UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: SEPTEMBER 30, 2004
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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
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Address: 225 FRANKLIN STREET
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BOSTON, MASSACHUSETTS 02110
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Form 13F File Number: 28-399
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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
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Title: EXECUTIVE VICE PRESIDENT AND
CORPORATE CONTROLLER
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Phone: 617-664-7902
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Signature, Place, and Date of Signing:
/s/ Pamela D. Gormley Boston, Massachusetts October 28, 2004
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[Signature] [City, State] [Date]
Report Type (Check only one.):
/ / 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
/ / 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
/x/ 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
FORM 13F SUMMARY PAGE
List of Other Managers Reporting for this Manager:
(if there are no entries in this list, omit this section.)
28-03621 Advanced Investment Partners LLC
28-07472 Bel Air Investment Advisors LLC
28-99999 Shott Capital Management, LLC
28-04003 Ariel Capital Management, LLC
28-00096 Capital Guardian Trust Company
28-10372 Philadelphia International Advisors, l.P.
28-02924 Turner Investment partners Inc. (Turner Investment Partners
28-03570 AXA (Alliance Capital Management L.P.)
28-00223 RCM Capital Management LLC
28-00180 Sit Investment Associates Inc.
28-00694 JP Morgan Chase & Co (JP Morgan Fleming Asset Management Limited)
REPORT SUMMARY:
Number of Other Included Managers: 13
--
Form 13F Information Table Entry Total: 3,812
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Form 13F Information Table Value Total: 428,622,780
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(thousands)
List of Other Included Managers:
Provide a numbered list of the names(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other that the manager filing this report. [If there are no entries in this
list, state "NONE" and omit the column headings and list entries.]
1 28- State Street Global Advisors, a division of State Street
Bank and Trust
2 28- SSgA Funds Management, Inc.
3 28- The Tuckerman Group, LLC
4 28- Rexiter Capital Management, Limited
5 28- State Street Global Advisors Limited
6 28- State Street Global Advisors Ltd.
7 28- State Street Global Advisors France S.A.
8 28- State Street Global Advisors, Australia
9 28- State Street Global Investment GmbH
10 28- State Street Global Advisors (Japan) Co., Ltd.
12 28- State Street Global Advisors Asia Limited
13 28- State Street Global Advisors GbmH
14 28- SSgA Japan, a division of State Street Trust &
Banking Co., Ltd.
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION
-------------- -------- ----- --------- ---------- --- ---- ----------
1 800 FLOWERS COM CL A 68243Q10 3,203 385,870 SH DEFINED
1-800 CONTACTS INC COM 68197710 1,210 79,539 SH DEFINED
1ST SOURCE CORP COM 33690110 5,397 210,480 SH DEFINED
21ST CENTY INS GROUP COM 90130N10 5,600 419,484 SH DEFINED
24/7 REAL MEDIA INC COM NEW 90131420 847 221,049 SH DEFINED
3COM CORP COM 88553510 22,041 5,223,025 SH DEFINED
3M CO COM 88579Y10 5,017,146 62,737,847 SH DEFINED
4 KIDS ENTMT INC COM 35086510 4,078 201,879 SH DEFINED
7-ELEVEN INC COM NEW 81782620 9,288 464,854 SH DEFINED
8X8 INC NEW COM 28291410 71 18,800 SH DEFINED
99 CENTS ONLY STORES COM 65440K10 14,274 1,003,069 SH DEFINED
A C MOORE ARTS & CRA COM 00086T10 4,965 200,786 SH DEFINED
A D C TELECOMMUNICAT COM 00088610 42,450 23,452,863 SH DEFINED
A S V INC COM 00196310 5,013 133,935 SH DEFINED
AAIPHARMA INC COM 00252W10 54 34,628 SH DEFINED
AAON INC COM PAR $0 00036020 2,615 150,268 SH DEFINED
AAR CORP COM 00036110 6,628 532,383 SH DEFINED
AARON RENTS INC COM 00253520 13,216 607,354 SH DEFINED
AASTROM BIOSCIENCES COM 00253U10 22 23,700 SH DEFINED
ABAXIS INC COM 00256710 3,285 252,532 SH DEFINED
ABB LTD SPONSORED 00037520 344 56,253 SH DEFINED
ABBOTT LABS COM 00282410 1,925,642 45,458,962 SH DEFINED
ABC BANCORP COM 00040010 3,220 159,662 SH DEFINED
ABERCROMBIE & FITCH CL A 00289620 89,796 2,850,663 SH DEFINED
ABGENIX INC COM 00339B10 12,842 1,302,446 SH DEFINED
ABIOMED INC COM 00365410 1,608 181,652 SH DEFINED
ABITIBI-CONSOLIDATED COM 00392410 276 43,717 SH DEFINED
ABLE LABORATORIES IN COM NEW 00371N40 4,940 257,836 SH DEFINED
ABM INDS INC COM 00095710 11,415 566,512 SH DEFINED
ABN AMRO HLDG NV SPONSORED 00093710 1,887 82,915 SH DEFINED
ACACIA RESH CORP ACACIA TCH 00388130 73 17,683 SH DEFINED
ACADIA RLTY TR COM SH BEN 00423910 12,845 870,860 SH DEFINED
ACCELRYS INC COM 00430U10 2,503 383,842 SH DEFINED
ACCENTURE LTD BERMUD CL A G1150G11 50,478 1,866,104 SH DEFINED
ACCREDITED HOME LEND COM 00437P10 8,753 227,241 SH DEFINED
ACCREDO HEALTH INC COM 00437V10 11,967 507,706 SH DEFINED
ACE CASH EXPRESS INC COM 00440310 3,190 122,487 SH DEFINED
ACE LTD ORD G0070K10 325,005 8,112,954 SH DEFINED
ACETO CORP COM 00444610 3,269 226,999 SH DEFINED
ACLARA BIOSCIENCES I COM 00461P10 107 27,114 SH DEFINED
ACME COMMUNICATION I COM 00463110 260 43,678 SH DEFINED
ACME UTD CORP COM 00481610 155 16,900 SH DEFINED
ACTEL CORP COM 00493410 5,690 374,344 SH DEFINED
ACTION PERFORMANCE C COM 00493310 2,524 249,165 SH DEFINED
ACTIVCARD CORP COM 00506J10 6,065 987,786 SH DEFINED
ACTIVE POWER INC COM 00504W10 40 14,554 SH DEFINED
ACTIVISION INC NEW COM NEW 00493020 25,630 1,847,890 SH DEFINED
ACTUANT CORP CL A NEW 00508X20 15,160 367,883 SH DEFINED
ACTUATE CORP COM 00508B10 2,260 640,325 SH DEFINED
ACUITY BRANDS INC COM 00508Y10 16,764 705,252 SH DEFINED
ACXIOM CORP COM 00512510 32,454 1,367,080 SH DEFINED
ADAMS RES & ENERGY I COM NEW 00635130 143 10,800 SH DEFINED
ADAPTEC INC COM 00651F10 13,717 1,804,824 SH DEFINED
VOTING AUTHORITY
NAME OF ISSUER OTHER MANAGERS SOLE SHARED NONE
-------------- -------------- ---- ------ ----
1 800 FLOWERS COM 1,2 385,870
1-800 CONTACTS INC 1,2 79,539
1ST SOURCE CORP 1,2 210,480
21ST CENTY INS GROUP 1,2,5 419,484
24/7 REAL MEDIA INC 1 221,049
3COM CORP 1,2,5,6,7,9 5,223,025
3M CO 1,2,5,6,7,8,9,10,12,13,14 62,737,847
4 KIDS ENTMT INC 1,2 201,879
7-ELEVEN INC 1,2,5 464,854
8X8 INC NEW 1 18,800
99 CENTS ONLY STORES 1,2,5,9 1,003,069
A C MOORE ARTS & CRA 1,2,5 200,786
A D C TELECOMMUNICAT 1,2,5,6,7,8,9,10,12,13,14 23,452,863
A S V INC 1,2 133,935
AAIPHARMA INC 1,5 34,628
AAON INC 1,2 150,268
AAR CORP 1,2,5 532,383
AARON RENTS INC 1,2 607,354
AASTROM BIOSCIENCES 1 23,700
ABAXIS INC 1,2 252,532
ABB LTD 1 56,253
ABBOTT LABS 1,2,5,6,7,8,9,10,12,13,14 45,458,962
ABC BANCORP 1,2 159,662
ABERCROMBIE & FITCH 1,2,5,9 2,850,663
ABGENIX INC 1,2,5 1,302,446
ABIOMED INC 1,2 181,652
ABITIBI-CONSOLIDATED 1,13 43,717
ABLE LABORATORIES IN 1,2 257,836
ABM INDS INC 1,2,5 566,512
ABN AMRO HLDG NV 1 82,915
ACACIA RESH CORP 1,5 17,683
ACADIA RLTY TR 1,2,3,5 870,860
ACCELRYS INC 1,2,5 383,842
ACCENTURE LTD BERMUD 1,2,5,7,8,9,10,12,13,14 1,866,104
ACCREDITED HOME LEND 1,2,5 227,241
ACCREDO HEALTH INC 1,2,5 507,706
ACE CASH EXPRESS INC 1,2 122,487
ACE LTD 1,2,5,6,7,8,9,10,12,13,14 8,112,954
ACETO CORP 1,2 226,999
ACLARA BIOSCIENCES I 1 27,114
ACME COMMUNICATION I 1,2 43,678
ACME UTD CORP 1 16,900
ACTEL CORP 1,2 374,344
ACTION PERFORMANCE C 1,2 249,165
ACTIVCARD CORP 1,2 987,786
ACTIVE POWER INC 1 14,554
ACTIVISION INC NEW 1,2,5,9 1,847,890
ACTUANT CORP 1,2 367,883
ACTUATE CORP 1,2,5 640,325
ACUITY BRANDS INC 1,2,5 705,252
ACXIOM CORP 1,2,5,9 1,367,080
ADAMS RES & ENERGY I 1 10,800
ADAPTEC INC 1,2,5,6 1,804,824
ADE CORP MASS COM 00089C10 1,971 115,675 SH DEFINED
ADECCO SA SPONSORED 00675410 227 18,311 SH DEFINED
ADESA INC COM 00686U10 17,860 1,087,050 SH DEFINED
ADMINISTAFF INC COM 00709410 5,248 448,579 SH DEFINED
ADOBE SYS INC COM 00724F10 372,148 7,522,696 SH DEFINED
ADOLOR CORP COM 00724X10 6,276 557,878 SH DEFINED
ADTRAN INC COM 00738A10 20,662 911,034 SH DEFINED
ADVANCE AUTO PARTS I COM 00751Y10 26,103 758,813 SH DEFINED
ADVANCED DIGITAL INF COM 00752510 8,528 980,250 SH DEFINED
ADVANCED ENERGY INDS COM 00797310 3,095 333,141 SH DEFINED
ADVANCED FIBRE COMMU COM 00754A10 23,022 1,447,952 SH DEFINED
ADVANCED MARKETING S COM 00753T10 2,381 220,697 SH DEFINED
ADVANCED MEDICAL OPT COM 00763M10 24,436 617,548 SH DEFINED
ADVANCED MICRO DEVIC COM 00790310 124,343 9,564,865 SH DEFINED
ADVANCED NEUROMODULA COM 00757T10 9,059 298,486 SH DEFINED
ADVANCED SEMICONDUCT SPONSORED 00756M40 94 28,112 SH DEFINED
ADVANCIS PHARMACEUTI COM 00764L10 345 42,297 SH DEFINED
ADVANTA CORP CL A 00794210 453 19,866 SH DEFINED
ADVANTA CORP CL B 00794220 6,619 273,632 SH DEFINED
ADVENT SOFTWARE INC COM 00797410 12,345 733,517 SH DEFINED
ADVISORY BRD CO COM 00762W10 7,959 236,875 SH DEFINED
ADVO INC COM 00758510 15,660 506,134 SH DEFINED
AEGON N V ORD AMER R 00792410 920 85,195 SH DEFINED
AEROFLEX INC COM 00776810 10,539 997,082 SH DEFINED
AEROPOSTALE COM 00786510 35,987 1,373,546 SH DEFINED
AES CORP COM 00130H10 199,013 19,921,175 SH DEFINED
AETHER SYS INC COM 00808V10 66 19,911 SH DEFINED
AETNA INC NEW COM 00817Y10 851,295 8,518,912 SH DEFINED
AFFILIATED COMPUTER CL A 00819010 172,809 3,104,163 SH DEFINED
AFFILIATED MANAGERS COM 00825210 29,082 543,191 SH DEFINED
AFFIRMATIVE INS HLDG COM 00827210 395 25,000 SH DEFINED
AFFORDABLE RESIDENTI COM 00827310 9,406 644,258 SH DEFINED
AFFYMETRIX INC COM 00826T10 19,452 633,407 SH DEFINED
AFLAC INC COM 00105510 667,386 17,020,820 SH DEFINED
AFTERMARKET TECHNOLO COM 00831810 5,275 419,320 SH DEFINED
AGCO CORP COM 00108410 31,538 1,394,267 SH DEFINED
AGERE SYS INC CL A 00845V10 2,949 2,808,357 SH DEFINED
AGERE SYS INC CL B 00845V20 18,393 18,032,326 SH DEFINED
AGILE SOFTWARE CORP COM 00846X10 7,252 914,492 SH DEFINED
AGILENT TECHNOLOGIES COM 00846U10 290,707 13,477,372 SH DEFINED
AGILYSYS INC COM 00847J10 8,701 503,258 SH DEFINED
AGL RES INC COM 00120410 26,686 867,280 SH DEFINED
AGRIUM INC COM 00891610 1,036 58,329 SH DEFINED
AIR METHODS CORP COM PAR $. 00912830 91 14,100 SH DEFINED
AIR PRODS & CHEMS IN COM 00915810 780,293 14,348,897 SH DEFINED
AIRGAS INC COM 00936310 33,945 1,410,279 SH DEFINED
AIRGATE PCS INC COM NEW 00936730 3,096 157,943 SH DEFINED
AIRSPAN NETWORKS INC COM 00950H10 1,615 297,483 SH DEFINED
AIRTRAN HLDGS INC COM 00949P10 15,897 1,596,064 SH DEFINED
AK STL HLDG CORP COM 00154710 14,259 1,747,421 SH DEFINED
AKAMAI TECHNOLOGIES COM 00971T10 15,147 1,078,097 SH DEFINED
AKSYS LTD COM 01019610 1,057 222,628 SH DEFINED
AKTIEBOLAGETT ELECTR SPONSORED 01019820 311 8,464 SH DEFINED
AKZO NOBEL NV SPONSORED 01019930 488 13,763 SH DEFINED
ALABAMA NATL BANCORP COM 01031710 10,606 177,145 SH DEFINED
ALAMOSA HLDGS INC COM 01158910 8,085 1,058,299 SH DEFINED
ALASKA AIR GROUP INC COM 01165910 13,425 541,763 SH DEFINED
ALASKA COMMUNICATION COM 01167P10 314 56,062 SH DEFINED
ALBANY INTL CORP CL A 01234810 12,219 409,894 SH DEFINED
ADE CORP MASS 1,2 115,675
ADECCO SA 1 18,311
ADESA INC 1,2,5,9 1,087,050
ADMINISTAFF INC 1,2,5 448,579
ADOBE SYS INC 1,2,5,6,7,8,9,10,12,13,14 7,522,696
ADOLOR CORP 1,2,5 557,878
ADTRAN INC 1,2,5,9 911,034
ADVANCE AUTO PARTS I 1,2,5 758,813
ADVANCED DIGITAL INF 1,2,5 980,250
ADVANCED ENERGY INDS 1,2 333,141
ADVANCED FIBRE COMMU 1,2,5,9 1,447,952
ADVANCED MARKETING S 1,2 220,697
ADVANCED MEDICAL OPT 1,2,5 617,548
ADVANCED MICRO DEVIC 1,2,5,6,7,8,9,10,12,13,14 9,564,865
ADVANCED NEUROMODULA 1,2 298,486
ADVANCED SEMICONDUCT 1 28,112
ADVANCIS PHARMACEUTI 1,2 42,297
ADVANTA CORP 1 19,866
ADVANTA CORP 1,2 273,632
ADVENT SOFTWARE INC 1,2,5,9 733,517
ADVISORY BRD CO 1,2 236,875
ADVO INC 1,2,5 506,134
AEGON N V 1,2 85,195
AEROFLEX INC 1,2,5 997,082
AEROPOSTALE 1,2,5,9 1,373,546
AES CORP 1,2,5,6,7,8,9,10,12,13,14 19,921,175
AETHER SYS INC 1 19,911
AETNA INC NEW 1,2,5,6,7,8,9,10,12,13,14 8,518,912
AFFILIATED COMPUTER 1,2,5,6,9,10 3,104,163
AFFILIATED MANAGERS 1,2,5 543,191
AFFIRMATIVE INS HLDG 1 25,000
AFFORDABLE RESIDENTI 1,2,3 644,258
AFFYMETRIX INC 1,2,5 633,407
AFLAC INC 1,2,5,6,7,8,9,10,12,13,14 17,020,820
AFTERMARKET TECHNOLO 1,2,5 419,320
AGCO CORP 1,2,5,9 1,394,267
AGERE SYS INC 1,5,7 2,808,357
AGERE SYS INC 1,2,5,7,8,9,10,12,13,14 18,032,326
AGILE SOFTWARE CORP 1,2 914,492
AGILENT TECHNOLOGIES 1,2,5,6,7,8,9,10,12,13,14 13,477,372
AGILYSYS INC 1,2 503,258
AGL RES INC 1,2,5,6,9 867,280
AGRIUM INC 1 58,329
AIR METHODS CORP 1 14,100
AIR PRODS & CHEMS IN 1,2,5,6,7,8,9,10,12,13,14 14,348,897
AIRGAS INC 1,2,5,9 1,410,279
AIRGATE PCS INC 1,2,5 157,943
AIRSPAN NETWORKS INC 1,2 297,483
AIRTRAN HLDGS INC 1,2,9 1,596,064
AK STL HLDG CORP 1,2,5 1,747,421
AKAMAI TECHNOLOGIES 1,2,5 1,078,097
AKSYS LTD 1,2 222,628
AKTIEBOLAGETT ELECTR 1 8,464
AKZO NOBEL NV 1 13,763
ALABAMA NATL BANCORP 1,2 177,145
ALAMOSA HLDGS INC 1,2,5 1,058,299
ALASKA AIR GROUP INC 1,2,6,9 541,763
ALASKA COMMUNICATION 1,2 56,062
ALBANY INTL CORP 1,2 409,894
ALBANY MOLECULAR RES COM 01242310 3,633 378,390 SH DEFINED
ALBEMARLE CORP COM 01265310 21,864 623,086 SH DEFINED
ALBERTO CULVER CO COM 01306810 97,832 2,250,052 SH DEFINED
ALBERTSONS INC COM 01310410 237,852 9,939,504 SH DEFINED
ALCAN INC COM 01371610 3,487 72,940 SH DEFINED
ALCATEL SPONSORED 01390430 630 53,696 SH DEFINED
ALCOA INC COM 01381710 1,049,550 31,245,913 SH DEFINED
ALCON INC COM SHS H0130110 1,698 21,178 SH DEFINED
ALDERWOODS GROUP INC COM 01438310 9,812 998,119 SH DEFINED
ALDILA INC COM NEW 01438420 146 14,600 SH DEFINED
ALEXANDER & BALDWIN COM 01448210 26,187 771,565 SH DEFINED
ALEXANDERS INC COM 01475210 8,268 41,529 SH DEFINED
ALEXANDRIA REAL ESTA COM 01527110 27,412 417,098 SH DEFINED
ALEXION PHARMACEUTIC COM 01535110 6,570 364,977 SH DEFINED
ALFA CORP COM 01538510 7,552 540,950 SH DEFINED
ALFACELL CORP COM 01540410 76 17,093 SH DEFINED
ALICO INC COM 01623010 2,092 49,110 SH DEFINED
ALIGN TECHNOLOGY INC COM 01625510 10,885 712,359 SH DEFINED
ALKERMES INC COM 01642T10 15,195 1,316,761 SH DEFINED
ALLEGHANY CORP DEL COM 01717510 12,821 46,979 SH DEFINED
ALLEGHENY ENERGY INC COM 01736110 64,897 4,066,210 SH DEFINED
ALLEGHENY TECHNOLOGI COM 01741R10 53,527 2,932,966 SH DEFINED
ALLERGAN INC COM 01849010 243,818 3,360,686 SH DEFINED
ALLETE INC COM NEW 01852230 8,569 263,670 SH DEFINED
ALLIANCE CAP MGMT HL UNIT LTD P 01855A10 4,962 139,763 SH DEFINED
ALLIANCE DATA SYSTEM COM 01858110 28,841 711,077 SH DEFINED
ALLIANCE GAMING CORP COM NEW 01859P60 11,499 763,513 SH DEFINED
ALLIANCE IMAGING INC COM NEW 01860620 1,240 166,038 SH DEFINED
ALLIANCE RES PARTNER UT LTD PAR 01877R10 740 13,290 SH DEFINED
ALLIANCE SEMICONDUCT COM 01877H10 1,335 385,821 SH DEFINED
ALLIANT ENERGY CORP COM 01880210 35,647 1,432,746 SH DEFINED
ALLIANT TECHSYSTEMS COM 01880410 55,772 921,852 SH DEFINED
ALLIANZ AKTIENGESELL SP ADR 1/1 01880510 767 76,274 SH DEFINED
ALLIED CAP CORP NEW COM 01903Q10 36,664 1,503,236 SH DEFINED
ALLIED DEFENSE GROUP COM 01911810 215 11,594 SH DEFINED
ALLIED DOMECQ PLC SPON ADR N 01912120 426 12,439 SH DEFINED
ALLIED HEALTHCARE IN COM 01923A10 114 20,700 SH DEFINED
ALLIED IRISH BKS P L SPON ADR O 01922840 15,001 450,897 SH DEFINED
ALLIED WASTE INDS IN COM PAR$.0 01958930 63,272 7,149,416 SH DEFINED
ALLMERICA FINL CORP COM 01975410 20,218 752,160 SH DEFINED
ALLOS THERAPEUTICS I COM 01977710 379 176,271 SH DEFINED
ALLOY INC COM 01985510 2,022 533,437 SH DEFINED
ALLSCRIPTS HEALTHCAR COM 01988P10 3,954 439,367 SH DEFINED
ALLSTATE CORP COM 02000210 1,045,780 21,791,626 SH DEFINED
ALLTEL CORP COM 02003910 451,562 8,223,678 SH DEFINED
ALPHARMA INC CL A 02081310 16,847 921,108 SH DEFINED
ALTAIR NANOTECHNOLOG COM 02137310 41 27,400 SH DEFINED
ALTERA CORP COM 02144110 256,012 13,081,883 SH DEFINED
ALTIRIS INC COM 02148M10 9,928 313,677 SH DEFINED
ALTRIA GROUP INC COM 02209S10 3,767,813 80,098,063 SH DEFINED
ALUMINA LTD SPONSORED 02220510 196 11,999 SH DEFINED
AMAZON COM INC COM 02313510 151,954 3,718,902 SH DEFINED
AMB PROPERTY CORP COM 00163T10 60,595 1,636,805 SH DEFINED
AMBAC FINL GROUP INC COM 02313910 285,359 3,569,220 SH DEFINED
AMBASSADORS GROUP IN COM 02317710 2,822 104,501 SH DEFINED
AMC ENTMT INC COM 00166910 8,765 457,920 SH DEFINED
AMCOL INTL CORP COM 02341W10 6,768 353,966 SH DEFINED
AMCORE FINL INC COM 02391210 10,986 387,098 SH DEFINED
AMDOCS LTD ORD G0260210 5,338 244,518 SH DEFINED
ALBANY MOLECULAR RES 1,2,5 378,390
ALBEMARLE CORP 1,2,5,9 623,086
ALBERTO CULVER CO 1,2,5,6,9,10 2,250,052
ALBERTSONS INC 1,2,5,6,7,8,9,10,12,13,14 9,939,504
ALCAN INC 1,5 72,940
ALCATEL 1 53,696
ALCOA INC 1,2,5,6,7,8,9,10,12,13,14 31,245,913
ALCON INC 1,2,5 21,178
ALDERWOODS GROUP INC 1,2,5 998,119
ALDILA INC 2 14,600
ALEXANDER & BALDWIN 1,2,5,9 771,565
ALEXANDERS INC 1,2,5 41,529
ALEXANDRIA REAL ESTA 1,2,3,5 417,098
ALEXION PHARMACEUTIC 1,2,5 364,977
ALFA CORP 1,2 540,950
ALFACELL CORP 1 17,093
ALICO INC 1,2 49,110
ALIGN TECHNOLOGY INC 1,2 712,359
ALKERMES INC 1,2,5 1,316,761
ALLEGHANY CORP DEL 1,2,5 46,979
ALLEGHENY ENERGY INC 1,2,5,6,9,10 4,066,210
ALLEGHENY TECHNOLOGI 1,2,5,6,9,10,13 2,932,966
ALLERGAN INC 1,2,5,6,9,10,13 3,360,686
ALLETE INC 1,2,5,9 263,670
ALLIANCE CAP MGMT HL 1,5 139,763
ALLIANCE DATA SYSTEM 1,2,5,9 711,077
ALLIANCE GAMING CORP 1,2,5 763,513
ALLIANCE IMAGING INC 1,2 166,038
ALLIANCE RES PARTNER 1,5 13,290
ALLIANCE SEMICONDUCT 1,2,5 385,821
ALLIANT ENERGY CORP 1,2,5,9 1,432,746
ALLIANT TECHSYSTEMS 1,2,5,7,9 921,852
ALLIANZ AKTIENGESELL 1 76,274
ALLIED CAP CORP NEW 1,2,5,6,7,8,9,10,12,13,14 1,503,236
ALLIED DEFENSE GROUP 1,2,5 11,594
ALLIED DOMECQ PLC 1 12,439
ALLIED HEALTHCARE IN 1 20,700
ALLIED IRISH BKS P L 1,2 450,897
ALLIED WASTE INDS IN 1,2,5,6,9,10 7,149,416
ALLMERICA FINL CORP 1,2,5,9 752,160
ALLOS THERAPEUTICS I 1,2 176,271
ALLOY INC 1,2 533,437
ALLSCRIPTS HEALTHCAR 1,2 439,367
ALLSTATE CORP 1,2,5,6,7,8,9,10,12,13,14 21,791,626
ALLTEL CORP 1,2,5,6,7,9,10,13 8,223,678
ALPHARMA INC 1,2,5 921,108
ALTAIR NANOTECHNOLOG 1 27,400
ALTERA CORP 1,2,5,6,7,8,9,10,12,13,14 13,081,883
ALTIRIS INC 1,2 313,677
ALTRIA GROUP INC 1,2,5,6,7,8,9,10,12,13,14 80,098,063
ALUMINA LTD 1 11,999
AMAZON COM INC 1,2,5,7,8,9,10,12,13,14 3,718,902
AMB PROPERTY CORP 1,2,3,5,7,9 1,636,805
AMBAC FINL GROUP INC 1,2,5,6,7,8,9,10,12,13,14 3,569,220
AMBASSADORS GROUP IN 1,2 104,501
AMC ENTMT INC 1,2 457,920
AMCOL INTL CORP 1,2 353,966
AMCORE FINL INC 1,2,5 387,098
AMDOCS LTD 1,5,7 244,518
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AMERADA HESS CORP COM 02355110 247,295 2,778,591 SH DEFINED
AMERCO COM 02358610 5,043 133,002 SH DEFINED
AMEREN CORP COM 02360810 266,619 5,777,225 SH DEFINED
AMERICA MOVIL S A DE SPON ADR L 02364W10 19,938 510,835 SH DEFINED
AMERICA ONLINE LATIN CL A 02365B10 6 13,933 SH DEFINED
AMERICA SVC GROUP IN COM 02364L10 3,864 94,144 SH DEFINED
AMERICA WEST HLDG CO CL B 02365720 2,751 509,526 SH DEFINED
AMERICAN AXLE & MFG COM 02406110 30,053 1,027,091 SH DEFINED
AMERICAN CAMPUS CMNT COM 02483510 945 50,900 SH DEFINED
AMERICAN CAPITAL STR COM 02493710 20,233 645,612 SH DEFINED
AMERICAN EAGLE OUTFI COM 02553E10 86,547 2,348,622 SH DEFINED
AMERICAN ECOLOGY COR COM NEW 02553340 193 19,900 SH DEFINED
AMERICAN ELEC PWR IN COM 02553710 386,567 12,095,351 SH DEFINED
AMERICAN EQTY INVT L COM 02567620 2,321 244,601 SH DEFINED
AMERICAN EXPRESS CO COM 02581610 2,282,855 44,361,741 SH DEFINED
AMERICAN FINL GROUP COM 02593210 18,676 624,822 SH DEFINED
AMERICAN FINL RLTY T COM 02607P30 25,823 1,830,099 SH DEFINED
AMERICAN GREETINGS C CL A 02637510 47,484 1,890,268 SH DEFINED
AMERICAN HEALTHWAYS COM 02649V10 13,773 473,135 SH DEFINED
AMERICAN HOME MTG IN COM 02660R10 14,133 505,643 SH DEFINED
AMERICAN INTL GROUP COM 02687410 5,726,472 84,225,212 SH DEFINED
AMERICAN ITALIAN PAS CL A 02707010 6,483 247,921 SH DEFINED
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AMERICAN MED SEC GRO COM 02744P10 6,832 213,566 SH DEFINED
AMERICAN MED SYS HLD COM 02744M10 14,066 387,817 SH DEFINED
AMERICAN NATL INS CO COM 02859110 10,003 103,345 SH DEFINED
AMERICAN PAC CORP COM 02874010 88 11,800 SH DEFINED
AMERICAN PHARMACEUTI COM 02886P10 5,003 181,476 SH DEFINED
AMERICAN PHYSICIANS COM 02888210 139 14,000 SH DEFINED
AMERICAN PHYSICIANS COM 02888410 5,553 181,344 SH DEFINED
AMERICAN PWR CONVERS COM 02906610 96,826 5,567,909 SH DEFINED
AMERICAN REAL ESTATE DEPOSITRY 02916910 224 10,625 SH DEFINED
AMERICAN RETIREMENT COM 02891310 127 16,654 SH DEFINED
AMERICAN STD COS INC COM 02971210 236,415 6,075,952 SH DEFINED
AMERICAN STS WTR CO COM 02989910 5,544 222,649 SH DEFINED
AMERICAN SUPERCONDUC COM 03011110 4,156 334,636 SH DEFINED
AMERICAN TECHNICNAL COM 03013710 159 17,700 SH DEFINED
AMERICAN TECHNOLOGY COM NEW 03014520 117 20,297 SH DEFINED
AMERICAN TOWER CORP CL A 02991220 32,370 2,108,780 SH DEFINED
AMERICAN VANGUARD CO COM 03037110 2,252 63,024 SH DEFINED
AMERICAN WOODMARK CO COM 03050610 6,561 177,200 SH DEFINED
AMERICANWEST BANCORP COM 03058P10 2,853 151,292 SH DEFINED
AMERICAS CAR MART IN COM 03062T10 2,689 79,670 SH DEFINED
AMERICREDIT CORP COM 03060R10 72,740 3,483,710 SH DEFINED
AMERIGAS PARTNERS L UNIT L P I 03097510 210 7,106 SH DEFINED
AMERIGROUP CORP COM 03073T10 20,579 365,841 SH DEFINED
AMERISOURCEBERGEN CO COM 03073E10 202,429 3,768,924 SH DEFINED
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AMERITRADE HLDG CORP COM 03074K10 32,321 2,691,212 SH DEFINED
AMERIVEST PPTYS INC COM 03071L10 110 16,400 SH DEFINED
AMERON INTL INC COM 03071010 5,364 163,052 SH DEFINED
AMERUS GROUP CO COM 03072M10 31,814 775,950 SH DEFINED
AMETEK INC NEW COM 03110010 31,740 1,046,822 SH DEFINED
AMGEN INC COM 03116210 2,238,836 39,409,180 SH DEFINED
AMIS HLDGS INC COM 03153810 5,958 440,710 SH DEFINED
AMKOR TECHNOLOGY INC COM 03165210 4,364 1,195,625 SH DEFINED
AMLI RESIDENTIAL PPT SH BEN INT 00173510 16,442 538,209 SH DEFINED
AMN HEALTHCARE SERVI COM 00174410 2,825 236,362 SH DEFINED
AMEDISYS INC 1,2 143,790
AMERADA HESS CORP 1,2,5,6,7,9,10,12,14 2,778,591
AMERCO 1,2 133,002
AMEREN CORP 1,2,5,6,7,8,9,10,12,13,14 5,777,225
AMERICA MOVIL S A DE 1,2 510,835
AMERICA ONLINE LATIN 1 13,933
AMERICA SVC GROUP IN 1,2 94,144
AMERICA WEST HLDG CO 1,2 509,526
AMERICAN AXLE & MFG 1,2,5,10,12,14 1,027,091
AMERICAN CAMPUS CMNT 1,2 50,900
AMERICAN CAPITAL STR 1,2,5 645,612
AMERICAN EAGLE OUTFI 1,2,5,9,10,12,14 2,348,622
AMERICAN ECOLOGY COR 1 19,900
AMERICAN ELEC PWR IN 1,2,5,6,7,8,9,10,12,13,14 12,095,351
AMERICAN EQTY INVT L 1,2 244,601
AMERICAN EXPRESS CO 1,2,5,6,7,8,9,10,12,13,14 44,361,741
AMERICAN FINL GROUP 1,2,5,9 624,822
AMERICAN FINL RLTY T 1,2,5 1,830,099
AMERICAN GREETINGS C 1,2,5,6,9 1,890,268
AMERICAN HEALTHWAYS 1,2,5 473,135
AMERICAN HOME MTG IN 1,2,5 505,643
AMERICAN INTL GROUP 1,2,5,6,7,8,9,10,12,13,14 84,225,212
AMERICAN ITALIAN PAS 1,2,5 247,921
AMERICAN LD LEASE IN 1 14,900
AMERICAN MED SEC GRO 1,2,5 213,566
AMERICAN MED SYS HLD 1,2 387,817
AMERICAN NATL INS CO 1,2,5 103,345
AMERICAN PAC CORP 1 11,800
AMERICAN PHARMACEUTI 1,2,5 181,476
AMERICAN PHYSICIANS 1 14,000
AMERICAN PHYSICIANS 1,2 181,344
AMERICAN PWR CONVERS 1,2,5,6,7,8,9,10,12,13,14 5,567,909
AMERICAN REAL ESTATE 1 10,625
AMERICAN RETIREMENT 1 16,654
AMERICAN STD COS INC 1,2,5,6,7,8,9,10,12,13,14 6,075,952
AMERICAN STS WTR CO 1,2 222,649
AMERICAN SUPERCONDUC 1,2,5 334,636
AMERICAN TECHNICNAL 1 17,700
AMERICAN TECHNOLOGY 1 20,297
AMERICAN TOWER CORP 1,2,5,7 2,108,780
AMERICAN VANGUARD CO 1,2 63,024
AMERICAN WOODMARK CO 1,2 177,200
AMERICANWEST BANCORP 1,2 151,292
AMERICAS CAR MART IN 1,2,5 79,670
AMERICREDIT CORP 1,2,5,9 3,483,710
AMERIGAS PARTNERS L 1,5 7,106
AMERIGROUP CORP 1,2,5 365,841
AMERISOURCEBERGEN CO 1,2,5,6,7,8,9,10,12,13,14 3,768,924
AMERISTAR CASINOS IN 1,2,5 327,651
AMERITRADE HLDG CORP 1,2,5 2,691,212
AMERIVEST PPTYS INC 1 16,400
AMERON INTL INC 1,2 163,052
AMERUS GROUP CO 1,2,5,9 775,950
AMETEK INC NEW 1,2,5,9 1,046,822
AMGEN INC 1,2,5,6,7,8,9,10,12,13,14 39,409,180
AMIS HLDGS INC 1,2,5 440,710
AMKOR TECHNOLOGY INC 1,2,5 1,195,625
AMLI RESIDENTIAL PPT 1,2,3 538,209
AMN HEALTHCARE SERVI 1,2 236,362
AMPHENOL CORP NEW CL A 03209510 42,776 1,248,570 SH DEFINED
AMR CORP COM 00176510 14,482 1,975,783 SH DEFINED
AMSOUTH BANCORPORATI COM 03216510 243,815 9,992,435 SH DEFINED
AMSURG CORP COM 03232P40 10,395 490,792 SH DEFINED
AMVESCAP PLC SPONSORED 03235E10 308 28,051 SH DEFINED
AMYLIN PHARMACEUTICA COM 03234610 17,904 872,530 SH DEFINED
ANADARKO PETE CORP COM 03251110 511,675 7,710,589 SH DEFINED
ANADIGICS INC COM 03251510 103 30,115 SH DEFINED
ANALOG DEVICES INC COM 03265410 457,765 11,804,142 SH DEFINED
ANALOGIC CORP COM PAR $0 03265720 6,879 165,013 SH DEFINED
ANAREN INC COM 03274410 4,530 336,554 SH DEFINED
ANCHOR BANCORP WIS I COM 03283910 9,021 348,289 SH DEFINED
ANCHOR GLASS CONTAIN COM NEW 03304B30 982 119,623 SH DEFINED
ANDERSONS INC COM 03416410 206 9,900 SH DEFINED
ANDREW CORP COM 03442510 48,443 3,957,750 SH DEFINED
ANDRX CORP DEL ANDRX GROU 03455310 19,529 873,379 SH DEFINED
ANGELICA CORP COM 03466310 3,741 150,376 SH DEFINED
ANGLOGOLD ASHANTI LT SPONSORED 03512820 479 12,324 SH DEFINED
ANHEUSER BUSCH COS I COM 03522910 1,234,627 24,717,251 SH DEFINED
ANIKA THERAPEUTICS I COM 03525510 148 10,700 SH DEFINED
ANIMAS CORP DEL COM 03525Y10 275 17,100 SH DEFINED
ANIXTER INTL INC COM 03529010 18,640 531,192 SH DEFINED
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ANSOFT CORP COM 03638410 1,537 96,646 SH DEFINED
ANSWERTHINK INC COM 03691610 3,115 582,265 SH DEFINED
ANSYS INC COM 03662Q10 18,935 380,753 SH DEFINED
ANTEON INTL CORP COM 03674E10 14,479 395,059 SH DEFINED
ANTHEM INC COM 03674B10 545,987 6,257,736 SH DEFINED
ANTHRACITE CAP INC COM 03702310 10,201 917,342 SH DEFINED
ANTIGENICS INC DEL COM 03703210 2,179 361,442 SH DEFINED
ANWORTH MORTGAGE ASS COM 03734710 7,550 663,434 SH DEFINED
AO TATNEFT SPON ADR R 03737P30 436 13,813 SH DEFINED
AON CORP COM 03738910 612,334 21,305,996 SH DEFINED
APACHE CORP COM 03741110 498,614 9,950,388 SH DEFINED
APARTMENT INVT & MGM CL A 03748R10 109,203 3,139,827 SH DEFINED
APCO ARGENTINA INC C ORD 03748910 240 7,230 SH DEFINED
APEX SILVER MINES LT ORD G0407410 228 10,499 SH DEFINED
APHTON CORP COM 03759P10 97 27,168 SH DEFINED
APOGEE ENTERPRISES I COM 03759810 14,938 1,155,294 SH DEFINED
APOLLO GROUP INC CL A 03760410 360,939 4,919,438 SH DEFINED
APOLLO INVT CORP COM 03761U10 11,635 822,286 SH DEFINED
APPLE COMPUTER INC COM 03783310 411,941 10,630,745 SH DEFINED
APPLEBEES INTL INC COM 03789910 28,752 1,137,336 SH DEFINED
APPLERA CORP COM AP BIO 03802010 115,452 6,118,278 SH DEFINED
APPLERA CORP COM CE GEN 03802020 15,032 1,285,856 SH DEFINED
APPLICA INC COM 03815A10 1,416 350,467 SH DEFINED
APPLIED DIGITAL SOLU COM NEW 03818830 73 33,550 SH DEFINED
APPLIED EXTRUSION TE COM 03819610 3 20,000 SH DEFINED
APPLIED FILMS CORP COM 03819710 4,082 226,663 SH DEFINED
APPLIED INDL TECHNOL COM 03820C10 9,545 267,057 SH DEFINED
APPLIED MATLS INC COM 03822210 779,107 47,247,235 SH DEFINED
APPLIED MICRO CIRCUI COM 03822W10 23,866 7,624,810 SH DEFINED
APPLIED SIGNAL TECHN COM 03823710 5,133 160,469 SH DEFINED
APRIA HEALTHCARE GRO COM 03793310 25,515 936,333 SH DEFINED
APTARGROUP INC COM 03833610 38,021 864,704 SH DEFINED
AQUA AMERICA INC COM 03836W10 26,327 1,190,740 SH DEFINED
AQUANTIVE INC COM 03839G10 7,467 773,778 SH DEFINED
AQUILA INC COM 03840P10 11,703 3,750,932 SH DEFINED
AMPHENOL CORP NEW 1,2,5,9 1,248,570
AMR CORP 1,2,5 1,975,783
AMSOUTH BANCORPORATI 1,2,5,6,7,8,9,10,12,13,14 9,992,435
AMSURG CORP 1,2 490,792
AMVESCAP PLC 1 28,051
AMYLIN PHARMACEUTICA 1,2,5 872,530
ANADARKO PETE CORP 1,2,5,6,7,8,9,10,12,13,14 7,710,589
ANADIGICS INC 1,5 30,115
ANALOG DEVICES INC 1,2,5,6,7,8,9,10,12,13,14 11,804,142
ANALOGIC CORP 1,2 165,013
ANAREN INC 1,2 336,554
ANCHOR BANCORP WIS I 1,2 348,289
ANCHOR GLASS CONTAIN 1,2 119,623
ANDERSONS INC 1 9,900
ANDREW CORP 1,2,5,6,9,10 3,957,750
ANDRX CORP DEL 1,2,5 873,379
ANGELICA CORP 1,2 150,376
ANGLOGOLD ASHANTI LT 1 12,324
ANHEUSER BUSCH COS I 1,2,5,6,7,8,9,10,12,13,14 24,717,251
ANIKA THERAPEUTICS I 1 10,700
ANIMAS CORP DEL 1 17,100
ANIXTER INTL INC 1,2,5 531,192
ANNALY MTG MGMT INC 1,2,5 1,212,128
ANNTAYLOR STORES COR 1,2,5,9 877,754
ANSOFT CORP 1,2 96,646
ANSWERTHINK INC 1,2,5 582,265
ANSYS INC 1,2 380,753
ANTEON INTL CORP 1,2 395,059
ANTHEM INC 1,2,5,6,7,8,9,10,12,13,14 6,257,736
ANTHRACITE CAP INC 1,2 917,342
ANTIGENICS INC DEL 1,2 361,442
ANWORTH MORTGAGE ASS 1,2,5,7 663,434
AO TATNEFT 1,7 13,813
AON CORP 1,2,5,6,7,8,9,10,12,13,14 21,305,996
APACHE CORP 1,2,5,6,7,8,9,10,12,13,14 9,950,388
APARTMENT INVT & MGM 1,2,3,5,6,7,8,9,10,12,14 3,139,827
APCO ARGENTINA INC C 1 7,230
APEX SILVER MINES LT 1,5 10,499
APHTON CORP 1 27,168
APOGEE ENTERPRISES I 1,2 1,155,294
APOLLO GROUP INC 1,2,5,6,7,8,9,10,12,13,14 4,919,438
APOLLO INVT CORP 1,2 822,286
APPLE COMPUTER INC 1,2,5,6,7,8,9,10,12,13,14 10,630,745
APPLEBEES INTL INC 1,2,5,9 1,137,336
APPLERA CORP 1,2,5,6,7,8,9,10,12,13,14 6,118,278
APPLERA CORP 1,2,5 1,285,856
APPLICA INC 1,2,5 350,467
APPLIED DIGITAL SOLU 1 33,550
APPLIED EXTRUSION TE 1 20,000
APPLIED FILMS CORP 1,2,5 226,663
APPLIED INDL TECHNOL 1,2 267,057
APPLIED MATLS INC 1,2,5,6,7,8,9,10,12,13,14 47,247,235
APPLIED MICRO CIRCUI 1,2,5,6,9,10 7,624,810
APPLIED SIGNAL TECHN 1,2 160,469
APRIA HEALTHCARE GRO 1,2,5,9 936,333
APTARGROUP INC 1,2,5 864,704
AQUA AMERICA INC 1,2,5,9 1,190,740
AQUANTIVE INC 1,2 773,778
AQUILA INC 1,2,5,9 3,750,932
ARACRUZ CELULOSE S A SPON ADR P 03849620 16,286 491,727 SH DEFINED
ARADIGM CORP COM 03850510 19 14,828 SH DEFINED
ARAMARK CORP CL B 03852110 49,506 2,050,790 SH DEFINED
ARBITRON INC COM 03875Q10 18,307 500,043 SH DEFINED
ARBOR RLTY TR INC COM 03892310 1,949 87,783 SH DEFINED
ARCH CAP GROUP LTD ORD G0450A10 1,311 33,676 SH DEFINED
ARCH CHEMICALS INC COM 03937R10 9,873 346,426 SH DEFINED
ARCH COAL INC COM 03938010 23,712 668,133 SH DEFINED
ARCH WIRELESS INC CL A 03939270 6,833 237,852 SH DEFINED
ARCHER DANIELS MIDLA COM 03948310 293,573 17,289,339 SH DEFINED
ARCHIPELAGO HLDG INC COM 03957A10 373 25,200 SH DEFINED
ARCHSTONE SMITH TR COM 03958310 129,550 4,094,503 SH DEFINED
ARCTIC CAT INC COM 03967010 6,378 245,798 SH DEFINED
ARDEN GROUP INC CL A 03976210 1,874 22,050 SH DEFINED
ARDEN RLTY INC COM 03979310 34,188 1,049,347 SH DEFINED
ARENA PHARMACEUTICAL COM 04004710 97 22,405 SH DEFINED
ARGONAUT GROUP INC COM 04015710 7,019 375,938 SH DEFINED
ARGOSY GAMING CO COM 04022810 16,629 424,200 SH DEFINED
ARIAD PHARMACEUTICAL COM 04033A10 5,791 865,607 SH DEFINED
ARIBA INC COM NEW 04033V20 8,520 912,167 SH DEFINED
ARKANSAS BEST CORP D COM 04079010 11,661 318,427 SH DEFINED
ARM HLDGS PLC SPONSORED 04206810 68 14,964 SH DEFINED
ARMOR HOLDINGS INC COM 04226010 22,554 542,040 SH DEFINED
ARQULE INC COM 04269E10 111 23,986 SH DEFINED
ARRAY BIOPHARMA INC COM 04269X10 2,056 294,159 SH DEFINED
ARRHYTHMIA RESH TECH COM PAR $0 04269830 212 8,100 SH DEFINED
ARRIS GROUP INC COM 04269Q10 10,595 2,029,766 SH DEFINED
ARROW ELECTRS INC COM 04273510 37,027 1,639,824 SH DEFINED
ARROW FINL CORP COM 04274410 4,182 139,301 SH DEFINED
ARROW INTL INC COM 04276410 14,833 496,078 SH DEFINED
ARTESYN TECHNOLOGIES COM 04312710 6,543 655,570 SH DEFINED
ARTHROCARE CORP COM 04313610 10,511 358,867 SH DEFINED
ARTISAN COMPONENTS I COM 04292310 11,067 380,170 SH DEFINED
ARVINMERITOR INC COM 04335310 30,152 1,608,128 SH DEFINED
ASBURY AUTOMOTIVE GR COM 04343610 2,544 188,447 SH DEFINED
ASCENTIAL SOFTWARE C COM NEW 04362P20 15,109 1,121,682 SH DEFINED
ASHFORD HOSPITALITY COM SHS 04410310 2,489 264,760 SH DEFINED
ASHLAND INC COM 04420410 126,083 2,248,267 SH DEFINED
ASHWORTH INC COM 04516H10 235 28,713 SH DEFINED
ASIAINFO HLDGS INC COM 04518A10 2,310 473,428 SH DEFINED
ASK JEEVES INC COM 04517410 16,253 496,881 SH DEFINED
ASML HLDG NV N Y SHS N0705911 21,006 1,632,150 SH DEFINED
ASPECT COMMUNICATION COM 04523Q10 10,417 1,049,066 SH DEFINED
ASPECT MED SYS INC COM 04523510 2,800 154,783 SH DEFINED
ASPEN TECHNOLOGY INC COM 04532710 7,352 1,051,807 SH DEFINED
ASSET ACCEP CAP CORP COM 04543P10 2,820 166,174 SH DEFINED
ASSOCIATED BANC CORP COM 04548710 45,713 1,425,423 SH DEFINED
ASSOCIATED ESTATES R COM 04560410 1,823 182,483 SH DEFINED
ASSURANT INC COM 04621X10 18,109 696,483 SH DEFINED
ASTA FDG INC COM 04622010 1,911 118,062 SH DEFINED
ASTEC INDS INC COM 04622410 4,300 224,891 SH DEFINED
ASTORIA FINL CORP COM 04626510 38,110 1,073,810 SH DEFINED
ASTRAZENECA PLC SPONSORED 04635310 8,012 194,788 SH DEFINED
ASTRO-MED INC NEW COM 04638F10 138 12,870 SH DEFINED
ASYST TECHNOLOGY COR COM 04648X10 3,726 729,136 SH DEFINED
AT ROAD INC COM 04648K10 2,777 658,111 SH DEFINED
AT&T CORP COM NEW 00195750 480,887 33,581,468 SH DEFINED
AT&T WIRELESS SVCS I COM 00209A10 1,093,271 73,969,626 SH DEFINED
ATARI INC COM 04651M10 270 172,017 SH DEFINED
ARACRUZ CELULOSE S A 1,2,4 491,727
ARADIGM CORP 1 14,828
ARAMARK CORP 1,2,5 2,050,790
ARBITRON INC 1,2,5 500,043
ARBOR RLTY TR INC 1,2 87,783
ARCH CAP GROUP LTD 1,5 33,676
ARCH CHEMICALS INC 1,2 346,426
ARCH COAL INC 1,2,5,9 668,133
