN COM 31164210 2,005 140,724 SH DEFINED 1,2 140,724 FASTENAL CO COM 31190010 114,032 2,408,781 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,408,781 FBL FINL GROUP INC CL A 30239F10 8,270 240,060 SH DEFINED 1,2 240,060 FEATHERLITE INC COM 31305410 73 14,595 SH DEFINED 1 14,595 FEDDERS CORP COM NEW 31313550 26 17,123 SH DEFINED 1 17,123 FEDERAL AGRIC MTG CO CL A 31314810 230 11,800 SH DEFINED 1 11,800 FEDERAL AGRIC MTG CO CL C 31314830 5,084 172,795 SH DEFINED 1,2 172,795 FEDERAL HOME LN MTG COM 31340030 1,226,703 20,109,892 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,109,892 FEDERAL NATL MTG ASS COM 31358610 1,450,982 28,229,229 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,229,229 FEDERAL REALTY INVT SH BEN INT 31374720 79,425 1,056,180 SH DEFINED 1,2,3,5 1,056,180 FEDERAL SIGNAL CORP COM 31385510 21,791 1,177,891 SH DEFINED 1,2,5,13 1,177,891 FEDERATED DEPT STORE COM 31410H10 638,854 8,751,421 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,751,421 FEDERATED INVS INC P CL B 31421110 85,731 2,195,422 SH DEFINED 1,2,5,6,10,12,13 2,195,422 FEDEX CORP COM 31428X10 906,792 8,028,970 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,028,970 FEI CO COM 30241L10 7,039 354,594 SH DEFINED 1,2,5,6 354,594 FELCOR LODGING TR IN COM 31430F10 43,176 2,046,247 SH DEFINED 1,2,3,5 2,046,247 FELDMAN MALL PPTYS I COM 31430810 143 11,633 SH DEFINED 1,3 11,633 FERRO CORP COM 31540510 15,577 778,873 SH DEFINED 1,2,5,13 778,873 FIAT S P A SP ADR ORD 31562188 347 27,437 SH DEFINED 1 27,437 FIDELITY BANKSHARES COM 31604Q10 9,993 297,157 SH DEFINED 1,2 297,157 FIDELITY NATL FINL I COM 31632610 134,601 3,788,375 SH DEFINED 1,2,5,7,8,10,12,13,14 3,788,375 FIDELITY NATL INFORM COM 31620M10 91,529 2,257,188 SH DEFINED 1,2,5,7,8,10,12,13,14 2,257,188 FIDELITY NATL TITLE CL A 31620R10 5,936 260,686 SH DEFINED 1,2,5,7,13 260,686 FIELDSTONE INVT CORP COM 31659U30 12,035 1,019,921 SH DEFINED 1,2 1,019,921 FIFTH THIRD BANCORP COM 31677310 542,282 13,777,499 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,777,499 FILENET CORP COM 31686910 26,482 980,080 SH DEFINED 1,2,5,6 980,080 FINANCIAL FED CORP COM 31749210 14,240 485,996 SH DEFINED 1,2 485,996 FINANCIAL INSTNS INC COM 31758540 3,705 196,123 SH DEFINED 1,2 196,123 FINISAR COM 31787A10 13,675 2,779,417 SH DEFINED 1,2,5 2,779,417 FINISH LINE INC CL A 31792310 12,229 743,426 SH DEFINED 1,2,5,6 743,426 FINLAY ENTERPRISES I COM NEW 31788420 103 10,036 SH DEFINED 1 10,036 FIRST ACCEPTANCE COR COM 31845710 3,255 244,739 SH DEFINED 1,2 244,739 FIRST ADVANTAGE CORP CL A 31845F10 2,048 84,703 SH DEFINED 1,2 84,703 FIRST ALBANY COS INC COM 31846510 67 11,835 SH DEFINED 1 11,835 FIRST AMERN CORP CAL COM 31852230 68,141 1,740,077 SH DEFINED 1,2,5,12,13 1,740,077 FIRST BANCORP N C COM 31891010 3,609 161,270 SH DEFINED 1,2,5 161,270 FIRST BANCORP P R COM 31867210 15,688 1,269,268 SH DEFINED 1,2,5 1,269,268 FIRST BUSEY CORP COM 31938310 3,909 185,261 SH DEFINED 1,2,5 185,261 FIRST CASH FINL SVCS COM 31942D10 6,457 322,988 SH DEFINED 1,2 322,988 FIRST CHARTER CORP COM 31943910 10,450 423,075 SH DEFINED 1,2,5 423,075 FIRST CMNTY BANCORP COM 31983B10 13,888 240,860 SH DEFINED 1,2 240,860 FIRST CMNTY BANCSHAR COM 31983A10 4,488 140,352 SH DEFINED 1,2 140,352 FIRST COMWLTH FINL C COM 31982910 14,445 985,347 SH DEFINED 1,2,5 985,347 FIRST CONSULTING GRO COM 31986R10 219 29,648 SH DEFINED 1 29,648 FIRST CTZNS BANCSHAR CL A 31946M10 21,467 111,228 SH DEFINED 1,2,5 111,228 FIRST DATA CORP COM 31996310 1,126,693 24,064,351 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,064,351 FIRST DEFIANCE FINL COM 32006W10 2,599 98,677 SH DEFINED 1,2,5 98,677 FIRST FINL BANCORP O COM 32020910 7,467 448,725 SH DEFINED 1,2,5 448,725 FIRST FINL BANKSHARE COM 32020R10 9,679 252,727 SH DEFINED 1,2,5 252,727 FIRST FINL CORP IND COM 32021810 6,167 206,961 SH DEFINED 1,2 206,961 FIRST FINL HLDGS INC COM 32023910 5,125 161,683 SH DEFINED 1,2 161,683 FIRST HORIZON NATL C COM 32051710 134,628 3,232,365 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,232,365 FIRST HORIZON PHARMA COM 32051K10 12,487 495,337 SH DEFINED 1,2,6 495,337 FIRST IND CORP COM 32054R10 10,573 378,975 SH DEFINED 1,2 378,975 FIRST INDUSTRIAL REA COM 32054K10 43,576 1,020,754 SH DEFINED 1,2,3,5 1,020,754 FIRST MARBLEHEAD COR COM 32077110 78,243 1,809,082 SH DEFINED 1,2,5,10,12 1,809,082 FIRST MERCHANTS CORP COM 32081710 7,048 265,762 SH DEFINED 1,2 265,762 FIRST MIDWEST BANCOR COM 32086710 23,613 645,696 SH DEFINED 1,2,5 645,696 FIRST NIAGARA FINL G COM 33582V10 31,379 2,140,427 SH DEFINED 1,2,5,13 2,140,427 FIRST OAK BROOK BANC COM 33584720 2,374 88,765 SH DEFINED 1,2 88,765 FIRST PL FINL CORP COM 33610T10 10,588 426,919 SH DEFINED 1,2 426,919 FIRST POTOMAC RLTY T COM 33610F10 12,054 426,690 SH DEFINED 1,2,3 426,690 FIRST REGL BANCORP COM 33615C10 3,608 40,484 SH DEFINED 1,2 40,484 FIRST REP BK SAN FRA COM 33615810 11,091 293,249 SH DEFINED 1,2 293,249 FIRST SOUTH BANCORP COM 33646W10 2,164 57,138 SH DEFINED 1,2 57,138 FIRST ST BANCORPORAT COM 33645310 5,941 223,689 SH DEFINED 1,2 223,689 FIRST UTD CORP COM 33741H10 210 9,200 SH DEFINED 1 9,200 FIRSTBANK CORP MICH COM 33761G10 2,322 98,279 SH DEFINED 1,5 98,279 FIRSTENERGY CORP COM 33793210 1,186,523 24,264,269 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,264,269 FIRSTFED FINL CORP COM 33790710 20,075 335,642 SH DEFINED 1,2,5 335,642 FIRSTMERIT CORP COM 33791510 28,334 1,148,977 SH DEFINED 1,2,5,13 1,148,977 FISERV INC COM 33773810 247,904 5,826,176 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,826,176 FISHER COMMUNICATION COM 33775620 3,820 85,372 SH DEFINED 1,2 85,372 FISHER SCIENTIFIC IN COM NEW 33803220 223,893 3,290,121 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,290,121 FLAG FINL CORP COM 33832H10 257 14,500 SH DEFINED 1 14,500 FLAGSTAR BANCORP INC COM 33793010 12,601 834,525 SH DEFINED 1,2,5 834,525 FLANDERS CORP COM 33849410 1,639 140,345 SH DEFINED 1,2 140,345 FLEETWOOD ENTERPRISE COM 33909910 13,058 1,169,062 SH DEFINED 1,2,6 1,169,062 FLEXTRONICS INTL LTD ORD Y2573F10 25,331 2,447,395 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,447,395 FLIR SYS INC COM 30244510 26,675 938,941 SH DEFINED 1,2,5,6 938,941 FLORIDA EAST COAST I COM 34063210 22,524 417,878 SH DEFINED 1,2 417,878 FLORIDA PUB UTILS CO COM 34113510 153 10,800 SH DEFINED 1 10,800 FLORIDA ROCK INDS IN COM 34114010 38,281 680,916 SH DEFINED 1,2,5,6,12,13 680,916 FLOW INTL CORP COM 34346810 581 44,104 SH DEFINED 1 44,104 FLOWERS FOODS INC COM 34349810 69,533 2,341,175 SH DEFINED 1,2,5,6 2,341,175 FLOWSERVE CORP COM 34354P10 67,063 1,149,519 SH DEFINED 1,2,5,13 1,149,519 FLUOR CORP NEW COM 34341210 205,643 2,396,773 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,396,773 FLUSHING FINL CORP COM 34387310 4,786 274,102 SH DEFINED 1,2 274,102 FMC TECHNOLOGIES INC COM 30249U10 57,204 1,116,825 SH DEFINED 1,2,5,6,12,13 1,116,825 FNB CORP PA COM 30252010 13,099 766,040 SH DEFINED 1,2,5 766,040 FNB FINANCIAL SERVIC COM 30252610 197 12,282 SH DEFINED 1 12,282 FOCUS ENHANCEMENTS I COM 34415910 13 20,000 SH DEFINED 1 20,000 FOMENTO ECONOMICO ME SPON ADR U 34441910 7,837 85,500 SH DEFINED 1,2,7 85,500 FONAR CORP COM 34443710 20 30,200 SH DEFINED 1 30,200 FOOT LOCKER INC COM 34484910 67,134 2,811,314 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,811,314 FORD MTR CO DEL COM PAR $0 34537086 396,144 49,766,824 SH DEFINED 1,2,5,6,7,8,10,12,13,14 49,766,824 FOREST CITY ENTERPRI CL A 34555010 37,252 790,069 SH DEFINED 1,2,5,12 790,069 FOREST LABS INC COM 34583810 355,231 7,959,463 SH DEFINED 1,2,5,6,10,12,13 7,959,463 FOREST OIL CORP COM PAR $0 34609170 34,304 922,659 SH DEFINED 1,2,5,13 922,659 FORGENT NETWORKS INC COM 34629U10 30 17,427 SH DEFINED 1 17,427 FORMFACTOR INC COM 34637510 18,937 481,613 SH DEFINED 1,2 481,613 FORRESTER RESH INC COM 34656310 8,976 402,155 SH DEFINED 1,2 402,155 FORTUNE BRANDS INC COM 34963110 296,449 3,676,661 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,676,661 FORWARD AIR CORP COM 34985310 22,090 592,378 SH DEFINED 1,2,6 592,378 FORWARD INDS INC N Y COM NEW 34986230 218 20,400 SH DEFINED 1,5 20,400 FOSSIL INC COM 34988210 18,507 996,097 SH DEFINED 1,2,5,6 996,097 FOSTER L B CO COM 35006010 325 16,750 SH DEFINED 1 16,750 FOSTER WHEELER LTD SHS NEW G3653513 3,406 71,998 SH DEFINED 1,2 71,998 FOUNDATION COAL HLDG COM 35039W10 16,230 394,500 SH DEFINED 1,2,5 394,500 FOUNDRY NETWORKS INC COM 35063R10 32,702 1,800,794 SH DEFINED 1,2,5,8 1,800,794 FOUNTAIN POWERBOAT I COM NEW 35075530 88 13,400 SH DEFINED 1 13,400 FOXHOLLOW TECHNOLOGI COM 35166A10 5,367 175,680 SH DEFINED 1,2 175,680 FPIC INS GROUP INC COM 30256310 5,444 144,031 SH DEFINED 1,2,5 144,031 FPL GROUP INC COM 30257110 480,386 11,967,772 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,967,772 FRANCE TELECOM SPONSORED 35177Q10 342 15,214 SH DEFINED 1 15,214 FRANKLIN BK CORP DEL COM 35245110 5,630 292,753 SH DEFINED 1,2 292,753 FRANKLIN COVEY CO COM 35346910 173 22,066 SH DEFINED 1,5 22,066 FRANKLIN ELEC INC COM 35351410 16,126 295,080 SH DEFINED 1,2 295,080 FRANKLIN RES INC COM 35461310 392,223 4,161,964 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,161,964 FRANKLIN STREET PPTY COM 35471R10 1,605 75,902 SH DEFINED 1,2 75,902 FREDS INC CL A 35610810 9,661 728,607 SH DEFINED 1,2,5,6 728,607 FREEPORT-MCMORAN COP CL B 35671D85 395,124 6,610,748 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,610,748 FREESCALE SEMICONDUC COM CL A 35687M10 5,047 181,489 SH DEFINED 1,2,5,6,12 181,489 FREESCALE SEMICONDUC CL B 35687M20 249,568 8,986,964 SH DEFINED 1,2,5,6,10,12,13 8,986,964 FREIGHTCAR AMER INC COM 35702310 10,543 165,765 SH DEFINED 1,2 165,765 FREMONT GEN CORP COM 35728810 24,607 1,141,310 SH DEFINED 1,2,5 1,141,310 FREQUENCY ELECTRS IN COM 35801010 150 10,700 SH DEFINED 1 10,700 FRESENIUS MED CARE A SPONSORED 35802910 232 5,823 SH DEFINED 1 5,823 FRESH DEL MONTE PROD ORD G3673810 558 26,386 SH DEFINED 1,2,5 26,386 FRIEDMAN BILLINGS RA CL A 35843410 13,359 1,424,235 SH DEFINED 1,2,5,12 1,424,235 FRIEDMAN INDS INC COM 35843510 175 18,790 SH DEFINED 1 18,790 FRONTIER AIRLINES IN COM 35906510 3,543 460,098 SH DEFINED 1,2 460,098 FRONTIER FINL CORP W COM 35907K10 11,903 360,262 SH DEFINED 1,2,5 360,262 FRONTIER OIL CORP COM 35914P10 65,216 1,098,841 SH DEFINED 1,2,5 1,098,841 FROZEN FOOD EXPRESS COM 35936010 1,910 182,822 SH DEFINED 1,2 182,822 FSI INTL INC COM 30263310 169 31,985 SH DEFINED 1 31,985 FTD GROUP INC COM 30267U10 904 93,297 SH DEFINED 1,2 93,297 FTI CONSULTING INC COM 30294110 16,399 574,805 SH DEFINED 1,2,5 574,805 FUELCELL ENERGY INC COM 35952H10 6,866 598,638 SH DEFINED 1,2,5 598,638 FUJI PHOTO FILM LTD ADR 35958630 795 23,787 SH DEFINED 1 23,787 FULLER H B CO COM 35969410 28,370 552,588 SH DEFINED 1,2,5 552,588 FULTON FINL CORP PA COM 36027110 25,442 1,480,018 SH DEFINED 1,2,5,12 1,480,018 FURNITURE BRANDS INT COM 36092110 33,421 1,363,553 SH DEFINED 1,2,5,13 1,363,553 FX ENERGY INC COM 30269510 2,254 431,041 SH DEFINED 1,2,5 431,041 G & K SVCS INC CL A 36126810 13,862 325,849 SH DEFINED 1,2,5,6 325,849 G B & T BANCSHARES I COM 36146210 3,338 149,363 SH DEFINED 1,2 149,363 GAIAM INC CL A 36268Q10 255 15,800 SH DEFINED 1,2 15,800 GALLAGHER ARTHUR J & COM 36357610 42,316 1,521,612 SH DEFINED 1,2,5,12,13 1,521,612 GALLAHER GROUP PLC SPONSORED 36359510 941 16,190 SH DEFINED 1 16,190 GAMCO INVESTORS INC COM 36143810 3,935 98,495 SH DEFINED 1,2 98,495 GAMESTOP CORP NEW CL A 36467W10 29,160 618,590 SH DEFINED 1,2,5,13 618,590 GAMESTOP CORP NEW CL B 36467W20 25,370 585,631 SH DEFINED 1,2,5 585,631 GANNETT INC COM 36473010 411,886 6,873,935 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,873,935 GAP INC DEL COM 36476010 308,086 16,492,849 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,492,849 GARDNER DENVER INC COM 36555810 28,484 436,874 SH DEFINED 1,2,6 436,874 GARMIN LTD ORD G3726010 12,026 151,404 SH DEFINED 1,2,5,6,12 151,404 GARTNER INC COM 36665110 20,431 1,464,557 SH DEFINED 1,2,5,13 1,464,557 GASCO ENERGY INC COM 36722010 5,516 985,049 SH DEFINED 1,2,5 985,049 GATEWAY INC COM 36762610 17,510 7,995,658 SH DEFINED 1,2,5,6,8,10,12,13 7,995,658 GATX CORP COM 36144810 36,517 884,413 SH DEFINED 1,2,5,6,13 884,413 GAYLORD ENTMT CO NEW COM 36790510 23,890 526,445 SH DEFINED 1,2 526,445 GEHL CO COM 36848310 4,771 144,041 SH DEFINED 1,2 144,041 GEMPLUS INTL S A ADR 36866Y10 90 14,520 SH DEFINED 1 14,520 GEMSTAR-TV GUIDE INT COM 36866W10 10,568 3,453,574 SH DEFINED 1,2,5 3,453,574 GENAERA CORP COM 36867G10 156 111,482 SH DEFINED 1,5 111,482 GENCORP INC COM 36868210 16,612 808,371 SH DEFINED 1,2,6 808,371 GENE LOGIC INC COM 36868910 201 43,866 SH DEFINED 1,5 43,866 GENELABS TECHNOLOGIE COM NEW 36870620 84 42,973 SH DEFINED 1,5 42,973 GENENTECH INC COM NEW 36871040 517,970 6,129,100 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,129,100 GENERAL CABLE CORP D COM 36930010 17,879 589,471 SH DEFINED 1,2,5 589,471 GENERAL COMMUNICATIO CL A 36938510 19,760 1,634,372 SH DEFINED 1,2,6 1,634,372 GENERAL DYNAMICS COR COM 36955010 796,473 12,448,786 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,448,786 GENERAL ELECTRIC CO COM 36960410 10,237,306 294,344,620 SH DEFINED 1,2,5,6,7,8,10,12,13,14 294,344,620 GENERAL GROWTH PPTYS COM 37002110 268,650 5,497,235 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 5,497,235 GENERAL MARITIME COR SHS Y2692M10 5,371 161,103 SH DEFINED 1,2,5 161,103 GENERAL MLS INC COM 37033410 486,250 9,594,522 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,594,522 GENERAL MTRS CORP COM 37044210 1,837,670 86,397,253 SH DEFINED 1,2,5,6,7,8,10,12,13,14 86,397,253 GENESCO INC COM 37153210 22,648 582,372 SH DEFINED 1,2,6 582,372 GENESEE & WYO INC CL A 37155910 18,062 588,716 SH DEFINED 1,2 588,716 GENESIS HEALTHCARE C COM 37184D10 17,261 392,827 SH DEFINED 1,2,5,6 392,827 GENESIS MICROCHIP IN COM 37184C10 8,503 499,017 SH DEFINED 1,2,5 499,017 GENITOPE CORP COM 37229P50 2,791 320,836 SH DEFINED 1,2 320,836 GENLYTE GROUP INC COM 37230210 38,224 560,961 SH DEFINED 1,2 560,961 GENOMIC HEALTH INC COM 37244C10 206 19,890 SH DEFINED 1 19,890 GEN-PROBE INC NEW COM 36866T10 43,289 785,354 SH DEFINED 1,2,5,6,12,13 785,354 GENTA INC COM NEW 37245M20 224 103,568 SH DEFINED 1,5 103,568 GENTEX CORP COM 37190110 41,523 2,378,173 SH DEFINED 1,2,5,6,12,13 2,378,173 GENTIVA HEALTH SERVI COM 37247A10 7,268 399,131 SH DEFINED 1,2,5,6 399,131 GENUINE PARTS CO COM 37246010 198,452 4,527,758 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,527,758 GENVEC INC COM 37246C10 116 52,744 SH DEFINED 1,5 52,744 GENWORTH FINL INC COM CL A 37247D10 335,990 10,050,542 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,050,542 GENZYME CORP COM 37291710 464,554 6,910,947 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,910,947 GEO GROUP INC COM 36159R10 4,535 136,035 SH DEFINED 1,2,5 136,035 GEORGIA GULF CORP COM PAR $0 37320020 35,205 1,354,557 SH DEFINED 1,2,5 1,354,557 GERBER SCIENTIFIC IN COM 37373010 1,600 154,716 SH DEFINED 1,2,6 154,716 GERDAU S A SPONSORED 37373710 10,732 476,562 SH DEFINED 1,2,7 476,562 GERMAN AMERN BANCORP COM 37386510 224 16,668 SH DEFINED 1,2,5 16,668 GERON CORP COM 37416310 6,372 766,756 SH DEFINED 1,2 766,756 GETTY IMAGES INC COM 37427610 47,619 635,938 SH DEFINED 1,2,5,6,7,8,10,12,13,14 635,938 GETTY RLTY CORP NEW COM 37429710 7,279 250,125 SH DEFINED 1,2,3 250,125 GEVITY HR INC COM 37439310 9,164 374,660 SH DEFINED 1,2,6 374,660 GFI GROUP INC COM 36165220 4,073 78,471 SH DEFINED 1,2 78,471 GIANT INDS INC COM 37450810 16,741 240,740 SH DEFINED 1,2,5 240,740 GIBRALTAR INDS INC COM 37468910 9,501 322,512 SH DEFINED 1,2 322,512 G-III APPAREL GROUP COM 36237H10 211 19,050 SH DEFINED 1 19,050 GILEAD SCIENCES INC COM 37555810 738,696 11,872,331 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,872,331 GLACIER BANCORP INC COM 37637Q10 12,912 415,851 SH DEFINED 1,2 415,851 GLADSTONE CAPITAL CO COM 37653510 2,920 135,517 SH DEFINED 1,2 135,517 GLADSTONE INVT CORP COM 37654610 2,122 140,502 SH DEFINED 1,2 140,502 GLAMIS GOLD LTD COM 37677510 5,108 156,313 SH DEFINED 1,2,13 156,313 GLATFELTER COM 37731610 13,960 761,582 SH DEFINED 1,2,13 761,582 GLAXOSMITHKLINE PLC SPONSORED 37733W10 950,492 18,170,363 SH DEFINED 1,2 18,170,363 GLENAYRE TECHNOLOGIE COM 37789910 4,828 919,611 SH DEFINED 1,2 919,611 GLENBOROUGH RLTY TR COM 37803P10 17,182 789,959 SH DEFINED 1,2,3,5 789,959 GLIMCHER RLTY TR SH BEN INT 37930210 28,055 987,854 SH DEFINED 1,2,3,5 987,854 GLOBAL CASH ACCESS H COM 37896710 3,445 196,621 SH DEFINED 1,2 196,621 GLOBAL CROSSING LTD SHS NEW G3921A17 249 9,401 SH DEFINED 1,2 9,401 GLOBAL IMAGING SYSTE COM 37934A10 13,162 346,543 SH DEFINED 1,2,6 346,543 GLOBAL INDS LTD COM 37933610 22,055 1,522,089 SH DEFINED 1,2,5 1,522,089 GLOBAL PMTS INC COM 37940X10 106,942 2,017,398 SH DEFINED 1,2,5,6,10 2,017,398 GLOBAL POWER EQUIPME COM 37941P10 1,810 470,179 SH DEFINED 1,2,5 470,179 GLOBAL SIGNAL INC COM 37944Q10 7,409 150,591 SH DEFINED 1,2,3 150,591 GLOBALSANTAFE CORP SHS G3930E10 72,280 1,189,798 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,189,798 GLOBETEL COMMUNICATI COM NEW 37958F20 2,115 849,280 SH DEFINED 1,2 849,280 GLOBIX CORP COM NEW 37957F20 45 16,500 SH DEFINED 1 16,500 GMH CMNTYS TR COM 36188G10 10,424 895,510 SH DEFINED 1,2,3 895,510 GMX RES INC COM 38011M10 322 8,600 SH DEFINED 1,5 8,600 GOLD BANC CORP INC COM 37990710 9,627 525,465 SH DEFINED 1,2,5 525,465 GOLD KIST INC COM 38061410 9,659 764,123 SH DEFINED 1,2 764,123 GOLDEN TELECOM INC COM 38122G10 8,079 268,853 SH DEFINED 1,2 268,853 GOLDEN WEST FINL COR COM 38131710 485,004 7,142,914 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,142,914 GOLDMAN SACHS GROUP COM 38141G10 2,033,951 12,958,404 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,958,404 GOLF GALAXY INC COM 38163910 717 32,820 SH DEFINED 1 32,820 GOODRICH CORP COM 38238810 128,940 2,956,654 SH DEFINED 1,2,5,6,10,12,13 2,956,654 GOODRICH PETE CORP COM NEW 38241040 3,544 131,276 SH DEFINED 1,2 131,276 GOODYEAR TIRE & RUBR COM 38255010 65,855 4,547,971 SH DEFINED 1,2,5,6,10,12,13 4,547,971 GOOGLE INC CL A 38259P50 1,584,591 4,063,054 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,063,054 GORMAN RUPP CO COM 38308210 4,658 190,892 SH DEFINED 1,2 190,892 GOTTSCHALKS INC COM 38348510 121 13,192 SH DEFINED 1 13,192 GOVERNMENT PPTYS TR COM 38374W10 4,751 498,039 SH DEFINED 1,2,3,5 498,039 GP STRATEGIES CORP COM 36225V10 167 23,557 SH DEFINED 1 23,557 GRACE W R & CO DEL N COM 38388F10 13,785 1,036,473 SH DEFINED 1,2 1,036,473 GRACO INC COM 38410910 55,295 1,217,148 SH DEFINED 1,2,5,6,12,13 1,217,148 GRAFTECH INTL LTD COM 38431310 8,392 1,375,719 SH DEFINED 1,2,5 1,375,719 GRAINGER W W INC COM 38480210 152,469 2,023,474 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,023,474 GRAMERCY CAP CORP COM 38487110 5,730 229,839 SH DEFINED 1,2 229,839 GRANITE CONSTR INC COM 38732810 31,696 651,119 SH DEFINED 1,2,5,13 651,119 GRANT PRIDECO INC COM 38821G10 81,743 1,908,093 SH DEFINED 1,2,5,6,12,13 1,908,093 GRAPHIC PACKAGING CO COM 38868810 1,822 879,989 SH DEFINED 1,2 879,989 GRAY TELEVISION INC COM 38937510 7,987 950,836 SH DEFINED 1,2 950,836 GREAT AMERN FINL RES COM 38991510 3,083 156,280 SH DEFINED 1,2 156,280 GREAT ATLANTIC & PAC COM 39006410 12,486 357,460 SH DEFINED 1,2,5,6 357,460 GREAT NORTHN IRON OR CTFS BEN I 39106410 1,792 13,188 SH DEFINED 1,5 13,188 GREAT PLAINS ENERGY COM 39116410 33,868 1,203,124 SH DEFINED 1,2,5,13 1,203,124 GREAT SOUTHN BANCORP COM 39090510 3,938 136,349 SH DEFINED 1,2 136,349 GREAT WOLF RESORTS I COM 39152310 3,884 335,095 SH DEFINED 1,2 335,095 GREATBATCH INC COM 39153L10 8,762 399,910 SH DEFINED 1,2,5,6 399,910 GREATER BAY BANCORP COM 39164810 28,851 1,040,044 SH DEFINED 1,2,5,13 1,040,044 GREATER COMMUNITY BA COM 39167M10 161 10,532 SH DEFINED 1 10,532 GREEN MOUNTAIN PWR C COM 39315410 239 8,278 SH DEFINED 1,2 8,278 GREEN MTN COFFEE ROA COM 39312210 2,147 54,042 SH DEFINED 1,2 54,042 GREENBRIER COS INC COM 39365710 4,136 103,267 SH DEFINED 1,2 103,267 GREENE CNTY BANCSHAR COM NEW 39436120 2,727 93,349 SH DEFINED 1,2 93,349 GREENFIELD ONLINE IN COM 39515010 998 166,585 SH DEFINED 1,2 166,585 GREENHILL & CO INC COM 39525910 12,595 190,520 SH DEFINED 1,2 190,520 GREIF INC CL A 39762410 22,001 321,554 SH DEFINED 1,2 321,554 GREY WOLF INC COM 39788810 19,950 2,681,454 SH DEFINED 1,2,5 2,681,454 GRIFFON CORP COM 39843310 10,918 439,530 SH DEFINED 1,2,6 439,530 GROUP 1 AUTOMOTIVE I COM 39890510 30,323 637,852 SH DEFINED 1,2,6 637,852 GROUPE CGI INC CL A SUB V 39945C10 95 14,270 SH DEFINED 1 14,270 GROUPE DANONE SPONSORED 39944910 1,622 63,271 SH DEFINED 1 63,271 GRUPO TELEVISA SA DE SP ADR REP 40049J20 11,637 584,750 SH DEFINED 1,2 584,750 GSI COMMERCE INC COM 36238G10 6,726 395,645 SH DEFINED 1,2,5 395,645 GTC BIOTHERAPEUTICS COM 36238T10 13 12,085 SH DEFINED 1 12,085 GTECH HLDGS CORP COM 40051810 75,649 2,221,709 SH DEFINED 1,2,5,7,8,10,12,13,14 2,221,709 GTX INC DEL COM 40052B10 1,266 115,937 SH DEFINED 1,2 115,937 GUESS INC COM 40161710 20,121 514,461 SH DEFINED 1,2 514,461 GUIDANT CORP COM 40169810 690,035 8,839,797 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,839,797 GUITAR CTR MGMT INC COM 40204010 22,099 463,286 SH DEFINED 1,2,5,6 463,286 GULF ISLAND FABRICAT COM 40230710 2,976 125,718 SH DEFINED 1,2 125,718 GULFMARK OFFSHORE IN COM 40262910 6,978 250,995 SH DEFINED 1,2,5 250,995 GYMBOREE CORP COM 40377710 14,355 551,266 SH DEFINED 1,2,6 551,266 H & E EQUIPMENT SERV COM 40403010 651 22,344 SH DEFINED 1,2 22,344 HAEMONETICS CORP COM 40502410 32,959 649,180 SH DEFINED 1,2,5,6 649,180 HAIN CELESTIAL GROUP COM 40521710 16,898 645,191 SH DEFINED 1,2,5,6 645,191 HALLIBURTON CO COM 40621610 1,556,666 21,318,352 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,318,352 HANAROTELECOM INC SPONSORED 40964920 32 12,549 SH DEFINED 1 12,549 HANCOCK FABRICS INC COM 40990010 228 62,684 SH DEFINED 1,6 62,684 HANCOCK HLDG CO COM 41012010 18,446 396,517 SH DEFINED 1,2 396,517 HANDLEMAN CO DEL COM 41025210 2,871 299,024 SH DEFINED 1,2 299,024 HANGER ORTHOPEDIC GR COM NEW 41043F20 225 32,423 SH DEFINED 1,5 32,423 HANMI FINL CORP COM 41049510 9,587 530,835 SH DEFINED 1,2 530,835 HANOVER COMPRESSOR C COM 41076810 37,705 2,024,954 SH DEFINED 1,2,5,13 2,024,954 HANOVER INS GROUP IN COM 41086710 45,978 877,102 SH DEFINED 1,2,5,10,13 877,102 HANSEN NAT CORP COM 41131010 38,344 304,199 SH DEFINED 1,2,6 304,199 HANSON PLC NEW SPONSORED 41134910 333 5,095 SH DEFINED 1 5,095 HARBOR FLA BANCSHARE COM 41190110 10,543 278,408 SH DEFINED 1,2,5 278,408 HARKEN ENERGY CORP COM NEW 41255230 62 94,171 SH DEFINED 1 94,171 HARLAND JOHN H CO COM 41269310 20,585 523,782 SH DEFINED 1,2,5,6 523,782 HARLEY DAVIDSON INC COM 41282210 376,971 7,266,202 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,266,202 HARLEYSVILLE GROUP I COM 41282410 11,506 387,542 SH DEFINED 1,2 387,542 HARLEYSVILLE NATL CO COM 41285010 8,358 367,538 SH DEFINED 1,2 367,538 HARMAN INTL INDS INC COM 41308610 219,803 1,977,892 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,977,892 HARMONIC INC COM 41316010 7,183 1,127,595 SH DEFINED 1,2,5,6 1,127,595 HARMONY GOLD MNG LTD SPONSORED 41321630 670 42,184 SH DEFINED 1 42,184 HARRAHS ENTMT INC COM 41361910 596,706 7,654,003 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,654,003 HARRIS & HARRIS GROU COM 41383310 5,047 361,807 SH DEFINED 1,2 361,807 HARRIS CORP DEL COM 41387510 105,555 2,232,070 SH DEFINED 1,2,5,10,12,13 2,232,070 HARRIS INTERACTIVE I COM 41454910 3,907 695,200 SH DEFINED 1,2 695,200 HARSCO CORP COM 41586410 50,268 608,420 SH DEFINED 1,2,5,6,12,13 608,420 HARTE-HANKS INC COM 41619610 40,884 1,494,841 SH DEFINED 1,2,5,10,13 1,494,841 HARTFORD FINL SVCS G COM 41651510 1,452,472 18,031,932 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,031,932 HARTMARX CORP COM 41711910 3,004 337,124 SH DEFINED 1,2 337,124 HARVARD BIOSCIENCE I COM 41690610 104 23,632 SH DEFINED 1 23,632 HARVEST NATURAL RESO COM 41754V10 8,143 837,747 SH DEFINED 1,2,5 837,747 HASBRO INC COM 41805610 136,041 6,447,441 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,447,441 HAVAS SPONSORED 41931310 60 12,678 SH DEFINED 1 12,678 HAVERTY FURNITURE IN COM 41959610 5,085 354,356 SH DEFINED 1,2,6 354,356 HAWAIIAN ELEC INDUST COM 41987010 32,708 1,205,608 SH DEFINED 1,2,5,13 1,205,608 HAWAIIAN HOLDINGS IN COM 41987910 118 22,715 SH DEFINED 1 22,715 HAWK CORP CL A 42008910 195 14,000 SH DEFINED 1 14,000 HAWKINS INC COM 42026110 205 14,552 SH DEFINED 1 14,552 HAYES LEMMERZ INTL I