ARCH WIRELESS INC 1,2 237,852
ARCHER DANIELS MIDLA 1,2,5,6,7,8,9,10,12,13,14 17,289,339
ARCHIPELAGO HLDG INC 1 25,200
ARCHSTONE SMITH TR 1,2,3,5,7,8,9,10,12,14 4,094,503
ARCTIC CAT INC 1,2 245,798
ARDEN GROUP INC 1,2 22,050
ARDEN RLTY INC 1,2,3,5 1,049,347
ARENA PHARMACEUTICAL 1 22,405
ARGONAUT GROUP INC 1,2,5 375,938
ARGOSY GAMING CO 1,2,5 424,200
ARIAD PHARMACEUTICAL 1,2,5 865,607
ARIBA INC 1,2,5 912,167
ARKANSAS BEST CORP D 1,2 318,427
ARM HLDGS PLC 1 14,964
ARMOR HOLDINGS INC 1,2,5 542,040
ARQULE INC 1 23,986
ARRAY BIOPHARMA INC 1,2,5 294,159
ARRHYTHMIA RESH TECH 1 8,100
ARRIS GROUP INC 1,2 2,029,766
ARROW ELECTRS INC 1,2,5,6,7,9 1,639,824
ARROW FINL CORP 1,2,5 139,301
ARROW INTL INC 1,2 496,078
ARTESYN TECHNOLOGIES 1,2,5 655,570
ARTHROCARE CORP 1,2 358,867
ARTISAN COMPONENTS I 1,2,5 380,170
ARVINMERITOR INC 1,2,5,9 1,608,128
ASBURY AUTOMOTIVE GR 1,2,5 188,447
ASCENTIAL SOFTWARE C 1,2,5,9 1,121,682
ASHFORD HOSPITALITY 1,2 264,760
ASHLAND INC 1,2,5,6,7,9,10 2,248,267
ASHWORTH INC 1,5 28,713
ASIAINFO HLDGS INC 1,2 473,428
ASK JEEVES INC 1,2,5 496,881
ASML HLDG NV 1,2 1,632,150
ASPECT COMMUNICATION 1,2,5 1,049,066
ASPECT MED SYS INC 1,2 154,783
ASPEN TECHNOLOGY INC 1,2,5 1,051,807
ASSET ACCEP CAP CORP 1,2 166,174
ASSOCIATED BANC CORP 1,2,5,9 1,425,423
ASSOCIATED ESTATES R 1,3,5 182,483
ASSURANT INC 1,2,5 696,483
ASTA FDG INC 1,2 118,062
ASTEC INDS INC 1,2,5 224,891
ASTORIA FINL CORP 1,2,5,7,9 1,073,810
ASTRAZENECA PLC 1,2 194,788
ASTRO-MED INC NEW 1 12,870
ASYST TECHNOLOGY COR 1,2,5 729,136
AT ROAD INC 1,2 658,111
AT&T CORP 1,2,5,6,7,8,9,10,12,13,14 33,581,468
AT&T WIRELESS SVCS I 1,2,5,6,7,8,9,10,12,13,14 73,969,626
ATARI INC 1,2 172,017
ATHEROGENICS INC COM 04743910 18,018 546,817 SH DEFINED
ATHEROS COMMUNICATIO COM 04743P10 971 95,240 SH DEFINED
ATI TECHNOLOGIES INC COM 00194110 450 29,336 SH DEFINED
ATLANTIS PLASTICS IN COM 04915610 165 11,000 SH DEFINED
ATLAS AMER INC COM 04916710 200 9,200 SH DEFINED
ATMEL CORP COM 04951310 49,754 13,744,305 SH DEFINED
ATMI INC COM 00207R10 10,224 499,242 SH DEFINED
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ATP OIL & GAS CORP COM 00208J10 241 19,818 SH DEFINED
ATRIX LABS INC COM 04962L10 10,023 326,596 SH DEFINED
ATS MED INC COM 00208310 69 19,029 SH DEFINED
ATWOOD OCEANICS INC COM 05009510 7,708 162,129 SH DEFINED
AU OPTRONICS CORP SPONSORED 00225510 16,659 1,330,566 SH DEFINED
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AUGUST TECHNOLOGY CO COM 05106U10 1,539 224,003 SH DEFINED
AUSTRALIA&NEW ZEALAN SPONSORED 05252830 902 13,059 SH DEFINED
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AVALONBAY CMNTYS INC COM 05348410 94,342 1,566,616 SH DEFINED
AVANEX CORP COM 05348W10 2,143 1,050,654 SH DEFINED
AVANIR PHARMACEUTICA CL A 05348P10 261 91,915 SH DEFINED
AVANT IMMUNOTHERAPEU COM 05349110 1,872 1,094,920 SH DEFINED
AVATAR HLDGS INC COM 05349410 3,098 72,986 SH DEFINED
AVAYA INC COM 05349910 161,067 11,554,306 SH DEFINED
AVERY DENNISON CORP COM 05361110 220,291 3,348,909 SH DEFINED
AVI BIOPHARMA INC COM 00234610 22 10,752 SH DEFINED
AVIALL INC NEW COM 05366B10 7,705 377,674 SH DEFINED
AVID TECHNOLOGY INC COM 05367P10 16,320 348,192 SH DEFINED
AVIGEN INC COM 05369010 83 22,212 SH DEFINED
AVISTA CORP COM 05379B10 14,252 787,390 SH DEFINED
AVNET INC COM 05380710 44,240 2,584,121 SH DEFINED
AVOCENT CORP COM 05389310 16,013 615,188 SH DEFINED
AVON PRODS INC COM 05430310 578,443 13,242,752 SH DEFINED
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AXA SPONSORED 05453610 15,716 774,946 SH DEFINED
AXCELIS TECHNOLOGIES COM 05454010 15,788 1,906,811 SH DEFINED
AXONYX INC COM 05461R10 3,899 690,142 SH DEFINED
AZTAR CORP COM 05480210 13,662 515,532 SH DEFINED
B A S F A G SPONSORED 05526250 1,681 28,522 SH DEFINED
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BALCHEM CORP COM 05766520 235 7,879 SH DEFINED
BALDOR ELEC CO COM 05774110 12,605 532,743 SH DEFINED
BALDWIN & LYONS INC CL B 05775520 3,235 128,163 SH DEFINED
BALL CORP COM 05849810 174,577 4,664,095 SH DEFINED
BALLY TOTAL FITNESS COM 05873K10 457 125,558 SH DEFINED
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BANCO SANTANDER CENT ADR 05964H10 1,663 170,001 SH DEFINED
BANCO SANTANDER CHIL SP ADR REP 05965X10 780 27,921 SH DEFINED
ATHEROGENICS INC 1,2,5 546,817
ATHEROS COMMUNICATIO 1,2 95,240
ATI TECHNOLOGIES INC 5,13 29,336
ATLANTIS PLASTICS IN 1 11,000
ATLAS AMER INC 1 9,200
ATMEL CORP 1,2,5,9 13,744,305
ATMI INC 1,2,5 499,242
ATMOS ENERGY CORP 1,2,5 963,693
ATP OIL & GAS CORP 1 19,818
ATRIX LABS INC 1,2,5 326,596
ATS MED INC 1 19,029
ATWOOD OCEANICS INC 1,2 162,129
AU OPTRONICS CORP 1 1,330,566
AUDIOVOX CORP 1,2,5 274,995
AUGUST TECHNOLOGY CO 1,2 224,003
AUSTRALIA&NEW ZEALAN 1 13,059
AUTHENTIDATE HLDG CO 1,2 418,985
AUTOBYTEL INC 1,2 572,256
AUTODESK INC 1,2,5,6,9,10 2,937,644
AUTOLIV INC 1,2,5 915,156
AUTOMATIC DATA PROCE 1,2,5,6,7,8,9,10,12,13,14 21,630,897
AUTONATION INC 1,2,5,6,7,9,10 6,261,537
AUTOZONE INC 1,2,5,6,7,8,9,10,12,13,14 2,870,966
AVALONBAY CMNTYS INC 1,2,3,5,7,8,9,10,12,14 1,566,616
AVANEX CORP 1,2,5 1,050,654
AVANIR PHARMACEUTICA 1,5 91,915
AVANT IMMUNOTHERAPEU 1,2,5 1,094,920
AVATAR HLDGS INC 1,2,5 72,986
AVAYA INC 1,2,5,6,7,8,9,10,12,13,14 11,554,306
AVERY DENNISON CORP 1,2,5,6,7,8,9,10,12,13,14 3,348,909
AVI BIOPHARMA INC 1 10,752
AVIALL INC NEW 1,2 377,674
AVID TECHNOLOGY INC 1,2,5 348,192
AVIGEN INC 1,5 22,212
AVISTA CORP 1,2,5 787,390
AVNET INC 1,2,5,9 2,584,121
AVOCENT CORP 1,2,5,9 615,188
AVON PRODS INC 1,2,5,6,7,8,9,10,12,13,14 13,242,752
AVX CORP NEW 1,2,5 590,628
AWARE INC MASS 1 18,542
AXA 1 774,946
AXCELIS TECHNOLOGIES 1,2,5 1,906,811
AXONYX INC 1,2 690,142
AZTAR CORP 1,2,5 515,532
B A S F A G 1 28,522
BAIRNCO CORP 1 13,221
BAKER HUGHES INC 1,2,5,6,7,8,9,10,12,13,14 10,980,532
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BALDOR ELEC CO 1,2,5 532,743
BALDWIN & LYONS INC 1,2 128,163
BALL CORP 1,2,5,6,7,8,9,10,12,13,14 4,664,095
BALLY TOTAL FITNESS 1,2,5 125,558
BANC CORP 1,5 26,900
BANCFIRST CORP 1,2 51,016
BANCINSURANCE CORP 1 11,015
BANCO BILBAO VIZCAYA 1 133,372
BANCO BRADESCO S A 1,2 100,371
BANCO SANTANDER CENT 1 170,001
BANCO SANTANDER CHIL 1,2,7 27,921
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BANCORPSOUTH INC COM 05969210 28,148 1,224,371 SH DEFINED
BANCTRUST FINANCIAL COM 05978R10 2,025 107,701 SH DEFINED
BANDAG INC COM 05981510 14,670 334,922 SH DEFINED
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BANK OF AMERICA CORP COM 06050510 5,554,407 128,188,487 SH DEFINED
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BANK OF THE OZARKS I COM 06390410 4,588 154,308 SH DEFINED
BANK UTD CORP LITIGA CTF RT CON 06541611 3 41,940 SH DEFINED
BANKATLANTIC BANCORP CL A 06590850 19,669 1,073,634 SH DEFINED
BANKNORTH GROUP INC COM 06646R10 107,739 3,078,264 SH DEFINED
BANKRATE INC COM 06646V10 207 18,400 SH DEFINED
BANKUNITED FINL CORP CL A 06652B10 12,515 429,319 SH DEFINED
BANNER CORP COM 06652V10 6,944 236,182 SH DEFINED
BANTA CORP COM 06682110 22,669 570,279 SH DEFINED
BARCLAYS PLC ADR 06738E20 12,437 321,440 SH DEFINED
BARD C R INC COM 06738310 228,397 4,033,137 SH DEFINED
BARNES & NOBLE INC COM 06777410 73,914 1,997,682 SH DEFINED
BARNES GROUP INC COM 06780610 5,736 208,794 SH DEFINED
BARR PHARMACEUTICALS COM 06830610 55,038 1,328,449 SH DEFINED
BARRETT BUSINESS SER COM 06846310 174 12,172 SH DEFINED
BARRICK GOLD CORP COM 06790110 842 40,014 SH DEFINED
BARRIER THERAPEUTICS COM 06850R10 684 56,214 SH DEFINED
BASSETT FURNITURE IN COM 07020310 3,091 163,720 SH DEFINED
BAUSCH & LOMB INC COM 07170710 154,633 2,327,060 SH DEFINED
BAXTER INTL INC COM 07181310 670,384 20,845,259 SH DEFINED
BAXTER INTL INC CORP UNITS 07181340 495 9,200 SH DEFINED
BAYER A G SPONSORED 07273030 851 31,011 SH DEFINED
BB&T CORP COM 05493710 624,920 15,745,024 SH DEFINED
BBVA BANCO FRANCES S SPONSORED 07329M10 109 16,356 SH DEFINED
BE AEROSPACE INC COM 07330210 4,757 522,789 SH DEFINED
BEA SYS INC COM 07332510 33,566 4,857,529 SH DEFINED
BEAR STEARNS COS INC COM 07390210 334,622 3,479,487 SH DEFINED
BEARINGPOINT INC COM 07400210 12,373 1,384,020 SH DEFINED
BEASLEY BROADCAST GR CL A 07401410 954 60,786 SH DEFINED
BEAZER HOMES USA INC COM 07556Q10 22,628 211,690 SH DEFINED
BEBE STORES INC COM 07557110 1,582 74,882 SH DEFINED
BECKMAN COULTER INC COM 07581110 80,591 1,436,039 SH DEFINED
BECTON DICKINSON & C COM 07588710 668,627 12,932,826 SH DEFINED
BED BATH & BEYOND IN COM 07589610 318,947 8,594,627 SH DEFINED
BEDFORD PPTY INVS IN COM PAR $0 07644630 11,197 369,056 SH DEFINED
BEI TECHNOLOGIES INC COM 05538P10 6,882 251,181 SH DEFINED
BEL FUSE INC CL A 07734720 361 12,871 SH DEFINED
BEL FUSE INC CL B 07734730 7,175 216,895 SH DEFINED
BELDEN CDT INC COM 07745410 16,604 761,639 SH DEFINED
BELL MICROPRODUCTS I COM 07813710 325 42,015 SH DEFINED
BELLSOUTH CORP COM 07986010 3,725,384 137,366,650 SH DEFINED
BELO CORP COM SER A 08055510 32,928 1,460,867 SH DEFINED
BEMIS INC COM 08143710 76,795 2,889,211 SH DEFINED
BENCHMARK ELECTRS IN COM 08160H10 27,012 906,443 SH DEFINED
BENTLEY PHARMACEUTIC COM 08265710 2,476 233,787 SH DEFINED
BERKLEY W R CORP COM 08442310 77,270 1,832,776 SH DEFINED
BERKSHIRE HATHAWAY I CL B 08467020 476,669 166,029 SH DEFINED
BERKSHIRE HILLS BANC COM 08468010 3,264 88,325 SH DEFINED
BERRY PETE CO CL A 08578910 12,484 339,899 SH DEFINED
BEST BUY INC COM 08651610 446,581 8,233,421 SH DEFINED
BANCORP BK 1,2 74,110
BANCORPSOUTH INC 1,2,5 1,224,371
BANCTRUST FINANCIAL 1,2 107,701
BANDAG INC 1,2,9 334,922
BANK HAWAII CORP 1,2,5,9 677,791
BANK MUTUAL CORP NEW 1,2,5 1,111,410
BANK NEW YORK INC 1,2,5,6,7,8,9,10,12,13,14 21,899,755
BANK NOVA SCOTIA HAL 1,7 97,556
BANK OF AMERICA CORP 1,2,5,6,7,8,9,10,12,13,14 128,188,487
BANK OF GRANITE CORP 1,2,5 227,147
BANK OF THE OZARKS I 1,2 154,308
BANK UTD CORP LITIGA 1,2 41,940
BANKATLANTIC BANCORP 1,2,5 1,073,634
BANKNORTH GROUP INC 1,2,5,7,8,9,10,12,13,14 3,078,264
BANKRATE INC 1 18,400
BANKUNITED FINL CORP 1,2 429,319
BANNER CORP 1,2 236,182
BANTA CORP 1,2,5,6,9 570,279
BARCLAYS PLC 1,2 321,440
BARD C R INC 1,2,5,6,7,8,9,10,12,13,14 4,033,137
BARNES & NOBLE INC 1,2,5,9,10,12,14 1,997,682
BARNES GROUP INC 1,2 208,794
BARR PHARMACEUTICALS 1,2,5,9 1,328,449
BARRETT BUSINESS SER 1 12,172
BARRICK GOLD CORP 1,5 40,014
BARRIER THERAPEUTICS 1 56,214
BASSETT FURNITURE IN 1,2,5 163,720
BAUSCH & LOMB INC 1,2,5,6,7,9,10 2,327,060
BAXTER INTL INC 1,2,5,6,7,8,9,10,12,13,14 20,845,259
BAXTER INTL INC 1 9,200
BAYER A G 1 31,011
BB&T CORP 1,2,5,6,7,8,9,10,12,13,14 15,745,024
BBVA BANCO FRANCES S 1,7 16,356
BE AEROSPACE INC 1,2,5 522,789
BEA SYS INC 1,2,5,7,8,9,10,12,13,14 4,857,529
BEAR STEARNS COS INC 1,2,5,6,7,9,10,13 3,479,487
BEARINGPOINT INC 1,2,5 1,384,020
BEASLEY BROADCAST GR 1,2 60,786
BEAZER HOMES USA INC 1,2,5 211,690
BEBE STORES INC 1,2 74,882
BECKMAN COULTER INC 1,2,5,9 1,436,039
BECTON DICKINSON & C 1,2,5,6,7,8,9,10,12,13,14 12,932,826
BED BATH & BEYOND IN 1,2,5,6,7,8,9,10,12,13,14 8,594,627
BEDFORD PPTY INVS IN 1,2,3 369,056
BEI TECHNOLOGIES INC 1,2,5 251,181
BEL FUSE INC 1,5 12,871
BEL FUSE INC 1,2 216,895
BELDEN CDT INC 1,2,5 761,639
BELL MICROPRODUCTS I 1,5 42,015
BELLSOUTH CORP 1,2,5,6,7,8,9,10,12,13,14 137,366,650
BELO CORP 1,2,5,9 1,460,867
BEMIS INC 1,2,5,6,9,10 2,889,211
BENCHMARK ELECTRS IN 1,2,5 906,443
BENTLEY PHARMACEUTIC 1,2 233,787
BERKLEY W R CORP 1,2,5,9 1,832,776
BERKSHIRE HATHAWAY I 1,5 166,029
BERKSHIRE HILLS BANC 1,2,5 88,325
BERRY PETE CO 1,2 339,899
BEST BUY INC 1,2,5,6,7,8,9,10,12,13,14 8,233,421
BEVERLY ENTERPRISES COM NEW 08785130 12,095 1,597,738 SH DEFINED
BEVERLY HILLS BANCOR COM 08786610 1,516 145,069 SH DEFINED
BFC FINL CORP CL A 05538420 491 44,611 SH DEFINED
BG PLC ADR FIN IN 05543420 11,702 343,765 SH DEFINED
BHP BILLITON LTD SPONSORED 08860610 1,653 79,649 SH DEFINED
BIG 5 SPORTING GOODS COM 08915P10 6,202 272,038 SH DEFINED
BIG LOTS INC COM 08930210 33,030 2,700,710 SH DEFINED
BINDVIEW DEV CORP COM 09032710 53 15,956 SH DEFINED
BIO LOGIC SYS CORP COM 09090910 94 12,700 SH DEFINED
BIO RAD LABS INC CL A 09057220 14,173 277,349 SH DEFINED
BIOCRYST PHARMACEUTI COM 09058V10 889 174,326 SH DEFINED
BIOENVISION INC COM 09059N10 1,992 249,322 SH DEFINED
BIOGEN IDEC INC COM 09062X10 612,263 10,009,212 SH DEFINED
BIOLASE TECHNOLOGY I COM 09091110 3,113 381,546 SH DEFINED
BIOMARIN PHARMACEUTI COM 09061G10 5,045 971,986 SH DEFINED
BIOMED REALTY TRUST COM 09063H10 1,180 67,100 SH DEFINED
BIOMET INC COM 09061310 364,870 7,783,063 SH DEFINED
BIOPURE CORP CL A 09065H10 8 19,914 SH DEFINED
BIO-REFERENCE LABS I COM $.01 N 09057G60 1,071 76,808 SH DEFINED
BIOSITE INC COM 09094510 10,368 211,769 SH DEFINED
BIOSOURCE INTL INC COM 09066H10 74 10,500 SH DEFINED
BIOVAIL CORP COM 09067J10 3,156 182,407 SH DEFINED
BIOVERIS CORP COM 09067610 2,018 324,931 SH DEFINED
BISYS GROUP INC COM 05547210 32,157 2,201,016 SH DEFINED
BJ SVCS CO COM 05548210 274,904 5,245,254 SH DEFINED
BJS RESTAURANTS INC COM 09180C10 2,724 171,630 SH DEFINED
BJS WHOLESALE CLUB I COM 05548J10 24,190 884,788 SH DEFINED
BKF CAP GROUP INC COM 05548G10 1,980 67,579 SH DEFINED
BLACK & DECKER CORP COM 09179710 299,664 3,869,634 SH DEFINED
BLACK BOX CORP DEL COM 09182610 10,291 278,499 SH DEFINED
BLACK HILLS CORP COM 09211310 17,019 612,632 SH DEFINED
BLACKBAUD INC COM 09227Q10 304 31,000 SH DEFINED
BLACKROCK INC CL A 09247X10 12,985 176,687 SH DEFINED
BLAIR CORP COM 09282810 3,304 117,263 SH DEFINED
BLOCK H & R INC COM 09367110 226,945 4,592,178 SH DEFINED
BLOCKBUSTER INC CL A 09367910 3,542 466,731 SH DEFINED
BLOUNT INTL INC NEW COM 09518010 848 64,763 SH DEFINED
BLUE COAT SYSTEMS IN COM NEW 09534T50 1,768 122,749 SH DEFINED
BLUE NILE INC COM 09578R10 1,368 40,609 SH DEFINED
BLUEGREEN CORP COM 09623110 2,436 218,828 SH DEFINED
BLYTH INC COM 09643P10 18,195 588,839 SH DEFINED
BMC SOFTWARE INC COM 05592110 164,187 10,385,018 SH DEFINED
BOB EVANS FARMS INC COM 09676110 17,960 661,253 SH DEFINED
BOC GROUP PLC SPONSORED 05561760 378 11,617 SH DEFINED
BOCA RESORTS INC CL A 09688T10 6,299 339,198 SH DEFINED
BOEING CO COM 09702310 4,878,625 94,510,371 SH DEFINED
BOISE CASCADE CORP COM 09738310 100,084 3,007,338 SH DEFINED
BOK FINL CORP COM NEW 05561Q20 7,280 163,197 SH DEFINED
BOMBAY CO INC COM 09792410 3,982 543,315 SH DEFINED
BONE CARE INTL INC COM 09807210 4,965 204,327 SH DEFINED
BON-TON STORES INC COM 09776J10 816 66,943 SH DEFINED
BORDERS GROUP INC COM 09970910 31,126 1,255,069 SH DEFINED
BORG WARNER INC COM 09972410 33,561 775,261 SH DEFINED
BORLAND SOFTWARE COR COM 09984910 10,165 1,217,424 SH DEFINED
BOSTON BEER INC CL A 10055710 3,565 141,472 SH DEFINED
BOSTON COMMUNICATION COM 10058210 2,044 233,064 SH DEFINED
BOSTON PRIVATE FINL COM 10111910 9,351 374,653 SH DEFINED
BOSTON PROPERTIES IN COM 10112110 112,945 2,039,085 SH DEFINED
BOSTON SCIENTIFIC CO COM 10113710 846,199 21,298,751 SH DEFINED
BEVERLY ENTERPRISES 1,2,5 1,597,738
BEVERLY HILLS BANCOR 1,2 145,069
BFC FINL CORP 1,2 44,611
BG PLC 1 343,765
BHP BILLITON LTD 1 79,649
BIG 5 SPORTING GOODS 1,2 272,038
BIG LOTS INC 1,2,5,6,9,10 2,700,710
BINDVIEW DEV CORP 1 15,956
BIO LOGIC SYS CORP 1 12,700
BIO RAD LABS INC 1,2,5 277,349
BIOCRYST PHARMACEUTI 1 174,326
BIOENVISION INC 1,2 249,322
BIOGEN IDEC INC 1,2,5,6,7,8,9,10,12,13,14 10,009,212
BIOLASE TECHNOLOGY I 1,2,5 381,546
BIOMARIN PHARMACEUTI 1,2 971,986
BIOMED REALTY TRUST 1,2 67,100
BIOMET INC 1,2,5,6,7,8,9,10,12,13,14 7,783,063
BIOPURE CORP 1 19,914
BIO-REFERENCE LABS I 1 76,808
BIOSITE INC 1,2 211,769
BIOSOURCE INTL INC 1 10,500
BIOVAIL CORP 1,13 182,407
BIOVERIS CORP 1,2,5 324,931
BISYS GROUP INC 1,2,5,9 2,201,016
BJ SVCS CO 1,2,5,6,7,8,9,10,12,13,14 5,245,254
BJS RESTAURANTS INC 1,2 171,630
BJS WHOLESALE CLUB I 1,2,5,9 884,788
BKF CAP GROUP INC 1,2 67,579
BLACK & DECKER CORP 1,2,5,6,7,8,9,10,12,13,14 3,869,634
BLACK BOX CORP DEL 1,2,5 278,499
BLACK HILLS CORP 1,2,5,9 612,632
BLACKBAUD INC 1 31,000
BLACKROCK INC 1,2,5 176,687
BLAIR CORP 1,2 117,263
BLOCK H & R INC 1,2,5,6,7,8,9,10,12,13,14 4,592,178
BLOCKBUSTER INC 1,2,5 466,731
BLOUNT INTL INC NEW 1 64,763
BLUE COAT SYSTEMS IN 1,2 122,749
BLUE NILE INC 1 40,609
BLUEGREEN CORP 1,2 218,828
BLYTH INC 1,2,5,9 588,839
BMC SOFTWARE INC 1,2,5,6,7,8,9,10,12,13,14 10,385,018
BOB EVANS FARMS INC 1,2,5,6,9 661,253
BOC GROUP PLC 1 11,617
BOCA RESORTS INC 1,2,5 339,198
BOEING CO 1,2,5,6,7,8,9,10,12,13,14 94,510,371
BOISE CASCADE CORP 1,2,5,6,9,10,13 3,007,338
BOK FINL CORP 1,2,5 163,197
BOMBAY CO INC 1,2 543,315
BONE CARE INTL INC 1,2 204,327
BON-TON STORES INC 1 66,943
BORDERS GROUP INC 1,2,5,9 1,255,069
BORG WARNER INC 1,2,5,9 775,261
BORLAND SOFTWARE COR 1,2,5 1,217,424
BOSTON BEER INC 1,2 141,472
BOSTON COMMUNICATION 1,2 233,064
BOSTON PRIVATE FINL 1,2 374,653
BOSTON PROPERTIES IN 1,2,3,5,7,8,9,10,12,14 2,039,085
BOSTON SCIENTIFIC CO 1,2,5,6,7,8,9,10,12,13,14 21,298,751
BOTTOMLINE TECH DEL COM 10138810 280 29,396 SH DEFINED
BOWATER INC COM 10218310 27,200 712,228 SH DEFINED
BOWNE & CO INC COM 10304310 6,787 522,515 SH DEFINED
BOYD GAMING CORP COM 10330410 27,581 979,794 SH DEFINED
BOYDS COLLECTION LTD COM 10335410 115 48,179 SH DEFINED
BOYKIN LODGING CO COM 10343010 1,136 135,094 SH DEFINED
BP PLC SPONSORED 05562210 3,297,702 57,321,428 SH DEFINED
BP PRUDHOE BAY RTY T UNIT BEN I 05563010 927 23,467 SH DEFINED
BRADLEY PHARMACEUTIC COM 10457610 6,858 336,996 SH DEFINED
BRADY CORP CL A 10467410 15,169 311,036 SH DEFINED
BRANDYWINE RLTY TR SH BEN INT 10536820 28,141 988,081 SH DEFINED
BRASCAN CORP CL A LTD V 10549P60 805 26,656 SH DEFINED
BRASKEM S A SP ADR PFD 10553210 283 8,566 SH DEFINED
BRE PROPERTIES INC CL A 05564E10 30,461 794,287 SH DEFINED
BRIGGS & STRATTON CO COM 10904310 22,979 282,998 SH DEFINED
BRIGHAM EXPLORATION COM 10917810 2,383 253,487 SH DEFINED
BRIGHT HORIZON FAMIL COM 10919510 10,610 195,430 SH DEFINED
BRIGHTPOINT INC COM NEW 10947340 7,070 411,058 SH DEFINED
BRINKER INTL INC COM 10964110 51,776 1,662,152 SH DEFINED
BRINKS CO COM 10969610 25,019 829,267 SH DEFINED
BRISTOL MYERS SQUIBB COM 11012210 1,347,882 56,944,760 SH DEFINED
BRISTOL WEST HLDGS I COM 11037M10 3,317 193,525 SH DEFINED
BRITESMILE INC COM NEW 11041520 115 10,586 SH DEFINED
BRITISH AMERN TOB PL SPONSORED 11044810 11,138 381,572 SH DEFINED
BRITISH SKY BROADCAS SPONSORED 11101310 430 12,309 SH DEFINED
BROADCOM CORP CL A 11132010 216,651 7,938,845 SH DEFINED
BROADVISION INC COM NEW 11141260 71 24,066 SH DEFINED
BROCADE COMMUNICATIO COM 11162110 22,025 3,898,255 SH DEFINED
BROOKFIELD HOMES COR COM 11272310 6,441 244,451 SH DEFINED
BROOKFIELD PPTYS COR COM 11290010 3,004 93,118 SH DEFINED
BROOKLINE BANCORP IN COM 11373M10 13,938 889,482 SH DEFINED
BROOKS AUTOMATION IN COM 11434010 12,217 863,414 SH DEFINED
BROOKSTONE INC COM 11453710 5,868 310,635 SH DEFINED
BROOKTROUT INC COM 11458010 133 14,689 SH DEFINED
BROWN & BROWN INC COM 11523610 42,188 923,157 SH DEFINED
BROWN FORMAN CORP CL A 11563710 629 13,444 SH DEFINED
BROWN FORMAN CORP CL B 11563720 109,175 2,383,743 SH DEFINED
BROWN SHOE INC NEW COM 11573610 6,826 272,403 SH DEFINED
BRUKER BIOSCIENCES C COM 11679410 1,082 312,781 SH DEFINED
BRUNSWICK CORP COM 11704310 123,492 2,698,679 SH DEFINED
BRUSH ENGINEERED MAT COM 11742110 5,109 246,696 SH DEFINED
BRYN MAWR BK CORP COM 11766510 2,114 105,277 SH DEFINED
BSQUARE CORP COM 11776U10 13 20,627 SH DEFINED
BT GROUP PLC ADR 05577E10 1,152 34,958 SH DEFINED
BUCA INC COM 11776910 66 15,455 SH DEFINED
BUCKEYE PARTNERS L P UNIT LTD P 11823010 2,167 49,233 SH DEFINED
BUCKEYE TECHNOLOGIES COM 11825510 5,006 449,004 SH DEFINED
BUCKLE INC COM 11844010 3,065 111,569 SH DEFINED
BUCYRUS INTL INC NEW CL A 11875910 438 13,033 SH DEFINED
BUFFALO WILD WINGS I COM 11984810 1,596 56,918 SH DEFINED
BUILDING MATLS HLDG COM 12011310 5,749 208,902 SH DEFINED
BUNGE LIMITED COM G1696210 7,178 179,531 SH DEFINED
BURLINGTON COAT FACT COM 12157910 8,535 402,016 SH DEFINED
BURLINGTON NORTHN SA COM 12189T10 478,960 12,502,218 SH DEFINED
BURLINGTON RES INC COM 12201410 626,682 15,359,858 SH DEFINED
C COR INC COM 12501010 5,524 653,727 SH DEFINED
C D I CORP COM 12507110 4,097 199,849 SH DEFINED
C D W CORP COM 12512N10 71,615 1,234,103 SH DEFINED
C H ROBINSON WORLDWI COM 12541W10 59,926 1,291,788 SH DEFINED
BOTTOMLINE TECH DEL 1,2 29,396
BOWATER INC 1,2,5,7,9 712,228
BOWNE & CO INC 1,2 522,515
BOYD GAMING CORP 1,2,9 979,794
BOYDS COLLECTION LTD 1 48,179
BOYKIN LODGING CO 1,3,5 135,094
BP PLC 1,2 57,321,428
BP PRUDHOE BAY RTY T 1 23,467
BRADLEY PHARMACEUTIC 1,2 336,996
BRADY CORP 1,2,5 311,036
BRANDYWINE RLTY TR 1,2,3,5 988,081
BRASCAN CORP 1 26,656
BRASKEM S A 1,2 8,566
BRE PROPERTIES INC 1,2,3,5 794,287
BRIGGS & STRATTON CO 1,2,5 282,998
BRIGHAM EXPLORATION 1,2 253,487
BRIGHT HORIZON FAMIL 1,2,5 195,430
BRIGHTPOINT INC 1,2 411,058
BRINKER INTL INC 1,2,5,7,8,9,10,12,13,14 1,662,152
BRINKS CO 1,2,5,7,9 829,267
BRISTOL MYERS SQUIBB 1,2,5,6,7,8,9,10,12,13,14 56,944,760
BRISTOL WEST HLDGS I 1,2 193,525
BRITESMILE INC 1 10,586
BRITISH AMERN TOB PL 1 381,572
BRITISH SKY BROADCAS 1 12,309
BROADCOM CORP 1,2,5,6,7,8,9,10,12,13,14 7,938,845
BROADVISION INC 1,5 24,066
BROCADE COMMUNICATIO 1,2,5 3,898,255
BROOKFIELD HOMES COR 1,2,5 244,451
BROOKFIELD PPTYS COR 1,3,5 93,118
BROOKLINE BANCORP IN 1,2,5 889,482
BROOKS AUTOMATION IN 1,2,5 863,414
BROOKSTONE INC 1,2,5 310,635
BROOKTROUT INC 1 14,689
BROWN & BROWN INC 1,2,5,9 923,157
BROWN FORMAN CORP 1,5 13,444
BROWN FORMAN CORP 1,2,5,6,7,9,10 2,383,743
BROWN SHOE INC NEW 1,2 272,403
BRUKER BIOSCIENCES C 1,2,5 312,781
BRUNSWICK CORP 1,2,5,6,7,8,9,10,12,13,14 2,698,679
BRUSH ENGINEERED MAT 1,2,5 246,696
BRYN MAWR BK CORP 1,2 105,277
BSQUARE CORP 1 20,627
BT GROUP PLC 1 34,958
BUCA INC 1,5 15,455
BUCKEYE PARTNERS L P 1,5 49,233
BUCKEYE TECHNOLOGIES 1,2 449,004
BUCKLE INC 1,2 111,569
BUCYRUS INTL INC NEW 1,2 13,033
BUFFALO WILD WINGS I 1,2 56,918
BUILDING MATLS HLDG 1,2 208,902
BUNGE LIMITED 1,5 179,531
BURLINGTON COAT FACT 1,2 402,016
BURLINGTON NORTHN SA 1,2,5,6,7,8,9,10,12,13,14 12,502,218
BURLINGTON RES INC 1,2,5,6,7,8,9,10,12,13,14 15,359,858
C COR INC 1,2,5 653,727
C D I CORP 1,2 199,849
C D W CORP 1,2,5,6,7,8,9,10,12,13,14 1,234,103
C H ROBINSON WORLDWI 1,2,5,9 1,291,788
C&D TECHNOLOGIES INC COM 12466110 7,004 368,221 SH DEFINED
CABELAS INC COM 12680430 603 25,300 SH DEFINED
CABLE & WIRELESS PUB SPONSORED 12683020 230 43,804 SH DEFINED
CABLEVISION SYS CORP CL A NY CA 12686C10 49,633 2,447,404 SH DEFINED
CABOT CORP COM 12705510 449,563 11,655,764 SH DEFINED
CABOT MICROELECTRONI COM 12709P10 35,591 981,827 SH DEFINED
CABOT OIL & GAS CORP COM 12709710 27,781 618,738 SH DEFINED
CACHE INC COM NEW 12715030 1,899 126,586 SH DEFINED
CACI INTL INC CL A 12719030 23,571 446,599 SH DEFINED
CADBURY SCHWEPPES PL ADR 12720930 860 27,835 SH DEFINED
CADENCE DESIGN SYSTE COM 12738710 65,987 5,060,316 SH DEFINED
CADMUS COMMUNICATION COM 12758710 252 17,415 SH DEFINED
CAE INC COM 12476510 83 19,000 SH DEFINED
CAESARS ENTMT INC COM 12768710 99,328 5,947,789 SH DEFINED
CAL DIVE INTL INC COM 12791410 28,947 812,672 SH DEFINED
CAL MAINE FOODS INC COM NEW 12803020 1,928 175,782 SH DEFINED
CALAMP CORP COM 12812610 87 12,189 SH DEFINED
CALAVO GROWERS INC COM 12824610 193 17,800 SH DEFINED
CALGON CARBON CORP COM 12960310 3,874 536,556 SH DEFINED
CALIFORNIA FIRST NTN COM 13022210 137 10,330 SH DEFINED
CALIFORNIA MICRO DEV COM 13043910 2,262 292,588 SH DEFINED
CALIFORNIA PIZZA KIT COM 13054D10 10,112 462,806 SH DEFINED
CALIFORNIA WTR SVC G COM 13078810 7,482 254,737 SH DEFINED
CALIPER LIFE SCIENCE COM 13087210 168 23,962 SH DEFINED
CALLAWAY GOLF CO COM 13119310 18,560 1,755,934 SH DEFINED
CALLON PETE CO DEL COM 13123X10 1,511 119,181 SH DEFINED
CALPINE CORP COM 13134710 40,532 13,976,433 SH DEFINED
CAMBREX CORP COM 13201110 8,278 377,118 SH DEFINED
CAMBRIDGE ANTIBODY T SPONSORED 13214810 120 11,000 SH DEFINED
CAMDEN NATL CORP COM 13303410 4,433 128,450 SH DEFINED
CAMDEN PPTY TR SH BEN INT 13313110 35,793 774,744 SH DEFINED
CAMPBELL SOUP CO COM 13442910 267,233 10,164,820 SH DEFINED
CANADIAN NAT RES LTD COM 13638510 211 5,300 SH DEFINED
CANADIAN NATL RY CO COM 13637510 1,218 25,106 SH DEFINED
CANADIAN PAC RY LTD COM 13645T10 552 21,410 SH DEFINED
CANCERVAX CORP COM 13738Y10 1,448 178,771 SH DEFINED
CANDELA CORP COM 13690710 3,149 272,846 SH DEFINED
CANDIES INC COM 13740910 66 13,900 SH DEFINED
CANON INC ADR 13800630 2,921 61,943 SH DEFINED
CANTEL MEDICAL CORP COM 13809810 356 14,850 SH DEFINED
CAPITAL AUTOMOTIVE R COM SH BEN 13973310 23,314 745,578 SH DEFINED
CAPITAL CITY BK GROU COM 13967410 5,362 138,515 SH DEFINED
CAPITAL CORP OF THE COM 14006510 3,112 72,370 SH DEFINED
CAPITAL CROSSING BK COM 14007110 1,100 43,223 SH DEFINED
CAPITAL LEASE FDG IN COM 14028810 3,223 291,981 SH DEFINED
CAPITAL ONE FINL COR COM 14040H10 579,495 7,841,609 SH DEFINED
CAPITAL SOUTHWEST CO COM 14050110 2,440 32,106 SH DEFINED
CAPITAL TRUST INC MD CL A NEW 14052H50 3,019 103,760 SH DEFINED
CAPITALSOURCE INC COM 14055X10 12,659 566,639 SH DEFINED
CAPITOL BANCORP LTD COM 14056D10 4,648 158,432 SH DEFINED
CAPITOL FED FINL COM 14057C10 6,488 201,620 SH DEFINED
CAPSTEAD MTG CORP COM NO PAR 14067E50 2,365 189,981 SH DEFINED
CAPSTONE TURBINE COR COM 14067D10 1,416 925,370 SH DEFINED
CAPTARIS INC COM 14071N10 1,683 395,077 SH DEFINED
CAPTIVA SOFTWARE COR COM 14073T10 216 19,260 SH DEFINED
CARACO PHARMACEUTICA COM 14075T10 347 45,086 SH DEFINED
CARAUSTAR INDS INC COM 14090910 8,049 479,944 SH DEFINED
CARBO CERAMICS INC COM 14078110 16,959 235,086 SH DEFINED
CARDIAC SCIENCE INC COM NEW 14141020 1,678 874,112 SH DEFINED
C&D TECHNOLOGIES INC 1,2,5 368,221
CABELAS INC 1,2 25,300
CABLE & WIRELESS PUB 1 43,804
CABLEVISION SYS CORP 1,2,5,7,8,9,10,12,13,14 2,447,404
CABOT CORP 1,2,5,6,7,9 11,655,764
CABOT MICROELECTRONI 1,2,5,9 981,827
CABOT OIL & GAS CORP 1,2,5 618,738
CACHE INC 1,2 126,586
CACI INTL INC 1,2,5 446,599
CADBURY SCHWEPPES PL 1 27,835
CADENCE DESIGN SYSTE 1,2,5,7,8,9,10,12,13,14 5,060,316
CADMUS COMMUNICATION 1,2 17,415
CAE INC 7 19,000
CAESARS ENTMT INC 1,2,5,7,8,9,10,12,13,14 5,947,789
CAL DIVE INTL INC 1,2,5 812,672
CAL MAINE FOODS INC 1,2 175,782
CALAMP CORP 1 12,189
CALAVO GROWERS INC 1 17,800
CALGON CARBON CORP 1,2 536,556
CALIFORNIA FIRST NTN 1 10,330
CALIFORNIA MICRO DEV 1,2 292,588
CALIFORNIA PIZZA KIT 1,2 462,806
CALIFORNIA WTR SVC G 1,2 254,737
CALIPER LIFE SCIENCE 1 23,962
CALLAWAY GOLF CO 1,2,5,9 1,755,934
CALLON PETE CO DEL 1,2 119,181
CALPINE CORP 1,2,5,6,9,10 13,976,433
CAMBREX CORP 1,2,5 377,118
CAMBRIDGE ANTIBODY T 1 11,000
CAMDEN NATL CORP 1,2,5 128,450
CAMDEN PPTY TR 1,2,3,5 774,744
CAMPBELL SOUP CO 1,2,5,6,7,8,9,10,12,13,14 10,164,820
CANADIAN NAT RES LTD 7 5,300
CANADIAN NATL RY CO 1,5 25,106
CANADIAN PAC RY LTD 1,7 21,410
CANCERVAX CORP 1,2 178,771
CANDELA CORP 1,2 272,846
CANDIES INC 1 13,900
CANON INC 1 61,943
CANTEL MEDICAL CORP 1,2 14,850
CAPITAL AUTOMOTIVE R 1,2,5 745,578
CAPITAL CITY BK GROU 1,2 138,515
CAPITAL CORP OF THE 1,2 72,370
CAPITAL CROSSING BK 1,2 43,223
CAPITAL LEASE FDG IN 1,2 291,981
CAPITAL ONE FINL COR 1,2,5,6,7,9,10,12,13,14 7,841,609
CAPITAL SOUTHWEST CO 1,2 32,106
CAPITAL TRUST INC MD 1,2 103,760
CAPITALSOURCE INC 1,2 566,639
CAPITOL BANCORP LTD 1,2 158,432
CAPITOL FED FINL 1,2,5 201,620
CAPSTEAD MTG CORP 1,2,5 189,981
CAPSTONE TURBINE COR 1,2,5 925,370
CAPTARIS INC 1,2 395,077
CAPTIVA SOFTWARE COR 1 19,260
CARACO PHARMACEUTICA 1,2 45,086
CARAUSTAR INDS INC 1,2 479,944
CARBO CERAMICS INC 1,2 235,086
CARDIAC SCIENCE INC 1,2,5 874,112
CARDINAL HEALTH INC COM 14149Y10 591,663 13,517,536 SH DEFINED
CARDIODYNAMICS INTL COM 14159710 2,409 523,727 SH DEFINED
CAREER EDUCATION COR COM 14166510 46,211 1,625,439 SH DEFINED
CAREMARK RX INC COM 14170510 440,285 13,728,861 SH DEFINED
CARLISLE COS INC COM 14233910 27,593 431,617 SH DEFINED
CARMAX INC COM 14313010 36,327 1,685,705 SH DEFINED
CARMIKE CINEMAS INC COM 14343640 4,408 125,189 SH DEFINED
CARNIVAL CORP PAIRED CTF 14365830 572,409 12,104,238 SH DEFINED
CARNIVAL PLC ADR 14365C10 483 9,723 SH DEFINED
CARPENTER TECHNOLOGY COM 14428510 21,471 449,744 SH DEFINED
CARRAMERICA RLTY COR COM 14441810 45,945 1,405,056 SH DEFINED
CARREKER CORP COM 14443310 2,314 304,127 SH DEFINED
CARRIAGE SVCS INC COM 14390510 262 55,400 SH DEFINED
CARRIER ACCESS CORP COM 14446010 1,868 268,801 SH DEFINED
CARRIZO OIL & CO INC COM 14457710 241 25,100 SH DEFINED
CARTER INC COM 14622910 4,483 161,896 SH DEFINED
CASCADE BANCORP COM 14715410 4,516 232,802 SH DEFINED
CASCADE CORP COM 14719510 4,313 155,373 SH DEFINED
CASCADE NAT GAS CORP COM 14733910 4,036 190,118 SH DEFINED
CASELLA WASTE SYS IN CL A 14744810 3,241 273,750 SH DEFINED
CASEYS GEN STORES IN COM 14752810 13,788 741,685 SH DEFINED
CASH AMER INTL INC COM 14754D10 11,272 460,825 SH DEFINED
CASTLE ENERGY CORP COM PAR$0. 14844930 158 13,500 SH DEFINED
CASUAL MALE RETAIL G COM 14871110 2,116 403,832 SH DEFINED
CATALINA MARKETING C COM 14886710 21,676 939,178 SH DEFINED
CATALYST SEMICONDUCT COM 14888110 101 16,969 SH DEFINED
CATAPULT COMMUNICATI COM 14901610 1,953 103,668 SH DEFINED
CATELLUS DEV CORP NE COM 14911310 43,663 1,647,053 SH DEFINED
CATERPILLAR INC DEL COM 14912310 1,185,063 14,730,429 SH DEFINED
CATHAY GENERAL BANCO COM 14915010 24,335 654,342 SH DEFINED
CATO CORP NEW CL A 14920510 8,687 390,413 SH DEFINED
CB RICHARD ELLIS GRO CL A 12497T10 870 37,675 SH DEFINED
CBL & ASSOC PPTYS IN COM 12483010 26,909 441,500 SH DEFINED
CBRL GROUP INC COM 12489V10 34,296 950,560 SH DEFINED
CCA INDS INC COM 12486710 95 10,400 SH DEFINED
CCC INFORMATION SVCS COM 12487Q10 2,747 155,287 SH DEFINED
CDN IMPERIAL BK OF C COM 13606910 1,004 18,805 SH DEFINED
CEC ENTMT INC COM 12513710 25,865 703,810 SH DEFINED
CEDAR FAIR L P DEPOSITRY 15018510 2,129 69,452 SH DEFINED
CEDAR SHOPPING CTRS COM NEW 15060220 2,987 214,089 SH DEFINED
CELESTICA INC SUB VTG SH 15101Q10 1,616 127,236 SH DEFINED
CELGENE CORP COM 15102010 45,263 777,309 SH DEFINED
CELL GENESYS INC COM 15092110 5,605 624,805 SH DEFINED
CELL THERAPEUTICS IN COM 15093410 5,048 735,901 SH DEFINED
CEMEX S A SPON ADR 5 15129088 22,146 786,976 SH DEFINED
CENDANT CORP COM 15131310 815,872 37,771,872 SH DEFINED
CENTENE CORP DEL COM 15135B10 13,578 318,875 SH DEFINED
CENTENNIAL COMMUNCTN CL A NEW 15133V20 1,112 189,113 SH DEFINED
CENTER BANCORP INC COM 15140810 154 12,882 SH DEFINED
CENTER FINL CORP CAL COM 15146E10 2,520 132,485 SH DEFINED
CENTERPOINT ENERGY I COM 15189T10 147,307 14,218,788 SH DEFINED
CENTERPOINT PPTYS TR COM 15189510 39,393 903,919 SH DEFINED
CENTEX CORP COM 15231210 216,632 4,293,149 SH DEFINED
CENTILLIUM COMMUNICA COM 15231910 46 19,434 SH DEFINED
CENTRAL COAST BANCOR COM 15314510 2,899 142,098 SH DEFINED
CENTRAL EUROPEAN DIS COM 15343510 4,073 182,318 SH DEFINED
CENTRAL FGHT LINES I COM 15349110 260 43,209 SH DEFINED
CENTRAL GARDEN & PET COM 15352710 7,639 249,462 SH DEFINED
CENTRAL PAC FINL COR COM 15476010 13,623 495,028 SH DEFINED
CARDINAL HEALTH INC 1,2,5,6,7,8,9,10,12,13,14 13,517,536
CARDIODYNAMICS INTL 1,2,5 523,727
CAREER EDUCATION COR 1,2,5,7,8,9,10,12,13,14 1,625,439
CAREMARK RX INC 1,2,5,6,7,8,9,10,12,13,14 13,728,861
CARLISLE COS INC 1,2,5,9 431,617
CARMAX INC 1,2,5,7,8,9,10,12,13,14 1,685,705
CARMIKE CINEMAS INC 1,2 125,189
CARNIVAL CORP 1,2,5,6,7,8,9,10,12,13,14 12,104,238
CARNIVAL PLC 1 9,723
CARPENTER TECHNOLOGY 1,2 449,744
CARRAMERICA RLTY COR 1,2,3,5 1,405,056
CARREKER CORP 1,2,5 304,127
CARRIAGE SVCS INC 1,2 55,400
CARRIER ACCESS CORP 1,2 268,801
CARRIZO OIL & CO INC 1 25,100
CARTER INC 1,2 161,896
CASCADE BANCORP 1,2 232,802
CASCADE CORP 1,2 155,373
CASCADE NAT GAS CORP 1,2,5 190,118
CASELLA WASTE SYS IN 1,2 273,750
CASEYS GEN STORES IN 1,2,5 741,685
CASH AMER INTL INC 1,2 460,825
CASTLE ENERGY CORP 1 13,500
CASUAL MALE RETAIL G 1,2 403,832
CATALINA MARKETING C 1,2,5,9 939,178
CATALYST SEMICONDUCT 1 16,969
CATAPULT COMMUNICATI 1,2 103,668
CATELLUS DEV CORP NE 1,2,3,5 1,647,053
CATERPILLAR INC DEL 1,2,5,6,7,8,9,10,12,13,14 14,730,429
CATHAY GENERAL BANCO 1,2,5 654,342
CATO CORP NEW 1,2 390,413
CB RICHARD ELLIS GRO 1,2 37,675
CBL & ASSOC PPTYS IN 1,2,3,5 441,500
CBRL GROUP INC 1,2,5,9 950,560
CCA INDS INC 1 10,400
CCC INFORMATION SVCS 1,2 155,287
CDN IMPERIAL BK OF C 1 18,805
CEC ENTMT INC 1,2,5 703,810
CEDAR FAIR L P 1,5 69,452
CEDAR SHOPPING CTRS 1,2 214,089
CELESTICA INC 1,5,7 127,236
CELGENE CORP 1,2,5 777,309
CELL GENESYS INC 1,2,5 624,805
CELL THERAPEUTICS IN 1,2,5 735,901
CEMEX S A 1,2,4 786,976
CENDANT CORP 1,2,5,6,7,8,9,10,12,13,14 37,771,872
CENTENE CORP DEL 1,2 318,875
CENTENNIAL COMMUNCTN 1,2 189,113
CENTER BANCORP INC 1 12,882
CENTER FINL CORP CAL 1,2 132,485
CENTERPOINT ENERGY I 1,2,5,6,7,8,9,10,12,13,14 14,218,788
CENTERPOINT PPTYS TR 1,2,3,5 903,919
CENTEX CORP 1,2,5,6,7,8,9,10,12,13,14 4,293,149
CENTILLIUM COMMUNICA 1,5 19,434
CENTRAL COAST BANCOR 1,2 142,098
CENTRAL EUROPEAN DIS 1,2 182,318
CENTRAL FGHT LINES I 1,2 43,209
CENTRAL GARDEN & PET 1,2 249,462
CENTRAL PAC FINL COR 1,2 495,028
CENTRAL PKG CORP COM 15478510 3,854 291,521 SH DEFINED
CENTRAL VT PUB SVC C COM 15577110 5,964 296,562 SH DEFINED
CENTURY ALUM CO COM 15643110 15,190 547,767 SH DEFINED
CENTURY BANCORP INC CL A NON V 15643210 3,189 100,446 SH DEFINED
CENTURY BUSINESS SVC COM 15649010 4,299 957,488 SH DEFINED
CENTURYTEL INC COM 15670010 201,336 5,880,134 SH DEFINED
CENVEO INC COM 15670S10 125 35,720 SH DEFINED
CEPHALON INC COM 15670810 60,231 1,257,433 SH DEFINED
CEPHEID COM 15670R10 4,788 555,447 SH DEFINED
CERADYNE INC COM 15671010 10,825 246,519 SH DEFINED
CERES GROUP INC COM 15677210 1,931 354,303 SH DEFINED
CERIDIAN CORP NEW COM 15677910 44,613 2,423,323 SH DEFINED
CERNER CORP COM 15678210 22,090 510,634 SH DEFINED
CERTEGY INC COM 15688010 44,038 1,183,501 SH DEFINED
CEVA INC COM 15721010 127 16,051 SH DEFINED
CFS BANCORP INC COM 12525D10 219 15,794 SH DEFINED
CH ENERGY GROUP INC COM 12541M10 11,137 243,158 SH DEFINED
CHAD THERAPEUTICS IN COM 15722810 121 27,600 SH DEFINED
CHAMPION ENTERPRISES COM 15849610 12,449 1,209,776 SH DEFINED
CHAMPS ENTMT INC DEL COM 15878710 92 10,400 SH DEFINED
CHARLES & COLVARD LT COM 15976510 164 19,200 SH DEFINED
CHARLES RIV LABS INT COM 15986410 108,307 2,364,785 SH DEFINED
CHARLES RIVER ASSOCI COM 15985210 4,903 128,039 SH DEFINED
CHARLOTTE RUSSE HLDG COM 16104810 2,207 192,228 SH DEFINED
CHARMING SHOPPES INC COM 16113310 12,670 1,779,437 SH DEFINED
CHARTER COMMUNICATIO CL A 16117M10 10,567 3,972,660 SH DEFINED
CHARTER FINL CORP WE COM 16122M10 1,827 53,847 SH DEFINED
CHARTERMAC SH BEN INT 16090810 13,786 626,932 SH DEFINED
CHATTEM INC COM 16245610 14,722 456,508 SH DEFINED
CHECK POINT SOFTWARE ORD M2246510 6,019 354,671 SH DEFINED
CHECKERS DRIVE-IN RE COM NEW 16280930 693 59,000 SH DEFINED
CHECKFREE CORP NEW COM 16281310 50,964 1,841,841 SH DEFINED
CHECKPOINT SYS INC COM 16282510 12,742 818,387 SH DEFINED
CHEESECAKE FACTORY I COM 16307210 31,684 730,057 SH DEFINED
CHELSEA PPTY GROUP I COM 16342110 54,114 806,471 SH DEFINED
CHEMED CORP NEW COM 16359R10 10,534 188,986 SH DEFINED
CHEMICAL FINL CORP COM 16373110 13,103 358,795 SH DEFINED
CHENIERE ENERGY INC COM NEW 16411R20 5,056 255,856 SH DEFINED
CHEROKEE INC DEL NEW COM 16444H10 2,628 110,129 SH DEFINED
CHEROKEE INTL CORP COM 16445010 494 58,849 SH DEFINED
CHESAPEAKE CORP COM 16515910 7,084 294,924 SH DEFINED
CHESAPEAKE ENERGY CO COM 16516710 41,393 2,614,815 SH DEFINED
CHESAPEAKE UTILS COR COM 16530310 208 8,299 SH DEFINED
CHEVRONTEXACO CORP COM 16676410 4,434,050 82,663,119 SH DEFINED
CHICAGO MERCANTILE H CL A 16776010 48,104 298,229 SH DEFINED
CHICOS FAS INC COM 16861510 51,112 1,494,496 SH DEFINED
CHILDRENS PL RETAIL COM 16890510 6,174 258,200 SH DEFINED
CHINA MOBILE HONG KO SPONSORED 16941M10 222 14,502 SH DEFINED
CHINA PETE & CHEM CO SPON ADR H 16941R10 631 15,378 SH DEFINED
CHINADOTCOM CORP CL A G2108N10 71 14,335 SH DEFINED
CHIQUITA BRANDS INTL COM 17003280 11,395 654,499 SH DEFINED
CHIRON CORP COM 17004010 197,214 4,461,852 SH DEFINED
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CHOICEPOINT INC COM 17038810 60,487 1,418,219 SH DEFINED
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CHRONIMED INC COM 17116410 101 16,762 SH DEFINED
CENTRAL PKG CORP 1,2 291,521
CENTRAL VT PUB SVC C 1,2 296,562
CENTURY ALUM CO 1,2 547,767
CENTURY BANCORP INC 1,2 100,446
CENTURY BUSINESS SVC 1,2 957,488
CENTURYTEL INC 1,2,5,6,9,10,12,14 5,880,134
CENVEO INC 1,5 35,720
CEPHALON INC 1,2,5,9,10,12,14 1,257,433
CEPHEID 1,2,5 555,447
CERADYNE INC 1,2,5 246,519
CERES GROUP INC 1,2 354,303
CERIDIAN CORP NEW 1,2,5,6,7,8,9,10,12,13,14 2,423,323
CERNER CORP 1,2,5 510,634
CERTEGY INC 1,2,5,7,8,9,10,12,13,14 1,183,501
CEVA INC 1,5 16,051
CFS BANCORP INC 1,5 15,794
CH ENERGY GROUP INC 1,2,5 243,158
CHAD THERAPEUTICS IN 1 27,600
CHAMPION ENTERPRISES 1,2,5,6 1,209,776
CHAMPS ENTMT INC DEL 1 10,400
CHARLES & COLVARD LT 1 19,200
CHARLES RIV LABS INT 1,2,5,9,10,12,14 2,364,785
CHARLES RIVER ASSOCI 1,2 128,039
CHARLOTTE RUSSE HLDG 1,2 192,228
CHARMING SHOPPES INC 1,2,5 1,779,437
CHARTER COMMUNICATIO 1,2,5 3,972,660
CHARTER FINL CORP WE 1,2 53,847
CHARTERMAC 1,2,5 626,932
CHATTEM INC 1,2 456,508
CHECK POINT SOFTWARE 1,2,5 354,671
CHECKERS DRIVE-IN RE 1,2 59,000
CHECKFREE CORP NEW 1,2,5,9 1,841,841
CHECKPOINT SYS INC 1,2 818,387
CHEESECAKE FACTORY I 1,2,5,9 730,057
CHELSEA PPTY GROUP I 1,2,3,5 806,471
CHEMED CORP NEW 1,2 188,986
CHEMICAL FINL CORP 1,2,5 358,795
CHENIERE ENERGY INC 1,2 255,856
CHEROKEE INC DEL NEW 1,2,5 110,129
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CHESAPEAKE CORP 1,2 294,924
CHESAPEAKE ENERGY CO 1,2,5 2,614,815
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CHICAGO MERCANTILE H 1,2,5 298,229
CHICOS FAS INC 1,2,5,7,8,9,10,12,13,14 1,494,496
CHILDRENS PL RETAIL 1,2,5 258,200
CHINA MOBILE HONG KO 1,7 14,502
CHINA PETE & CHEM CO 1 15,378
CHINADOTCOM CORP 1,5 14,335
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CHIRON CORP 1,2,5,6,7,8,9,10,12,13,14 4,461,852
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CHOICE HOTELS INTL I 1,2,5 288,664
CHOICEPOINT INC 1,2,5,7,8,9,10,12,13,14 1,418,219
CHOLESTECH CORP 1 13,300
CHORDIANT SOFTWARE I 1,2 991,991
CHRISTOPHER & BANKS 1,2,5 646,778
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CHUBB CORP COM 17123210 427,324 6,080,311 SH DEFINED
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CIBER INC 1,2 896,665
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CIRCLE GROUP HLDGS I 1 191,175
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CIRCUIT CITY STORE I 1,2,5,6,9,10,12,14 10,305,167
CIRRUS LOGIC INC 1,2,5 1,628,013
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CIT GROUP INC 1,2,5,7,8,9,10,12,13,14 2,702,819
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CLAIRES STORES INC 1,2,5,6,9 1,749,245
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CLARK INC 1,2 238,023
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CLEVELAND CLIFFS INC 1,2,5 179,174
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COBIZ INC 1,2 191,691
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CONAGRA FOODS INC 1,2,5,6,7,8,9,10,12,13,14 33,812,660
CONCEPTUS INC 1,2,7 370,641
CONCORD CAMERA CORP 1,5 31,841
CONCORD COMMUNICATIO 1,2,5 287,723
CONCUR TECHNOLOGIES 1,2,5 386,771
CONCURRENT COMPUTER 1,5 34,209
CONEXANT SYSTEMS INC 1,2,5 4,670,343
CONMED CORP 1,2 475,608
CONNECTICUT WTR SVC 1,2,5 120,873
CONNETICS CORP 1,2 487,381
CONNS INC 1,2 95,752
CONOCOPHILLIPS 1,2,5,6,7,9,10,13 18,847,307
CONSECO INC 2 147,500
CONSECO INC 1,2,5 1,247,846
CONSOL ENERGY INC 1,2,5 849,703
CONSOLIDATED EDISON 1,2,5,6,7,8,9,10,12,13,14 7,334,635
CONSOLIDATED GRAPHIC 1,2 414,785
CONSOLIDATED TOMOKA 1,2 89,343
CONSTAR INTL INC NEW 1 11,400
CONSTELLATION BRANDS 1,2,5,9 1,261,273
CONSTELLATION ENERGY 1,2,5,6,7,8,9,10,12,13,14 5,922,644
CONTINENTAL AIRLS IN 1,2,5 1,122,619
CONVERGYS CORP 1,2,5,6,7,8,9,10,12,13,14 6,400,985
COOPER CAMERON CORP 1,2,5,6,7,8,9,10,12,13,14 879,917
COOPER COS INC 1,2,5 343,046
COOPER INDS LTD 1,2,5,6,7,8,9,10,12,13,14 2,475,856
COOPER TIRE & RUBR C 1,2,5,6,9,10 2,182,701
COORS ADOLPH CO 1,2,5,6,9,10 1,512,479
COPART INC 1,2,5,9 1,109,113
CORCEPT THERAPEUTICS 1,2 19,230
CORE LABORATORIES N 1,2,5 16,453
CORGENTECH INC 1,2 58,691
CORILLIAN CORP 1,2 404,046
CORINTHIAN COLLEGES 1,2,5,9 1,148,194
CORIO INC 1 25,400
CORIXA CORP 1,2 769,978
CORN PRODS INTL INC 1,2,5 1,147,624
CORNELL COMPANIES IN 1,2,5 190,283
CORNERSTONE RLTY INC 1,2,3,5 1,144,351
CORNING INC 1,2,5,6,7,8,9,10,12,13,14 36,747,918
CORPORATE EXECUTIVE 1,2,5 388,989
CORPORATE OFFICE PPT 1,2,3,5 1,076,804
CORRECTIONAL PPTYS T 1,2 161,142
CORRECTIONS CORP AME 1,2,5 550,049
CORUS BANKSHARES INC 1,2 317,206
CORUS GROUP PLC 1 14,306
CORVEL CORP 1,2 103,777
CORVIS CORP 1 5,173,936
COSI INC 1 265,851
COST PLUS INC CALIF COM 22148510 12,715 359,393 SH DEFINED
COSTAR GROUP INC COM 22160N10 11,471 233,194 SH DEFINED
COSTCO WHSL CORP NEW COM 22160K10 535,545 12,901,580 SH DEFINED
COTT CORP QUE COM 22163N10 4,697 162,874 SH DEFINED
COUNTRYWIDE FINANCIA COM 22237210 745,867 18,935,442 SH DEFINED
COURIER CORP COM 22266010 3,814 90,984 SH DEFINED
COUSINS PPTYS INC COM 22279510 30,669 893,882 SH DEFINED
COVANCE INC COM 22281610 33,501 838,152 SH DEFINED
COVANSYS CORP COM 22281W10 2,973 257,632 SH DEFINED
COVENANT TRANS INC CL A 22284P10 2,378 123,065 SH DEFINED
COVENTRY HEALTH CARE COM 22286210 134,339 2,517,119 SH DEFINED
COX COMMUNICATIONS I CL A 22404410 102,835 3,103,972 SH DEFINED
COX RADIO INC CL A 22405110 9,954 667,132 SH DEFINED
CPI CORP COM 12590210 358 27,053 SH DEFINED
CRANE CO COM 22439910 41,670 1,440,867 SH DEFINED
CRAWFORD & CO CL B 22463310 1,317 196,623 SH DEFINED
CRAY INC COM 22522310 4,172 1,181,883 SH DEFINED
CREDENCE SYS CORP COM 22530210 13,110 1,820,788 SH DEFINED
CREDICORP LTD COM G2519Y10 164 11,695 SH DEFINED
CREDIT ACCEP CORP MI COM 22531010 2,720 143,628 SH DEFINED
CREDIT SUISSE GROUP SPONSORED 22540110 1,892 59,223 SH DEFINED
CREE INC COM 22544710 52,461 1,720,032 SH DEFINED
CRESCENT REAL ESTATE COM 22575610 26,896 1,708,793 SH DEFINED
CRH PLC ADR 12626K20 27,467 1,161,411 SH DEFINED
CRIIMI MAE INC COM NEW 22660350 247 16,800 SH DEFINED
CROMPTON CORP COM 22711610 51,554 5,432,412 SH DEFINED
CROSS CTRY HEALTHCAR COM 22748310 5,584 360,264 SH DEFINED
CROSS TIMBERS RTY TR TR UNIT 22757R10 232 6,999 SH DEFINED
CROSSTEX ENERGY INC COM 22765Y10 805 19,579 SH DEFINED
CROWN CASTLE INTL CO COM 22822710 32,341 2,173,462 SH DEFINED
CROWN HOLDINGS INC COM 22836810 27,659 2,682,691 SH DEFINED
CROWN MEDIA HLDGS IN CL A 22841110 1,881 225,274 SH DEFINED
CRT PROPERTIES INC COM 22876P10 12,947 603,592 SH DEFINED
CRYOLIFE INC COM 22890310 200 27,534 SH DEFINED
CRYSTALLEX INTL CORP COM 22942F10 89 26,278 SH DEFINED
CSG SYS INTL INC COM 12634910 17,603 1,142,328 SH DEFINED
CSK AUTO CORP COM 12596510 9,110 683,945 SH DEFINED
CSS INDS INC COM 12590610 3,068 99,158 SH DEFINED
CSX CORP COM 12640810 201,904 6,081,438 SH DEFINED
CT COMMUNICATIONS IN COM NEW 12642640 4,400 319,041 SH DEFINED
CTI MOLECULAR IMAGIN COM 22943D10 3,624 449,110 SH DEFINED
CTS CORP COM 12650110 6,910 548,445 SH DEFINED
CUBIC CORP COM 22966910 5,371 234,546 SH DEFINED
CUBIST PHARMACEUTICA COM 22967810 5,998 607,115 SH DEFINED
CULLEN FROST BANKERS COM 22989910 29,695 639,016 SH DEFINED
CUMMINS INC COM 23102110 101,772 1,377,345 SH DEFINED
CUMULUS MEDIA INC CL A 23108210 11,866 824,633 SH DEFINED
CUNO INC COM 12658310 16,215 280,782 SH DEFINED
CURAGEN CORP COM 23126R10 6,055 1,100,959 SH DEFINED
CURATIVE HEALTH SRVC COM 23126W10 98 14,269 SH DEFINED
CURIS INC COM 23126910 2,391 537,195 SH DEFINED
CURTISS WRIGHT CORP COM 23156110 17,442 304,770 SH DEFINED
CV THERAPEUTICS INC COM 12666710 7,171 573,652 SH DEFINED
CVB FINL CORP COM 12660010 11,773 529,828 SH DEFINED
CVS CORP COM 12665010 495,181 11,753,650 SH DEFINED
CYBERGUARD CORP COM 23191010 776 131,263 SH DEFINED
CYBERONICS INC COM 23251P10 6,316 308,706 SH DEFINED
CYBEROPTICS CORP COM 23251710 1,320 85,521 SH DEFINED
CYBERSOURCE CORP COM 23251J10 1,687 349,257 SH DEFINED
COST PLUS INC CALIF 1,2,5 359,393
COSTAR GROUP INC 1,2 233,194
COSTCO WHSL CORP NEW 1,2,5,6,7,8,9,10,12,13,14 12,901,580
COTT CORP QUE 1,2 162,874
COUNTRYWIDE FINANCIA 1,2,5,6,7,8,9,10,12,13,14 18,935,442
COURIER CORP 1,2 90,984
COUSINS PPTYS INC 1,2,3,5 893,882
COVANCE INC 1,2,5,9 838,152
COVANSYS CORP 1,2 257,632
COVENANT TRANS INC 1,2 123,065
COVENTRY HEALTH CARE 1,2,5,9,10,12,14 2,517,119
COX COMMUNICATIONS I 1,2,5,7,8,9,10,12,13,14 3,103,972
COX RADIO INC 1,2,5 667,132
CPI CORP 1,2 27,053
CRANE CO 1,2,5,6,9,10 1,440,867
CRAWFORD & CO 1,2 196,623
CRAY INC 1,2,5 1,181,883
CREDENCE SYS CORP 1,2,5,9 1,820,788
CREDICORP LTD 1,7 11,695
CREDIT ACCEP CORP MI 1,2 143,628
CREDIT SUISSE GROUP 1 59,223
CREE INC 1,2,5,9 1,720,032
CRESCENT REAL ESTATE 1,2,3,5,7,8,9,10,12,14 1,708,793
CRH PLC 1 1,161,411
CRIIMI MAE INC 1 16,800
CROMPTON CORP 1,2,5,9 5,432,412
CROSS CTRY HEALTHCAR 1,2 360,264
CROSS TIMBERS RTY TR 1,5 6,999
CROSSTEX ENERGY INC 1,2 19,579
CROWN CASTLE INTL CO 1,2,5,7 2,173,462
CROWN HOLDINGS INC 1,2,5 2,682,691
CROWN MEDIA HLDGS IN 1,2 225,274
CRT PROPERTIES INC 1,2,3 603,592
CRYOLIFE INC 1 27,534
CRYSTALLEX INTL CORP 1,5 26,278
CSG SYS INTL INC 1,2,5,9 1,142,328
CSK AUTO CORP 1,2 683,945
CSS INDS INC 1,2 99,158
CSX CORP 1,2,5,6,7,8,9,10,12,13,14 6,081,438
CT COMMUNICATIONS IN 1,2 319,041
CTI MOLECULAR IMAGIN 1,2 449,110
CTS CORP 1,2 548,445
CUBIC CORP 1,2 234,546
CUBIST PHARMACEUTICA 1,2,5 607,115
CULLEN FROST BANKERS 1,2,5,9 639,016
CUMMINS INC 1,2,5,6,9,10 1,377,345
CUMULUS MEDIA INC 1,2 824,633
CUNO INC 1,2,5 280,782
CURAGEN CORP 1,2,5 1,100,959
CURATIVE HEALTH SRVC 1 14,269
CURIS INC 1,2 537,195
CURTISS WRIGHT CORP 1,2 304,770
CV THERAPEUTICS INC 1,2,5 573,652
CVB FINL CORP 1,2,5 529,828
CVS CORP 1,2,5,6,7,8,9,10,12,13,14 11,753,650
CYBERGUARD CORP 1,2 131,263
CYBERONICS INC 1,2 308,706
CYBEROPTICS CORP 1,2 85,521
CYBERSOURCE CORP 1,2 349,257
CYMER INC COM 23257210 18,305 638,683 SH DEFINED
CYPRESS BIOSCIENCES COM PAR $. 23267450 5,311 455,086 SH DEFINED
CYPRESS SEMICONDUCTO COM 23280610 14,636 1,655,687 SH DEFINED
CYTEC INDS INC COM 23282010 39,270 802,248 SH DEFINED
CYTOGEN CORP COM NEW 23282430 2,002 189,909 SH DEFINED
CYTOKINETICS INC COM 23282W10 905 68,015 SH DEFINED
CYTYC CORP COM 23294610 42,775 1,771,214 SH DEFINED
D & E COMMUNICATIONS COM 23286010 2,281 198,386 SH DEFINED
D & K HEALTHCARE RES COM 23286110 147 14,900 SH DEFINED
D R HORTON INC COM 23331A10 117,121 3,537,337 SH DEFINED
DADE BEHRING HLDGS I COM 23342J20 64,058 1,149,682 SH DEFINED
DAIMLERCHRYSLER AG ORD D1668R12 2,030 49,003 SH DEFINED
DAKTRONICS INC COM 23426410 5,861 239,730 SH DEFINED
DANA CORP COM 23581110 62,297 3,521,593 SH DEFINED
DANAHER CORP DEL COM 23585110 483,548 9,429,558 SH DEFINED
DANIELSON HLDG CORP COM 23627410 2,944 483,334 SH DEFINED
DARDEN RESTAURANTS I COM 23719410 104,915 4,498,937 SH DEFINED
DARLING INTL INC COM 23726610 3,754 871,054 SH DEFINED
DATARAM CORP COM PAR $1 23810820 148 22,200 SH DEFINED
DATASCOPE CORP COM 23811310 7,940 212,876 SH DEFINED
DATASTREAM SYS INC COM 23812410 125 19,303 SH DEFINED
DAVE & BUSTERS INC COM 23833N10 5,760 303,487 SH DEFINED
DAVITA INC COM 23918K10 41,310 1,326,162 SH DEFINED
DAWSON GEOPHYSICAL C COM 23935910 232 11,100 SH DEFINED
DDI CORP COM PAR $ 23316230 1,631 321,736 SH DEFINED
DEAN FOODS CO NEW COM 24237010 76,853 2,560,068 SH DEFINED
DEB SHOPS INC COM 24272810 1,751 71,743 SH DEFINED
DECKERS OUTDOOR CORP COM 24353710 3,876 113,999 SH DEFINED
DECODE GENETICS INC COM 24358610 5,447 723,397 SH DEFINED
DECORATOR INDS INC COM PAR $0 24363120 106 11,400 SH DEFINED
DEERE & CO COM 24419910 589,964 9,139,642 SH DEFINED
DEL LABS INC COM 24509110 2,340 70,903 SH DEFINED
DEL MONTE FOODS CO COM 24522P10 35,022 3,338,622 SH DEFINED
DELL INC COM 24702R10 2,675,645 75,158,565 SH DEFINED
DELPHI CORP COM 24712610 721,130 77,624,329 SH DEFINED
DELPHI FINL GROUP IN CL A 24713110 15,277 380,301 SH DEFINED
DELTA & PINE LD CO COM 24735710 16,958 633,949 SH DEFINED
DELTA AIR LINES INC COM 24736110 12,262 3,726,984 SH DEFINED
DELTA FINANCIAL CORP COM 24791810 367 41,799 SH DEFINED
DELTA PETE CORP COM NEW 24790720 2,476 189,866 SH DEFINED
DELTATHREE INC COM 24783N10 26 13,000 SH DEFINED
DELTIC TIMBER CORP COM 24785010 8,303 208,665 SH DEFINED
DELUXE CORP COM 24801910 59,325 1,446,253 SH DEFINED
DENBURY RES INC COM NEW 24791620 20,168 794,017 SH DEFINED
DENDREON CORP COM 24823Q10 7,161 851,427 SH DEFINED
DENDRITE INTL INC COM 24823910 11,414 708,079 SH DEFINED
DENTSPLY INTL INC NE COM 24903010 55,626 1,070,975 SH DEFINED
DEPARTMENT 56 INC COM 24950910 3,428 210,291 SH DEFINED
DEPOMED INC COM 24990810 1,270 243,239 SH DEFINED
DESIGN WITHIN REACH COM 25055710 251 14,600 SH DEFINED
DEUTSCHE BANK AG NAM ORD D1819089 807 11,211 SH DEFINED
DEUTSCHE TELEKOM AG SPONSORED 25156610 1,559 83,528 SH DEFINED
DEVELOPERS DIVERSIFI COM 25159110 71,231 1,819,440 SH DEFINED
DEVON ENERGY CORP NE COM 25179M10 525,875 7,405,651 SH DEFINED
DEVRY INC DEL COM 25189310 18,087 873,332 SH DEFINED
DEX MEDIA INC COM 25212E10 1,548 73,100 SH DEFINED
DHB INDS INC COM 23321E10 4,193 295,270 SH DEFINED
DIAGEO P L C SPON ADR N 25243Q20 4,119 81,676 SH DEFINED
DIAGNOSTIC PRODS COR COM 25245010 15,183 371,496 SH DEFINED
CYMER INC 1,2,5 638,683
CYPRESS BIOSCIENCES 1,2 455,086
CYPRESS SEMICONDUCTO 1,2,5,9 1,655,687
CYTEC INDS INC 1,2,5,9 802,248
CYTOGEN CORP 1,2 189,909
CYTOKINETICS INC 1 68,015
CYTYC CORP 1,2,5,9 1,771,214
D & E COMMUNICATIONS 1,2 198,386
D & K HEALTHCARE RES 1 14,900
D R HORTON INC 1,2,5,6,7,8,9,10,12,13,14 3,537,337
DADE BEHRING HLDGS I 1,2,5,10,12,14 1,149,682
DAIMLERCHRYSLER AG 1,2 49,003
DAKTRONICS INC 1,2 239,730
DANA CORP 1,2,5,6,9,10 3,521,593
DANAHER CORP DEL 1,2,5,6,7,8,9,10,12,13,14 9,429,558
DANIELSON HLDG CORP 1,2 483,334
DARDEN RESTAURANTS I 1,2,5,6,7,8,9,10,12,13,14 4,498,937
DARLING INTL INC 1,2 871,054
DATARAM CORP 1 22,200
DATASCOPE CORP 1,2 212,876
DATASTREAM SYS INC 1 19,303
DAVE & BUSTERS INC 1,2 303,487
DAVITA INC 1,2,5 1,326,162
DAWSON GEOPHYSICAL C 1 11,100
DDI CORP 1,2 321,736
DEAN FOODS CO NEW 1,2,5,7,8,9,10,12,13,14 2,560,068
DEB SHOPS INC 1,2 71,743
DECKERS OUTDOOR CORP 1,2 113,999
DECODE GENETICS INC 1,2 723,397
DECORATOR INDS INC 1 11,400
DEERE & CO 1,2,5,6,7,8,9,10,12,13,14 9,139,642
DEL LABS INC 1,2 70,903
DEL MONTE FOODS CO 1,2,5,7 3,338,622
DELL INC 1,2,5,6,7,8,9,10,12,13,14 75,158,565
DELPHI CORP 1,2,5,6,7,8,9,10,12,13,14 77,624,329
DELPHI FINL GROUP IN 1,2,5 380,301
DELTA & PINE LD CO 1,2,5 633,949
DELTA AIR LINES INC 1,2,5,6,9,10,13 3,726,984
DELTA FINANCIAL CORP 1 41,799
DELTA PETE CORP 1,2 189,866
DELTATHREE INC 1 13,000
DELTIC TIMBER CORP 1,2 208,665
DELUXE CORP 1,2,5,6,7,9,10 1,446,253
DENBURY RES INC 1,2 794,017
DENDREON CORP 1,2,5 851,427
DENDRITE INTL INC 1,2 708,079
DENTSPLY INTL INC NE 1,2,5,9 1,070,975
DEPARTMENT 56 INC 1,2,5 210,291
DEPOMED INC 1,2 243,239
DESIGN WITHIN REACH 1 14,600
DEUTSCHE BANK AG NAM 1 11,211
DEUTSCHE TELEKOM AG 1 83,528
DEVELOPERS DIVERSIFI 1,2,3,5,9 1,819,440
DEVON ENERGY CORP NE 1,2,5,6,7,8,9,10,12,13,14 7,405,651
DEVRY INC DEL 1,2,5,6,9 873,332
DEX MEDIA INC 1,2 73,100
DHB INDS INC 1,2 295,270
DIAGEO P L C 1 81,676
DIAGNOSTIC PRODS COR 1,2,5 371,496
DIAMOND OFFSHORE DRI COM 25271C10 21,931 664,774 SH DEFINED
DIAMONDCLUSTER INTL COM 25278P10 3,915 320,903 SH DEFINED
DICKS SPORTING GOODS COM 25339310 14,940 419,441 SH DEFINED
DIEBOLD INC COM 25365110 46,626 998,417 SH DEFINED
DIGENE CORP COM 25375210 6,741 259,682 SH DEFINED
DIGI INTL INC COM 25379810 4,631 405,169 SH DEFINED
DIGIMARC CORP COM 25380710 1,743 192,828 SH DEFINED
DIGITAL GENERATION S COM 25392110 23 18,200 SH DEFINED
DIGITAL INSIGHT CORP COM 25385P10 7,265 533,032 SH DEFINED
DIGITAL RIV INC COM 25388B10 18,762 630,025 SH DEFINED
DIGITAL THEATER SYS COM 25389G10 4,396 240,868 SH DEFINED
DIGITALNET HLDGS INC COM 25389B10 2,393 79,215 SH DEFINED
DIGITAS INC COM 25388K10 6,131 793,166 SH DEFINED
DILLARDS INC CL A 25406710 44,567 2,257,695 SH DEFINED
DIME BANCORP INC NEW *W EXP 99/ 25429Q11 10 68,821 SH DEFINED
DIME CMNTY BANCSHARE COM 25392210 12,106 720,586 SH DEFINED
DIMON INC COM 25439410 3,084 523,571 SH DEFINED
DIODES INC COM 25454310 2,822 109,536 SH DEFINED
DIONEX CORP COM 25454610 17,172 313,926 SH DEFINED
DIRECT GEN CORP COM 25456W20 6,106 211,129 SH DEFINED
DIRECTV GROUP INC COM 25459L10 868,911 49,398,024 SH DEFINED
DISCOVERY LABORATORI COM 25466810 4,745 708,140 SH DEFINED
DISCOVERY PARTNERS I COM 25467510 96 19,936 SH DEFINED
DISNEY WALT CO COM DISNEY 25468710 1,561,307 69,237,541 SH DEFINED
DISTRIBUCION Y SERVI SPONSORED 25475310 212 13,309 SH DEFINED
DISTRIBUTED ENERGY S COM 25475V10 59 32,350 SH DEFINED
DITECH COMMUNICATION COM 25500M10 12,799 571,640 SH DEFINED
DIVERSA CORP COM 25506410 3,690 441,959 SH DEFINED
DIXIE GROUP INC CL A 25551910 176 15,644 SH DEFINED
DIXON TICONDEROGA CO COM 25586010 77 19,200 SH DEFINED
DJ ORTHOPEDICS INC COM 23325G10 4,960 281,038 SH DEFINED
DNP SELECT INCOME FD COM 23325P10 1,227 109,230 SH DEFINED
DOBSON COMMUNICATION CL A 25606910 2,104 1,582,180 SH DEFINED
DOCUCORP INTL INC COM 25591110 88 10,300 SH DEFINED
DOLLAR GEN CORP COM 25666910 232,348 11,530,909 SH DEFINED
DOLLAR THRIFTY AUTOM COM 25674310 9,220 378,951 SH DEFINED
DOLLAR TREE STORES I COM 25674710 47,107 1,747,925 SH DEFINED
DOMINION HOMES INC COM 25738610 1,386 58,203 SH DEFINED
DOMINION RES INC VA COM 25746U10 741,959 11,371,025 SH DEFINED
DOMINOS PIZZA INC COM 25754A20 1,645 111,900 SH DEFINED
DOMTAR INC COM 25756110 384 31,870 SH DEFINED
DONALDSON INC COM 25765110 30,619 1,078,518 SH DEFINED
DONEGAL GROUP INC CL A 25770120 1,312 68,338 SH DEFINED
DONEGAL GROUP INC CL B 25770130 211 10,966 SH DEFINED
DONNELLEY R R & SONS COM 25786710 180,902 5,775,925 SH DEFINED
DORAL FINL CORP COM 25811P10 68,865 1,660,593 SH DEFINED
DORCHESTER MINERALS COM UNIT 25820R10 687 33,907 SH DEFINED
DOT HILL SYS CORP COM 25848T10 4,739 590,913 SH DEFINED
DOUBLECLICK INC COM 25860930 10,562 1,787,171 SH DEFINED
DOV PHARMACEUTICAL I COM 25985810 3,582 208,998 SH DEFINED
DOVER CORP COM 26000310 230,379 5,926,904 SH DEFINED
DOVER DOWNS GAMING & COM 26009510 4,006 389,301 SH DEFINED
DOVER MOTORSPORTS IN COM 26017410 911 212,242 SH DEFINED
DOW CHEM CO COM 26054310 1,232,107 27,271,076 SH DEFINED
DOW JONES & CO INC COM 26056110 156,232 3,847,140 SH DEFINED
DOWNEY FINL CORP COM 26101810 18,308 333,117 SH DEFINED
DPL INC COM 23329310 33,076 1,607,172 SH DEFINED
DRESS BARN INC COM 26157010 5,765 330,366 SH DEFINED
DREW INDS INC COM NEW 26168L20 3,496 97,522 SH DEFINED
DIAMOND OFFSHORE DRI 1,2,5,7 664,774
DIAMONDCLUSTER INTL 1,2 320,903
DICKS SPORTING GOODS 1,2 419,441
DIEBOLD INC 1,2,5,9 998,417
DIGENE CORP 1,2 259,682
DIGI INTL INC 1,2,5 405,169
DIGIMARC CORP 1,2 192,828
DIGITAL GENERATION S 1 18,200
DIGITAL INSIGHT CORP 1,2 533,032
DIGITAL RIV INC 1,2 630,025
DIGITAL THEATER SYS 1,2 240,868
DIGITALNET HLDGS INC 1,2 79,215
DIGITAS INC 1,2 793,166
DILLARDS INC 1,2,5,6,9,10 2,257,695
DIME BANCORP INC NEW 1 68,821
DIME CMNTY BANCSHARE 1,2,5 720,586
DIMON INC 1,2 523,571
DIODES INC 1,2 109,536
DIONEX CORP 1,2,5 313,926
DIRECT GEN CORP 1,2 211,129
DIRECTV GROUP INC 1,2,5,7,8,9,10,12,13,14 49,398,024
DISCOVERY LABORATORI 1,2,5 708,140
DISCOVERY PARTNERS I 1 19,936
DISNEY WALT CO 1,2,5,6,7,8,9,10,12,13,14 69,237,541
DISTRIBUCION Y SERVI 1,2,7 13,309
DISTRIBUTED ENERGY S 1,2 32,350
DITECH COMMUNICATION 1,2 571,640
DIVERSA CORP 1,2 441,959
DIXIE GROUP INC 1 15,644
DIXON TICONDEROGA CO 1 19,200
DJ ORTHOPEDICS INC 1,2 281,038
DNP SELECT INCOME FD 5,7 109,230
DOBSON COMMUNICATION 1,2 1,582,180
DOCUCORP INTL INC 1 10,300
DOLLAR GEN CORP 1,2,5,6,7,8,9,10,12,13,14 11,530,909
DOLLAR THRIFTY AUTOM 1,2,5 378,951
DOLLAR TREE STORES I 1,2,5,9 1,747,925
DOMINION HOMES INC 1,2 58,203
DOMINION RES INC VA 1,2,5,6,7,8,9,10,12,13,14 11,371,025
DOMINOS PIZZA INC 1,2 111,900
DOMTAR INC 1,5,8 31,870
DONALDSON INC 1,2,5,9 1,078,518
DONEGAL GROUP INC 1,2 68,338
DONEGAL GROUP INC 1 10,966
DONNELLEY R R & SONS 1,2,5,6,7,8,9,10,12,13,14 5,775,925
DORAL FINL CORP 1,2,5,10,12,14 1,660,593
DORCHESTER MINERALS 1,5 33,907
DOT HILL SYS CORP 1,2,5 590,913
DOUBLECLICK INC 1,2,5 1,787,171
DOV PHARMACEUTICAL I 1,2,7 208,998
DOVER CORP 1,2,5,6,7,8,9,10,12,13,14 5,926,904
DOVER DOWNS GAMING & 1,2,5 389,301
DOVER MOTORSPORTS IN 1,2,5 212,242
DOW CHEM CO 1,2,5,6,7,8,9,10,12,13,14 27,271,076
DOW JONES & CO INC 1,2,5,6,7,8,9,10,12,13,14 3,847,140
DOWNEY FINL CORP 1,2,5 333,117
DPL INC 1,2,5,9 1,607,172
DRESS BARN INC 1,2 330,366
DREW INDS INC 1,2 97,522
DREYERS GRAND ICE CR COM A CALL 26187710 468 5,847 SH DEFINED
DRIL-QUIP INC COM 26203710 2,270 101,797 SH DEFINED
DRS TECHNOLOGIES INC COM 23330X10 14,480 386,754 SH DEFINED
DRUGSTORE COM INC COM 26224110 2,008 587,109 SH DEFINED
DSL NET INC COM 26250610 6 26,359 SH DEFINED
DSP GROUP INC COM 23332B10 11,695 555,596 SH DEFINED
DST SYS INC DEL COM 23332610 56,605 1,272,877 SH DEFINED
DTE ENERGY CO COM 23333110 218,602 5,181,374 SH DEFINED
DU PONT E I DE NEMOU COM 26353410 1,905,940 44,531,306 SH DEFINED
DUCOMMUN INC DEL COM 26414710 2,558 114,443 SH DEFINED
DUKE ENERGY CORP COM 26439910 1,864,400 81,450,396 SH DEFINED
DUKE REALTY CORP COM NEW 26441150 97,600 2,939,751 SH DEFINED
DUN & BRADSTREET COR COM 26483E10 86,940 1,481,083 SH DEFINED
DUPONT PHOTOMASKS IN COM 26613X10 3,455 202,764 SH DEFINED
DUQUESNE LT HLDGS IN COM 26623310 29,025 1,616,075 SH DEFINED
DURA AUTOMOTIVE SYST CL A 26590310 208 29,322 SH DEFINED
DURATEK INC COM 26658Q10 2,453 137,911 SH DEFINED
DURECT CORP COM 26660510 579 413,753 SH DEFINED
DUSA PHARMACEUTICALS COM 26689810 2,044 178,029 SH DEFINED
DYAX CORP COM 26746E10 2,943 385,257 SH DEFINED
DYCOM INDS INC COM 26747510 31,713 1,117,038 SH DEFINED
DYNAVAX TECHNOLOGIES COM 26815810 162 29,700 SH DEFINED
DYNEGY INC NEW CL A 26816Q10 56,259 11,274,414 SH DEFINED
E M C CORP MASS COM 26864810 858,950 74,432,387 SH DEFINED
E ON AG SPONSORED 26878010 16,872 228,933 SH DEFINED
E PIPHANY INC COM 26881V10 4,202 1,042,761 SH DEFINED
E TRADE FINANCIAL CO COM 26924610 100,961 8,840,741 SH DEFINED
E Z EM INC COM NEW 26930540 1,387 77,264 SH DEFINED
EAGLE BROADBAND INC COM 26943710 1,700 2,361,013 SH DEFINED
EAGLE MATERIALS INC COM 26969P10 20,307 284,817 SH DEFINED
EAGLE MATERIALS INC CL B 26969P20 637 9,229 SH DEFINED
EARTHLINK INC COM 27032110 33,698 3,271,637 SH DEFINED
EAST WEST BANCORP IN COM 27579R10 28,322 843,182 SH DEFINED
EASTERN AMERN NAT GA SPERS RCT 27621710 221 8,800 SH DEFINED
EASTGROUP PPTY INC COM 27727610 15,464 465,769 SH DEFINED
EASTMAN CHEM CO COM 27743210 94,160 1,980,240 SH DEFINED
EASTMAN KODAK CO COM 27746110 278,944 8,657,480 SH DEFINED
EATON CORP COM 27805810 319,675 5,041,396 SH DEFINED
EATON VANCE CORP COM NON VT 27826510 38,098 943,250 SH DEFINED
EBAY INC COM 27864210 1,534,231 16,687,305 SH DEFINED
ECHELON CORP COM 27874N10 4,884 619,771 SH DEFINED
ECHOSTAR COMMUNICATI CL A 27876210 94,897 3,049,394 SH DEFINED
ECLIPSYS CORP COM 27885610 8,376 536,897 SH DEFINED
ECOLAB INC COM 27886510 268,742 8,547,787 SH DEFINED
ECOLLEGE COM COM 27887E10 2,124 220,140 SH DEFINED
EDGAR ONLINE INC COM 27976510 64 65,050 SH DEFINED
EDGE PETE CORP DEL COM 27986210 2,599 162,749 SH DEFINED
EDISON INTL COM 28102010 1,059,312 39,958,962 SH DEFINED
EDO CORP COM 28134710 6,604 237,995 SH DEFINED
EDP-ELECTRICIDADE DE SPONSORED 26835310 417 14,264 SH DEFINED
EDUCATION LENDING GR COM 28140A10 2,182 147,662 SH DEFINED
EDUCATION MGMT CORP COM 28139T10 24,592 923,123 SH DEFINED
EDWARDS AG INC COM 28176010 39,826 1,150,367 SH DEFINED
EDWARDS LIFESCIENCES COM 28176E10 59,029 1,762,050 SH DEFINED
EFUNDS CORP COM 28224R10 13,796 742,132 SH DEFINED
EGL INC COM 26848410 22,656 748,723 SH DEFINED
EL PASO CORP COM 28336L10 302,350 32,899,916 SH DEFINED
EL PASO ELEC CO COM NEW 28367785 15,116 940,614 SH DEFINED
ELAN PLC ADR 28413120 410 17,541 SH DEFINED
DREYERS GRAND ICE CR 1,5 5,847
DRIL-QUIP INC 1,2 101,797
DRS TECHNOLOGIES INC 1,2,5 386,754
DRUGSTORE COM INC 1,2 587,109
DSL NET INC 1 26,359
DSP GROUP INC 1,2,5 555,596
DST SYS INC DEL 1,2,5,7,8,9,10,12,13,14 1,272,877
DTE ENERGY CO 1,2,5,6,7,8,9,10,12,13,14 5,181,374
DU PONT E I DE NEMOU 1,2,5,6,7,8,9,10,12,13,14 44,531,306
DUCOMMUN INC DEL 1,2,5 114,443
DUKE ENERGY CORP 1,2,5,6,7,8,9,10,12,13,14 81,450,396
DUKE REALTY CORP 1,2,3,5,7,8,9,10,12,14 2,939,751
DUN & BRADSTREET COR 1,2,5,7,8,9,10,12,13,14 1,481,083
DUPONT PHOTOMASKS IN 1,2 202,764
DUQUESNE LT HLDGS IN 1,2,5,9 1,616,075
DURA AUTOMOTIVE SYST 1,5 29,322
DURATEK INC 1,2 137,911
DURECT CORP 1,2 413,753
DUSA PHARMACEUTICALS 1,2 178,029
DYAX CORP 1,2 385,257
DYCOM INDS INC 1,2,5,9 1,117,038
DYNAVAX TECHNOLOGIES 1 29,700
DYNEGY INC NEW 1,2,5,6,9,10 11,274,414
E M C CORP MASS 1,2,5,6,7,8,9,10,12,13,14 74,432,387
E ON AG 1,2 228,933
E PIPHANY INC 1,2,5 1,042,761
E TRADE FINANCIAL CO 1,2,5,6,9,10 8,840,741
E Z EM INC 1 77,264
EAGLE BROADBAND INC 1,2 2,361,013
EAGLE MATERIALS INC 1,2,5,7 284,817
EAGLE MATERIALS INC 1,5 9,229
EARTHLINK INC 1,2,5 3,271,637
EAST WEST BANCORP IN 1,2,5 843,182
EASTERN AMERN NAT GA 1 8,800
EASTGROUP PPTY INC 1,2,3,5 465,769
EASTMAN CHEM CO 1,2,5,6,7,9,10 1,980,240
EASTMAN KODAK CO 1,2,5,6,7,8,9,10,12,13,14 8,657,480
EATON CORP 1,2,5,6,7,8,9,10,12,13,14 5,041,396
EATON VANCE CORP 1,2,5,9 943,250
EBAY INC 1,2,5,6,7,8,9,10,12,13,14 16,687,305
ECHELON CORP 1,2 619,771
ECHOSTAR COMMUNICATI 1,2,5,7,8,9,10,12,13,14 3,049,394
ECLIPSYS CORP 1,2,5 536,897
ECOLAB INC 1,2,5,6,7,8,9,10,12,13,14 8,547,787
ECOLLEGE COM 1,2 220,140
EDGAR ONLINE INC 1 65,050
EDGE PETE CORP DEL 1,2 162,749
EDISON INTL 1,2,5,6,7,8,9,10,12,13,14 39,958,962
EDO CORP 1,2 237,995
EDP-ELECTRICIDADE DE 1 14,264
EDUCATION LENDING GR 1,2 147,662
EDUCATION MGMT CORP 1,2,5,9 923,123
EDWARDS AG INC 1,2,5,6,7,9 1,150,367
EDWARDS LIFESCIENCES 1,2,5,9 1,762,050
EFUNDS CORP 1,2,5 742,132
EGL INC 1,2 748,723
EL PASO CORP 1,2,5,6,7,8,9,10,12,13,14 32,899,916
EL PASO ELEC CO 1,2,5 940,614
ELAN PLC 1 17,541
ELECTRO RENT CORP COM 28521810 3,086 279,499 SH DEFINED
ELECTRO SCIENTIFIC I COM 28522910 7,935 457,372 SH DEFINED
ELECTRONIC ARTS INC COM 28551210 384,661 8,364,008 SH DEFINED
ELECTRONIC DATA SYS COM 28566110 574,925 29,650,610 SH DEFINED
ELECTRONICS BOUTIQUE COM 28604510 7,488 219,600 SH DEFINED
ELECTRONICS FOR IMAG COM 28608210 15,379 946,976 SH DEFINED
ELIZABETH ARDEN INC COM 28660G10 6,148 291,944 SH DEFINED
ELKCORP COM 28745610 8,934 321,819 SH DEFINED
ELLIS PERRY INTL INC COM 28885310 1,491 66,301 SH DEFINED
E-LOAN INC COM 26861P10 54 25,501 SH DEFINED
EMBARCADERO TECHNOLO COM 29078710 2,562 302,895 SH DEFINED
EMBOTELLADORA ANDINA SPON ADR A 29081P20 136 10,802 SH DEFINED
EMBREX INC COM 29081710 2,117 156,605 SH DEFINED
EMC INS GROUP INC COM 26866410 634 30,184 SH DEFINED
EMCOR GROUP INC COM 29084Q10 8,549 227,242 SH DEFINED
EMCORE CORP COM 29084610 64 32,729 SH DEFINED
EMERGE INTERACTIVE I CL A 29088W10 12 14,126 SH DEFINED
EMERITUS CORP COM 29100510 110 12,910 SH DEFINED
EMERSON ELEC CO COM 29101110 810,397 13,094,145 SH DEFINED
EMERSON RADIO CORP COM NEW 29108720 65 24,500 SH DEFINED
EMISPHERE TECHNOLOGI COM 29134510 94 30,549 SH DEFINED
EMMIS COMMUNICATIONS CL A 29152510 20,864 1,155,259 SH DEFINED
EMPIRE DIST ELEC CO COM 29164110 8,169 397,533 SH DEFINED
EMPIRE RESORTS INC COM 29205210 681 90,814 SH DEFINED
EMPRESA NACIONAL DE SPONSORED 29244T10 671 42,792 SH DEFINED
EMS TECHNOLOGIES INC COM 26873N10 2,754 159,667 SH DEFINED
EMULEX CORP COM NEW 29247520 18,345 1,592,486 SH DEFINED
ENBRIDGE ENERGY PART COM 29250R10 585 12,252 SH DEFINED
ENBRIDGE INC COM 29250N10 621 14,913 SH DEFINED
ENCANA CORP COM 29250510 7,532 162,685 SH DEFINED
ENCORE ACQUISITION C COM 29255W10 11,063 320,667 SH DEFINED
ENCORE CAP GROUP INC COM 29255410 3,998 212,104 SH DEFINED
ENCORE MED CORP COM 29256E10 1,721 345,580 SH DEFINED
ENCORE WIRE CORP COM 29256210 3,571 269,744 SH DEFINED
ENCYSIVE PHARMACEUTI COM 29256X10 7,813 865,247 SH DEFINED
ENDESA S A SPONSORED 29258N10 981 51,329 SH DEFINED
ENDO PHARMACEUTICALS COM 29264F20 11,730 638,870 SH DEFINED
ENDOCARDIAL SOLUTION COM 29296210 3,099 267,869 SH DEFINED
ENDOLOGIX INC COM 29266S10 73 10,700 SH DEFINED
ENDURANCE SPECIALTY SHS G3039710 2,819 87,672 SH DEFINED
ENERGEN CORP COM 29265N10 37,256 722,720 SH DEFINED
ENERGIZER HLDGS INC COM 29266R10 106,524 2,310,719 SH DEFINED
ENERGY CONVERSION DE COM 29265910 3,897 293,911 SH DEFINED
ENERGY EAST CORP COM 29266M10 65,289 2,592,895 SH DEFINED
ENERGY PARTNERS LTD COM 29270U10 9,401 577,464 SH DEFINED
ENERGYSOUTH INC COM 29297010 3,066 112,508 SH DEFINED
ENERSIS S A SPONSORED 29274F10 271 37,428 SH DEFINED
ENERSYS COM 29275Y10 648 50,400 SH DEFINED
ENESCO GROUP INC COM 29297310 83 12,180 SH DEFINED
ENGELHARD CORP COM 29284510 177,258 6,252,502 SH DEFINED
ENGINEERED SUPPORT S COM 29286610 17,386 380,927 SH DEFINED
ENI S P A SPONSORED 26874R10 22,621 201,435 SH DEFINED
ENNIS INC COM 29338910 5,376 250,981 SH DEFINED
ENPRO INDS INC COM 29355X10 7,814 323,691 SH DEFINED
ENSCO INTL INC COM 26874Q10 78,914 2,415,478 SH DEFINED
ENSTAR GROUP INC GA COM 29358R10 2,020 40,762 SH DEFINED
ENTEGRIS INC COM 29362U10 8,569 1,027,479 SH DEFINED
ENTERASYS NETWORKS I COM 29363710 5,113 3,195,608 SH DEFINED
ENTERCOM COMMUNICATI CL A 29363910 17,583 538,361 SH DEFINED
ELECTRO RENT CORP 1,2,5 279,499
ELECTRO SCIENTIFIC I 1,2,5 457,372
ELECTRONIC ARTS INC 1,2,5,6,7,8,9,10,12,13,14 8,364,008
ELECTRONIC DATA SYS 1,2,5,6,7,8,9,10,12,13,14 29,650,610
ELECTRONICS BOUTIQUE 1,2,5 219,600
ELECTRONICS FOR IMAG 1,2,5 946,976
ELIZABETH ARDEN INC 1,2 291,944
ELKCORP 1,2 321,819
ELLIS PERRY INTL INC 1,2 66,301
E-LOAN INC 1 25,501
EMBARCADERO TECHNOLO 1,2 302,895
EMBOTELLADORA ANDINA 1,2,7 10,802
EMBREX INC 1 156,605
EMC INS GROUP INC 1,2 30,184
EMCOR GROUP INC 1,2,5 227,242
EMCORE CORP 1,5 32,729
EMERGE INTERACTIVE I 1 14,126
EMERITUS CORP 1 12,910
EMERSON ELEC CO 1,2,5,6,7,8,9,10,12,13,14 13,094,145
EMERSON RADIO CORP 1,5 24,500
EMISPHERE TECHNOLOGI 1,2 30,549
EMMIS COMMUNICATIONS 1,2,5,9 1,155,259
EMPIRE DIST ELEC CO 1,2 397,533
EMPIRE RESORTS INC 1,2 90,814
EMPRESA NACIONAL DE 1,2,7 42,792
EMS TECHNOLOGIES INC 1,2 159,667
EMULEX CORP 1,2,5 1,592,486