COM NEW 42078130 1,409 516,245 SH DEFINED 1,2,5 516,245 HCA INC COM 40411910 481,334 10,511,772 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,511,772 HCC INS HLDGS INC COM 40413210 53,891 1,548,586 SH DEFINED 1,2,5,13 1,548,586 HDFC BANK LTD ADR REPS 3 40415F10 550 10,099 SH DEFINED 5 10,099 HEADWATERS INC COM 42210P10 28,207 708,902 SH DEFINED 1,2 708,902 HEALTH CARE PPTY INV COM 42191510 47,434 1,670,195 SH DEFINED 1,2,3,5,7,8,10,12,13,14 1,670,195 HEALTH CARE REIT INC COM 42217K10 18,433 483,800 SH DEFINED 1,2,3,5 483,800 HEALTH MGMT ASSOC IN CL A 42193310 138,039 6,399,582 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,399,582 HEALTH NET INC COM 42222G10 142,333 2,800,732 SH DEFINED 1,2,5,7,8,10,12,13,14 2,800,732 HEALTHCARE RLTY TR COM 42194610 17,313 463,151 SH DEFINED 1,2,3,5 463,151 HEALTHCARE SVCS GRP COM 42190610 7,591 355,382 SH DEFINED 1,2,6 355,382 HEALTHEXTRAS INC COM 42221110 10,082 285,621 SH DEFINED 1,2 285,621 HEALTHSPRING INC COM 42224N10 467 25,100 SH DEFINED 1,2 25,100 HEALTHTRONICS INC COM 42222L10 3,705 448,040 SH DEFINED 1,2,5 448,040 HEALTHWAYS INC COM 42224510 28,196 553,511 SH DEFINED 1,2,5,6 553,511 HEARST-ARGYLE TELEVI COM 42231710 17,319 741,407 SH DEFINED 1,2,5 741,407 HEARTLAND EXPRESS IN COM 42234710 30,370 1,393,765 SH DEFINED 1,2,5,6 1,393,765 HEARTLAND FINL USA I COM 42234Q10 2,854 120,915 SH DEFINED 1,2 120,915 HEARTLAND PMT SYS IN COM 42235N10 1,956 78,962 SH DEFINED 1,2 78,962 HECLA MNG CO COM 42270410 9,865 1,492,416 SH DEFINED 1,2,5 1,492,416 HEICO CORP NEW COM 42280610 10,414 328,619 SH DEFINED 1,2,5 328,619 HEICO CORP NEW CL A 42280620 557 20,464 SH DEFINED 1,2 20,464 HEIDRICK & STRUGGLES COM 42281910 10,446 287,916 SH DEFINED 1,2,5,6 287,916 HEINZ H J CO COM 42307410 359,223 9,473,182 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,473,182 HELEN OF TROY CORP L COM G4388N10 549 25,887 SH DEFINED 1,2,5 25,887 HELIX ENERGY SOLUTIO COM 42330P10 51,215 1,351,329 SH DEFINED 1,2,5,6,12 1,351,329 HELLENIC TELECOM ORG SPONSORED 42332530 11,657 1,060,652 SH DEFINED 1 1,060,652 HELMERICH & PAYNE IN COM 42345210 81,918 1,173,276 SH DEFINED 1,2,5,6,10,12,13 1,173,276 HEMISPHERX BIOPHARMA COM 42366C10 139 38,510 SH DEFINED 1 38,510 HENRY JACK & ASSOC I COM 42628110 31,459 1,375,567 SH DEFINED 1,2,5,13 1,375,567 HERBALIFE LTD COM USD SH G4412G10 1,156 34,234 SH DEFINED 1,2 34,234 HERCULES INC COM 42705610 47,857 3,467,890 SH DEFINED 1,2,5,6,10,12,13 3,467,890 HERCULES OFFSHORE IN COM 42709310 3,898 114,616 SH DEFINED 1,2 114,616 HERITAGE COMMERCE CO COM 42692710 3,492 139,693 SH DEFINED 1,2 139,693 HERITAGE FINL CORP W COM 42722X10 216 7,455 SH DEFINED 1 7,455 HERITAGE PPTY INVT T COM 42725M10 35,739 902,739 SH DEFINED 1,2,3 902,739 HERLEY INDS INC DEL COM 42739810 3,529 169,001 SH DEFINED 1,2 169,001 HERSHA HOSPITALITY T SH BEN INT 42782510 2,083 212,794 SH DEFINED 1,2,3 212,794 HERSHEY CO COM 42786610 252,936 4,842,738 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,842,738 HESKA CORP COM 42805E10 13 11,100 SH DEFINED 1 11,100 HEWITT ASSOCS INC COM 42822Q10 14,258 479,433 SH DEFINED 1,2,5,8 479,433 HEWLETT PACKARD CO COM 42823610 3,931,256 119,491,077 SH DEFINED 1,2,5,6,7,8,10,12,13,14 119,491,077 HEXCEL CORP NEW COM 42829110 23,473 1,068,389 SH DEFINED 1,2 1,068,389 HI / FN INC COM 42835810 164 21,020 SH DEFINED 1 21,020 HIBBETT SPORTING GOO COM 42856510 30,663 929,454 SH DEFINED 1,2,6 929,454 HICKORY TECH CORP COM 42906010 163 19,362 SH DEFINED 1 19,362 HIGHLAND HOSPITALITY COM 43014110 10,680 840,289 SH DEFINED 1,2,3 840,289 HIGHWOODS PPTYS INC COM 43128410 56,045 1,661,575 SH DEFINED 1,2,3,5,13 1,661,575 HILB ROGAL & HOBBS C COM 43129410 25,730 624,216 SH DEFINED 1,2,5 624,216 HILFIGER TOMMY CORP ORD G8915Z10 822 49,887 SH DEFINED 1,2,5 49,887 HILLENBRAND INDS INC COM 43157310 60,014 1,091,359 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,091,359 HILTON HOTELS CORP COM 43284810 234,034 9,192,230 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,192,230 HITACHI LIMITED ADR 10 COM 43357850 9,944 140,427 SH DEFINED 1 140,427 HI-TECH PHARMACAL IN COM 42840B10 4,741 168,109 SH DEFINED 1,2 168,109 HITTITE MICROWAVE CO COM 43365Y10 3,766 111,718 SH DEFINED 1,2 111,718 HMS HLDGS CORP COM 40425J10 90 10,297 SH DEFINED 1 10,297 HNI CORP COM 40425110 65,313 1,106,999 SH DEFINED 1,2,5,6,10,12,13 1,106,999 HOLLINGER INTL INC CL A 43556910 6,331 755,544 SH DEFINED 1,2,5 755,544 HOLLIS-EDEN PHARMACE COM 43590210 185 30,000 SH DEFINED 1,5 30,000 HOLLY CORP COM PAR $0 43575830 20,616 278,140 SH DEFINED 1,2 278,140 HOLLY ENERGY PARTNER COM UT LTD 43576310 461 10,791 SH DEFINED 1,2 10,791 HOLOGIC INC COM 43644010 39,150 707,321 SH DEFINED 1,2,5,6 707,321 HOME DEPOT INC COM 43707610 2,759,268 65,230,923 SH DEFINED 1,2,5,6,7,8,10,12,13,14 65,230,923 HOME PROPERTIES INC COM 43730610 37,163 727,263 SH DEFINED 1,2,3,5 727,263 HOMEBANC CORP GA COM 43738R10 6,797 773,245 SH DEFINED 1,2 773,245 HOMESTORE INC COM 43785210 19,618 2,990,531 SH DEFINED 1,2,5 2,990,531 HONDA MOTOR LTD AMERN SHS 43812830 17,798 574,870 SH DEFINED 1 574,870 HONEYWELL INTL INC COM 43851610 3,813,002 89,151,326 SH DEFINED 1,2,5,6,7,8,10,12,13,14 89,151,326 HOOKER FURNITURE COR COM 43903810 2,023 107,045 SH DEFINED 1,2 107,045 HOOPER HOLMES INC COM 43910410 2,525 873,749 SH DEFINED 1,2,6 873,749 HORACE MANN EDUCATOR COM 44032710 16,233 863,451 SH DEFINED 1,2,5,13 863,451 HORIZON FINL CORP WA COM 44041F10 3,662 143,271 SH DEFINED 1,2,5 143,271 HORIZON HEALTH CORP COM 44041Y10 2,294 115,870 SH DEFINED 1,2 115,870 HORIZON LINES INC COM 44044K10 1,540 118,807 SH DEFINED 1,2 118,807 HORMEL FOODS CORP COM 44045210 53,408 1,580,128 SH DEFINED 1,2,5,12,13 1,580,128 HORNBECK OFFSHORE SV COM 44054310 8,943 247,940 SH DEFINED 1,2,5 247,940 HOSPIRA INC COM 44106010 189,080 4,791,690 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,791,690 HOSPITALITY PPTYS TR COM SH BEN 44106M10 86,461 1,979,873 SH DEFINED 1,2,3,5,10,12,13 1,979,873 HOST MARRIOTT CORP N COM 44107P10 175,029 8,178,931 SH DEFINED 1,2,3,5,7,8,10,12,13,14 8,178,931 HOT TOPIC INC COM 44133910 15,309 1,055,795 SH DEFINED 1,2,5,6 1,055,795 HOUSEVALUES INC COM 44183Y10 614 74,469 SH DEFINED 1 74,469 HOUSTON EXPL CO COM 44212010 20,167 382,669 SH DEFINED 1,2 382,669 HOVNANIAN ENTERPRISE CL A 44248720 28,918 658,276 SH DEFINED 1,2,5,13 658,276 HRPT PPTYS TR COM SH BEN 40426W10 77,984 6,642,589 SH DEFINED 1,2,3,5,10 6,642,589 HSBC HLDGS PLC SPON ADR N 40428040 37,357 445,894 SH DEFINED 1,2 445,894 HUB GROUP INC CL A 44332010 25,602 561,695 SH DEFINED 1,2,6 561,695 HUBBELL INC CL B 44351020 45,612 889,813 SH DEFINED 1,2,5,6,12,13 889,813 HUDSON CITY BANCORP COM 44368310 104,239 7,843,441 SH DEFINED 1,2,5,7,8,10,12,13,14 7,843,441 HUDSON HIGHLAND GROU COM 44379210 5,862 309,509 SH DEFINED 1,2,5 309,509 HUGOTON RTY TR TEX UNIT BEN I 44471710 623 20,025 SH DEFINED 1,2 20,025 HUMAN GENOME SCIENCE COM 44490310 22,098 2,032,953 SH DEFINED 1,2,5,8 2,032,953 HUMANA INC COM 44485910 274,946 5,222,152 SH DEFINED 1,2,5,6,10,12,13 5,222,152 HUNGARIAN TEL & CABL COM 44554210 656 40,945 SH DEFINED 1,2 40,945 HUNT J B TRANS SVCS COM 44565810 41,718 1,936,781 SH DEFINED 1,2,5,6,12,13 1,936,781 HUNTINGTON BANCSHARE COM 44615010 168,961 7,002,123 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,002,123 HUNTSMAN CORP COM 44701110 12,495 647,389 SH DEFINED 1,2 647,389 HURON CONSULTING GRO COM 44746210 2,439 80,538 SH DEFINED 1,2 80,538 HUTCHINSON TECHNOLOG COM 44840710 11,922 395,147 SH DEFINED 1,2,5,6 395,147 HUTTIG BLDG PRODS IN COM 44845110 1,253 134,573 SH DEFINED 1,2 134,573 HYDRIL COM 44877410 23,957 307,337 SH DEFINED 1,2 307,337 HYPERCOM CORP COM 44913M10 5,868 630,994 SH DEFINED 1,2 630,994 HYPERION SOLUTIONS C COM 44914M10 19,767 606,337 SH DEFINED 1,2,5,6,12 606,337 IAC INTERACTIVECORP COM NEW 44919P30 86,895 2,948,579 SH DEFINED 1,2,5,7,8,10,12,13,14 2,948,579 IBERIABANK CORP COM 45082810 7,329 129,559 SH DEFINED 1,2,5 129,559 ICAD INC COM 44934S10 16 10,300 SH DEFINED 1,5 10,300 ICICI BK LTD ADR 45104G10 13,246 478,537 SH DEFINED 1,2,4,5 478,537 ICONIX BRAND GROUP I COM 45105510 365 25,100 SH DEFINED 1,5 25,100 ICOS CORP COM 44929510 19,424 880,921 SH DEFINED 1,2,5 880,921 ICT GROUP INC COM 44929Y10 318 11,700 SH DEFINED 1 11,700 ICU MED INC COM 44930G10 10,298 284,540 SH DEFINED 1,2,6 284,540 IDACORP INC COM 45110710 40,534 1,246,435 SH DEFINED 1,2,5,6,13 1,246,435 IDENIX PHARMACEUTICA COM 45166R20 3,139 231,300 SH DEFINED 1,2 231,300 IDENTIX INC COM 45190610 9,013 1,132,327 SH DEFINED 1,2 1,132,327 IDEX CORP COM 45167R10 31,828 610,089 SH DEFINED 1,2,5,6,12 610,089 IDEXX LABS INC COM 45168D10 35,647 412,775 SH DEFINED 1,2,5,6,12 412,775 IDT CORP COM 44894710 243 22,199 SH DEFINED 1,2 22,199 IDT CORP CL B 44894730 9,344 844,051 SH DEFINED 1,2 844,051 I-FLOW CORP COM NEW 44952030 3,328 250,219 SH DEFINED 1,2 250,219 IGATE CORP COM 45169U10 1,522 257,886 SH DEFINED 1,2 257,886 IHOP CORP COM 44962310 16,480 343,769 SH DEFINED 1,2,6 343,769 IHS INC CL A 45173410 4,710 172,215 SH DEFINED 1,2 172,215 II VI INC COM 90210410 5,436 300,488 SH DEFINED 1,2 300,488 IKANOS COMMUNICATION COM 45173E10 2,255 114,417 SH DEFINED 1,2 114,417 IKON OFFICE SOLUTION COM 45171310 244,909 17,186,625 SH DEFINED 1,2,5,6 17,186,625 ILLINOIS TOOL WKS IN COM 45230810 649,707 6,745,996 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,745,996 ILLUMINA INC COM 45232710 11,920 501,892 SH DEFINED 1,2 501,892 IMATION CORP COM 45245A10 39,601 922,875 SH DEFINED 1,2,5,13 922,875 IMCLONE SYS INC COM 45245W10 24,949 733,358 SH DEFINED 1,2,5,6,12 733,358 IMMERSION CORP COM 45252110 183 21,124 SH DEFINED 1 21,124 IMMTECH INTL INC COM 45251910 126 16,300 SH DEFINED 1,5 16,300 IMMUCOR INC COM 45252610 24,735 862,148 SH DEFINED 1,2,6 862,148 IMMUNOGEN INC COM 45253H10 2,346 540,654 SH DEFINED 1,2,5 540,654 IMMUNOMEDICS INC COM 45290710 166 56,293 SH DEFINED 1,5 56,293 IMPAC MTG HLDGS INC COM 45254P10 10,308 1,069,263 SH DEFINED 1,2,5 1,069,263 IMPCO TECHNOLOGIES I COM 45255W10 68 10,389 SH DEFINED 1 10,389 IMPERIAL CHEM INDS P ADR NEW 45270450 439 18,245 SH DEFINED 1 18,245 IMPERIAL OIL LTD COM NEW 45303840 1,032 9,598 SH DEFINED 1 9,598 IMPERIAL TOBACCO GRO SPONSORED 45314210 877 14,646 SH DEFINED 1 14,646 IMS HEALTH INC COM 44993410 146,945 5,702,178 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,702,178 INCYTE CORP COM 45337C10 6,608 1,097,619 SH DEFINED 1,2,5 1,097,619 INDEPENDENCE CMNTY B COM 45341410 46,723 1,120,987 SH DEFINED 1,2,5,12,13 1,120,987 INDEPENDENCE HLDG CO COM NEW 45344030 1,619 70,192 SH DEFINED 1,2 70,192 INDEPENDENT BANK COR COM 45383610 8,008 249,085 SH DEFINED 1,2,5 249,085 INDEPENDENT BANK COR COM 45383810 9,064 318,591 SH DEFINED 1,2 318,591 INDEVUS PHARMACEUTIC COM 45407210 390 62,837 SH DEFINED 1,5 62,837 INDIA FD INC COM 45408910 6,568 130,063 SH DEFINED 5,7 130,063 INDUS INTL INC COM 45578L10 65 17,900 SH DEFINED 1 17,900 INDYMAC BANCORP INC COM 45660710 43,963 1,074,106 SH DEFINED 1,2,5,8,10,13 1,074,106 INERGY HLDGS L P COM 45661Q10 446 12,714 SH DEFINED 1,2 12,714 INERGY L P UNIT LTD P 45661510 835 31,219 SH DEFINED 1,2 31,219 INFINITY PPTY & CAS COM 45665Q10 12,853 307,922 SH DEFINED 1,2,5 307,922 INFOCROSSING INC COM 45664X10 2,821 234,100 SH DEFINED 1,2 234,100 INFOCUS CORP COM 45665B10 240 50,521 SH DEFINED 1,5 50,521 INFORMATICA CORP COM 45666Q10 17,196 1,105,849 SH DEFINED 1,2,5 1,105,849 INFORTE CORP COM 45677R10 57 13,074 SH DEFINED 1 13,074 INFOSPACE INC COM NEW 45678T20 19,607 701,485 SH DEFINED 1,2,6 701,485 INFOSYS TECHNOLOGIES SPONSORED 45678810 13,889 178,380 SH DEFINED 1,2,5 178,380 INFOUSA INC NEW COM 45681830 9,108 701,665 SH DEFINED 1,2 701,665 INFRASOURCE SVCS INC COM 45684P10 2,547 147,998 SH DEFINED 1,2 147,998 ING GROEP N V SPONSORED 45683710 13,347 338,761 SH DEFINED 1,2 338,761 INGERSOLL-RAND COMPA CL A G4776G10 307,158 7,350,046 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,350,046 INGLES MKTS INC CL A 45703010 3,672 206,058 SH DEFINED 1,2,5 206,058 INGRAM MICRO INC CL A 45715310 35,910 1,795,482 SH DEFINED 1,2,5,13 1,795,482 INLAND REAL ESTATE C COM NEW 45746120 14,085 863,557 SH DEFINED 1,2,3 863,557 INNKEEPERS USA TR COM 4576J010 26,350 1,554,586 SH DEFINED 1,2,3,5 1,554,586 INNODATA ISOGEN INC COM NEW 45764220 52 17,200 SH DEFINED 1 17,200 INNOSPEC INC COM 45768S10 6,612 257,981 SH DEFINED 1,2,5 257,981 INNOTRAC CORP COM 45767M10 43 11,000 SH DEFINED 1 11,000 INNOVATIVE SOLUTIONS COM 45769N10 4,815 370,405 SH DEFINED 1,2 370,405 INNOVEX INC COM 45764710 174 33,483 SH DEFINED 1,5 33,483 INNOVO GROUP INC COM PAR $0 45795460 147 199,220 SH DEFINED 1,2 199,220 INPHONIC INC COM 45772G10 1,508 215,711 SH DEFINED 1,2 215,711 INPUT/OUTPUT INC COM 45765210 8,953 922,048 SH DEFINED 1,2 922,048 INSIGHT ENTERPRISES COM 45765U10 20,742 942,388 SH DEFINED 1,2,5,6 942,388 INSITUFORM TECHNOLOG CL A 45766710 10,905 409,960 SH DEFINED 1,2,6 409,960 INSMED INC COM NEW 45766920 24 12,302 SH DEFINED 1 12,302 INSPIRE PHARMACEUTIC COM 45773310 2,935 561,225 SH DEFINED 1,2,5 561,225 INSTEEL INDUSTRIES I COM 45774W10 1,039 18,300 SH DEFINED 1,2 18,300 INTEGRA BK CORP COM 45814P10 10,144 443,739 SH DEFINED 1,2 443,739 INTEGRA LIFESCIENCES COM NEW 45798520 18,739 457,282 SH DEFINED 1,2,6 457,282 INTEGRAL SYS INC MD COM 45810H10 3,477 128,815 SH DEFINED 1,2 128,815 INTEGRATED ALARM SVC COM 45890M10 137 37,230 SH DEFINED 1,5 37,230 INTEGRATED DEVICE TE COM 45811810 57,043 3,838,675 SH DEFINED 1,2,5,13 3,838,675 INTEGRATED SILICON S COM 45812P10 3,317 499,611 SH DEFINED 1,2,5 499,611 INTEL CORP COM 45814010 3,403,440 174,894,137 SH DEFINED 1,2,5,6,7,8,10,12,13,14 174,894,137 INTER PARFUMS INC COM 45833410 842 42,263 SH DEFINED 1,2 42,263 INTER TEL INC COM 45837210 8,217 383,239 SH DEFINED 1,2,6 383,239 INTERACTIVE DATA COR COM 45840J10 7,239 308,042 SH DEFINED 1,2,5 308,042 INTERCHANGE FINL SVC COM 45844710 4,286 225,597 SH DEFINED 1,2 225,597 INTERCONTINENTAL HTL SPONSORED 45857P10 12,452 758,360 SH DEFINED 1 758,360 INTERCONTINENTALEXCH COM 45865V10 17,376 251,643 SH DEFINED 1,2 251,643 INTERDIGITAL COMMUNI COM 45866A10 22,633 923,037 SH DEFINED 1,2,5 923,037 INTERFACE INC CL A 45866510 12,310 891,357 SH DEFINED 1,2,5,6 891,357 INTERGRAPH CORP COM 45868310 27,313 655,628 SH DEFINED 1,2,5 655,628 INTERLEUKIN GENETICS COM 45873810 107 14,900 SH DEFINED 1 14,900 INTERLINE BRANDS INC COM 45874310 6,609 261,931 SH DEFINED 1,2 261,931 INTERMAGNETICS GEN C COM 45877110 16,431 655,933 SH DEFINED 1,2,6 655,933 INTERMEC INC COM 45878610 19,242 630,679 SH DEFINED 1,2,5 630,679 INTERMUNE INC COM 45884X10 9,891 533,475 SH DEFINED 1,2,5 533,475 INTERNAP NETWORK SVC COM 45885A10 244 259,259 SH DEFINED 1,5 259,259 INTERNATIONAL ALUM C COM 45888410 208 5,053 SH DEFINED 1 5,053 INTERNATIONAL BANCSH COM 45904410 12,147 422,786 SH DEFINED 1,2,5 422,786 INTERNATIONAL BUSINE COM 45920010 5,998,282 72,732,893 SH DEFINED 1,2,5,6,7,8,10,12,13,14 72,732,893 INTERNATIONAL COAL G COM 45928H10 1,594 163,616 SH DEFINED 1,2 163,616 INTERNATIONAL DISPLA COM 45941210 3,375 515,224 SH DEFINED 1,2,5 515,224 INTERNATIONAL FLAVOR COM 45950610 83,307 2,427,357 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,427,357 INTERNATIONAL GAME T COM 45990210 312,147 8,862,786 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,862,786 INTERNATIONAL PWR PL SPONSORED 46018M10 264 5,362 SH DEFINED 1 5,362 INTERNATIONAL RECTIF COM 46025410 50,940 1,229,535 SH DEFINED 1,2,5,6,12,13 1,229,535 INTERNATIONAL SECS E CL A 46031W20 8,414 202,014 SH DEFINED 1,2 202,014 INTERNATIONAL SHIPHO COM NEW 46032120 156 10,100 SH DEFINED 1 10,100 INTERNATIONAL SPEEDW CL A 46033520 26,560 521,812 SH DEFINED 1,2,5,13 521,812 INTERNET CAP GROUP I COM NEW 46059C20 5,059 537,052 SH DEFINED 1,2 537,052 INTERNET SEC SYS INC COM 46060X10 25,400 1,059,203 SH DEFINED 1,2,5,6 1,059,203 INTERPHARM HLDGS INC COM 46058810 16 10,400 SH DEFINED 1 10,400 INTERPOOL INC COM 46062R10 1,980 98,010 SH DEFINED 1,2 98,010 INTERPUBLIC GROUP CO COM 46069010 102,470 10,718,665 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,718,665 INTERSIL CORP CL A 46069S10 64,050 2,214,740 SH DEFINED 1,2,5,6,12,13 2,214,740 INTERSTATE HOTELS & COM 46088S10 71 13,343 SH DEFINED 1 13,343 INTERVEST BANCSHARES CL A 46092710 343 9,500 SH DEFINED 1,2 9,500 INTERVIDEO INC COM 46114Y10 1,071 98,628 SH DEFINED 1,2 98,628 INTERVOICE INC NEW COM 46114210 4,205 488,345 SH DEFINED 1,2,5 488,345 INTERWOVEN INC COM NEW 46114T50 5,182 576,397 SH DEFINED 1,2,5 576,397 INTEVAC INC COM 46114810 6,773 235,341 SH DEFINED 1,2,5 235,341 INTL PAPER CO COM 46014610 1,073,562 31,054,723 SH DEFINED 1,2,5,6,7,8,10,12,13,14 31,054,723 INTRADO INC COM 46117A10 14,434 555,574 SH DEFINED 1,2,6 555,574 INTRALASE CORP COM 46116910 3,742 161,304 SH DEFINED 1,2 161,304 INTROGEN THERAPEUTIC COM 46119F10 847 159,529 SH DEFINED 1,2 159,529 INTUIT COM 46120210 272,892 5,130,514 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,130,514 INTUITIVE SURGICAL I COM NEW 46120E60 81,690 692,289 SH DEFINED 1,2,5,6,12,13 692,289 INVACARE CORP COM 46120310 14,747 474,796 SH DEFINED 1,2,5,6 474,796 INVERNESS MED INNOVA COM 46126P10 7,771 270,492 SH DEFINED 1,2,5 270,492 INVESTMENT TECHNOLOG COM 46145F10 34,236 687,467 SH DEFINED 1,2,5 687,467 INVESTOOLS INC COM 46145P10 269 32,819 SH DEFINED 1,5 32,819 INVESTORS BANCORP IN COM 46146P10 8,917 639,639 SH DEFINED 1,2 639,639 INVESTORS FINL SERVI COM 46191510 61,190 1,305,525 SH DEFINED 1,2,5,7,8,10,12,13,14 1,305,525 INVESTORS REAL ESTAT SH BEN INT 46173010 6,018 630,776 SH DEFINED 1,2,3,5 630,776 INVITROGEN CORP COM 46185R10 93,194 1,328,878 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,328,878 IOMEGA CORP COM NEW 46203030 252 76,871 SH DEFINED 1,5 76,871 IONATRON INC COM 46207010 4,252 314,760 SH DEFINED 1,2 314,760 IOWA TELECOMM SERVIC COM 46259420 8,042 421,472 SH DEFINED 1,2 421,472 IPASS INC COM 46261V10 9,975 1,245,317 SH DEFINED 1,2 1,245,317 IPAYMENT INC COM 46262E10 10,996 256,611 SH DEFINED 1,2,6 256,611 IPC HLDGS LTD ORD G4933P10 1,488 53,062 SH DEFINED 1,2,5 53,062 IRELAND BK SPONSORED 46267Q10 667 8,953 SH DEFINED 1 8,953 IRIS INTL INC COM 46270W10 3,166 202,561 SH DEFINED 1,2 202,561 IROBOT CORP COM 46272610 1,300 46,780 SH DEFINED 1,2 46,780 IRON MTN INC COM 46284610 48,246 1,184,241 SH DEFINED 1,2,5,12 1,184,241 IRSA INVERSIONES Y R GLOBL DEP 45004720 398 33,563 SH DEFINED 1 33,563 IRVINE SENSORS CORP COM NEW 46366450 30 11,424 SH DEFINED 1 11,424 IRWIN FINL CORP COM 46411910 11,146 576,612 SH DEFINED 1,2 576,612 ISHARES INC MSCI MALAY 46428683 763 102,109 SH DEFINED 2 102,109 ISHARES TR RUSSELL100 46428759 6,280 85,900 SH DEFINED 1 85,900 ISIS PHARMACEUTICALS COM 46433010 8,599 954,435 SH DEFINED 1,2,5 954,435 ISLE OF CAPRI CASINO COM 46459210 6,788 203,979 SH DEFINED 1,2,5 203,979 ISTA PHARMACEUTICALS COM NEW 45031X20 831 130,803 SH DEFINED 1,2 130,803 ISTAR FINL INC COM 45031U10 78,040 2,038,669 SH DEFINED 1,2,5,7,8,10,12,13,14 2,038,669 ITC HLDGS CORP COM 46568510 5,304 202,054 SH DEFINED 1,2 202,054 ITLA CAP CORP COM 45056510 3,961 82,146 SH DEFINED 1,2 82,146 ITRON INC COM 46574110 20,275 338,766 SH DEFINED 1,2,6 338,766 ITT EDUCATIONAL SERV COM 45068B10 46,018 718,473 SH DEFINED 1,2,5,6,12,13 718,473 ITT INDS INC IND COM 45091110 266,027 4,731,885 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,731,885 IVILLAGE INC COM 46588H10 4,978 591,934 SH DEFINED 1,2,5 591,934 IXIA COM 45071R10 7,511 526,731 SH DEFINED 1,2 526,731 IXYS CORP COM 46600W10 4,708 510,615 SH DEFINED 1,2,5 510,615 J & J SNACK FOODS CO COM 46603210 9,918 295,280 SH DEFINED 1,2,6 295,280 J ALEXANDER CORP COM 46609610 152 18,800 SH DEFINED 1 18,800 J JILL GROUP INC COM 46618910 8,841 369,777 SH DEFINED 1,2,5,6 369,777 J2 GLOBAL COMMUNICAT COM NEW 46626E20 24,283 516,664 SH DEFINED 1,2,6 516,664 JABIL CIRCUIT INC COM 46631310 289,620 6,757,346 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,757,346 JACK IN THE BOX INC COM 46636710 31,830 731,726 SH DEFINED 1,2,5,6 731,726 JACKSON HEWITT TAX S COM 46820210 13,906 440,342 SH DEFINED 1,2 440,342 JACLYN INC COM 46977210 126 16,000 SH DEFINED 1 16,000 JACO ELECTRS INC COM 46978310 74 19,600 SH DEFINED 1 19,600 JACOBS ENGR GROUP IN COM 46981410 75,884 874,850 SH DEFINED 1,2,5,6,12,13 874,850 JACUZZI BRANDS INC COM 46986510 10,057 1,023,136 SH DEFINED 1,2 1,023,136 JAKKS PAC INC COM 47012E10 15,247 570,200 SH DEFINED 1,2,6 570,200 JAMES HARDIE INDS N SPONSORED 47030M10 203 5,980 SH DEFINED 1 5,980 JAMES RIV GROUP INC COM 47035910 1,985 73,720 SH DEFINED 1,2 73,720 JAMES RIVER COAL CO COM NEW 47035520 5,446 160,317 SH DEFINED 1,2 160,317 JAMESON INNS INC COM 47045710 113 45,950 SH DEFINED 1,5 45,950 JANUS CAP GROUP INC COM 47102X10 134,909 5,822,555 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,822,555 JARDEN CORP COM 47110910 30,963 942,548 SH DEFINED 1,2 942,548 JDA SOFTWARE GROUP I COM 46612K10 6,272 434,320 SH DEFINED 1,2,6 434,320 JDS UNIPHASE CORP COM 46612J10 183,403 43,981,597 SH DEFINED 1,2,5,6,7,8,10,12,13,14 43,981,597 JEFFERIES GROUP INC COM 47231910 40,846 698,220 SH DEFINED 1,2,5,13 698,220 JEFFERSON PILOT CORP COM 47507010 186,539 3,334,626 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,334,626 JER INVT TR INC COM 46614H30 2,444 147,056 SH DEFINED 1,2 147,056 JETBLUE AWYS CORP COM 47714310 26,986 2,517,327 SH DEFINED 1,2,5,6,13 2,517,327 JLG INDS INC COM 46621010 51,553 1,674,336 SH DEFINED 1,2,5,6,12 1,674,336 JO-ANN STORES INC COM 47758P30 7,526 559,110 SH DEFINED 1,2,6 559,110 JOHNSON & JOHNSON COM 47816010 7,624,501 128,748,755 SH DEFINED 1,2,5,6,7,8,10,12,13,14 128,748,755 JOHNSON CTLS INC COM 47836610 372,353 4,903,894 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,903,894 JONES APPAREL GROUP COM 48007410 113,498 3,208,868 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,208,868 JONES LANG LASALLE I COM 48020Q10 42,225 551,673 SH DEFINED 1,2,5 551,673 JORGENSEN EARLE M CO COM 48082910 3,302 217,964 SH DEFINED 1,2 217,964 JOS A BANK CLOTHIERS COM 48083810 12,581 262,387 SH DEFINED 1,2,5,6 262,387 JOURNAL COMMUNICATIO CL A 48113010 4,836 389,982 SH DEFINED 1,2 389,982 JOURNAL REGISTER CO COM 48113810 6,994 574,259 SH DEFINED 1,2,5 574,259 JOY GLOBAL INC COM 48116510 103,757 1,735,938 SH DEFINED 1,2,5,6,12,13 1,735,938 JP MORGAN CHASE & CO COM 46625H10 4,308,146 103,461,722 SH DEFINED 1,2,5,6,7,8,10,12,13,14 103,461,722 JUNIPER NETWORKS INC COM 48203R10 131,134 6,858,491 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,858,491 JUPITERMEDIA CORP COM 48207D10 4,712 262,057 SH DEFINED 1,2 262,057 K & F INDS HLDGS INC COM 48224110 3,157 190,202 SH DEFINED 1,2 190,202 K TRON INTL INC COM 48273010 224 4,600 SH DEFINED 1 4,600 K V PHARMACEUTICAL C CL A 48274020 12,232 507,138 SH DEFINED 1,2,5 507,138 K2 INC COM 48273210 10,257 817,322 SH DEFINED 1,2,6 817,322 KADANT INC COM 48282T10 5,310 233,942 SH DEFINED 1,2 233,942 KAMAN CORP COM 48354810 17,703 703,622 SH DEFINED 1,2,6 703,622 KANBAY INTL INC COM 48369P20 4,811 315,236 SH DEFINED 1,2 315,236 KANSAS CITY LIFE INS COM 48483610 4,306 84,034 SH DEFINED 1,2 84,034 KANSAS CITY SOUTHERN COM NEW 48517030 28,533 1,155,195 SH DEFINED 1,2,5,6 1,155,195 KAYDON CORP COM 48658710 25,031 620,181 SH DEFINED 1,2,5,6 620,181 KB HOME COM 48666K10 136,331 2,098,053 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,098,053 KCS ENERGY INC COM 48243420 19,484 749,391 SH DEFINED 1,2,5 749,391 KEANE INC COM 48666510 14,086 894,379 SH DEFINED 1,2,5,6 894,379 KEARNY FINL CORP COM 48716910 3,363 244,908 SH DEFINED 1,2 244,908 KEITHLEY INSTRS INC COM 48758410 2,584 168,229 SH DEFINED 1,2,6 168,229 KELLOGG CO COM 48783610 320,797 7,284,219 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,284,219 KELLWOOD CO COM 48804410 14,825 472,272 SH DEFINED 1,2,5,6 472,272 KELLY SVCS INC CL A 48815220 9,729 358,600 SH DEFINED 1,2,5,6,13 358,600 KEMET CORP COM 48836010 15,136 1,598,272 SH DEFINED 1,2,5,13 1,598,272 KENDLE INTERNATIONAL COM 48880L10 439 12,993 SH DEFINED 1 12,993 KENEXA CORP COM 48887910 2,076 67,520 SH DEFINED 1,2 67,520 KENNAMETAL INC COM 48917010 45,974 751,954 SH DEFINED 1,2,5,13 751,954 KENSEY NASH CORP COM 49005710 5,481 191,657 SH DEFINED 1,2,6 191,657 KERR MCGEE CORP COM 49238610 651,452 6,822,913 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,822,913 KERYX BIOPHARMACEUTI COM 49251510 6,995 366,042 SH DEFINED 1,2 366,042 KERZNER INTERNATIONA SHS P6065Y10 2,410 30,971 SH DEFINED 1,2,5 30,971 KEYCORP NEW COM 49326710 484,675 13,170,510 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,170,510 KEYNOTE SYS INC COM 49330810 2,663 232,761 SH DEFINED 1,2 232,761 KEYSPAN CORP COM 49337W10 218,105 5,336,543 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,336,543 KEYSTONE AUTOMOTIVE COM 49338N10 8,809 208,697 SH DEFINED 1,2 208,697 KFORCE INC COM 49373210 5,774 452,862 SH DEFINED 1,2,5 452,862 KFX INC COM 48245L10 16,004 879,361 SH DEFINED 1,2,5 879,361 KILROY RLTY CORP COM 49427F10 50,538 654,125 SH DEFINED 1,2,3,5 654,125 KIMBALL INTL INC CL B 49427410 5,144 342,045 SH DEFINED 1,2,5 342,045 KIMBERLY CLARK CORP COM 49436810 836,275 14,468,425 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,468,425 KIMCO REALTY CORP COM 49446R10 260,039 6,398,600 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 6,398,600 KINDER MORGAN ENERGY UT LTD PAR 49455010 1,612 33,456 SH DEFINED 1,5 33,456 KINDER MORGAN INC KA COM 49455P10 300,645 3,268,237 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,268,237 KINDER MORGAN MANAGE SHS 49455U10 2,959 67,239 SH DEFINED 1,2,5 67,239 KINDRED HEALTHCARE I COM 49458010 10,076 400,637 SH DEFINED 1,2,5 400,637 KINETIC CONCEPTS INC COM NEW 49460W20 58,408 1,418,706 SH DEFINED 1,2,5,6,12 1,418,706 KING PHARMACEUTICALS COM 49558210 210,218 12,186,554 SH DEFINED 1,2,5,6,7,10,12,13,14 12,186,554 KINROSS GOLD CORP COM NO PAR 49690240 668 61,111 SH DEFINED 1,7,10,13 61,111 KIRBY CORP COM 49726610 24,048 353,073 SH DEFINED 1,2,5,6 353,073 KIRIN BREWERY LTD SPONSORED 49735030 504 37,235 SH DEFINED 1 37,235 KIRKLANDS INC COM 49749810 163 23,194 SH DEFINED 1 23,194 KITE RLTY GROUP TR COM 49803T10 9,725 609,722 SH DEFINED 1,2,3 609,722 KKR FINL CORP COM 48247630 7,365 328,333 SH DEFINED 1,2 328,333 KLA-TENCOR CORP COM 48248010 248,465 5,137,813 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,137,813 KMG AMER CORP COM 48256310 2,184 255,186 SH DEFINED 1,2 255,186 KNBT BANCORP INC COM 48292110 6,958 425,580 SH DEFINED 1,2 425,580 KNIGHT CAPITAL GROUP CL A 49900510 22,267 1,598,504 SH DEFINED 1,2,5 1,598,504 KNIGHT RIDDER INC COM 49904010 109,572 1,733,461 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,733,461 KNIGHT TRANSN INC COM 49906410 20,926 1,059,569 SH DEFINED 1,2,5,6 1,059,569 KNOLL INC COM NEW 49890420 2,883 135,238 SH DEFINED 1,2 135,238 KNOLOGY INC COM 49918380 225 32,900 SH DEFINED 1 32,900 KNOT INC COM 49918410 284 15,700 SH DEFINED 1 15,700 KOHLS CORP COM 50025510 434,844 8,203,049 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,203,049 KOMAG INC COM NEW 50045320 31,153 654,478 SH DEFINED 1,2,5,6 654,478 KONINKLIJKE AHOLD N SPON ADR N 50046730 401 51,360 SH DEFINED 1 51,360 KONINKLIJKE PHILIPS NY REG SH 50047230 2,449 72,780 SH DEFINED 1,2 72,780 KOOKMIN BK NEW SPONSORED 50049M10 68,180 797,246 SH DEFINED 1,2,4,5 797,246 KOPIN CORP COM 50060010 5,620 1,121,729 SH DEFINED 1,2,5,6 1,121,729 KOREA ELECTRIC PWR SPONSORED 50063110 3,871 179,202 SH DEFINED 1,2 179,202 KORN FERRY INTL COM NEW 50064320 23,070 1,131,429 SH DEFINED 1,2,5,13 1,131,429 KOS PHARMACEUTICALS COM 50064810 8,065 168,831 SH DEFINED 1,2 168,831 KOSAN BIOSCIENCES IN COM 50064W10 382 64,812 SH DEFINED 1,2,5 64,812 KRAFT FOODS INC CL A 50075N10 204,932 6,761,199 SH DEFINED 1,2,5,7,8,10,12,13,14 6,761,199 KRISPY KREME DOUGHNU COM 50101410 8,275 921,502 SH DEFINED 1,2,5 921,502 KROGER CO COM 50104410 464,288 22,803,947 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,803,947 KRONOS INC COM 50105210 17,660 472,314 SH DEFINED 1,2,5,6 472,314 KRONOS WORLDWIDE INC COM 50105F10 1,650 54,361 SH DEFINED 1,2 54,361 K-SWISS INC CL A 48268610 22,733 754,241 SH DEFINED 1,2,6 754,241 KT CORP SPONSORED 48268K10 4,790 224,875 SH DEFINED 1,2 224,875 KUBOTA CORP ADR 50117320 678 12,455 SH DEFINED 1 12,455 KULICKE & SOFFA INDS COM 50124210 10,846 1,136,903 SH DEFINED 1,2,5,6 1,136,903 KVH INDS INC COM 48273810 207 18,726 SH DEFINED 1 18,726 KYOCERA CORP ADR 50155620 885 10,043 SH DEFINED 1 10,043 KYPHON INC COM 50157710 15,584 418,920 SH DEFINED 1,2,5 418,920 L S B BANCSHARES N C COM 50215810 187 10,400 SH DEFINED 1 10,400 L-3 COMMUNICATIONS H COM 50242410 280,918 3,274,490 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,274,490 LA BARGE INC COM 50247010 1,707 114,205 SH DEFINED 1,2 114,205 LA JOLLA PHARMACEUTI COM NEW 50345930 59 11,838 SH DEFINED 1,5 11,838 LA Z BOY INC COM 50533610 17,108 1,006,361 SH DEFINED 1,2,5,6 1,006,361 LABOR READY INC COM NEW 50540120 24,392 1,018,468 SH DEFINED 1,2,5,6 1,018,468 LABORATORY CORP AMER COM NEW 50540R40 209,094 3,575,485 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,575,485 LABRANCHE & CO INC COM 50544710 16,553 1,047,004 SH DEFINED 1,2,5 1,047,004 LACLEDE GROUP INC COM 50559710 11,711 340,225 SH DEFINED 1,2,5 340,225 LADENBURG THALMAN FI COM 50575Q10 153 106,117 SH DEFINED 1,5 106,117 LADISH INC COM NEW 50575420 423 14,600 SH DEFINED 1 14,600 LAFARGE COPPEE S A SPON ADR N 50586140 608 21,360 SH DEFINED 1 21,360 LAFARGE NORTH AMERIC COM 50586210 27,422 326,455 SH DEFINED 1,2,5,6,12 326,455 LAIDLAW INTL INC COM 50730R10 35,478 1,304,339 SH DEFINED 1,2,5,7,10,14 1,304,339 LAKELAND BANCORP INC COM 51163710 3,477 223,457 SH DEFINED 1,2 223,457 LAKELAND FINL CORP COM 51165610 5,218 111,610 SH DEFINED 1,2 111,610 LAM RESEARCH CORP COM 51280710 254,016 5,907,345 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,907,345 LAMAR ADVERTISING CO CL A 51281510 63,854 1,213,722 SH DEFINED 1,2,5,7,8,10,12,13,14 1,213,722 LAMSON & SESSIONS CO COM 51369610 476 17,100 SH DEFINED 1,5 17,100 LANCASTER COLONY COR COM 51384710 21,994 523,671 SH DEFINED 1,2,5,13 523,671 LANCE INC COM 51460610 13,012 578,291 SH DEFINED 1,2,6 578,291 LANDAMERICA FINL GRO COM 51493610 27,081 399,136 SH DEFINED 1,2,5 399,136 LANDAUER INC COM 51476K10 7,753 154,390 SH DEFINED 1,2 154,390 LANDEC CORP COM 51476610 210 26,361 SH DEFINED 1 26,361 LANDRYS RESTAURANTS COM 51508L10 10,631 300,914 SH DEFINED 1,2,6 300,914 LANDSTAR SYS INC COM 51509810 48,379 1,096,536 SH DEFINED 1,2,5,6 1,096,536 LAS VEGAS SANDS CORP COM 51783410 20,512 362,022 SH DEFINED 1,2,5,12 362,022 LASALLE HOTEL PPTYS COM SH BEN 51794210 42,844 1,044,976 SH DEFINED 1,2,3,5 1,044,976 LASERCARD CORP COM 51807U10 313 13,916 SH DEFINED 1 13,916 LASERSCOPE COM 51808110 6,792 287,185 SH DEFINED 1,2,6 287,185 LATTICE SEMICONDUCTO COM 51841510 13,828 2,076,241 SH DEFINED 1,2,5,13 2,076,241 LAUDER ESTEE COS INC CL A 51843910 117,243 3,152,545 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,152,545 LAUREATE EDUCATION I COM 51861310 37,822 709,083 SH DEFINED 1,2,5,6,12,13 709,083 LAWSON PRODS INC COM 52077610 8,970 219,151 SH DEFINED 1,2,6 219,151 LAWSON SOFTWARE INC COM 52078010 9,919 1,293,209 SH DEFINED 1,2 1,293,209 LAYNE CHRISTENSEN CO COM 52105010 4,661 139,065 SH DEFINED 1,2 139,065 LAZARD LTD SHS A G5405010 301 6,800 SH DEFINED 1 6,800 LCA-VISION INC COM PAR $. 50180330 14,286 285,087 SH DEFINED 1,2,6 285,087 LEADIS TECHNOLOGY IN COM 52171N10 841 148,006 SH DEFINED 1,2 148,006 LEAP WIRELESS INTL I COM NEW 52186330 2,213 50,769 SH DEFINED 1,2 50,769 LEAPFROG ENTERPRISES CL A 52186N10 4,644 437,270 SH DEFINED 1,2,5 437,270 LEAR CORP COM 52186510 24,193 1,364,543 SH DEFINED 1,2,5,7,8,10,12,13,14 1,364,543 LEARNING TREE INTL I COM 52201510 1,663 137,241 SH DEFINED 1,2 137,241 LECG CORP COM 52323410 3,806 197,485 SH DEFINED 1,2 197,485 LECROY CORP COM 52324W10 2,637 168,472 SH DEFINED 1,2 168,472 LEE ENTERPRISES INC COM 52376810 21,353 641,415 SH DEFINED 1,2,5,6,13 641,415 LEGG MASON INC COM 52490110 287,598 2,294,723 SH DEFINED 1,2,5,7,8,10,12,13,14 2,294,723 LEGGETT & PLATT INC COM 52466010 116,291 4,771,900 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,771,900 LEHMAN BROS HLDGS IN COM 52490810 1,224,725 8,473,845 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,473,845 LENNAR CORP CL A 52605710 218,278 3,615,071 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,615,071 LENNOX INTL INC COM 52610710 30,348 1,016,330 SH DEFINED 1,2,5,6 1,016,330 LENOX GROUP INC COM 52626210 1,154 88,119 SH DEFINED 1,5,6 88,119 LESCO INC OHIO COM 52687210 210 12,290 SH DEFINED 1 12,290 LEUCADIA NATL CORP COM 52728810 79,240 1,328,189 SH DEFINED 1,2,5,12,13 1,328,189 LEVEL 3 COMMUNICATIO COM 52729N10 58,483 11,290,104 SH DEFINED 1,2,5,12 11,290,104 LEVITT CORP CL A 52742P10 8,853 401,693 SH DEFINED 1,2,5,8 401,693 LEXAR MEDIA INC COM 52886P10 9,035 1,052,994 SH DEFINED 1,2,5 1,052,994 LEXICON GENETICS INC COM 52887210 4,884 881,538 SH DEFINED 1,2,5 881,538 LEXINGTON CORP PPTYS COM 52904310 14,401 690,703 SH DEFINED 1,2,3,5 690,703 LEXMARK INTL NEW CL A 52977110 139,994 3,084,927 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,084,927 LG PHILIP LCD CO LTD SPONS ADR 50186V10 372 16,380 SH DEFINED 1,2 16,380 LHC GROUP INC COM 50187A10 690 43,120 SH DEFINED 1 43,120 LIBBEY INC COM 52989810 1,739 245,572 SH DEFINED 1,2,6 245,572 LIBERTY GLOBAL INC COM SER A 53055510 71,916 3,513,234 SH DEFINED 1,2,5,7,8,10,12,13,14 3,513,234 LIBERTY GLOBAL INC COM SER C 53055530 52,630 2,664,786 SH DEFINED 1,2,5,7,8,10,12,13,14 2,664,786 LIBERTY MEDIA CORP N COM SER A 53071810 276,699 33,702,637 SH DEFINED 1,2,5,7,8,10,12,13,14 33,702,637 LIBERTY PPTY TR SH BEN INT 53117210 107,571 2,280,978 SH DEFINED 1,2,3,5,7,8,10,12,13,14 2,280,978 LIFE TIME FITNESS IN COM 53217R20 13,445 286,970 SH DEFINED 1,2 286,970 LIFECELL CORP COM 53192710 10,332 458,200 SH DEFINED 1,2 458,200 LIFECORE BIOMEDICAL COM 53218710 151 12,875 SH DEFINED 1 12,875 LIFEPOINT HOSPITALS COM 53219L10 26,282 845,086 SH DEFINED 1,2,5,13 845,086 LIFETIME BRANDS INC COM 53222Q10 2,752 97,633 SH DEFINED 1,2 97,633 LIFEWAY FOODS INC COM 53191410 142 11,600 SH DEFINED 1 11,600 LIGHTBRIDGE INC COM 53222610 596 53,730 SH DEFINED 1,2 53,730 LILLY ELI & CO COM 53245710 1,576,585 28,509,682 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,509,682 LIMITED BRANDS INC COM 53271610 222,000 9,076,059 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,076,059 LIN TV CORP CL A 53277410 4,777 530,798 SH DEFINED 1,2 530,798 LINCARE HLDGS INC COM 53279110 77,906 1,999,653 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,999,653 LINCOLN EDL SVCS COR COM 53353510 474 27,974 SH DEFINED 1,2 27,974 LINCOLN ELEC HLDGS I COM 53390010 31,122 576,446 SH DEFINED 1,2,5 576,446 LINCOLN NATL CORP IN COM 53418710 284,933 5,219,518 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,219,518 LINDSAY MFG CO COM 53555510 4,476 165,222 SH DEFINED 1,2,5,6 165,222 LINEAR TECHNOLOGY CO COM 53567810 287,604 8,198,512 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,198,512 LIONBRIDGE TECHNOLOG COM 53625210 6,062 766,392 SH DEFINED 1,2 766,392 LITHIA MTRS INC CL A 53679710 7,130 205,474 SH DEFINED 1,2,5 205,474 LITTELFUSE INC COM 53700810 11,646 341,218 SH DEFINED 1,2,6 341,218 LIVE NATION INC COM 53803410 23,424 1,180,651 SH DEFINED 1,2,5,6,7,13 1,180,651 LIZ CLAIBORNE INC COM 53932010 134,844 3,290,473 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,290,473 LKQ CORP COM 50188920 13,255 636,945 SH DEFINED 1,2,6 636,945 LLOYDS TSB GROUP PLC SPONSORED 53943910 2,375 61,707 SH DEFINED 1 61,707 LOCKHEED MARTIN CORP COM 53983010 6,030,031 80,261,300 SH DEFINED 1,2,5,6,7,8,10,12,13,14 80,261,300 LODGENET ENTMT CORP COM 54021110 3,043 195,346 SH DEFINED 1,2 195,346 LODGIAN INC COM PAR $. 54021P40 4,707 338,852 SH DEFINED 1,2 338,852 LOEWS CORP COM 54042410 351,240 3,470,755 SH DEFINED 1,2,5,6,10,12,13 3,470,755 LOEWS CORP CAROLNA GP 54042420 156,380 3,308,226 SH DEFINED 1,2,5,7,10,14 3,308,226 LOGILITY INC COM 54140Y10 507 46,900 SH DEFINED 1,2 46,900 LO-JACK CORP COM 53945110 5,062 211,082 SH DEFINED 1,2 211,082 LONE STAR STEAKHOUSE COM 54230710 10,000 351,858 SH DEFINED 1,2,6 351,858 LONE STAR TECHNOLOGI COM 54231210 28,739 518,660 SH DEFINED 1,2 518,660 LONGS DRUG STORES CO COM 54316210 33,160 716,518 SH DEFINED 1,2,5,6 716,518 LONGVIEW FIBRE CO COM 54321310 25,025 968,479 SH DEFINED 1,2,5,13 968,479 LOOKSMART LTD COM NEW 54344250 109 20,180 SH DEFINED 1 20,180 LORAL SPACE & COMMUN COM 54388110 417 14,500 SH DEFINED 1,2 14,500 LOUDEYE CORP COM 54575410 17 32,900 SH DEFINED 1 32,900 LOUISIANA PAC CORP COM 54634710 221,350 8,137,882 SH DEFINED 1,2,5,6,7,10,12,13,14 8,137,882 LOWES COS INC COM 54866110 3,468,623 53,827,173 SH DEFINED 1,2,5,6,7,8,10,12,13,14 53,827,173 LSB INDS INC COM 50216010 146 20,248 SH DEFINED 1 20,248 LSI INDS INC COM 50216C10 4,580 268,752 SH DEFINED 1,2 268,752 LSI LOGIC CORP COM 50216110 130,254 11,267,659 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,267,659 LTC PPTYS INC COM 50217510 10,006 430,191 SH DEFINED 1,2,3,5 430,191 LTX CORP COM 50239210 4,439 822,091 SH DEFINED 1,2,5 822,091 LUBRIZOL CORP COM 54927110 130,447 3,044,263 SH DEFINED 1,2,5,13 3,044,263 LUBYS INC COM 54928210 5,113 409,348 SH DEFINED 1,2 409,348 LUCENT TECHNOLOGIES COM 54946310 339,828 111,419,115 SH DEFINED 1,2,5,6,7,8,10,12,13,14 111,419,115 LUFKIN INDS INC COM 54976410 9,451 170,464 SH DEFINED 1,2 170,464 LUMINENT MTG CAP INC COM 55027830 5,407 666,726 SH DEFINED 1,2,5 666,726 LUMINEX CORP DEL COM 55027E10 5,226 351,659 SH DEFINED 1,2,5 351,659 LUXOTTICA GROUP S P SPONSORED 55068R20 11,909 433,221 SH DEFINED 1 433,221 LYDALL INC DEL COM 55081910 346 35,815 SH DEFINED 1,6 35,815 LYON WILLIAM HOMES COM 55207410 3,471 36,280 SH DEFINED 1,2 36,280 LYONDELL CHEMICAL CO COM 55207810 76,776 3,858,104 SH DEFINED 1,2,5,7,8,10,12,13,14 3,858,104 M & F WORLDWIDE CORP COM 55254110 1,903 133,293 SH DEFINED 1,2 133,293 M & T BK CORP COM 55261F10 235,028 2,059,119 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,059,119 M D C HLDGS INC COM 55267610 32,681 508,181 SH DEFINED 1,2,5,13 508,181 M SYS FLASH DISK PIO ORD M7061C10 453 17,513 SH DEFINED 1,2,5,7 17,513 M/I HOMES INC COM 55305B10 12,962 275,788 SH DEFINED 1,2,6 275,788 MACATAWA BK CORP COM 55422510 4,716 124,404 SH DEFINED 1,2 124,404 MACDERMID INC COM 55427310 17,920 557,395 SH DEFINED 1,2,5 557,395 MACERICH CO COM 55438210 134,969 1,825,140 SH DEFINED 1,2,3,5,7,8,10,12,13,14 1,825,140 MAC-GRAY CORP COM 55415310 125 10,500 SH DEFINED 1 10,500 MACK CALI RLTY CORP COM 55448910 69,055 1,438,644 SH DEFINED 1,2,3,5,13 1,438,644 MACQUARIE INFRASTRUC SH BEN INT 55607X10 917 28,208 SH DEFINED 1,2 28,208 MACRONIX INTL LTD SPONSORED 55610310 22 16,729 SH DEFINED 1 16,729 MACROVISION CORP COM 55590410 24,769 1,118,228 SH DEFINED 1,2,5,13 1,118,228 MADDEN STEVEN LTD COM 55626910 16,315 459,588 SH DEFINED 1,2,5 459,588 MAF BANCORP INC COM 55261R10 22,080 504,465 SH DEFINED 1,2,5 504,465 MAGELLAN HEALTH SVCS COM NEW 55907920 21,639 534,704 SH DEFINED 1,2 534,704 MAGELLAN MIDSTREAM H COM LP INT 55907R10 582 25,300 SH DEFINED 1,2 25,300 MAGELLAN MIDSTREAM P COM UNIT R 55908010 2,840 86,388 SH DEFINED 1,2,5 86,388 MAGMA DESIGN AUTOMAT COM 55918110 4,559 527,039 SH DEFINED 1,2 527,039 MAGNA ENTMT CORP CL A 55921110 3,536 520,819 SH DEFINED 1,2 520,819 MAGNA INTL INC CL A 55922240 832 10,994 SH DEFINED 1 10,994 MAGNETEK INC COM 55942410 281 70,866 SH DEFINED 1,5,6 70,866 MAGUIRE PPTYS INC COM 55977510 29,590 810,674 SH DEFINED 1,2,3,5 810,674 MAGYAR TELEKOM TELEC SPONSORED 55977610 215 9,853 SH DEFINED 1 9,853 MAIDENFORM BRANDS IN COM 56030510 1,212 110,099 SH DEFINED 1,2 110,099 MAIN STR BKS INC NEW COM 56034R10 5,225 201,880 SH DEFINED 1,2,5 201,880 MAINSOURCE FINANCIAL COM 56062Y10 4,097 216,749 SH DEFINED 1,2 216,749 MAIR HOLDINGS INC COM 56063510 547 116,819 SH DEFINED 1,2 116,819 MAJESCO ENTERTAINMEN COM NEW 56069020 211 152,728 SH DEFINED 1,2 152,728 MANAGEMENT NETWORK G COM 56169310 36 16,180 SH DEFINED 1 16,180 MANHATTAN ASSOCS INC COM 56275010 10,736 488,019 SH DEFINED 1,2,5,6 488,019 MANITOWOC INC COM 56357110 46,351 508,517 SH DEFINED 1,2,5,6 508,517 MANNATECH INC COM 56377110 6,649 382,591 SH DEFINED 1,2 382,591 MANNKIND CORP COM 56400P20 7,327 358,466 SH DEFINED 1,2 358,466 MANOR CARE INC NEW COM 56405510 81,963 1,848,092 SH DEFINED 1,2,5,6,10,12,13 1,848,092 MANPOWER INC COM 56418H10 90,311 1,579,420 SH DEFINED 1,2,5,7,8,10,12,13,14 1,579,420 MANTECH INTL CORP CL A 56456310 9,472 285,137 SH DEFINED 1,2,6 285,137 MANUGISTICS GROUP IN COM 56501110 190 88,100 SH DEFINED 1,5 88,100 MANULIFE FINL CORP COM 56501R10 10,476 166,894 SH DEFINED 1,5,7,13,14 166,894 MAPINFO CORP COM 56510510 3,866 275,737 SH DEFINED 1,2,5,6 275,737 MARATHON OIL CORP COM 56584910 932,876 12,247,287 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,247,287 MARCHEX INC CL B 56624R10 5,286 245,874 SH DEFINED 1,2 245,874 MARCUS CORP COM 56633010 7,319 366,853 SH DEFINED 1,2,6 366,853 MARINE PRODS CORP COM 56842710 1,787 162,581 SH DEFINED 1,2 162,581 MARINEMAX INC COM 56790810 8,208 244,875 SH DEFINED 1,2,6 244,875 MARINER ENERGY INC COM 56845T30 9,443 460,405 SH DEFINED 1,2,5 460,405 MARITRANS INC COM 57036310 3,260 133,440 SH DEFINED 1,2 133,440 MARKEL CORP COM 57053510 36,760 108,860 SH DEFINED 1,2,5,12 108,860 MARKETAXESS HLDGS IN COM 57060D10 3,575 297,182 SH DEFINED 1,2 297,182 MARKWEST ENERGY PART UNIT LTD P 57075910 477 10,202 SH DEFINED 1,2 10,202 MARKWEST HYDROCARBON COM 57076210 1,588 69,326 SH DEFINED 1,2 69,326 MARLIN BUSINESS SVCS COM 57115710 1,861 84,190 SH DEFINED 1,2 84,190 MARRIOTT INTL INC NE CL A 57190320 347,457 5,064,975 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,064,975 MARSH & MCLENNAN COS COM 57174810 419,112 14,274,934 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,274,934 MARSH SUPERMARKETS I CL B 57178320 106 12,883 SH DEFINED 1 12,883 MARSHALL & ILSLEY CO COM 57183410 227,678 5,224,378 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,224,378 MARSHALL EDWARDS INC COM 57232230 541 96,990 SH DEFINED 1,2 96,990 MARTEK BIOSCIENCES C COM 57290110 22,448 683,771 SH DEFINED 1,2,5,13 683,771 MARTEN TRANS LTD COM 57307510 3,475 192,092 SH DEFINED 1,2 192,092 MARTHA STEWART LIVIN CL A 57308310 4,750 281,880 SH DEFINED 1,2 281,880 MARTIN MARIETTA MATL COM 57328410 205,259 1,917,774 SH DEFINED 1,2,5,6,12,13 1,917,774 MARVEL ENTERTAINMENT COM 57383T10 14,577 724,527 SH DEFINED 1,2,5 724,527 MARVELL TECHNOLOGY G ORD G5876H10 76,776 1,419,150 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,419,150 MASCO CORP COM 57459910 389,607 11,991,585 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,991,585 MASSBANK CORP READ M COM 57615210 235 7,133 SH DEFINED 1,2 7,133 MASSEY ENERGY CORP COM 57620610 36,417 1,009,625 SH DEFINED 1,2,5,7,8,10,12,13,14 1,009,625 MASTEC INC COM 57632310 6,942 489,921 SH DEFINED 1,2,5 489,921 MATERIAL SCIENCES CO COM 57667410 188 15,558 SH DEFINED 1 15,558 MATRIA HEALTHCARE IN COM NEW 57681720 10,909 287,377 SH DEFINED 1,2,5,6 287,377 MATRIX SVC CO COM 57685310 677 58,962 SH DEFINED 1,5 58,962 MATRIXONE INC COM 57685P30 5,137 717,513 SH DEFINED 1,2,5 717,513 MATSUSHITA ELEC INDL ADR 57687920 2,435 109,961 SH DEFINED 1 109,961 MATTEL INC COM 57708110 183,216 10,105,682 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,105,682 MATTHEWS INTL CORP CL A 57712810 20,548 537,058 SH DEFINED 1,2,5 537,058 MATTSON TECHNOLOGY I COM 57722310 7,868 655,694 SH DEFINED 1,2 655,694 MAUI LD & PINEAPPLE COM 57734510 2,202 58,323 SH DEFINED 1,2 58,323 MAVERICK TUBE CORP COM 57791410 30,737 580,056 SH DEFINED 1,2,5 580,056 MAX RE CAPITAL LTD H SHS G6052F10 1,120 47,075 SH DEFINED 1,2,5 47,075 MAXIM INTEGRATED PRO COM 57772K10 317,565 8,548,194 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,548,194 MAXIMUS INC COM 57793310 10,776 299,513 SH DEFINED 1,2,5,6 299,513 MAXTOR CORP COM NEW 57772920 31,913 3,338,197 SH DEFINED 1,2,5 3,338,197 MAXWELL TECHNOLOGIES COM 57776710 237 12,165 SH DEFINED 1 12,165 MAXYGEN INC COM 57777610 3,412 412,092 SH DEFINED 1,2 412,092 MAYTAG CORP COM 57859210 45,076 2,113,260 SH DEFINED 1,2,5,6,10,12,13 2,113,260 MB FINANCIAL INC NEW COM 55264U10 11,543 326,076 SH DEFINED 1,2 326,076 MBIA INC COM 55262C10 249,753 4,153,549 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,153,549 MBT FINL CORP COM 57887710 3,090 183,926 SH DEFINED 1,2 183,926 MCAFEE INC COM 57906410 117,653 4,835,720 SH DEFINED 1,2,5,6,7,10,12,13,14 4,835,720 MCCLATCHY CO CL A 57948910 8,680 177,692 SH DEFINED 1,2,5 177,692 MCCORMICK & CO INC COM NON VT 57978020 125,728 3,713,176 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,713,176 MCCORMICK & SCHMICKS COM 57979310 2,255 88,519 SH DEFINED 1,2 88,519 MCDATA CORP CL A 58003120 13,321 2,883,288 SH DEFINED 1,2,5,13 2,883,288 MCDERMOTT INTL INC COM 58003710 4,967 91,227 SH DEFINED 1,2,5,6,12 91,227 MCDONALDS CORP COM 58013510 1,494,363 43,491,353 SH DEFINED 1,2,5,6,7,8,10,12,13,14 43,491,353 MCG CAPITAL CORP COM 58047P10 9,773 692,626 SH DEFINED 1,2 692,626 MCGRATH RENTCORP COM 58058910 7,944 264,263 SH DEFINED 1,2 264,263 MCGRAW HILL COS INC COM 58064510 630,407 10,940,761 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,940,761 MCKESSON CORP COM 58155Q10 610,654 11,714,068 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,714,068 MCMORAN EXPLORATION COM 58241110 5,250 294,284 SH DEFINED 1,2 294,284 MDU RES GROUP INC COM 55269010 57,624 1,722,676 SH DEFINED 1,2,5,6,12,13 1,722,676 MEADOWBROOK INS GROU COM 58319P10 166 23,753 SH DEFINED 1 23,753 MEADWESTVACO CORP COM 58333410 142,529 5,218,938 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,218,938 MEASUREMENT SPECIALT COM 58342110 3,846 147,059 SH DEFINED 1,2 147,059 MECHANICAL TECHNOLOG COM 58353810 177 47,314 SH DEFINED 1,5 47,314 MECHEL OAO SPONSORED 58384010 2,454 95,483 SH DEFINED 1,2,5,7 95,483 MEDALLION FINL CORP COM 58392810 327 24,150 SH DEFINED 1,2 24,150 MEDAREX INC COM 58391610 20,967 1,586,018 SH DEFINED 1,2,5 1,586,018 MEDCATH CORP COM 58404W10 2,506 131,049 SH DEFINED 1,2 131,049 MEDCO HEALTH SOLUTIO COM 58405U10 465,660 8,138,070 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,138,070 MEDIA GEN INC CL A 58440410 22,099 474,034 SH DEFINED 1,2,6,13 474,034 MEDIACOM COMMUNICATI CL A 58446K10 4,999 869,365 SH DEFINED 1,2,5 869,365 MEDICAL ACTION INDS COM 58449L10 393 16,400 SH DEFINED 1 16,400 MEDICAL PPTYS TRUST COM 58463J30 1,640 151,888 SH DEFINED 1,2,3 151,888 MEDICAL STAFFING NET COM 58463F10 177 34,060 SH DEFINED 1,2 34,060 MEDICINES CO COM 58468810 12,997 631,821 SH DEFINED 1,2,5 631,821 MEDICIS PHARMACEUTIC CL A NEW 58469030 34,055 1,044,626 SH DEFINED 1,2,5,13 1,044,626 MEDIMMUNE INC COM 58469910 243,272 6,650,412 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,650,412 MEDIS TECHNOLOGIES L COM 58500P10 4,278 183,383 SH DEFINED 1,2 183,383 MEDTRONIC INC COM 58505510 1,748,100 34,445,324 SH DEFINED 1,2,5,6,7,8,10,12,13,14 34,445,324 MELLON FINL CORP COM 58551A10 388,866 10,923,213 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,923,213 MEMC ELECTR MATLS IN COM 55271510 100,875 2,732,271 SH DEFINED 1,2,5,6,12,13 2,732,271 MENS WEARHOUSE INC COM 58711810 23,586 656,272 SH DEFINED 1,2,5,6 656,272 MENTOR CORP MINN COM 58718810 25,085 553,639 SH DEFINED 1,2,5,6,12 553,639 MENTOR GRAPHICS CORP COM 58720010 15,934 1,441,977 SH DEFINED 1,2,5,13 1,441,977 MERCANTILE BANK CORP COM 58737610 3,619 92,553 SH DEFINED 1,2,5 92,553 MERCANTILE BANKSHARE COM 58740510 83,045 2,159,828 SH DEFINED 1,2,5,7,8,10,12,13,14 2,159,828 MERCER INTL INC COM 58805610 3,254 349,523 SH DEFINED 1,2 349,523 MERCK & CO INC COM 58933110 2,502,065 71,020,863 SH DEFINED 1,2,5,6,7,8,10,12,13,14 71,020,863 MERCURY COMPUTER SYS COM 58937810 6,429 396,876 SH DEFINED 1,2,5,6 396,876 MERCURY GENL CORP NE COM 58940010 50,243 915,167 SH DEFINED 1,2,5,12,13 915,167 MEREDITH CORP COM 58943310 55,887 1,001,744 SH DEFINED 1,2,5,6,10,12,13 1,001,744 MERGE TECHNOLOGIES I COM 58998110 4,082 255,619 SH DEFINED 1,2,5 255,619 MERIDIAN BIOSCIENCE COM 58958410 6,209 230,137 SH DEFINED 1,2 230,137 MERIDIAN GOLD INC COM 58997510 4,077 137,511 SH DEFINED 1,2,6,12 137,511 MERIDIAN RESOURCE CO COM 58977Q10 4,518 1,115,605 SH DEFINED 1,2,5 1,115,605 MERISTAR HOSPITALITY COM 58984Y10 27,361 2,635,897 SH DEFINED 1,2,3,5 2,635,897 MERIT MED SYS INC COM 58988910 5,759 479,552 SH DEFINED 1,2,6 479,552 MERITAGE HOMES CORP COM 59001A10 22,746 413,868 SH DEFINED 1,2,5,6,7,10,14 413,868 MERIX CORP COM 59004910 367 29,803 SH DEFINED 1,2,5 29,803 MERRILL LYNCH & CO I COM 59018810 6,365,894 80,826,481 SH DEFINED 1,2,5,6,7,8,10,12,13,14 80,826,481 MESA AIR GROUP INC COM 59047910 5,464 477,601 SH DEFINED 1,2,6 477,601 MESTEK INC COM 59082910 372 29,589 SH DEFINED 1,2 29,589 MET PRO CORP COM 59087630 168 12,664 SH DEFINED 1 12,664 METAL MGMT INC COM NEW 59109720 10,790 340,919 SH DEFINED 1,2 340,919 METASOLV INC COM 59139P10 168 54,836 SH DEFINED 1 54,836 METHODE ELECTRS INC COM 59152020 6,603 606,318 SH DEFINED 1,2,6 606,318 METLIFE INC COM 59156R10 1,070,872 22,139,167 