ENBRIDGE ENERGY PART 1,5 12,252
ENBRIDGE INC 1 14,913
ENCANA CORP 1,5 162,685
ENCORE ACQUISITION C 1,2 320,667
ENCORE CAP GROUP INC 1,2 212,104
ENCORE MED CORP 1,2 345,580
ENCORE WIRE CORP 1,2,5 269,744
ENCYSIVE PHARMACEUTI 1,2,5 865,247
ENDESA S A 1 51,329
ENDO PHARMACEUTICALS 1,2,5 638,870
ENDOCARDIAL SOLUTION 1,2 267,869
ENDOLOGIX INC 1 10,700
ENDURANCE SPECIALTY 1,5 87,672
ENERGEN CORP 1,2,5 722,720
ENERGIZER HLDGS INC 1,2,5,7,8,9,10,12,13,14 2,310,719
ENERGY CONVERSION DE 1,2 293,911
ENERGY EAST CORP 1,2,5,7,8,9,10,12,13,14 2,592,895
ENERGY PARTNERS LTD 1,2,5 577,464
ENERGYSOUTH INC 1,2 112,508
ENERSIS S A 1,2 37,428
ENERSYS 1 50,400
ENESCO GROUP INC 1 12,180
ENGELHARD CORP 1,2,5,6,7,9,10 6,252,502
ENGINEERED SUPPORT S 1,2 380,927
ENI S P A 1,2 201,435
ENNIS INC 1,2 250,981
ENPRO INDS INC 1,2,5 323,691
ENSCO INTL INC 1,2,5,7,8,9,10,12,13,14 2,415,478
ENSTAR GROUP INC GA 1,2 40,762
ENTEGRIS INC 1,2,5 1,027,479
ENTERASYS NETWORKS I 1,2,5 3,195,608
ENTERCOM COMMUNICATI 1,2,5,9 538,361
ENTERGY CORP NEW COM 29364G10 511,680 8,442,179 SH DEFINED
ENTERPRISE PRODS PAR COM 29379210 2,698 116,401 SH DEFINED
ENTERTAINMENT PPTYS COM SH BEN 29380T10 12,865 340,345 SH DEFINED
ENTRAVISION COMMUNIC CL A 29382R10 5,917 777,572 SH DEFINED
ENTREMED INC COM 29382F10 36 20,889 SH DEFINED
ENTRUST INC COM 29384810 1,995 788,474 SH DEFINED
ENVIRONMENTAL TECTON COM 29409210 96 13,800 SH DEFINED
ENZO BIOCHEM INC COM 29410010 6,300 420,019 SH DEFINED
ENZON PHARMACEUTICAL COM 29390410 14,087 883,203 SH DEFINED
EOG RES INC COM 26875P10 251,973 3,826,468 SH DEFINED
EON LABS INC COM 29412E10 6,884 317,232 SH DEFINED
EPICOR SOFTWARE CORP COM 29426L10 6,971 579,486 SH DEFINED
EPIQ SYS INC COM 26882D10 3,300 211,832 SH DEFINED
EPIX MEDICAL INC COM 26881Q10 5,836 302,215 SH DEFINED
EQUIFAX INC COM 29442910 134,341 5,096,400 SH DEFINED
EQUINIX INC COM NEW 29444U50 4,854 157,744 SH DEFINED
EQUITABLE RES INC COM 29454910 47,629 876,993 SH DEFINED
EQUITY INNS INC COM 29470310 9,700 981,801 SH DEFINED
EQUITY OFFICE PROPER COM 29474110 388,951 14,273,415 SH DEFINED
EQUITY ONE COM 29475210 18,722 954,225 SH DEFINED
EQUITY RESIDENTIAL SH BEN INT 29476L10 298,080 9,615,473 SH DEFINED
ERESEARCHTECHNOLOGY COM 29481V10 8,823 661,857 SH DEFINED
ERICSSON L M TEL CO ADR B SEK 29482160 5,231 167,434 SH DEFINED
ERIE INDTY CO CL A 29530P10 12,985 254,500 SH DEFINED
ESB FINL CORP COM 26884F10 174 12,667 SH DEFINED
ESCALADE INC COM 29605610 1,628 117,192 SH DEFINED
ESCO TECHNOLOGIES IN COM 29631510 18,116 267,362 SH DEFINED
ESPEED INC CL A 29664310 3,575 363,660 SH DEFINED
ESS TECHNOLOGY INC COM 26915110 6,227 909,107 SH DEFINED
ESSEX PPTY TR INC COM 29717810 42,295 588,656 SH DEFINED
ESTERLINE TECHNOLOGI COM 29742510 10,013 327,323 SH DEFINED
ETHAN ALLEN INTERIOR COM 29760210 23,163 666,551 SH DEFINED
EUROBANCSHARES INC COM 29871610 307 16,500 SH DEFINED
EURONET WORLDWIDE IN COM 29873610 5,785 309,002 SH DEFINED
EVANS & SUTHERLAND C COM 29909610 82 15,300 SH DEFINED
EVEREST RE GROUP LTD COM G3223R10 36,441 490,264 SH DEFINED
EVERGREEN RES INC COM NO PAR 29990030 #VALUE! 242,232 SH DEFINED
EVERGREEN SOLAR INC COM 30033R10 382 133,672 SH DEFINED
EVERTRUST FINL GROUP COM 30041210 299 11,700 SH DEFINED
EVOLVING SYS INC COM 30049R10 50 16,130 SH DEFINED
EXACT SCIENCES CORP COM 30063P10 59 18,054 SH DEFINED
EXACTECH INC COM 30064E10 1,480 72,380 SH DEFINED
EXAR CORP COM 30064510 10,045 709,411 SH DEFINED
EXCEL TECHNOLOGY INC COM 30067T10 4,092 158,489 SH DEFINED
EXELIXIS INC COM 30161Q10 8,285 1,027,914 SH DEFINED
EXELON CORP COM 30161N10 977,262 26,635,663 SH DEFINED
EXIDE TECHNOLOGIES COM NEW 30205120 4,815 303,780 SH DEFINED
EXPEDITORS INTL WASH COM 30213010 96,409 1,864,776 SH DEFINED
EXPLORATION CO COM NEW 30213320 51 11,187 SH DEFINED
EXPONENT INC COM 30214U10 2,036 73,912 SH DEFINED
EXPRESS SCRIPTS INC COM 30218210 141,267 2,162,032 SH DEFINED
EXPRESSJET HOLDINGS CL A 30218U10 20,569 2,054,832 SH DEFINED
EXTENDED SYSTEMS INC COM 30197310 33 13,400 SH DEFINED
EXTRA SPACE STORAGE COM 30225T10 1,066 83,600 SH DEFINED
EXTREME NETWORKS INC COM 30226D10 7,454 1,674,977 SH DEFINED
EXULT INC DEL COM 30228410 3,557 676,271 SH DEFINED
EXXON MOBIL CORP COM 30231G10 10,156,574 210,150,512 SH DEFINED
EYETECH PHARMACEUTIC COM 30229710 5,797 170,559 SH DEFINED
F M C CORP COM NEW 30249130 44,984 926,169 SH DEFINED
ENTERGY CORP NEW 1,2,5,6,7,8,9,10,12,13,14 8,442,179
ENTERPRISE PRODS PAR 1,2,5 116,401
ENTERTAINMENT PPTYS 1,2,5 340,345
ENTRAVISION COMMUNIC 1,2,5 777,572
ENTREMED INC 1 20,889
ENTRUST INC 1,2,5 788,474
ENVIRONMENTAL TECTON 1 13,800
ENZO BIOCHEM INC 1,2,5 420,019
ENZON PHARMACEUTICAL 1,2,5 883,203
EOG RES INC 1,2,5,6,7,8,9,10,12,13,14 3,826,468
EON LABS INC 1,2,5 317,232
EPICOR SOFTWARE CORP 1,2,5 579,486
EPIQ SYS INC 1,2 211,832
EPIX MEDICAL INC 1,2,5 302,215
EQUIFAX INC 1,2,5,6,7,8,9,10,12,13,14 5,096,400
EQUINIX INC 1,2 157,744
EQUITABLE RES INC 1,2,5,6,7,9 876,993
EQUITY INNS INC 1,2,3,5 981,801
EQUITY OFFICE PROPER 1,2,3,5,6,7,8,9,10,12,14 14,273,415
EQUITY ONE 1,2,3 954,225
EQUITY RESIDENTIAL 1,2,3,5,6,7,8,9,10,12,14 9,615,473
ERESEARCHTECHNOLOGY 1,2,5 661,857
ERICSSON L M TEL CO 1,2 167,434
ERIE INDTY CO 1,2,5 254,500
ESB FINL CORP 1 12,667
ESCALADE INC 1,2 117,192
ESCO TECHNOLOGIES IN 1,2,5 267,362
ESPEED INC 1,2 363,660
ESS TECHNOLOGY INC 1,2,5 909,107
ESSEX PPTY TR INC 1,2,3,5 588,656
ESTERLINE TECHNOLOGI 1,2 327,323
ETHAN ALLEN INTERIOR 1,2,5 666,551
EUROBANCSHARES INC 1 16,500
EURONET WORLDWIDE IN 1,2,5 309,002
EVANS & SUTHERLAND C 1 15,300
EVEREST RE GROUP LTD 1,5,7,8,9,10,12,13,14 490,264
EVERGREEN RES INC 1,2,5 242,232
EVERGREEN SOLAR INC 2 133,672
EVERTRUST FINL GROUP 1,2,5 11,700
EVOLVING SYS INC 1 16,130
EXACT SCIENCES CORP 1 18,054
EXACTECH INC 1,2 72,380
EXAR CORP 1,2,5 709,411
EXCEL TECHNOLOGY INC 1,2 158,489
EXELIXIS INC 1,2,5 1,027,914
EXELON CORP 1,2,5,6,7,8,9,10,12,13,14 26,635,663
EXIDE TECHNOLOGIES 1,2 303,780
EXPEDITORS INTL WASH 1,2,5,7,8,9,10,12,13,14 1,864,776
EXPLORATION CO 1 11,187
EXPONENT INC 1,2 73,912
EXPRESS SCRIPTS INC 1,2,5,6,7,8,9,10,12,13,14 2,162,032
EXPRESSJET HOLDINGS 1,2 2,054,832
EXTENDED SYSTEMS INC 1 13,400
EXTRA SPACE STORAGE 1,2 83,600
EXTREME NETWORKS INC 1,2,5 1,674,977
EXULT INC DEL 1,2,5 676,271
EXXON MOBIL CORP 1,2,5,6,7,8,9,10,12,13,14 210,150,512
EYETECH PHARMACEUTIC 1,2,5 170,559
F M C CORP 1,2,5,9 926,169
F N B CORP VA COM 30293010 2,725 102,995 SH DEFINED
F5 NETWORKS INC COM 31561610 16,408 538,671 SH DEFINED
FACTSET RESH SYS INC COM 30307510 22,267 461,981 SH DEFINED
FAIR ISAAC CORP COM 30325010 26,976 923,851 SH DEFINED
FAIRCHILD SEMICONDUC COM 30372610 20,446 1,442,908 SH DEFINED
FAIRMONT HOTELS RESO COM 30520410 1,596 58,409 SH DEFINED
FALCON PRODS INC COM 30607510 35 18,000 SH DEFINED
FALCONSTOR SOFTWARE COM 30613710 3,054 409,971 SH DEFINED
FAMILY DLR STORES IN COM 30700010 120,679 4,453,092 SH DEFINED
FARGO ELECTRONICS IN COM 30744P10 155 16,100 SH DEFINED
FARMER BROS CO COM 30767510 3,159 118,190 SH DEFINED
FARMERS CAP BK CORP COM 30956210 3,255 94,887 SH DEFINED
FARO TECHNOLOGIES IN COM 31164210 2,947 144,908 SH DEFINED
FASTENAL CO COM 31190010 52,536 912,087 SH DEFINED
FBL FINL GROUP INC CL A 30239F10 5,486 209,458 SH DEFINED
FEDERAL AGRIC MTG CO CL C 31314830 3,296 148,540 SH DEFINED
FEDERAL HOME LN MTG COM 31340030 1,349,890 20,691,143 SH DEFINED
FEDERAL NATL MTG ASS COM 31358610 1,918,338 30,257,705 SH DEFINED
FEDERAL REALTY INVT SH BEN INT 31374720 34,912 793,463 SH DEFINED
FEDERAL SIGNAL CORP COM 31385510 16,329 878,831 SH DEFINED
FEDERATED DEPT STORE COM 31410H10 340,173 7,487,856 SH DEFINED
FEDERATED INVS INC P CL B 31421110 83,294 2,928,754 SH DEFINED
FEDEX CORP COM 31428X10 746,413 8,710,615 SH DEFINED
FEI CO COM 30241L10 8,286 419,352 SH DEFINED
FELCOR LODGING TR IN COM 31430F10 19,414 1,716,527 SH DEFINED
FERRO CORP COM 31540510 16,639 762,917 SH DEFINED
FIAT S P A SP ADR ORD 31562188 88 12,207 SH DEFINED
FIDELITY BANKSHARES COM 31604Q10 7,603 204,433 SH DEFINED
FIDELITY NATL FINL I COM 31632610 129,764 3,405,889 SH DEFINED
FIDELITY SOUTHN CORP COM 31639410 187 12,281 SH DEFINED
FIFTH THIRD BANCORP COM 31677310 773,105 15,707,139 SH DEFINED
FILENET CORP COM 31686910 11,402 653,019 SH DEFINED
FINANCIAL FED CORP COM 31749210 13,989 373,248 SH DEFINED
FINANCIAL INSTNS INC COM 31758540 3,081 137,493 SH DEFINED
FINDWHAT COM COM 31779410 6,829 364,593 SH DEFINED
FINISAR COM 31787A10 3,027 2,328,557 SH DEFINED
FINISH LINE INC CL A 31792310 8,712 281,748 SH DEFINED
FIRST ACCEPTANCE COR COM 31845710 1,872 261,883 SH DEFINED
FIRST ADVANTAGE CORP CL A 31845F10 863 53,753 SH DEFINED
FIRST AMERN CORP CAL COM 31852230 32,354 1,049,437 SH DEFINED
FIRST BANCORP N C COM 31891010 4,001 118,640 SH DEFINED
FIRST BANCORP P R COM 31867210 28,256 585,017 SH DEFINED
FIRST BUSEY CORP COM 31938310 3,893 203,711 SH DEFINED
FIRST CASH FINL SVCS COM 31942D10 3,358 167,645 SH DEFINED
FIRST CHARTER CORP COM 31943910 10,959 453,402 SH DEFINED
FIRST CMNTY BANCORP COM 31983B10 7,977 194,552 SH DEFINED
FIRST CMNTY BANCSHAR COM 31983A10 5,337 162,454 SH DEFINED
FIRST COMWLTH FINL C COM 31982910 13,869 1,019,011 SH DEFINED
FIRST CONSULTING GRO COM 31986R10 105 22,167 SH DEFINED
FIRST CTZNS BANCSHAR CL A 31946M10 10,657 90,312 SH DEFINED
FIRST DATA CORP COM 31996310 1,285,970 29,562,534 SH DEFINED
FIRST DEFIANCE FINL COM 32006W10 349 13,412 SH DEFINED
FIRST FED CAP CORP COM 31996010 9,021 298,326 SH DEFINED
FIRST FINL BANCORP O COM 32020910 9,305 544,761 SH DEFINED
FIRST FINL BANKSHARE COM 32020R10 8,696 216,543 SH DEFINED
FIRST FINL CORP IND COM 32021810 6,561 208,809 SH DEFINED
FIRST FINL HLDGS INC COM 32023910 6,048 193,484 SH DEFINED
FIRST HEALTH GROUP C COM 32096010 36,334 2,258,191 SH DEFINED
FIRST HORIZON NATL C COM 32051710 152,637 3,520,219 SH DEFINED
F N B CORP VA 1,2 102,995
F5 NETWORKS INC 1,2 538,671
FACTSET RESH SYS INC 1,2,5 461,981
FAIR ISAAC CORP 1,2,5,9 923,851
FAIRCHILD SEMICONDUC 1,2,5,8,9,13 1,442,908
FAIRMONT HOTELS RESO 1 58,409
FALCON PRODS INC 1 18,000
FALCONSTOR SOFTWARE 1,2,5 409,971
FAMILY DLR STORES IN 1,2,5,6,7,8,9,10,12,13,14 4,453,092
FARGO ELECTRONICS IN 1 16,100
FARMER BROS CO 1,2 118,190
FARMERS CAP BK CORP 1,2 94,887
FARO TECHNOLOGIES IN 1,2 144,908
FASTENAL CO 1,2,5,6,9 912,087
FBL FINL GROUP INC 1,2 209,458
FEDERAL AGRIC MTG CO 1,2 148,540
FEDERAL HOME LN MTG 1,2,5,6,7,8,9,10,12,13,14 20,691,143
FEDERAL NATL MTG ASS 1,2,5,6,7,8,9,10,12,13,14 30,257,705
FEDERAL REALTY INVT 1,2,3,5 793,463
FEDERAL SIGNAL CORP 1,2,5,9 878,831
FEDERATED DEPT STORE 1,2,5,6,7,8,9,10,12,13,14 7,487,856
FEDERATED INVS INC P 1,2,5,6,9,10 2,928,754
FEDEX CORP 1,2,5,6,7,8,9,10,12,13,14 8,710,615
FEI CO 1,2,5 419,352
FELCOR LODGING TR IN 1,2,3,5 1,716,527
FERRO CORP 1,2,5,9 762,917
FIAT S P A 1 12,207
FIDELITY BANKSHARES 1,2 204,433
FIDELITY NATL FINL I 1,2,5,7,8,9,10,12,13,14 3,405,889
FIDELITY SOUTHN CORP 1 12,281
FIFTH THIRD BANCORP 1,2,5,6,7,8,9,10,12,13,14 15,707,139
FILENET CORP 1,2,5 653,019
FINANCIAL FED CORP 1,2 373,248
FINANCIAL INSTNS INC 1,2 137,493
FINDWHAT COM 1,2,5 364,593
FINISAR 1,2,5 2,328,557
FINISH LINE INC 1,2,5 281,748
FIRST ACCEPTANCE COR 1,2 261,883
FIRST ADVANTAGE CORP 1,2 53,753
FIRST AMERN CORP CAL 1,2,5,9 1,049,437
FIRST BANCORP N C 1,2,5 118,640
FIRST BANCORP P R 1,2,5 585,017
FIRST BUSEY CORP 1,2,5 203,711
FIRST CASH FINL SVCS 1,2 167,645
FIRST CHARTER CORP 1,2,5 453,402
FIRST CMNTY BANCORP 1,2 194,552
FIRST CMNTY BANCSHAR 1,2 162,454
FIRST COMWLTH FINL C 1,2,5 1,019,011
FIRST CONSULTING GRO 1 22,167
FIRST CTZNS BANCSHAR 1,2,5 90,312
FIRST DATA CORP 1,2,5,6,7,8,9,10,12,13,14 29,562,534
FIRST DEFIANCE FINL 1,5 13,412
FIRST FED CAP CORP 1,2 298,326
FIRST FINL BANCORP O 1,2,5 544,761
FIRST FINL BANKSHARE 1,2,5 216,543
FIRST FINL CORP IND 1,2 208,809
FIRST FINL HLDGS INC 1,2 193,484
FIRST HEALTH GROUP C 1,2,5,7,9 2,258,191
FIRST HORIZON NATL C 1,2,5,6,7,8,9,10,12,13,14 3,520,219
FIRST HORIZON PHARMA COM 32051K10 8,108 405,181 SH DEFINED
FIRST IND CORP COM 32054R10 4,471 222,425 SH DEFINED
FIRST INDUSTRIAL REA COM 32054K10 33,148 898,323 SH DEFINED
FIRST LONG IS CORP COM 32073410 2,004 46,951 SH DEFINED
FIRST MARBLEHEAD COR COM 32077110 7,425 160,028 SH DEFINED
FIRST MERCHANTS CORP COM 32081710 7,988 324,043 SH DEFINED
FIRST MIDWEST BANCOR COM 32086710 27,571 797,781 SH DEFINED
FIRST NATL BANKSHRS COM 32110010 18,264 743,941 SH DEFINED
FIRST NIAGARA FINL G COM 33582V10 16,793 1,255,107 SH DEFINED
FIRST OAK BROOK BANC COM 33584720 3,240 105,052 SH DEFINED
FIRST PL FINL CORP COM 33610T10 5,015 250,748 SH DEFINED
FIRST REP BK SAN FRA COM 33615810 8,228 178,863 SH DEFINED
FIRST ST BANCORPORAT COM 33645310 5,540 175,706 SH DEFINED
FIRST UN REAL EST EQ SH BEN INT 33740010 46 14,849 SH DEFINED
FIRSTBANK CORP MICH COM 33761G10 1,922 67,561 SH DEFINED
FIRSTENERGY CORP COM 33793210 928,469 22,601,487 SH DEFINED
FIRSTFED FINL CORP COM 33790710 18,430 377,048 SH DEFINED
FIRSTMERIT CORP COM 33791510 29,421 1,118,457 SH DEFINED
FISERV INC COM 33773810 195,667 5,612,936 SH DEFINED
FISHER COMMUNICATION COM 33775620 4,224 88,002 SH DEFINED
FISHER SCIENTIFIC IN COM NEW 33803220 206,266 3,536,192 SH DEFINED
FLAG FINL CORP COM 33832H10 168 12,606 SH DEFINED
FLAGSTAR BANCORP INC COM 33793010 17,343 815,001 SH DEFINED
FLANDERS CORP COM 33849410 1,455 169,433 SH DEFINED
FLEETWOOD ENTERPRISE COM 33909910 13,244 872,439 SH DEFINED
FLEXTRONICS INTL LTD ORD Y2573F10 80,765 6,095,500 SH DEFINED
FLIR SYS INC COM 30244510 22,615 386,584 SH DEFINED
FLORIDA EAST COAST I COM 34063210 12,192 324,682 SH DEFINED
FLORIDA ROCK INDS IN COM 34114010 18,323 374,011 SH DEFINED
FLOWERS FOODS INC COM 34349810 14,227 550,386 SH DEFINED
FLOWSERVE CORP COM 34354P10 33,624 1,390,560 SH DEFINED
FLUOR CORP NEW COM 34341210 101,919 2,289,289 SH DEFINED
FLUSHING FINL CORP COM 34387310 7,260 381,913 SH DEFINED
FLYI INC COM 34407T10 2,569 657,130 SH DEFINED
FMC TECHNOLOGIES INC COM 30249U10 29,522 883,897 SH DEFINED
FNB CORP PA COM 30252010 16,122 728,494 SH DEFINED
FOCUS ENHANCEMENTS I COM 34415910 18 11,700 SH DEFINED
FOMENTO ECONOMICO ME SPON ADR U 34441910 4,106 92,934 SH DEFINED
FONAR CORP COM 34443710 34 30,200 SH DEFINED
FOOT LOCKER INC COM 34484910 54,592 2,303,475 SH DEFINED
FORD MTR CO CAP TR I PFD TR CV6 34539520 366 7,000 SH DEFINED
FORD MTR CO DEL COM PAR $0 34537086 841,295 59,878,640 SH DEFINED
FOREST CITY ENTERPRI CL A 34555010 15,682 284,605 SH DEFINED
FOREST LABS INC COM 34583810 413,419 9,195,263 SH DEFINED
FOREST OIL CORP COM PAR $0 34609170 28,586 949,076 SH DEFINED
FORMFACTOR INC COM 34637510 7,672 396,069 SH DEFINED
FORRESTER RESH INC COM 34656310 3,334 218,788 SH DEFINED
FORTUNE BRANDS INC COM 34963110 372,891 5,032,953 SH DEFINED
FORWARD AIR CORP COM 34985310 20,015 500,127 SH DEFINED
FOSSIL INC COM 34988210 14,067 454,668 SH DEFINED
FOSTER L B CO COM 35006010 159 18,900 SH DEFINED
FOUNDRY NETWORKS INC COM 35063R10 10,839 1,142,148 SH DEFINED
FOUNTAIN POWERBOAT I COM NEW 35075530 48 13,400 SH DEFINED
FOUR SEASONS HOTEL I LTD VTG SH 35100E10 1,260 19,652 SH DEFINED
FOX ENTMT GROUP INC CL A 35138T10 67,378 2,428,916 SH DEFINED
FPIC INS GROUP INC COM 30256310 4,076 157,690 SH DEFINED
FPL GROUP INC COM 30257110 418,591 6,126,919 SH DEFINED
FRANCE TELECOM SPONSORED 35177Q10 397 15,894 SH DEFINED
FRANKLIN BK CORP DEL COM 35245110 2,690 157,746 SH DEFINED
FIRST HORIZON PHARMA 1,2 405,181
FIRST IND CORP 1,2 222,425
FIRST INDUSTRIAL REA 1,2,3,5 898,323
FIRST LONG IS CORP 1,2 46,951
FIRST MARBLEHEAD COR 1,2 160,028
FIRST MERCHANTS CORP 1,2 324,043
FIRST MIDWEST BANCOR 1,2,5 797,781
FIRST NATL BANKSHRS 1,2,5 743,941
FIRST NIAGARA FINL G 1,2,5 1,255,107
FIRST OAK BROOK BANC 1,2 105,052
FIRST PL FINL CORP 1,2 250,748
FIRST REP BK SAN FRA 1,2 178,863
FIRST ST BANCORPORAT 1,2 175,706
FIRST UN REAL EST EQ 1 14,849
FIRSTBANK CORP MICH 1,5 67,561
FIRSTENERGY CORP 1,2,5,6,7,8,9,10,12,13,14 22,601,487
FIRSTFED FINL CORP 1,2,5 377,048
FIRSTMERIT CORP 1,2,5,9 1,118,457
FISERV INC 1,2,5,6,7,8,9,10,12,13,14 5,612,936
FISHER COMMUNICATION 1,2 88,002
FISHER SCIENTIFIC IN 1,2,5,6,9,10 3,536,192
FLAG FINL CORP 1 12,606
FLAGSTAR BANCORP INC 1,2,5 815,001
FLANDERS CORP 1 169,433
FLEETWOOD ENTERPRISE 1,2,6 872,439
FLEXTRONICS INTL LTD 1,2,5,7,8,9,10,12,13,14 6,095,500
FLIR SYS INC 1,2,5 386,584
FLORIDA EAST COAST I 1,2 324,682
FLORIDA ROCK INDS IN 1,2,5,7 374,011
FLOWERS FOODS INC 1,2,5 550,386
FLOWSERVE CORP 1,2,5,9 1,390,560
FLUOR CORP NEW 1,2,5,6,7,8,9,10,12,13,14 2,289,289
FLUSHING FINL CORP 1,2 381,913
FLYI INC 1,2 657,130
FMC TECHNOLOGIES INC 1,2,5,9 883,897
FNB CORP PA 1,2,5 728,494
FOCUS ENHANCEMENTS I 1 11,700
FOMENTO ECONOMICO ME 1,2 92,934
FONAR CORP 1 30,200
FOOT LOCKER INC 1,2,5,6,7,8,9,10,12,13,14 2,303,475
FORD MTR CO CAP TR I 1 7,000
FORD MTR CO DEL 1,2,5,6,7,8,9,10,12,13,14 59,878,640
FOREST CITY ENTERPRI 1,2,5 284,605
FOREST LABS INC 1,2,5,6,9,10,13 9,195,263
FOREST OIL CORP 1,2,5,9 949,076
FORMFACTOR INC 1,2 396,069
FORRESTER RESH INC 1,2 218,788
FORTUNE BRANDS INC 1,2,5,6,7,8,9,10,12,13,14 5,032,953
FORWARD AIR CORP 1,2 500,127
FOSSIL INC 1,2 454,668
FOSTER L B CO 1 18,900
FOUNDRY NETWORKS INC 1,2,5 1,142,148
FOUNTAIN POWERBOAT I 1 13,400
FOUR SEASONS HOTEL I 1 19,652
FOX ENTMT GROUP INC 1,2,5,7 2,428,916
FPIC INS GROUP INC 1,2,5 157,690
FPL GROUP INC 1,2,5,6,7,8,9,10,12,13,14 6,126,919
FRANCE TELECOM 1 15,894
FRANKLIN BK CORP DEL 1,2 157,746
FRANKLIN ELEC INC COM 35351410 10,384 262,212 SH DEFINED
FRANKLIN RES INC COM 35461310 367,060 6,582,850 SH DEFINED
FREDS INC CL A 35610810 11,895 662,331 SH DEFINED
FREEPORT-MCMORAN COP CL B 35671D85 204,501 5,049,411 SH DEFINED
FREESCALE SEMICONDUC COM CL A 35687M10 3,784 264,600 SH DEFINED
FREMONT GEN CORP COM 35728810 16,313 704,650 SH DEFINED
FRESH DEL MONTE PROD ORD G3673810 599 24,040 SH DEFINED
FRIEDMAN BILLINGS RA CL A 35843410 24,460 1,280,615 SH DEFINED
FRIEDMAN INDS INC COM 35843510 137 22,240 SH DEFINED
FRONTIER AIRLINES IN COM 35906510 3,868 503,626 SH DEFINED
FRONTIER FINL CORP W COM 35907K10 8,552 242,275 SH DEFINED
FRONTIER OIL CORP COM 35914P10 14,017 593,678 SH DEFINED
FROZEN FOOD EXPRESS COM 35936010 222 29,256 SH DEFINED
FSI INTL INC COM 30263310 1,593 381,085 SH DEFINED
FTI CONSULTING INC COM 30294110 12,208 645,915 SH DEFINED
FUELCELL ENERGY INC COM 35952H10 6,862 669,489 SH DEFINED
FUJI PHOTO FILM LTD ADR 35958630 593 18,042 SH DEFINED
FULLER H B CO COM 35969410 12,121 442,379 SH DEFINED
FULTON FINL CORP PA COM 36027110 24,627 1,150,800 SH DEFINED
FURNITURE BRANDS INT COM 36092110 25,293 1,008,473 SH DEFINED
FX ENERGY INC COM 30269510 3,201 354,109 SH DEFINED
G & K SVCS INC CL A 36126810 11,135 280,202 SH DEFINED
G B & T BANCSHARES I COM 36146210 2,283 103,502 SH DEFINED
GABELLI ASSET MGMT I CL A 36239Y10 4,556 106,333 SH DEFINED
GABLES RESIDENTIAL T SH BEN INT 36241810 21,997 644,136 SH DEFINED
GAIAM INC CL A 36268Q10 90 15,100 SH DEFINED
GALLAGHER ARTHUR J & COM 36357610 39,958 1,206,096 SH DEFINED
GALLAHER GROUP PLC SPONSORED 36359510 14,656 315,386 SH DEFINED
GAMESTOP CORP CL A 36466R10 5,065 273,611 SH DEFINED
GANDER MOUNTAIN CO COM 36471P10 1,281 63,996 SH DEFINED
GANNETT INC COM 36473010 653,117 7,797,479 SH DEFINED
GAP INC DEL COM 36476010 487,077 26,116,724 SH DEFINED
GARDNER DENVER INC COM 36555810 11,089 402,219 SH DEFINED
GARMIN LTD ORD G3726010 1,159 26,808 SH DEFINED
GARTNER INC COM 36665110 12,615 1,079,107 SH DEFINED
GARTNER INC CL B 36665120 3,114 269,601 SH DEFINED
GATEWAY INC COM 36762610 42,051 8,495,239 SH DEFINED
GATX CORP COM 36144810 35,141 1,318,125 SH DEFINED
GAYLORD ENTMT CO NEW COM 36790510 14,085 454,345 SH DEFINED
GEMPLUS INTL S A ADR 36866Y10 54 14,520 SH DEFINED
GEMSTAR-TV GUIDE INT COM 36866W10 16,429 2,907,793 SH DEFINED
GENAERA CORP COM 36867G10 2,660 680,359 SH DEFINED
GENAISSANCE PHARMACE COM 36867W10 46 14,456 SH DEFINED
GENCORP INC COM 36868210 7,474 551,618 SH DEFINED
GENE LOGIC INC COM 36868910 186 50,017 SH DEFINED
GENELABS TECHNOLOGIE COM 36870610 3,188 1,221,487 SH DEFINED
GENENCOR INTL INC COM 36870910 3,063 190,854 SH DEFINED
GENENTECH INC COM NEW 36871040 312,501 5,961,492 SH DEFINED
GENERAL BINDING CORP COM 36915410 1,482 105,561 SH DEFINED
GENERAL CABLE CORP D COM 36930010 6,010 564,885 SH DEFINED
GENERAL COMMUNICATIO CL A 36938510 6,318 698,149 SH DEFINED
GENERAL DYNAMICS COR COM 36955010 683,678 6,696,157 SH DEFINED
GENERAL ELEC CO COM 36960410 11,010,195 327,879,539 SH DEFINED
GENERAL GROWTH PPTYS COM 37002110 140,521 4,532,935 SH DEFINED
GENERAL MARITIME COR SHS Y2692M10 1,645 47,239 SH DEFINED
GENERAL MLS INC COM 37033410 442,569 9,856,764 SH DEFINED
GENERAL MTRS CORP COM 37044210 4,320,153 101,698,514 SH DEFINED
GENESCO INC COM 37153210 10,942 464,630 SH DEFINED
GENESEE & WYO INC CL A 37155910 7,941 313,608 SH DEFINED
FRANKLIN ELEC INC 1,2 262,212
FRANKLIN RES INC 1,2,5,6,7,8,9,10,12,13,14 6,582,850
FREDS INC 1,2,5 662,331
FREEPORT-MCMORAN COP 1,2,5,6,7,8,9,10,12,13,14 5,049,411
FREESCALE SEMICONDUC 1,2 264,600
FREMONT GEN CORP 1,2,5 704,650
FRESH DEL MONTE PROD 1,5 24,040
FRIEDMAN BILLINGS RA 1,2,5 1,280,615
FRIEDMAN INDS INC 1 22,240
FRONTIER AIRLINES IN 1,2 503,626
FRONTIER FINL CORP W 1,2,5 242,275
FRONTIER OIL CORP 1,2 593,678
FROZEN FOOD EXPRESS 1 29,256
FSI INTL INC 1,2 381,085
FTI CONSULTING INC 1,2,5 645,915
FUELCELL ENERGY INC 1,2,5 669,489
FUJI PHOTO FILM LTD 1 18,042
FULLER H B CO 1,2,5 442,379
FULTON FINL CORP PA 1,2,5 1,150,800
FURNITURE BRANDS INT 1,2,5,9 1,008,473
FX ENERGY INC 1,2 354,109
G & K SVCS INC 1,2,5 280,202
G B & T BANCSHARES I 1,2 103,502
GABELLI ASSET MGMT I 1,2 106,333
GABLES RESIDENTIAL T 1,2,3,5 644,136
GAIAM INC 1,2 15,100
GALLAGHER ARTHUR J & 1,2,5,9 1,206,096
GALLAHER GROUP PLC 1 315,386
GAMESTOP CORP 1,2,5 273,611
GANDER MOUNTAIN CO 1 63,996
GANNETT INC 1,2,5,6,7,8,9,10,12,13,14 7,797,479
GAP INC DEL 1,2,5,6,7,8,9,10,12,13,14 26,116,724
GARDNER DENVER INC 1,2 402,219
GARMIN LTD 1,5 26,808
GARTNER INC 1,2,5,9 1,079,107
GARTNER INC 1,9 269,601
GATEWAY INC 1,2,5,6,9,10 8,495,239
GATX CORP 1,2,5,6,9 1,318,125
GAYLORD ENTMT CO NEW 1,2 454,345
GEMPLUS INTL S A 1 14,520
GEMSTAR-TV GUIDE INT 1,2,5 2,907,793
GENAERA CORP 1,2 680,359
GENAISSANCE PHARMACE 1 14,456
GENCORP INC 1,2 551,618
GENE LOGIC INC 1,2,5 50,017
GENELABS TECHNOLOGIE 1,2,5 1,221,487
GENENCOR INTL INC 1,2 190,854
GENENTECH INC 1,2,5,7,8,9,10,12,13,14 5,961,492
GENERAL BINDING CORP 1,2 105,561
GENERAL CABLE CORP D 1,2,5 564,885
GENERAL COMMUNICATIO 1,2 698,149
GENERAL DYNAMICS COR 1,2,5,6,7,8,9,10,12,13,14 6,696,157
GENERAL ELEC CO 1,2,5,6,7,8,9,10,12,13,14 327,879,539
GENERAL GROWTH PPTYS 1,2,3,5,7,8,9,10,12,14 4,532,935
GENERAL MARITIME COR 1,5 47,239
GENERAL MLS INC 1,2,5,6,7,8,9,10,12,13,14 9,856,764
GENERAL MTRS CORP 1,2,5,6,7,8,9,10,12,13,14 101,698,514
GENESCO INC 1,2 464,630
GENESEE & WYO INC 1,2 313,608
GENESIS ENERGY L P UNIT LTD P 37192710 158 14,000 SH DEFINED
GENESIS HEALTHCARE C COM 37184D10 13,864 455,898 SH DEFINED
GENESIS MICROCHIP IN COM 37184C10 6,717 497,586 SH DEFINED
GENLYTE GROUP INC COM 37230210 19,372 300,859 SH DEFINED
GEN-PROBE INC NEW COM 36866T10 23,048 578,075 SH DEFINED
GENTA INC COM NEW 37245M20 2,132 792,567 SH DEFINED
GENTEX CORP COM 37190110 50,951 1,450,349 SH DEFINED
GENTIVA HEALTH SERVI COM 37247A10 6,457 394,467 SH DEFINED
GENUINE PARTS CO COM 37246010 182,162 4,746,266 SH DEFINED
GENUS INC COM 37246110 97 44,200 SH DEFINED
GENVEC INC COM 37246C10 36 14,112 SH DEFINED
GENWORTH FINL INC COM CL A 37247D10 30,667 1,316,200 SH DEFINED
GENZYME CORP COM GENL D 37291710 340,622 6,260,279 SH DEFINED
GEO GROUP INC COM 36159R10 2,617 127,978 SH DEFINED
GEORGIA GULF CORP COM PAR $0 37320020 36,402 816,369 SH DEFINED
GEORGIA PAC CORP COM 37329810 373,211 10,381,396 SH DEFINED
GERBER SCIENTIFIC IN COM 37373010 163 24,724 SH DEFINED
GERDAU S A SPONSORED 37373710 2,578 157,706 SH DEFINED
GERMAN AMERN BANCORP COM 37386510 2,200 130,613 SH DEFINED
GERON CORP COM 37416310 3,827 638,956 SH DEFINED
GETTY IMAGES INC COM 37427610 22,434 405,685 SH DEFINED
GETTY RLTY CORP NEW COM 37429710 7,490 285,668 SH DEFINED
GEVITY HR INC COM 37439310 5,452 354,506 SH DEFINED
GIANT INDS INC COM 37450810 4,149 170,754 SH DEFINED
GIBRALTAR STL CORP COM 37476F10 8,061 222,920 SH DEFINED
G-III APPAREL GROUP COM 36237H10 82 12,700 SH DEFINED
GILEAD SCIENCES INC COM 37555810 442,593 11,840,373 SH DEFINED
GILLETTE CO COM 37576610 1,322,001 31,672,278 SH DEFINED
GLACIER BANCORP INC COM 37637Q10 10,267 352,100 SH DEFINED
GLADSTONE CAPITAL CO COM 37653510 2,676 117,843 SH DEFINED
GLAMIS GOLD LTD COM 37677510 3,079 164,387 SH DEFINED
GLATFELTER COM 37731610 7,028 567,247 SH DEFINED
GLAXOSMITHKLINE PLC SPONSORED 37733W10 879,606 20,114,466 SH DEFINED
GLENAYRE TECHNOLOGIE COM 37789910 36 20,175 SH DEFINED
GLENBOROUGH RLTY TR COM 37803P10 13,782 663,561 SH DEFINED
GLIMCHER RLTY TR SH BEN INT 37930210 18,788 773,183 SH DEFINED
GLOBAL CROSSING LTD SHS NEW G3921A17 360 21,800 SH DEFINED
GLOBAL IMAGING SYSTE COM 37934A10 10,725 345,065 SH DEFINED
GLOBAL INDS LTD COM 37933610 7,791 1,260,693 SH DEFINED
GLOBAL PMTS INC COM 37940X10 20,287 378,851 SH DEFINED
GLOBAL POWER EQUIPME COM 37941P10 3,161 426,559 SH DEFINED
GLOBAL SIGNAL INC COM 37944Q10 327 14,300 SH DEFINED
GLOBALSANTAFE CORP SHS G3930E10 28,857 941,499 SH DEFINED
GOLD BANC CORP INC COM 37990710 8,866 657,233 SH DEFINED
GOLD FIELDS LTD NEW SPONSORED 38059T10 449 32,859 SH DEFINED
GOLDCORP INC NEW COM 38095640 563 40,593 SH DEFINED
GOLDEN TELECOM INC COM 38122G10 5,838 204,628 SH DEFINED
GOLDEN WEST FINL COR COM 38131710 453,371 4,086,264 SH DEFINED
GOLDMAN SACHS GROUP COM 38141G10 1,091,355 11,704,792 SH DEFINED
GOODRICH CORP COM 38238810 104,248 3,324,234 SH DEFINED
GOODRICH PETE CORP COM NEW 38241040 246 18,500 SH DEFINED
GOODYEAR TIRE & RUBR COM 38255010 74,190 6,907,867 SH DEFINED
GOODYS FAMILY CLOTHI COM 38258810 3,121 370,691 SH DEFINED
GOOGLE INC CL A 38259P50 7,208 55,616 SH DEFINED
GOREMOTE INTERNET CO COM 38285910 18 13,500 SH DEFINED
GORMAN RUPP CO COM 38308210 5,244 257,564 SH DEFINED
GOTTSCHALKS INC COM 38348510 69 10,992 SH DEFINED
GOVERNMENT PPTYS TR COM 38374W10 2,249 236,755 SH DEFINED
GP STRATEGIES CORP COM 36225V10 151 20,257 SH DEFINED
GENESIS ENERGY L P 1 14,000
GENESIS HEALTHCARE C 1,2,5 455,898
GENESIS MICROCHIP IN 1,2 497,586
GENLYTE GROUP INC 1,2 300,859
GEN-PROBE INC NEW 1,2,5 578,075
GENTA INC 1,2,5 792,567
GENTEX CORP 1,2,5,9 1,450,349
GENTIVA HEALTH SERVI 1,2,5 394,467
GENUINE PARTS CO 1,2,5,6,7,8,9,10,12,13,14 4,746,266
GENUS INC 1,5 44,200
GENVEC INC 1 14,112
GENWORTH FINL INC 1,2,5 1,316,200
GENZYME CORP 1,2,5,6,7,8,9,10,12,13,14 6,260,279
GEO GROUP INC 1,2,5 127,978
GEORGIA GULF CORP 1,2,5 816,369
GEORGIA PAC CORP 1,2,5,6,7,8,9,10,12,13,14 10,381,396
GERBER SCIENTIFIC IN 1,2 24,724
GERDAU S A 1,2 157,706
GERMAN AMERN BANCORP 1,2,5 130,613
GERON CORP 1,2 638,956
GETTY IMAGES INC 1,2,5 405,685
GETTY RLTY CORP NEW 1,2 285,668
GEVITY HR INC 1,2 354,506
GIANT INDS INC 1,2 170,754
GIBRALTAR STL CORP 1,2 222,920
G-III APPAREL GROUP 1 12,700
GILEAD SCIENCES INC 1,2,5,6,7,8,9,10,12,13,14 11,840,373
GILLETTE CO 1,2,5,6,7,8,9,10,12,13,14 31,672,278
GLACIER BANCORP INC 1,2 352,100
GLADSTONE CAPITAL CO 1,2 117,843
GLAMIS GOLD LTD 1,9 164,387
GLATFELTER 1,2,9 567,247
GLAXOSMITHKLINE PLC 1,2 20,114,466
GLENAYRE TECHNOLOGIE 1 20,175
GLENBOROUGH RLTY TR 1,2,3,5 663,561
GLIMCHER RLTY TR 1,2,3,5 773,183
GLOBAL CROSSING LTD 1 21,800
GLOBAL IMAGING SYSTE 1,2 345,065
GLOBAL INDS LTD 1,2,5 1,260,693
GLOBAL PMTS INC 1,2,5 378,851
GLOBAL POWER EQUIPME 1,2,5 426,559
GLOBAL SIGNAL INC 1,2 14,300
GLOBALSANTAFE CORP 1,5,7,8,9,10,12,13,14 941,499
GOLD BANC CORP INC 1,2,5 657,233
GOLD FIELDS LTD NEW 1 32,859
GOLDCORP INC NEW 1,13 40,593
GOLDEN TELECOM INC 1,2 204,628
GOLDEN WEST FINL COR 1,2,5,6,7,8,9,10,12,13,14 4,086,264
GOLDMAN SACHS GROUP 1,2,5,6,7,8,9,10,12,13,14 11,704,792
GOODRICH CORP 1,2,5,6,7,9,10 3,324,234
GOODRICH PETE CORP 1 18,500
GOODYEAR TIRE & RUBR 1,2,5,6,9,10 6,907,867
GOODYS FAMILY CLOTHI 1,2,5 370,691
GOOGLE INC 1,2,5 55,616
GOREMOTE INTERNET CO 1 13,500
GORMAN RUPP CO 1,2 257,564
GOTTSCHALKS INC 1 10,992
GOVERNMENT PPTYS TR 1,2 236,755
GP STRATEGIES CORP 1 20,257
GRACE W R & CO DEL N COM 38388F10 20,170 2,134,412 SH DEFINED
GRACO INC COM 38410910 36,560 1,091,353 SH DEFINED
GRAFTECH INTL LTD COM 38431310 22,660 1,624,379 SH DEFINED
GRAINGER W W INC COM 38480210 146,416 2,539,733 SH DEFINED
GRAMERCY CAP CORP COM 38487110 513 32,900 SH DEFINED
GRANITE CONSTR INC COM 38732810 24,943 1,043,648 SH DEFINED
GRANT PRIDECO INC COM 38821G10 41,871 2,043,462 SH DEFINED
GRAPHIC PACKAGING CO COM 38868810 5,813 897,034 SH DEFINED
GRAY TELEVISION INC COM 38937510 7,630 641,178 SH DEFINED
GREAT AMERN FINL RES COM 38991510 1,513 98,934 SH DEFINED
GREAT ATLANTIC & PAC COM 39006410 1,528 250,442 SH DEFINED
GREAT LAKES CHEM COR COM 39056810 41,928 1,637,829 SH DEFINED
GREAT NORTHN IRON OR CTFS BEN I 39106410 1,586 13,248 SH DEFINED
GREAT PLAINS ENERGY COM 39116410 31,406 1,077,407 SH DEFINED
GREAT SOUTHN BANCORP COM 39090510 4,755 152,165 SH DEFINED
GREATER BAY BANCORP COM 39164810 28,901 1,005,257 SH DEFINED
GREENBRIER COS INC COM 39365710 2,474 103,100 SH DEFINED
GREENHILL & CO INC COM 39525910 2,890 122,445 SH DEFINED
GREENPOINT FINL CORP COM 39538410 120,178 2,597,872 SH DEFINED
GREIF INC CL A 39762410 8,326 197,537 SH DEFINED
GREY GLOBAL GROUP IN COM 39787M10 15,445 15,523 SH DEFINED
GREY WOLF INC COM 39788810 13,610 2,783,309 SH DEFINED
GRIFFIN LD & NURSERI CL A 39823110 202 8,600 SH DEFINED
GRIFFON CORP COM 39843310 8,983 425,713 SH DEFINED
GROUP 1 AUTOMOTIVE I COM 39890510 7,574 277,622 SH DEFINED
GROUPE CGI INC CL A SUB V 39945C10 113 16,870 SH DEFINED
GROUPE DANONE SPONSORED 39944910 1,028 65,496 SH DEFINED
GRUPO AEROPORTUARIO SPON ADR S 40051E20 547 24,755 SH DEFINED
GRUPO TELEVISA SA DE SP ADR REP 40049J20 29,393 557,426 SH DEFINED
GSI COMMERCE INC COM 36238G10 2,606 295,825 SH DEFINED
GTECH HLDGS CORP COM 40051810 45,014 1,777,791 SH DEFINED
GTX INC DEL COM 40052B10 722 61,911 SH DEFINED
GUESS INC COM 40161710 5,850 328,467 SH DEFINED
GUIDANT CORP COM 40169810 590,263 8,937,963 SH DEFINED
GUILFORD PHARMACEUTI COM 40182910 2,513 502,650 SH DEFINED
GUITAR CTR MGMT INC COM 40204010 16,696 385,594 SH DEFINED
GULF ISLAND FABRICAT COM 40230710 2,632 118,019 SH DEFINED
GULFMARK OFFSHORE IN COM 40262910 3,672 224,882 SH DEFINED
GULFTERRA ENERGY PAR COM 40274U10 200 4,769 SH DEFINED
GYMBOREE CORP COM 40377710 6,637 460,889 SH DEFINED
HAEMONETICS CORP COM 40502410 16,609 505,765 SH DEFINED
HAGGAR CORP COM 40517310 270 15,723 SH DEFINED
HAIN CELESTIAL GROUP COM 40521710 7,420 419,661 SH DEFINED
HALLIBURTON CO COM 40621610 432,126 12,826,544 SH DEFINED
HANARO TELECOM INC SPONSORED 40964920 35 12,549 SH DEFINED
HANCOCK FABRICS INC COM 40990010 2,982 248,952 SH DEFINED
HANCOCK HLDG CO COM 41012010 14,615 459,728 SH DEFINED
HANDLEMAN CO DEL COM 41025210 8,101 395,961 SH DEFINED
HANGER ORTHOPEDIC GR COM NEW 41043F20 1,697 338,628 SH DEFINED
HANMI FINL CORP COM 41049510 8,956 296,546 SH DEFINED
HANOVER COMPRESSOR C COM 41076810 23,543 1,750,427 SH DEFINED
HANSEN NAT CORP COM 41131010 1,599 66,281 SH DEFINED
HANSON PLC NEW SPONSORED 41134910 229 6,193 SH DEFINED
HARBOR FLA BANCSHARE COM 41190110 9,919 318,952 SH DEFINED
HARDINGE INC COM 41232430 5,046 483,799 SH DEFINED
HARKEN ENERGY CORP COM NEW 41255230 28 55,071 SH DEFINED
HARLAND JOHN H CO COM 41269310 15,315 488,506 SH DEFINED
HARLEY DAVIDSON INC COM 41282210 503,538 8,471,358 SH DEFINED
HARLEYSVILLE GROUP I COM 41282410 5,794 280,428 SH DEFINED
GRACE W R & CO DEL N 1,2 2,134,412
GRACO INC 1,2,5,9 1,091,353
GRAFTECH INTL LTD 1,2,5 1,624,379
GRAINGER W W INC 1,2,5,6,7,8,9,10,12,13,14 2,539,733
GRAMERCY CAP CORP 1 32,900
GRANITE CONSTR INC 1,2,5,9 1,043,648
GRANT PRIDECO INC 1,2,5,9 2,043,462
GRAPHIC PACKAGING CO 1,2 897,034
GRAY TELEVISION INC 1,2 641,178
GREAT AMERN FINL RES 1,2 98,934
GREAT ATLANTIC & PAC 1,2,5 250,442
GREAT LAKES CHEM COR 1,2,5,6,9,10 1,637,829
GREAT NORTHN IRON OR 1,5 13,248
GREAT PLAINS ENERGY 1,2,5,9 1,077,407
GREAT SOUTHN BANCORP 1,2 152,165
GREATER BAY BANCORP 1,2,5,9 1,005,257
GREENBRIER COS INC 1,2 103,100
GREENHILL & CO INC 1 122,445
GREENPOINT FINL CORP 1,2,5,6,7,8,9,10,12,13,14 2,597,872
GREIF INC 1,2 197,537
GREY GLOBAL GROUP IN 1,2,5 15,523
GREY WOLF INC 1,2,5 2,783,309
GRIFFIN LD & NURSERI 1 8,600
GRIFFON CORP 1,2 425,713
GROUP 1 AUTOMOTIVE I 1,2 277,622
GROUPE CGI INC 1 16,870
GROUPE DANONE 1 65,496
GRUPO AEROPORTUARIO 1,7 24,755
GRUPO TELEVISA SA DE 1,2,4 557,426
GSI COMMERCE INC 1,2,5 295,825
GTECH HLDGS CORP 1,2,5,7,8,9,10,12,13,14 1,777,791
GTX INC DEL 1,2 61,911
GUESS INC 1,2 328,467
GUIDANT CORP 1,2,5,6,7,8,9,10,12,13,14 8,937,963
GUILFORD PHARMACEUTI 1,2 502,650
GUITAR CTR MGMT INC 1,2,5 385,594
GULF ISLAND FABRICAT 1,2 118,019
GULFMARK OFFSHORE IN 1,2,5 224,882
GULFTERRA ENERGY PAR 1,5 4,769
GYMBOREE CORP 1,2 460,889
HAEMONETICS CORP 1,2,5 505,765
HAGGAR CORP 1 15,723
HAIN CELESTIAL GROUP 1,2,5 419,661
HALLIBURTON CO 1,2,5,6,7,8,9,10,12,13,14 12,826,544