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,139,167 METRO ONE TELECOMMUN COM 59163F10 52 79,735 SH DEFINED 1,5 79,735 METROCORP BANCSHARES COM 59165010 262 9,700 SH DEFINED 1 9,700 METROLOGIC INSTRS IN COM 59167610 9,931 429,377 SH DEFINED 1,2 429,377 METSO CORP SPONSORED 59267110 258 6,699 SH DEFINED 1 6,699 METTLER TOLEDO INTER COM 59268810 46,171 765,188 SH DEFINED 1,2,5,6,10,12 765,188 MFA MTG INVTS INC COM 55272X10 7,089 1,116,400 SH DEFINED 1,2 1,116,400 MGE ENERGY INC COM 55277P10 9,556 287,994 SH DEFINED 1,2 287,994 MGI PHARMA INC COM 55288010 21,890 1,250,853 SH DEFINED 1,2,5,6 1,250,853 MGIC INVT CORP WIS COM 55284810 170,407 2,557,509 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,557,509 MGM MIRAGE COM 55295310 70,120 1,627,288 SH DEFINED 1,2,5,7,8,10,12,13,14 1,627,288 MICHAELS STORES INC COM 59408710 125,550 3,340,883 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,340,883 MICREL INC COM 59479310 33,212 2,241,028 SH DEFINED 1,2,5,13 2,241,028 MICRO LINEAR CORP COM 59485010 23 12,300 SH DEFINED 1 12,300 MICROCHIP TECHNOLOGY COM 59501710 154,123 4,245,818 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,245,818 MICRON TECHNOLOGY IN COM 59511210 242,022 16,441,713 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,441,713 MICROS SYS INC COM 59490110 26,001 564,389 SH DEFINED 1,2,6 564,389 MICROSEMI CORP COM 59513710 31,354 1,077,092 SH DEFINED 1,2,5,6 1,077,092 MICROSOFT CORP COM 59491810 7,094,375 260,726,753 SH DEFINED 1,2,5,6,7,8,10,12,13,14 260,726,753 MICROSTRATEGY INC CL A NEW 59497240 30,208 286,899 SH DEFINED 1,2,5 286,899 MICROTEK MEDICAL HLD COM 59515B10 156 44,323 SH DEFINED 1,5 44,323 MICROTUNE INC DEL COM 59514P10 3,015 577,505 SH DEFINED 1,2,5 577,505 MICROVISION INC WASH COM 59496010 62 21,310 SH DEFINED 1 21,310 MID-AMER APT CMNTYS COM 59522J10 28,459 519,790 SH DEFINED 1,2,3 519,790 MIDAS GROUP INC COM 59562610 6,525 298,357 SH DEFINED 1,2,6 298,357 MIDDLEBY CORP COM 59627810 8,784 104,918 SH DEFINED 1,2 104,918 MIDDLESEX WATER CO COM 59668010 2,898 153,020 SH DEFINED 1,2,5 153,020 MIDLAND CO COM 59748610 6,524 186,516 SH DEFINED 1,2 186,516 MID-STATE BANCSHARES COM 59544010 9,360 318,046 SH DEFINED 1,2 318,046 MIDWAY GAMES INC COM 59814810 2,321 251,772 SH DEFINED 1,2 251,772 MIDWEST AIR GROUP IN COM 59791110 140 21,189 SH DEFINED 1 21,189 MIDWEST BANC HOLDING COM 59825110 4,391 169,271 SH DEFINED 1,2 169,271 MIKOHN GAMING CORP COM 59862K10 125 13,012 SH DEFINED 1,2 13,012 MILACRON INC COM 59870910 137 84,881 SH DEFINED 1,2,5,6 84,881 MILLEA HOLDINGS INC ADR 60032R10 13,318 135,163 SH DEFINED 1 135,163 MILLENNIUM CELL INC COM 60038B10 24 14,948 SH DEFINED 1 14,948 MILLENNIUM PHARMACEU COM 59990210 60,726 6,018,471 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,018,471 MILLER HERMAN INC COM 60054410 40,179 1,240,083 SH DEFINED 1,2,5,6,12,13 1,240,083 MILLICOM INTL CELLUL SHS NEW L6388F11 777 16,507 SH DEFINED 1,5 16,507 MILLIPORE CORP COM 60107310 90,463 1,238,205 SH DEFINED 1,2,5,6,10,12,13 1,238,205 MILLS CORP COM 60114810 31,341 1,119,309 SH DEFINED 1,2,3,5,12 1,119,309 MINDSPEED TECHNOLOGI COM 60268210 610 153,338 SH DEFINED 1,5 153,338 MINE SAFETY APPLIANC COM 60272010 20,859 496,642 SH DEFINED 1,2,5,13 496,642 MINERALS TECHNOLOGIE COM 60315810 59,540 1,019,350 SH DEFINED 1,2,5,13 1,019,350 MIPS TECHNOLOGIES IN COM 60456710 4,236 567,829 SH DEFINED 1,2 567,829 MIRANT CORP NEW COM 60467R10 7,936 317,455 SH DEFINED 1,2 317,455 MISSION WEST PPTYS I COM 60520310 329 27,981 SH DEFINED 1,3,5 27,981 MITSUBISHI UFJ FINL SPONSORED 60682210 18,854 1,239,591 SH DEFINED 1 1,239,591 MITSUI & CO LTD ADR 60682720 1,081 3,738 SH DEFINED 1 3,738 MITTAL STEEL CO N V NY REG SH 60684P10 283 7,500 SH DEFINED 1,5 7,500 MIVA INC COM 55311R10 3,602 882,800 SH DEFINED 1,5,6 882,800 MKS INSTRUMENT INC COM 55306N10 21,554 919,941 SH DEFINED 1,2,5 919,941 MOBILE MINI INC COM 60740F10 13,572 438,953 SH DEFINED 1,2,5,6 438,953 MOBILE TELESYSTEMS O SPONSORED 60740910 36,447 1,101,121 SH DEFINED 1,2,4,5 1,101,121 MOBILITY ELECTRONICS COM 60741U10 2,479 297,549 SH DEFINED 1,2 297,549 MOBIUS MGMT SYSTEMS COM 60692510 118 18,840 SH DEFINED 1 18,840 MOCON INC COM 60749410 94 10,400 SH DEFINED 1 10,400 MODINE MFG CO COM 60782810 27,377 928,037 SH DEFINED 1,2,5,6,13 928,037 MODTECH HLDGS INC COM 60783C10 126 14,367 SH DEFINED 1 14,367 MOHAWK INDS INC COM 60819010 79,686 987,195 SH DEFINED 1,2,5,7,8,10,12,13,14 987,195 MOLDFLOW CORP COM 60850710 207 13,200 SH DEFINED 1 13,200 MOLECULAR DEVICES CO COM 60851C10 14,913 449,728 SH DEFINED 1,2 449,728 MOLEX INC COM 60855410 118,392 3,566,027 SH DEFINED 1,2,5,6,10,12,13 3,566,027 MOLEX INC CL A 60855420 2,460 82,759 SH DEFINED 1,2,5,6,12 82,759 MOLINA HEALTHCARE IN COM 60855R10 7,455 222,750 SH DEFINED 1,2 222,750 MOLSON COORS BREWING CL B 60871R20 92,484 1,347,769 SH DEFINED 1,2,5,6,8,10,12,13 1,347,769 MOMENTA PHARMACEUTIC COM 60877T10 2,408 122,482 SH DEFINED 1,2,5 122,482 MONACO COACH CORP COM 60886R10 9,184 685,373 SH DEFINED 1,2,6 685,373 MONARCH CASINO & RES COM 60902710 4,412 155,390 SH DEFINED 1,2 155,390 MONEYGRAM INTL INC COM 60935Y10 51,383 1,672,624 SH DEFINED 1,2,5,12,13 1,672,624 MONMOUTH REAL ESTATE CL A 60972010 129 15,370 SH DEFINED 1,3 15,370 MONOGRAM BIOSCIENCES COM 60975U10 2,501 1,359,219 SH DEFINED 1,2 1,359,219 MONOLITHIC PWR SYS I COM 60983910 7,309 392,112 SH DEFINED 1,2 392,112 MONOLITHIC SYS TECHN COM 60984210 344 38,880 SH DEFINED 1 38,880 MONRO MUFFLER BRAKE COM 61023610 4,942 133,062 SH DEFINED 1,2,5 133,062 MONSANTO CO NEW COM 61166W10 796,114 9,393,678 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,393,678 MONSTER WORLDWIDE IN COM 61174210 151,802 3,044,562 SH DEFINED 1,2,5,6,10,12,13 3,044,562 MONTPELIER RE HOLDIN SHS G6218510 1,550 95,084 SH DEFINED 1,2,5 95,084 MOODYS CORP COM 61536910 485,934 6,800,084 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,800,084 MOOG INC CL A 61539420 23,472 661,362 SH DEFINED 1,2,6 661,362 MORGAN STANLEY COM NEW 61744644 7,324,928 116,601,843 SH DEFINED 1,2,5,6,7,8,10,12,13,14 116,601,843 MORGAN STANLEY INDIA COM 61745C10 4,816 96,329 SH DEFINED 7 96,329 MORGANS HOTEL GROUP COM 61748W10 238 13,500 SH DEFINED 1,2 13,500 MORNINGSTAR INC COM 61770010 6,918 154,534 SH DEFINED 1,2 154,534 MORTGAGEIT HLDGS INC COM 61915Q10 3,384 312,485 SH DEFINED 1,2 312,485 MOSAIC CO COM 61945A10 17,216 1,199,700 SH DEFINED 1,2,5 1,199,700 MOTHERS WK INC COM 61990310 348 14,506 SH DEFINED 1,2 14,506 MOTIVE INC COM 61980V10 960 246,026 SH DEFINED 1,2 246,026 MOTOROLA INC COM 62007610 1,718,510 75,011,354 SH DEFINED 1,2,5,6,7,8,10,12,13,14 75,011,354 MOVADO GROUP INC COM 62458010 6,422 278,233 SH DEFINED 1,2 278,233 MOVIE GALLERY INC COM 62458110 1,258 416,682 SH DEFINED 1,2 416,682 MPS GROUP INC COM 55340910 33,381 2,181,762 SH DEFINED 1,2,5,13 2,181,762 MRO SOFTWARE INC COM 55347W10 5,635 353,070 SH DEFINED 1,2,5,6 353,070 MRV COMMUNICATIONS I COM 55347710 5,668 1,382,320 SH DEFINED 1,2,5 1,382,320 MSC INDL DIRECT INC CL A 55353010 37,384 692,033 SH DEFINED 1,2,5,13 692,033 MTC TECHNOLOGIES INC COM 55377A10 3,370 120,403 SH DEFINED 1,2 120,403 MTI TECHNOLOGY CORP COM 55390310 19 13,700 SH DEFINED 1 13,700 MTR GAMING GROUP INC COM 55376910 3,007 292,186 SH DEFINED 1,2,5 292,186 MTS SYS CORP COM 55377710 17,222 411,714 SH DEFINED 1,2,6 411,714 MUELLER INDS INC COM 62475610 22,762 637,761 SH DEFINED 1,2,5,6 637,761 MULTI FINELINE ELECT COM 62541B10 11,019 188,389 SH DEFINED 1,2,5 188,389 MULTIMEDIA GAMES INC COM 62545310 14,678 986,421 SH DEFINED 1,2,5,6 986,421 MUNICIPAL MTG & EQUI GROWTH SHS 62624B10 293 11,044 SH DEFINED 1,5 11,044 MURPHY OIL CORP COM 62671710 212,103 4,257,378 SH DEFINED 1,2,5,6,10,12,13 4,257,378 MWI VETERINARY SUPPL COM 55402X10 1,372 41,696 SH DEFINED 1,2 41,696 MYERS INDS INC COM 62846410 5,975 373,655 SH DEFINED 1,2 373,655 MYLAN LABS INC COM 62853010 123,628 5,283,232 SH DEFINED 1,2,5,6,10,12,13 5,283,232 MYOGEN INC COM 62856E10 19,040 526,107 SH DEFINED 1,2,5 526,107 MYRIAD GENETICS INC COM 62855J10 14,169 543,063 SH DEFINED 1,2,5 543,063 NABI BIOPHARMACEUTIC COM 62951910 4,234 750,637 SH DEFINED 1,2,5 750,637 NABORS INDUSTRIES LT SHS G6359F10 311,838 4,356,501 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,356,501 NACCO INDS INC CL A 62957910 12,744 82,774 SH DEFINED 1,2 82,774 NALCO HOLDING COMPAN COM 62985Q10 15,692 886,561 SH DEFINED 1,2,5 886,561 NANOGEN INC COM 63007510 1,792 593,506 SH DEFINED 1,2,5 593,506 NANOPHASE TCHNOLOGIE COM 63007910 162 20,950 SH DEFINED 1 20,950 NAPCO SEC SYS INC COM 63040210 1,937 116,750 SH DEFINED 1,2 116,750 NAPSTER INC COM 63079710 316 93,787 SH DEFINED 1,5,6 93,787 NARA BANCORP INC COM 63080P10 9,331 531,653 SH DEFINED 1,2,5 531,653 NASB FINL INC COM 62896810 1,357 39,612 SH DEFINED 1,2 39,612 NASDAQ STOCK MARKET COM 63110310 40,239 1,004,966 SH DEFINED 1,2 1,004,966 NASH FINCH CO COM 63115810 7,397 247,396 SH DEFINED 1,2,6 247,396 NASTECH PHARMACEUTIC COM PAR $0 63172840 4,553 252,937 SH DEFINED 1,2 252,937 NATCO GROUP INC CL A 63227W20 618 22,800 SH DEFINED 1,2,5 22,800 NATIONAL AUSTRALIA B SPONSORED 63252540 1,695 12,596 SH DEFINED 1 12,596 NATIONAL BEVERAGE CO COM 63501710 1,353 116,956 SH DEFINED 1,2 116,956 NATIONAL BK GREECE S SPONSORED 63364340 1,067 111,360 SH DEFINED 1 111,360 NATIONAL CITY CORP COM 63540510 561,973 16,102,371 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,102,371 NATIONAL FINL PARTNE COM 63607P20 24,756 438,002 SH DEFINED 1,2 438,002 NATIONAL FUEL GAS CO COM 63618010 55,103 1,684,084 SH DEFINED 1,2,5,13 1,684,084 NATIONAL GRID PLC SPON ADR N 63627430 326 6,566 SH DEFINED 1 6,566 NATIONAL HEALTH INVS COM 63633D10 8,576 337,651 SH DEFINED 1,2,3 337,651 NATIONAL HEALTH REAL COM 63590510 1,837 92,207 SH DEFINED 1,2,3,5 92,207 NATIONAL HEALTHCARE COM 63590610 3,946 98,445 SH DEFINED 1,2,5 98,445 NATIONAL INSTRS CORP COM 63651810 26,440 810,537 SH DEFINED 1,2,5,13 810,537 NATIONAL INTERSTATE COM 63654U10 918 42,202 SH DEFINED 1,2 42,202 NATIONAL OILWELL VAR COM 63707110 314,548 4,905,612 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,905,612 NATIONAL PENN BANCSH COM 63713810 12,103 568,727 SH DEFINED 1,2,5 568,727 NATIONAL PRESTO INDS COM 63721510 4,136 84,120 SH DEFINED 1,2,5,6 84,120 NATIONAL R V HLDGS I COM 63727710 72 11,211 SH DEFINED 1 11,211 NATIONAL RESEARCH CO COM 63737210 227 9,400 SH DEFINED 1 9,400 NATIONAL SEMICONDUCT COM 63764010 421,440 15,137,934 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,137,934 NATIONAL WESTN LIFE CL A 63852210 10,658 45,883 SH DEFINED 1,2 45,883 NATIONWIDE FINL SVCS CL A 63861210 26,075 606,119 SH DEFINED 1,2,5,10 606,119 NATIONWIDE HEALTH PP COM 63862010 20,581 957,273 SH DEFINED 1,2,3,5 957,273 NATURAL ALTERNATIVES COM NEW 63884230 116 14,200 SH DEFINED 1 14,200 NATURAL RESOURCE PAR COM UNIT L 63900P10 892 16,908 SH DEFINED 1,2 16,908 NATURES SUNSHINE PRO COM 63902710 3,333 266,633 SH DEFINED 1,2,6 266,633 NATUS MEDICAL INC DE COM 63905010 429 20,945 SH DEFINED 1 20,945 NAUTILUS INC COM 63910B10 12,262 820,229 SH DEFINED 1,2,5,6 820,229 NAVARRE CORP COM 63920810 1,287 299,903 SH DEFINED 1,2,5 299,903 NAVIGANT CONSULTING COM 63935N10 18,825 881,719 SH DEFINED 1,2,13 881,719 NAVIGANT INTL INC COM 63935R10 173 14,062 SH DEFINED 1 14,062 NAVIGATORS GROUP INC COM 63890410 10,603 213,769 SH DEFINED 1,2 213,769 NAVISTAR INTL CORP N COM 63934E10 43,781 1,587,425 SH DEFINED 1,2,5,6,10,12,13 1,587,425 NAVTEQ CORP COM 63936L10 44,768 883,863 SH DEFINED 1,2,5,6,12 883,863 NBC CAP CORP COM 62872910 2,743 119,614 SH DEFINED 1,2,5 119,614 NBT BANCORP INC COM 62877810 10,285 442,381 SH DEFINED 1,2,5 442,381 NBTY INC COM 62878210 26,632 1,182,600 SH DEFINED 1,2,5,6 1,182,600 NCI BUILDING SYS INC COM 62885210 20,216 338,225 SH DEFINED 1,2,6 338,225 NCO GROUP INC COM 62885810 12,450 524,230 SH DEFINED 1,2,6 524,230 NCR CORP NEW COM 62886E10 189,588 4,536,676 SH DEFINED 1,2,5,6,10,12,13 4,536,676 NEC CORP ADR 62905020 841 119,530 SH DEFINED 1 119,530 NEENAH PAPER INC COM 64007910 7,240 221,056 SH DEFINED 1,2,5 221,056 NEKTAR THERAPEUTICS COM 64026810 24,423 1,198,388 SH DEFINED 1,2,5 1,198,388 NELNET INC CL A 64031N10 7,572 181,799 SH DEFINED 1,2 181,799 NELSON THOMAS INC COM 64037610 8,187 279,886 SH DEFINED 1,2,5,6 279,886 NEOPHARM INC COM 64091910 1,843 220,401 SH DEFINED 1,2 220,401 NEORX CORP COM PAR $0 64052030 25 18,667 SH DEFINED 1 18,667 NEOSE TECHNOLOGIES I COM 64052210 111 40,864 SH DEFINED 1,5 40,864 NEOWARE INC COM 64065P10 3,676 124,100 SH DEFINED 1,5,6 124,100 NESS TECHNOLOGIES IN COM 64104X10 2,693 213,934 SH DEFINED 1,2 213,934 NETBANK INC COM 64093310 5,525 763,074 SH DEFINED 1,2,5 763,074 NETFLIX COM INC COM 64110L10 15,454 533,071 SH DEFINED 1,2,5 533,071 NETGEAR INC COM 64111Q10 8,796 462,689 SH DEFINED 1,2,6 462,689 NETIQ CORP COM 64115P10 7,220 647,564 SH DEFINED 1,2,5 647,564 NETLOGIC MICROSYSTEM COM 64118B10 5,499 133,444 SH DEFINED 1,2,5 133,444 NETRATINGS INC COM 64116M10 2,216 167,250 SH DEFINED 1,2 167,250 NETSCOUT SYS INC COM 64115T10 2,744 301,550 SH DEFINED 1,2 301,550 NETWORK APPLIANCE IN COM 64120L10 357,550 9,923,668 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,923,668 NETWORK ENGINES INC COM 64121A10 45 14,419 SH DEFINED 1 14,419 NETWORK EQUIP TECHNO COM 64120810 176 44,301 SH DEFINED 1,6 44,301 NEUROCRINE BIOSCIENC COM 64125C10 34,355 532,301 SH DEFINED 1,2,5,6,12 532,301 NEUROGEN CORP COM 64124E10 1,736 280,381 SH DEFINED 1,2 280,381 NEUROMETRIX INC COM 64125510 2,841 72,962 SH DEFINED 1,2,5 72,962 NEUSTAR INC CL A 64126X20 14,766 476,330 SH DEFINED 1,2 476,330 NEW BRUNSWICK SCIENT COM 64287610 158 18,520 SH DEFINED 1 18,520 NEW CENTURY FINANCIA COM 6435EV10 36,342 789,694 SH DEFINED 1,2,5,10 789,694 NEW FRONTIER MEDIA I COM 64439810 150 19,757 SH DEFINED 1 19,757 NEW JERSEY RES COM 64602510 17,854 394,555 SH DEFINED 1,2,5 394,555 NEW PLAN EXCEL RLTY COM 64805310 61,995 2,389,944 SH DEFINED 1,2,3,5,13 2,389,944 NEW RIV PHARMACEUTIC COM 64846820 9,900 298,104 SH DEFINED 1,2 298,104 NEW YORK & CO INC COM 64929510 2,179 145,844 SH DEFINED 1,2 145,844 NEW YORK CMNTY BANCO COM 64944510 76,980 4,393,862 SH DEFINED 1,2,5,7,8,10,12,13,14 4,393,862 NEW YORK TIMES CO CL A 65011110 95,490 3,772,820 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,772,820 NEWALLIANCE BANCSHAR COM 65020310 22,157 1,535,483 SH DEFINED 1,2,5 1,535,483 NEWCASTLE INVT CORP COM 65105M10 13,622 569,464 SH DEFINED 1,2 569,464 NEWELL RUBBERMAID IN COM 65122910 235,664 9,355,449 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,355,449 NEWFIELD EXPL CO COM 65129010 100,589 2,400,681 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,400,681 NEWKIRK REALTY TR IN COM 65149710 2,579 142,588 SH DEFINED 1,2 142,588 NEWMARKET CORP COM 65158710 15,743 330,802 SH DEFINED 1,2,5 330,802 NEWMONT MINING CORP COM 65163910 634,058 12,219,269 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,219,269 NEWPARK RES INC COM PAR $. 65171850 9,368 1,142,431 SH DEFINED 1,2 1,142,431 NEWPORT CORP COM 65182410 13,382 709,558 SH DEFINED 1,2,5,13 709,558 NEWS CORP CL A 65248E10 1,023,721 61,632,793 SH DEFINED 1,2,5,6,7,8,10,12,13,14 61,632,793 NEWS CORP CL B 65248E20 47,122 2,683,510 SH DEFINED 1,2,5,7,8,10,12,13,14 2,683,510 NEXSTAR BROADCASTING CL A 65336K10 59 11,390 SH DEFINED 1 11,390 NEXTEL PARTNERS INC CL A 65333F10 40,267 1,421,842 SH DEFINED 1,2,5,12 1,421,842 NGAS RESOURCES INC COM 62912T10 167 19,260 SH DEFINED 1,5 19,260 NGP CAP RES CO COM 62912R10 2,750 202,217 SH DEFINED 1,2 202,217 NIC INC COM 62914B10 2,392 390,257 SH DEFINED 1,2 390,257 NICOR INC COM 65408610 58,673 1,483,145 SH DEFINED 1,2,5,6,10,12,13 1,483,145 NII HLDGS INC CL B NEW 62913F20 117,782 1,997,327 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,997,327 NIKE INC CL B 65410610 431,966 5,075,987 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,075,987 NIPPON TELEG & TEL C SPONSORED 65462410 266 12,360 SH DEFINED 1 12,360 NISOURCE INC COM 65473P10 198,698 9,826,829 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,826,829 NISSAN MOTORS SPONSORED 65474440 922 38,757 SH DEFINED 1 38,757 NITROMED INC COM 65479850 1,771 210,831 SH DEFINED 1,2 210,831 NL INDS INC COM NEW 62915640 1,102 103,683 SH DEFINED 1,2 103,683 NMS COMMUNICATIONS C COM 62924810 201 53,672 SH DEFINED 1 53,672 NN INC COM 62933710 3,032 234,888 SH DEFINED 1,2 234,888 NOBLE CORPORATION SHS G6542210 330,982 4,081,159 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,081,159 NOBLE ENERGY INC COM 65504410 138,332 3,149,628 SH DEFINED 1,2,5,7,8,10,12,13,14 3,149,628 NOBLE INTL LTD COM 65505310 2,095 123,757 SH DEFINED 1,2 123,757 NOKIA CORP SPONSORED 65490220 16,966 818,822 SH DEFINED 1,2 818,822 NOMURA HLDGS INC SPONSORED 65535H20 1,162 52,415 SH DEFINED 1 52,415 NORDSON CORP COM 65566310 43,155 865,516 SH DEFINED 1,2,5,13 865,516 NORDSTROM INC COM 65566410 327,462 8,357,891 SH DEFINED 1,2,5,6,8,10,12,13 8,357,891 NORFOLK SOUTHERN COR COM 65584410 649,267 12,007,899 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,007,899 NORSK HYDRO A S SPONSORED 65653160 440 3,180 SH DEFINED 1 3,180 NORTEL NETWORKS CORP COM 65656810 7,001 2,295,356 SH DEFINED 1,2,5 2,295,356 NORTH AMERN SCIENTIF COM 65715D10 31 13,000 SH DEFINED 1 13,000 NORTH FORK BANCORPOR COM 65942410 350,005 12,140,308 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,140,308 NORTH PITTSBURGH SYS COM 66156210 8,209 351,709 SH DEFINED 1,2 351,709 NORTHEAST UTILS COM 66439710 48,567 2,486,802 SH DEFINED 1,2,5,10,12,13 2,486,802 NORTHERN BORDER PART UNIT LTD P 66478510 487 10,160 SH DEFINED 1,5 10,160 NORTHERN EMPIRE BANC COM 66511210 2,121 83,990 SH DEFINED 1,2 83,990 NORTHERN TR CORP COM 66585910 259,574 4,944,267 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,944,267 NORTHFIELD LABS INC COM 66613510 2,746 274,554 SH DEFINED 1,2 274,554 NORTHROP GRUMMAN COR COM 66680710 2,264,137 33,154,739 SH DEFINED 1,2,5,6,7,8,10,12,13,14 33,154,739 NORTHSTAR RLTY FIN C COM 66704R10 4,064 371,144 SH DEFINED 1,2 371,144 NORTHWEST BANCORP IN COM 66732810 6,219 251,171 SH DEFINED 1,2 251,171 NORTHWEST NAT GAS CO COM 66765510 20,742 584,460 SH DEFINED 1,2,5 584,460 NORTHWESTERN CORP COM NEW 66807430 14,983 481,140 SH DEFINED 1,2 481,140 NOVAMED INC DEL COM 66986W10 126 17,752 SH DEFINED 1 17,752 NOVARTIS A G SPONSORED 66987V10 3,897 70,289 SH DEFINED 1,2 70,289 NOVASTAR FINL INC COM 66994740 15,403 460,618 SH DEFINED 1,2,5 460,618 NOVATEL WIRELESS INC COM NEW 66987M60 3,577 399,713 SH DEFINED 1,2,5,6 399,713 NOVAVAX INC COM 67000210 214 26,866 SH DEFINED 1 26,866 NOVELL INC COM 67000610 66,360 8,640,637 SH DEFINED 1,2,5,6,10,12,13 8,640,637 NOVELLUS SYS INC COM 67000810 94,695 3,945,613 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,945,613 NOVEN PHARMACEUTICAL COM 67000910 7,672 425,973 SH DEFINED 1,2,6 425,973 NOVO-NORDISK A S ADR 67010020 1,219 19,625 SH DEFINED 1 19,625 NPS PHARMACEUTICALS COM 62936P10 4,882 571,615 SH DEFINED 1,2,5 571,615 NRG ENERGY INC COM NEW 62937750 56,311 1,245,273 SH DEFINED 1,2,5 1,245,273 NS GROUP INC COM 62891610 16,582 360,242 SH DEFINED 1,2,5 360,242 NSTAR COM 67019E10 47,990 1,677,396 SH DEFINED 1,2,5,12,13 1,677,396 NTL INC NEW COM 62941W10 91,914 3,157,475 SH DEFINED 1,2,5,7,8,10,12,13,14 3,157,475 NTN BUZZTIME INC COM NEW 62941030 34 23,400 SH DEFINED 1 23,400 NTT DOCOMO INC SPONS ADR 62942M20 1,189 80,512 SH DEFINED 1 80,512 NU HORIZONS ELECTRS COM 66990810 108 12,690 SH DEFINED 1 12,690 NU SKIN ENTERPRISES CL A 67018T10 12,026 685,998 SH DEFINED 1,2 685,998 NUANCE COMMUNICATION COM 67020Y10 19,864 1,681,966 SH DEFINED 1,2,5 1,681,966 NUCO2 INC COM 62942810 4,194 132,135 SH DEFINED 1,2 132,135 NUCOR CORP COM 67034610 676,881 6,459,404 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,459,404 NUTRACEUTICAL INTL C COM 67060Y10 243 16,100 SH DEFINED 1 16,100 NUTRI SYS INC NEW COM 67069D10 18,697 393,465 SH DEFINED 1,2,5 393,465 NUVASIVE INC COM 67070410 4,197 222,672 SH DEFINED 1,2 222,672 NUVEEN INVTS INC CL A 67090F10 110,320 2,291,170 SH DEFINED 1,2,5,10 2,291,170 NUVELO INC COM NEW 67072M30 11,575 649,578 SH DEFINED 1,2,5 649,578 NVIDIA CORP COM 67066G10 282,186 4,928,148 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,928,148 NVR INC COM 62944T10 139,325 188,544 SH DEFINED 1,2,5,6,7,8,10,12,13,14 188,544 NXSTAGE MEDICAL INC COM 67072V10 445 34,720 SH DEFINED 1 34,720 NYSE GROUP INC COM 62949W10 4,220 53,250 SH DEFINED 1,2 53,250 O CHARLEYS INC COM 67082310 7,584 410,854 SH DEFINED 1,2,6 410,854 O REILLY AUTOMOTIVE COM 68609110 54,442 1,489,101 SH DEFINED 1,2,5,6,12,13 1,489,101 OAK HILL FINL INC COM 67133710 292 9,441 SH DEFINED 1 9,441 OAKLEY INC COM 67366210 5,768 338,905 SH DEFINED 1,2,5 338,905 OCCIDENTAL PETE CORP COM 67459910 1,437,342 15,513,672 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,513,672 OCCULOGIX INC COM 67461T10 338 98,001 SH DEFINED 1,2 98,001 OCEANEERING INTL INC COM 67523210 21,649 377,822 SH DEFINED 1,2,5 377,822 OCEANFIRST FINL CORP COM 67523410 3,325 135,704 SH DEFINED 1,2 135,704 OCWEN FINL CORP COM 67574610 6,311 617,541 SH DEFINED 1,2 617,541 ODYSSEY HEALTHCARE I COM 67611V10 21,826 1,268,207 SH DEFINED 1,2,5,6 1,268,207 ODYSSEY MARINE EXPLO COM 67611810 1,521 414,467 SH DEFINED 1,2,5 414,467 ODYSSEY RE HLDGS COR COM 67612W10 4,007 184,649 SH DEFINED 1,2 184,649 OFFICE DEPOT INC COM 67622010 306,066 8,218,752 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,218,752 OFFICEMAX INC DEL COM 67622P10 67,429 2,234,964 SH DEFINED 1,2,5,6,10,12,13 2,234,964 OGE ENERGY CORP COM 67083710 44,511 1,534,855 SH DEFINED 1,2,5,6,13 1,534,855 OHIO CAS CORP COM 67724010 47,469 1,497,451 SH DEFINED 1,2,5,13 1,497,451 OIL STS INTL INC COM 67802610 21,379 580,155 SH DEFINED 1,2 580,155 OIL SVC HOLDRS TR DEPOSTRY R 67800210 14,681 100,000 SH DEFINED 1 100,000 OLD DOMINION FGHT LI COM 67958010 10,672 395,999 SH DEFINED 1,2,6 395,999 OLD NATL BANCORP IND COM 68003310 25,753 1,190,075 SH DEFINED 1,2,5 1,190,075 OLD REP INTL CORP COM 68022310 122,821 5,628,832 SH DEFINED 1,2,5,7,8,10,12,13,14 5,628,832 OLD SECOND BANCORP I COM 68027710 6,453 196,546 SH DEFINED 1,2 196,546 OLIN CORP COM PAR $1 68066520 31,454 1,465,018 SH DEFINED 1,2,5,13 1,465,018 OLYMPIC STEEL INC COM 68162K10 1,097 36,354 SH DEFINED 1,5 36,354 OM GROUP INC COM 67087210 10,324 448,878 SH DEFINED 1,2,5 448,878 OMEGA FINL CORP COM 68209210 6,232 184,066 SH DEFINED 1,2,5 184,066 OMEGA FLEX INC COM 68209510 574 30,144 SH DEFINED 1,2 30,144 OMEGA HEALTHCARE INV COM 68193610 10,480 747,503 SH DEFINED 1,2,3 747,503 OMEGA PROTEIN CORP COM 68210P10 117 20,430 SH DEFINED 1 20,430 OMI CORP NEW COM Y6476W10 2,102 116,646 SH DEFINED 1,2,5 116,646 OMNICARE INC COM 68190410 120,882 2,198,246 SH DEFINED 1,2,5,7,8,10,12,13,14 2,198,246 OMNICELL INC COM 68213N10 1,920 168,600 SH DEFINED 1 168,600 OMNICOM GROUP INC COM 68191910 395,578 4,751,688 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,751,688 OMNIVISION TECHNOLOG COM 68212810 35,777 1,184,679 SH DEFINED 1,2,5 1,184,679 OMNOVA SOLUTIONS INC COM 68212910 314 51,357 SH DEFINED 1 51,357 ON ASSIGNMENT INC COM 68215910 750 68,325 SH DEFINED 1,6 68,325 ON SEMICONDUCTOR COR COM 68218910 18,612 2,563,600 SH DEFINED 1,2 2,563,600 ON2 TECHNOLOGIES INC COM 68338A10 21 26,200 SH DEFINED 1 26,200 ONE LIBERTY PPTYS IN COM 68240610 2,770 139,674 SH DEFINED 1,2,3 139,674 ONEOK INC NEW COM 68268010 57,614 1,786,479 SH DEFINED 1,2,5,13 1,786,479 ONLINE RES CORP COM 68273G10 3,494 268,763 SH DEFINED 1,2 268,763 ONYX PHARMACEUTICALS COM 68339910 14,743 561,417 SH DEFINED 1,2,5 561,417 ONYX SOFTWARE CORP COM NEW 68340220 49 10,307 SH DEFINED 1 10,307 OPEN JT STK CO-VIMPE SPONSORED 68370R10 5,949 138,325 SH DEFINED 1,2,5,7 138,325 OPEN SOLUTIONS INC COM 68371P10 7,284 266,705 SH DEFINED 1,2,6 266,705 OPENTV CORP CL A G6754310 101 34,418 SH DEFINED 1 34,418 OPENWAVE SYS INC COM NEW 68371830 27,062 1,254,048 SH DEFINED 1,2,5 1,254,048 OPLINK COMMUNICATION COM NEW 68375Q40 4,632 267,104 SH DEFINED 1,2 267,104 OPNET TECHNOLOGIES I COM 68375710 400 37,284 SH DEFINED 1,2,5 37,284 OPSWARE INC COM 68383A10 8,243 961,826 SH DEFINED 1,2,5 961,826 OPTEUM INC CL A 68384A10 2,365 276,293 SH DEFINED 1,2 276,293 OPTICAL COMMUNICATIO CL A 68382T10 535 173,638 SH DEFINED 1,2 173,638 OPTION CARE INC COM 68394810 4,332 306,359 SH DEFINED 1,2,5 306,359 OPTIONSXPRESS HLDGS COM 68401010 10,196 350,602 SH DEFINED 1,2 350,602 ORACLE CORP COM 68389X10 1,488,281 108,713,020 SH DEFINED 1,2,5,6,7,8,10,12,13,14 108,713,020 ORASURE TECHNOLOGIES COM 68554V10 11,494 1,115,916 SH DEFINED 1,2,5 1,115,916 ORBITAL SCIENCES COR COM 68556410 11,960 755,976 SH DEFINED 1,2 755,976 ORBOTECH LTD ORD M7525310 542 22,018 SH DEFINED 1,2,5,7 22,018 ORCHID CELLMARK INC COM 68573C10 1,615 281,284 SH DEFINED 1,2 281,284 OREGON STL MLS INC COM 68607910 24,433 477,488 SH DEFINED 1,2,5 477,488 ORIENTAL FINL GROUP COM 68618W10 5,634 389,895 SH DEFINED 1,2 389,895 ORIENT-EXPRESS HOTEL CL A G6774310 1,533 39,067 SH DEFINED 1,2 39,067 ORIGEN FINL INC COM 68619E20 999 164,333 SH DEFINED 1,2 164,333 ORIX CORP SPONSORED 68633010 2,338 15,037 SH DEFINED 1 15,037 ORLEANS HOMEBUILDERS COM 68658810 796 39,272 SH DEFINED 1,5 39,272 ORMAT TECHNOLOGIES I COM 68668810 2,953 77,511 SH DEFINED 1,2 77,511 ORTHOLOGIC CORP COM 68750J10 109 49,431 SH DEFINED 1,5 49,431 ORTHOVITA INC COM 68750U10 98 23,700 SH DEFINED 1 23,700 OSCIENT PHARMACEUTIC COM 68812R10 188 94,160 SH DEFINED 1,5 94,160 OSHKOSH TRUCK CORP COM 68823920 51,107 821,121 SH DEFINED 1,2,5,6 821,121 OSI PHARMACEUTICALS COM 67104010 21,537 670,922 SH DEFINED 1,2,5,6,12 670,922 OSI SYSTEMS INC COM 67104410 4,069 192,549 SH DEFINED 1,2 192,549 OSTEOTECH INC COM 68858210 225 51,353 SH DEFINED 1,5,6 51,353 OTTER TAIL CORP COM 68964810 11,955 416,683 SH DEFINED 1,2,5 416,683 OUTBACK STEAKHOUSE I COM 68989910 44,295 1,006,713 SH DEFINED 1,2,5,12,13 1,006,713 OUTDOOR CHANNEL HLDG COM NEW 69002720 726 71,274 SH DEFINED 1,2 71,274 OVERLAND STORAGE INC COM 69031010 177 19,470 SH DEFINED 1 19,470 OVERSEAS SHIPHOLDING COM 69036810 32,107 669,875 SH DEFINED 1,2,7,10,13,14 669,875 OVERSTOCK COM INC DE COM 69037010 4,371 146,584 SH DEFINED 1,2,5 146,584 OWENS & MINOR INC NE COM 69073210 21,084 643,388 SH DEFINED 1,2,5,6 643,388 OWENS ILL INC COM NEW 69076840 158,417 9,120,159 SH DEFINED 1,2,5,7,8,10,12,13,14 9,120,159 OXFORD INDS INC COM 69149730 12,176 238,143 SH DEFINED 1,2,6 238,143 OXIGENE INC COM 69182810 94 20,129 SH DEFINED 1 20,129 P A M TRANSN SVCS IN COM 69314910 1,543 62,594 SH DEFINED 1,2 62,594 P C CONNECTION COM 69318J10 107 18,585 SH DEFINED 1 18,585 P F CHANGS CHINA BIS COM 69333Y10 25,537 518,100 SH DEFINED 1,2,6 518,100 P T TELEKOMUNIKASI I SPONSORED 71568410 1,135 37,451 SH DEFINED 1,2 37,451 PAB BANKSHARES INC COM 69313P10 272 14,000 SH DEFINED 1,2 14,000 PACCAR INC COM 69371810 308,196 4,372,819 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,372,819 PACER INTL INC TENN COM 69373H10 21,294 651,599 SH DEFINED 1,2 651,599 PACIFIC CAP BANCORP COM 69404P10 21,747 642,648 SH DEFINED 1,2,5 642,648 PACIFIC ENERGY PARTN COM UNIT 69422R10 894 29,232 SH DEFINED 1,2 29,232 PACIFIC ETHANOL INC COM 69423U10 1,632 75,582 SH DEFINED 1,2,5 75,582 PACIFIC SUNWEAR CALI COM 69487310 38,131 1,720,729 SH DEFINED 1,2,5,13 1,720,729 PACKAGING CORP AMER COM 69515610 24,751 1,103,005 SH DEFINED 1,2,5,13 1,103,005 PACKETEER INC COM 69521010 6,446 555,670 SH DEFINED 1,2,5 555,670 PACTIV CORP COM 69525710 101,276 4,126,976 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,126,976 PAC-WEST TELECOM INC COM 69371Y10 11 11,491 SH DEFINED 1 11,491 PAIN THERAPEUTICS IN COM 69562K10 5,818 535,265 SH DEFINED 1,2 535,265 PAINCARE HLDGS INC COM 69562E10 916 479,434 SH DEFINED 1,2 479,434 PALATIN TECHNOLOGIES COM NEW 69607730 186 67,960 SH DEFINED 1,5 67,960 PALL CORP COM 69642930 105,931 3,396,307 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,396,307 PALM HARBOR HOMES COM 69663910 4,926 229,855 SH DEFINED 1,2 229,855 PALM INC NEW COM 69664310 41,672 1,799,288 SH DEFINED 1,2,5 1,799,288 PALOMAR MED TECHNOLO COM NEW 69752930 6,906 206,443 SH DEFINED 1,2 206,443 PAN PACIFIC RETAIL P COM 69806L10 50,979 719,029 SH DEFINED 1,2,3,5 719,029 PANACOS PHARMACEUTIC COM 69811Q10 427 56,461 SH DEFINED 1,5 56,461 PANAMSAT HLDG CORP COM 69831Y10 10,910 439,583 SH DEFINED 1,2 439,583 PANERA BREAD CO CL A 69840W10 33,341 443,481 SH DEFINED 1,2,5,6 443,481 PANTRY INC COM 69865710 26,948 431,927 SH DEFINED 1,2 431,927 PAPA JOHNS INTL INC COM 69881310 27,064 824,860 SH DEFINED 1,2,6 824,860 PAR PHARMACEUTICAL C COM 69888P10 27,847 988,195 SH DEFINED 1,2,5,13 988,195 PAR TECHNOLOGY CORP COM 69888410 1,106 62,343 SH DEFINED 1,2 62,343 PARALLEL PETE CORP D COM 69915710 7,924 429,492 SH DEFINED 1,2 429,492 PARAMETRIC TECHNOLOG COM NEW 69917320 51,153 3,132,486 SH DEFINED 1,2,5,6,10,12,13 3,132,486 PAREXEL INTL CORP COM 69946210 11,002 416,128 SH DEFINED 1,2,6 416,128 PARK ELECTROCHEMICAL COM 70041620 8,360 283,386 SH DEFINED 1,2,6 283,386 PARK NATL CORP COM 70065810 19,080 179,153 SH DEFINED 1,2,5 179,153 PARK OHIO HLDGS CORP COM 70066610 239 11,968 SH DEFINED 1 11,968 PARKER DRILLING CO COM 70108110 12,865 1,387,819 SH DEFINED 1,2,5 1,387,819 PARKER HANNIFIN CORP COM 70109410 278,578 3,455,873 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,455,873 PARKVALE FINL CORP COM 70149210 278 9,932 SH DEFINED 1 9,932 PARKWAY PPTYS INC COM 70159Q10 14,420 330,138 SH DEFINED 1,2,3 330,138 PARLUX FRAGRANCES IN COM 70164510 2,463 76,367 SH DEFINED 1,2 76,367 PARTNERRE LTD COM G6852T10 16,448 264,908 SH DEFINED 1,2,5,7,8,10,12,13,14 264,908 PARTNERS TR FINL GRO COM 70213F10 9,202 772,003 SH DEFINED 1,2,5 772,003 PATHMARK STORES INC COM 70322A10 9,876 944,171 SH DEFINED 1,2 944,171 PATRICK INDS INC COM 70334310 128 10,800 SH DEFINED 1 10,800 PATTERSON COMPANIES COM 70339510 121,571 3,453,731 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,453,731 PATTERSON UTI ENERGY COM 70348110 104,381 3,265,989 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,265,989 PAULA FINL DEL COM 70358810 28 14,600 SH DEFINED 1 14,600 PAXAR CORP COM 70422710 10,241 523,306 SH DEFINED 1,2,6 523,306 PAXSON COMMUNICATION COM 70423110 35 37,601 SH DEFINED 1 37,601 PAYCHEX INC COM 70432610 364,594 8,751,663 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,751,663 PAYLESS SHOESOURCE I COM 70437910 98,603 4,307,676 SH DEFINED 1,2,5,13 4,307,676 PC-TEL INC COM 69325Q10 467 49,034 SH DEFINED 1,2,6 49,034 PDF SOLUTIONS INC COM 69328210 6,072 320,946 SH DEFINED 1,2,5 320,946 PDL BIOPHARMA INC COM 69329Y10 55,377 1,688,321 SH DEFINED 1,2,5,6,12,13 1,688,321 PEABODY ENERGY CORP COM 70454910 241,275 4,786,244 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,786,244 PEAPACK-GLADSTONE FI COM 70469910 2,753 107,508 SH DEFINED 1,2 107,508 PEARSON PLC SPONSORED 70501510 608 43,919 SH DEFINED 1 43,919 PEDIATRIX MED GROUP COM 70532410 46,650 454,506 SH DEFINED 1,2,5,6 454,506 PEERLESS SYS CORP COM 70553610 78 10,500 SH DEFINED 1 10,500 PEETS COFFEE & TEA I COM 70556010 8,650 288,346 SH DEFINED 1,2,6 288,346 PEGASUS SOLUTIONS IN COM 70590610 2,910 309,285 SH DEFINED 1,2,6 309,285 PEGASYSTEMS INC COM 70557310 2,237 274,132 SH DEFINED 1,2 274,132 PEMSTAR INC COM 70655210 89 43,224 SH DEFINED 1 43,224 PENN NATL GAMING INC COM 70756910 48,262 1,144,199 SH DEFINED 1,2,5 1,144,199 PENN VA CORP COM 70788210 20,163 283,987 SH DEFINED 1,2 283,987 PENN VA RESOURCES PA COM 70788410 1,440 25,100 SH DEFINED 1,2 25,100 PENNEY J C INC COM 70816010 2,018,711 33,416,831 SH DEFINED 1,2,5,6,7,8,10,12,13,14 33,416,831 PENNFED FINL SVCS IN COM 70816710 2,561 133,608 SH DEFINED 1,2 133,608 PENNSYLVANIA COMM BA COM 70867710 1,585 52,560 SH DEFINED 1,2 52,560 PENNSYLVANIA RL ESTA SH BEN INT 70910210 37,087 842,881 SH DEFINED 1,2,3,5 842,881 PENTAIR INC COM 70963110 74,539 1,829,182 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,829,182 PENWEST PHARMACEUTIC COM 70975410 6,036 278,294 SH DEFINED 1,2 278,294 PEOPLES BANCORP INC COM 70978910 6,033 201,104 SH DEFINED 1,2 201,104 PEOPLES BK BRIDGEPOR COM 71019810 23,554 719,215 SH DEFINED 1,2,5,12 719,215 PEOPLES ENERGY CORP COM 71103010 47,256 1,325,932 SH DEFINED 1,2,5,6,10,12,13 1,325,932 PEP BOYS MANNY MOE & COM 71327810 15,981 1,057,666 SH DEFINED 1,2,5,6 1,057,666 PEPCO HOLDINGS INC COM 71329110 95,408 4,186,403 SH DEFINED 1,2,5,7,8,10,12,13,14 4,186,403 PEPSI BOTTLING GROUP COM 71340910 226,696 7,459,568 SH DEFINED 1,2,5,6,7,10,12,13,14 7,459,568 PEPSIAMERICAS INC COM 71343P20 30,723 1,256,566 SH DEFINED 1,2,5,6,12,13 1,256,566 PEPSICO INC COM 71344810 2,651,736 45,885,726 SH DEFINED 1,2,5,6,7,8,10,12,13,14 45,885,726 PEREGRINE PHARMACEUT COM 71366110 464 301,500 SH DEFINED 1,5 301,500 PERFORMANCE FOOD GRO COM 71375510 26,647 854,338 SH DEFINED 1,2,5,6 854,338 PERFORMANCE TECHNOLO COM 71376K10 134 17,817 SH DEFINED 1 17,817 PERICOM SEMICONDUCTO COM 71383110 3,715 376,771 SH DEFINED 1,2,6 376,771 PERINI CORP COM 71383910 7,886 259,668 SH DEFINED 1,2 259,668 PERKINELMER INC COM 71404610 72,651 3,095,497 SH DEFINED 1,2,5,6,10,12,13 3,095,497 PERMA-FIX ENVIRONMEN COM 71415710 45 23,800 SH DEFINED 1 23,800 PEROT SYS CORP CL A 71426510 18,527 1,190,711 SH DEFINED 1,2,5 1,190,711 PERRIGO CO COM 71429010 27,432 1,681,941 SH DEFINED 1,2,5,13 1,681,941 PER-SE TECHNOLOGIES COM NEW 71356930 20,491 768,586 SH DEFINED 1,2,5,6 768,586 PERVASIVE SOFTWARE I COM 71571010 79 19,100 SH DEFINED 1 19,100 PETCO ANIMAL SUPPLIE COM NEW 71601620 17,998 763,607 SH DEFINED 1,2,5 763,607 PETROBRAS ENERGIA PA SP ADR B S 71646M10 3,023 268,690 SH DEFINED 1,2,5,7 268,690 PETRO-CDA COM 71644E10 3,341 70,197 SH DEFINED 1,5,7,8 70,197 PETROCHINA CO LTD SPONSORED 71646E10 1,093 10,412 SH DEFINED 1 10,412 PETROHAWK ENERGY COR COM 71649510 9,595 700,345 SH DEFINED 1,2 700,345 PETROLEO BRASILEIRO SPONSORED 71654V10 73,232 917,122 SH DEFINED 1,2,7 917,122 PETROLEO BRASILEIRO SPONSORED 71654V40 77,450 893,619 SH DEFINED 1,2,4,5 893,619 PETROLEUM DEV CORP COM 71657810 17,662 389,373 SH DEFINED 1,2,5 389,373 PETROQUEST ENERGY IN COM 71674810 6,083 602,889 SH DEFINED 1,2 602,889 PETSMART INC COM 71676810 77,737 2,762,493 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,762,493 PFF BANCORP INC COM 69331W10 16,736 496,472 SH DEFINED 1,2 496,472 PFIZER INC COM 71708110 5,531,260 221,960,688 SH DEFINED 1,2,5,6,7,8,10,12,13,14 221,960,688 PFSWEB INC COM 71709810 13 10,481 SH DEFINED 1 10,481 PG&E CORP COM 69331C10 518,457 13,327,939 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,327,939 PHARMACEUTICAL PROD COM 71712410 55,067 1,591,069 SH DEFINED 1,2,5,6,12,13 1,591,069 PHARMACYCLICS INC COM 71693310 114 24,888 SH DEFINED 1,5 24,888 PHARMION CORP COM 71715B40 5,065 281,064 SH DEFINED 1,2 281,064 PHARMOS CORP COM PAR $. 71713930 31 12,713 SH DEFINED 1 12,713 PHASE FORWARD INC COM 71721R40 3,266 293,222 SH DEFINED 1,2 293,222 PHELPS DODGE CORP COM 71726510 636,900 7,908,849 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,908,849 PHH CORP COM NEW 69332020 21,388 801,047 SH DEFINED 1,2,5 801,047 PHI INC COM NON VT 69336T20 374 10,193 SH DEFINED 1 10,193 PHILADELPHIA CONS HL COM 71752810 18,160 531,915 SH DEFINED 1,2,5 531,915 PHILIPPINE LONG DIST SPONSORED 71825260 5,819 154,891 SH DEFINED 1,2,7 154,891 PHILLIPS VAN HEUSEN COM 71859210 30,464 797,286 SH DEFINED 1,2,6 797,286 PHOENIX COS INC NEW COM 71902E10 40,728 2,498,675 SH DEFINED 1,2,5 2,498,675 PHOENIX TECHNOLOGY L COM 71915310 1,948 287,315 SH DEFINED 1,2,6 287,315 PHOTON DYNAMICS INC COM 71936410 4,580 244,241 SH DEFINED 1,2,6 244,241 PHOTRONICS INC COM 71940510 12,384 660,146 SH DEFINED 1,2,5,6 660,146 PICO HLDGS INC COM NEW 69336620 8,977 272,926 SH DEFINED 1,2 272,926 PIEDMONT NAT GAS INC COM 72018610 18,662 777,903 SH DEFINED 1,2,5 777,903 PIER 1 IMPORTS INC COM 72027910 20,286 1,747,288 SH DEFINED 1,2,5,13 1,747,288 PIKE ELEC CORP COM 72128310 3,175 151,111 SH DEFINED 1,2 151,111 PILGRIMS PRIDE CORP COM 72146710 17,975 829,485 SH DEFINED 1,2,7,10,14 829,485 PINNACLE AIRL CORP COM 72344310 3,729 559,894 SH DEFINED 1,2 559,894 PINNACLE ENTMT INC COM 72345610 23,901 848,458 SH DEFINED 1,2,5,6 848,458 PINNACLE FINL PARTNE COM 72346Q10 3,454 125,882 SH DEFINED 1,2 125,882 PINNACLE WEST CAP CO COM 72348410 117,722 3,010,798 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,010,798 PIONEER COS INC COM NEW 72364330 4,111 134,801 SH DEFINED 1,2 134,801 PIONEER DRILLING CO COM 72365510 4,990 303,708 SH DEFINED 1,2,5 303,708 PIONEER NAT RES CO COM 72378710 128,977 2,914,727 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,914,727 PIPER JAFFRAY COS COM 72407810 24,232 440,577 SH DEFINED 1,2,5 440,577 PITNEY BOWES INC COM 72447910 262,202 6,107,673 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,107,673 PIXAR COM 72581110 38,280 596,816 SH DEFINED 1,2,5,6,8,12 596,816 PIXELWORKS INC COM 72581M10 2,974 598,352 SH DEFINED 1,2,5 598,352 PLACER SIERRA BANCSH COM 72607910 2,120 74,265 SH DEFINED 1,2 74,265 PLAINS ALL AMERN PIP UNIT LTD P 72650310 3,197 71,076 SH DEFINED 1,2,5 71,076 PLAINS EXPL& PRODTN COM 72650510 49,189 1,273,010 SH DEFINED 1,2,5,6,12,13 1,273,010 PLANAR SYS INC COM 72690010 1,351 79,860 SH DEFINED 1,2,5,6 79,860 PLANTRONICS INC NEW COM 72749310 33,840 955,117 SH DEFINED 1,2,5,6,12,13 955,117 PLATINUM UNDERWRITER COM G7127P10 1,804 62,009 SH DEFINED 1,2,5 62,009 PLATO LEARNING INC COM 72764Y10 256 27,007 SH DEFINED 1 27,007 PLAYBOY ENTERPRISES CL B 72811730 4,508 317,448 SH DEFINED 1,2 317,448 PLAYTEX PRODS INC COM 72813P10 14,425 1,377,771 SH DEFINED 1,2,6 1,377,771 PLEXUS CORP COM 72913210 40,270 1,071,877 SH DEFINED 1,2,5,13 1,071,877 PLUG POWER INC COM 72919P10 3,128 625,555 SH DEFINED 1,2,5 625,555 PLUM CREEK TIMBER CO COM 72925110 174,664 4,729,604 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,729,604 PLX TECHNOLOGY INC COM 69341710 3,855 307,165 SH DEFINED 1,2,5 307,165 PMA CAP CORP CL A 69341920 5,100 501,011 SH DEFINED 1,2,5 501,011 PMC COML TR SH BEN INT 69343410 235 17,238 SH DEFINED 1,2 17,238 PMC-SIERRA INC COM 69344F10 59,988 4,881,059 SH DEFINED 1,2,5,6,10,12,13 4,881,059 PMI GROUP INC COM 69344M10 77,274 1,682,787 SH DEFINED 1,2,5,7,8,10,12,13,14 1,682,787 PNC FINL SVCS GROUP COM 69347510 605,755 8,999,487 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,999,487 PNM RES INC COM 69349H10 22,984 941,965 SH DEFINED 1,2,5,13 941,965 POGO PRODUCING CO COM 73044810 60,525 1,204,473 SH DEFINED 1,2,5,12,13 1,204,473 POINT THERAPEUTICS I COM 73069410 36 10,341 SH DEFINED 1 10,341 POLARIS INDS INC COM 73106810 41,072 752,795 SH DEFINED 1,2,5,6,12 752,795 POLO RALPH LAUREN CO CL A 73157210 47,053 776,329 SH DEFINED 1,2,5,6,12,13 776,329 POLYCOM INC COM 73172K10 40,050 1,847,339 SH DEFINED 1,2,5,6,12,13 1,847,339 POLYMEDICA CORP COM 73173810 17,143 404,692 SH DEFINED 1,2,6 404,692 POLYONE CORP COM 73179P10 13,150 1,410,905 SH DEFINED 1,2,5 1,410,905 POMEROY IT SOLUTIONS COM 73182210 127 15,201 SH DEFINED 1 15,201 POPE & TALBOT INC COM 73282710 434 63,871 SH DEFINED 1,5 63,871 POPULAR INC COM 73317410 55,192 2,658,558 SH DEFINED 1,2,5,6,12 2,658,558 PORTALPLAYER INC COM 73618720 9,041 406,714 SH DEFINED 1,2 406,714 PORTFOLIO RECOVERY A COM 73640Q10 16,851 359,823 SH DEFINED 1,2 359,823 PORTUGAL TELECOM SGP SPONSORED 73727310 495 40,468 SH DEFINED 1 40,468 POSCO SPONSORED 69348310 6,783 106,324 SH DEFINED 1,2,5 106,324 POSSIS MEDICAL INC COM 73740710 4,163 409,747 SH DEFINED 1,6 409,747 POST PPTYS INC COM 73746410 45,955 1,032,700 SH DEFINED 1,2,3,5 1,032,700 POTLATCH CORP NEW COM 73763010 29,074 678,659 SH DEFINED 1,2,5,13 678,659 POWELL INDS INC COM 73912810 2,908 133,532 SH DEFINED 1,2 133,532 POWER INTEGRATIONS I COM 73927610 10,181 410,853 SH DEFINED 1,2,5,6 410,853 POWER-ONE INC COM 73930810 7,122 989,195 SH DEFINED 1,2,5 989,195 POWERWAVE TECHNOLOGI COM 73936310 28,455 2,109,309 SH DEFINED 1,2,5,13 2,109,309 POZEN INC COM 73941U10 8,331 498,847 SH DEFINED 1,2,5 498,847 PPG INDS INC COM 69350610 296,406 4,678,857 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,678,857 PPL CORP COM 69351T10 342,157 11,638,009 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,638,009 PRA INTL COM 69353C10 6,038 243,714 SH DEFINED 1,2 243,714 PRAECIS PHARMACEUTIC COM NEW 73942140 74 13,955 SH DEFINED 1,5 13,955 PRAXAIR INC COM 74005P10 488,760 8,862,375 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,862,375 PRE PAID LEGAL SVCS COM 74006510 11,028 310,816 SH DEFINED 1,2,6 310,816 PRECISION CASTPARTS COM 74018910 136,460 2,297,313 SH DEFINED 1,2,5,6,10,12,13 2,297,313 PREFERRED BK LOS ANG COM 74036710 2,030 40,214 SH DEFINED 1,2 40,214 PREFORMED LINE PRODS COM 74044410 866 25,524 SH DEFINED 1,2 25,524 PREMIERE GLOBAL SVCS COM 74058510 10,272 1,276,068 SH DEFINED 1,2 1,276,068 PREMIERWEST BANCORP COM 74092110 2,901 156,818 SH DEFINED 1,2 156,818 PREMIUM STD FARMS IN COM 74060C10 2,407 137,167 SH DEFINED 1,2 137,167 PRESIDENTIAL LIFE CO COM 74088410 8,501 334,561 SH DEFINED 1,2 334,561 PRESSTEK INC COM 74111310 5,407 454,388 SH DEFINED 1,2 454,388 PRESTIGE BRANDS HLDG COM 74112D10 4,625 380,012 SH DEFINED 1,2 380,012 PRG-SCHULTZ INTERNAT COM 69357C10 348 570,065 SH DEFINED 1,2 570,065 PRICE COMMUNICATIONS COM NEW 74143730 12,176 688,309 SH DEFINED 1,2,5 688,309 PRICE T ROWE GROUP I COM 74144T10 259,455 3,317,418 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,317,418 PRICELINE COM INC COM NEW 74150340 12,087 486,611 SH DEFINED 1,2,5 486,611 PRICESMART INC COM 74151110 94 11,750 SH DEFINED 1 11,750 PRIDE INTL INC DEL COM 74153Q10 135,172 4,335,214 SH DEFINED 1,2,5,10,12,13 4,335,214 PRIMEDIA INC COM 74157K10 4,159 2,009,132 SH DEFINED 1,2,5 2,009,132 PRIMEENERGY CORP COM 74158E10 221 2,700 SH DEFINED 1 2,700 PRIMUS TELECOMMUNICA COM 74192910 58 75,862 SH DEFINED 1 75,862 PRINCETON REVIEW INC COM 74235210 263 43,483 SH DEFINED 1,5 43,483 PRINCIPAL FINANCIAL COM 74251V10 388,071 7,952,283 SH DEFINED 1,2,5,6,10,12,13 7,952,283 PRIVATEBANCORP INC COM 74296210 11,341 273,350 SH DEFINED 1,2,5 273,350 PROASSURANCE CORP COM 74267C10 21,641 416,176 SH DEFINED 1,2,5 416,176 PROCTER & GAMBLE CO COM 74271810 5,593,061 97,051,206 SH DEFINED 1,2,5,6,7,8,10,12,13,14 97,051,206 PROGENICS PHARMACEUT COM 74318710 6,510 245,751 SH DEFINED 1,2 245,751 PROGRESS ENERGY INC COM 74326310 951,188 21,627,729 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,627,729 PROGRESS SOFTWARE CO COM 74331210 16,650 572,351 SH DEFINED 1,2,5,6 572,351 PROGRESSIVE CORP OHI COM 74331510 517,177 4,960,459 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,960,459 PROLIANCE INTL INC COM 74340R10 151 27,402 SH DEFINED 1,2,5 27,402 PROLOGIS SH BEN INT 74341010 465,099 8,693,442 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 8,693,442 PROQUEST COMPANY COM 74346P10 7,098 331,834 SH DEFINED 1,2,5 331,834 PROSPERITY BANCSHARE COM 74360610 8,666 286,863 SH DEFINED 1,2 286,863 PROTECTIVE LIFE CORP COM 74367410 74,625 1,500,308 SH DEFINED 1,2,5,12,13 1,500,308 PROVIDENCE SVC CORP COM 74381510 3,444 105,900 SH DEFINED 1,2 105,900 PROVIDENT BANKSHARES COM 74385910 17,705 485,723 SH DEFINED 1,2,5 485,723 PROVIDENT FINL HLDGS COM 74386810 2,449 75,115 SH DEFINED 1,2 75,115 PROVIDENT FINL SVCS COM 74386T10 25,053 1,384,169 SH DEFINED 1,2,5 1,384,169 PROVIDENT NEW YORK B COM 74402810 7,080 545,856 SH DEFINED 1,2 545,856 PROXYMED INC COM NEW 74429030 77 10,608 SH DEFINED 1 10,608 PRUDENTIAL FINL INC COM 74432010 986,932 13,018,489 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,018,489 PRUDENTIAL PLC ADR 74435K20 896 38,470 SH DEFINED 1 38,470 PS BUSINESS PKS INC COM 69360J10 27,275 487,742 SH DEFINED 1,2,3,5 487,742 PSS WORLD MED INC COM 69366A10 19,199 995,277 SH DEFINED 1,2,5 995,277 PSYCHIATRIC SOLUTION COM 74439H10 22,066 666,050 SH DEFINED 1,2 666,050 PUBLIC STORAGE INC COM 74460D10 250,953 3,089,418 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 3,089,418 PUBLIC SVC ENTERPRIS COM 74457310 476,581 7,441,928 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,441,928 PUBLICIS S A NEW SPONSORED 74463M10 485 12,379 SH DEFINED 1 12,379 PUGET ENERGY INC NEW COM 74531010 34,936 1,649,461 SH DEFINED 1,2,5,12,13 1,649,461 PULTE HOMES INC COM 74586710 218,360 5,683,498 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,683,498 PVF CAPITAL CORP COM 69365410 119 11,927 SH DEFINED 1 11,927 PXRE GROUP LTD COM G7301810 94 28,860 SH DEFINED 1,5 28,860 Q MED COM 74791410 111 12,007 SH DEFINED 1 12,007 QAD INC COM 74727D10 1,032 137,969 SH DEFINED 1,2 137,969 QC HLDGS INC COM 74729T10 569 45,035 SH DEFINED 1 45,035 QLOGIC CORP COM 74727710 133,042 6,875,576 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,875,576 QUAKER CHEM CORP COM 74731610 421 19,334 SH DEFINED 1,5 19,334 QUAKER FABRIC CORP N COM 74739910 19 13,821 SH DEFINED 1 13,821 QUALCOMM INC COM 74752510 2,294,602 45,338,898 SH DEFINED 1,2,5,6,7,8,10,12,13,14 45,338,898 QUALITY DISTR INC FL COM 74756M10 445 34,120 SH DEFINED 1,2 34,120 QUALITY SYS INC COM 74758210 9,064 273,834 SH DEFINED 1,2,6 273,834 QUANEX CORP COM 74762010 32,133 482,260 SH DEFINED 1,2 482,260 QUANTA SVCS INC COM 74762E10 42,765 2,669,467 SH DEFINED 1,2,5,13 2,669,467 QUANTUM CORP COM DSSG 74790620 9,285 2,482,628 SH DEFINED 1,2,5 2,482,628 QUANTUM FUEL SYS TEC COM 74765E10 2,241 625,842 SH DEFINED 1,2,5 625,842 QUEST DIAGNOSTICS IN COM 74834L10 227,852 4,441,564 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,441,564 QUEST SOFTWARE INC COM 74834T10 16,369 980,194 SH DEFINED 1,2,5 980,194 QUESTAR CORP COM 74835610 109,209 1,559,016 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,559,016 QUICKLOGIC CORP COM 74837P10 97 16,818 SH DEFINED 1 16,818 QUICKSILVER RESOURCE COM 74837R10 33,682 871,234 SH DEFINED 1,2,5,6,12,13 871,234 QUIDEL CORP COM 74838J10 658 51,109 SH DEFINED 1,5 51,109 QUIKSILVER INC COM 74838C10 24,192 1,745,463 SH DEFINED 1,2,5,6 1,745,463 QUIXOTE CORP COM 74905610 249 10,065 SH DEFINED 1 10,065 QUOVADX INC COM 74913K10 92 28,832 SH DEFINED 1,5 28,832 QWEST COMMUNICATIONS COM 74912110 719,411 105,795,690 SH DEFINED 1,2,5,6,7,8,10,12,13,14 105,795,690 R & B INC COM 74912410 1,052 102,611 SH DEFINED 1,2 102,611 R & G FINANCIAL CORP CL B 74913610 10,606 837,729 SH DEFINED 1,2 837,729 R H DONNELLEY CORP COM NEW 74955W30 45,963 789,338 SH DEFINED 1,2,5,12 789,338 RACKABLE SYS INC COM 75007710 5,994 113,423 SH DEFINED 1,2 113,423 RADIAN GROUP INC COM 75023610 182,576 3,030,299 SH DEFINED 1,2,5,7,8,10,12,13,14 3,030,299 RADIANT SYSTEMS INC COM 75025N10 4,174 308,695 SH DEFINED 1,2,6 308,695 RADIATION THERAPY SV COM 75032320 3,395 133,098 SH DEFINED 1,2 133,098 RADIO ONE INC CL A 75040P10 815 108,918 SH DEFINED 1,2 108,918 RADIO ONE INC CL D NON V 75040P40 8,320 1,115,279 SH DEFINED 1,2,5 1,115,279 RADIOLOGIX INC COM 75040K10 36 19,700 SH DEFINED 1 19,700 RADIOSHACK CORP COM 75043810 67,830 3,527,290 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,527,290 RADISYS CORP COM 75045910 7,180 361,727 SH DEFINED 1,2,5,6 361,727 RAE SYS INC COM 75061P10 78 21,800 SH DEFINED 1,5 21,800 RAILAMERICA INC COM 75075310 5,582 523,681 SH DEFINED 1,2 523,681 RAINDANCE COMM COM 75086X10 153 56,700 SH DEFINED 1,5 56,700 RAIT INVT TR COM 74922710 10,165 359,940 SH DEFINED 1,2,5 359,940 RALCORP HLDGS INC NE COM 75102810 22,795 599,072 SH DEFINED 1,2,5,6 599,072 RAMBUS INC DEL COM 75091710 57,067 1,450,611 SH DEFINED 1,2,5,6,12 1,450,611 RAMCO-GERSHENSON PPT COM SH BEN 75145220 10,882 359,488 SH DEFINED 1,2,3 359,488 RANGE RES CORP COM 75281A10 33,283 1,218,719 SH DEFINED 1,2,5,6,12 1,218,719 RARE HOSPITALITY INT COM 75382010 19,587 562,352 SH DEFINED 1,2,5,6 562,352 RAVEN INDS INC COM 75421210 8,003 204,639 SH DEFINED 1,2 204,639 RAYMOND JAMES FINANC COM 75473010 48,978 1,656,918 SH DEFINED 1,2,5,13 1,656,918 RAYONIER INC COM 75490710 47,810 1,048,700 SH DEFINED 1,2,5,6,12,13 1,048,700 RAYTHEON CO COM NEW 75511150 720,445 15,716,514 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,716,514 RBC BEARINGS INC COM 75524B10 2,260 110,230 SH DEFINED 1,2 110,230 RC2 CORP COM 74938810 11,980 300,933 SH DEFINED 1,2 300,933 RCN CORP COM NEW 74936120 8,321 321,277 SH DEFINED 1,2 321,277 READERS DIGEST ASSN COM 75526710 28,042 1,901,144 SH DEFINED 1,2,5,13 1,901,144 READING INTERNATIONA CL A 75540810 193 23,790 SH DEFINED 1 23,790 REALNETWORKS INC COM 75605L10 12,156 1,473,395 SH DEFINED 1,2,5 1,473,395 REALTY INCOME CORP COM 75610910 21,906 904,841 SH DEFINED 1,2,3,5 904,841 RECKSON ASSOCS RLTY COM 75621K10 76,863 1,677,495 SH DEFINED 1,2,3,5 1,677,495 RED HAT INC COM 75657710 95,314 3,406,519 SH DEFINED 1,2,5,6,10,12 3,406,519 RED ROBIN GOURMET BU COM 75689M10 11,647 246,749 SH DEFINED 1,2,6 246,749 REDBACK NETWORKS INC COM NEW 75720950 15,129 697,491 SH DEFINED 1,2,5 697,491 REDDY ICE HLDGS INC COM 75734R10 2,550 114,827 SH DEFINED 1,2 114,827 REDWOOD TR INC COM 75807540 12,397 286,182 SH DEFINED 1,2,5 286,182 REED ELSEVIER N V SPONSORED 75820410 612 21,328 SH DEFINED 1 21,328 REED ELSEVIER P L C SPONSORED 75820510 6,831 178,166 SH DEFINED 1 178,166 REGAL BELOIT CORP COM 75875010 21,683 512,970 SH DEFINED 1,2,5,6 512,970 REGAL ENTMT GROUP CL A 75876610 7,577 402,831 SH DEFINED 1,2,5 402,831 REGENCY