HANARO TELECOM INC 1 12,549
HANCOCK FABRICS INC 1,2 248,952
HANCOCK HLDG CO 1,2 459,728
HANDLEMAN CO DEL 1,2 395,961
HANGER ORTHOPEDIC GR 1,2,5 338,628
HANMI FINL CORP 1,2 296,546
HANOVER COMPRESSOR C 1,2,5,9 1,750,427
HANSEN NAT CORP 1,2 66,281
HANSON PLC NEW 1 6,193
HARBOR FLA BANCSHARE 1,2,5 318,952
HARDINGE INC 1 483,799
HARKEN ENERGY CORP 1 55,071
HARLAND JOHN H CO 1,2,5 488,506
HARLEY DAVIDSON INC 1,2,5,6,7,8,9,10,12,13,14 8,471,358
HARLEYSVILLE GROUP I 1,2 280,428
HARLEYSVILLE NATL CO COM 41285010 9,378 382,635 SH DEFINED
HARMAN INTL INDS INC COM 41308610 130,325 1,209,513 SH DEFINED
HARMONIC INC COM 41316010 7,776 1,169,348 SH DEFINED
HARRAHS ENTMT INC COM 41361910 319,368 6,028,083 SH DEFINED
HARRIS & HARRIS GROU COM 41383310 1,208 116,780 SH DEFINED
HARRIS CORP DEL COM 41387510 95,905 1,745,630 SH DEFINED
HARRIS INTERACTIVE I COM 41454910 4,605 698,750 SH DEFINED
HARSCO CORP COM 41586410 23,259 518,016 SH DEFINED
HARTE-HANKS INC COM 41619610 37,453 1,497,520 SH DEFINED
HARTFORD FINL SVCS G COM 41651510 1,246,872 20,133,568 SH DEFINED
HARTMARX CORP COM 41711910 2,184 294,333 SH DEFINED
HARVARD BIOSCIENCE I COM 41690610 68 15,632 SH DEFINED
HARVEST NATURAL RESO COM 41754V10 8,784 529,157 SH DEFINED
HASBRO INC COM 41805610 117,470 6,248,381 SH DEFINED
HAVAS SPONSORED 41931310 71 12,678 SH DEFINED
HAVERTY FURNITURE IN COM 41959610 4,713 268,720 SH DEFINED
HAWAIIAN ELEC INDUST COM 41987010 27,523 1,037,035 SH DEFINED
HAWAIIAN HOLDINGS IN COM 41987910 73 11,915 SH DEFINED
HAWK CORP CL A 42008910 128 16,200 SH DEFINED
HAWKINS INC COM 42026110 149 12,452 SH DEFINED
HAYES LEMMERZ INTL I COM NEW 42078130 5,510 542,370 SH DEFINED
HCA INC COM 40411910 490,626 12,860,439 SH DEFINED
HCC INS HLDGS INC COM 40413210 23,931 793,742 SH DEFINED
HEADWATERS INC COM 42210P10 17,269 559,590 SH DEFINED
HEALTH CARE PPTY INV COM 42191510 32,098 1,234,555 SH DEFINED
HEALTH CARE REIT INC COM 42217K10 16,281 462,524 SH DEFINED
HEALTH MGMT ASSOC IN CL A 42193310 139,044 6,805,868 SH DEFINED
HEALTH NET INC COM 42222G10 51,181 2,070,428 SH DEFINED
HEALTHCARE RLTY TR COM 42194610 29,611 758,466 SH DEFINED
HEALTHCARE SVCS GRP COM 42190610 3,807 211,945 SH DEFINED
HEALTHEXTRAS INC COM 42221110 3,954 283,640 SH DEFINED
HEARST-ARGYLE TELEVI COM 42231710 12,018 491,521 SH DEFINED
HEARTLAND EXPRESS IN COM 42234710 16,370 887,258 SH DEFINED
HEARTLAND FINL USA I COM 42234Q10 2,371 128,493 SH DEFINED
HECLA MNG CO COM 42270410 14,869 1,998,495 SH DEFINED
HEICO CORP NEW COM 42280610 4,398 248,742 SH DEFINED
HEICO CORP NEW CL A 42280620 177 13,114 SH DEFINED
HEIDRICK & STRUGGLES COM 42281910 8,273 287,047 SH DEFINED
HEINZ H J CO COM 42307410 367,814 10,211,393 SH DEFINED
HELEN OF TROY CORP L COM G4388N10 670 24,607 SH DEFINED
HELIX TECHNOLOGY COR COM 42331910 6,633 487,920 SH DEFINED
HELLENIC TELECOM ORG SPONSORED 42332530 320 47,912 SH DEFINED
HELMERICH & PAYNE IN COM 42345210 27,397 954,940 SH DEFINED
HEMISPHERX BIOPHARMA COM 42366C10 73 30,210 SH DEFINED
HENRY JACK & ASSOC I COM 42628110 18,772 1,000,120 SH DEFINED
HERCULES INC COM 42705610 49,873 3,499,883 SH DEFINED
HERITAGE COMMERCE CO COM 42692710 241 14,600 SH DEFINED
HERITAGE PPTY INVT T COM 42725M10 25,949 889,592 SH DEFINED
HERLEY INDS INC DEL COM 42739810 3,237 173,170 SH DEFINED
HERSHA HOSPITALITY T SH BEN INT 42782510 110 11,700 SH DEFINED
HERSHEY FOODS CORP COM 42786610 298,666 6,394,043 SH DEFINED
HEWITT ASSOCS INC COM 42822Q10 8,678 327,952 SH DEFINED
HEWLETT PACKARD CO COM 42823610 1,819,474 97,038,614 SH DEFINED
HEXCEL CORP NEW COM 42829110 5,104 369,328 SH DEFINED
HI / FN INC COM 42835810 203 23,120 SH DEFINED
HIBBETT SPORTING GOO COM 42856510 7,357 359,054 SH DEFINED
HIBERNIA CORP CL A 42865610 78,562 2,974,700 SH DEFINED
HICKORY TECH CORP COM 42906010 198 17,062 SH DEFINED
HIGHLAND HOSPITALITY COM 43014110 5,782 507,207 SH DEFINED
HARLEYSVILLE NATL CO 1,2 382,635
HARMAN INTL INDS INC 1,2,5,7,8,9,10,12,13,14 1,209,513
HARMONIC INC 1,2,5 1,169,348
HARRAHS ENTMT INC 1,2,5,6,7,8,9,10,12,13,14 6,028,083
HARRIS & HARRIS GROU 1,2 116,780
HARRIS CORP DEL 1,2,5,7,9,10,12,14 1,745,630
HARRIS INTERACTIVE I 1,2 698,750
HARSCO CORP 1,2,5,9 518,016
HARTE-HANKS INC 1,2,5,9 1,497,520
HARTFORD FINL SVCS G 1,2,5,6,7,8,9,10,12,13,14 20,133,568
HARTMARX CORP 1,2 294,333
HARVARD BIOSCIENCE I 1 15,632
HARVEST NATURAL RESO 1,2,5 529,157
HASBRO INC 1,2,5,6,7,8,9,10,12,13,14 6,248,381
HAVAS 1 12,678
HAVERTY FURNITURE IN 1,2 268,720
HAWAIIAN ELEC INDUST 1,2,5,9 1,037,035
HAWAIIAN HOLDINGS IN 1 11,915
HAWK CORP 1 16,200
HAWKINS INC 1 12,452
HAYES LEMMERZ INTL I 1,2 542,370
HCA INC 1,2,5,6,7,8,9,10,12,13,14 12,860,439
HCC INS HLDGS INC 1,2,5,9 793,742
HEADWATERS INC 1,2 559,590
HEALTH CARE PPTY INV 1,2,5 1,234,555
HEALTH CARE REIT INC 1,2,5 462,524
HEALTH MGMT ASSOC IN 1,2,5,6,7,8,9,10,12,13,14 6,805,868
HEALTH NET INC 1,2,5,7,8,9,10,12,13,14 2,070,428
HEALTHCARE RLTY TR 1,2,5 758,466
HEALTHCARE SVCS GRP 1,2 211,945
HEALTHEXTRAS INC 1,2 283,640
HEARST-ARGYLE TELEVI 1,2,5 491,521
HEARTLAND EXPRESS IN 1,2,5 887,258
HEARTLAND FINL USA I 1,2 128,493
HECLA MNG CO 1,2,5 1,998,495
HEICO CORP NEW 1,2,5 248,742
HEICO CORP NEW 1 13,114
HEIDRICK & STRUGGLES 1,2,5 287,047
HEINZ H J CO 1,2,5,6,7,8,9,10,12,13,14 10,211,393
HELEN OF TROY CORP L 1,5 24,607
HELIX TECHNOLOGY COR 1,2 487,920
HELLENIC TELECOM ORG 1 47,912
HELMERICH & PAYNE IN 1,2,5,6,9 954,940
HEMISPHERX BIOPHARMA 1,5 30,210
HENRY JACK & ASSOC I 1,2,5,9 1,000,120
HERCULES INC 1,2,5,6,9,10 3,499,883
HERITAGE COMMERCE CO 1 14,600
HERITAGE PPTY INVT T 1,2,3 889,592
HERLEY INDS INC DEL 1,2 173,170
HERSHA HOSPITALITY T 1,2 11,700
HERSHEY FOODS CORP 1,2,5,6,7,8,9,10,12,13,14 6,394,043
HEWITT ASSOCS INC 1,2,5 327,952
HEWLETT PACKARD CO 1,2,5,6,7,8,9,10,12,13,14 97,038,614
HEXCEL CORP NEW 1,2 369,328
HI / FN INC 1 23,120
HIBBETT SPORTING GOO 1,2 359,054
HIBERNIA CORP 1,2,5,7,8,9,10,12,13,14 2,974,700
HICKORY TECH CORP 1 17,062
HIGHLAND HOSPITALITY 1,2 507,207
HIGHWOODS PPTYS INC COM 43128410 33,414 1,357,736 SH DEFINED
HILB ROGAL & HOBBS C COM 43129410 20,772 573,499 SH DEFINED
HILFIGER TOMMY CORP ORD G8915Z10 594 60,214 SH DEFINED
HILLENBRAND INDS INC COM 43157310 47,660 943,209 SH DEFINED
HILTON HOTELS CORP COM 43284810 267,161 14,180,536 SH DEFINED
HITACHI LIMITED ADR 10 COM 43357850 526 8,719 SH DEFINED
HI-TECH PHARMACAL IN COM 42840B10 170 10,650 SH DEFINED
HNI CORP COM 40425110 30,211 763,302 SH DEFINED
HOLLINGER INTL INC CL A 43556910 14,227 822,840 SH DEFINED
HOLLIS-EDEN PHARMACE COM 43590210 1,452 134,784 SH DEFINED
HOLLY CORP COM PAR $0 43575830 9,091 356,494 SH DEFINED
HOLLYWOOD ENTMT CORP COM 43614110 8,315 842,447 SH DEFINED
HOLOGIC INC COM 43644010 6,479 336,218 SH DEFINED
HOME DEPOT INC COM 43707610 2,869,551 73,202,823 SH DEFINED
HOME PROPERTIES INC COM 43730610 28,350 716,643 SH DEFINED
HOMEBANC CORP GA COM 43738R10 1,380 153,300 SH DEFINED
HOMESTORE INC COM 43785210 3,304 1,430,467 SH DEFINED
HONDA MOTOR LTD AMERN SHS 43812830 1,370 56,229 SH DEFINED
HONEYWELL INTL INC COM 43851610 3,738,818 104,261,522 SH DEFINED
HOOKER FURNITURE COR COM 43903810 3,847 139,221 SH DEFINED
HOOPER HOLMES INC COM 43910410 3,965 885,144 SH DEFINED
HORACE MANN EDUCATOR COM 44032710 13,912 791,338 SH DEFINED
HORIZON FINL CORP WA COM 44041F10 4,240 220,726 SH DEFINED
HORIZON OFFSHORE INC COM 44043J10 17 23,769 SH DEFINED
HORMEL FOODS CORP COM 44045210 36,643 1,368,286 SH DEFINED
HORNBECK OFFSHORE SV COM 44054310 821 49,773 SH DEFINED
HOSPIRA INC COM 44106010 138,743 4,534,072 SH DEFINED
HOSPITALITY PPTYS TR COM SH BEN 44106M10 56,994 1,341,340 SH DEFINED
HOST MARRIOTT CORP N COM 44107P10 101,467 7,232,152 SH DEFINED
HOT TOPIC INC COM 44133910 13,618 799,204 SH DEFINED
HOUSTON EXPL CO COM 44212010 12,732 214,530 SH DEFINED
HOVNANIAN ENTERPRISE CL A 44248720 20,474 510,574 SH DEFINED
HRPT PPTYS TR COM SH BEN 40426W10 34,152 3,107,527 SH DEFINED
HSBC HLDGS PLC SPON ADR N 40428040 17,037 213,490 SH DEFINED
HUANENG PWR INTL INC SPON ADR N 44330410 209 6,462 SH DEFINED
HUB GROUP INC CL A 44332010 5,288 141,965 SH DEFINED
HUBBELL INC CL B 44351020 48,679 1,085,850 SH DEFINED
HUDSON CITY BANCORP COM 44368310 23,345 653,180 SH DEFINED
HUDSON HIGHLAND GROU COM 44379210 4,248 145,524 SH DEFINED
HUDSON RIV BANCORP I COM 44412810 8,693 458,016 SH DEFINED
HUDSON UNITED BANCOR COM 44416510 18,610 505,013 SH DEFINED
HUGHES SUPPLY INC COM 44448210 23,404 778,320 SH DEFINED
HUGOTON RTY TR TEX UNIT BEN I 44471710 427 15,219 SH DEFINED
HUMAN GENOME SCIENCE COM 44490310 21,874 2,004,967 SH DEFINED
HUMANA INC COM 44485910 138,347 6,924,287 SH DEFINED
HUNT J B TRANS SVCS COM 44565810 29,331 789,737 SH DEFINED
HUNTINGTON BANCSHARE COM 44615010 185,966 7,465,497 SH DEFINED
HUTCHINSON TECHNOLOG COM 44840710 11,654 435,989 SH DEFINED
HUTTIG BLDG PRODS IN COM 44845110 136 15,027 SH DEFINED
HYDRIL COM 44877410 11,149 259,589 SH DEFINED
HYPERCOM CORP COM 44913M10 5,105 691,761 SH DEFINED
HYPERION SOLUTIONS C COM 44914M10 25,342 745,581 SH DEFINED
IAC INTERACTIVECORP COM 44919P10 114,406 5,195,564 SH DEFINED
IBERIABANK CORP COM 45082810 6,084 105,414 SH DEFINED
ICICI BK LTD ADR 45104G10 971 70,396 SH DEFINED
ICON PUB LTD CO SPONSORED 45103T10 350 10,639 SH DEFINED
ICOS CORP COM 44929510 14,520 601,492 SH DEFINED
ICT GROUP INC COM 44929Y10 838 113,000 SH DEFINED
ICU MED INC COM 44930G10 4,560 175,113 SH DEFINED
HIGHWOODS PPTYS INC 1,2,3,5,9 1,357,736
HILB ROGAL & HOBBS C 1,2,5 573,499
HILFIGER TOMMY CORP 1,2,5 60,214
HILLENBRAND INDS INC 1,2,5,6,7,8,9,10,12,13,14 943,209
HILTON HOTELS CORP 1,2,5,6,7,8,9,10,12,13,14 14,180,536
HITACHI LIMITED 1 8,719
HI-TECH PHARMACAL IN 1 10,650
HNI CORP 1,2,5,6,9 763,302
HOLLINGER INTL INC 1,2,5 822,840
HOLLIS-EDEN PHARMACE 1,2 134,784
HOLLY CORP 1,2 356,494
HOLLYWOOD ENTMT CORP 1,2,5 842,447
HOLOGIC INC 1,2,5 336,218
HOME DEPOT INC 1,2,5,6,7,8,9,10,12,13,14 73,202,823
HOME PROPERTIES INC 1,2,3,5 716,643
HOMEBANC CORP GA 1,2 153,300
HOMESTORE INC 1,2,5 1,430,467
HONDA MOTOR LTD 1 56,229
HONEYWELL INTL INC 1,2,5,6,7,8,9,10,12,13,14 104,261,522
HOOKER FURNITURE COR 1,2 139,221
HOOPER HOLMES INC 1,2 885,144
HORACE MANN EDUCATOR 1,2,5,9 791,338
HORIZON FINL CORP WA 1,2,5 220,726
HORIZON OFFSHORE INC 1,5 23,769
HORMEL FOODS CORP 1,2,5,7,9 1,368,286
HORNBECK OFFSHORE SV 1,2 49,773
HOSPIRA INC 1,2,5,6,7,8,9,10,12,13,14 4,534,072
HOSPITALITY PPTYS TR 1,2,3,5,9 1,341,340
HOST MARRIOTT CORP N 1,2,3,5,7,8,9,10,12,14 7,232,152
HOT TOPIC INC 1,2,5 799,204
HOUSTON EXPL CO 1,2 214,530
HOVNANIAN ENTERPRISE 1,2,5,9 510,574
HRPT PPTYS TR 1,2,3,5 3,107,527
HSBC HLDGS PLC 1,2 213,490
HUANENG PWR INTL INC 1,7 6,462
HUB GROUP INC 1,2 141,965
HUBBELL INC 1,2,5,6,9 1,085,850
HUDSON CITY BANCORP 1,2,5 653,180
HUDSON HIGHLAND GROU 1,2,5 145,524
HUDSON RIV BANCORP I 1,2 458,016
HUDSON UNITED BANCOR 1,2,5 505,013
HUGHES SUPPLY INC 1,2,5 778,320
HUGOTON RTY TR TEX 1 15,219
HUMAN GENOME SCIENCE 1,2,5 2,004,967
HUMANA INC 1,2,5,6,9,10,12,14 6,924,287
HUNT J B TRANS SVCS 1,2,5,9 789,737
HUNTINGTON BANCSHARE 1,2,5,6,7,8,9,10,12,13,14 7,465,497
HUTCHINSON TECHNOLOG 1,2,5 435,989
HUTTIG BLDG PRODS IN 1 15,027
HYDRIL 1,2 259,589
HYPERCOM CORP 1,2 691,761
HYPERION SOLUTIONS C 1,2,5 745,581
IAC INTERACTIVECORP 1,2,5,7,8,9,10,12,13,14 5,195,564
IBERIABANK CORP 1,2,5 105,414
ICICI BK LTD 1,2 70,396
ICON PUB LTD CO 1 10,639
ICOS CORP 1,2,5 601,492
ICT GROUP INC 1 113,000
ICU MED INC 1,2 175,113
IDACORP INC COM 45110710 30,098 1,035,724 SH DEFINED
IDENIX PHARMACEUTICA COM 45166R20 229 14,316 SH DEFINED
IDENTIX INC COM 45190610 8,503 1,276,742 SH DEFINED
IDEX CORP COM 45167R10 30,564 899,990 SH DEFINED
IDEXX LABS INC COM 45168D10 21,097 415,783 SH DEFINED
IDT CORP COM 44894710 3,738 256,377 SH DEFINED
IDT CORP CL B 44894730 2,816 187,338 SH DEFINED
IDX SYS CORP COM 44949110 10,387 320,090 SH DEFINED
I-FLOW CORP COM NEW 44952030 3,484 240,623 SH DEFINED
IGATE CORP COM 45169U10 1,035 281,236 SH DEFINED
IHOP CORP COM 44962310 12,116 317,096 SH DEFINED
II VI INC COM 90210410 6,013 171,747 SH DEFINED
IKON OFFICE SOLUTION COM 45171310 266,334 22,157,551 SH DEFINED
ILEX ONCOLOGY INC COM 45192310 14,605 580,266 SH DEFINED
ILLINOIS TOOL WKS IN COM 45230810 822,110 8,823,765 SH DEFINED
ILLUMINA INC COM 45232710 1,712 289,713 SH DEFINED
IMAGISTICS INTERNATI COM 45247T10 10,341 307,767 SH DEFINED
I-MANY INC COM 44973Q10 27 27,597 SH DEFINED
IMATION CORP COM 45245A10 24,800 696,816 SH DEFINED
IMAX CORP COM 45245E10 58 10,302 SH DEFINED
IMC GLOBAL INC COM 44966910 36,675 2,108,996 SH DEFINED
IMCLONE SYS INC COM 45245W10 31,352 593,225 SH DEFINED
IMCO RECYCLING INC COM 44968110 2,123 186,192 SH DEFINED
IMMERSION CORP COM 45252110 85 16,024 SH DEFINED
IMMUCOR INC COM 45252610 14,314 578,329 SH DEFINED
IMMUNICON CORP DEL COM 45260A10 687 68,693 SH DEFINED
IMMUNOGEN INC COM 45253H10 2,844 563,154 SH DEFINED
IMMUNOMEDICS INC COM 45290710 1,727 664,201 SH DEFINED
IMPAC MED SYS INC COM 45255A10 147 11,000 SH DEFINED
IMPAC MTG HLDGS INC COM 45254P10 32,445 1,233,669 SH DEFINED
IMPAX LABORATORIES I COM 45256B10 10,807 703,593 SH DEFINED
IMPERIAL CHEM INDS P ADR NEW 45270450 218 14,125 SH DEFINED
IMPERIAL OIL LTD COM NEW 45303840 1,121 21,674 SH DEFINED
IMPERIAL TOBACCO GRO SPONSORED 45314210 591 13,482 SH DEFINED
IMS HEALTH INC COM 44993410 167,879 7,018,335 SH DEFINED
INAMED CORP COM 45323510 21,183 444,361 SH DEFINED
INCO LTD COM 45325840 1,079 27,626 SH DEFINED
INCYTE CORP COM 45337C10 10,388 1,078,671 SH DEFINED
INDEPENDENCE CMNTY B COM 45341410 41,890 1,072,722 SH DEFINED
INDEPENDENCE HLDG CO COM NEW 45344030 1,470 83,192 SH DEFINED
INDEPENDENT BANK COR COM 45383610 6,925 224,035 SH DEFINED
INDEPENDENT BANK COR COM 45383810 9,205 340,942 SH DEFINED
INDEVUS PHARMACEUTIC COM 45407210 4,551 641,879 SH DEFINED
INDIA FD INC COM 45408910 2,289 96,372 SH DEFINED
INDYMAC BANCORP INC COM 45660710 26,281 726,004 SH DEFINED
INERGY L P UNIT LTD P 45661510 301 11,000 SH DEFINED
INET TECHNOLOGIES IN COM 45662V10 4,207 334,450 SH DEFINED
INFINITY PPTY & CAS COM 45665Q10 9,011 305,154 SH DEFINED
INFOCROSSING INC COM 45664X10 3,227 204,053 SH DEFINED
INFOCUS CORP COM 45665B10 5,267 574,950 SH DEFINED
INFONET SVCS CORP CL B 45666T10 1,373 836,982 SH DEFINED
INFORMATICA CORP COM 45666Q10 6,902 1,179,852 SH DEFINED
INFORMATION HLDGS IN COM 45672710 5,078 186,483 SH DEFINED
INFORTE CORP COM 45677R10 95 13,674 SH DEFINED
INFOSPACE INC COM NEW 45678T20 22,843 482,029 SH DEFINED
INFOSYS TECHNOLOGIES SPONSORED 45678810 2,515 44,428 SH DEFINED
INFOUSA INC NEW COM 45681830 4,526 507,950 SH DEFINED
INFRASOURCE SVCS INC COM 45684P10 875 83,361 SH DEFINED
ING GROUP N V SPONSORED 45683710 27,125 1,072,990 SH DEFINED
IDACORP INC 1,2,5,6,9 1,035,724
IDENIX PHARMACEUTICA 1 14,316
IDENTIX INC 1,2 1,276,742
IDEX CORP 1,2,5 899,990
IDEXX LABS INC 1,2,5,7 415,783
IDT CORP 1,2 256,377
IDT CORP 1,2 187,338
IDX SYS CORP 1,2 320,090
I-FLOW CORP 1,2 240,623
IGATE CORP 1,2 281,236
IHOP CORP 1,2 317,096
II VI INC 1,2 171,747
IKON OFFICE SOLUTION 1,2,5,6 22,157,551
ILEX ONCOLOGY INC 1,2,5 580,266
ILLINOIS TOOL WKS IN 1,2,5,6,7,8,9,10,12,13,14 8,823,765
ILLUMINA INC 1,2 289,713
IMAGISTICS INTERNATI 1,2,5 307,767
I-MANY INC 1 27,597
IMATION CORP 1,2,5,9 696,816
IMAX CORP 1 10,302
IMC GLOBAL INC 1,2,5,9 2,108,996
IMCLONE SYS INC 1,2,5 593,225
IMCO RECYCLING INC 1,2 186,192
IMMERSION CORP 1 16,024
IMMUCOR INC 1,2 578,329
IMMUNICON CORP DEL 1 68,693
IMMUNOGEN INC 1,2,5 563,154
IMMUNOMEDICS INC 1,2,5 664,201
IMPAC MED SYS INC 1 11,000
IMPAC MTG HLDGS INC 1,2,5 1,233,669
IMPAX LABORATORIES I 1,2 703,593
IMPERIAL CHEM INDS P 1 14,125
IMPERIAL OIL LTD 1 21,674
IMPERIAL TOBACCO GRO 1 13,482
IMS HEALTH INC 1,2,5,6,7,8,9,10,12,13,14 7,018,335
INAMED CORP 1,2,5,9 444,361
INCO LTD 1 27,626
INCYTE CORP 1,2,5 1,078,671
INDEPENDENCE CMNTY B 1,2,5,9 1,072,722
INDEPENDENCE HLDG CO 1,2 83,192
INDEPENDENT BANK COR 1,2,5 224,035
INDEPENDENT BANK COR 1,2 340,942
INDEVUS PHARMACEUTIC 1,2,5 641,879
INDIA FD INC 7 96,372
INDYMAC BANCORP INC 1,2,5,9 726,004
INERGY L P 1 11,000
INET TECHNOLOGIES IN 1,2 334,450
INFINITY PPTY & CAS 1,2,5 305,154
INFOCROSSING INC 1,2 204,053
INFOCUS CORP 1,2,5 574,950
INFONET SVCS CORP 1,2,5 836,982
INFORMATICA CORP 1,2,5 1,179,852
INFORMATION HLDGS IN 1,2 186,483
INFORTE CORP 1 13,674
INFOSPACE INC 1,2 482,029
INFOSYS TECHNOLOGIES 1,2 44,428
INFOUSA INC NEW 1,2 507,950
INFRASOURCE SVCS INC 1 83,361
ING GROUP N V 1,2 1,072,990
INGERSOLL-RAND COMPA CL A G4776G10 266,302 3,917,929 SH DEFINED
INGLES MKTS INC CL A 45703010 1,817 150,673 SH DEFINED
INGRAM MICRO INC CL A 45715310 20,430 1,268,948 SH DEFINED
INKINE PHARMACEUTICA COM 45721410 3,053 601,081 SH DEFINED
INNKEEPERS USA TR COM 4576J010 13,135 1,055,871 SH DEFINED
INNODATA ISOGEN INC COM NEW 45764220 49 11,700 SH DEFINED
INNOTRAC CORP COM 45767M10 101 11,400 SH DEFINED
INNOVATIVE SOLUTIONS COM 45769N10 2,298 93,672 SH DEFINED
INNOVEX INC COM 45764710 81 19,983 SH DEFINED
INPUT/OUTPUT INC COM 45765210 9,884 958,670 SH DEFINED
INSIGHT COMMUNICATIO CL A 45768V10 6,592 749,102 SH DEFINED
INSIGHT ENTERPRISES COM 45765U10 13,529 803,371 SH DEFINED
INSITUFORM TECHNOLOG CL A 45766710 7,213 386,339 SH DEFINED
INSPIRE PHARMACEUTIC COM 45773310 7,743 492,238 SH DEFINED
INSTINET GROUP INC COM 45775010 9,651 1,918,718 SH DEFINED
INSURANCE AUTO AUCTI COM 45787510 2,466 143,783 SH DEFINED
INTAC INTL COM 45811T10 363 45,242 SH DEFINED
INTEGRA BK CORP COM 45814P10 6,081 280,223 SH DEFINED
INTEGRA LIFESCIENCES COM NEW 45798520 11,337 353,058 SH DEFINED
INTEGRATED ALARM SVC COM 45890M10 83 20,130 SH DEFINED
INTEGRATED CIRCUIT S COM 45811K20 20,342 946,140 SH DEFINED
INTEGRATED DEVICE TE COM 45811810 25,861 2,713,605 SH DEFINED
INTEGRATED ELECTRICA COM 45811E10 2,437 506,660 SH DEFINED
INTEGRATED SILICON S COM 45812P10 3,834 527,382 SH DEFINED
INTEL CORP COM 45814010 4,150,373 206,897,966 SH DEFINED
INTELIDATA TECHNOLOG COM 45814T10 31 86,688 SH DEFINED
INTELLIGROUP INC COM 45816A10 27 20,017 SH DEFINED
INTELLISYNC CORP COM 45817610 103 48,910 SH DEFINED
INTER PARFUMS INC COM 45833410 747 54,712 SH DEFINED
INTER TEL INC COM 45837210 11,999 554,993 SH DEFINED
INTERACTIVE DATA COR COM 45840J10 10,687 567,855 SH DEFINED
INTERCEPT INC COM 45845L10 5,101 272,319 SH DEFINED
INTERCHANGE FINL SVC COM 45844710 4,066 169,618 SH DEFINED
INTERCONTINENTAL HOT SPONSORED 45857310 364 31,462 SH DEFINED
INTERDIGITAL COMMUNI COM 45866A10 14,021 859,156 SH DEFINED
INTERFACE INC CL A 45866510 5,616 700,244 SH DEFINED
INTERGRAPH CORP COM 45868310 17,210 633,424 SH DEFINED
INTERLAND INC COM NEW 45872720 50 14,087 SH DEFINED
INTERMAGNETICS GEN C COM 45877110 9,404 406,237 SH DEFINED
INTERMUNE INC COM 45884X10 4,919 417,241 SH DEFINED
INTERNAP NETWORK SVC COM 45885A10 1,744 2,603,545 SH DEFINED
INTERNATIONAL BANCSH COM 45904410 12,551 341,536 SH DEFINED
INTERNATIONAL BUSINE COM 45920010 10,538,250 122,909,377 SH DEFINED
INTERNATIONAL FLAVOR COM 45950610 100,504 2,631,007 SH DEFINED
INTERNATIONAL GAME T COM 45990210 370,665 10,310,564 SH DEFINED
INTERNATIONAL RECTIF COM 46025410 29,256 852,933 SH DEFINED
INTERNATIONAL SHIPHO COM NEW 46032120 152 10,700 SH DEFINED
INTERNATIONAL SPEEDW CL A 46033520 25,487 510,756 SH DEFINED
INTERNATIONAL STL GR COM 46037710 6,632 196,786 SH DEFINED
INTERNET CAP GROUP I COM NEW 46059C20 3,430 531,005 SH DEFINED
INTERNET SEC SYS INC COM 46060X10 12,796 752,697 SH DEFINED
INTERPUBLIC GROUP CO COM 46069010 117,887 11,131,879 SH DEFINED
INTERSECTIONS INC COM 46098130 1,307 89,239 SH DEFINED
INTERSIL CORP CL A 46069S10 33,071 2,076,020 SH DEFINED
INTERSTATE BAKERIES COM 46072H10 86 21,931 SH DEFINED
INTERVIDEO INC COM 46114Y10 925 77,053 SH DEFINED
INTERVOICE INC NEW COM 46114210 5,984 555,651 SH DEFINED
INTERWOVEN INC COM NEW 46114T50 4,549 628,298 SH DEFINED
INTEVAC INC COM 46114810 1,238 198,030 SH DEFINED
INGERSOLL-RAND COMPA 1,2,5,6,7,8,9,10,12,13,14 3,917,929
INGLES MKTS INC 1,2,5 150,673
INGRAM MICRO INC 1,2,5 1,268,948
INKINE PHARMACEUTICA 1,2 601,081
INNKEEPERS USA TR 1,2,3,5 1,055,871
INNODATA ISOGEN INC 1 11,700
INNOTRAC CORP 1 11,400
INNOVATIVE SOLUTIONS 1,2 93,672
INNOVEX INC 1 19,983
INPUT/OUTPUT INC 1,2 958,670
INSIGHT COMMUNICATIO 1,2,5 749,102
INSIGHT ENTERPRISES 1,2,5 803,371
INSITUFORM TECHNOLOG 1,2 386,339
INSPIRE PHARMACEUTIC 1,2 492,238
INSTINET GROUP INC 1,2,5 1,918,718
INSURANCE AUTO AUCTI 1,2,5 143,783
INTAC INTL 1,2 45,242
INTEGRA BK CORP 1,2 280,223
INTEGRA LIFESCIENCES 1,2 353,058
INTEGRATED ALARM SVC 1 20,130
INTEGRATED CIRCUIT S 1,2,5,9 946,140
INTEGRATED DEVICE TE 1,2,5,9 2,713,605
INTEGRATED ELECTRICA 1,2,5 506,660
INTEGRATED SILICON S 1,2,5 527,382
INTEL CORP 1,2,5,6,7,8,9,10,12,13,14 206,897,966
INTELIDATA TECHNOLOG 1,5 86,688
INTELLIGROUP INC 1 20,017
INTELLISYNC CORP 1,5 48,910
INTER PARFUMS INC 1,2 54,712
INTER TEL INC 1,2 554,993
INTERACTIVE DATA COR 1,2,5 567,855
INTERCEPT INC 1,2,5 272,319
INTERCHANGE FINL SVC 1,2 169,618
INTERCONTINENTAL HOT 1 31,462
INTERDIGITAL COMMUNI 1,2,5 859,156
INTERFACE INC 1,2,5 700,244
INTERGRAPH CORP 1,2,5 633,424
INTERLAND INC 1 14,087
INTERMAGNETICS GEN C 1,2 406,237
INTERMUNE INC 1,2,5 417,241
INTERNAP NETWORK SVC 1,2 2,603,545
INTERNATIONAL BANCSH 1,2,5 341,536
INTERNATIONAL BUSINE 1,2,5,6,7,8,9,10,12,13,14 122,909,377
INTERNATIONAL FLAVOR 1,2,5,6,7,8,9,10,12,13,14 2,631,007
INTERNATIONAL GAME T 1,2,5,6,7,8,9,10,12,13,14 10,310,564
INTERNATIONAL RECTIF 1,2,5,9 852,933
INTERNATIONAL SHIPHO 1 10,700
INTERNATIONAL SPEEDW 1,2,5,9 510,756
INTERNATIONAL STL GR 1,2 196,786
INTERNET CAP GROUP I 1,2 531,005
INTERNET SEC SYS INC 1,2,5 752,697
INTERPUBLIC GROUP CO 1,2,5,6,7,8,9,10,12,13,14 11,131,879
INTERSECTIONS INC 1 89,239
INTERSIL CORP 1,2,5,9 2,076,020
INTERSTATE BAKERIES 1,5 21,931
INTERVIDEO INC 1,2 77,053
INTERVOICE INC NEW 1,2,5 555,651
INTERWOVEN INC 1,2,5 628,298
INTEVAC INC 1,2 198,030
INTL PAPER CO COM 46014610 1,346,014 33,308,922 SH DEFINED
INTRADO INC COM 46117A10 2,727 269,730 SH DEFINED
INTRAWARE INC COM 46118M10 15 12,476 SH DEFINED
INTUIT COM 46120210 265,959 5,858,124 SH DEFINED
INTUITIVE SURGICAL I COM NEW 46120E60 11,671 471,553 SH DEFINED
INVACARE CORP COM 46120310 18,969 412,376 SH DEFINED
INVERESK RESH GROUP COM 46123810 15,571 422,090 SH DEFINED
INVERNESS MED INNOVA COM 46126P10 4,428 212,886 SH DEFINED
INVESTMENT TECHNOLOG COM 46145F10 10,888 711,655 SH DEFINED
INVESTORS FINL SERVI COM 46191510 39,448 874,094 SH DEFINED
INVESTORS REAL ESTAT SH BEN INT 46173010 6,217 621,035 SH DEFINED
INVISION TECHNOLOGIE COM 46185110 12,671 281,636 SH DEFINED
INVITROGEN CORP COM 46185R10 71,730 1,304,422 SH DEFINED
IOMEGA CORP COM NEW 46203030 3,793 815,685 SH DEFINED
IONICS INC COM 46221810 8,092 299,698 SH DEFINED
IPASS INC COM 46261V10 6,113 1,020,510 SH DEFINED
IPAYMENT INC COM 46262E10 5,918 147,359 SH DEFINED
IPC HLDGS LTD ORD G4933P10 241 6,348 SH DEFINED
IRELAND BK SPONSORED 46267Q10 766 14,136 SH DEFINED
IRON MTN INC PA COM 46284610 50,010 1,477,411 SH DEFINED
IRSA INVERSIONES Y R GLOBL DEP 45004720 96 11,793 SH DEFINED
IRVINE SENSORS CORP COM NEW 46366450 24 11,424 SH DEFINED
IRWIN FINL CORP COM 46411910 14,152 548,096 SH DEFINED
ISHARES TR RUSSELL100 46428759 5,826 96,200 SH DEFINED
ISHARES TR RUSL 2000 46428763 30,561 178,000 SH DEFINED
ISIS PHARMACEUTICALS COM 46433010 3,646 744,004 SH DEFINED
ISLE OF CAPRI CASINO COM 46459210 4,205 217,075 SH DEFINED
ISOLAGEN INC COM 46488N10 2,350 248,628 SH DEFINED
ISTA PHARMACEUTICALS COM NEW 45031X20 646 53,014 SH DEFINED
ISTAR FINL INC COM 45031U10 50,269 1,219,235 SH DEFINED
ITC DELTACOM INC COM NEW 45031T40 280 63,562 SH DEFINED
ITLA CAP CORP COM 45056510 3,287 71,146 SH DEFINED
ITRON INC COM 46574110 7,050 404,000 SH DEFINED
ITT EDUCATIONAL SERV COM 45068B10 34,227 949,432 SH DEFINED
ITT INDS INC IND COM 45091110 843,150 10,540,688 SH DEFINED
IVAX CORP COM 46582310 54,410 2,841,245 SH DEFINED
IVAX DIAGNOSTICS INC COM 45070W10 156 28,457 SH DEFINED
IVILLAGE INC COM 46588H10 1,969 328,157 SH DEFINED
IXIA COM 45071R10 4,028 414,398 SH DEFINED
IXYS CORP COM 46600W10 1,895 263,917 SH DEFINED
J & J SNACK FOODS CO COM 46603210 6,528 152,230 SH DEFINED
J ALEXANDER CORP COM 46609610 128 18,800 SH DEFINED
J JILL GROUP INC COM 46618910 6,280 316,364 SH DEFINED
J2 GLOBAL COMMUNICAT COM NEW 46626E20 10,249 324,444 SH DEFINED
JABIL CIRCUIT INC COM 46631310 123,744 5,380,193 SH DEFINED
JACK IN THE BOX INC COM 46636710 24,679 777,784 SH DEFINED
JACKSON HEWITT TAX S COM 46820210 2,780 137,400 SH DEFINED
JACLYN INC COM 46977210 136 21,900 SH DEFINED
JACO ELECTRS INC COM 46978310 106 19,600 SH DEFINED
JACOBS ENGR GROUP IN COM 46981410 29,272 764,494 SH DEFINED
JACUZZI BRANDS INC COM 46986510 10,605 1,140,373 SH DEFINED
JAKKS PAC INC COM 47012E10 8,841 384,404 SH DEFINED
JANUS CAP GROUP INC COM 47102X10 81,727 6,004,939 SH DEFINED
JARDEN CORP COM 47110910 17,586 481,937 SH DEFINED
JDA SOFTWARE GROUP I COM 46612K10 4,688 433,288 SH DEFINED
JDS UNIPHASE CORP COM 46612J10 130,362 38,682,952 SH DEFINED
JEFFERIES GROUP INC COM 47231910 21,766 631,435 SH DEFINED
JEFFERSON PILOT CORP COM 47507010 195,355 3,933,855 SH DEFINED
JETBLUE AWYS CORP COM 47714310 25,409 1,214,571 SH DEFINED
INTL PAPER CO 1,2,5,6,7,8,9,10,12,13,14 33,308,922
INTRADO INC 1,2 269,730
INTRAWARE INC 1 12,476
INTUIT 1,2,5,6,7,8,9,10,12,13,14 5,858,124
INTUITIVE SURGICAL I 1,2 471,553
INVACARE CORP 1,2,5 412,376
INVERESK RESH GROUP 1,2 422,090
INVERNESS MED INNOVA 1,2,5 212,886
INVESTMENT TECHNOLOG 1,2,5 711,655
INVESTORS FINL SERVI 1,2,5,9 874,094
INVESTORS REAL ESTAT 1,2,5 621,035
INVISION TECHNOLOGIE 1,2,5 281,636
INVITROGEN CORP 1,2,5,7,8,9,10,12,13,14 1,304,422
IOMEGA CORP 1,2,5 815,685
IONICS INC 1,2 299,698
IPASS INC 1,2 1,020,510
IPAYMENT INC 1,2 147,359
IPC HLDGS LTD 1,5 6,348
IRELAND BK 1 14,136
IRON MTN INC PA 1,2,5 1,477,411
IRSA INVERSIONES Y R 1,7 11,793
IRVINE SENSORS CORP 1 11,424
IRWIN FINL CORP 1,2 548,096
ISHARES TR 1 96,200
ISHARES TR 1 178,000
ISIS PHARMACEUTICALS 1,2,5 744,004
ISLE OF CAPRI CASINO 1,2,5 217,075
ISOLAGEN INC 1,2 248,628
ISTA PHARMACEUTICALS 1,2 53,014
ISTAR FINL INC 1,2,5,7,8,9,10,12,14 1,219,235
ITC DELTACOM INC 1,2 63,562
ITLA CAP CORP 1,2 71,146
ITRON INC 1,2 404,000
ITT EDUCATIONAL SERV 1,2,5,9 949,432
ITT INDS INC IND 1,2,5,6,7,8,9,10,12,13,14 10,540,688
IVAX CORP 1,2,5,7,9 2,841,245
IVAX DIAGNOSTICS INC 1 28,457
IVILLAGE INC 1,2 328,157
IXIA 1,2 414,398
IXYS CORP 1,2,5 263,917
J & J SNACK FOODS CO 1,2 152,230
J ALEXANDER CORP 1 18,800
J JILL GROUP INC 1,2,5 316,364
J2 GLOBAL COMMUNICAT 1,2 324,444
JABIL CIRCUIT INC 1,2,5,6,7,8,9,10,12,13,14 5,380,193
JACK IN THE BOX INC 1,2,5 777,784
JACKSON HEWITT TAX S 1,2 137,400
JACLYN INC 1 21,900
JACO ELECTRS INC 1 19,600
JACOBS ENGR GROUP IN 1,2,5,9 764,494
JACUZZI BRANDS INC 1,2 1,140,373
JAKKS PAC INC 1,2 384,404
JANUS CAP GROUP INC 1,2,5,6,7,9,10 6,004,939
JARDEN CORP 1,2 481,937
JDA SOFTWARE GROUP I 1,2 433,288
JDS UNIPHASE CORP 1,2,5,6,7,8,9,10,12,13,14 38,682,952
JEFFERIES GROUP INC 1,2,5,9 631,435
JEFFERSON PILOT CORP 1,2,5,6,7,8,9,10,12,13,14 3,933,855
JETBLUE AWYS CORP 1,2,5,6,9 1,214,571
JLG INDS INC COM 46621010 11,343 675,200 SH DEFINED
JO-ANN STORES INC COM 47758P30 7,614 271,542 SH DEFINED
JOHNSON & JOHNSON COM 47816010 7,782,248 138,154,583 SH DEFINED
JOHNSON CTLS INC COM 47836610 290,583 5,115,004 SH DEFINED
JONES APPAREL GROUP COM 48007410 136,800 3,821,235 SH DEFINED
JONES LANG LASALLE I COM 48020Q10 16,462 498,685 SH DEFINED
JOS A BANK CLOTHIERS COM 48083810 4,231 152,865 SH DEFINED
JOURNAL COMMUNICATIO CL A 48113010 5,527 315,082 SH DEFINED
JOURNAL REGISTER CO COM 48113810 11,626 615,109 SH DEFINED
JOY GLOBAL INC COM 48116510 26,678 775,988 SH DEFINED
JPMORGAN & CHASE & C COM 46625H10 4,497,121 113,192,065 SH DEFINED
JUNIPER NETWORKS INC COM 48203R10 165,081 6,994,945 SH DEFINED
JUPITERMEDIA CORP COM 48207D10 3,553 199,615 SH DEFINED
K FED BANCORP COM 48246S10 387 26,211 SH DEFINED
K V PHARMACEUTICAL C CL A 48274020 10,101 564,297 SH DEFINED
K2 INC COM 48273210 7,923 553,642 SH DEFINED
KADANT INC COM 48282T10 4,971 270,762 SH DEFINED
KAMAN CORP CL A 48354810 4,243 355,319 SH DEFINED
KANEB PIPE LINE PART SR PREF UN 48416910 329 6,362 SH DEFINED
KANEB SERVICES LLC COM 48417310 802 24,848 SH DEFINED
KANSAS CITY LIFE INS COM 48483610 2,644 62,121 SH DEFINED
KANSAS CITY SOUTHERN COM NEW 48517030 15,686 1,034,015 SH DEFINED
KATY INDS INC COM 48602610 123 23,204 SH DEFINED
KAYDON CORP COM 48658710 14,098 490,028 SH DEFINED
KB HOME COM 48666K10 109,824 1,299,848 SH DEFINED
KCS ENERGY INC COM 48243420 10,051 722,559 SH DEFINED
KEANE INC COM 48666510 20,221 1,316,440 SH DEFINED
KEITH COMPANIES INC COM 48753910 154 10,330 SH DEFINED
KEITHLEY INSTRS INC COM 48758410 3,708 212,518 SH DEFINED
KELLOGG CO COM 48783610 436,595 10,234,298 SH DEFINED
KELLWOOD CO COM 48804410 15,196 416,910 SH DEFINED
KELLY SVCS INC CL A 48815220 10,397 389,267 SH DEFINED
KEMET CORP COM 48836010 13,409 1,657,492 SH DEFINED
KENNAMETAL INC COM 48917010 31,061 687,954 SH DEFINED
KENSEY NASH CORP COM 49005710 5,500 210,002 SH DEFINED
KERR MCGEE CORP COM 49238610 470,003 8,209,663 SH DEFINED
KERYX BIOPHARMACEUTI COM 49251510 3,010 269,026 SH DEFINED
KEY ENERGY SVCS INC COM 49291410 23,516 2,128,171 SH DEFINED
KEYCORP NEW COM 49326710 408,456 12,925,816 SH DEFINED
KEYNOTE SYS INC COM 49330810 4,344 306,814 SH DEFINED
KEYSPAN CORP COM 49337W10 192,999 4,923,437 SH DEFINED
KEYSTONE AUTOMOTIVE COM 49338N10 4,385 199,336 SH DEFINED
KFORCE INC COM 49373210 2,683 320,172 SH DEFINED
KFX INC COM 48245L10 4,510 585,000 SH DEFINED
KILROY RLTY CORP COM 49427F10 28,156 740,370 SH DEFINED
KIMBALL INTL INC CL B 49427410 7,108 512,130 SH DEFINED
KIMBERLY CLARK CORP COM 49436810 970,035 15,018,353 SH DEFINED
KIMCO REALTY CORP COM 49446R10 107,115 2,088,011 SH DEFINED
KINDER MORGAN ENERGY UT LTD PAR 49455010 2,804 59,874 SH DEFINED
KINDER MORGAN INC KA COM 49455P10 238,707 3,799,850 SH DEFINED
KINDER MORGAN MANAGE SHS 49455U10 1,465 35,277 SH DEFINED
KINDRED HEALTHCARE I COM 49458010 10,298 422,066 SH DEFINED
KINETIC CONCEPTS INC COM NEW 49460W20 11,408 217,084 SH DEFINED
KING PHARMACEUTICALS COM 49558210 72,201 6,046,964 SH DEFINED
KINROSS GOLD CORP COM NEW 49690220 331 48,876 SH DEFINED
KINTERA INC COM 49720P50 408 43,225 SH DEFINED
KIRBY CORP COM 49726610 14,937 372,023 SH DEFINED
KIRKLANDS INC COM 49749810 1,407 149,638 SH DEFINED
KITE RLTY GROUP TR COM 49803T10 636 48,400 SH DEFINED
JLG INDS INC 1,2,5 675,200
JO-ANN STORES INC 1,2 271,542
JOHNSON & JOHNSON 1,2,5,6,7,8,9,10,12,13,14 138,154,583
JOHNSON CTLS INC 1,2,5,6,7,8,9,10,12,13,14 5,115,004
JONES APPAREL GROUP 1,2,5,6,7,8,9,10,12,13,14 3,821,235
JONES LANG LASALLE I 1,2,5 498,685
JOS A BANK CLOTHIERS 1,2,5 152,865
JOURNAL COMMUNICATIO 1,2 315,082
JOURNAL REGISTER CO 1,2,5 615,109
JOY GLOBAL INC 1,2,5 775,988
JPMORGAN & CHASE & C 1,2,5,6,7,8,9,10,12,13,14 113,192,065
JUNIPER NETWORKS INC 1,2,5,7,8,9,10,12,13,14 6,994,945
JUPITERMEDIA CORP 1,2 199,615
K FED BANCORP 1 26,211
K V PHARMACEUTICAL C 1,2,5 564,297
K2 INC 1,2 553,642
KADANT INC 1,2 270,762
KAMAN CORP 1,2 355,319
KANEB PIPE LINE PART 1,5 6,362
KANEB SERVICES LLC 1,2,5 24,848
KANSAS CITY LIFE INS 1,2 62,121
KANSAS CITY SOUTHERN 1,2,5,6 1,034,015
KATY INDS INC 1,2 23,204
KAYDON CORP 1,2,5 490,028
KB HOME 1,2,5,6,9,10 1,299,848
KCS ENERGY INC 1,2,5 722,559
KEANE INC 1,2,5,9 1,316,440
KEITH COMPANIES INC 1 10,330
KEITHLEY INSTRS INC 1,2 212,518
KELLOGG CO 1,2,5,6,7,8,9,10,12,13,14 10,234,298
KELLWOOD CO 1,2,5 416,910
KELLY SVCS INC 1,2,5,6,9 389,267
KEMET CORP 1,2,5,9 1,657,492
KENNAMETAL INC 1,2,5,9 687,954
KENSEY NASH CORP 1,2 210,002
KERR MCGEE CORP 1,2,5,6,7,8,9,10,12,13,14 8,209,663
KERYX BIOPHARMACEUTI 1,2 269,026
KEY ENERGY SVCS INC 1,2,5 2,128,171
KEYCORP NEW 1,2,5,6,7,8,9,10,12,13,14 12,925,816
KEYNOTE SYS INC 1,2 306,814
KEYSPAN CORP 1,2,5,6,7,8,9,10,12,13,14 4,923,437
KEYSTONE AUTOMOTIVE 1,2 199,336
KFORCE INC 1,2,5 320,172
KFX INC 1,2 585,000
KILROY RLTY CORP 1,2,3,5 740,370
KIMBALL INTL INC 1,2,5 512,130
KIMBERLY CLARK CORP 1,2,5,6,7,8,9,10,12,13,14 15,018,353
KIMCO REALTY CORP 1,2,3,5,7,8,9,10,12,14 2,088,011
KINDER MORGAN ENERGY 1,2,5 59,874
KINDER MORGAN INC KA 1,2,5,6,7,8,9,10,12,13,14 3,799,850
KINDER MORGAN MANAGE 1,5 35,277
KINDRED HEALTHCARE I 1,2,5 422,066
KINETIC CONCEPTS INC 1,2 217,084
KING PHARMACEUTICALS 1,2,5,6,9,10 6,046,964
KINROSS GOLD CORP 1,5,10 48,876
KINTERA INC 1,2 43,225
KIRBY CORP 1,2,5 372,023
KIRKLANDS INC 1,2 149,638
KITE RLTY GROUP TR 1,2 48,400
KLA-TENCOR CORP COM 48248010 219,770 5,298,227 SH DEFINED
KMART HLDG CORPORATI COM 49878010 88,327 1,009,799 SH DEFINED
KNBT BANCORP INC COM 48292110 7,527 446,982 SH DEFINED
KNIGHT RIDDER INC COM 49904010 137,622 2,102,710 SH DEFINED
KNIGHT TRADING GROUP COM 49906310 16,543 1,792,359 SH DEFINED
KNIGHT TRANSN INC COM 49906410 13,001 606,976 SH DEFINED
KNOLOGY INC COM 49918380 115 27,700 SH DEFINED
KOHLS CORP COM 50025510 421,621 8,749,130 SH DEFINED
KOMAG INC COM NEW 50045320 7,767 558,778 SH DEFINED
KONINKLIJKE AHOLD N SPON ADR N 50046730 231 36,164 SH DEFINED
KONINKLIJKE PHILIPS NY REG SH 50047230 3,713 162,088 SH DEFINED