CTRS CORP COM 75884910 106,147 1,579,810 SH DEFINED 1,2,3,5,12,13 1,579,810 REGENCY ENERGY PARTN COM UNITS 75885Y10 325 14,700 SH DEFINED 1,2 14,700 REGENERATION TECH IN COM 75886N10 255 32,657 SH DEFINED 1 32,657 REGENERON PHARMACEUT COM 75886F10 15,502 932,152 SH DEFINED 1,2,5,6 932,152 REGENT COMMUNICATION COM 75886510 2,012 436,524 SH DEFINED 1,2 436,524 REGIONS FINANCIAL CO COM 7591EP10 453,277 12,888,174 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,888,174 REGIS CORP MINN COM 75893210 31,109 902,239 SH DEFINED 1,2,5,13 902,239 REHABCARE GROUP INC COM 75914810 4,524 239,974 SH DEFINED 1,2,5,6 239,974 REINSURANCE GROUP AM COM 75935110 13,552 286,564 SH DEFINED 1,2,5 286,564 RELIANCE STEEL & ALU COM 75950910 42,628 453,875 SH DEFINED 1,2,5 453,875 RELIANT ENERGY INC COM 75952B10 39,037 3,689,702 SH DEFINED 1,2,5,7,8,10,12,13,14 3,689,702 REMINGTON OIL & GAS COM 75959430 18,656 431,646 SH DEFINED 1,2 431,646 RENAISSANCE LEARNING COM 75968L10 1,866 103,650 SH DEFINED 1,2 103,650 RENAISSANCERE HOLDIN COM G7496G10 16,422 376,481 SH DEFINED 1,2,5,7,8,10,12,13,14 376,481 RENAL CARE GROUP INC COM 75993010 5,931 123,720 SH DEFINED 1,2,13 123,720 RENASANT CORP COM 75970E10 5,428 146,940 SH DEFINED 1,2 146,940 RENOVIS INC COM 75988510 10,805 506,798 SH DEFINED 1,2,5 506,798 RENT A CTR INC NEW COM 76009N10 33,371 1,305,607 SH DEFINED 1,2,5,13 1,305,607 RENT WAY INC COM 76009U10 2,566 355,903 SH DEFINED 1,2,5 355,903 RENTECH INC COM 76011210 586 134,700 SH DEFINED 1,5 134,700 RENTRAK CORP COM 76017410 187 18,300 SH DEFINED 1 18,300 REPLIGEN CORP COM 75991610 100 26,913 SH DEFINED 1,5 26,913 REPSOL YPF S A SPONSORED 76026T20 1,497 52,534 SH DEFINED 1 52,534 REPUBLIC AWYS HLDGS COM 76027610 2,707 182,749 SH DEFINED 1,2 182,749 REPUBLIC BANCORP INC COM 76028210 12,820 1,064,767 SH DEFINED 1,2,5 1,064,767 REPUBLIC BANCORP KY CL A 76028120 3,487 171,621 SH DEFINED 1,2 171,621 REPUBLIC COS GROUP I COM 76034910 853 49,120 SH DEFINED 1 49,120 REPUBLIC FIRST BANCO COM 76041610 215 14,659 SH DEFINED 1 14,659 REPUBLIC PROPERTY TR COM 76073710 245 20,800 SH DEFINED 1,2 20,800 REPUBLIC SVCS INC COM 76075910 186,818 4,394,689 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,394,689 RES-CARE INC COM 76094310 9,129 496,655 SH DEFINED 1,2 496,655 RESEARCH IN MOTION L COM 76097510 1,712 20,167 SH DEFINED 1,5 20,167 RESMED INC COM 76115210 39,158 890,360 SH DEFINED 1,2,5,6,12 890,360 RESOURCE AMERICA INC CL A 76119520 4,226 212,150 SH DEFINED 1,2,5 212,150 RESOURCES CONNECTION COM 76122Q10 14,993 601,886 SH DEFINED 1,2 601,886 RESPIRONICS INC COM 76123010 31,715 815,090 SH DEFINED 1,2,5,6,12 815,090 RESTORATION HARDWARE COM 76098110 2,001 351,753 SH DEFINED 1,2,5 351,753 RETAIL VENTURES INC COM 76128Y10 2,911 198,600 SH DEFINED 1,2 198,600 RETALIX LTD ORD M8215W10 666 26,998 SH DEFINED 1,2 26,998 RETRACTABLE TECHNOLO COM 76129W10 119 30,500 SH DEFINED 1 30,500 REUTERS GROUP PLC SPONSORED 76132M10 512 12,431 SH DEFINED 1 12,431 REVLON INC RIGHT 03/2 76152512 1 15,750 SH DEFINED 1,2 15,750 REVLON INC CL A 76152550 6,613 2,092,579 SH DEFINED 1,2 2,092,579 REWARDS NETWORK INC COM 76155710 196 24,607 SH DEFINED 1 24,607 REX STORES CORP COM 76162410 180 11,964 SH DEFINED 1 11,964 REYNOLDS & REYNOLDS CL A 76169510 24,428 860,130 SH DEFINED 1,2,5,13 860,130 REYNOLDS AMERICAN IN COM 76171310 290,655 2,755,023 SH DEFINED 1,2,5,6,10,12,13 2,755,023 RF MICRODEVICES INC COM 74994110 30,751 3,555,002 SH DEFINED 1,2,5,13 3,555,002 RICHARDSON ELECTRS L COM 76316510 98 10,450 SH DEFINED 1 10,450 RIGEL PHARMACEUTICAL COM NEW 76655960 3,256 283,369 SH DEFINED 1,2,5 283,369 RIGHTNOW TECHNOLOGIE COM 76657R10 2,202 138,740 SH DEFINED 1,2 138,740 RIMAGE CORP COM 76672110 2,471 109,428 SH DEFINED 1,2 109,428 RINKER GROUP LTD SPONSORED 76687M10 322 4,575 SH DEFINED 1 4,575 RIO TINTO PLC SPONSORED 76720410 29,092 140,541 SH DEFINED 1 140,541 RITA MED SYS INC DEL COM 76774E10 47 11,800 SH DEFINED 1 11,800 RITCHIE BROS AUCTION COM 76774410 274 5,544 SH DEFINED 1,5 5,544 RITE AID CORP COM 76775410 21,413 5,353,223 SH DEFINED 1,2,5 5,353,223 RIVERVIEW BANCORP IN COM 76939710 220 8,225 SH DEFINED 1 8,225 RIVIERA HLDGS CORP COM 76962710 1,534 91,063 SH DEFINED 1,2 91,063 RLI CORP COM 74960710 134,205 2,342,138 SH DEFINED 1,2 2,342,138 ROANOKE ELEC STL COR COM 76984110 5,616 173,879 SH DEFINED 1,2 173,879 ROBBINS & MYERS INC COM 77019610 3,612 167,204 SH DEFINED 1,2,6 167,204 ROBERT HALF INTL INC COM 77032310 174,223 4,512,375 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,512,375 ROCK OF AGES CORP CL A 77263210 58 11,698 SH DEFINED 1 11,698 ROCK-TENN CO CL A 77273920 8,446 563,428 SH DEFINED 1,2 563,428 ROCKVILLE FINL INC COM 77418610 1,072 74,776 SH DEFINED 1,2 74,776 ROCKWELL AUTOMATION COM 77390310 346,385 4,816,927 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,816,927 ROCKWELL COLLINS INC COM 77434110 303,580 5,387,407 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,387,407 ROCKWOOD HLDGS INC COM 77441510 6,659 289,263 SH DEFINED 1,2 289,263 ROFIN SINAR TECHNOLO COM 77504310 18,033 333,145 SH DEFINED 1,2,5 333,145 ROGERS COMMUNICATION CL B 77510920 624 16,361 SH DEFINED 1,5 16,361 ROGERS CORP COM 77513310 12,923 237,198 SH DEFINED 1,2,6 237,198 ROHM & HAAS CO COM 77537110 222,091 4,544,519 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,544,519 ROLLINS INC COM 77571110 11,637 574,954 SH DEFINED 1,2,13 574,954 ROPER INDS INC NEW COM 77669610 61,214 1,258,771 SH DEFINED 1,2,5,6,12,13 1,258,771 ROSETTA RESOURCES IN COM 77777930 1,868 104,031 SH DEFINED 1,2 104,031 ROSS STORES INC COM 77829610 86,878 2,976,277 SH DEFINED 1,2,5,7,8,10,12,13,14 2,976,277 ROSTELECOM OPEN JT S SPONSORED 77852910 224 11,625 SH DEFINED 1,2,5 11,625 ROTONICS MFG INC COM 77890310 33 10,400 SH DEFINED 1 10,400 ROWAN COS INC COM 77938210 199,019 4,527,265 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,527,265 ROYAL & SUN ALLIANCE SPON ADR N 78004V20 316 26,327 SH DEFINED 1 26,327 ROYAL BANCSHARES PA CL A 78008110 1,658 67,632 SH DEFINED 1,2 67,632 ROYAL BK CDA MONTREA COM 78008710 734 8,702 SH DEFINED 1,14 8,702 ROYAL CARIBBEAN CRUI COM V7780T10 26,745 636,484 SH DEFINED 1,2,5,7,8,10,12,13,14 636,484 ROYAL DUTCH SHELL PL SPON ADR B 78025910 4,117 63,193 SH DEFINED 1 63,193 ROYAL DUTCH SHELL PL SPONS ADR 78025920 3,684 59,177 SH DEFINED 1,2 59,177 ROYAL GOLD INC COM 78028710 10,327 285,342 SH DEFINED 1,2,5 285,342 RPC INC COM 74966010 8,720 381,640 SH DEFINED 1,2,5 381,640 RPM INTL INC COM 74968510 34,815 1,940,636 SH DEFINED 1,2,5,13 1,940,636 RSA SEC INC COM 74971910 41,097 2,290,790 SH DEFINED 1,2,5,13 2,290,790 RTI INTL METALS INC COM 74973W10 19,703 359,215 SH DEFINED 1,2 359,215 RUBY TUESDAY INC COM 78118210 36,003 1,122,283 SH DEFINED 1,2,5,13 1,122,283 RUDDICK CORP COM 78125810 17,391 715,381 SH DEFINED 1,2,5,13 715,381 RUDOLPH TECHNOLOGIES COM 78127010 6,517 382,230 SH DEFINED 1,2,5,6 382,230 RURAL / METRO CORP COM 78174810 196 24,900 SH DEFINED 1 24,900 RURAL CELLULAR CORP CL A 78190410 202 13,742 SH DEFINED 1 13,742 RUSH ENTERPRISES INC CL A 78184620 6,677 379,802 SH DEFINED 1,2 379,802 RUSS BERRIE & CO COM 78223310 3,127 205,698 SH DEFINED 1,2,6 205,698 RUSSELL CORP COM 78235210 8,039 582,507 SH DEFINED 1,2,6 582,507 RUTHS CHRIS STEAK HS COM 78333210 3,416 143,479 SH DEFINED 1,2 143,479 RYANAIR HLDGS PLC SPONSORED 78351310 1,126 20,591 SH DEFINED 1,2,5,7 20,591 RYANS RESTAURANT GRO COM 78352010 11,457 790,139 SH DEFINED 1,2,5,6 790,139 RYDER SYS INC COM 78354910 73,205 1,634,770 SH DEFINED 1,2,5,6,10,12,13 1,634,770 RYERSON INC COM 78375P10 9,353 349,524 SH DEFINED 1,2 349,524 RYLAND GROUP INC COM 78376410 50,937 733,957 SH DEFINED 1,2,5,6,12,13 733,957 S & T BANCORP INC COM 78385910 12,875 351,961 SH DEFINED 1,2,5 351,961 S Y BANCORP INC COM 78506010 4,021 152,183 SH DEFINED 1,2 152,183 S1 CORPORATION COM 78463B10 4,690 930,540 SH DEFINED 1,2,5 930,540 SABRE HLDGS CORP CL A 78590510 89,684 3,811,476 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,811,476 SAFECO CORP COM 78642910 169,450 3,374,824 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,374,824 SAFEGUARD SCIENTIFIC COM 78644910 430 174,156 SH DEFINED 1,5 174,156 SAFENET INC COM 78645R10 9,342 352,813 SH DEFINED 1,2 352,813 SAFETY INS GROUP INC COM 78648T10 13,252 290,222 SH DEFINED 1,2 290,222 SAFEWAY INC COM NEW 78651420 384,718 15,315,217 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,315,217 SAFLINK CORP COM NEW 78657830 47 55,863 SH DEFINED 1,5 55,863 SAGA COMMUNICATIONS CL A 78659810 1,955 202,221 SH DEFINED 1,2 202,221 SAKS INC COM 79377W10 34,676 1,796,678 SH DEFINED 1,2,5,13 1,796,678 SALEM COMMUNICATIONS CL A 79409310 2,321 154,601 SH DEFINED 1,2 154,601 SALESFORCE COM INC COM 79466L30 22,543 620,497 SH DEFINED 1,2,5,6,12 620,497 SALIX PHARMACEUTICAL COM 79543510 10,064 609,561 SH DEFINED 1,2,5 609,561 SALTON INC COM 79575710 35 12,644 SH DEFINED 1 12,644 SAN PAOLO-IMI S P A SPONSORED 79917510 9,506 266,133 SH DEFINED 1 266,133 SANDERS MORRIS HARRI COM 80000Q10 2,504 156,118 SH DEFINED 1,2 156,118 SANDERSON FARMS INC COM 80001310 9,407 419,934 SH DEFINED 1,2,6 419,934 SANDISK CORP COM 80004C10 201,861 3,509,413 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,509,413 SANDS REGENT COM 80009110 131 10,900 SH DEFINED 1 10,900 SANDY SPRING BANCORP COM 80036310 7,755 204,125 SH DEFINED 1,2 204,125 SANFILIPPO JOHN B & COM 80042210 1,663 105,074 SH DEFINED 1,2 105,074 SANGAMO BIOSCIENCES COM 80067710 96 16,137 SH DEFINED 1 16,137 SANMINA SCI CORP COM 80090710 61,286 14,947,769 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,947,769 SANOFI AVENTIS SPONSORED 80105N10 23,424 493,664 SH DEFINED 1 493,664 SANTANDER BANCORP COM 80280910 2,265 89,160 SH DEFINED 1,2 89,160 SANTARUS INC COM 80281730 102 13,690 SH DEFINED 1 13,690 SANTOS LIMITED SPONSORED 80302160 238 7,327 SH DEFINED 1 7,327 SANYO ELEC LTD ADR 5 COM 80303830 450 32,500 SH DEFINED 1 32,500 SAP AKTIENGESELLSCHA SPONSORED 80305420 18,466 339,957 SH DEFINED 1,2 339,957 SAPIENT CORP COM 80306210 8,496 1,113,476 SH DEFINED 1,2,5 1,113,476 SARA LEE CORP COM 80311110 380,809 21,298,038 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,298,038 SATYAM COMPUTER SERV ADR 80409810 29,728 679,347 SH DEFINED 1,2,4,5,7 679,347 SAUER-DANFOSS INC COM 80413710 3,708 161,564 SH DEFINED 1,2 161,564 SAUL CTRS INC COM 80439510 12,833 292,266 SH DEFINED 1,2,3,5 292,266 SAVANNAH BANCORP INC COM 80474810 208 5,925 SH DEFINED 1 5,925 SAVIENT PHARMACEUTIC COM 80517Q10 4,303 807,316 SH DEFINED 1,2,5,6 807,316 SAVVIS INC COM 80542310 114 76,300 SH DEFINED 1 76,300 SAXON CAP INC NEW COM 80556T10 7,485 716,951 SH DEFINED 1,2,5 716,951 SBA COMMUNICATIONS C COM 78388J10 24,910 1,064,084 SH DEFINED 1,2 1,064,084 SBS TECHNOLOGIES INC COM 78387P10 501 30,934 SH DEFINED 1,6 30,934 SCANA CORP NEW COM 80589M10 109,609 2,793,288 SH DEFINED 1,2,5,7,8,10,12,13,14 2,793,288 SCANSOURCE INC COM 80603710 14,935 247,226 SH DEFINED 1,2,6 247,226 SCBT FINANCIAL CORP COM 78401V10 3,778 107,695 SH DEFINED 1,2,5 107,695 SCHAWK INC CL A 80637310 3,727 143,310 SH DEFINED 1,2 143,310 SCHEIN HENRY INC COM 80640710 64,309 1,343,696 SH DEFINED 1,2,5,6,12,13 1,343,696 SCHERING A G SPONSORED 80658520 1,178 11,332 SH DEFINED 1 11,332 SCHERING PLOUGH CORP COM 80660510 625,187 32,921,915 SH DEFINED 1,2,5,6,10,12,13 32,921,915 SCHICK TECHNOLOGIES COM 80668310 653 13,078 SH DEFINED 1,2 13,078 SCHIFF NUTRITION INT COM 80669310 66 11,000 SH DEFINED 1 11,000 SCHLUMBERGER LTD COM 80685710 1,811,266 14,310,387 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,310,387 SCHNITZER STL INDS CL A 80688210 12,988 303,098 SH DEFINED 1,2,5 303,098 SCHOLASTIC CORP COM 80706610 25,668 959,197 SH DEFINED 1,2,5,13 959,197 SCHOOL SPECIALTY INC COM 80786310 11,802 342,091 SH DEFINED 1,2,5,6 342,091 SCHULMAN A INC COM 80819410 11,038 445,986 SH DEFINED 1,2 445,986 SCHWAB CHARLES CORP COM 80851310 500,377 29,074,759 SH DEFINED 1,2,5,6,7,8,10,12,13,14 29,074,759 SCHWEITZER-MAUDUIT I COM 80854110 4,298 179,101 SH DEFINED 1,2 179,101 SCICLONE PHARMACEUTI COM 80862K10 202 56,695 SH DEFINED 1,5 56,695 SCIENTIFIC GAMES COR CL A 80874P10 25,952 738,728 SH DEFINED 1,2,5 738,728 SCM MICROSYSTEMS INC COM 78401810 61 17,355 SH DEFINED 1 17,355 SCO GROUP INC COM 78403A10 78 18,024 SH DEFINED 1 18,024 SCOLR PHARMA INC COM 78402X10 109 18,200 SH DEFINED 1,5 18,200 SCOTTISH PWR PLC SPON ADR F 81013T70 178,402 4,427,935 SH DEFINED 1 4,427,935 SCOTTISH RE GROUP LT ORD G7885T10 1,299 52,351 SH DEFINED 1,2,5 52,351 SCOTTS MIRACLE GRO C CL A 81018610 46,833 1,023,448 SH DEFINED 1,2,5,6,12,13 1,023,448 SCP POOL CORP COM 78402810 36,261 772,994 SH DEFINED 1,2,5,6 772,994 SCPIE HLDGS INC COM 78402P10 425 17,351 SH DEFINED 1,5 17,351 SCRIPPS E W CO OHIO CL A 81105420 83,492 1,867,420 SH DEFINED 1,2,5,6,10,12,13 1,867,420 SCS TRANSN INC COM 81111T10 7,155 245,775 SH DEFINED 1,2,5 245,775 SEA CONTAINERS LTD CL A 81137170 136 18,840 SH DEFINED 1,5 18,840 SEABOARD CORP COM 81154310 19,028 11,937 SH DEFINED 1,2 11,937 SEABRIGHT INSURANCE COM 81165610 4,175 239,684 SH DEFINED 1,2 239,684 SEACHANGE INTL INC COM 81169910 2,403 309,207 SH DEFINED 1,2,5 309,207 SEACOAST BKG CORP FL COM 81170730 4,729 162,446 SH DEFINED 1,2 162,446 SEACOR HOLDINGS INC COM 81190410 23,314 294,363 SH DEFINED 1,2,5 294,363 SEAGATE TECHNOLOGY SHS G7945J10 63,257 2,402,450 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,402,450 SEALED AIR CORP NEW COM 81211K10 143,951 2,487,481 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,487,481 SEARS HLDGS CORP COM 81235010 731,058 5,545,459 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,545,459 SEATTLE GENETICS INC COM 81257810 1,688 327,099 SH DEFINED 1,2 327,099 SECURE COMPUTING COR COM 81370510 7,229 626,429 SH DEFINED 1,2,5,6 626,429 SECURITY BANK CORP COM 81404710 3,028 119,833 SH DEFINED 1,2 119,833 SEI INVESTMENTS CO COM 78411710 44,211 1,090,829 SH DEFINED 1,2,5,12,13 1,090,829 SELECT COMFORT CORP COM 81616X10 28,329 716,272 SH DEFINED 1,2,5,6 716,272 SELECT SECTOR SPDR T SBI HEALTH 81369Y20 897 28,050 SH DEFINED 5 28,050 SELECT SECTOR SPDR T SBI CONS S 81369Y30 1,271 53,840 SH DEFINED 5 53,840 SELECT SECTOR SPDR T SBI CONS D 81369Y40 2,028 60,241 SH DEFINED 5 60,241 SELECT SECTOR SPDR T SBI INT-EN 81369Y50 2,550 46,870 SH DEFINED 1,5 46,870 SELECT SECTOR SPDR T SBI INT-IN 81369Y70 820 24,250 SH DEFINED 5 24,250 SELECT SECTOR SPDR T SBI INT-UT 81369Y88 740 23,987 SH DEFINED 5 23,987 SELECTICA INC COM 81628810 105 35,748 SH DEFINED 1 35,748 SELECTIVE INS GROUP COM 81630010 25,120 473,967 SH DEFINED 1,2,5 473,967 SEMCO ENERGY INC COM 78412D10 1,891 341,299 SH DEFINED 1,5 341,299 SEMITOOL INC COM 81690910 3,141 276,283 SH DEFINED 1,2,5 276,283 SEMPRA ENERGY COM 81685110 418,024 8,997,502 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,997,502 SEMTECH CORP COM 81685010 23,898 1,335,817 SH DEFINED 1,2,5,13 1,335,817 SENIOR HSG PPTYS TR SH BEN INT 81721M10 14,623 807,893 SH DEFINED 1,2,3 807,893 SENOMYX INC COM 81724Q10 4,853 294,831 SH DEFINED 1,2 294,831 SENSIENT TECHNOLOGIE COM 81725T10 16,712 925,845 SH DEFINED 1,2,5,13 925,845 SEPRACOR INC COM 81731510 80,136 1,641,790 SH DEFINED 1,2,5,6,12,13 1,641,790 SEQUA CORPORATION CL A 81732010 12,535 128,174 SH DEFINED 1,2,13 128,174 SEQUENOM INC COM 81733710 11 13,797 SH DEFINED 1 13,797 SEROLOGICALS CORP COM 81752310 15,160 619,807 SH DEFINED 1,2 619,807 SERVICE CORP INTL COM 81756510 21,424 2,746,651 SH DEFINED 1,2,5 2,746,651 SERVICEMASTER CO COM 81760N10 57,085 4,350,994 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,350,994 SFBC INTL INC COM 78412110 8,204 336,490 SH DEFINED 1,2,6 336,490 SHARPER IMAGE CORP COM 82001310 1,911 149,142 SH DEFINED 1,2 149,142 SHAW COMMUNICATIONS CL B CONV 82028K20 454 19,007 SH DEFINED 1,5 19,007 SHAW GROUP INC COM 82028010 36,349 1,195,700 SH DEFINED 1,2,5,6 1,195,700 SHENANDOAH TELECOMMU COM 82312B10 5,434 120,780 SH DEFINED 1,2 120,780 SHERWIN WILLIAMS CO COM 82434810 180,174 3,644,292 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,644,292 SHILOH INDS INC COM 82454310 308 15,978 SH DEFINED 1 15,978 SHIP FINANCE INTERNA SHS G8107510 757 44,107 SH DEFINED 1,2,5,7,10,12,14 44,107 SHOE CARNIVAL INC COM 82488910 2,775 111,069 SH DEFINED 1,2,5 111,069 SHORE BANCSHARES INC COM 82510710 208 5,900 SH DEFINED 1,5 5,900 SHUFFLE MASTER INC COM 82554910 31,270 874,925 SH DEFINED 1,2,6 874,925 SHURGARD STORAGE CTR COM 82567D10 55,739 836,538 SH DEFINED 1,2,3,5 836,538 SI INTL INC COM 78427V10 4,104 116,764 SH DEFINED 1,2 116,764 SIEMENS A G SPONSORED 82619750 12,474 133,884 SH DEFINED 1,2 133,884 SIERRA BANCORP COM 82620P10 1,635 63,452 SH DEFINED 1,2 63,452 SIERRA HEALTH SVCS I COM 82632210 35,666 876,314 SH DEFINED 1,2,5,6,12 876,314 SIERRA PAC RES NEW COM 82642810 51,836 3,753,477 SH DEFINED 1,2,5,13 3,753,477 SIGMA ALDRICH CORP COM 82655210 135,699 2,062,615 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,062,615 SIGMA DESIGNS INC COM 82656510 236 16,200 SH DEFINED 1,5 16,200 SIGMATEL INC COM 82661W10 9,762 1,116,971 SH DEFINED 1,2 1,116,971 SIGNATURE BK NEW YOR COM 82669G10 5,824 178,693 SH DEFINED 1,2 178,693 SILGAN HOLDINGS INC COM 82704810 31,527 784,851 SH DEFINED 1,2 784,851 SILICON IMAGE INC COM 82705T10 11,448 1,110,387 SH DEFINED 1,2,5 1,110,387 SILICON LABORATORIES COM 82691910 64,251 1,169,260 SH DEFINED 1,2,5,13 1,169,260 SILICON STORAGE TECH COM 82705710 5,248 1,198,183 SH DEFINED 1,2,5 1,198,183 SILICONWARE PRECISIO SPONSD ADR 82708486 533 82,602 SH DEFINED 1 82,602 SILVERLEAF RESORTS I COM 82839510 125 41,700 SH DEFINED 1,2 41,700 SIMMONS 1ST NATL COR CL A $1 PA 82873020 9,324 313,303 SH DEFINED 1,2 313,303 SIMON PPTY GROUP INC COM 82880610 614,495 7,303,241 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 7,303,241 SIMON PPTY GROUP INC PFD CONV I 82880680 470 6,763 SH DEFINED 1,5 6,763 SIMPSON MANUFACTURIN COM 82907310 27,448 633,892 SH DEFINED 1,2,5,6 633,892 SINCLAIR BROADCAST G CL A 82922610 11,772 1,444,431 SH DEFINED 1,2 1,444,431 SINOPEC SHANGHAI PET SPON ADR H 82935M10 358 6,291 SH DEFINED 1 6,291 SIRENZA MICRODEVICES COM 82966T10 119 12,622 SH DEFINED 1 12,622 SIRF TECHNOLOGY HLDG COM 82967H10 15,989 450,895 SH DEFINED 1,2 450,895 SIRIUS SATELLITE RAD COM 82966U10 79,917 15,762,760 SH DEFINED 1,2,5,7,8,10,12,13,14 15,762,760 SIRNA THERAPEUTICS I COM 82966910 91 13,437 SH DEFINED 1 13,437 SIRVA INC COM 82967Y10 3,299 386,726 SH DEFINED 1,2 386,726 SITEL CORP COM 82980K10 197 46,861 SH DEFINED 1 46,861 SIX FLAGS INC COM 83001P10 13,992 1,374,423 SH DEFINED 1,2,5 1,374,423 SIZELER PPTY INVS IN COM 83013710 3,851 260,907 SH DEFINED 1,2,3,5 260,907 SJW CORP COM 78430510 5,647 210,314 SH DEFINED 1,2 210,314 SK TELECOM LTD SPONSORED 78440P10 15,093 639,808 SH DEFINED 1,2,4 639,808 SKECHERS U S A INC CL A 83056610 11,953 479,454 SH DEFINED 1,2 479,454 SKY FINL GROUP INC COM 83080P10 24,113 909,940 SH DEFINED 1,2,5 909,940 SKYLINE CORP COM 83083010 4,903 118,495 SH DEFINED 1,2,6 118,495 SKYWEST INC COM 83087910 28,447 971,876 SH DEFINED 1,2,5,6 971,876 SKYWORKS SOLUTIONS I COM 83088M10 19,615 2,893,085 SH DEFINED 1,2,5,6 2,893,085 SL GREEN RLTY CORP COM 78440X10 91,673 903,186 SH DEFINED 1,2,3,5 903,186 SLM CORP COM 78442P10 549,284 10,575,349 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,575,349 SM&A COM 78465D10 174 26,731 SH DEFINED 1 26,731 SMART & FINAL INC COM 83168310 2,794 170,477 SH DEFINED 1,2 170,477 SMITH & NEPHEW PLC SPDN ADR N 83175M20 340 7,612 SH DEFINED 1 7,612 SMITH A O COM 83186520 19,932 377,509 SH DEFINED 1,2,6 377,509 SMITH INTL INC COM 83211010 172,182 4,419,446 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,419,446 SMITHFIELD FOODS INC COM 83224810 46,211 1,575,024 SH DEFINED 1,2,5,12,13 1,575,024 SMUCKER J M CO COM NEW 83269640 30,593 770,601 SH DEFINED 1,2,5,6,12,13 770,601 SMURFIT-STONE CONTAI COM 83272710 47,320 3,487,111 SH DEFINED 1,2,5,7,8,10,12,13,14 3,487,111 SNAP ON INC COM 83303410 61,117 1,603,286 SH DEFINED 1,2,5,6,10,12,13 1,603,286 SOCIEDAD QUIMICA MIN SPON ADR S 83363510 996 8,773 SH DEFINED 1,2,5,7 8,773 SOCKET COMMUNICATION COM 83367210 29 21,600 SH DEFINED 1 21,600 SODEXHO ALLIANCE SA SPONSORED 83379210 281 5,915 SH DEFINED 1 5,915 SOHU COM INC COM 83408W10 10,768 403,440 SH DEFINED 1,2 403,440 SOLECTRON CORP COM 83418210 110,273 27,568,128 SH DEFINED 1,2,5,6,7,8,10,12,13,14 27,568,128 SOMANETICS CORP COM NEW 83444540 2,975 134,752 SH DEFINED 1,2 134,752 SOMERA COMMUNICATION COM 83445810 9 22,100 SH DEFINED 1 22,100 SONIC AUTOMOTIVE INC CL A 83545G10 14,433 519,924 SH DEFINED 1,2,5,6 519,924 SONIC CORP COM 83545110 30,121 857,416 SH DEFINED 1,2,5,6 857,416 SONIC INNOVATIONS IN COM 83545M10 113 22,580 SH DEFINED 1 22,580 SONIC SOLUTIONS COM 83546010 5,470 302,069 SH DEFINED 1,2,5,6 302,069 SONICWALL INC COM 83547010 9,000 1,269,358 SH DEFINED 1,2,5 1,269,358 SONOCO PRODS CO COM 83549510 130,725 3,859,596 SH DEFINED 1,2,5,6,12,13 3,859,596 SONOSITE INC COM 83568G10 8,176 201,187 SH DEFINED 1,2 201,187 SONUS NETWORKS INC COM 83591610 17,357 3,167,342 SH DEFINED 1,2,5 3,167,342 SONUS PHARMACEUTICAL COM 83569210 88 14,700 SH DEFINED 1 14,700 SONY CORP ADR NEW 83569930 2,079 45,127 SH DEFINED 1 45,127 SOTHEBYS HLDGS INC CL A 83589810 41,227 1,419,655 SH DEFINED 1,2,13 1,419,655 SOUND FED BANCORP IN COM 83607V10 2,803 136,140 SH DEFINED 1,2,5 136,140 SOURCE INTERLINK COS COM NEW 83615120 4,827 423,399 SH DEFINED 1,2 423,399 SOURCECORP COM 83616710 6,534 271,019 SH DEFINED 1,2,5,6 271,019 SOUTH FINL GROUP INC COM 83784110 19,279 737,235 SH DEFINED 1,2,5 737,235 SOUTH JERSEY INDS IN COM 83851810 14,702 539,134 SH DEFINED 1,2 539,134 SOUTHERN CO COM 84258710 747,658 22,815,316 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,815,316 SOUTHERN COPPER CORP COM 84265V10 45,728 541,286 SH DEFINED 1,2,5,7 541,286 SOUTHERN UN CO NEW COM 84403010 23,999 966,516 SH DEFINED 1,2,5 966,516 SOUTHSIDE BANCSHARES COM 84470P10 2,494 123,283 SH DEFINED 1,2 123,283 SOUTHWEST AIRLS CO COM 84474110 310,770 17,274,598 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,274,598 SOUTHWEST BANCORP IN COM 84476710 5,369 241,407 SH DEFINED 1,2 241,407 SOUTHWEST GAS CORP COM 84489510 14,728 526,956 SH DEFINED 1,2,5 526,956 SOUTHWEST WTR CO COM 84533110 4,457 279,600 SH DEFINED 1,2 279,600 SOUTHWESTERN ENERGY COM 84546710 80,322 2,495,233 SH DEFINED 1,2,5,6,12,13 2,495,233 SOVEREIGN BANCORP IN COM 84590510 197,247 9,002,617 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,002,617 SOVRAN SELF STORAGE COM 84610H10 21,978 398,158 SH DEFINED 1,2,3,5 398,158 SPANISH BROADCASTING CL A 84642588 2,750 497,226 SH DEFINED 1,2 497,226 SPANSION INC COM CL A 84649R10 1,404 94,860 SH DEFINED 1,2 94,860 SPARTAN MTRS INC COM 84681910 142 12,350 SH DEFINED 1,2 12,350 SPARTAN STORES INC COM 84682210 4,061 318,547 SH DEFINED 1,2 318,547 SPARTECH CORP COM NEW 84722020 11,391 474,617 SH DEFINED 1,2 474,617 SPATIALIGHT INC COM 84724810 1,433 404,823 SH DEFINED 1,2,5 404,823 SPDR TR UNIT SER 1 78462F10 39,313 302,806 SH DEFINED 1,5,6,13 302,806 SPECTRALINK CORP COM 84758010 3,176 253,037 SH DEFINED 1,2 253,037 SPECTRANETICS CORP COM 84760C10 396 33,500 SH DEFINED 1 33,500 SPECTRUM BRANDS INC COM 84762L10 14,104 649,364 SH DEFINED 1,2,6 649,364 SPECTRUM CTL INC COM 84761510 141 17,200 SH DEFINED 1 17,200 SPEEDWAY MOTORSPORTS COM 84778810 7,926 207,444 SH DEFINED 1,2 207,444 SPHERION CORP COM 84842010 17,030 1,637,488 SH DEFINED 1,2,5,6 1,637,488 SPHERIX INC COM 84842R10 50 18,099 SH DEFINED 1 18,099 SPIRENT PLC SPONS ADR 84856M20 55 17,553 SH DEFINED 1 17,553 SPIRIT FIN CORP COM 84856830 12,605 1,033,163 SH DEFINED 1,2,3 1,033,163 SPORT CHALET INC CL A 84916320 103 13,713 SH DEFINED 1 13,713 SPORTS AUTH INC NEW COM 84917U10 12,481 338,246 SH DEFINED 1,2 338,246 SPORTSMANS GUIDE INC COM NEW 84890720 343 12,950 SH DEFINED 1,2 12,950 SPRINT NEXTEL CORP COM FON 85206110 2,152,923 83,317,467 SH DEFINED 1,2,5,6,7,8,10,12,13,14 83,317,467 SPSS INC COM 78462K10 9,822 310,225 SH DEFINED 1,2,5,6 310,225 SPX CORP COM 78463510 73,038 1,367,234 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,367,234 SRA INTL INC CL A 78464R10 20,147 533,980 SH DEFINED 1,2,13 533,980 SRS LABS INC COM 78464M10 102 16,900 SH DEFINED 1 16,900 SSA GLOBAL TECHNOLOG COM 78465P10 1,593 99,402 SH DEFINED 1,2 99,402 ST JOE CO COM 79014810 57,046 907,793 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 907,793 ST JUDE MED INC COM 79084910 441,635 10,771,575 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,771,575 ST MARY LD & EXPL CO COM 79222810 41,791 1,023,530 SH DEFINED 1,2,5,12 1,023,530 ST PAUL TRAVELERS IN COM 79286010 834,311 19,964,373 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,964,373 STAAR SURGICAL CO COM PAR $0 85231230 239 26,689 SH DEFINED 1 26,689 STAGE STORES INC COM NEW 85254C30 17,664 593,732 SH DEFINED 1,2,5,6 593,732 STAMPS COM INC COM NEW 85285720 8,156 231,317 SH DEFINED 1,2 231,317 STANCORP FINL GROUP COM 85289110 57,198 1,057,076 SH DEFINED 1,2,5,13 1,057,076 STANDARD MICROSYSTEM COM 85362610 8,270 318,338 SH DEFINED 1,2,6 318,338 STANDARD MTR PRODS I COM 85366610 2,030 228,631 SH DEFINED 1,2,6 228,631 STANDARD PAC CORP NE COM 85375C10 32,484 966,217 SH DEFINED 1,2,5,6 966,217 STANDARD REGISTER CO COM 85388710 4,751 306,509 SH DEFINED 1,2,6 306,509 STANDEX INTL CORP COM 85423110 6,117 193,214 SH DEFINED 1,2,5,6 193,214 STANLEY FURNITURE IN COM NEW 85430520 6,212 212,379 SH DEFINED 1,2,5 212,379 STANLEY WKS COM 85461610 120,335 2,375,338 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,375,338 STAPLES INC COM 85503010 541,369 21,213,509 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,213,509 STAR GAS PARTNERS L UNIT LTD P 85512C10 101 36,300 SH DEFINED 1,5 36,300 STAR SCIENTIFIC INC COM 85517P10 914 292,080 SH DEFINED 1,2,5 292,080 STARBUCKS CORP COM 85524410 750,815 19,952,565 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,952,565 STARTEK INC COM 85569C10 4,235 179,743 SH DEFINED 1,2,6 179,743 STARWOOD HOTELS&RESO PAIRED CTF 85590A20 407,469 6,016,077 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 6,016,077 STATE AUTO FINL CORP COM 85570710 11,353 336,783 SH DEFINED 1,2 336,783 STATE BANCORP INC N. COM 85571610 1,930 126,194 SH DEFINED 1,2 126,194 STATE NATIONAL BANCS COM 85712410 1,080 39,618 SH DEFINED 1,2 39,618 STATE STR CORP COM 85747710 858,670 14,209,329 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,209,329 STATION CASINOS INC COM 85768910 41,515 523,051 SH DEFINED 1,2,5,12 523,051 STATOIL ASA SPONSORED 85771P10 13,195 463,320 SH DEFINED 1 463,320 STEAK N SHAKE CO COM 85787310 9,900 469,174 SH DEFINED 1,2,6 469,174 STEEL DYNAMICS INC COM 85811910 49,353 869,970 SH DEFINED 1,2,13 869,970 STEEL TECHNOLOGIES I COM 85814710 5,120 210,712 SH DEFINED 1,2 210,712 STEELCASE INC CL A 85815520 11,392 632,882 SH DEFINED 1,2,5 632,882 STEIN MART INC COM 85837510 10,756 617,437 SH DEFINED 1,2,5,6 617,437 STEINER LEISURE LTD ORD P8744Y10 957 23,625 SH DEFINED 1,2,5 23,625 STEINWAY MUSICAL INS COM 85849510 4,920 152,713 SH DEFINED 1,2 152,713 STELLENT INC COM 85856W10 4,239 357,421 SH DEFINED 1,2,5 357,421 STEMCELLS INC COM 85857R10 2,784 777,550 SH DEFINED 1,2,5 777,550 STEPAN CO COM 85858610 2,083 70,496 SH DEFINED 1,2,5 70,496 STEPHAN CO COM 85860310 35 10,099 SH DEFINED 1 10,099 STEREOTAXIS INC COM 85916J10 2,182 173,016 SH DEFINED 1,2 173,016 STERICYCLE INC COM 85891210 54,498 805,947 SH DEFINED 1,2,5,6,12,13 805,947 STERIS CORP COM 85915210 35,105 1,422,399 SH DEFINED 1,2,5,13 1,422,399 STERLING BANCORP COM 85915810 5,169 250,924 SH DEFINED 1,2 250,924 STERLING BANCSHARES COM 85890710 10,732 594,561 SH DEFINED 1,2 594,561 STERLING FINL CORP COM 85931710 9,917 454,081 SH DEFINED 1,2 454,081 STERLING FINL CORP W COM 85931910 15,989 551,358 SH DEFINED 1,2 551,358 STEWART & STEVENSON COM 86034210 15,333 420,308 SH DEFINED 1,2,6 420,308 STEWART ENTERPRISES CL A 86037010 11,390 1,994,756 SH DEFINED 1,2,5 1,994,756 STEWART INFORMATION COM 86037210 14,483 307,633 SH DEFINED 1,2 307,633 STEWART W P & CO LTD COM G8492210 421 19,952 SH DEFINED 1,2,5 19,952 STIFEL FINL CORP COM 86063010 4,763 109,057 SH DEFINED 1,2 109,057 STILLWATER MNG CO COM 86074Q10 15,483 940,657 SH DEFINED 1,2,5 940,657 STONE ENERGY CORP COM 86164210 17,531 397,262 SH DEFINED 1,2,5 397,262 STONERIDGE INC COM 86183P10 98 17,979 SH DEFINED 1 17,979 STORA ENSO CORP SPON ADR R 86210M10 666 43,390 SH DEFINED 1 43,390 STRATAGENE CORP COM 86269H10 1,070 97,306 SH DEFINED 1 97,306 STRATASYS INC COM 86268510 3,759 127,509 SH DEFINED 1,2,5 127,509 STRATEGIC HOTELS & R COM 86272T10 34,342 1,475,155 SH DEFINED 1,2,3 1,475,155 STRATEX NETWORKS INC COM 86279T10 822 133,612 SH DEFINED 1,5 133,612 STRATTEC SEC CORP COM 86311110 2,134 57,219 SH DEFINED 1,2,5 57,219 STRAYER ED INC COM 86323610 21,115 206,486 SH DEFINED 1,2 206,486 STREETTRACKS SER TR DJ WL LG C 86330E20 2,278 31,119 SH DEFINED 1 31,119 STRIDE RITE CORP COM 86331410 10,070 695,435 SH DEFINED 1,2,5,6 695,435 STRYKER CORP COM 86366710 333,781 7,527,759 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,527,759 STUDENT LN CORP COM 86390210 10,505 45,084 SH DEFINED 1,2,5,12 45,084 STURM RUGER & CO INC COM 86415910 2,924 366,431 SH DEFINED 1,2,6 366,431 SUEZ SPONSORED 86468610 492 12,480 SH DEFINED 1 12,480 SUFFOLK BANCORP COM 86473910 6,310 181,853 SH DEFINED 1,2 181,853 SUMMIT BANCSHARES IN COM 86601110 2,305 119,605 SH DEFINED 1,2 119,605 SUMMIT FINANCIAL GRO COM 86606G10 1,352 67,109 SH DEFINED 1,2 67,109 SUMTOTAL SYS INC COM 86661510 78 15,391 SH DEFINED 1 15,391 SUN BANCORP INC COM 86663B10 3,112 159,569 SH DEFINED 1,2 159,569 SUN COMMUNITIES INC COM 86667410 14,086 398,474 SH DEFINED 1,2,3,5 398,474 SUN HYDRAULICS CORP COM 86694210 1,544 72,235 SH DEFINED 1,2 72,235 SUN LIFE FINL INC COM 86679610 7,071 166,143 SH DEFINED 1,5 166,143 SUN MICROSYSTEMS INC COM 86681010 452,064 88,121,645 SH DEFINED 1,2,5,6,7,8,10,12,13,14 88,121,645 SUNAIR SERVICES CORP COM 86701710 56 11,100 SH DEFINED 1 11,100 SUNCOM WIRELESS HLDG CL A 86722Q10 25 12,801 SH DEFINED 1,5 12,801 SUNCOR ENERGY INC COM 86722910 518 6,722 SH DEFINED 1 6,722 SUNLINK HEALTH SYSTE COM 86737U10 137 13,400 SH DEFINED 1 13,400 SUNOCO INC COM 86764P10 793,751 10,232,708 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,232,708 SUNOCO LOGISTICS PRT COM UNITS 86764L10 533 12,704 SH DEFINED 1,2 12,704 SUNPOWER CORP COM CL A 86765210 3,819 100,091 SH DEFINED 1,2 100,091 SUNRISE SENIOR LIVIN COM 86768K10 25,659 658,440 SH DEFINED 1,2,6 658,440 SUNSTONE HOTEL INVS COM 86789210 29,297 1,011,284 SH DEFINED 1,2,3 1,011,284 SUNTECH PWR HLDGS CO ADR 86800C10 2,036 55,055 SH DEFINED 1,2,7 55,055 SUNTERRA CORP COM NEW 86787D20 3,500 245,127 SH DEFINED 1,2,5 245,127 SUNTRON CORP COM 86789P10 44 19,385 SH DEFINED 1 19,385 SUNTRUST BKS INC COM 86791410 763,631 10,495,201 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,495,201 SUPERGEN INC COM 86805910 3,452 607,756 SH DEFINED 1,2,5 607,756 SUPERIOR ENERGY SVCS COM 86815710 27,827 1,038,691 SH DEFINED 1,2 1,038,691 SUPERIOR ESSEX INC COM 86815V10 7,663 301,230 SH DEFINED 1,2 301,230 SUPERIOR INDS INTL I COM 86816810 8,053 415,953 SH DEFINED 1,2,5,6 415,953 SUPERIOR UNIFORM GP COM 86835810 121 11,004 SH DEFINED 1 11,004 SUPERIOR WELL SVCS I COM 86837X10 1,985 68,270 SH DEFINED 1,2 68,270 SUPERTEX INC COM 86853210 8,703 231,348 SH DEFINED 1,2,6 231,348 SUPERVALU INC COM 86853610 160,935 5,221,787 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,221,787 SUPPORTSOFT INC COM 86858710 2,294 517,883 SH DEFINED 1,2,5 517,883 SUPREME INDS INC CL A 86860710 146 19,692 SH DEFINED 1 19,692 SUREWEST COMMUNICATI COM 86873310 5,159 213,906 SH DEFINED 1,2,5 213,906 SURMODICS INC COM 86887310 10,389 293,796 SH DEFINED 1,2,6 293,796 SUSQUEHANNA BANCSHAR COM 86909910 16,763 650,499 SH DEFINED 1,2,5 650,499 SVB FINL GROUP COM 78486Q10 35,225 663,990 SH DEFINED 1,2,5,8,13 663,990 SWIFT ENERGY CO COM 87073810 19,568 522,380 SH DEFINED 1,2,5 522,380 SWIFT TRANSN CO COM 87075610 17,760 817,304 SH DEFINED 1,2,5,13 817,304 SWISSCOM AG SPONSORED 87101310 627 19,383 SH DEFINED 1 19,383 SWS GROUP INC COM 78503N10 10,652 407,359 SH DEFINED 1,2 407,359 SYBASE INC COM 87113010 45,012 2,131,250 SH DEFINED 1,2,5,6,7,10,12,13,14 2,131,250 SYBRON DENTAL SPECIA COM 87114210 27,754 672,979 SH DEFINED 1,2,5,6 672,979 SYCAMORE NETWORKS IN COM 87120610 14,246 3,031,109 SH DEFINED 1,2,5,8 3,031,109 SYKES ENTERPRISES IN COM 87123710 7,641 538,856 SH DEFINED 1,2 538,856 SYMANTEC CORP COM 87150310 416,198 24,729,545 SH DEFINED 1,2,5,6,7,10,12,13,14 24,729,545 SYMBION INC DEL COM 87150710 5,969 263,552 SH DEFINED 1,2 263,552 SYMBOL TECHNOLOGIES COM 87150810 68,666 6,490,199 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,490,199 SYMMETRICOM INC COM 87154310 5,891 689,033 SH DEFINED 1,2,5,6 689,033 SYMMETRY MED INC COM 87154620 2,644 124,660 SH DEFINED 1,2 124,660 SYMS CORP COM 87155110 2,367 157,821 SH DEFINED 1,2 157,821 SYMYX TECHNOLOGIES COM 87155S10 12,665 456,565 SH DEFINED 1,2,5 456,565 SYNAGRO TECHNOLOGIES COM NEW 87156220 351 70,200 SH DEFINED 1 70,200 SYNAPTICS INC COM 87157D10 11,641 529,384 SH DEFINED 1,2,5,6 529,384 SYNGENTA AG SPONSORED 87160A10 1,256 44,687 SH DEFINED 1 44,687 SYNIVERSE HLDGS INC COM 87163F10 9,204 582,501 SH DEFINED 1,2 582,501 SYNNEX CORP COM 87162W10 2,050 110,436 SH DEFINED 1,2 110,436 SYNOPSYS INC COM 87160710 94,847 4,243,736 SH DEFINED 1,2,5,7,8,10,12,13,14 4,243,736 SYNOVUS FINL CORP COM 87161C10 213,872 7,894,864 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,894,864 SYNPLICITY INC COM 87160Y10 153 23,699 SH DEFINED 1 23,699 SYNTEL INC COM 87162H10 1,590 84,056 SH DEFINED 1,2 84,056 SYNTROLEUM CORP COM 87163010 4,084 493,850 SH DEFINED 1,2,5 493,850 SYPRIS SOLUTIONS INC COM 87165510 779 82,631 SH DEFINED 1,2 82,631 SYSCO CORP COM 87182910 523,041 16,319,527 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,319,527 SYSTEMAX INC COM 87185110 915 126,679 SH DEFINED 1,2 126,679 T-3 ENERGY SRVCS INC COM 87306E10 377 23,800 SH DEFINED 1,2 23,800 TAIWAN GREATER CHINA SH BEN INT 87403710 170 30,000 SH DEFINED 7 30,000 TAIWAN SEMICONDUCTOR SPONSORED 87403910 97,729 9,714,589 SH DEFINED 1,2,4,5,7,8 9,714,589 TAKE-TWO INTERACTIVE COM 87405410 16,675 893,596 SH DEFINED 1,2,5,6 893,596 TAL INTL GROUP INC COM 87408310 2,671 110,777 SH DEFINED 1,2 110,777 TALBOTS INC COM 87416110 9,646 358,983 SH DEFINED 1,2,5 358,983 TALEO CORP CL A 87424N10 752 57,645 SH DEFINED 1 57,645 TALK AMERICA HLDGS I COM NEW 87426R20 4,654 545,584 SH DEFINED 1,2 545,584 TALX CORP COM 87491810 18,026 632,932 SH DEFINED 1,2,5,6 632,932 TAM SA SP ADR REP 87484D10 7,544 400,400 SH DEFINED 1,2,7 400,400 TANGER FACTORY OUTLE COM 87546510 28,319 823,001 SH DEFINED 1,2,3,5 823,001 TANOX INC COM 87588Q10 8,958 461,257 SH DEFINED 1,2 461,257 TARGET CORP COM 87612E10 3,996,804 76,846,845 SH DEFINED 1,2,5,6,7,8,10,12,13,14 76,846,845 TARGETED GENETICS CO COM 87612M10 20 46,114 SH DEFINED 1 46,114 TARRAGON CORP COM 87628710 3,135 157,555 SH DEFINED 1,2,5 157,555 TASER INTL INC COM 87651B10 8,986 848,578 SH DEFINED 1,2,5 848,578 TATA MTRS LTD SPONSORED 87656850 413 19,840 SH DEFINED 2,5 19,840 TAUBMAN CTRS INC COM 87666410 55,353 1,328,362 SH DEFINED 1,2,3,5 1,328,362 TAYLOR CAP GROUP INC COM 87685110 4,727 120,625 SH DEFINED 1,2 120,625 TC PIPELINES LP UT COM LTD 87233Q10 788 23,171 SH DEFINED 1,2,5 23,171 TCF FINL CORP COM 87227510 62,624 2,431,999 SH DEFINED 1,2,5,7,8,10,12,13,14 2,431,999 TD AMERITRADE HLDG C COM 87236Y10 70,051 3,356,543 SH DEFINED 1,2,5,12 3,356,543 TD BANKNORTH INC COM 87235A10 47,384 1,614,460 SH DEFINED 1,2,5,7,8,10,12,13,14 1,614,460 TDC A/S SPONSORED 87236N10 595 19,004 SH DEFINED 1 19,004 TDK CORP AMERN DEP 87235140 540 7,201 SH DEFINED 1 7,201 TEAM INC COM 87815510 356 10,700 SH DEFINED 1 10,700 TECH DATA CORP COM 87823710 37,041 1,003,553 SH DEFINED 1,2,5,13 1,003,553 TECH OPS SEVCON INC COM 87829310 79 12,400 SH DEFINED 1 12,400 TECHNE CORP COM 87837710 53,236 885,207 SH DEFINED 1,2,5,6,12,13 885,207 TECHNICAL OLYMPIC US COM 87848310 4,133 203,107 SH DEFINED 1,2 203,107 TECHNITROL INC COM 87855510 16,177 674,586 SH DEFINED 1,2,5,6 674,586 TECHNOLOGY INVT CAP COM 87871730 1,952 134,264 SH DEFINED 1,2 134,264 TECHNOLOGY RESH CORP COM NEW 87872730 94 12,900 SH DEFINED 1 12,900 TECO ENERGY INC COM 87237510 93,313 5,788,635 SH DEFINED 1,2,5,6,10,12,13 5,788,635 TECUMSEH PRODS CO CL A 87889520 11,032 449,725 SH DEFINED 1,2,5,13 449,725 TEEKAY SHIPPING MARS COM Y8564W10 3,960 106,826 SH DEFINED 1,2,5,12 106,826 TEGAL CORP COM 87900810 6 11,400 SH DEFINED 1 11,400 TEJON RANCH CO DEL COM 87908010 5,399 110,478 SH DEFINED 1,2 110,478 TEKELEC COM 87910110 14,063 1,016,872 SH DEFINED 1,2,5,8 1,016,872 TEKTRONIX INC COM 87913110 73,014 2,044,636 SH DEFINED 1,2,5,6,10,12,13 2,044,636 TELE NORTE LESTE PAR SPON ADR P 87924610 24,341 1,459,287 SH DEFINED 1,2,4,5 1,459,287 TELECOM ARGENTINA S SPON ADR R 87927320 3,276 241,950 SH DEFINED 1,2,5,7 241,950 TELECOMMUNICATION SY CL A 87929J10 114 44,385 SH DEFINED 1,5 44,385 TELEDYNE TECHNOLOGIE COM 87936010 21,622 607,365 SH DEFINED 1,2,5,6 607,365 TELEFLEX INC COM 87936910 59,351 828,582 SH DEFINED 1,2,5,13 828,582 TELEFONICA MOVILES S SPONSORED 87938V10 208 16,176 SH DEFINED 1 16,176 TELEFONICA S A SPONSORED 87938220 14,694 312,833 SH DEFINED 1,2 312,833 TELEFONOS DE MEXICO SPON ADR O 87940378 6,153 273,710 SH DEFINED 1,2 273,710 TELEPHONE & DATA SYS COM 87943310 82,641 2,095,361 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,095,361 TELEPHONE & DATA SYS SPL COM 87943386 10,793 285,915 SH DEFINED 1,2,5,6,7,8,10,12,13,14 285,915 TELETECH HOLDINGS IN COM 87993910 11,211 1,009,059 SH DEFINED 1,2 1,009,059 TELIK INC COM 87959M10 14,978 773,665 SH DEFINED 1,2 773,665 TELKONET INC COM 87960410 1,824 429,059 SH DEFINED 1,2 429,059 TELLABS INC COM 87966410 220,207 13,849,478 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,849,478 TELSTRA CORP LTD SPON ADR F 87969N20 168 12,551 SH DEFINED 1 12,551 TELULAR CORP COM NEW 87970T20 75 23,100 SH DEFINED 1 23,100 TEMPLE INLAND INC COM 87986810 264,955 5,947,373 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,947,373 TEMPUR PEDIC INTL IN COM 88023U10 7,834 553,628 SH DEFINED 1,2 553,628 TENARIS S A SPONSORED 88031M10 54,426 301,244 SH DEFINED 1,2,5,7 301,244 TENET HEALTHCARE COR COM 88033G10 85,406 11,572,667 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,572,667 TENNANT CO COM 88034510 7,325 140,000 SH DEFINED 1,2 140,000 TENNECO INC COM 88034910 13,037 601,060 SH DEFINED 1,2,5 601,060 TEPPCO PARTNERS L P UT LTD PAR 87238410 3,508 96,655 SH DEFINED 1,2,5 96,655 TERADYNE INC COM 88077010 79,140 5,102,530 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,102,530 TERAYON COMMUNICATIO COM 88077510 1,737 949,389 SH DEFINED 1,2,5 949,389 TERCICA INC COM 88078L10 888 132,556 SH DEFINED 1,2 132,556 TEREX CORP NEW COM 88077910 104,224 1,315,293 SH DEFINED 1,2,5,8,10 1,315,293 TERNIUM SA SPON ADR 88089010 13,426 473,566 SH DEFINED 1,2,7 473,566 TERRA INDS INC COM 88091510 9,453 1,340,887 SH DEFINED 1,2 1,340,887 TERREMARK WORLDWIDE COM NEW 88144820 2,858 336,239 SH DEFINED 1,2,5 336,239 TESORO CORP COM 88160910 74,594 1,091,517 SH DEFINED 1,2,5,8,10,12 1,091,517 TESSERA TECHNOLOGIES COM 88164L10 19,015 592,744 SH DEFINED 1,2 592,744 TETRA TECH INC NEW COM 88162G10 20,544 1,076,152 SH DEFINED 1,2,5,6 1,076,152 TETRA TECHNOLOGIES I COM 88162F10 21,418 455,318 SH DEFINED 1,2 455,318 TEVA PHARMACEUTICAL ADR 88162420 43,916 1,066,452 SH DEFINED 1,2,5,7 1,066,452 TEXAS CAPITAL BANCSH COM 88224Q10 6,813 283,876 SH DEFINED 1,2 283,876 TEXAS INDS INC COM 88249110 26,175 432,710 SH DEFINED 1,2,5 432,710 TEXAS INSTRS INC COM 88250810 1,572,450 48,427,784 SH DEFINED 1,2,5,6,7,8,10,12,13,14 48,427,784 TEXAS REGL BANCSHARE CL A VTG 88267310 25,331 858,959 SH DEFINED 1,2,5,13 858,959 TEXAS ROADHOUSE INC CL A 88268110 10,235 598,891 SH DEFINED 1,2 598,891 TEXTRON INC COM 88320310 385,297 4,125,675 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,125,675 THERAGENICS CORP COM 88337510 172 54,381 SH DEFINED 1,6 54,381 THERAVANCE INC COM 88338T10 2,514 89,666 SH DEFINED 1,2 89,666 THERMA-WAVE INC COM 88343A10 46 28,168 SH DEFINED 1 28,168 THERMO ELECTRON CORP COM 88355610 163,799 4,416,245 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,416,245 THERMOGENESIS CORP COM NEW 88362320 2,380 587,746 SH DEFINED 1,2,5 587,746 THIRD WAVE TECHNOLOG COM 88428W10 61 19,464 SH DEFINED 1 19,464 THOMAS & BETTS CORP COM 88431510 53,241 1,036,220 SH DEFINED 1,2,5,6,12,13 1,036,220 THOMAS PPTYS GROUP I COM 88445310 196 14,400 SH DEFINED 1 14,400 THOMSON SPONSORED 88511810 259 13,170 SH DEFINED 1 13,170 THOMSON CORP COM 88490310 1,217 32,563 SH DEFINED 7 32,563 THOR INDS INC COM 88516010 39,350 737,447 SH DEFINED 1,2,5,13 737,447 THORATEC CORP COM NEW 88517530 15,387 798,481 SH DEFINED 1,2,5 798,481 THORNBURG MTG INC COM 88521810 23,814 880,038 SH DEFINED 1,2,5 880,038 THQ INC COM NEW 87244340 24,338 940,045 SH DEFINED 1,2,5,6 940,045 THRESHOLD PHARMACEUT COM 88580710 1,557 103,885 SH DEFINED 1,2 103,885 TIBCO SOFTWARE INC COM 88632Q10 24,589 2,941,243 SH DEFINED 1,2,5 2,941,243 TIDEWATER INC COM 88642310 47,922 867,674 SH DEFINED 1,2,5,6,12,13 867,674 TIER TECHNOLOGIES IN CL B 88650Q10 195 24,164 SH DEFINED 1 24,164 TIERONE CORP COM 88650R10 11,465 337,693 SH DEFINED 1,2 337,693 TIFFANY & CO NEW COM 88654710 139,214 3,708,417 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,708,417 TIM PARTICIPACOES S SPONS ADR 88706P10 61,333 1,656,295 SH DEFINED 1,2,4,5,7 1,656,295 TIMBERLAND CO CL A 88710010 38,707 1,130,780 SH DEFINED 1,2,5,6,12,13 1,130,780 TIME WARNER INC COM 88731710 2,227,673 132,678,572 SH DEFINED 1,2,5,6,7,8,10,12,13,14 132,678,572 TIME WARNER TELECOM CL A 88731910 21,260 1,184,419 SH DEFINED 1,2,5 1,184,419 TIMKEN CO COM 88738910 41,623 1,289,840 SH DEFINED 1,2,5,8,13 1,289,840 TITAN INTL INC ILL COM 88830M10 3,252 188,430 SH DEFINED 1,2 188,430 TITAN PHARMACEUTICAL COM 88831410 98 29,117 SH DEFINED 1 29,117 TITANIUM METALS CORP COM NEW 88833920 16,829 346,640 SH DEFINED 1,2,5 346,640 TIVO INC COM 88870610 4,687 648,302 SH DEFINED 1,2 648,302 TJX COS INC NEW COM 87254010 316,883 12,767,247 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,767,247 TNS INC COM 87296010 3,096 146,187 SH DEFINED 1,2 146,187 TNT N V SPONSORED 87260W10 357 10,330 SH DEFINED 1 10,330 TODCO CL A 88889T10 41,266 1,047,105 SH DEFINED 1,2 1,047,105 TODD SHIPYARDS CORP COM 88903910 229 7,360 SH DEFINED 1 7,360 TOLL BROTHERS INC COM 88947810 74,914 2,163,261 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,163,261 TOLLGRADE COMMUNICAT COM 88954210 402 27,036 SH DEFINED 1,6 27,036 TOMKINS PLC SPONSORED 89003020 241 10,220 SH DEFINED 1 10,220 TOMPKINSTRUSTCO INC COM 89011010 5,158 107,132 SH DEFINED 1,2,5 107,132 TOO INC COM 89033310 26,579 773,758 SH DEFINED 1,2,5,6 773,758 TOOTSIE ROLL INDS IN COM 89051610 15,513 530,009 SH DEFINED 1,2,5,6,13 530,009 TOPPS INC COM 89078610 4,330 493,685 SH DEFINED 1,2 493,685 TORCHMARK CORP COM 89102710 170,255 2,981,699 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,981,699 TOREADOR RES CORP COM 89105010 5,950 191,263 SH DEFINED 1,2 191,263 TORO CO COM 89109210 75,371 1,578,457 SH DEFINED 1,2,5,6,10,12 1,578,457 TORONTO DOMINION BK COM NEW 89116050 2,044 36,703 SH DEFINED 1 36,703 TOTAL S A SPONSORED 89151E10 32,373 245,750 SH DEFINED 1,2 245,750 TOTAL SYS SVCS INC COM 89190610 12,900 647,585 SH DEFINED 1,2,5,12 647,585 TOWER GROUP INC COM 89177710 5,293 229,125 SH DEFINED 1,2 229,125 TOWN & CTRY TR SH BEN INT 89208110 17,069 420,514 SH DEFINED 1,2,3 420,514 TOYOTA MOTOR CORP SP ADR REP 89233130 5,831 53,544 SH DEFINED 1,2 53,544 TRACTOR SUPPLY CO COM 89235610 40,933 617,019 SH DEFINED 1,2,5,6 617,019 TRADESTATION GROUP I COM 89267P10 3,688 266,855 SH DEFINED 1,2,5 266,855 TRAFFIX INC COM 89272110 106 18,400 SH DEFINED 1 18,400 TRAMMELL CROW CO COM 89288R10 27,258 764,383 SH DEFINED 1,2 764,383 TRANS WORLD ENTMT CO COM 89336Q10 4,031 723,702 SH DEFINED 1,2 723,702 TRANSACT TECHNOLOGIE COM 89291810 116 12,261 SH DEFINED 1 12,261 TRANSACTION SYS ARCH COM 89341610 27,176 870,733 SH DEFINED 1,2,13 870,733 TRANSALTA CORP COM 89346D10 344 17,996 SH DEFINED 1,7 17,996 TRANSATLANTIC HLDGS COM 89352110 16,360 279,901 SH DEFINED 1,2,5,12 279,901 TRANSCAT INC COM 89352910 105 19,200 SH DEFINED 1 19,200 TRANSMERIDIAN EXPL I COM 89376N10 321 59,500 SH DEFINED 1,5 59,500 TRANSMETA CORP DEL COM 89376R10 587 290,447 SH DEFINED 1,5 290,447 TRANSMONTAIGNE INC COM 89393410 11,049 1,126,312 SH DEFINED 1,2,5 1,126,312 TRANSOCEAN INC ORD G9007810 795,872 9,911,238 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,911,238 TRANSPORTADORA DE GA SPON ADR B 89387020 599 118,177 SH DEFINED 1,5 118,177 TRANSWITCH CORP COM 89406510 3,310 1,272,930 SH DEFINED 1,2,5 1,272,930 TRAVELZOO INC COM 89421Q10 809 41,307 SH DEFINED 1,2 41,307 TRC COS INC COM 87262510 4,235 313,005 SH DEFINED 1 313,005 TREDEGAR CORP COM 89465010 6,227 391,359 SH DEFINED 1,2,6 391,359 TREEHOUSE FOODS INC COM 89469A10 11,167 420,589 SH DEFINED 1,2,5,6 420,589 TREND MICRO INC SPONS ADR 89486M20 6,608 189,617 SH DEFINED 1 189,617 TREX INC COM 89531P10 4,950 156,139 SH DEFINED 1,2 156,139 TRI CONTL CORP COM 89543610 2,178 107,618 SH DEFINED 5,12 107,618 TRI VY CORP COM 89573510 2,041 256,098 SH DEFINED 1,2,5 256,098 TRIAD GTY INC COM 89592510 5,814 123,956 SH DEFINED 1,2 123,956 TRIAD HOSPITALS INC COM 89579K10 61,080 1,457,750 SH DEFINED 1,2,5,7,8,10,12,13,14 1,457,750 TRIARC COS INC CL B SER 1 89592730 13,539 774,547 SH DEFINED 1,2,6 774,547 TRIBUNE CO NEW COM 89604710 189,992 6,926,414 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,926,414 TRICO BANCSHARES COM 89609510 4,546 160,514 SH DEFINED 1,2 160,514 TRICO MARINE SERVICE COM NEW 89610620 559 17,300 SH DEFINED 1,2 17,300 TRIDENT MICROSYSTEMS COM 89591910 19,509 671,323 SH DEFINED 1,2,5 671,323 TRIMBLE NAVIGATION L COM 89623910 22,498 499,407 SH DEFINED 1,2,5,6,12 499,407 TRIMERIS INC COM 89626310 3,806 281,724 SH DEFINED 1,2,5 281,724 TRINITY INDS INC COM 89652210 44,961 826,649 SH DEFINED 1,2,5,13 826,649 TRIPATH IMAGING INC COM 89694210 3,949 565,776 SH DEFINED 1,2,5 565,776 TRIPLE CROWN MEDIA I COM 89675K10 529 89,737 SH DEFINED 1,2 89,737 TRIQUINT SEMICONDUCT COM 89674K10 12,647 2,570,566 SH DEFINED 1,2,5,13 2,570,566 TRIUMPH GROUP INC NE COM 89681810 11,679 263,874 SH DEFINED 1,2,6 263,874 TRIZEC PROPERTIES IN COM 89687P10 46,344 1,801,174 SH DEFINED 1,2,3,5,12 1,801,174 TRIZETTO GROUP INC COM 89688210 20,342 1,156,450 SH DEFINED 1,2 1,156,450 TRM CORP COM 87263610 921 136,837 SH DEFINED 1,2 136,837 TRONOX INC CL A 89705110 3,618 213,298 SH DEFINED 1,2 213,298 TRUE RELIGION APPARE COM 89784N10 312 16,900 SH DEFINED 1 16,900 TRUMP ENTMT RESORTS COM 89816T10 454 24,522 SH DEFINED 1 24,522 TRUSTCO BK CORP N Y COM 89834910 12,202 1,002,652 SH DEFINED 1,2,5 1,002,652 TRUSTMARK CORP COM 89840210 21,196 669,910 SH DEFINED 1,2,5 669,910 TRUSTREET PPTYS INC COM 89840410 13,181 867,747 SH DEFINED 1,2,3,5 867,747 TRW AUTOMOTIVE HLDGS COM 87264S10 11,441 491,039 SH DEFINED 1,2,5 491,039 TTM TECHNOLOGIES IN COM 87305R10 11,073 764,206 SH DEFINED 1,2 764,206 TUESDAY MORNING CORP COM NEW 89903550 11,049 478,521 SH DEFINED 1,2,5,6 478,521 TUMBLEWEED COMMUNICA COM 89969010 131 43,919 SH DEFINED 1,5 43,919 TUPPERWARE BRANDS CO COM 89989610 22,455 1,090,577 SH DEFINED 1,2,5,13 1,090,577 TURBOCHEF TECHNOLOGI COM NEW 90000620 2,030 166,381 SH DEFINED 1,2,5 166,381 TURKCELL ILETISIM HI SPON ADR N 90011120 2,575 154,496 SH DEFINED 1,2,4 154,496 TUT SYSTEMS COM 90110310 57 18,418 SH DEFINED 1 18,418 TWEETER HOME ENTMT G COM 90116710 215 27,419 SH DEFINED 1 27,419 TWIN DISC INC COM 90147610 311 5,700 SH DEFINED 1 5,700 TXU CORP COM 87316810 833,389 18,619,062 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,619,062 TYCO INTL LTD NEW COM 90212410 1,294,882 48,172,692 SH DEFINED 1,2,5,6,7,8,10,12,13,14 48,172,692 TYLER TECHNOLOGIES I COM 90225210 5,201 472,783 SH DEFINED 1,2,5 472,783 TYSON FOODS INC CL A 90249410 94,207 6,856,427 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,856,427 U S AIRWAYS GROUP IN COM 90341W10 2,639 65,979 SH DEFINED 1,2 65,979 U S B HLDG INC COM 90291010 3,755 163,692 SH DEFINED 1,2 163,692 U S CONCRETE INC COM 90333L10 1,065 73,660 SH DEFINED 1,2,5 73,660 U S G CORP COM NEW 90329340 48,560 511,378 SH DEFINED 1,2,5,7,10,14 511,378 U S PHYSICAL THERAPY COM 90337L10 4,720 275,864 SH DEFINED 1,2,5 275,864 U S SHIPPING PARTNER COM UNIT 90341710 269 11,603 SH DEFINED 1,2 11,603 U S XPRESS ENTERPRIS CL A 90338N10 2,084 107,037 SH DEFINED 1,2 107,037 U STORE IT TR COM 91274F10 19,288 957,237 SH DEFINED 1,2,3 957,237 UAL CORP COM NEW 90254980 3,704 92,752 SH DEFINED 1,2 92,752 UAP HLDG CORP COM 90344110 15,792 734,491 SH DEFINED 1,2 734,491 UBIQUITEL INC COM 90347430 10,188 1,008,734 SH DEFINED 1,2,5 1,008,734 UBS AG NAMEN AKT H8920M85 91,809 834,858 SH DEFINED 1,2 834,858 UCBH HOLDINGS INC COM 90262T30 27,857 1,472,331 SH DEFINED 1,2,5 1,472,331 UGI CORP NEW COM 90268110 33,756 1,602,106 SH DEFINED 1,2,5 1,602,106 UICI