KOOKMIN BK NEW SPONSORED 50049M10 16,389 514,726 SH DEFINED
KOPIN CORP COM 50060010 5,557 1,365,478 SH DEFINED
KOREA ELECTRIC PWR SPONSORED 50063110 1,077 102,122 SH DEFINED
KORN FERRY INTL COM NEW 50064320 13,152 721,438 SH DEFINED
KOS PHARMACEUTICALS COM 50064810 9,016 253,182 SH DEFINED
KOSAN BIOSCIENCES IN COM 50064W10 1,936 336,043 SH DEFINED
KRAFT FOODS INC CL A 50075N10 296,456 9,346,023 SH DEFINED
KRAMONT RLTY TR COM SH BEN 50075Q10 6,800 365,572 SH DEFINED
KRISPY KREME DOUGHNU COM 50101410 13,291 1,049,866 SH DEFINED
KROGER CO COM 50104410 345,248 22,245,361 SH DEFINED
KRONOS INC COM 50105210 27,775 627,121 SH DEFINED
KRONOS WORLDWIDE INC COM 50105F10 2,390 60,211 SH DEFINED
K-SWISS INC CL A 48268610 7,868 408,732 SH DEFINED
KT CORP SPONSORED 48268K10 7,176 397,133 SH DEFINED
KULICKE & SOFFA INDS COM 50124210 5,512 975,617 SH DEFINED
KVH INDS INC COM 48273810 1,466 203,033 SH DEFINED
KYOCERA CORP ADR 50155620 461 6,543 SH DEFINED
KYPHON INC COM 50157710 8,476 342,034 SH DEFINED
L-3 COMMUNICATIONS H COM 50242410 138,534 2,067,679 SH DEFINED
LA BARGE INC COM 50247010 214 26,600 SH DEFINED
LA JOLLA PHARMACEUTI COM 50345910 152 49,889 SH DEFINED
LA QUINTA CORP PAIRED CTF 50419U20 23,060 2,956,461 SH DEFINED
LA Z BOY INC COM 50533610 16,593 1,093,058 SH DEFINED
LABONE INC NEW COM 50540L10 10,088 345,125 SH DEFINED
LABOR READY INC COM NEW 50540120 10,473 747,002 SH DEFINED
LABORATORY CORP AMER COM NEW 50540R40 97,687 2,234,372 SH DEFINED
LABRANCHE & CO INC COM 50544710 8,468 1,002,172 SH DEFINED
LACLEDE GROUP INC COM 50559710 9,410 321,942 SH DEFINED
LACROSSE FOOTWEAR IN COM 50568810 113 14,400 SH DEFINED
LAFARGE COPPEE S A SPON ADR N 50586140 360 16,501 SH DEFINED
LAFARGE NORTH AMERIC COM 50586210 27,873 594,429 SH DEFINED
LAIDLAW INTL INC COM 50730R10 24,785 1,506,676 SH DEFINED
LAKELAND BANCORP INC COM 51163710 2,975 180,955 SH DEFINED
LAKELAND FINL CORP COM 51165610 2,739 80,795 SH DEFINED
LAKES ENTMNT INC COM 51206P10 2,079 198,388 SH DEFINED
LAM RESEARCH CORP COM 51280710 42,627 1,948,195 SH DEFINED
LAMAR ADVERTISING CO CL A 51281510 36,549 878,378 SH DEFINED
LAMSON & SESSIONS CO COM 51369610 171 18,800 SH DEFINED
LAN AIRLINES S A SPONSORED 50172310 272 11,233 SH DEFINED
LANCASTER COLONY COR COM 51384710 30,441 721,941 SH DEFINED
LANCE INC COM 51460610 7,137 441,932 SH DEFINED
LANCER CORP COM 51461410 158 14,078 SH DEFINED
LANDAMERICA FINL GRO COM 51493610 20,257 445,200 SH DEFINED
LANDAUER INC COM 51476K10 7,967 169,771 SH DEFINED
LANDEC CORP COM 51476610 195 25,961 SH DEFINED
LANDRYS RESTAURANTS COM 51508L10 8,714 319,323 SH DEFINED
LANDSTAR SYS INC COM 51509810 38,283 652,395 SH DEFINED
LANNET INC COM 51601210 638 65,733 SH DEFINED
KLA-TENCOR CORP 1,2,5,6,7,8,9,10,12,13,14 5,298,227
KMART HLDG CORPORATI 1,2,5,10,12,14 1,009,799
KNBT BANCORP INC 1,2 446,982
KNIGHT RIDDER INC 1,2,5,6,7,8,9,10,12,13,14 2,102,710
KNIGHT TRADING GROUP 1,2,5 1,792,359
KNIGHT TRANSN INC 1,2,5 606,976
KNOLOGY INC 1 27,700
KOHLS CORP 1,2,5,6,7,8,9,10,12,13,14 8,749,130
KOMAG INC 1,2,5 558,778
KONINKLIJKE AHOLD N 1 36,164
KONINKLIJKE PHILIPS 1,2 162,088
KOOKMIN BK NEW 1,4 514,726
KOPIN CORP 1,2,5 1,365,478
KOREA ELECTRIC PWR 1 102,122
KORN FERRY INTL 1,2,5,9 721,438
KOS PHARMACEUTICALS 1,2 253,182
KOSAN BIOSCIENCES IN 1,2,5 336,043
KRAFT FOODS INC 1,2,5,7,8,9,10,12,13,14 9,346,023
KRAMONT RLTY TR 1,2,5 365,572
KRISPY KREME DOUGHNU 1,2,5,9 1,049,866
KROGER CO 1,2,5,6,7,8,9,10,12,13,14 22,245,361
KRONOS INC 1,2,5 627,121
KRONOS WORLDWIDE INC 1,2 60,211
K-SWISS INC 1,2 408,732
KT CORP 1,2 397,133
KULICKE & SOFFA INDS 1,2,5 975,617
KVH INDS INC 1,2 203,033
KYOCERA CORP 1 6,543
KYPHON INC 1,2,5 342,034
L-3 COMMUNICATIONS H 1,2,5,9 2,067,679
LA BARGE INC 1 26,600
LA JOLLA PHARMACEUTI 1,5 49,889
LA QUINTA CORP 1,2,5 2,956,461
LA Z BOY INC 1,2,5 1,093,058
LABONE INC NEW 1,2,5 345,125
LABOR READY INC 1,2,5 747,002
LABORATORY CORP AMER 1,2,5,7,8,9,10,12,13,14 2,234,372
LABRANCHE & CO INC 1,2,5,9 1,002,172
LACLEDE GROUP INC 1,2,5 321,942
LACROSSE FOOTWEAR IN 1 14,400
LAFARGE COPPEE S A 1 16,501
LAFARGE NORTH AMERIC 1,2,5,13 594,429
LAIDLAW INTL INC 1,2 1,506,676
LAKELAND BANCORP INC 1,2 180,955
LAKELAND FINL CORP 1,2 80,795
LAKES ENTMNT INC 1,2 198,388
LAM RESEARCH CORP 1,2,5,9 1,948,195
LAMAR ADVERTISING CO 1,2,5 878,378
LAMSON & SESSIONS CO 1 18,800
LAN AIRLINES S A 1,7 11,233
LANCASTER COLONY COR 1,2,5,9 721,941
LANCE INC 1,2 441,932
LANCER CORP 1 14,078
LANDAMERICA FINL GRO 1,2,5 445,200
LANDAUER INC 1,2 169,771
LANDEC CORP 1 25,961
LANDRYS RESTAURANTS 1,2 319,323
LANDSTAR SYS INC 1,2,5 652,395
LANNET INC 1,2 65,733
LASALLE HOTEL PPTYS COM SH BEN 51794210 23,842 863,827 SH DEFINED
LASERSCOPE COM 51808110 5,082 250,721 SH DEFINED
LATTICE SEMICONDUCTO COM 51841510 12,803 2,607,465 SH DEFINED
LAUDER ESTEE COS INC CL A 51843910 89,207 2,134,134 SH DEFINED
LAUREATE EDUCATION I COM 51861310 19,222 516,444 SH DEFINED
LAWSON PRODS INC COM 52077610 6,211 151,599 SH DEFINED
LAWSON SOFTWARE INC COM 52078010 5,453 973,783 SH DEFINED
LAYNE CHRISTENSEN CO COM 52105010 1,705 113,116 SH DEFINED
LAZARE KAPLAN INTL I COM 52107810 113 14,711 SH DEFINED
LCA-VISION INC COM PAR $. 50180330 3,796 147,171 SH DEFINED
LEAPFROG ENTERPRISES CL A 52186N10 7,744 382,442 SH DEFINED
LEAR CORP COM 52186510 87,068 1,599,045 SH DEFINED
LEARNING CARE GROUP COM 52200L10 30 10,200 SH DEFINED
LEARNING TREE INTL I COM 52201510 2,322 164,662 SH DEFINED
LECG CORP COM 52323410 2,604 154,009 SH DEFINED
LECROY CORP COM 52324W10 1,578 94,407 SH DEFINED
LEE ENTERPRISES INC COM 52376810 28,546 616,011 SH DEFINED
LEGG MASON INC COM 52490110 93,201 1,749,597 SH DEFINED
LEGGETT & PLATT INC COM 52466010 155,580 5,536,658 SH DEFINED
LEHMAN BROS HLDGS IN COM 52490810 608,737 7,635,933 SH DEFINED
LENNAR CORP CL A 52605710 100,403 2,109,311 SH DEFINED
LENNOX INTL INC COM 52610710 10,333 691,658 SH DEFINED
LESCO INC OHIO COM 52687210 138 10,390 SH DEFINED
LEUCADIA NATL CORP COM 52728810 40,209 709,774 SH DEFINED
LEVEL 3 COMMUNICATIO COM 52729N10 20,906 8,071,888 SH DEFINED
LEVITT CORP CL A 52742P10 5,130 218,676 SH DEFINED
LEXAR MEDIA INC COM 52886P10 8,610 1,026,223 SH DEFINED
LEXICON GENETICS INC COM 52887210 6,974 1,058,195 SH DEFINED
LEXINGTON CORP PPTYS COM 52904310 15,410 709,791 SH DEFINED
LEXMARK INTL NEW CL A 52977110 358,547 4,267,913 SH DEFINED
LIBBEY INC COM 52989810 3,865 206,703 SH DEFINED
LIBERTY CORP S C COM 53037010 9,900 249,113 SH DEFINED
LIBERTY MEDIA CORP N COM SER A 53071810 312,790 35,870,463 SH DEFINED
LIBERTY MEDIA INTL I COM SER A 53071910 66,390 1,989,997 SH DEFINED
LIBERTY PPTY TR SH BEN INT 53117210 73,082 1,834,394 SH DEFINED
LIFE TIME FITNESS IN COM 53217R20 765 29,800 SH DEFINED
LIFECELL CORP COM 53192710 3,696 369,628 SH DEFINED
LIFECORE BIOMEDICAL COM 53218710 71 10,105 SH DEFINED
LIFELINE SYS INC COM 53219210 3,889 159,268 SH DEFINED
LIFEPOINT HOSPITALS COM 53219L10 20,812 693,494 SH DEFINED
LIFETIME HOAN CORP COM 53192610 1,315 88,554 SH DEFINED
LIGAND PHARMACEUTICA CL B 53220K20 12,616 1,259,068 SH DEFINED
LIGHTBRIDGE INC COM 53222610 236 48,930 SH DEFINED
LILLY ELI & CO COM 53245710 1,869,740 31,136,382 SH DEFINED
LIMITED BRANDS INC COM 53271610 292,916 13,141,127 SH DEFINED
LIN TV CORP CL A 53277410 10,833 556,092 SH DEFINED
LINCARE HLDGS INC COM 53279110 50,493 1,699,524 SH DEFINED
LINCOLN ELEC HLDGS I COM 53390010 15,817 504,356 SH DEFINED
LINCOLN NATL CORP IN COM 53418710 238,786 5,080,562 SH DEFINED
LINDSAY MFG CO COM 53555510 5,114 190,612 SH DEFINED
LINEAR TECHNOLOGY CO COM 53567810 342,394 9,447,949 SH DEFINED
LINENS N THINGS INC COM 53567910 16,676 719,733 SH DEFINED
LIONBRIDGE TECHNOLOG COM 53625210 5,381 626,451 SH DEFINED
LITHIA MTRS INC CL A 53679710 8,290 389,955 SH DEFINED
LITTELFUSE INC COM 53700810 13,208 382,522 SH DEFINED
LIZ CLAIBORNE INC COM 53932010 142,193 3,769,697 SH DEFINED
LKQ CORP COM 50188920 3,511 192,198 SH DEFINED
LLOYDS TSB GROUP PLC SPONSORED 53943910 2,058 65,381 SH DEFINED
LNR PPTY CORP COM 50194010 17,441 281,714 SH DEFINED
LASALLE HOTEL PPTYS 1,2,3,5 863,827
LASERSCOPE 1,2 250,721
LATTICE SEMICONDUCTO 1,2,5,9 2,607,465
LAUDER ESTEE COS INC 1,2,5,6,7,8,9,10,12,13,14 2,134,134
LAUREATE EDUCATION I 1,2,5,9 516,444
LAWSON PRODS INC 1,2 151,599
LAWSON SOFTWARE INC 1,2 973,783
LAYNE CHRISTENSEN CO 1,2 113,116
LAZARE KAPLAN INTL I 1 14,711
LCA-VISION INC 1,2 147,171
LEAPFROG ENTERPRISES 1,2,5 382,442
LEAR CORP 1,2,5,7,8,9,10,12,13,14 1,599,045
LEARNING CARE GROUP 1 10,200
LEARNING TREE INTL I 1,2 164,662
LECG CORP 1,2 154,009
LECROY CORP 1,2 94,407
LEE ENTERPRISES INC 1,2,5,6,9 616,011
LEGG MASON INC 1,2,5,7,8,9,10,12,13,14 1,749,597
LEGGETT & PLATT INC 1,2,5,6,7,8,9,10,12,13,14 5,536,658
LEHMAN BROS HLDGS IN 1,2,5,6,7,8,9,10,12,13,14 7,635,933
LENNAR CORP 1,2,5,7,8,9,10,12,13,14 2,109,311
LENNOX INTL INC 1,2,5 691,658
LESCO INC OHIO 1 10,390
LEUCADIA NATL CORP 1,2,5,9 709,774
LEVEL 3 COMMUNICATIO 1,2,5,7,8,9,10,12,13,14 8,071,888
LEVITT CORP 1,2,5 218,676
LEXAR MEDIA INC 1,2,5 1,026,223
LEXICON GENETICS INC 1,2,5 1,058,195
LEXINGTON CORP PPTYS 1,2,5 709,791
LEXMARK INTL NEW 1,2,5,6,7,8,9,10,12,13,14 4,267,913
LIBBEY INC 1,2 206,703
LIBERTY CORP S C 1,2,5 249,113
LIBERTY MEDIA CORP N 1,2,5,7,8,9,10,12,13,14 35,870,463
LIBERTY MEDIA INTL I 1,2,5,7,8,9,10,12,13,14 1,989,997
LIBERTY PPTY TR 1,2,3,5,7,8,9,10,12,14 1,834,394
LIFE TIME FITNESS IN 1,2 29,800
LIFECELL CORP 1,2 369,628
LIFECORE BIOMEDICAL 1 10,105
LIFELINE SYS INC 1,2 159,268
LIFEPOINT HOSPITALS 1,2,5,9 693,494
LIFETIME HOAN CORP 1,2 88,554
LIGAND PHARMACEUTICA 1,2,5 1,259,068
LIGHTBRIDGE INC 1,2 48,930
LILLY ELI & CO 1,2,5,6,7,8,9,10,12,13,14 31,136,382
LIMITED BRANDS INC 1,2,5,6,7,8,9,10,12,13,14 13,141,127
LIN TV CORP 1,2 556,092
LINCARE HLDGS INC 1,2,5,7,8,9,10,12,13,14 1,699,524
LINCOLN ELEC HLDGS I 1,2,5 504,356
LINCOLN NATL CORP IN 1,2,5,6,7,8,9,10,12,13,14 5,080,562
LINDSAY MFG CO 1,2,5 190,612
LINEAR TECHNOLOGY CO 1,2,5,6,7,8,9,10,12,13,14 9,447,949
LINENS N THINGS INC 1,2,5 719,733
LIONBRIDGE TECHNOLOG 1,2 626,451
LITHIA MTRS INC 1,2,5 389,955
LITTELFUSE INC 1,2 382,522
LIZ CLAIBORNE INC 1,2,5,6,7,8,9,10,12,13,14 3,769,697
LKQ CORP 1,2 192,198
LLOYDS TSB GROUP PLC 1 65,381
LNR PPTY CORP 1,2,5 281,714
LOCKHEED MARTIN CORP COM 53983010 4,750,208 85,159,703 SH DEFINED
LODGENET ENTMT CORP COM 54021110 2,122 160,770 SH DEFINED
LOEWS CORP COM 54042410 267,401 4,570,961 SH DEFINED
LOEWS CORP CAROLNA GP 54042420 10,773 442,064 SH DEFINED
LONE STAR STEAKHOUSE COM 54230710 7,950 307,782 SH DEFINED
LONE STAR TECHNOLOGI COM 54231210 16,810 444,708 SH DEFINED
LONGS DRUG STORES CO COM 54316210 11,254 465,051 SH DEFINED
LONGVIEW FIBRE CO COM 54321310 14,704 964,223 SH DEFINED
LOOKSMART LTD COM 54344210 1,837 1,249,399 SH DEFINED
LORUS THERAPEUTICS I COM 54419110 11 17,700 SH DEFINED
LOUDEYE CORP COM 54575410 25 22,700 SH DEFINED
LOUISIANA PAC CORP COM 54634710 166,386 6,411,811 SH DEFINED
LOWES COS INC COM 54866110 3,378,789 62,167,226 SH DEFINED
LSB INDS INC COM 50216010 188 20,248 SH DEFINED
LSI INDS INC COM 50216C10 3,015 288,759 SH DEFINED
LSI LOGIC CORP COM 50216110 48,853 11,334,884 SH DEFINED
LTC PPTYS INC COM 50217510 8,546 477,712 SH DEFINED
LTX CORP COM 50239210 6,077 1,123,219 SH DEFINED
LUBRIZOL CORP COM 54927110 45,388 1,311,805 SH DEFINED
LUBYS INC COM 54928210 206 31,221 SH DEFINED
LUCENT TECHNOLOGIES COM 54946310 386,890 122,047,442 SH DEFINED
LUFKIN INDS INC COM 54976410 3,531 94,877 SH DEFINED
LUMINENT MTG CAP INC COM 55027830 6,831 538,689 SH DEFINED
LUMINEX CORP DEL COM 55027E10 2,536 355,720 SH DEFINED
LUXOTTICA GROUP S P SPONSORED 55068R20 8,159 457,067 SH DEFINED
LYDALL INC DEL COM 55081910 152 16,356 SH DEFINED
LYON WILLIAM HOMES COM 55207410 5,713 64,259 SH DEFINED
LYONDELL CHEMICAL CO COM 55207810 42,051 1,872,275 SH DEFINED
M & F WORLDWIDE CORP COM 55254110 1,803 138,567 SH DEFINED
M & T BK CORP COM 55261F10 264,602 2,764,912 SH DEFINED
M D C HLDGS INC COM 55267610 16,621 227,376 SH DEFINED
M/I HOMES INC COM 55305B10 8,006 188,636 SH DEFINED
MACATAWA BK CORP COM 55422510 3,415 121,744 SH DEFINED
MACDERMID INC COM 55427310 13,171 454,809 SH DEFINED
MACERICH CO COM 55438210 48,322 906,779 SH DEFINED
MAC-GRAY CORP COM 55415310 75 10,600 SH DEFINED
MACK CALI RLTY CORP COM 55448910 52,288 1,180,326 SH DEFINED
MACROCHEM CORP DEL COM 55590310 10 10,400 SH DEFINED
MACROMEDIA INC COM 55610010 18,986 945,530 SH DEFINED
MACRONIX INTL LTD SPONSORED 55610310 37 16,729 SH DEFINED
MACROVISION CORP COM 55590410 21,984 912,973 SH DEFINED
MADDEN STEVEN LTD COM 55626910 4,937 279,723 SH DEFINED
MAF BANCORP INC COM 55261R10 18,091 419,455 SH DEFINED
MAGELLAN HEALTH SVCS COM NEW 55907920 14,273 390,391 SH DEFINED
MAGELLAN MIDSTREAM P COM UNIT R 55908010 1,228 22,330 SH DEFINED
MAGMA DESIGN AUTOMAT COM 55918110 6,088 403,746 SH DEFINED
MAGNA ENTMT CORP CL A 55921110 3,013 552,824 SH DEFINED
MAGNA INTL INC CL A 55922240 2,385 32,194 SH DEFINED
MAGNETEK INC COM 55942410 2,070 277,147 SH DEFINED
MAGNUM HUNTER RES IN COM PAR $0 55972F20 12,615 1,093,111 SH DEFINED
MAGUIRE PPTYS INC COM 55977510 18,953 779,643 SH DEFINED
MAGYAR TAVKOZLESI RT SPONSORED 55977610 201 9,853 SH DEFINED
MAIN STR BKS INC NEW COM 56034R10 6,160 201,298 SH DEFINED
MAINSOURCE FINANCIAL COM 56062Y10 3,472 169,374 SH DEFINED
MAIR HOLDINGS INC COM 56063510 140 17,061 SH DEFINED
MANAGEMENT NETWORK G COM 56169310 3,061 1,530,480 SH DEFINED
MANDALAY RESORT GROU COM 56256710 60,426 880,210 SH DEFINED
MANHATTAN ASSOCS INC COM 56275010 13,884 568,561 SH DEFINED
MANITOWOC INC COM 56357110 22,676 639,495 SH DEFINED
LOCKHEED MARTIN CORP 1,2,5,6,7,8,9,10,12,13,14 85,159,703
LODGENET ENTMT CORP 1,2 160,770
LOEWS CORP 1,2,5,6,7,9,10,13 4,570,961
LOEWS CORP 1,2,5 442,064
LONE STAR STEAKHOUSE 1,2 307,782
LONE STAR TECHNOLOGI 1,2 444,708
LONGS DRUG STORES CO 1,2,5,6 465,051
LONGVIEW FIBRE CO 1,2,5,9 964,223
LOOKSMART LTD 1,2 1,249,399
LORUS THERAPEUTICS I 1 17,700
LOUDEYE CORP 1 22,700
LOUISIANA PAC CORP 1,2,5,6,9,10,12,14 6,411,811
LOWES COS INC 1,2,5,6,7,8,9,10,12,13,14 62,167,226
LSB INDS INC 1 20,248
LSI INDS INC 1,2 288,759
LSI LOGIC CORP 1,2,5,6,7,8,9,10,12,13,14 11,334,884
LTC PPTYS INC 1,2,5 477,712
LTX CORP 1,2,5,9 1,123,219
LUBRIZOL CORP 1,2,5,9 1,311,805
LUBYS INC 1,2 31,221
LUCENT TECHNOLOGIES 1,2,5,6,7,8,9,10,12,13,14 122,047,442
LUFKIN INDS INC 1,2 94,877
LUMINENT MTG CAP INC 1,2 538,689
LUMINEX CORP DEL 1,2,5 355,720
LUXOTTICA GROUP S P 1,2 457,067
LYDALL INC DEL 1 16,356
LYON WILLIAM HOMES 1,2 64,259
LYONDELL CHEMICAL CO 1,2,5,9 1,872,275
M & F WORLDWIDE CORP 1,2 138,567
M & T BK CORP 1,2,5,6,7,8,9,10,12,13,14 2,764,912
M D C HLDGS INC 1,2,5,9 227,376
M/I HOMES INC 1,2 188,636
MACATAWA BK CORP 1,2 121,744
MACDERMID INC 1,2,5 454,809
MACERICH CO 1,2,3,5 906,779
MAC-GRAY CORP 1 10,600
MACK CALI RLTY CORP 1,2,3,5,9 1,180,326
MACROCHEM CORP DEL 1 10,400
MACROMEDIA INC 1,2,5,9 945,530
MACRONIX INTL LTD 1 16,729
MACROVISION CORP 1,2,5,9 912,973
MADDEN STEVEN LTD 1,2,5 279,723
MAF BANCORP INC 1,2,5 419,455
MAGELLAN HEALTH SVCS 1,2 390,391
MAGELLAN MIDSTREAM P 1,2,5 22,330
MAGMA DESIGN AUTOMAT 1,2 403,746
MAGNA ENTMT CORP 1,2 552,824
MAGNA INTL INC 1 32,194
MAGNETEK INC 1,2 277,147
MAGNUM HUNTER RES IN 1,2,5 1,093,111
MAGUIRE PPTYS INC 1,2,3,5 779,643
MAGYAR TAVKOZLESI RT 1 9,853
MAIN STR BKS INC NEW 1,2,5 201,298
MAINSOURCE FINANCIAL 1,2 169,374
MAIR HOLDINGS INC 1 17,061
MANAGEMENT NETWORK G 1 1,530,480
MANDALAY RESORT GROU 1,2,5,7,9 880,210
MANHATTAN ASSOCS INC 1,2,5 568,561
MANITOWOC INC 1,2,5 639,495
MANNATECH INC COM 56377110 2,181 155,564 SH DEFINED
MANNING GREG AUCTION COM 56382310 691 61,768 SH DEFINED
MANOR CARE INC NEW COM 56405510 74,654 2,491,775 SH DEFINED
MANPOWER INC COM 56418H10 75,313 1,692,814 SH DEFINED
MANTECH INTL CORP CL A 56456310 4,175 223,012 SH DEFINED
MANUFACTURED HOME CM COM 56468210 14,625 439,989 SH DEFINED
MANUGISTICS GROUP IN COM 56501110 2,195 922,443 SH DEFINED
MANULIFE FINL CORP COM 56501R10 11,222 256,276 SH DEFINED
MAPICS INC COM 56491010 3,061 338,249 SH DEFINED
MAPINFO CORP COM 56510510 3,018 279,407 SH DEFINED
MARATHON OIL CORP COM 56584910 523,289 12,676,564 SH DEFINED
MARCHEX INC CL B 56624R10 295 23,711 SH DEFINED
MARCUS CORP COM 56633010 6,620 340,007 SH DEFINED
MARINE PRODS CORP COM 56842710 2,744 152,418 SH DEFINED
MARINEMAX INC COM 56790810 3,334 148,043 SH DEFINED
MARKEL CORP COM 57053510 24,283 78,738 SH DEFINED
MARKETWATCH INC COM 57061910 1,335 106,912 SH DEFINED
MARLIN BUSINESS SVCS COM 57115710 1,112 59,270 SH DEFINED
MARRIOTT INTL INC NE CL A 57190320 373,471 7,187,660 SH DEFINED
MARSH & MCLENNAN COS COM 57174810 1,852,487 40,482,679 SH DEFINED
MARSHALL & ILSLEY CO COM 57183410 230,177 5,711,590 SH DEFINED
MARSHALL EDWARDS INC COM 57232230 375 42,221 SH DEFINED
MARTEK BIOSCIENCES C COM 57290110 13,375 274,980 SH DEFINED
MARTEN TRANS LTD COM 57307510 1,855 106,189 SH DEFINED
MARTHA STEWART LIVIN CL A 57308310 2,778 176,952 SH DEFINED
MARTIN MARIETTA MATL COM 57328410 55,315 1,221,880 SH DEFINED
MARVEL ENTERPRISES I COM 57383M10 11,232 771,426 SH DEFINED
MARVELL TECHNOLOGY G ORD G5876H10 20,618 789,073 SH DEFINED
MASCO CORP COM 57459910 443,515 12,844,328 SH DEFINED
MASSEY ENERGY CORP COM 57620610 24,634 851,496 SH DEFINED
MASTEC INC COM 57632310 1,783 339,647 SH DEFINED
MATERIAL SCIENCES CO COM 57667410 264 19,558 SH DEFINED
MATRIA HEALTHCARE IN COM NEW 57681720 4,256 150,351 SH DEFINED
MATRITECH INC COM 57681810 52 44,300 SH DEFINED
MATRIX SVC CO COM 57685310 1,415 276,405 SH DEFINED
MATRIXONE INC COM 57685P30 3,800 750,938 SH DEFINED
MATSUSHITA ELEC INDL ADR 57687920 1,513 112,716 SH DEFINED
MATTEL INC COM 57708110 213,406 11,770,891 SH DEFINED
MATTHEWS INTL CORP CL A 57712810 21,148 624,202 SH DEFINED
MATTSON TECHNOLOGY I COM 57722310 4,002 520,369 SH DEFINED
MAUI LD & PINEAPPLE COM 57734510 1,419 44,837 SH DEFINED
MAVERICK TUBE CORP COM 57791410 24,157 784,061 SH DEFINED
MAXIM INTEGRATED PRO COM 57772K10 376,746 8,908,636 SH DEFINED
MAXIM PHARMACEUTICAL COM 57772M10 965 361,391 SH DEFINED
MAXIMUS INC COM 57793310 8,187 284,168 SH DEFINED
MAXTOR CORP COM NEW 57772920 11,791 2,267,567 SH DEFINED
MAXWELL TECHNOLOGIES COM 57776710 1,454 141,062 SH DEFINED
MAXYGEN INC COM 57777610 4,176 422,280 SH DEFINED
MAY DEPT STORES CO COM 57777810 232,735 9,080,551 SH DEFINED
MAYTAG CORP COM 57859210 38,952 2,120,406 SH DEFINED
MB FINANCIAL INC NEW COM 55264U10 13,483 340,136 SH DEFINED
MBIA INC COM 55262C10 250,563 4,304,458 SH DEFINED
MBNA CORP COM 55262L10 952,747 37,807,422 SH DEFINED
MBT FINL CORP COM 57887710 3,936 200,517 SH DEFINED
MCAFEE INC COM 57906410 105,353 5,241,433 SH DEFINED
MCCLATCHY CO CL A 57948910 13,650 192,713 SH DEFINED
MCCORMICK & CO INC COM NON VT 57978020 127,804 3,721,724 SH DEFINED
MCDATA CORP CL B 58003110 64 13,638 SH DEFINED
MCDATA CORP CL A 58003120 10,831 2,153,193 SH DEFINED
MANNATECH INC 1,2 155,564
MANNING GREG AUCTION 1,2 61,768
MANOR CARE INC NEW 1,2,5,6,9,10 2,491,775
MANPOWER INC 1,2,5,7,8,9,10,12,13,14 1,692,814
MANTECH INTL CORP 1,2 223,012
MANUFACTURED HOME CM 1,2,3,5 439,989
MANUGISTICS GROUP IN 1,2,5 922,443
MANULIFE FINL CORP 1,5,7,13 256,276
MAPICS INC 1,2 338,249
MAPINFO CORP 1,2,5 279,407
MARATHON OIL CORP 1,2,5,6,7,8,9,10,12,13,14 12,676,564
MARCHEX INC 1,2 23,711
MARCUS CORP 1,2 340,007
MARINE PRODS CORP 1,2 152,418
MARINEMAX INC 1,2 148,043
MARKEL CORP 1,2,5 78,738
MARKETWATCH INC 1,2 106,912
MARLIN BUSINESS SVCS 1,2 59,270
MARRIOTT INTL INC NE 1,2,5,6,7,8,9,10,12,13,14 7,187,660
MARSH & MCLENNAN COS 1,2,5,6,7,8,9,10,12,13,14 40,482,679
MARSHALL & ILSLEY CO 1,2,5,6,7,8,9,10,12,13,14 5,711,590
MARSHALL EDWARDS INC 1,2 42,221
MARTEK BIOSCIENCES C 1,2,5 274,980
MARTEN TRANS LTD 1,2 106,189
MARTHA STEWART LIVIN 1,2 176,952
MARTIN MARIETTA MATL 1,2,5,9 1,221,880
MARVEL ENTERPRISES I 1,2,5 771,426
MARVELL TECHNOLOGY G 1,5,7,8,9,10,12,13,14 789,073
MASCO CORP 1,2,5,6,7,8,9,10,12,13,14 12,844,328
MASSEY ENERGY CORP 1,2,5 851,496
MASTEC INC 1,2,5 339,647
MATERIAL SCIENCES CO 1,2 19,558
MATRIA HEALTHCARE IN 1,2,5 150,351
MATRITECH INC 5 44,300
MATRIX SVC CO 1,2 276,405
MATRIXONE INC 1,2,5 750,938
MATSUSHITA ELEC INDL 1 112,716
MATTEL INC 1,2,5,6,7,8,9,10,12,13,14 11,770,891
MATTHEWS INTL CORP 1,2,5 624,202
MATTSON TECHNOLOGY I 1,2 520,369
MAUI LD & PINEAPPLE 1,2 44,837
MAVERICK TUBE CORP 1,2,5,7 784,061
MAXIM INTEGRATED PRO 1,2,5,6,7,8,9,10,12,13,14 8,908,636
MAXIM PHARMACEUTICAL 1,2,5 361,391
MAXIMUS INC 1,2,5 284,168
MAXTOR CORP 1,2,5 2,267,567
MAXWELL TECHNOLOGIES 1,2 141,062
MAXYGEN INC 1,2 422,280
MAY DEPT STORES CO 1,2,5,6,7,8,9,10,12,13,14 9,080,551
MAYTAG CORP 1,2,5,6,7,8,9,10,12,13,14 2,120,406
MB FINANCIAL INC NEW 1,2 340,136
MBIA INC 1,2,5,6,7,8,9,10,12,13,14 4,304,458
MBNA CORP 1,2,5,6,7,8,9,10,12,13,14 37,807,422
MBT FINL CORP 1,2 200,517
MCAFEE INC 1,2,5,9,10,12,14 5,241,433
MCCLATCHY CO 1,2,5 192,713
MCCORMICK & CO INC 1,2,5,6,7,8,9,10,12,13,14 3,721,724
MCDATA CORP 1,2 13,638
MCDATA CORP 1,2,5,9 2,153,193
MCDERMOTT INTL INC COM 58003710 685 58,063 SH DEFINED
MCDONALDS CORP COM 58013510 1,348,740 48,117,731 SH DEFINED
MCG CAPITAL CORP COM 58047P10 8,062 464,378 SH DEFINED
MCGRATH RENTCORP COM 58058910 5,031 137,645 SH DEFINED
MCGRAW HILL COS INC COM 58064510 483,724 6,070,076 SH DEFINED
MCI INC COM 55269110 4,506 269,027 SH DEFINED
MCKESSON CORP COM 58155Q10 204,729 7,981,620 SH DEFINED
MCLEODUSA INC CL A 58226670 15 34,809 SH DEFINED
MCMORAN EXPLORATION COM 58241110 2,274 174,516 SH DEFINED
MDU RES GROUP INC COM 55269010 37,633 1,429,282 SH DEFINED
MEADOWBROOK INS GROU COM 58319P10 78 15,953 SH DEFINED
MEADWESTVACO CORP COM 58333410 191,985 6,018,346 SH DEFINED
MEASUREMENT SPECIALT COM 58342110 3,483 140,147 SH DEFINED
MECHANICAL TECHNOLOG COM 58353810 117 29,218 SH DEFINED
MEDALLION FINL CORP COM 58392810 180 19,850 SH DEFINED
MEDAREX INC COM 58391610 8,975 1,216,120 SH DEFINED
MEDCATH CORP COM 58404W10 1,332 84,218 SH DEFINED
MEDCO HEALTH SOLUTIO COM 58405U10 232,368 7,519,984 SH DEFINED
MEDIA GEN INC CL A 58440410 17,561 313,871 SH DEFINED
MEDIACOM COMMUNICATI CL A 58446K10 6,089 932,396 SH DEFINED
MEDICAL ACTION INDS COM 58449L10 1,784 107,274 SH DEFINED
MEDICAL STAFFING NET COM 58463F10 1,526 248,540 SH DEFINED
MEDICINES CO COM 58468810 21,874 906,120 SH DEFINED
MEDICIS PHARMACEUTIC CL A NEW 58469030 24,897 637,723 SH DEFINED
MEDICORE INC COM 58493110 77 25,300 SH DEFINED
MEDIMMUNE INC COM 58469910 201,919 8,519,805 SH DEFINED
MEDIS TECHNOLOGIES L COM 58500P10 2,069 184,057 SH DEFINED
MEDTRONIC INC COM 58505510 1,973,839 38,031,583 SH DEFINED
MELLON FINL CORP COM 58551A10 333,524 12,044,909 SH DEFINED
MEMBERWORKS INC COM 58600210 4,115 156,838 SH DEFINED
MEMC ELECTR MATLS IN COM 55271510 31,305 3,691,595 SH DEFINED
MENS WEARHOUSE INC COM 58711810 15,999 550,728 SH DEFINED
MENTOR CORP MINN COM 58718810 24,334 722,510 SH DEFINED
MENTOR GRAPHICS CORP COM 58720010 14,450 1,317,854 SH DEFINED
MERCANTILE BANK CORP COM 58737610 3,438 98,679 SH DEFINED
MERCANTILE BANKSHARE COM 58740510 66,353 1,383,505 SH DEFINED
MERCHANTS BANCSHARES COM 58844810 676 23,522 SH DEFINED
MERCK & CO INC COM 58933110 2,570,959 77,907,836 SH DEFINED
MERCURY COMPUTER SYS COM 58937810 11,550 430,950 SH DEFINED
MERCURY GENL CORP NE COM 58940010 38,010 718,664 SH DEFINED
MERCURY INTERACTIVE COM 58940510 91,246 2,616,012 SH DEFINED
MEREDITH CORP COM 58943310 57,982 1,128,493 SH DEFINED
MERGE TECHNOLOGIES I COM 58998110 2,232 129,290 SH DEFINED
MERIDIAN BIOSCIENCE COM 58958410 2,615 196,337 SH DEFINED
MERIDIAN GOLD INC COM 58997510 2,229 133,315 SH DEFINED
MERIDIAN RESOURCE CO COM 58977Q10 6,847 775,379 SH DEFINED
MERISTAR HOSPITALITY COM 58984Y10 10,128 1,858,414 SH DEFINED
MERIT MED SYS INC COM 58988910 7,879 521,443 SH DEFINED
MERITAGE HOMES CORP COM 59001A10 12,062 153,462 SH DEFINED
MERIX CORP COM 59004910 2,337 225,535 SH DEFINED
MERRILL LYNCH & CO I COM 59018810 4,611,178 92,742,927 SH DEFINED
MESA AIR GROUP INC COM 59047910 2,381 466,768 SH DEFINED
META GROUP INC COM 59100210 289 60,948 SH DEFINED
METAL MGMT INC COM NEW 59109720 6,771 372,462 SH DEFINED
METALS USA INC COM NEW 59132420 4,777 269,255 SH DEFINED
METASOLV INC COM 59139P10 91 35,579 SH DEFINED
METHANEX CORP COM 59151K10 200 13,280 SH DEFINED
METHODE ELECTRS INC COM 59152020 8,802 688,194 SH DEFINED
METLIFE INC COM 59156R10 808,632 20,921,902 SH DEFINED
MCDERMOTT INTL INC 1,5 58,063
MCDONALDS CORP 1,2,5,6,7,8,9,10,12,13,14 48,117,731
MCG CAPITAL CORP 1,2 464,378
MCGRATH RENTCORP 1,2 137,645
MCGRAW HILL COS INC 1,2,5,6,7,8,9,10,12,13,14 6,070,076
MCI INC 1,2 269,027
MCKESSON CORP 1,2,5,6,7,8,9,10,12,13,14 7,981,620
MCLEODUSA INC 1,5 34,809
MCMORAN EXPLORATION 1,2 174,516
MDU RES GROUP INC 1,2,5,9 1,429,282
MEADOWBROOK INS GROU 1 15,953
MEADWESTVACO CORP 1,2,5,6,7,8,9,10,12,13,14 6,018,346
MEASUREMENT SPECIALT 1,2 140,147
MECHANICAL TECHNOLOG 1 29,218
MEDALLION FINL CORP 1,2 19,850
MEDAREX INC 1,2,5 1,216,120
MEDCATH CORP 1,2 84,218
MEDCO HEALTH SOLUTIO 1,2,5,6,7,8,9,10,12,13,14 7,519,984
MEDIA GEN INC 1,2,5,6,9 313,871
MEDIACOM COMMUNICATI 1,2,5 932,396
MEDICAL ACTION INDS 1,2 107,274
MEDICAL STAFFING NET 1,2 248,540
MEDICINES CO 1,2,5 906,120
MEDICIS PHARMACEUTIC 1,2,5 637,723
MEDICORE INC 1 25,300
MEDIMMUNE INC 1,2,5,6,7,8,9,10,12,13,14 8,519,805
MEDIS TECHNOLOGIES L 1,2 184,057
MEDTRONIC INC 1,2,5,6,7,8,9,10,12,13,14 38,031,583
MELLON FINL CORP 1,2,5,6,7,8,9,10,12,13,14 12,044,909
MEMBERWORKS INC 1,2 156,838
MEMC ELECTR MATLS IN 1,2,5 3,691,595
MENS WEARHOUSE INC 1,2,5 550,728
MENTOR CORP MINN 1,2,5 722,510
MENTOR GRAPHICS CORP 1,2,5,8,9,13 1,317,854
MERCANTILE BANK CORP 1,2,5 98,679
MERCANTILE BANKSHARE 1,2,5,7,8,9,10,12,13,14 1,383,505
MERCHANTS BANCSHARES 1 23,522
MERCK & CO INC 1,2,5,6,7,8,9,10,12,13,14 77,907,836
MERCURY COMPUTER SYS 1,2,5 430,950
MERCURY GENL CORP NE 1,2,5 718,664
MERCURY INTERACTIVE 1,2,5,6,7,8,9,10,12,13,14 2,616,012
MEREDITH CORP 1,2,5,6,9,10 1,128,493
MERGE TECHNOLOGIES I 1,2 129,290
MERIDIAN BIOSCIENCE 1 196,337
MERIDIAN GOLD INC 1,2 133,315
MERIDIAN RESOURCE CO 1,2,5 775,379
MERISTAR HOSPITALITY 1,2,3,5 1,858,414
MERIT MED SYS INC 1,2 521,443
MERITAGE HOMES CORP 1,2,5 153,462
MERIX CORP 1,2 225,535
MERRILL LYNCH & CO I 1,2,5,6,7,8,9,10,12,13,14 92,742,927
MESA AIR GROUP INC 1,2 466,768
META GROUP INC 1 60,948
METAL MGMT INC 1,2 372,462
METALS USA INC 1,2 269,255
METASOLV INC 1 35,579
METHANEX CORP 1,9 13,280
METHODE ELECTRS INC 1,2 688,194
METLIFE INC 1,2,5,6,7,8,9,10,12,13,14 20,921,902
METRIS COS INC COM 59159810 6,031 616,661 SH DEFINED
METRO GOLDWYN MAYER COM 59161010 7,292 630,275 SH DEFINED
METRO ONE TELECOMMUN COM 59163F10 59 37,034 SH DEFINED
METROCALL HLDGS INC COM 59164X10 4,753 73,296 SH DEFINED
METROLOGIC INSTRS IN COM 59167610 2,074 130,867 SH DEFINED
METTLER TOLEDO INTER COM 59268810 21,267 450,377 SH DEFINED
MFA MTG INVTS INC COM 55272X10 10,176 1,104,867 SH DEFINED
MGE ENERGY INC COM 55277P10 9,330 293,217 SH DEFINED
MGI PHARMA INC COM 55288010 20,987 786,337 SH DEFINED
MGIC INVT CORP WIS COM 55284810 228,102 3,427,531 SH DEFINED
MGM MIRAGE COM 55295310 33,354 671,784 SH DEFINED
MGP INGREDIENTS INC COM 55302G10 767 77,307 SH DEFINED
MICHAELS STORES INC COM 59408710 88,029 1,486,722 SH DEFINED
MICREL INC COM 59479310 15,017 1,442,524 SH DEFINED
MICRO THERAPEUTICS I COM 59500W10 544 127,968 SH DEFINED
MICROCHIP TECHNOLOGY COM 59501710 118,628 4,419,839 SH DEFINED
MICROMUSE INC COM 59509410 4,147 1,126,896 SH DEFINED
MICRON TECHNOLOGY IN COM 59511210 193,904 16,118,332 SH DEFINED
MICROS SYS INC COM 59490110 16,025 320,053 SH DEFINED
MICROSEMI CORP COM 59513710 14,876 1,055,045 SH DEFINED
MICROSOFT CORP COM 59491810 8,844,919 319,888,577 SH DEFINED
MICROSTRATEGY INC CL A NEW 59497240 11,162 271,651 SH DEFINED
MICROTEK MEDICAL HLD COM 59515B10 1,753 546,209 SH DEFINED
MICROTUNE INC DEL COM 59514P10 2,743 519,512 SH DEFINED
MICROVISION INC WASH COM 59496010 1,384 233,859 SH DEFINED
MID-AMER APT CMNTYS COM 59522J10 17,277 443,561 SH DEFINED
MIDAS GROUP INC COM 59562610 6,271 387,105 SH DEFINED
MIDDLEBY CORP COM 59627810 3,359 63,792 SH DEFINED
MIDDLESEX WATER CO COM 59668010 2,994 167,100 SH DEFINED
MIDLAND CO COM 59748610 3,501 128,017 SH DEFINED
MID-STATE BANCSHARES COM 59544010 9,084 353,060 SH DEFINED
MIDWAY GAMES INC COM 59814810 5,671 571,675 SH DEFINED
MIDWEST AIR GROUP IN COM 59791110 39 13,089 SH DEFINED
MIDWEST BANC HOLDING COM 59825110 3,194 166,170 SH DEFINED
MILACRON INC COM 59870910 1,832 587,139 SH DEFINED
MILLENNIUM CHEMICALS COM 59990310 20,505 966,784 SH DEFINED
MILLENNIUM PHARMACEU COM 59990210 66,900 4,893,918 SH DEFINED
MILLER HERMAN INC COM 60054410 23,930 970,808 SH DEFINED
MILLICOM INTL CELLUL SHS NEW L6388F11 627 34,437 SH DEFINED
MILLIPORE CORP COM 60107310 59,986 1,253,633 SH DEFINED
MILLS CORP COM 60114810 54,171 1,044,360 SH DEFINED
MIM CORP COM 55304410 150 26,110 SH DEFINED
MINDSPEED TECHNOLOGI COM 60268210 3,137 1,568,309 SH DEFINED
MINE SAFETY APPLIANC COM 60272010 12,436 305,413 SH DEFINED
MINERALS TECHNOLOGIE COM 60315810 65,721 1,116,559 SH DEFINED
MIPS TECHNOLOGIES IN COM 60456710 2,924 512,898 SH DEFINED
MISSION RESOURCES CO COM 60510910 3,096 492,170 SH DEFINED
MISSION WEST PPTYS I COM 60520310 3,060 295,650 SH DEFINED
MITCHELLS & BUTLERS SPONS ADR 60668M20 112 22,208 SH DEFINED
MITSUBISHI TOKYO FIN SPONSORED 60681610 7,929 950,696 SH DEFINED
MITSUI & CO LTD ADR 60682720 331 1,968 SH DEFINED
MKS INSTRUMENT INC COM 55306N10 7,290 475,866 SH DEFINED
MMO2 PLC ADR 55309W10 562 31,658 SH DEFINED
MOBILE MINI INC COM 60740F10 5,352 215,820 SH DEFINED
MOBILE TELESYSTEMS O SPONSORED 60740910 3,710 25,585 SH DEFINED
MOBILITY ELECTRONICS COM 60741U10 2,509 304,447 SH DEFINED
MOBIUS MGMT SYSTEMS COM 60692510 114 12,640 SH DEFINED
MOCON INC COM 60749410 288 35,100 SH DEFINED
MODEM MEDIA INC CL A 60753310 191 35,700 SH DEFINED
METRIS COS INC 1,2,5 616,661
METRO GOLDWYN MAYER 1,2,5 630,275
METRO ONE TELECOMMUN 1,5 37,034
METROCALL HLDGS INC 1,2 73,296
METROLOGIC INSTRS IN 1,2 130,867
METTLER TOLEDO INTER 1,2,5 450,377
MFA MTG INVTS INC 1,2 1,104,867
MGE ENERGY INC 1,2 293,217
MGI PHARMA INC 1,2,5 786,337
MGIC INVT CORP WIS 1,2,5,6,7,8,9,10,12,13,14 3,427,531
MGM MIRAGE 1,2,5 671,784
MGP INGREDIENTS INC 1,2 77,307
MICHAELS STORES INC 1,2,5,9 1,486,722
MICREL INC 1,2,5,9 1,442,524
MICRO THERAPEUTICS I 1,2 127,968
MICROCHIP TECHNOLOGY 1,2,5,7,8,9,10,12,13,14 4,419,839
MICROMUSE INC 1,2,5 1,126,896
MICRON TECHNOLOGY IN 1,2,5,6,7,8,9,10,12,13,14 16,118,332
MICROS SYS INC 1,2 320,053
MICROSEMI CORP 1,2,5 1,055,045
MICROSOFT CORP 1,2,5,6,7,8,9,10,12,13,14 319,888,577
MICROSTRATEGY INC 1,2,5 271,651
MICROTEK MEDICAL HLD 1,2,5 546,209
MICROTUNE INC DEL 1,2 519,512
MICROVISION INC WASH 1 233,859
MID-AMER APT CMNTYS 1,2,3 443,561
MIDAS GROUP INC 1,2 387,105
MIDDLEBY CORP 1,2 63,792
MIDDLESEX WATER CO 1,2,5 167,100
MIDLAND CO 1,2 128,017
MID-STATE BANCSHARES 1,2 353,060
MIDWAY GAMES INC 1,2 571,675
MIDWEST AIR GROUP IN 1 13,089
MIDWEST BANC HOLDING 1,2 166,170
MILACRON INC 1,2,5,6 587,139
MILLENNIUM CHEMICALS 1,2 966,784
MILLENNIUM PHARMACEU 1,2,5,7,8,9,10,12,13,14 4,893,918
MILLER HERMAN INC 1,2,5,6,9,13 970,808
MILLICOM INTL CELLUL 1,5 34,437
MILLIPORE CORP 1,2,5,6,7,9,10 1,253,633
MILLS CORP 1,2,3,5 1,044,360
MIM CORP 1 26,110
MINDSPEED TECHNOLOGI 1,2,5 1,568,309
MINE SAFETY APPLIANC 1,2 305,413
MINERALS TECHNOLOGIE 1,2,5,9 1,116,559
MIPS TECHNOLOGIES IN 1,2 512,898
MISSION RESOURCES CO 1,2 492,170
MISSION WEST PPTYS I 1,2,5 295,650
MITCHELLS & BUTLERS 1 22,208
MITSUBISHI TOKYO FIN 1 950,696
MITSUI & CO LTD 1 1,968
MKS INSTRUMENT INC 1,2,5 475,866
MMO2 PLC 1 31,658
MOBILE MINI INC 1,2,5 215,820
MOBILE TELESYSTEMS O 1,2,7 25,585
MOBILITY ELECTRONICS 1,2 304,447
MOBIUS MGMT SYSTEMS 1 12,640
MOCON INC 1 35,100
MODEM MEDIA INC 1 35,700
MODINE MFG CO COM 60782810 15,796 524,614 SH DEFINED
MODTECH HLDGS INC COM 60783C10 86 11,367 SH DEFINED
MOHAWK INDS INC COM 60819010 77,427 975,275 SH DEFINED
MOLDFLOW CORP COM 60850710 1,950 162,500 SH DEFINED
MOLECULAR DEVICES CO COM 60851C10 8,237 349,474 SH DEFINED
MOLEX INC COM 60855410 134,107 4,497,231 SH DEFINED
MOLEX INC CL A 60855420 1,865 70,856 SH DEFINED
MOLINA HEALTHCARE IN COM 60855R10 4,833 136,143 SH DEFINED
MOMENTA PHARMACEUTIC COM 60877T10 144 17,500 SH DEFINED
MONACO COACH CORP COM 60886R10 14,548 671,954 SH DEFINED
MONARCH CASINO & RES COM 60902710 433 22,700 SH DEFINED
MONDAVI ROBERT CORP CL A 60920010 6,285 160,466 SH DEFINED
MONEYGRAM INTL INC COM 60935Y10 20,420 1,195,530 SH DEFINED
MONOLITHIC SYS TECHN COM 60984210 1,574 362,596 SH DEFINED
MONRO MUFFLER BRAKE COM 61023610 4,804 219,872 SH DEFINED
MONSANTO CO NEW COM 61166W10 276,191 7,583,502 SH DEFINED
MONSTER WORLDWIDE IN COM 61174210 66,810 2,711,452 SH DEFINED
MONTPELIER RE HOLDIN SHS G6218510 302 8,234 SH DEFINED
MOODYS CORP COM 61536910 320,272 4,372,311 SH DEFINED
MOOG INC CL A 61539420 13,951 384,334 SH DEFINED
MORGAN STANLEY COM NEW 61744644 4,034,352 81,832,705 SH DEFINED
MORGAN STANLEY INDIA COM 61745C10 2,195 96,329 SH DEFINED
MORTGAGEIT HLDGS INC COM 61915Q10 315 21,800 SH DEFINED
MOTOROLA INC COM 62007610 1,279,476 70,924,370 SH DEFINED
MOVADO GROUP INC COM 62458010 4,561 268,315 SH DEFINED
MOVIE GALLERY INC COM 62458110 7,628 435,162 SH DEFINED
MPS GROUP INC COM 55340910 16,956 2,016,170 SH DEFINED
MRO SOFTWARE INC COM 55347W10 4,948 494,815 SH DEFINED
MRV COMMUNICATIONS I COM 55347710 4,181 1,672,294 SH DEFINED
MSC INDL DIRECT INC CL A 55353010 10,463 307,027 SH DEFINED
MSC SOFTWARE CORP COM 55353110 3,110 386,858 SH DEFINED
MTC TECHNOLOGIES INC COM 55377A10 2,712 98,151 SH DEFINED
MTR GAMING GROUP INC COM 55376910 3,262 350,025 SH DEFINED
MTS SYS CORP COM 55377710 9,703 456,622 SH DEFINED
MUELLER INDS INC COM 62475610 22,790 530,616 SH DEFINED
MULTIMEDIA GAMES INC COM 62545310 5,875 379,006 SH DEFINED
MUNICIPAL MTG & EQUI GROWTH SHS 62624B10 584 23,158 SH DEFINED
MURPHY OIL CORP COM 62671710 102,141 1,177,146 SH DEFINED
MYERS INDS INC COM 62846410 4,105 374,904 SH DEFINED
MYKROLIS CORP COM 62852P10 6,121 607,862 SH DEFINED
MYLAN LABS INC COM 62853010 122,019 6,778,809 SH DEFINED
MYOGEN INC COM 62856E10 623 76,876 SH DEFINED
MYRIAD GENETICS INC COM 62855J10 8,955 523,687 SH DEFINED
NABI BIOPHARMACEUTIC COM 62951910 12,877 962,418 SH DEFINED
NABORS INDUSTRIES LT SHS G6359F10 163,596 3,455,030 SH DEFINED
NACCO INDS INC CL A 62957910 8,961 104,011 SH DEFINED
NANOGEN INC COM 63007510 1,497 390,872 SH DEFINED
NANOPHASE TCHNOLOGIE COM 63007910 65 12,700 SH DEFINED
NAPCO SEC SYS INC COM 63040210 699 78,000 SH DEFINED
NARA BANCORP INC COM 63080P10 5,535 274,713 SH DEFINED
NASB FINL INC COM 62896810 2,117 53,708 SH DEFINED
NASH FINCH CO COM 63115810 9,223 293,261 SH DEFINED
NASSDA CORP COM 63172M10 99 27,800 SH DEFINED
NATCO GROUP INC CL A 63227W20 188 21,700 SH DEFINED
NATIONAL AUSTRALIA B SPONSORED 63252540 1,016 10,369 SH DEFINED
NATIONAL BEVERAGE CO COM 63501710 1,440 178,209 SH DEFINED
NATIONAL BK GREECE S SPONSORED 63364340 348 74,425 SH DEFINED
NATIONAL CITY CORP COM 63540510 766,563 19,848,861 SH DEFINED
NATIONAL COMMERCE FI COM 63545P10 103,963 3,038,966 SH DEFINED
MODINE MFG CO 1,2,5,6,9 524,614
MODTECH HLDGS INC 1 11,367
MOHAWK INDS INC 1,2,5,7,8,9,10,12,13,14 975,275
MOLDFLOW CORP 1 162,500
MOLECULAR DEVICES CO 1,2 349,474
MOLEX INC 1,2,5,6,7,9,10,13 4,497,231
MOLEX INC 1,5,7 70,856
MOLINA HEALTHCARE IN 1,2 136,143
MOMENTA PHARMACEUTIC 1 17,500
MONACO COACH CORP 1,2 671,954
MONARCH CASINO & RES 1 22,700
MONDAVI ROBERT CORP 1,2 160,466
MONEYGRAM INTL INC 1,2,5,7,9 1,195,530
MONOLITHIC SYS TECHN 1,2 362,596
MONRO MUFFLER BRAKE 1,2,5 219,872
MONSANTO CO NEW 1,2,5,6,7,8,9,10,12,13,14 7,583,502
MONSTER WORLDWIDE IN 1,2,5,6,9,10 2,711,452
MONTPELIER RE HOLDIN 1,5 8,234
MOODYS CORP 1,2,5,6,7,8,9,10,12,13,14 4,372,311
MOOG INC 1,2 384,334
MORGAN STANLEY 1,2,5,6,7,8,9,10,12,13,14 81,832,705
MORGAN STANLEY INDIA 7 96,329
MORTGAGEIT HLDGS INC 1 21,800
MOTOROLA INC 1,2,5,6,7,8,9,10,12,13,14 70,924,370
MOVADO GROUP INC 1,2 268,315
MOVIE GALLERY INC 1,2 435,162
MPS GROUP INC 1,2,5,9 2,016,170
MRO SOFTWARE INC 1,2,5 494,815
MRV COMMUNICATIONS I 1,2,5 1,672,294
MSC INDL DIRECT INC 1,2,5 307,027
MSC SOFTWARE CORP 1,2,5 386,858
MTC TECHNOLOGIES INC 1,2 98,151
MTR GAMING GROUP INC 1,2,5 350,025
MTS SYS CORP 1,2 456,622
MUELLER INDS INC 1,2,5 530,616
MULTIMEDIA GAMES INC 1,2,5 379,006
MUNICIPAL MTG & EQUI 1,5 23,158
MURPHY OIL CORP 1,2,5,9 1,177,146
MYERS INDS INC 1,2 374,904
MYKROLIS CORP 1,2,5 607,862
MYLAN LABS INC 1,2,5,6,7,9,10 6,778,809
MYOGEN INC 1,2 76,876
MYRIAD GENETICS INC 1,2,5 523,687
NABI BIOPHARMACEUTIC 1,2,5 962,418
NABORS INDUSTRIES LT 1,2,5,6,7,8,9,10,12,13,14 3,455,030
NACCO INDS INC 1,2 104,011
NANOGEN INC 1,2 390,872
NANOPHASE TCHNOLOGIE 1 12,700
NAPCO SEC SYS INC 1,2 78,000
NARA BANCORP INC 1,2,5 274,713
NASB FINL INC 1,2 53,708
NASH FINCH CO 1,2 293,261
NASSDA CORP 1 27,800
NATCO GROUP INC 1,2 21,700
NATIONAL AUSTRALIA B 1 10,369
NATIONAL BEVERAGE CO 1,2 178,209
NATIONAL BK GREECE S 1 74,425
NATIONAL CITY CORP 1,2,5,6,7,8,9,10,12,13,14 19,848,861
NATIONAL COMMERCE FI 1,2,5,7,8,9,10,12,13,14 3,038,966
NATIONAL FINL PARTNE COM 63607P20 16,823 470,173 SH DEFINED
NATIONAL FUEL GAS CO COM 63618010 36,741 1,296,879 SH DEFINED
NATIONAL GRID TRANSC SPONSORED 63627410 657 15,343 SH DEFINED
NATIONAL HEALTH INVS COM 63633D10 12,052 423,760 SH DEFINED
NATIONAL HEALTH REAL COM 63590510 290 15,200 SH DEFINED
NATIONAL HEALTHCARE COM 63590610 3,070 107,703 SH DEFINED
NATIONAL INSTRS CORP COM 63651810 25,003 826,007 SH DEFINED
NATIONAL PENN BANCSH COM 63713810 11,911 372,567 SH DEFINED
NATIONAL PRESTO INDS COM 63721510 3,488 83,400 SH DEFINED
NATIONAL PROCESSING COM 63722910 3,227 121,690 SH DEFINED
NATIONAL SEMICONDUCT COM 63764010 173,149 11,178,119 SH DEFINED
NATIONAL WESTN LIFE CL A 63852210 5,531 33,953 SH DEFINED
NATIONAL-OILWELL INC COM 63707110 36,482 1,110,234 SH DEFINED
NATIONWIDE FINL SVCS CL A 63861210 40,536 1,154,548 SH DEFINED
NATIONWIDE HEALTH PP COM 63862010 21,307 1,026,861 SH DEFINED
NATURAL ALTERNATIVES COM NEW 63884230 133 14,200 SH DEFINED
NATURES SUNSHINE PRO COM 63902710 3,093 203,878 SH DEFINED
NAUTILUS GROUP INC COM 63910B10 15,261 675,564 SH DEFINED
NAVARRE CORP COM 63920810 4,253 293,484 SH DEFINED
NAVIGANT CONSULTING COM 63935N10 14,990 682,598 SH DEFINED
NAVIGANT INTL INC COM 63935R10 3,249 198,932 SH DEFINED
NAVIGATORS GROUP INC COM 63890410 5,336 182,480 SH DEFINED
NAVISTAR INTL CORP N COM 63934E10 60,868 1,636,666 SH DEFINED
NAVTEQ CORP COM 63936L10 2,003 56,200 SH DEFINED
NBC CAP CORP COM 62872910 2,915 113,781 SH DEFINED
NBT BANCORP INC COM 62877810 11,277 481,314 SH DEFINED
NBTY INC COM 62878210 13,359 619,605 SH DEFINED
NCI BUILDING SYS INC COM 62885210 10,899 341,668 SH DEFINED
NCO GROUP INC COM 62885810 13,335 494,790 SH DEFINED
NCR CORP NEW COM 62886E10 129,715 2,615,754 SH DEFINED
NDCHEALTH CORP COM 63948010 9,339 581,872 SH DEFINED
NEC CORP ADR 62905020 455 75,970 SH DEFINED
NEIGHBORCARE INC COM 64015Y10 13,949 550,255 SH DEFINED
NEIMAN MARCUS GROUP CL A 64020420 37,886 658,882 SH DEFINED
NEKTAR THERAPEUTICS COM 64026810 11,319 781,731 SH DEFINED
NELNET INC CL A 64031N10 9,097 406,497 SH DEFINED
NELSON THOMAS INC COM 64037610 4,680 239,374 SH DEFINED
NEOFORMA COM INC COM NEW 64047550 1,093 117,369 SH DEFINED
NEOMAGIC CORP COM 64049710 14 13,400 SH DEFINED
NEOPHARM INC COM 64091910 2,154 251,598 SH DEFINED
NEORX CORP COM PAR $0 64052030 23 13,667 SH DEFINED
NEOSE TECHNOLOGIES I COM 64052210 1,665 222,032 SH DEFINED
NEOWARE SYS INC COM 64065P10 1,346 162,200 SH DEFINED
NET2PHONE COM 64108N10 1,447 449,352 SH DEFINED
NETBANK INC COM 64093310 7,808 780,065 SH DEFINED
NETEGRITY INC COM 64110P10 3,862 514,278 SH DEFINED
NETFLIX COM INC COM 64110L10 4,752 308,174 SH DEFINED
NETGEAR INC COM 64111Q10 3,646 298,403 SH DEFINED
NETIQ CORP COM 64115P10 12,503 1,168,533 SH DEFINED
NETOPIA INC COM 64114K10 59 27,627 SH DEFINED
NETRATINGS INC COM 64116M10 2,590 145,241 SH DEFINED
NETSCOUT SYS INC COM 64115T10 1,530 287,084 SH DEFINED
NETWORK APPLIANCE IN COM 64120L10 218,018 9,458,467 SH DEFINED
NETWORK EQUIP TECHNO COM 64120810 2,369 358,472 SH DEFINED
NEUROCRINE BIOSCIENC COM 64125C10 15,898 337,098 SH DEFINED
NEUROGEN CORP COM 64124E10 1,907 295,249 SH DEFINED
NEVADA GOLD & CASINO COM NEW 64126Q20 389 32,385 SH DEFINED
NEW BRUNSWICK SCIENT COM 64287610 123 24,112 SH DEFINED
NEW CENTURY FINANCIA COM 64352D10 44,990 747,087 SH DEFINED
NATIONAL FINL PARTNE 1,2 470,173
NATIONAL FUEL GAS CO 1,2,5,9 1,296,879
NATIONAL GRID TRANSC 1 15,343
NATIONAL HEALTH INVS 1,2 423,760
NATIONAL HEALTH REAL 1,2,5 15,200
NATIONAL HEALTHCARE 1,2,5 107,703
NATIONAL INSTRS CORP 1,2,5,9 826,007
NATIONAL PENN BANCSH 1,2,5 372,567
NATIONAL PRESTO INDS 1,2,5 83,400
NATIONAL PROCESSING 1,2 121,690
NATIONAL SEMICONDUCT 1,2,5,6,7,8,9,10,12,13,14 11,178,119
NATIONAL WESTN LIFE 1,2 33,953
NATIONAL-OILWELL INC 1,2,5,9 1,110,234
NATIONWIDE FINL SVCS 1,2,5,10,12,14 1,154,548
NATIONWIDE HEALTH PP 1,2,5 1,026,861
NATURAL ALTERNATIVES 1 14,200
NATURES SUNSHINE PRO 1,2 203,878
NAUTILUS GROUP INC 1,2,5 675,564
NAVARRE CORP 1,2 293,484
NAVIGANT CONSULTING 1,2 682,598
NAVIGANT INTL INC 1,2 198,932
NAVIGATORS GROUP INC 1,2 182,480
NAVISTAR INTL CORP N 1,2,5,6,9,10 1,636,666
NAVTEQ CORP 1,2 56,200
NBC CAP CORP 1,2,5 113,781
NBT BANCORP INC 1,2,5 481,314
NBTY INC 1,2,5 619,605
NCI BUILDING SYS INC 1,2 341,668
NCO GROUP INC 1,2 494,790
NCR CORP NEW 1,2,5,6,7,9,10 2,615,754
NDCHEALTH CORP 1,2,5 581,872
NEC CORP 1 75,970
NEIGHBORCARE INC 1,2,5 550,255
NEIMAN MARCUS GROUP 1,2,5,9 658,882
NEKTAR THERAPEUTICS 1,2,5 781,731
NELNET INC 1,2 406,497
NELSON THOMAS INC 1,2,5 239,374
NEOFORMA COM INC 1,2 117,369
NEOMAGIC CORP 1 13,400
NEOPHARM INC 1,2 251,598
NEORX CORP 1 13,667
NEOSE TECHNOLOGIES I 1,2 222,032
NEOWARE SYS INC 1,5 162,200
NET2PHONE 1,2 449,352
NETBANK INC 1,2,5 780,065
NETEGRITY INC 1,2,5 514,278
NETFLIX COM INC 1,2,5 308,174
NETGEAR INC 1,2 298,403
NETIQ CORP 1,2,5 1,168,533
NETOPIA INC 1 27,627
NETRATINGS INC 1,2 145,241
NETSCOUT SYS INC 1,2 287,084
NETWORK APPLIANCE IN 1,2,5,6,7,8,9,10,12,13,14 9,458,467
NETWORK EQUIP TECHNO 1,2 358,472
NEUROCRINE BIOSCIENC 1,2,5 337,098
NEUROGEN CORP 1,2 295,249
NEVADA GOLD & CASINO 1 32,385
NEW BRUNSWICK SCIENT 1,2 24,112
NEW CENTURY FINANCIA 1,2 747,087
NEW FRONTIER MEDIA I COM 64439810 121 15,757 SH DEFINED
NEW JERSEY RES COM 64602510 17,434 421,119 SH DEFINED
NEW PLAN EXCEL RLTY COM 64805310 48,086 1,923,457 SH DEFINED
NEW YORK CMNTY BANCO COM 64944510 81,732 3,979,170 SH DEFINED
NEW YORK TIMES CO CL A 65011110 177,242 4,533,037 SH DEFINED
NEWALLIANCE BANCSHAR COM 65020310 11,354 791,225 SH DEFINED
NEWCASTLE INVT CORP COM 65105M10 14,527 473,194 SH DEFINED
NEWELL RUBBERMAID IN COM 65122910 159,705 7,969,292 SH DEFINED
NEWFIELD EXPL CO COM 65129010 58,748 959,312 SH DEFINED
NEWMARKET CORP COM 65158710 5,140 246,173 SH DEFINED
NEWMONT MINING CORP COM 65163910 575,612 12,642,467 SH DEFINED
NEWPARK RES INC COM PAR $. 65171850 7,882 1,313,729 SH DEFINED
NEWPORT CORP COM 65182410 8,725 760,699 SH DEFINED
NEWS CORP LTD ADR NEW 65248770 6,841 208,125 SH DEFINED
NEWS CORP LTD SP ADR PFD 65248780 110,732 3,534,378 SH DEFINED
NEXEN INC COM 65334H10 567 13,569 SH DEFINED
NEXSTAR BROADCASTING CL A 65336K10 640 75,085 SH DEFINED
NEXTEL COMMUNICATION CL A 65332V10 697,819 29,270,915 SH DEFINED
NEXTEL PARTNERS INC CL A 65333F10 17,609 1,062,054 SH DEFINED
NIC INC COM 62914B10 2,251 420,035 SH DEFINED
NICOR INC COM 65408610 55,441 1,510,665 SH DEFINED
NIDEC CORP SPONSORED 65409010 3,396 135,560 SH DEFINED
NII HLDGS INC CL B NEW 62913F20 18,714 454,121 SH DEFINED
NIKE INC CL B 65410610 509,119 6,460,903 SH DEFINED
NIKU CORP COM NEW 65411370 168 11,073 SH DEFINED
NISOURCE INC COM 65473P10 207,269 9,865,273 SH DEFINED
NISSAN MOTORS SPONSORED 65474440 10,211 471,402 SH DEFINED
NITROMED INC COM 65479850 3,324 139,436 SH DEFINED
NL INDS INC COM NEW 62915640 2,090 114,135 SH DEFINED
NMS COMMUNICATIONS C COM 62924810 3,299 676,040 SH DEFINED
NN INC COM 62933710 2,738 239,110 SH DEFINED
NOBEL LEARNING CMNTY COM 65488910 126 17,933 SH DEFINED
NOBLE CORPORATION SHS G6542210 158,364 3,523,119 SH DEFINED
NOBLE ENERGY INC COM 65504410 43,380 744,849 SH DEFINED
NOBLE INTL LTD COM 65505310 1,304 71,355 SH DEFINED
NOKIA CORP SPONSORED 65490220 15,433 1,124,880 SH DEFINED
NOMURA HLDGS INC SPONSORED 65535H20 14,364 1,112,660 SH DEFINED
NORANDA INC COM 65542210 374 21,450 SH DEFINED
NORDSON CORP COM 65566310 18,629 542,659 SH DEFINED
NORDSTROM INC COM 65566410 118,980 3,111,389 SH DEFINED
NORFOLK SOUTHERN COR COM 65584410 321,627 10,814,618 SH DEFINED
NORTEL NETWORKS CORP COM 65656810 1,669 490,770 SH DEFINED
NORTH AMERN PALLADIU COM 65691210 173 20,798 SH DEFINED
NORTH AMERN SCIENTIF COM 65715D10 52 10,000 SH DEFINED
NORTH FORK BANCORPOR COM 65942410 257,263 5,787,700 SH DEFINED
NORTH PITTSBURGH SYS COM 66156210 5,910 285,385 SH DEFINED
NORTHEAST UTILS COM 66439710 39,552 2,039,795 SH DEFINED
NORTHERN BORDER PART UNIT LTD P 66478510 495 10,830 SH DEFINED
NORTHERN STS FINL CO COM 66575110 329 11,800 SH DEFINED
NORTHERN TR CORP COM 66585910 292,836 7,177,350 SH DEFINED
NORTHFIELD LABS INC COM 66613510 2,941 219,963 SH DEFINED
NORTHROP GRUMMAN COR COM 66680710 1,114,577 20,899,632 SH DEFINED
NORTHWAY FINL INC COM 66727010 232 7,100 SH DEFINED
NORTHWEST AIRLS CORP CL A 66728010 65,862 8,022,228 SH DEFINED
NORTHWEST BANCORP IN COM 66732810 5,762 254,159 SH DEFINED
NORTHWEST NAT GAS CO COM 66765510 13,891 437,775 SH DEFINED
NORTHWEST PIPE CO COM 66774610 1,868 107,608 SH DEFINED
NOVAMED INC DEL COM 66986W10 49 11,552 SH DEFINED
NOVARTIS A G SPONSORED 66987V10 39,020 836,077 SH DEFINED
NEW FRONTIER MEDIA I 1 15,757
NEW JERSEY RES 1,2,5 421,119
NEW PLAN EXCEL RLTY 1,2,3,5,9 1,923,457
NEW YORK CMNTY BANCO 1,2,5,7,8,9,10,12,13,14 3,979,170
NEW YORK TIMES CO 1,2,5,6,7,8,9,10,12,13,14 4,533,037
NEWALLIANCE BANCSHAR 1,2 791,225
NEWCASTLE INVT CORP 1,2 473,194
NEWELL RUBBERMAID IN 1,2,5,6,7,8,9,10,12,13,14 7,969,292
NEWFIELD EXPL CO 1,2,5,9 959,312
NEWMARKET CORP 1,2,5 246,173
NEWMONT MINING CORP 1,2,5,6,7,8,9,10,12,13,14 12,642,467
NEWPARK RES INC 1,2 1,313,729
NEWPORT CORP 1,2,5,9 760,699
NEWS CORP LTD 1,4 208,125
NEWS CORP LTD 1,5 3,534,378
NEXEN INC 1 13,569
NEXSTAR BROADCASTING 1,2 75,085
NEXTEL COMMUNICATION 1,2,5,6,7,8,9,10,12,13,14 29,270,915
NEXTEL PARTNERS INC 1,2,5 1,062,054
NIC INC 1,2 420,035
NICOR INC 1,2,5,6,9,10 1,510,665
NIDEC CORP 1 135,560
NII HLDGS INC 1,2 454,121
NIKE INC 1,2,5,6,7,8,9,10,12,13,14 6,460,903
NIKU CORP 1 11,073
NISOURCE INC 1,2,5,6,7,8,9,10,12,13,14 9,865,273
NISSAN MOTORS 1,2 471,402
NITROMED INC 1,2 139,436
NL INDS INC 1,2 114,135
NMS COMMUNICATIONS C 1,2 676,040
NN INC 1,2 239,110
NOBEL LEARNING CMNTY 1 17,933
NOBLE CORPORATION 1,2,5,6,7,8,9,10,12,13,14 3,523,119
NOBLE ENERGY INC 1,2,5,9 744,849
NOBLE INTL LTD 1,2 71,355
NOKIA CORP 1,2 1,124,880
NOMURA HLDGS INC 1,2 1,112,660
NORANDA INC 7 21,450
NORDSON CORP 1,2,5,9 542,659
NORDSTROM INC 1,2,5,6,7,9,10 3,111,389
NORFOLK SOUTHERN COR 1,2,5,6,7,8,9,10,12,13,14 10,814,618
NORTEL NETWORKS CORP 1,5 490,770
NORTH AMERN PALLADIU 1 20,798
NORTH AMERN SCIENTIF 1 10,000
NORTH FORK BANCORPOR 1,2,5,6,7,8,9,10,12,13,14 5,787,700
NORTH PITTSBURGH SYS 1,2 285,385
NORTHEAST UTILS 1,2,5,7,9 2,039,795
NORTHERN BORDER PART 1,5 10,830
NORTHERN STS FINL CO 1 11,800
NORTHERN TR CORP 1,2,5,6,7,8,9,10,12,13,14 7,177,350
NORTHFIELD LABS INC 1,2 219,963
NORTHROP GRUMMAN COR 1,2,5,6,7,8,9,10,12,13,14 20,899,632
NORTHWAY FINL INC 1 7,100
NORTHWEST AIRLS CORP 1,2,5 8,022,228
NORTHWEST BANCORP IN 1,2 254,159
NORTHWEST NAT GAS CO 1,2,5 437,775
NORTHWEST PIPE CO 1 107,608
NOVAMED INC DEL 1 11,552
NOVARTIS A G 1,2 836,077
NOVASTAR FINL INC COM 66994740 16,177 371,037 SH DEFINED
NOVATEL WIRELESS INC COM NEW 66987M60 6,279 267,174 SH DEFINED
NOVAVAX INC COM 67000210 120 38,600 SH DEFINED
NOVELL INC COM 67000610 56,842 9,008,251 SH DEFINED
NOVELLUS SYS INC COM 67000810 108,170 4,060,436 SH DEFINED
NOVEN PHARMACEUTICAL COM 67000910 8,913 427,683 SH DEFINED
NOVO-NORDISK A S ADR 67010020 1,199 21,889 SH DEFINED
NPS PHARMACEUTICALS COM 62936P10 12,524 575,023 SH DEFINED
NRG ENERGY INC COM NEW 62937750 18,563 689,038 SH DEFINED
NS GROUP INC COM 62891610 4,678 252,870 SH DEFINED
NSTAR COM 67019E10 35,154 715,976 SH DEFINED
NTL INC DEL COM 62940M10 53,217 857,373 SH DEFINED
NTT DOCOMO INC SPONS ADR 62942M20 1,247 73,374 SH DEFINED
NU SKIN ENTERPRISES CL A 67018T10 22,635 962,777 SH DEFINED
NUANCE COMMUNICATION COM 66996710 54 12,801 SH DEFINED
NUCO2 INC COM 62942810 1,474 75,711 SH DEFINED
NUCOR CORP COM 67034610 256,306 2,805,139 SH DEFINED
NUI CORP COM 62943110 3,569 267,571 SH DEFINED
NUTRACEUTICAL INTL C COM 67060Y10 1,292 91,684 SH DEFINED
NUVASIVE INC COM 67070410 291 27,533 SH DEFINED
NUVEEN INVTS INC CL A 67090F10 7,708 260,403 SH DEFINED
NUVELO INC COM NEW 67072M30 3,025 306,178 SH DEFINED
NVIDIA CORP COM 67066G10 63,367 4,364,143 SH DEFINED
NVR INC COM 62944T10 110,547 200,629 SH DEFINED
NYFIX INC COM 67071210 185 30,360 SH DEFINED
NYMAGIC INC COM 62948410 2,344 107,069 SH DEFINED
O CHARLEYS INC COM 67082310 4,977 305,323 SH DEFINED
O I CORP COM 67084110 126 14,300 SH DEFINED
O REILLY AUTOMOTIVE COM 68609110 24,670 644,296 SH DEFINED
OAK HILL FINL INC COM 67133710 965 27,748 SH DEFINED
OAKLEY INC COM 67366210 4,421 371,524 SH DEFINED
OCA INC COM 67083Q10 3,347 706,219 SH DEFINED
OCCIDENTAL PETE CORP COM 67459910 782,523 13,991,115 SH DEFINED
OCEANEERING INTL INC COM 67523210 15,774 428,167 SH DEFINED
OCEANFIRST FINL CORP COM 67523410 3,471 143,074 SH DEFINED
OCTEL CORP COM 67572710 5,164 243,143 SH DEFINED
OCULAR SCIENCES INC COM 67574410 13,347 278,228 SH DEFINED
OCWEN FINL CORP COM 67574610 6,177 675,089 SH DEFINED
ODYSSEY HEALTHCARE I COM 67611V10 10,209 575,135 SH DEFINED
ODYSSEY RE HLDGS COR COM 67612W10 2,492 112,340 SH DEFINED
OFFICE DEPOT INC COM 67622010 131,200 8,729,179 SH DEFINED
OFFSHORE LOGISTICS I COM 67625510 10,789 313,454 SH DEFINED
OGE ENERGY CORP COM 67083710 39,119 1,550,502 SH DEFINED
OHIO CAS CORP COM 67724010 27,367 1,307,542 SH DEFINED
OIL STS INTL INC COM 67802610 7,446 398,160 SH DEFINED
OLD DOMINION FGHT LI COM 67958010 7,141 247,860 SH DEFINED
OLD NATL BANCORP IND COM 68003310 25,802 1,038,716 SH DEFINED
OLD REP INTL CORP COM 68022310 102,856 4,109,292 SH DEFINED
OLD SECOND BANCORP I COM 68027710 6,066 216,864 SH DEFINED
OLIN CORP COM PAR $1 68066520 31,771 1,588,547 SH DEFINED
OLYMPIC STEEL INC COM 68162K10 634 33,554 SH DEFINED
OM GROUP INC COM 67087210 22,822 624,244 SH DEFINED
OMEGA FINL CORP COM 68209210 4,351 125,758 SH DEFINED
OMEGA HEALTHCARE INV COM 68193610 8,644 803,325 SH DEFINED
OMEGA PROTEIN CORP COM 68210P10 734 95,363 SH DEFINED
OMI CORP NEW COM Y6476W10 1,238 77,308 SH DEFINED
OMNICARE INC COM 68190410 45,225 1,594,675 SH DEFINED
OMNICELL INC COM 68213N10 3,614 273,411 SH DEFINED
OMNICOM GROUP INC COM 68191910 374,196 5,121,767 SH DEFINED
NOVASTAR FINL INC 1,2 371,037
NOVATEL WIRELESS INC 1,2 267,174
NOVAVAX INC 1 38,600
NOVELL INC 1,2,5,6,9,10 9,008,251
NOVELLUS SYS INC 1,2,5,6,7,8,9,10,12,13,14 4,060,436
NOVEN PHARMACEUTICAL 1,2 427,683
NOVO-NORDISK A S 1 21,889
NPS PHARMACEUTICALS 1,2,5 575,023
NRG ENERGY INC 1,2 689,038
NS GROUP INC 1,2,5 252,870
NSTAR 1,2,5,7,9 715,976
NTL INC DEL 1,2,5,7,8,9,10,12,13,14 857,373
NTT DOCOMO INC 1 73,374
NU SKIN ENTERPRISES 1,2 962,777
NUANCE COMMUNICATION 1 12,801
NUCO2 INC 1,2 75,711
NUCOR CORP 1,2,5,6,7,8,9,10,12,13,14 2,805,139
NUI CORP 1,2 267,571
NUTRACEUTICAL INTL C 1,2 91,684
NUVASIVE INC 1 27,533
NUVEEN INVTS INC 1,2,5 260,403
NUVELO INC 1,2 306,178
NVIDIA CORP 1,2,5,6,7,8,9,10,12,13,14 4,364,143
NVR INC 1,2,5 200,629
NYFIX INC 1,5 30,360
NYMAGIC INC 1,2 107,069
O CHARLEYS INC 1,2 305,323
O I CORP 1 14,300
O REILLY AUTOMOTIVE 1,2,5,9 644,296
OAK HILL FINL INC 1 27,748
OAKLEY INC 1,2,5 371,524
OCA INC 1,2,5 706,219
OCCIDENTAL PETE CORP 1,2,5,6,7,8,9,10,12,13,14 13,991,115
OCEANEERING INTL INC 1,2,5 428,167
OCEANFIRST FINL CORP 1,2 143,074
OCTEL CORP 1,2,5 243,143
OCULAR SCIENCES INC 1,2 278,228
OCWEN FINL CORP 1,2 675,089
ODYSSEY HEALTHCARE I 1,2,5 575,135
ODYSSEY RE HLDGS COR 1,2,5 112,340
OFFICE DEPOT INC 1,2,5,6,7,8,9,10,12,13,14 8,729,179
OFFSHORE LOGISTICS I 1,2 313,454
OGE ENERGY CORP 1,2,5,6,9 1,550,502
OHIO CAS CORP 1,2,5,9 1,307,542
OIL STS INTL INC 1,2 398,160
OLD DOMINION FGHT LI 1,2 247,860
OLD NATL BANCORP IND 1,2,5 1,038,716
OLD REP INTL CORP 1,2,5,7,8,9,10,12,13,14 4,109,292
OLD SECOND BANCORP I 1,2 216,864
OLIN CORP 1,2,5,9 1,588,547
OLYMPIC STEEL INC 1 33,554
OM GROUP INC 1,2,5 624,244
OMEGA FINL CORP 1,2,5 125,758
OMEGA HEALTHCARE INV 1,2 803,325
OMEGA PROTEIN CORP 1,2 95,363
OMI CORP NEW 1,5 77,308
OMNICARE INC 1,2,5,7,8,9,10,12,13,14 1,594,675
OMNICELL INC 1,2 273,411
OMNICOM GROUP INC 1,2,5,6,7,8,9,10,12,13,14 5,121,767
OMNIVISION TECHNOLOG COM 68212810 12,649 893,906 SH DEFINED
OMNOVA SOLUTIONS INC COM 68212910 3,533 585,964 SH DEFINED
ON ASSIGNMENT INC COM 68215910 157 35,336 SH DEFINED
ON SEMICONDUCTOR COR COM 68218910 5,330 1,702,798 SH DEFINED
ON2 TECHNOLOGIES INC COM 68338A10 9 14,100 SH DEFINED
ONE LIBERTY PPTYS IN COM 68240610 195 10,800 SH DEFINED
ONEOK INC NEW COM 68268010 43,659 1,677,893 SH DEFINED
ONYX PHARMACEUTICALS COM 68339910 23,210 539,637 SH DEFINED
OPEN JT STK CO-VIMPE SPONSORED 68370R10 3,478 31,964 SH DEFINED
OPEN SOLUTIONS INC COM 68371P10 4,548 182,127 SH DEFINED
OPENTV CORP CL A G6754310 266 87,215 SH DEFINED
OPENWAVE SYS INC COM NEW 68371830 8,414 954,002 SH DEFINED
OPLINK COMMUNICATION COM 68375Q10 3,144 1,756,622 SH DEFINED
OPNET TECHNOLOGIES I COM 68375710 2,099 204,599 SH DEFINED
OPSWARE INC COM 68383A10 4,868 867,737 SH DEFINED
OPTICAL COMMUNICATIO CL A 68382T10 406 194,448 SH DEFINED
OPTION CARE INC COM 68394810 5,883 380,311 SH DEFINED
ORACLE CORP COM 68389X10 1,539,026 136,438,481 SH DEFINED
ORASURE TECHNOLOGIES COM 68554V10 4,130 655,477 SH DEFINED
ORBITAL SCIENCES COR COM 68556410 8,268 724,032 SH DEFINED
ORBITZ INC CL A 68556Y10 4,264 156,750 SH DEFINED
ORBOTECH LTD ORD M7525310 351 20,092 SH DEFINED
ORCHID BIOSCIENCES I COM PAR $0 68571P50 280 34,831 SH DEFINED
OREGON STL MLS INC COM 68607910 6,389 384,169 SH DEFINED
ORIENTAL FINL GROUP COM 68618W10 9,448 349,159 SH DEFINED
ORIGEN FINL INC COM 68619E20 337 45,767 SH DEFINED
ORIX CORP SPONSORED 68633010 399 7,835 SH DEFINED
ORLEANS HOMEBUILDERS COM 68658810 858 38,101 SH DEFINED
ORTHOLOGIC CORP COM 68750J10 3,697 525,153 SH DEFINED
ORTHOVITA INC COM 68750U10 1,984 443,458 SH DEFINED
OSCIENT PHARMACEUTIC COM 68812R10 2,862 806,323 SH DEFINED
OSHKOSH B GOSH INC CL A 68822220 2,989 147,992 SH DEFINED
OSHKOSH TRUCK CORP COM 68823920 23,094 404,735 SH DEFINED
OSI PHARMACEUTICALS COM 67104010 25,312 411,853 SH DEFINED
OSI SYSTEMS INC COM 67104410 3,163 196,448 SH DEFINED
OSTEOTECH INC COM 68858210 118 29,836 SH DEFINED
OTTER TAIL CORP COM 68964810 10,101 396,132 SH DEFINED
OUTBACK STEAKHOUSE I COM 68989910 44,286 1,066,351 SH DEFINED
OVERLAND STORAGE INC COM 69031010 2,202 157,376 SH DEFINED
OVERNITE CORP COM 69032210 19,294 613,876 SH DEFINED
OVERSEAS SHIPHOLDING COM 69036810 50,644 1,020,224 SH DEFINED
OVERSTOCK COM INC DE COM 69037010 5,923 161,258 SH DEFINED
OWENS & MINOR INC NE COM 69073210 14,306 563,231 SH DEFINED
OWENS ILL INC COM NEW 69076840 264,910 16,556,872 SH DEFINED
OXFORD INDS INC COM 69149730 8,529 228,954 SH DEFINED
OXIGENE INC COM 69182810 108 17,729 SH DEFINED
P A M TRANSN SVCS IN COM 69314910 1,563 81,560 SH DEFINED
P C CONNECTION COM 69318J10 689 100,226 SH DEFINED
P F CHANGS CHINA BIS COM 69333Y10 22,192 457,669 SH DEFINED
P T TELEKOMUNIKASI I SPONSORED 71568410 569 32,180 SH DEFINED
PAB BANKSHARES INC COM 69313P10 147 11,500 SH DEFINED
PACCAR INC COM 69371810 320,576 4,637,956 SH DEFINED
PACER INTL INC TENN COM 69373H10 6,986 425,980 SH DEFINED
PACIFIC CAP BANCORP COM 69404P10 20,151 681,227 SH DEFINED
PACIFIC ENERGY PARTN COM UNIT 69422R10 674 23,600 SH DEFINED
PACIFIC SUNWEAR CALI COM 69487310 21,660 1,028,990 SH DEFINED
PACIFICARE HEALTH SY COM 69511210 42,957 1,170,504 SH DEFINED
PACKAGING CORP AMER COM 69515610 26,124 1,067,608 SH DEFINED
PACKETEER INC COM 69521010 6,562 606,988 SH DEFINED
OMNIVISION TECHNOLOG 1,2,5 893,906
OMNOVA SOLUTIONS INC 1,2 585,964
ON ASSIGNMENT INC 1,2 35,336
ON SEMICONDUCTOR COR 1,2 1,702,798
ON2 TECHNOLOGIES INC 1 14,100
ONE LIBERTY PPTYS IN 1 10,800
ONEOK INC NEW 1,2,5,9 1,677,893
ONYX PHARMACEUTICALS 1,2,5 539,637
OPEN JT STK CO-VIMPE 1,2,7 31,964
OPEN SOLUTIONS INC 1,2 182,127
OPENTV CORP 1 87,215
OPENWAVE SYS INC 1,2,5 954,002
OPLINK COMMUNICATION 1,2 1,756,622
OPNET TECHNOLOGIES I 1,2,5 204,599
OPSWARE INC 1,2,5,7 867,737
OPTICAL COMMUNICATIO 1,2 194,448
OPTION CARE INC 1,2,5 380,311
ORACLE CORP 1,2,5,6,7,8,9,10,12,13,14 136,438,481
ORASURE TECHNOLOGIES 1,2,5 655,477
ORBITAL SCIENCES COR 1,2 724,032
ORBITZ INC 1,2 156,750
ORBOTECH LTD 1,2,7 20,092
ORCHID BIOSCIENCES I 1 34,831
OREGON STL MLS INC 1,2 384,169
ORIENTAL FINL GROUP 1,2 349,159
ORIGEN FINL INC 1 45,767
ORIX CORP 1 7,835
ORLEANS HOMEBUILDERS 1 38,101
ORTHOLOGIC CORP 1,2,5 525,153
ORTHOVITA INC 1,2 443,458
OSCIENT PHARMACEUTIC 1,2 806,323
OSHKOSH B GOSH INC 1,2 147,992
OSHKOSH TRUCK CORP 1,2,5 404,735
OSI PHARMACEUTICALS 1,2,5 411,853
OSI SYSTEMS INC 1,2 196,448
OSTEOTECH INC 1,5 29,836
OTTER TAIL CORP 1,2,5 396,132
OUTBACK STEAKHOUSE I 1,2,5,7,9 1,066,351
OVERLAND STORAGE INC 1,2 157,376
OVERNITE CORP 1,2 613,876
OVERSEAS SHIPHOLDING 1,2,9 1,020,224
OVERSTOCK COM INC DE 1,2,5 161,258
OWENS & MINOR INC NE 1,2,5 563,231
OWENS ILL INC 1,2,5 16,556,872
OXFORD INDS INC 1,2 228,954
OXIGENE INC 1 17,729
P A M TRANSN SVCS IN 1,2 81,560
P C CONNECTION 1,2 100,226
P F CHANGS CHINA BIS 1,2 457,669
P T TELEKOMUNIKASI I 1,2 32,180
PAB BANKSHARES INC 1,2 11,500
PACCAR INC 1,2,5,6,7,8,9,10,12,13,14 4,637,956
PACER INTL INC TENN 1,2 425,980
PACIFIC CAP BANCORP 1,2,5 681,227
PACIFIC ENERGY PARTN 1,2 23,600
PACIFIC SUNWEAR CALI 1,2,5,9 1,028,990
PACIFICARE HEALTH SY 1,2,5,9 1,170,504
PACKAGING CORP AMER 1,2,5,9 1,067,608
PACKETEER INC 1,2 606,988
PACTIV CORP COM 69525710 109,480 4,708,805 SH DEFINED
PAIN THERAPEUTICS IN COM 69562K10 2,547 354,269 SH DEFINED
PALATIN TECHNOLOGIES COM NEW 69607730 2,227 765,232 SH DEFINED
PALL CORP COM 69642930 74,042 3,024,579 SH DEFINED
PALM HARBOR HOMES COM 69663910 4,570 271,240 SH DEFINED
PALMONE INC COM 69713P10 20,564 675,561 SH DEFINED
PALMSOURCE INC COM 69715410 4,246 204,748 SH DEFINED
PALOMAR MED TECHNOLO COM NEW 69752930 3,205 146,230 SH DEFINED
PAN PACIFIC RETAIL P COM 69806L10 39,899 737,499 SH DEFINED
PANERA BREAD CO CL A 69840W10 18,824 501,449 SH DEFINED
PANTRY INC COM 69865710 7,007 278,397 SH DEFINED
PAPA JOHNS INTL INC COM 69881310 11,903 387,962 SH DEFINED
PAR PHARMACEUTICAL C COM 69888P10 22,881 636,824 SH DEFINED
PAR TECHNOLOGY CORP COM 69888410 122 13,291 SH DEFINED
PARADYNE NETWORKS IN COM 69911G10 2,176 472,982 SH DEFINED
PARALLEL PETE CORP D COM 69915710 49 10,200 SH DEFINED
PARAMETRIC TECHNOLOG COM 69917310 43,689 8,274,453 SH DEFINED
PAREXEL INTL CORP COM 69946210 7,710 393,380 SH DEFINED
PARK ELECTROCHEMICAL COM 70041620 7,414 349,736 SH DEFINED
PARK NATL CORP COM 70065810 25,344 199,197 SH DEFINED
PARK OHIO HLDGS CORP COM 70066610 186 10,368 SH DEFINED
PARKER DRILLING CO COM 70108110 5,084 1,385,339 SH DEFINED
PARKER HANNIFIN CORP COM 70109410 241,172 4,097,387 SH DEFINED
PARKVALE FINL CORP COM 70149210 238 8,832 SH DEFINED
PARKWAY PPTYS INC COM 70159Q10 10,540 226,915 SH DEFINED
PARLUX FRAGRANCES IN COM 70164510 291 22,400 SH DEFINED
PARTNERRE LTD COM G6852T10 724 13,235 SH DEFINED
PARTNERS TR FINL GRO COM 70213F10 5,700 550,240 SH DEFINED
PARTY CITY CORP COM 70214510 2,448 165,713 SH DEFINED
PATHMARK STORES INC COM 70322A10 2,223 458,401 SH DEFINED
PATINA OIL & GAS COR COM 70322410 26,154 884,474 SH DEFINED
PATRICK INDS INC COM 70334310 129 10,800 SH DEFINED
PATTERSON COMPANIES COM 70339510 73,704 962,702 SH DEFINED
PATTERSON UTI ENERGY COM 70348110 44,564 2,336,881 SH DEFINED
PAULA FINL DEL COM 70358810 37 14,600 SH DEFINED
PAXAR CORP COM 70422710 10,770 474,866 SH DEFINED
PAXSON COMMUNICATION COM 70423110 678 502,397 SH DEFINED
PAYCHEX INC COM 70432610 296,422 9,831,571 SH DEFINED
PAYLESS SHOESOURCE I COM 70437910 13,460 1,328,708 SH DEFINED
PC MALL INC COM 69323K10 1,462 95,622 SH DEFINED
PC-TEL INC COM 69325Q10 3,134 379,378 SH DEFINED
PDF SOLUTIONS INC COM 69328210 2,643 217,519 SH DEFINED
PDI INC COM 69329V10 5,849 216,712 SH DEFINED
PEABODY ENERGY CORP COM 70454910 46,852 787,428 SH DEFINED
PEAPACK-GLADSTONE FI COM 70469910 3,378 111,303 SH DEFINED
PEARSON PLC SPONSORED 70501510 534 49,274 SH DEFINED
PEC SOLUTIONS INC COM 70510710 3,207 273,659 SH DEFINED
PEDIATRIX MED GROUP COM 70532410 24,118 439,708 SH DEFINED
PEETS COFFEE & TEA I COM 70556010 4,332 185,208 SH DEFINED
PEGASUS COMMUNICATIO CL A NEW 70590460 93 12,380 SH DEFINED
PEGASUS SOLUTIONS IN COM 70590610 4,181 350,757 SH DEFINED
PEGASYSTEMS INC COM 70557310 958 137,297 SH DEFINED
PEMSTAR INC COM 70655210 71 38,824 SH DEFINED
PENN ENGR & MFG CORP COM NON VT 70738930 3,539 190,076 SH DEFINED
PENN NATL GAMING INC COM 70756910 34,711 859,173 SH DEFINED
PENN VA CORP COM 70788210 10,219 258,123 SH DEFINED
PENN VA RESOURCES PA COM 70788410 342 8,550 SH DEFINED
PENN-AMER GROUP INC COM 70724710 2,327 170,950 SH DEFINED
PENNEY J C INC COM 70816010 1,694,764 48,037,530 SH DEFINED
PACTIV CORP 1,2,5,6,7,8,9,10,12,13,14 4,708,805
PAIN THERAPEUTICS IN 1,2 354,269
PALATIN TECHNOLOGIES 1,2 765,232
PALL CORP 1,2,5,6,7,9,10 3,024,579
PALM HARBOR HOMES 1,2 271,240
PALMONE INC 1,2,5 675,561
PALMSOURCE INC 1,2,5 204,748
PALOMAR MED TECHNOLO 1,2 146,230
PAN PACIFIC RETAIL P 1,2,3,5 737,499
PANERA BREAD CO 1,2,5 501,449
PANTRY INC 1,2 278,397
PAPA JOHNS INTL INC 1,2 387,962
PAR PHARMACEUTICAL C 1,2,5,9 636,824
PAR TECHNOLOGY CORP 1 13,291
PARADYNE NETWORKS IN 1,2 472,982
PARALLEL PETE CORP D 1 10,200
PARAMETRIC TECHNOLOG 1,2,5,6,9,10 8,274,453
PAREXEL INTL CORP 1,2 393,380
PARK ELECTROCHEMICAL 1,2 349,736
PARK NATL CORP 1,2,5 199,197
PARK OHIO HLDGS CORP 1 10,368
PARKER DRILLING CO 1,2,5 1,385,339
PARKER HANNIFIN CORP 1,2,5,6,7,8,9,10,12,13,14 4,097,387
PARKVALE FINL CORP 1 8,832
PARKWAY PPTYS INC 1,2,3 226,915
PARLUX FRAGRANCES IN 2 22,400
PARTNERRE LTD 1,5 13,235
PARTNERS TR FINL GRO 1,2,5 550,240
PARTY CITY CORP 1,2,5 165,713
PATHMARK STORES INC 1,2 458,401
PATINA OIL & GAS COR 1,2,5 884,474
PATRICK INDS INC 1 10,800
PATTERSON COMPANIES 1,2,5,7,8,9,10,12,13,14 962,702
PATTERSON UTI ENERGY 1,2,5,7,9 2,336,881
PAULA FINL DEL 1 14,600
PAXAR CORP 1,2 474,866
PAXSON COMMUNICATION 1,2 502,397
PAYCHEX INC 1,2,5,6,7,8,9,10,12,13,14 9,831,571
PAYLESS SHOESOURCE I 1,2,5,9 1,328,708
PC MALL INC 1 95,622
PC-TEL INC 1,2 379,378
PDF SOLUTIONS INC 1,2,5 217,519
PDI INC 1,2 216,712
PEABODY ENERGY CORP 1,2,5,9 787,428
PEAPACK-GLADSTONE FI 1,2 111,303
PEARSON PLC 1 49,274
PEC SOLUTIONS INC 1,2 273,659
PEDIATRIX MED GROUP 1,2,5 439,708
PEETS COFFEE & TEA I 1,2 185,208
PEGASUS COMMUNICATIO 1 12,380
PEGASUS SOLUTIONS IN 1,2 350,757
PEGASYSTEMS INC 1,2 137,297
PEMSTAR INC 1,5 38,824
PENN ENGR & MFG CORP 1,2 190,076
PENN NATL GAMING INC 1,2,5 859,173
PENN VA CORP 1,2 258,123
PENN VA RESOURCES PA 1 8,550
PENN-AMER GROUP INC 1,2 170,950
PENNEY J C INC 1,2,5,6,7,8,9,10,12,13,14 48,037,530
PENNFED FINL SVCS IN COM 70816710 2,268 74,592 SH DEFINED
PENNROCK FINL SVCS C COM 70835210 3,337 120,204 SH DEFINED
PENNSYLVANIA RL ESTA SH BEN INT 70910210 28,253 730,811 SH DEFINED
PENTAIR INC COM 70963110 53,271 1,525,956 SH DEFINED
PENWEST PHARMACEUTIC COM 70975410 2,866 253,889 SH DEFINED
PEOPLES BANCORP INC COM 70978910 4,397 167,077 SH DEFINED
PEOPLES BK BRIDGEPOR COM 71019810 14,573 407,852 SH DEFINED
PEOPLES ENERGY CORP COM 71103010 54,933 1,317,968 SH DEFINED
PEOPLES HLDG CO COM 71114810 4,319 132,683 SH DEFINED
PEOPLESOFT INC COM 71271310 188,581 9,500,280 SH DEFINED
PEP BOYS MANNY MOE & COM 71327810 12,495 892,534 SH DEFINED
PEPCO HOLDINGS INC COM 71329110 63,946 3,213,345 SH DEFINED
PEPSI BOTTLING GROUP COM 71340910 413,004 15,211,943 SH DEFINED
PEPSIAMERICAS INC COM 71343P20 25,451 1,332,511 SH DEFINED
PEPSICO INC COM 71344810 2,584,817 53,130,877 SH DEFINED
PEREGRINE PHARMACEUT COM 71366110 3,006 1,867,027 SH DEFINED
PERFORMANCE FOOD GRO COM 71375510 18,442 778,124 SH DEFINED
PERFORMANCE TECHNOLO COM 71376K10 92 14,517 SH DEFINED
PERICOM SEMICONDUCTO COM 71383110 3,230 334,320 SH DEFINED
PERINI CORP COM 71383910 2,086 146,314 SH DEFINED
PERKINELMER INC COM 71404610 58,576 3,401,607 SH DEFINED
PERMA-FIX ENVIRONMEN COM 71415710 20 12,500 SH DEFINED
PEROT SYS CORP CL A 71426510 18,299 1,139,401 SH DEFINED
PERRIGO CO COM 71429010 36,162 1,759,711 SH DEFINED
PER-SE TECHNOLOGIES COM NEW 71356930 5,224 380,794 SH DEFINED
PERUSAHAAN PERS INDO SPONSORED 71568010 286 11,904 SH DEFINED
PERVASIVE SOFTWARE I COM 71571010 81 13,600 SH DEFINED
PETCO ANIMAL SUPPLIE COM NEW 71601620 12,219 374,115 SH DEFINED
PETMED EXPRESS INC COM 71638210 187 39,347 SH DEFINED
PETROBRAS ENERGIA PA SP ADR B S 71646M10 339 30,856 SH DEFINED
PETRO-CDA COM 71644E10 1,068 20,553 SH DEFINED
PETROCHINA CO LTD SPONSORED 71646E10 599 11,137 SH DEFINED
PETROKAZAKHSTAN INC COM 71649P10 3,495 101,984 SH DEFINED
PETROLEO BRASILEIRO SPONSORED 71654V10 18,435 577,532 SH DEFINED
PETROLEO BRASILEIRO SPONSORED 71654V40 35,774 1,014,865 SH DEFINED
PETROLEUM DEV CORP COM 71657810 12,173 277,789 SH DEFINED
PETROQUEST ENERGY IN COM 71674810 241 46,500 SH DEFINED
PETSMART INC COM 71676810 81,199 2,860,124 SH DEFINED
PFF BANCORP INC COM 69331W10 10,069 263,092 SH DEFINED
PFIZER INC COM 71708110 7,327,658 239,465,959 SH DEFINED
PG&E CORP COM 69331C10 409,124 13,458,030 SH DEFINED
PHARMACEUTICAL PROD COM 71712410 22,469 624,144 SH DEFINED
PHARMACYCLICS INC COM 71693310 2,697 261,599 SH DEFINED
PHARMION CORP COM 71715B40 11,660 225,555 SH DEFINED
PHARMOS CORP COM NEW 71713920 3,418 1,186,852 SH DEFINED
PHASE FORWARD INC COM 71721R40 85 10,300 SH DEFINED
PHELPS DODGE CORP COM 71726510 299,174 3,250,834 SH DEFINED