COM 90273710 21,140 571,503 SH DEFINED 1,2,5 571,503 UIL HLDG CORP COM 90274810 12,926 246,923 SH DEFINED 1,2,5 246,923 ULTICOM INC COM 90384410 2,106 195,873 SH DEFINED 1,2,5 195,873 ULTIMATE SOFTWARE GR COM 90385D10 6,936 268,305 SH DEFINED 1,2 268,305 ULTRA PETROLEUM CORP COM 90391410 48,364 776,184 SH DEFINED 1,2,5,7,8,10,12,13,14 776,184 ULTRALIFE BATTERIES COM 90389910 2,225 173,146 SH DEFINED 1,2 173,146 ULTRATECH INC COM 90403410 8,922 364,454 SH DEFINED 1,2,6 364,454 UMB FINL CORP COM 90278810 22,798 324,619 SH DEFINED 1,2,5 324,619 UMPQUA HLDGS CORP COM 90421410 17,884 627,506 SH DEFINED 1,2,5 627,506 UNDER ARMOUR INC CL A 90431110 4,353 134,339 SH DEFINED 1,2 134,339 UNIBANCO-UNIAO DE BA GDR REP PF 90458E10 66,862 904,639 SH DEFINED 1,2,4,5,7 904,639 UNICA CORP COM 90458310 477 41,120 SH DEFINED 1 41,120 UNIFI INC COM 90467710 286 85,508 SH DEFINED 1 85,508 UNIFIRST CORP MASS COM 90470810 6,297 189,547 SH DEFINED 1,2,5 189,547 UNILEVER N V N Y SHS NE 90478470 726 10,493 SH DEFINED 1 10,493 UNILEVER PLC SPON ADR N 90476770 1,445 35,178 SH DEFINED 1 35,178 UNION BANKSHARES COR COM 90539910 5,148 112,614 SH DEFINED 1,2 112,614 UNION DRILLING INC COM 90653P10 1,046 71,575 SH DEFINED 1,2 71,575 UNION PAC CORP COM 90781810 620,760 6,649,815 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,649,815 UNIONBANCAL CORP COM 90890610 59,698 850,882 SH DEFINED 1,2,5,7,8,10,12,13,14 850,882 UNISOURCE ENERGY COR COM 90920510 15,902 521,385 SH DEFINED 1,2,5 521,385 UNISYS CORP COM 90921410 62,274 9,038,322 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,038,322 UNIT CORP COM 90921810 26,053 467,327 SH DEFINED 1,2,5,6,12 467,327 UNITED AUTO GROUP IN COM 90944010 16,946 394,103 SH DEFINED 1,2 394,103 UNITED BANKSHARES IN COM 90990710 22,595 590,401 SH DEFINED 1,2,5 590,401 UNITED CAPITAL CORP COM 90991210 943 37,900 SH DEFINED 1,2 37,900 UNITED CMNTY BKS BLA CAP STK 90984P10 12,048 428,002 SH DEFINED 1,2 428,002 UNITED CMNTY FINL CO COM 90983910 8,139 671,555 SH DEFINED 1,2,5 671,555 UNITED DOMINION REAL COM 91019710 89,997 3,153,379 SH DEFINED 1,2,3,5,13 3,153,379 UNITED FINANCIAL BAN COM 91030R10 814 67,630 SH DEFINED 1 67,630 UNITED FIRE & CAS CO COM 91033110 7,256 220,535 SH DEFINED 1,2 220,535 UNITED GUARDIAN INC COM 91057110 137 14,000 SH DEFINED 1 14,000 UNITED INDL CORP COM 91067110 9,536 156,503 SH DEFINED 1,2 156,503 UNITED MICROELECTRON SPONSORED 91087320 3,269 958,670 SH DEFINED 1 958,670 UNITED NAT FOODS INC COM 91116310 29,446 842,037 SH DEFINED 1,2,6 842,037 UNITED ONLINE INC COM 91126810 16,557 1,287,484 SH DEFINED 1,2,5 1,287,484 UNITED PANAM FINANCI COM 91130110 1,930 62,473 SH DEFINED 1,2 62,473 UNITED PARCEL SERVIC CL B 91131210 2,082,569 26,235,435 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,235,435 UNITED RENTALS INC COM 91136310 49,579 1,437,077 SH DEFINED 1,2,5,13 1,437,077 UNITED RETAIL GROUP COM 91138010 399 21,300 SH DEFINED 1,2 21,300 UNITED SEC BANCSHARE SHS 91145910 1,685 62,888 SH DEFINED 1,2 62,888 UNITED STATES CELLUL COM 91168410 11,193 188,559 SH DEFINED 1,2,5 188,559 UNITED STATES STL CO COM 91290910 219,337 3,614,645 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,614,645 UNITED STATIONERS IN COM 91300410 39,234 738,867 SH DEFINED 1,2,5,6 738,867 UNITED SURGICAL PART COM 91301630 25,834 729,581 SH DEFINED 1,2,6 729,581 UNITED TECHNOLOGIES COM 91301710 6,182,917 106,657,177 SH DEFINED 1,2,5,6,7,8,10,12,13,14 106,657,177 UNITED THERAPEUTICS COM 91307C10 23,718 357,842 SH DEFINED 1,2 357,842 UNITED UTILS PLC SPONSORED 91311Q10 847 34,946 SH DEFINED 1 34,946 UNITEDHEALTH GROUP I COM 91324P10 2,187,334 39,157,438 SH DEFINED 1,2,5,6,7,8,10,12,13,14 39,157,438 UNITIL CORP COM 91325910 232 8,884 SH DEFINED 1,2 8,884 UNITRIN INC COM 91327510 46,832 1,006,927 SH DEFINED 1,2,5,10,12,13 1,006,927 UNIVERSAL AMERN FINL COM 91337710 5,403 350,845 SH DEFINED 1,2 350,845 UNIVERSAL COMPRESSIO COM 91343110 20,037 395,447 SH DEFINED 1,2 395,447 UNIVERSAL CORP VA COM 91345610 26,118 710,299 SH DEFINED 1,2,5,13 710,299 UNIVERSAL DISPLAY CO COM 91347P10 4,103 285,355 SH DEFINED 1,2 285,355 UNIVERSAL ELECTRS IN COM 91348310 2,995 169,217 SH DEFINED 1,2,5 169,217 UNIVERSAL FST PRODS COM 91354310 21,223 334,268 SH DEFINED 1,2,6 334,268 UNIVERSAL HEALTH RLT SH BEN INT 91359E10 6,053 165,704 SH DEFINED 1,2,3 165,704 UNIVERSAL HLTH SVCS CL B 91390310 42,900 844,660 SH DEFINED 1,2,5,7,10,12,13,14 844,660 UNIVERSAL TECHNICAL COM 91391510 10,937 363,361 SH DEFINED 1,2,6 363,361 UNIVERSAL TRUCKLOAD COM 91388P10 1,167 46,603 SH DEFINED 1,2 46,603 UNIVEST CORP PA COM 91527110 3,255 127,867 SH DEFINED 1,2 127,867 UNIVISION COMMUNICAT CL A 91490610 210,354 6,102,511 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,102,511 UNUMPROVIDENT CORP COM 91529Y10 277,370 13,543,434 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,543,434 UPM KYMMENE CORP SPONSORED 91543610 696 29,490 SH DEFINED 1 29,490 UQM TECHNOLOGIES INC COM 90321310 83 18,576 SH DEFINED 1 18,576 URBAN OUTFITTERS INC COM 91704710 43,534 1,774,021 SH DEFINED 1,2,5,6,12,13 1,774,021 UROLOGIX INC COM 91727310 68 19,209 SH DEFINED 1 19,209 URS CORP NEW COM 90323610 31,827 790,722 SH DEFINED 1,2,6 790,722 URSTADT BIDDLE PPTYS COM 91728610 201 11,570 SH DEFINED 1 11,570 URSTADT BIDDLE PPTYS CL A 91728620 7,636 424,214 SH DEFINED 1,2,3 424,214 US BANCORP DEL COM NEW 90297330 1,644,650 53,922,956 SH DEFINED 1,2,5,6,7,8,10,12,13,14 53,922,956 US LEC CORP CL A 90331S10 36 13,600 SH DEFINED 1 13,600 USA MOBILITY INC COM 90341G10 11,103 389,838 SH DEFINED 1,2 389,838 USA TRUCK INC COM 90292510 1,627 66,074 SH DEFINED 1,2 66,074 USANA HEALTH SCIENCE COM 90328M10 14,195 340,233 SH DEFINED 1,2,6 340,233 USEC INC COM 90333E10 19,874 1,649,286 SH DEFINED 1,2,5 1,649,286 USI HLDGS CORP COM 90333H10 9,355 579,990 SH DEFINED 1,2 579,990 UST INC COM 90291110 170,741 4,104,344 SH DEFINED 1,2,5,6,8,10,12,13 4,104,344 UTAH MED PRODS INC COM 91748810 358 11,200 SH DEFINED 1,2 11,200 UTI WORLDWIDE INC ORD G8721010 2,048 64,811 SH DEFINED 1,2,5 64,811 UTSTARCOM INC COM 91807610 11,493 1,827,195 SH DEFINED 1,2,5,13 1,827,195 V F CORP COM 91820410 152,785 2,685,142 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,685,142 VA SOFTWARE CORP COM 91819B10 454 94,845 SH DEFINED 1,5 94,845 VAALCO ENERGY INC COM NEW 91851C20 416 62,500 SH DEFINED 1 62,500 VAIL RESORTS INC COM 91879Q10 24,018 628,404 SH DEFINED 1,2 628,404 VALASSIS COMMUNICATI COM 91886610 29,710 1,011,565 SH DEFINED 1,2,5,13 1,011,565 VALEANT PHARMACEUTIC COM 91911X10 24,781 1,563,448 SH DEFINED 1,2,5,13 1,563,448 VALENCE TECHNOLOGY I COM 91891410 1,729 694,407 SH DEFINED 1,2,5 694,407 VALERO ENERGY CORP N COM 91913Y10 1,242,930 20,791,742 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,791,742 VALERO L P COM UT LTD 91913W10 2,811 55,496 SH DEFINED 1,2,5 55,496 VALHI INC NEW COM 91890510 1,661 93,841 SH DEFINED 1,2 93,841 VALLEY NATL BANCORP COM 91979410 24,793 967,717 SH DEFINED 1,2,5,12 967,717 VALMONT INDS INC COM 92025310 14,901 354,440 SH DEFINED 1,2,6 354,440 VALOR COMMUNICATIONS COM 92025510 6,922 525,962 SH DEFINED 1,2 525,962 VALSPAR CORP COM 92035510 44,072 1,581,342 SH DEFINED 1,2,5,6,12,13 1,581,342 VALUE LINE INC COM 92043710 832 22,483 SH DEFINED 1,2 22,483 VALUECLICK INC COM 92046N10 19,480 1,151,323 SH DEFINED 1,2,5 1,151,323 VALUEVISION MEDIA IN CL A 92047K10 5,005 391,649 SH DEFINED 1,2 391,649 VARIAN INC COM 92220610 26,496 643,431 SH DEFINED 1,2,5,13 643,431 VARIAN MED SYS INC COM 92220P10 155,675 2,771,983 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,771,983 VARIAN SEMICONDUCTOR COM 92220710 22,972 818,078 SH DEFINED 1,2,5,6 818,078 VASCO DATA SEC INTL COM 92230Y10 2,344 286,523 SH DEFINED 1,2 286,523 VCA ANTECH INC COM 91819410 32,948 1,156,896 SH DEFINED 1,2,5,6,12,13 1,156,896 VECTOR GROUP LTD COM 92240M10 12,724 667,581 SH DEFINED 1,2,5 667,581 VECTREN CORP COM 92240G10 30,995 1,174,925 SH DEFINED 1,2,5,13 1,174,925 VEECO INSTRS INC DEL COM 92241710 8,824 377,901 SH DEFINED 1,2,5,6 377,901 VENTANA MED SYS INC COM 92276H10 17,394 416,428 SH DEFINED 1,2 416,428 VENTAS INC COM 92276F10 41,980 1,265,233 SH DEFINED 1,2,3,5,10 1,265,233 VENTIV HEALTH INC COM 92279310 12,383 372,761 SH DEFINED 1,2,6 372,761 VEOLIA ENVIRONNEMENT SPONSORED 92334N10 340 6,120 SH DEFINED 1 6,120 VERIFONE HLDGS INC COM 92342Y10 9,675 319,424 SH DEFINED 1,2 319,424 VERINT SYS INC COM 92343X10 5,691 160,902 SH DEFINED 1,2 160,902 VERISIGN INC COM 92343E10 167,162 6,967,997 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,967,997 VERITAS DGC INC COM 92343P10 40,533 892,988 SH DEFINED 1,2,5 892,988 VERIZON COMMUNICATIO COM 92343V10 2,986,957 87,696,909 SH DEFINED 1,2,5,6,7,8,10,12,13,14 87,696,909 VERSO TECHNOLOGIES I COM NEW 92531720 74 45,124 SH DEFINED 1,5 45,124 VERTEX PHARMACEUTICA COM 92532F10 78,866 2,155,392 SH DEFINED 1,2,5,6,8,12,13 2,155,392 VERTRUE INC COM 92534N10 16,051 383,994 SH DEFINED 1,2,6 383,994 VIACELL INC COM 92554J10 639 116,050 SH DEFINED 1 116,050 VIACOM INC NEW CL A 92553P10 1,617 41,710 SH DEFINED 1,5,13 41,710 VIACOM INC NEW CL B 92553P20 801,573 20,659,106 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,659,106 VIAD CORP COM NEW 92552R40 12,118 353,513 SH DEFINED 1,2,5,6 353,513 VIASAT INC COM 92552V10 9,442 329,577 SH DEFINED 1,2,5,6 329,577 VIASYS HEALTHCARE IN COM NEW 92553Q20 18,859 626,955 SH DEFINED 1,2,5,6 626,955 VICAL INC COM 92560210 125 20,235 SH DEFINED 1 20,235 VICON INDS INC COM 92581110 60 18,700 SH DEFINED 1 18,700 VICOR CORP COM 92581510 9,888 501,161 SH DEFINED 1,2,6 501,161 VIEWPOINT CORP COM 92672P10 30 21,847 SH DEFINED 1 21,847 VIGNETTE CORP COM NEW 92673440 5,477 371,344 SH DEFINED 1,2,5 371,344 VIISAGE TECHNOLOGY I COM NEW 92675K20 3,069 175,287 SH DEFINED 1,2 175,287 VINA CONCHA Y TORO S SPONSORED 92719110 583 19,799 SH DEFINED 1,2,5,7 19,799 VINEYARD NATL BANCOR COM 92742610 2,694 91,944 SH DEFINED 1,2 91,944 VION PHARMACEUTICALS COM 92762410 181 80,131 SH DEFINED 1,5 80,131 VIRAGE LOGIC CORP COM 92763R10 1,319 122,198 SH DEFINED 1,2 122,198 VIRCO MFG CO COM 92765110 77 14,761 SH DEFINED 1 14,761 VIRGINIA COMM BANCOR COM 92778Q10 4,363 121,375 SH DEFINED 1,2 121,375 VIRGINIA FINL GROUP COM 92781010 5,759 143,912 SH DEFINED 1,2 143,912 VIROPHARMA INC COM 92824110 1,096 86,293 SH DEFINED 1,2,5 86,293 VISHAY INTERTECHNOLO COM 92829810 34,553 2,426,504 SH DEFINED 1,2,5,13 2,426,504 VISTACARE INC CL A 92839Y10 2,676 172,619 SH DEFINED 1,2,5 172,619 VISTAPRINT LIMITED SHS G9376220 325 10,893 SH DEFINED 1,2 10,893 VISTEON CORP COM 92839U10 8,514 1,850,841 SH DEFINED 1,2,5,6,8 1,850,841 VITAL IMAGES INC COM 92846N10 5,411 158,764 SH DEFINED 1,2,5 158,764 VITAL SIGNS INC COM 92846910 12,429 226,272 SH DEFINED 1,2,6 226,272 VITESSE SEMICONDUCTO COM 92849710 13,894 3,880,900 SH DEFINED 1,2,5,8 3,880,900 VITRIA TECHNOLOGY COM NEW 92849Q40 45 15,548 SH DEFINED 1 15,548 VIVENDI UNIVERSAL SPON ADR N 92851S20 2,070 60,529 SH DEFINED 1 60,529 VIVUS INC COM 92855110 135 40,400 SH DEFINED 1,5 40,400 VNUS MED TECHNOLOGIE COM 92856610 1,953 257,306 SH DEFINED 1 257,306 VODAFONE GROUP PLC N SPONSORED 92857W10 8,599 411,417 SH DEFINED 1,2 411,417 VOLCOM INC COM 92864N10 2,493 70,164 SH DEFINED 1,2 70,164 VOLT INFORMATION SCI COM 92870310 4,393 143,764 SH DEFINED 1,2,5,6 143,764 VOLTERRA SEMICONDUCT COM 92870810 3,343 175,127 SH DEFINED 1,2 175,127 VOLVO AKTIEBOLAGET ADR B 92885640 933 20,023 SH DEFINED 1 20,023 VORNADO RLTY TR SH BEN INT 92904210 421,445 4,390,053 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 4,390,053 VULCAN MATLS CO COM 92916010 240,161 2,771,621 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,771,621 W & T OFFSHORE INC COM 92922P10 11,464 284,391 SH DEFINED 1,2 284,391 W HLDG CO INC COM 92925110 13,187 1,675,579 SH DEFINED 1,2,5 1,675,579 W P CAREY & CO LLC COM 92930Y10 966 36,073 SH DEFINED 1,2,5 36,073 WABASH NATL CORP COM 92956610 12,590 637,469 SH DEFINED 1,2,6 637,469 WABTEC CORP COM 92974010 20,750 636,497 SH DEFINED 1,2 636,497 WACHOVIA CORP 2ND NE COM 92990310 2,604,394 46,465,548 SH DEFINED 1,2,5,6,7,8,10,12,13,14 46,465,548 WADDELL & REED FINL CL A 93005910 37,429 1,620,314 SH DEFINED 1,2,5,13 1,620,314 WAL MART STORES INC COM 93114210 3,439,139 72,801,423 SH DEFINED 1,2,5,6,7,8,10,12,13,14 72,801,423 WALGREEN CO COM 93142210 1,156,420 26,812,421 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,812,421 WALTER INDS INC COM 93317Q10 38,332 575,385 SH DEFINED 1,2 575,385 WARNACO GROUP INC COM NEW 93439040 14,881 620,026 SH DEFINED 1,2 620,026 WARNER MUSIC GROUP C COM 93455010 5,959 274,733 SH DEFINED 1,2 274,733 WARREN RES INC COM 93564A10 5,087 341,438 SH DEFINED 1,2 341,438 WASHINGTON FED INC COM 93882410 30,782 1,271,966 SH DEFINED 1,2,5,13 1,271,966 WASHINGTON GROUP INT COM NEW 93886220 22,153 386,002 SH DEFINED 1,2 386,002 WASHINGTON MUT INC COM 93932210 1,169,763 27,446,345 SH DEFINED 1,2,5,6,7,8,10,12,13,14 27,446,345 WASHINGTON POST CO CL B 93964010 89,125 114,741 SH DEFINED 1,2,5,7,8,10,12,13,14 114,741 WASHINGTON REAL ESTA SH BEN INT 93965310 33,634 926,056 SH DEFINED 1,2,3,5 926,056 WASHINGTON TR BANCOR COM 94061010 4,652 165,725 SH DEFINED 1,2 165,725 WASTE CONNECTIONS IN COM 94105310 31,652 795,084 SH DEFINED 1,2,5,6 795,084 WASTE INDUSTRIES USA COM 94105710 1,641 75,722 SH DEFINED 1,2 75,722 WASTE MGMT INC DEL COM 94106L10 704,459 19,956,356 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,956,356 WASTE SERVICES INC D COM 94107510 2,242 711,824 SH DEFINED 1,2 711,824 WATCHGUARD TECHNOLOG COM 94110510 232 45,415 SH DEFINED 1,5 45,415 WATER PIK TECHNOLOGI COM 94113U10 4,317 155,782 SH DEFINED 1,2 155,782 WATERS CORP COM 94184810 174,936 4,054,135 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,054,135 WATSCO INC COM 94262220 27,169 382,396 SH DEFINED 1,2,6 382,396 WATSON PHARMACEUTICA COM 94268310 139,597 4,857,230 SH DEFINED 1,2,5,6,10,12,13 4,857,230 WATSON WYATT WORLDWI CL A 94271210 19,404 595,571 SH DEFINED 1,2,5,6 595,571 WATTS WATER TECHNOLO CL A 94274910 14,335 394,469 SH DEFINED 1,2,6 394,469 WAUSAU PAPER CORP COM 94331510 8,782 619,735 SH DEFINED 1,2 619,735 WAUWATOSA HLDGS INC COM 94348P10 1,297 95,339 SH DEFINED 1,2 95,339 WAVE SYSTEMS CORP CL A 94352610 29 47,821 SH DEFINED 1 47,821 WCI CMNTYS INC COM 92923C10 16,591 596,372 SH DEFINED 1,2 596,372 WD-40 CO COM 92923610 10,499 340,338 SH DEFINED 1,2,6 340,338 WEATHERFORD INTERNAT COM G9508910 371,840 8,127,645 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,127,645 WEBEX COMMUNICATIONS COM 94767L10 16,718 496,534 SH DEFINED 1,2,5,6 496,534 WEBMD HEALTH CORP CL A 94770V10 3,709 89,067 SH DEFINED 1,2 89,067 WEBMETHODS INC COM 94768C10 5,992 711,628 SH DEFINED 1,2 711,628 WEBSENSE INC COM 94768410 34,909 1,265,737 SH DEFINED 1,2,5,6 1,265,737 WEBSIDESTORY INC COM 94768510 2,637 153,398 SH DEFINED 1,2 153,398 WEBSTER FINL CORP CO COM 94789010 35,264 727,697 SH DEFINED 1,2,5,13 727,697 WEIGHT WATCHERS INTL COM 94862610 50,601 984,459 SH DEFINED 1,2,5,6,10,12 984,459 WEINGARTEN RLTY INVS SH BEN INT 94874110 77,170 1,893,735 SH DEFINED 1,2,3,5,12,13 1,893,735 WEIS MKTS INC COM 94884910 8,570 192,291 SH DEFINED 1,2,5 192,291 WELLCARE HEALTH PLAN COM 94946T10 12,202 268,519 SH DEFINED 1,2 268,519 WELLMAN INC COM 94970210 2,763 434,397 SH DEFINED 1,2 434,397 WELLPOINT INC COM 94973V10 1,391,882 17,976,005 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,976,005 WELLS FARGO & CO NEW COM 94974610 3,037,632 47,559,608 SH DEFINED 1,2,5,6,7,8,10,12,13,14 47,559,608 WELLSFORD REAL PPTYS COM NEW 95024020 363 45,839 SH DEFINED 1,2,5 45,839 WENDYS INTL INC COM 95059010 180,827 2,913,738 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,913,738 WERNER ENTERPRISES I COM 95075510 18,123 986,551 SH DEFINED 1,2,5,13 986,551 WESBANCO INC COM 95081010 13,000 396,224 SH DEFINED 1,2 396,224 WESCO FINL CORP COM 95081710 17,341 43,461 SH DEFINED 1,2,5,12 43,461 WESCO INTL INC COM 95082P10 38,140 560,797 SH DEFINED 1,2,5 560,797 WEST BANCORPORATION CAP STK 95123P10 4,204 211,999 SH DEFINED 1,2 211,999 WEST COAST BANCORP O COM 95214510 8,098 289,741 SH DEFINED 1,2 289,741 WEST CORP COM 95235510 24,865 556,764 SH DEFINED 1,2,5 556,764 WEST MARINE INC COM 95423510 2,668 177,744 SH DEFINED 1,2 177,744 WEST PHARMACEUTICAL COM 95530610 14,408 414,969 SH DEFINED 1,2 414,969 WESTAMERICA BANCORPO COM 95709010 31,428 605,316 SH DEFINED 1,2,5,13 605,316 WESTAR ENERGY INC COM 95709T10 28,182 1,354,256 SH DEFINED 1,2,5,13 1,354,256 WESTBANK CORP COM 95711610 441 26,356 SH DEFINED 1 26,356 WESTELL TECHNOLOGIES CL A 95754110 5,429 1,333,811 SH DEFINED 1,2,5 1,333,811 WESTERN ALLIANCE BAN COM 95763810 2,281 61,396 SH DEFINED 1,2 61,396 WESTERN DIGITAL CORP COM 95810210 90,862 4,676,394 SH DEFINED 1,2,5,6,12,13 4,676,394 WESTERN GAS RES INC COM 95825910 46,043 954,251 SH DEFINED 1,2,5,6,12,13 954,251 WESTERN REFNG INC COM 95931910 1,215 56,200 SH DEFINED 1,2 56,200 WESTERN SIERRA BANCO COM 95952210 3,681 81,187 SH DEFINED 1,2 81,187 WESTFIELD FINANCIAL COM 96008D10 1,154 46,703 SH DEFINED 1,2 46,703 WESTLAKE CHEM CORP COM 96041310 14,550 421,126 SH DEFINED 1,2 421,126 WESTMORELAND COAL CO COM 96087810 205 7,800 SH DEFINED 1 7,800 WESTPAC BKG CORP SPONSORED 96121430 1,837 21,617 SH DEFINED 1 21,617 WESTWOOD ONE INC COM 96181510 15,944 1,444,223 SH DEFINED 1,2,5,8,13 1,444,223 WET SEAL INC CL A 96184010 4,031 606,221 SH DEFINED 1,2 606,221 WEYCO GROUP INC COM 96214910 1,909 84,862 SH DEFINED 1,2 84,862 WEYERHAEUSER CO COM 96216610 530,690 7,326,942 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,326,942 WGL HLDGS INC COM 92924F10 54,879 1,804,058 SH DEFINED 1,2,5,6,13 1,804,058 W-H ENERGY SVCS INC COM 92925E10 19,161 430,686 SH DEFINED 1,2,5 430,686 WHEELING PITTSBURGH COM NEW 96314230 2,122 115,551 SH DEFINED 1,2 115,551 WHIRLPOOL CORP COM 96332010 192,945 2,109,383 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,109,383 WHITE ELECTR DESIGNS COM 96380110 3,068 523,490 SH DEFINED 1,5 523,490 WHITE MTNS INS GROUP COM G9618E10 10,891 18,319 SH DEFINED 1,2,5,12 18,319 WHITING PETE CORP NE COM 96638710 19,092 465,782 SH DEFINED 1,2 465,782 WHITNEY HLDG CORP COM 96661210 21,324 601,351 SH DEFINED 1,2,5 601,351 WHOLE FOODS MKT INC COM 96683710 242,143 3,644,539 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,644,539 WILD OATS MARKETS IN COM 96808B10 7,295 358,826 SH DEFINED 1,2 358,826 WILEY JOHN & SONS IN CL A 96822320 33,323 880,405 SH DEFINED 1,2,5,10 880,405 WILLIAMS CLAYTON ENE COM 96949010 7,534 184,125 SH DEFINED 1,2 184,125 WILLIAMS COS INC DEL COM 96945710 357,148 16,696,971 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,696,971 WILLIAMS SCOTSMAN IN COM 96950G10 4,350 173,652 SH DEFINED 1,2 173,652 WILLIAMS SONOMA INC COM 96990410 85,145 2,008,133 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,008,133 WILLIS GROUP HOLDING SHS G9665510 4,355 127,116 SH DEFINED 1,5,12 127,116 WILLOW GROVE BANCORP COM 97111W10 408 23,024 SH DEFINED 1 23,024 WILMINGTON TRUST COR COM 97180710 40,842 942,148 SH DEFINED 1,2,5,13 942,148 WILSHIRE BANCORP INC COM 97186T10 3,488 187,640 SH DEFINED 1,2 187,640 WILSHIRE ENTERPRISES COM 97188910 150 17,686 SH DEFINED 1 17,686 WILSONS THE LEATHER COM 97246310 1,184 303,609 SH DEFINED 1,2 303,609 WIMM BILL DANN FOODS SPONSORED 97263M10 243 8,557 SH DEFINED 1,2,5 8,557 WIND RIVER SYSTEMS I COM 97314910 16,002 1,285,273 SH DEFINED 1,2,5,13 1,285,273 WINDROSE MED PPTYS T COM 97349110 186 12,307 SH DEFINED 1,3 12,307 WINNEBAGO INDS INC COM 97463710 24,430 805,220 SH DEFINED 1,2,6 805,220 WINSTON HOTELS INC COM 97563A10 7,377 648,831 SH DEFINED 1,2,3,5 648,831 WINTHROP RLTY TR SH BEN INT 97639110 124 23,349 SH DEFINED 1 23,349 WINTRUST FINANCIAL C COM 97650W10 20,011 344,003 SH DEFINED 1,2 344,003 WIPRO LTD SPON ADR 1 97651M10 495 33,292 SH DEFINED 2,5 33,292 WIRELESS FACILITIES COM 97653A10 2,946 732,913 SH DEFINED 1,2 732,913 WIRELESS TELECOM GRO COM 97652410 55 18,700 SH DEFINED 1 18,700 WISCONSIN ENERGY COR COM 97665710 80,534 2,013,847 SH DEFINED 1,2,5,7,8,10,12,13,14 2,013,847 WITNESS SYS INC COM 97742410 10,895 428,920 SH DEFINED 1,2 428,920 WJ COMMUNICATIONS IN COM 92928410 59 23,536 SH DEFINED 1 23,536 WMS INDS INC COM 92929710 11,317 375,972 SH DEFINED 1,2,6 375,972 WOLSELEY PLC SPONSORED 97786P10 366 7,362 SH DEFINED 1 7,362 WOLVERINE TUBE INC COM 97809310 129 32,209 SH DEFINED 1,5,6 32,209 WOLVERINE WORLD WIDE COM 97809710 24,449 1,104,768 SH DEFINED 1,2,5,6 1,104,768 WOODHEAD INDS INC COM 97943810 230 13,863 SH DEFINED 1 13,863 WOODWARD GOVERNOR CO COM 98074510 20,358 612,282 SH DEFINED 1,2,5,6 612,282 WORLD ACCEP CORP DEL COM 98141910 8,625 314,771 SH DEFINED 1,2 314,771 WORLD AIR HLDGS INC COM 98142V10 2,932 298,586 SH DEFINED 1,2 298,586 WORLD FUEL SVCS CORP COM 98147510 16,235 401,454 SH DEFINED 1,2 401,454 WORLD WRESTLING ENTM CL A 98156Q10 5,216 308,635 SH DEFINED 1,2 308,635 WORLDGATE COMMUNICAT COM 98156L30 45 22,500 SH DEFINED 1,5 22,500 WORLDSPACE INC CL A 98157910 870 115,170 SH DEFINED 1,2 115,170 WORTHINGTON INDS INC COM 98181110 30,005 1,495,765 SH DEFINED 1,2,5,6,13 1,495,765 WPP GROUP PLC SPON ADR 0 92930940 712 11,863 SH DEFINED 1 11,863 WPS RESOURCES CORP COM 92931B10 30,061 610,754 SH DEFINED 1,2,5,13 610,754 WPT ENTERPRISES INC COM 98211W10 379 51,458 SH DEFINED 1 51,458 WRIGHT EXPRESS CORP COM 98233Q10 21,667 772,453 SH DEFINED 1,2 772,453 WRIGHT MED GROUP INC COM 98235T10 8,483 429,518 SH DEFINED 1,2 429,518 WRIGLEY WM JR CO COM 98252610 289,937 4,530,263 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,530,263 WSFS FINL CORP COM 92932810 8,511 135,464 SH DEFINED 1,2,5 135,464 WYETH COM 98302410 1,683,984 34,707,006 SH DEFINED 1,2,5,6,7,8,10,12,13,14 34,707,006 WYNN RESORTS LTD COM 98313410 45,087 586,688 SH DEFINED 1,2,5,7,8,10,12,13,14 586,688 XANSER CORP COM 98389J10 124 28,000 SH DEFINED 1 28,000 XCEL ENERGY INC COM 98389B10 229,505 12,644,897 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,644,897 XENOPORT INC COM 98411C10 2,536 112,020 SH DEFINED 1,2 112,020 XERIUM TECHNOLOGIES COM 98416J10 1,084 115,430 SH DEFINED 1,2 115,430 XEROX CORP COM 98412110 1,027,999 67,631,502 SH DEFINED 1,2,5,6,7,8,10,12,13,14 67,631,502 XILINX INC COM 98391910 228,141 8,960,745 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,960,745 XL CAP LTD CL A G9825510 249,377 3,889,829 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,889,829 XM SATELLITE RADIO H CL A 98375910 60,760 2,728,355 SH DEFINED 1,2,5,7,8,10,12,13,14 2,728,355 XOMA LTD ORD G9825R10 190 83,041 SH DEFINED 1,5 83,041 X-RITE INC COM 98385710 4,250 320,067 SH DEFINED 1,2,6 320,067 XTO ENERGY INC COM 98385X10 461,886 10,601,011 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,601,011 YAHOO INC COM 98433210 1,022,648 31,700,176 SH DEFINED 1,2,5,6,7,8,10,12,13,14 31,700,176 YANKEE CANDLE INC COM 98475710 16,925 618,380 SH DEFINED 1,2,5 618,380 YARDVILLE NATL BANCO COM 98502110 3,946 107,231 SH DEFINED 1,2 107,231 YOUBET COM INC COM 98741310 84 15,473 SH DEFINED 1 15,473 YOUNG BROADCASTING I CL A 98743410 66 19,415 SH DEFINED 1 19,415 YOUNG INNOVATIONS IN COM 98752010 2,781 76,145 SH DEFINED 1,2 76,145 YRC WORLDWIDE INC COM 98424910 67,806 1,781,550 SH DEFINED 1,2,5,6,7,10,12,13,14 1,781,550 YUM BRANDS INC COM 98849810 508,158 10,400,290 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,400,290 ZALE CORP NEW COM 98885810 30,528 1,089,136 SH DEFINED 1,2,5,6 1,089,136 ZAPATA CORP COM PAR $ 98907060 120 19,760 SH DEFINED 1 19,760 ZEBRA TECHNOLOGIES C CL A 98920710 60,765 1,358,789 SH DEFINED 1,2,5,6,12,13 1,358,789 ZENITH NATL INS CORP COM 98939010 19,908 413,639 SH DEFINED 1,2 413,639 ZHONE TECHNOLOGIES I COM 98950P10 3,422 1,276,707 SH DEFINED 1,2 1,276,707 ZILA INC COM PAR $0 98951320 144 45,000 SH DEFINED 1,5 45,000 ZIMMER HLDGS INC COM 98956P10 434,702 6,430,506 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,430,506 ZIONS BANCORPORATION COM 98970110 228,159 2,757,871 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,757,871 ZIPREALTY INC COM 98974V10 2,310 263,084 SH DEFINED 1 263,084 ZIX CORP COM 98974P10 115 78,865 SH DEFINED 1,5 78,865 ZOLL MED CORP COM 98992210 6,149 233,457 SH DEFINED 1,2 233,457 ZOLTEK COS INC COM 98975W10 3,281 143,538 SH DEFINED 1,2 143,538 ZOMAX INC MINN COM 98992910 31 17,011 SH DEFINED 1 17,011 ZORAN CORP COM 98975F10 13,196 603,086 SH DEFINED 1,2,5 603,086 ZUMIEZ INC COM 98981710 2,500 40,916 SH DEFINED 1,2 40,916 ZYGO CORP COM 98985510 343 20,999 SH DEFINED 1 20,999 ZYMOGENETICS INC COM 98985T10 8,519 394,041 SH DEFINED 1,2 394,041 TOTAL MARKET VALUE 465,622,161