PHILADELPHIA CONS HL COM 71752810 15,856 287,664 SH DEFINED
PHILIPPINE LONG DIST SPONSORED 71825260 3,870 154,562 SH DEFINED
PHILLIPS VAN HEUSEN COM 71859210 13,990 627,921 SH DEFINED
PHOENIX COS INC NEW COM 71902E10 16,932 1,624,992 SH DEFINED
PHOENIX TECHNOLOGY L COM 71915310 70 14,094 SH DEFINED
PHOTON DYNAMICS INC COM 71936410 5,710 281,300 SH DEFINED
PHOTRONICS INC COM 71940510 12,282 738,983 SH DEFINED
PHYSIOMETRIX INC COM 71892810 20 10,000 SH DEFINED
PICO HLDGS INC COM NEW 69336620 1,676 88,065 SH DEFINED
PIEDMONT NAT GAS INC COM 72018610 25,717 585,269 SH DEFINED
PIER 1 IMPORTS INC COM 72027910 20,822 1,151,645 SH DEFINED
PILGRIMS PRIDE CORP COM 72146710 4,152 153,314 SH DEFINED
PENNFED FINL SVCS IN 1,2 74,592
PENNROCK FINL SVCS C 1,2 120,204
PENNSYLVANIA RL ESTA 1,2,3,5 730,811
PENTAIR INC 1,2,5,9 1,525,956
PENWEST PHARMACEUTIC 1,2 253,889
PEOPLES BANCORP INC 1,2 167,077
PEOPLES BK BRIDGEPOR 1,2,5 407,852
PEOPLES ENERGY CORP 1,2,5,6,9,10 1,317,968
PEOPLES HLDG CO 1,2 132,683
PEOPLESOFT INC 1,2,5,6,7,9,10,12,13,14 9,500,280
PEP BOYS MANNY MOE & 1,2,5 892,534
PEPCO HOLDINGS INC 1,2,5,7,8,9,10,12,13,14 3,213,345
PEPSI BOTTLING GROUP 1,2,5,6,9,10,12,13,14 15,211,943
PEPSIAMERICAS INC 1,2,5,6,7,9 1,332,511
PEPSICO INC 1,2,5,6,7,8,9,10,12,13,14 53,130,877
PEREGRINE PHARMACEUT 1,2,5 1,867,027
PERFORMANCE FOOD GRO 1,2,5 778,124
PERFORMANCE TECHNOLO 1 14,517
PERICOM SEMICONDUCTO 1,2 334,320
PERINI CORP 1,2 146,314
PERKINELMER INC 1,2,5,6,9,10 3,401,607
PERMA-FIX ENVIRONMEN 1 12,500
PEROT SYS CORP 1,2,5 1,139,401
PERRIGO CO 1,2,5,9 1,759,711
PER-SE TECHNOLOGIES 1,2 380,794
PERUSAHAAN PERS INDO 1,2,4 11,904
PERVASIVE SOFTWARE I 1 13,600
PETCO ANIMAL SUPPLIE 1,2 374,115
PETMED EXPRESS INC 1 39,347
PETROBRAS ENERGIA PA 1,2,7 30,856
PETRO-CDA 1,5 20,553
PETROCHINA CO LTD 1 11,137
PETROKAZAKHSTAN INC 1,2,7 101,984
PETROLEO BRASILEIRO 1,2 577,532
PETROLEO BRASILEIRO 1,2,4 1,014,865
PETROLEUM DEV CORP 1,2,5 277,789
PETROQUEST ENERGY IN 1 46,500
PETSMART INC 1,2,5,7,8,9,10,12,13,14 2,860,124
PFF BANCORP INC 1,2 263,092
PFIZER INC 1,2,5,6,7,8,9,10,12,13,14 239,465,959
PG&E CORP 1,2,5,6,7,8,9,10,12,13,14 13,458,030
PHARMACEUTICAL PROD 1,2,5 624,144
PHARMACYCLICS INC 1,2 261,599
PHARMION CORP 1,2 225,555
PHARMOS CORP 1,2 1,186,852
PHASE FORWARD INC 1 10,300
PHELPS DODGE CORP 1,2,5,6,7,8,9,10,12,13,14 3,250,834
PHILADELPHIA CONS HL 1,2,5 287,664
PHILIPPINE LONG DIST 1,2,7 154,562
PHILLIPS VAN HEUSEN 1,2 627,921
PHOENIX COS INC NEW 1,2,5 1,624,992
PHOENIX TECHNOLOGY L 1 14,094
PHOTON DYNAMICS INC 1,2 281,300
PHOTRONICS INC 1,2,5 738,983
PHYSIOMETRIX INC 1 10,000
PICO HLDGS INC 1,2 88,065
PIEDMONT NAT GAS INC 1,2,5 585,269
PIER 1 IMPORTS INC 1,2,5,9 1,151,645
PILGRIMS PRIDE CORP 1,2 153,314
PINNACLE AIRL CORP COM 72344310 2,453 242,917 SH DEFINED
PINNACLE ENTMT INC COM 72345610 7,017 508,471 SH DEFINED
PINNACLE SYS INC COM 72348110 4,227 1,013,640 SH DEFINED
PINNACLE WEST CAP CO COM 72348410 117,046 2,820,376 SH DEFINED
PIONEER NAT RES CO COM 72378710 83,106 2,410,256 SH DEFINED
PIPER JAFFRAY COS COM 72407810 12,797 323,229 SH DEFINED
PITNEY BOWES INC COM 72447910 290,178 6,579,998 SH DEFINED
PIXAR COM 72581110 23,351 295,961 SH DEFINED
PIXELWORKS INC COM 72581M10 6,519 651,235 SH DEFINED
PLACER SIERRA BANCSH COM 72607910 331 15,780 SH DEFINED
PLAINS ALL AMERN PIP UNIT LTD P 72650310 1,939 53,887 SH DEFINED
PLAINS EXPL& PRODTN COM 72650510 34,810 1,458,915 SH DEFINED
PLANAR SYS INC COM 72690010 4,916 438,556 SH DEFINED
PLANTRONICS INC NEW COM 72749310 26,856 621,098 SH DEFINED
PLATINUM UNDERWRITER COM G7127P10 4,940 168,715 SH DEFINED
PLATO LEARNING INC COM 72764Y10 2,442 276,283 SH DEFINED
PLAYBOY ENTERPRISES CL B 72811730 2,703 269,180 SH DEFINED
PLAYTEX PRODS INC COM 72813P10 3,110 493,579 SH DEFINED
PLEXUS CORP COM 72913210 15,078 1,365,753 SH DEFINED
PLUG POWER INC COM 72919P10 4,328 675,224 SH DEFINED
PLUM CREEK TIMBER CO COM 72925110 170,400 4,864,404 SH DEFINED
PLUMTREE SOFTWARE IN COM 72940Q10 57 16,680 SH DEFINED
PLX TECHNOLOGY INC COM 69341710 2,134 296,000 SH DEFINED
PLYMOUTH RUBR INC CL A 73002610 34 19,150 SH DEFINED
PLYMOUTH RUBR INC CL B 73002620 41 48,012 SH DEFINED
PMA CAP CORP CL A 69341920 3,463 458,679 SH DEFINED
PMC COML TR SH BEN INT 69343410 165 10,828 SH DEFINED
PMC-SIERRA INC COM 69344F10 36,921 4,190,763 SH DEFINED
PMI GROUP INC COM 69344M10 63,418 1,562,778 SH DEFINED
PNC FINL SVCS GROUP COM 69347510 475,995 8,798,422 SH DEFINED
PNM RES INC COM 69349H10 30,546 1,356,979 SH DEFINED
POGO PRODUCING CO COM 73044810 53,741 1,132,583 SH DEFINED
POLARIS INDS INC COM 73106810 27,716 496,526 SH DEFINED
POLO RALPH LAUREN CO CL A 73157210 16,894 464,502 SH DEFINED
POLYCOM INC COM 73172K10 31,209 1,574,606 SH DEFINED
POLYMEDICA CORP COM 73173810 12,872 417,933 SH DEFINED
POLYONE CORP COM 73179P10 11,167 1,484,957 SH DEFINED
POMEROY IT SOLUTIONS COM 73182210 299 23,641 SH DEFINED
POPE & TALBOT INC COM 73282710 4,556 258,847 SH DEFINED
POPULAR INC COM 73317410 68,992 2,623,263 SH DEFINED
PORTAL SOFTWARE INC COM NEW 73612630 1,028 376,718 SH DEFINED
PORTFOLIO RECOVERY A COM 73640Q10 8,999 306,205 SH DEFINED
PORTUGAL TELECOM SGP SPONSORED 73727310 426 38,713 SH DEFINED
POSCO SPONSORED 69348310 990 26,158 SH DEFINED
POSSIS MEDICAL INC COM 73740710 5,675 362,360 SH DEFINED
POST PPTYS INC COM 73746410 26,191 875,964 SH DEFINED
POTASH CORP SASK INC COM 73755L10 909 14,158 SH DEFINED
POTLATCH CORP COM 73762810 25,813 551,448 SH DEFINED
POWELL INDS INC COM 73912810 3,527 209,326 SH DEFINED
POWER INTEGRATIONS I COM 73927610 10,555 516,618 SH DEFINED
POWER-ONE INC COM 73930810 15,582 2,404,564 SH DEFINED
POWERWAVE TECHNOLOGI COM 73936310 11,231 1,823,270 SH DEFINED
POZEN INC COM 73941U10 3,681 421,217 SH DEFINED
PPG INDS INC COM 69350610 318,487 5,197,241 SH DEFINED
PPL CORP COM 69351T10 303,540 6,433,664 SH DEFINED
PRAECIS PHARMACEUTIC COM 73942110 1,767 802,988 SH DEFINED
PRAXAIR INC COM 74005P10 420,798 9,845,529 SH DEFINED
PRE PAID LEGAL SVCS COM 74006510 6,179 240,603 SH DEFINED
PRECISION CASTPARTS COM 74018910 66,994 1,115,642 SH DEFINED
PINNACLE AIRL CORP 1,2 242,917
PINNACLE ENTMT INC 1,2,5 508,471
PINNACLE SYS INC 1,2,5 1,013,640
PINNACLE WEST CAP CO 1,2,5,6,7,8,9,10,12,13,14 2,820,376
PIONEER NAT RES CO 1,2,5,7,8,9,10,12,13,14 2,410,256
PIPER JAFFRAY COS 1,2,5,7 323,229
PITNEY BOWES INC 1,2,5,6,7,8,9,10,12,13,14 6,579,998
PIXAR 1,2,5,6 295,961
PIXELWORKS INC 1,2,5 651,235
PLACER SIERRA BANCSH 1 15,780
PLAINS ALL AMERN PIP 1,5 53,887
PLAINS EXPL& PRODTN 1,2,5,9 1,458,915
PLANAR SYS INC 1,2,5 438,556
PLANTRONICS INC NEW 1,2,5,9 621,098
PLATINUM UNDERWRITER 1,2,5 168,715
PLATO LEARNING INC 1,2 276,283
PLAYBOY ENTERPRISES 1,2 269,180
PLAYTEX PRODS INC 1,2 493,579
PLEXUS CORP 1,2,5,9 1,365,753
PLUG POWER INC 1,2,5 675,224
PLUM CREEK TIMBER CO 1,2,5,6,7,8,9,10,12,14 4,864,404
PLUMTREE SOFTWARE IN 1 16,680
PLX TECHNOLOGY INC 1,2 296,000
PLYMOUTH RUBR INC 1 19,150
PLYMOUTH RUBR INC 1 48,012
PMA CAP CORP 1,2,5 458,679
PMC COML TR 1 10,828
PMC-SIERRA INC 1,2,5,6,9,10 4,190,763
PMI GROUP INC 1,2,5,7,8,9,10,12,13,14 1,562,778
PNC FINL SVCS GROUP 1,2,5,6,7,8,9,10,12,13,14 8,798,422
PNM RES INC 1,2,5,9 1,356,979
POGO PRODUCING CO 1,2,5,7,9 1,132,583
POLARIS INDS INC 1,2,5 496,526
POLO RALPH LAUREN CO 1,2,5 464,502
POLYCOM INC 1,2,5,9 1,574,606
POLYMEDICA CORP 1,2 417,933
POLYONE CORP 1,2,5 1,484,957
POMEROY IT SOLUTIONS 1,2 23,641
POPE & TALBOT INC 1,2,5 258,847
POPULAR INC 1,2,5 2,623,263
PORTAL SOFTWARE INC 1,2 376,718
PORTFOLIO RECOVERY A 1,2 306,205
PORTUGAL TELECOM SGP 1 38,713
POSCO 1 26,158
POSSIS MEDICAL INC 1,2 362,360
POST PPTYS INC 1,2,3,5 875,964
POTASH CORP SASK INC 1 14,158
POTLATCH CORP 1,2,5,9 551,448
POWELL INDS INC 1,2 209,326
POWER INTEGRATIONS I 1,2,5 516,618
POWER-ONE INC 1,2,5,6,9,10 2,404,564
POWERWAVE TECHNOLOGI 1,2,5,9 1,823,270
POZEN INC 1,2,5 421,217
PPG INDS INC 1,2,5,6,7,8,9,10,12,13,14 5,197,241
PPL CORP 1,2,5,6,7,8,9,10,12,13,14 6,433,664
PRAECIS PHARMACEUTIC 1,2,5 802,988
PRAXAIR INC 1,2,5,6,7,8,9,10,12,13,14 9,845,529
PRE PAID LEGAL SVCS 1,2 240,603
PRECISION CASTPARTS 1,2,5,9 1,115,642
PRECISION DRILLING C COM 74022D10 2,665 46,355 SH DEFINED
PREFORMED LINE PRODS COM 74044410 854 28,300 SH DEFINED
PREMCOR INC COM 74045Q10 14,433 374,887 SH DEFINED
PRENTISS PPTYS TR SH BEN INT 74070610 33,955 943,195 SH DEFINED
PRESIDENTIAL LIFE CO COM 74088410 6,314 367,530 SH DEFINED
PRESSTEK INC COM 74111310 4,173 431,513 SH DEFINED
PRG-SCHULTZ INTERNAT COM 69357C10 4,012 698,900 SH DEFINED
PRICE COMMUNICATIONS COM NEW 74143730 9,803 642,812 SH DEFINED
PRICE LEGACY CORP COM NEW 74144P50 5,870 309,761 SH DEFINED
PRICE T ROWE GROUP I COM 74144T10 175,130 3,437,976 SH DEFINED
PRICELINE COM INC COM NEW 74150340 9,925 447,682 SH DEFINED
PRIDE INTL INC DEL COM 74153Q10 30,886 1,560,663 SH DEFINED
PRIME GROUP REALTY T SH BEN INT 74158J10 189 33,142 SH DEFINED
PRIME HOSPITALITY CO COM 74191710 7,667 629,973 SH DEFINED
PRIME MED SVCS INC N COM 74156D10 385 53,373 SH DEFINED
PRIMEDIA INC COM 74157K10 4,646 1,976,977 SH DEFINED
PRIMUS KNOWLEDGE SOL COM 74163Q10 21 17,806 SH DEFINED
PRIMUS TELECOMMUNICA COM 74192910 1,572 1,069,625 SH DEFINED
PRINCETON REVIEW INC COM 74235210 2,103 280,457 SH DEFINED
PRINCIPAL FINANCIAL COM 74251V10 365,961 10,174,071 SH DEFINED
PRIORITY HEALTHCARE CL B 74264T10 11,997 595,401 SH DEFINED
PRIVATEBANCORP INC COM 74296210 7,076 262,447 SH DEFINED
PROASSURANCE CORP COM 74267C10 14,262 407,257 SH DEFINED
PROCTER & GAMBLE CO COM 74271810 4,724,456 87,295,935 SH DEFINED
PROGENICS PHARMACEUT COM 74318710 2,290 156,280 SH DEFINED
PROGRESS ENERGY INC COM 74326310 1,029,606 24,317,582 SH DEFINED
PROGRESS SOFTWARE CO COM 74331210 10,803 542,859 SH DEFINED
PROGRESSIVE CORP OHI COM 74331510 534,279 6,304,174 SH DEFINED
PROLOGIS SH BEN INT 74341010 220,565 6,258,926 SH DEFINED
PROQUEST COMPANY COM 74346P10 9,564 372,152 SH DEFINED
PROSPERITY BANCSHARE COM 74360610 6,829 255,559 SH DEFINED
PROTECTIVE LIFE CORP COM 74367410 60,923 1,549,811 SH DEFINED
PROTEIN DESIGN LABS COM 74369L10 23,300 1,190,011 SH DEFINED
PROVIDE COMM INC COM 74373W10 1,044 49,993 SH DEFINED
PROVIDENT BANCORP IN COM 74383A10 6,455 549,824 SH DEFINED
PROVIDENT BANKSHARES COM 74385910 20,684 616,521 SH DEFINED
PROVIDENT FINL HLDGS COM 74386810 2,115 72,918 SH DEFINED
PROVIDENT FINL SVCS COM 74386T10 19,901 1,153,665 SH DEFINED
PROVIDIAN FINL CORP COM 74406A10 163,304 10,508,640 SH DEFINED
PROVINCE HEALTHCARE COM 74397710 15,766 753,609 SH DEFINED
PROXIM CORP CL A 74428310 51 64,165 SH DEFINED
PROXYMED PHARMACY IN COM NEW 74429030 461 46,206 SH DEFINED
PRUDENTIAL FINL INC COM 74432010 676,932 14,390,556 SH DEFINED
PRUDENTIAL PLC ADR 74435K20 818 49,951 SH DEFINED
PS BUSINESS PKS INC COM 69360J10 15,647 392,649 SH DEFINED
PSS WORLD MED INC COM 69366A10 10,574 1,053,149 SH DEFINED
PSYCHIATRIC SOLUTION COM 74439H10 3,283 129,525 SH DEFINED
PTEK HLDGS INC COM 69366M10 12,542 1,463,475 SH DEFINED
PUBLIC STORAGE INC COM 74460D10 103,509 2,088,980 SH DEFINED
PUBLIC SVC ENTERPRIS COM 74457310 321,012 7,535,486 SH DEFINED
PUGET ENERGY INC NEW COM 74531010 32,919 1,450,177 SH DEFINED
PULITZER INC COM 74576910 7,303 147,838 SH DEFINED
PULTE HOMES INC COM 74586710 198,865 3,240,421 SH DEFINED
Q MED COM 74791410 102 14,207 SH DEFINED
QAD INC COM 74727D10 1,055 151,432 SH DEFINED
QLOGIC CORP COM 74727710 104,031 3,501,536 SH DEFINED
QRS CORP COM 74726X10 202 29,179 SH DEFINED
QUADRAMED CORP COM 74730W10 56 20,407 SH DEFINED
QUAKER CHEM CORP COM 74731610 3,173 131,369 SH DEFINED
PRECISION DRILLING C 1 46,355
PREFORMED LINE PRODS 1 28,300
PREMCOR INC 1,2,5 374,887
PRENTISS PPTYS TR 1,2,3,5 943,195
PRESIDENTIAL LIFE CO 1,2 367,530
PRESSTEK INC 1,2 431,513
PRG-SCHULTZ INTERNAT 1,2 698,900
PRICE COMMUNICATIONS 1,2,5 642,812
PRICE LEGACY CORP 1,2 309,761
PRICE T ROWE GROUP I 1,2,5,6,7,8,9,10,12,13,14 3,437,976
PRICELINE COM INC 1,2,5 447,682
PRIDE INTL INC DEL 1,2,5,7,9 1,560,663
PRIME GROUP REALTY T 1,5 33,142
PRIME HOSPITALITY CO 1,2 629,973
PRIME MED SVCS INC N 1,2 53,373
PRIMEDIA INC 1,2,5 1,976,977
PRIMUS KNOWLEDGE SOL 1 17,806
PRIMUS TELECOMMUNICA 1,2 1,069,625
PRINCETON REVIEW INC 1,2,5 280,457
PRINCIPAL FINANCIAL 1,2,5,6,9,10,13 10,174,071
PRIORITY HEALTHCARE 1,2,5 595,401
PRIVATEBANCORP INC 1,2,5 262,447
PROASSURANCE CORP 1,2,5 407,257
PROCTER & GAMBLE CO 1,2,5,6,7,8,9,10,12,13,14 87,295,935
PROGENICS PHARMACEUT 1,2 156,280
PROGRESS ENERGY INC 1,2,5,6,7,8,9,10,12,13,14 24,317,582
PROGRESS SOFTWARE CO 1,2,5 542,859
PROGRESSIVE CORP OHI 1,2,5,6,7,8,9,10,12,13,14 6,304,174
PROLOGIS 1,2,3,5,6,7,8,9,10,12,14 6,258,926
PROQUEST COMPANY 1,2,5 372,152
PROSPERITY BANCSHARE 1,2 255,559
PROTECTIVE LIFE CORP 1,2,5,9 1,549,811
PROTEIN DESIGN LABS 1,2,5,9 1,190,011
PROVIDE COMM INC 1,2 49,993
PROVIDENT BANCORP IN 1,2 549,824
PROVIDENT BANKSHARES 1,2,5 616,521
PROVIDENT FINL HLDGS 1,2 72,918
PROVIDENT FINL SVCS 1,2,5 1,153,665
PROVIDIAN FINL CORP 1,2,5,6,7,8,9,10,12,13,14 10,508,640
PROVINCE HEALTHCARE 1,2,5 753,609
PROXIM CORP 1,5 64,165
PROXYMED PHARMACY IN 1,2 46,206
PRUDENTIAL FINL INC 1,2,5,6,7,8,9,10,12,13,14 14,390,556
PRUDENTIAL PLC 1 49,951
PS BUSINESS PKS INC 1,2,3,5 392,649
PSS WORLD MED INC 1,2,5 1,053,149
PSYCHIATRIC SOLUTION 1,2 129,525
PTEK HLDGS INC 1,2 1,463,475
PUBLIC STORAGE INC 1,2,3,5,7,8,9,10,12,14 2,088,980
PUBLIC SVC ENTERPRIS 1,2,5,6,7,8,9,10,12,13,14 7,535,486
PUGET ENERGY INC NEW 1,2,5,7,9 1,450,177
PULITZER INC 1,2 147,838
PULTE HOMES INC 1,2,5,6,7,8,9,10,12,13,14 3,240,421
Q MED 1 14,207
QAD INC 1,2 151,432
QLOGIC CORP 1,2,5,6,7,8,9,10,12,13,14 3,501,536
QRS CORP 1,2,6 29,179
QUADRAMED CORP 1 20,407
QUAKER CHEM CORP 1,2,5 131,369
QUALCOMM INC COM 74752510 1,914,632 49,042,839 SH DEFINED
QUALITY DISTR INC FL COM 74756M10 203 33,175 SH DEFINED
QUALITY SYS INC COM 74758210 3,738 73,997 SH DEFINED
QUANEX CORP COM 74762010 12,947 252,481 SH DEFINED
QUANTA SVCS INC COM 74762E10 9,049 1,495,650 SH DEFINED
QUANTUM CORP COM DSSG 74790620 7,051 3,052,326 SH DEFINED
QUANTUM FUEL SYS TEC COM 74765E10 72 13,289 SH DEFINED
QUEBECOR WORLD INC COM NON-VT 74820310 222 9,923 SH DEFINED
QUEST DIAGNOSTICS IN COM 74834L10 239,078 2,710,020 SH DEFINED
QUEST SOFTWARE INC COM 74834T10 8,286 745,104 SH DEFINED
QUESTAR CORP COM 74835610 53,443 1,166,360 SH DEFINED
QUICKSILVER RESOURCE COM 74837R10 14,293 437,510 SH DEFINED
QUIDEL CORP COM 74838J10 2,157 476,153 SH DEFINED
QUIKSILVER INC COM 74838C10 22,980 904,018 SH DEFINED
QUINTON CARDIOLOGY S COM 74877310 157 18,500 SH DEFINED
QUIXOTE CORP COM 74905610 2,179 113,014 SH DEFINED
QWEST COMMUNICATIONS COM 74912110 447,115 134,268,688 SH DEFINED
R & G FINANCIAL CORP CL B 74913610 22,881 591,994 SH DEFINED
R H DONNELLEY CORP COM NEW 74955W30 27,655 560,274 SH DEFINED
RADIAN GROUP INC COM 75023610 73,294 1,585,414 SH DEFINED
RADIO ONE INC CL A 75040P10 1,259 88,111 SH DEFINED
RADIO ONE INC CL D NON V 75040P40 10,650 748,451 SH DEFINED
RADIOLOGIX INC COM 75040K10 48 13,600 SH DEFINED
RADIOSHACK CORP COM 75043810 169,235 5,909,040 SH DEFINED
RADISYS CORP COM 75045910 6,527 467,900 SH DEFINED
RAE SYS INC COM 75061P10 1,951 349,724 SH DEFINED
RAILAMERICA INC COM 75075310 5,408 489,408 SH DEFINED
RAINDANCE COMM COM 75086X10 31 19,600 SH DEFINED
RAINMAKER SYSTEMS COM 75087510 19 11,900 SH DEFINED
RAIT INVT TR COM 74922710 9,486 346,831 SH DEFINED
RALCORP HLDGS INC NE COM 75102810 16,480 456,499 SH DEFINED
RAMBUS INC DEL COM 75091710 12,797 815,588 SH DEFINED
RAMCO-GERSHENSON PPT COM SH BEN 75145220 8,403 310,307 SH DEFINED
RANGE RES CORP COM 75281A10 16,928 967,849 SH DEFINED
RANK GROUP PLC SPONSORED 75303710 185 18,080 SH DEFINED
RARE HOSPITALITY INT COM 75382010 14,551 546,005 SH DEFINED
RAVEN INDS INC COM 75421210 4,948 111,322 SH DEFINED
RAYMOND JAMES FINANC COM 75473010 21,933 909,349 SH DEFINED
RAYONIER INC COM 75490710 55,463 1,225,968 SH DEFINED
RAYOVAC CORP COM 75508110 17,084 648,342 SH DEFINED
RAYTHEON CO COM NEW 75511150 635,837 16,741,359 SH DEFINED
RC2 CORP COM 74938810 10,976 333,626 SH DEFINED
READERS DIGEST ASSN COM 75526710 34,865 2,389,683 SH DEFINED
READING INTERNATIONA CL A 75540810 1,626 203,231 SH DEFINED
REALNETWORKS INC COM 75605L10 7,599 1,630,728 SH DEFINED
REALTY INCOME CORP COM 75610910 29,927 664,604 SH DEFINED
RECKSON ASSOCS RLTY COM 75621K10 30,877 1,073,978 SH DEFINED
RED HAT INC COM 75657710 18,302 1,496,516 SH DEFINED
RED ROBIN GOURMET BU COM 75689M10 7,637 174,888 SH DEFINED
REDBACK NETWORKS INC COM NEW 75720950 4,277 819,283 SH DEFINED
REDWOOD TR INC COM 75807540 17,699 283,552 SH DEFINED
REEBOK INTL LTD COM 75811010 51,079 1,391,037 SH DEFINED
REED ELSEVIER N V SPONSORED 75820410 3,083 119,030 SH DEFINED
REED ELSEVIER P L C SPONSORED 75820510 19,962 562,145 SH DEFINED
REGAL BELOIT CORP COM 75875010 13,288 549,309 SH DEFINED
REGAL ENTMT GROUP CL A 75876610 6,509 340,792 SH DEFINED
REGENCY CTRS CORP COM 75884910 49,287 1,060,158 SH DEFINED
REGENERATION TECH IN COM 75886N10 3,177 396,094 SH DEFINED
REGENERON PHARMACEUT COM 75886F10 5,782 666,150 SH DEFINED
QUALCOMM INC 1,2,5,6,7,8,9,10,12,13,14 49,042,839
QUALITY DISTR INC FL 1 33,175
QUALITY SYS INC 1,2 73,997
QUANEX CORP 1,2 252,481
QUANTA SVCS INC 1,2,5,9 1,495,650
QUANTUM CORP 1,2,5,9 3,052,326
QUANTUM FUEL SYS TEC 1 13,289
QUEBECOR WORLD INC 1 9,923
QUEST DIAGNOSTICS IN 1,2,5,6,7,8,9,10,12,13,14 2,710,020
QUEST SOFTWARE INC 1,2,5 745,104
QUESTAR CORP 1,2,5,9 1,166,360
QUICKSILVER RESOURCE 1,2 437,510
QUIDEL CORP 1,2,5 476,153
QUIKSILVER INC 1,2,5 904,018
QUINTON CARDIOLOGY S 1 18,500
QUIXOTE CORP 1,2 113,014
QWEST COMMUNICATIONS 1,2,5,6,7,8,9,10,12,13,14 134,268,688
R & G FINANCIAL CORP 1,2 591,994
R H DONNELLEY CORP 1,2,5 560,274
RADIAN GROUP INC 1,2,5,7,8,9,10,12,13,14 1,585,414
RADIO ONE INC 1,2 88,111
RADIO ONE INC 1,2,5 748,451
RADIOLOGIX INC 1 13,600
RADIOSHACK CORP 1,2,5,6,7,8,9,10,12,13,14 5,909,040
RADISYS CORP 1,2,5 467,900
RAE SYS INC 1,2 349,724
RAILAMERICA INC 1,2 489,408
RAINDANCE COMM 1 19,600
RAINMAKER SYSTEMS 1 11,900
RAIT INVT TR 1,2,5 346,831
RALCORP HLDGS INC NE 1,2,5 456,499
RAMBUS INC DEL 1,2,5 815,588
RAMCO-GERSHENSON PPT 1,2,3 310,307
RANGE RES CORP 1,2 967,849
RANK GROUP PLC 1 18,080
RARE HOSPITALITY INT 1,2,5 546,005
RAVEN INDS INC 1,2 111,322
RAYMOND JAMES FINANC 1,2,5,9 909,349
RAYONIER INC 1,2,5,9 1,225,968
RAYOVAC CORP 1,2 648,342
RAYTHEON CO 1,2,5,6,7,8,9,10,12,13,14 16,741,359
RC2 CORP 1,2 333,626
READERS DIGEST ASSN 1,2,5,9 2,389,683
READING INTERNATIONA 1,2 203,231
REALNETWORKS INC 1,2,5 1,630,728
REALTY INCOME CORP 1,2,5 664,604
RECKSON ASSOCS RLTY 1,2,3,5 1,073,978
RED HAT INC 1,2,5 1,496,516
RED ROBIN GOURMET BU 1,2 174,888
REDBACK NETWORKS INC 1,2,5 819,283
REDWOOD TR INC 1,2,5 283,552
REEBOK INTL LTD 1,2,5,6,9,10 1,391,037
REED ELSEVIER N V 1 119,030
REED ELSEVIER P L C 1,2 562,145
REGAL BELOIT CORP 1,2,5 549,309
REGAL ENTMT GROUP 1,2,5 340,792
REGENCY CTRS CORP 1,2,3,5 1,060,158
REGENERATION TECH IN 1,2 396,094
REGENERON PHARMACEUT 1,2,5 666,150
REGENT COMMUNICATION COM 75886510 2,883 512,949 SH DEFINED
REGIONS FINANCIAL CO COM 7591EP10 439,106 13,282,105 SH DEFINED
REGIS CORP MINN COM 75893210 23,619 587,233 SH DEFINED
REGISTER COM INC COM 75914G10 310 57,224 SH DEFINED
REHABCARE GROUP INC COM 75914810 10,099 438,507 SH DEFINED
REINSURANCE GROUP AM COM 75935110 10,388 252,131 SH DEFINED
RELIANCE STEEL & ALU COM 75950910 19,149 482,338 SH DEFINED
RELIANT ENERGY INC COM 75952B10 67,082 7,189,933 SH DEFINED
RELIV INTL INC COM 75952R10 161 21,657 SH DEFINED
REMEC INC COM 75954310 4,573 970,990 SH DEFINED
REMINGTON OIL & GAS COM 75959430 10,432 397,411 SH DEFINED
RENAISSANCE LEARNING COM 75968L10 3,901 180,003 SH DEFINED
RENAISSANCERE HOLDIN COM G7496G10 11,757 227,929 SH DEFINED
RENAL CARE GROUP INC COM 75993010 29,589 918,070 SH DEFINED
RENOVIS INC COM 75988510 574 71,701 SH DEFINED
RENT A CTR INC NEW COM 76009N10 51,933 2,008,245 SH DEFINED
RENT WAY INC COM 76009U10 2,771 404,483 SH DEFINED
RENTRAK CORP COM 76017410 134 15,300 SH DEFINED
REPSOL YPF S A SPONSORED 76026T20 1,079 49,243 SH DEFINED
REPUBLIC AWYS HLDGS COM 76027610 467 51,986 SH DEFINED
REPUBLIC BANCORP INC COM 76028210 15,476 1,004,929 SH DEFINED
REPUBLIC BANCORP KY CL A 76028120 3,594 154,899 SH DEFINED
REPUBLIC FIRST BANCO COM 76041610 151 11,550 SH DEFINED
REPUBLIC SVCS INC COM 76075910 84,341 2,834,031 SH DEFINED
RES-CARE INC COM 76094310 2,672 225,463 SH DEFINED
RESEARCH IN MOTION L COM 76097510 1,460 19,128 SH DEFINED
RESMED INC COM 76115210 18,108 380,330 SH DEFINED
RESOURCE AMERICA INC CL A 76119520 5,533 234,539 SH DEFINED
RESOURCES CONNECTION COM 76122Q10 12,624 334,142 SH DEFINED
RESPIRONICS INC COM 76123010 24,340 455,467 SH DEFINED
RESTORATION HARDWARE COM 76098110 1,782 344,019 SH DEFINED
RETAIL VENTURES INC COM 76128Y10 1,162 154,175 SH DEFINED
RETALIX LTD ORD M8215W10 562 30,900 SH DEFINED
RETEK INC COM 76128Q10 4,874 1,068,879 SH DEFINED
RETRACTABLE TECHNOLO COM 76129W10 86 18,900 SH DEFINED
REUTERS GROUP PLC SPONSORED 76132M10 425 12,475 SH DEFINED
REVLON INC CL A 76152550 5,194 2,061,038 SH DEFINED
REWARDS NETWORK INC COM 76155710 2,086 312,711 SH DEFINED
REYNOLDS & REYNOLDS CL A 76169510 20,634 836,416 SH DEFINED
REYNOLDS AMERICAN IN COM 76171310 221,350 3,253,237 SH DEFINED
RF MICRODEVICES INC COM 74994110 21,672 3,418,327 SH DEFINED
RIGEL PHARMACEUTICAL COM NEW 76655960 3,877 153,257 SH DEFINED
RIGGS NATL CORP WASH COM 76657010 6,287 283,202 SH DEFINED
RIGHTNOW TECHNOLOGIE COM 76657R10 346 27,600 SH DEFINED
RIMAGE CORP COM 76672110 174 12,400 SH DEFINED
RIO TINTO PLC SPONSORED 76720410 20,947 192,796 SH DEFINED
RITE AID CORP COM 76775410 14,465 4,109,251 SH DEFINED
RLI CORP COM 74960710 93,502 2,490,058 SH DEFINED
ROANOKE ELEC STL COR COM 76984110 198 13,850 SH DEFINED
ROBBINS & MYERS INC COM 77019610 3,836 174,353 SH DEFINED
ROBERT HALF INTL INC COM 77032310 116,184 4,508,487 SH DEFINED
ROCK OF AGES CORP CL A 77263210 89 11,698 SH DEFINED
ROCK-TENN CO CL A 77273920 6,781 430,827 SH DEFINED
ROCKWELL AUTOMATION COM 77390310 227,943 5,889,998 SH DEFINED
ROCKWELL COLLINS INC COM 77434110 208,471 5,613,110 SH DEFINED
ROFIN SINAR TECHNOLO COM 77504310 6,637 225,917 SH DEFINED
ROGERS COMMUNICATION CL B 77510920 284 14,045 SH DEFINED
ROGERS CORP COM 77513310 11,756 276,673 SH DEFINED
ROHM & HAAS CO COM 77537110 270,582 6,297,003 SH DEFINED
REGENT COMMUNICATION 1,2 512,949
REGIONS FINANCIAL CO 1,2,5,6,7,8,9,10,12,13,14 13,282,105
REGIS CORP MINN 1,2,5,9 587,233
REGISTER COM INC 1,2 57,224
REHABCARE GROUP INC 1,2,5 438,507
REINSURANCE GROUP AM 1,2,5 252,131
RELIANCE STEEL & ALU 1,2,5 482,338
RELIANT ENERGY INC 1,2,5 7,189,933
RELIV INTL INC 1 21,657
REMEC INC 1,2 970,990
REMINGTON OIL & GAS 1,2 397,411
RENAISSANCE LEARNING 1,2 180,003
RENAISSANCERE HOLDIN 1,5,7,8,9,10,12,13,14 227,929
RENAL CARE GROUP INC 1,2,5,9 918,070
RENOVIS INC 1,2 71,701
RENT A CTR INC NEW 1,2,5,9 2,008,245
RENT WAY INC 1,2,5 404,483
RENTRAK CORP 1 15,300
REPSOL YPF S A 1 49,243
REPUBLIC AWYS HLDGS 1 51,986
REPUBLIC BANCORP INC 1,2,5 1,004,929
REPUBLIC BANCORP KY 1,2 154,899
REPUBLIC FIRST BANCO 1 11,550
REPUBLIC SVCS INC 1,2,5,7,8,9,10,12,13,14 2,834,031
RES-CARE INC 1,2 225,463
RESEARCH IN MOTION L 1,5 19,128
RESMED INC 1,2,5 380,330
RESOURCE AMERICA INC 1,2,5 234,539
RESOURCES CONNECTION 1,2 334,142
RESPIRONICS INC 1,2,5 455,467
RESTORATION HARDWARE 1,2,5 344,019
RETAIL VENTURES INC 1,2 154,175
RETALIX LTD 1,2 30,900
RETEK INC 1,2,5,9 1,068,879
RETRACTABLE TECHNOLO 1 18,900
REUTERS GROUP PLC 1 12,475
REVLON INC 1,2 2,061,038
REWARDS NETWORK INC 1,2 312,711
REYNOLDS & REYNOLDS 1,2,5,9 836,416
REYNOLDS AMERICAN IN 1,2,5,6,7,9,10,13 3,253,237
RF MICRODEVICES INC 1,2,5,9 3,418,327
RIGEL PHARMACEUTICAL 1,2 153,257
RIGGS NATL CORP WASH 1,2 283,202
RIGHTNOW TECHNOLOGIE 1 27,600
RIMAGE CORP 1 12,400
RIO TINTO PLC 1,2 192,796
RITE AID CORP 1,2,5 4,109,251
RLI CORP 1,2 2,490,058
ROANOKE ELEC STL COR 1 13,850
ROBBINS & MYERS INC 1,2 174,353
ROBERT HALF INTL INC 1,2,5,6,7,8,9,10,12,13,14 4,508,487
ROCK OF AGES CORP 1 11,698
ROCK-TENN CO 1,2 430,827
ROCKWELL AUTOMATION 1,2,5,6,7,8,9,10,12,13,14 5,889,998
ROCKWELL COLLINS INC 1,2,5,6,7,8,9,10,12,13,14 5,613,110
ROFIN SINAR TECHNOLO 1,2,5 225,917
ROGERS COMMUNICATION 1 14,045
ROGERS CORP 1,2 276,673
ROHM & HAAS CO 1,2,5,6,7,8,9,10,12,13,14 6,297,003
ROLLINS INC COM 77571110 10,733 441,872 SH DEFINED
ROPER INDS INC NEW COM 77669610 24,577 427,726 SH DEFINED
ROSS STORES INC COM 77829610 62,316 2,658,513 SH DEFINED
ROSTELECOM OPEN JT S SPONSORED 77852910 536 39,613 SH DEFINED
ROUSE CO COM 77927310 140,900 2,106,764 SH DEFINED
ROWAN COS INC COM 77938210 85,426 3,235,820 SH DEFINED
ROXIO INC COM 78000810 95 18,468 SH DEFINED
ROYAL & SUN ALLIANCE SPON ADR N 78004V20 88 13,302 SH DEFINED
ROYAL BANCSHARES PA CL A 78008110 1,671 68,871 SH DEFINED
ROYAL BK CDA MONTREA COM 78008710 2,731 57,760 SH DEFINED
ROYAL BK SCOTLAND GR SPON ADR S 78009787 277 10,950 SH DEFINED
ROYAL CARIBBEAN CRUI COM V7780T10 4,826 110,696 SH DEFINED
ROYAL DUTCH PETE CO NY REG EUR 78025780 33,352 646,356 SH DEFINED
ROYAL GOLD INC COM 78028710 5,714 334,534 SH DEFINED
ROYAL GROUP TECHNOLO SUB VTG SH 77991510 98 11,237 SH DEFINED
RPC INC COM 74966010 2,996 167,544 SH DEFINED
RPM INTL INC COM 74968510 26,106 1,479,091 SH DEFINED
RSA SEC INC COM 74971910 33,630 1,742,493 SH DEFINED
RTI INTL METALS INC COM 74973W10 6,368 328,733 SH DEFINED
RUBY TUESDAY INC COM 78118210 25,792 925,442 SH DEFINED
RUDDICK CORP COM 78125810 16,613 845,865 SH DEFINED
RUDOLPH TECHNOLOGIES COM 78127010 3,211 191,829 SH DEFINED
RURAL CELLULAR CORP CL A 78190410 80 11,642 SH DEFINED
RUSH ENTERPRISES INC CL B 78184630 411 35,184 SH DEFINED
RUSS BERRIE & CO COM 78223310 3,269 162,247 SH DEFINED
RUSSELL CORP COM 78235210 8,141 483,419 SH DEFINED
RYANAIR HLDGS PLC SPONSORED 78351310 5,715 195,706 SH DEFINED
RYANS RESTAURANT GRO COM 78352010 9,811 661,136 SH DEFINED
RYDER SYS INC COM 78354910 79,106 1,681,682 SH DEFINED
RYERSON TULL INC NEW COM 78375P10 6,236 363,191 SH DEFINED
RYLAND GROUP INC COM 78376410 36,805 397,205 SH DEFINED
S & T BANCORP INC COM 78385910 13,594 380,685 SH DEFINED
S L INDS INC COM 78441310 129 11,700 SH DEFINED
S Y BANCORP INC COM 78506010 3,871 171,523 SH DEFINED
S1 CORPORATION COM 78463B10 8,600 1,077,756 SH DEFINED
SABRE HLDGS CORP CL A 78590510 130,998 5,340,318 SH DEFINED
SAFECO CORP COM 78642910 206,242 4,517,894 SH DEFINED
SAFEGUARD SCIENTIFIC COM 78644910 3,636 1,944,418 SH DEFINED
SAFENET INC COM 78645R10 9,177 347,891 SH DEFINED
SAFETY INS GROUP INC COM 78648T10 3,321 149,380 SH DEFINED
SAFEWAY INC COM NEW 78651420 235,892 12,216,044 SH DEFINED
SAGA COMMUNICATIONS CL A 78659810 3,944 232,684 SH DEFINED
SAKS INC COM 79377W10 22,752 1,888,142 SH DEFINED
SALEM COMMUNICATIONS CL A 79409310 3,483 137,549 SH DEFINED
SALESFORCE COM INC COM 79466L30 364 23,300 SH DEFINED
SALIX PHARMACEUTICAL COM 79543510 12,273 570,328 SH DEFINED
SALTON INC COM 79575710 125 19,844 SH DEFINED
SAN PAOLO-IMI S P A SPONSORED 79917510 10,669 472,076 SH DEFINED
SANDERS MORRIS HARRI COM 80000Q10 3,136 260,035 SH DEFINED
SANDERSON FARMS INC COM 80001310 6,185 184,905 SH DEFINED
SANDISK CORP COM 80004C10 78,110 2,682,344 SH DEFINED
SANDS REGENT COM 80009110 192 21,300 SH DEFINED
SANDY SPRING BANCORP COM 80036310 6,984 213,575 SH DEFINED
SANFILIPPO JOHN B & COM 80042210 2,640 100,775 SH DEFINED
SANMINA SCI CORP COM 80090710 127,891 18,140,629 SH DEFINED
SANOFI AVENTIS SPONSORED 80105N10 23,123 631,603 SH DEFINED
SANOFI AVENTIS SP ADR TEM 80105N20 6,313 173,156 SH DEFINED
SANTANDER BANCORP COM 80280910 2,315 92,617 SH DEFINED
SANTARUS INC COM 80281730 558 61,546 SH DEFINED
ROLLINS INC 1,2,9 441,872
ROPER INDS INC NEW 1,2,5 427,726
ROSS STORES INC 1,2,5,7,8,9,10,12,13,14 2,658,513
ROSTELECOM OPEN JT S 1,2,7 39,613
ROUSE CO 1,2,3,5,6,7,8,9,10,12,14 2,106,764
ROWAN COS INC 1,2,5,6,9,10 3,235,820
ROXIO INC 1 18,468
ROYAL & SUN ALLIANCE 1 13,302
ROYAL BANCSHARES PA 1,2 68,871
ROYAL BK CDA MONTREA 1 57,760
ROYAL BK SCOTLAND GR 1 10,950
ROYAL CARIBBEAN CRUI 1,5,7 110,696
ROYAL DUTCH PETE CO 1,2 646,356
ROYAL GOLD INC 1,2,5 334,534
ROYAL GROUP TECHNOLO 1 11,237
RPC INC 1,2,5 167,544
RPM INTL INC 1,2,5,9 1,479,091
RSA SEC INC 1,2,5,9 1,742,493
RTI INTL METALS INC 1,2 328,733
RUBY TUESDAY INC 1,2,5,9 925,442
RUDDICK CORP 1,2,5,9 845,865
RUDOLPH TECHNOLOGIES 1,2,5 191,829
RURAL CELLULAR CORP 1 11,642
RUSH ENTERPRISES INC 1 35,184
RUSS BERRIE & CO 1,2 162,247
RUSSELL CORP 1,2 483,419
RYANAIR HLDGS PLC 1,2,5,7 195,706
RYANS RESTAURANT GRO 1,2,5 661,136
RYDER SYS INC 1,2,5,6,9,10 1,681,682
RYERSON TULL INC NEW 1,2 363,191
RYLAND GROUP INC 1,2,5,9 397,205
S & T BANCORP INC 1,2,5 380,685
S L INDS INC 1 11,700
S Y BANCORP INC 1,2 171,523
S1 CORPORATION 1,2,5 1,077,756
SABRE HLDGS CORP 1,2,5,6,7,8,9,10,12,13,14 5,340,318
SAFECO CORP 1,2,5,6,7,8,9,10,12,13,14 4,517,894
SAFEGUARD SCIENTIFIC 1,2,5 1,944,418
SAFENET INC 1,2 347,891
SAFETY INS GROUP INC 1,2 149,380
SAFEWAY INC 1,2,5,6,7,8,9,10,12,13,14 12,216,044
SAGA COMMUNICATIONS 1,2 232,684
SAKS INC 1,2,5,9 1,888,142
SALEM COMMUNICATIONS 1,2 137,549
SALESFORCE COM INC 1 23,300
SALIX PHARMACEUTICAL 1,2,5 570,328
SALTON INC 1,5 19,844
SAN PAOLO-IMI S P A 1,2 472,076
SANDERS MORRIS HARRI 1,2 260,035
SANDERSON FARMS INC 1,2 184,905
SANDISK CORP 1,2,5,7,8,9,10,12,13,14 2,682,344
SANDS REGENT 1 21,300
SANDY SPRING BANCORP 1,2 213,575
SANFILIPPO JOHN B & 1,2 100,775
SANMINA SCI CORP 1,2,5,6,7,8,9,10,12,13,14 18,140,629
SANOFI AVENTIS 1,2 631,603
SANOFI AVENTIS 1 173,156
SANTANDER BANCORP 1,2 92,617
SANTARUS INC 1,2 61,546
SAP AKTIENGESELLSCHA SPONSORED 80305420 36,218 929,861 SH DEFINED
SAPIENT CORP COM 80306210 9,288 1,217,347 SH DEFINED
SARA LEE CORP COM 80311110 552,462 24,167,197 SH DEFINED
SATYAM COMPUTER SERV ADR 80409810 451 19,499 SH DEFINED
SAUER-DANFOSS INC COM 80413710 2,382 139,439 SH DEFINED
SAUL CTRS INC COM 80439510 12,740 387,460 SH DEFINED
SAVIENT PHARMACEUTIC COM 80517Q10 167 72,763 SH DEFINED
SAVVIS COMMUNICATION COM 80542310 69 55,400 SH DEFINED
SBA COMMUNICATIONS C COM 78388J10 4,469 638,481 SH DEFINED
SBC COMMUNICATIONS I COM 78387G10 2,709,192 104,400,458 SH DEFINED
SBS TECHNOLOGIES INC COM 78387P10 3,048 249,827 SH DEFINED
SCANA CORP NEW COM 80589M10 104,372 2,795,173 SH DEFINED
SCANSOFT INC COM 80603P10 4,559 1,117,342 SH DEFINED
SCANSOURCE INC COM 80603710 12,621 197,828 SH DEFINED
SCBT FINANCIAL CORP COM 78401V10 3,315 112,377 SH DEFINED
SCHAWK INC CL A 80637310 1,592 109,544 SH DEFINED
SCHEIB EARL INC COM 80639810 39 12,100 SH DEFINED
SCHEIN HENRY INC COM 80640710 42,764 686,305 SH DEFINED
SCHERING A G SPONSORED 80658520 646 10,292 SH DEFINED
SCHERING PLOUGH CORP COM 80660510 678,165 35,580,518 SH DEFINED
SCHLUMBERGER LTD COM 80685710 946,473 14,061,407 SH DEFINED
SCHNITZER STL INDS CL A 80688210 8,323 257,287 SH DEFINED
SCHOLASTIC CORP COM 80706610 23,296 754,156 SH DEFINED
SCHOOL SPECIALTY INC COM 80786310 14,409 365,623 SH DEFINED
SCHULMAN A INC COM 80819410 11,908 540,312 SH DEFINED
SCHWAB CHARLES CORP COM 80851310 354,368 38,560,203 SH DEFINED
SCHWEITZER-MAUDUIT I COM 80854110 5,628 173,694 SH DEFINED
SCICLONE PHARMACEUTI COM 80862K10 2,534 711,704 SH DEFINED
SCIENTIFIC ATLANTA I COM 80865510 161,462 6,229,241 SH DEFINED
SCIENTIFIC GAMES COR CL A 80874P10 21,368 1,118,768 SH DEFINED
SCM MICROSYSTEMS INC COM 78401810 31 11,465 SH DEFINED
SCOTTISH PWR PLC SPON ADR F 81013T70 218,659 7,090,117 SH DEFINED
SCOTTS CO CL A 81018610 22,279 347,289 SH DEFINED
SCP POOL CORP COM 78402810 24,863 929,807 SH DEFINED
SCPIE HLDGS INC COM 78402P10 149 16,651 SH DEFINED
SCRIPPS E W CO OHIO CL A 81105420 35,066 733,902 SH DEFINED
SCS TRANSN INC COM 81111T10 4,348 229,556 SH DEFINED
SEA CONTAINERS LTD CL A 81137170 259 17,000 SH DEFINED
SEABOARD CORP COM 81154310 3,560 6,075 SH DEFINED
SEABULK INTL INC COM 81169P10 1,373 132,665 SH DEFINED
SEACHANGE INTL INC COM 81169910 9,582 599,237 SH DEFINED
SEACOAST BKG CORP FL COM 81170730 3,786 177,264 SH DEFINED
SEACOR HOLDINGS INC COM 81190410 13,228 282,959 SH DEFINED
SEAGATE TECHNOLOGY SHS G7945J10 2,508 185,520 SH DEFINED
SEALED AIR CORP NEW COM 81211K10 160,008 3,452,177 SH DEFINED
SEARS ROEBUCK & CO COM 81238710 892,129 22,387,177 SH DEFINED
SEATTLE GENETICS INC COM 81257810 2,603 396,204 SH DEFINED
SECURE COMPUTING COR COM 81370510 4,179 550,571 SH DEFINED
SECURITY BANK CORP COM 81404710 2,281 65,178 SH DEFINED
SEEBEYOND TECHNOLOGI COM 81570410 2,430 788,883 SH DEFINED
SEI INVESTMENTS CO COM 78411710 55,258 1,640,663 SH DEFINED
SELECT COMFORT CORP COM 81616X10 10,444 573,836 SH DEFINED
SELECT MEDICAL CORP COM 81619610 25,400 1,891,316 SH DEFINED
SELECT SECTOR SPDR T SBI HEALTH 81369Y20 389 13,506 SH DEFINED
SELECT SECTOR SPDR T SBI CONS S 81369Y30 246 11,353 SH DEFINED
SELECT SECTOR SPDR T SBI INT-EN 81369Y50 462 13,238 SH DEFINED
SELECT SECTOR SPDR T SBI INT-FI 81369Y60 300 10,541 SH DEFINED
SELECT SECTOR SPDR T SBI INT-IN 81369Y70 895 31,533 SH DEFINED
SELECT SECTOR SPDR T SBI INT-UT 81369Y88 520 20,770 SH DEFINED
SAP AKTIENGESELLSCHA 1,2 929,861
SAPIENT CORP 1,2,5 1,217,347
SARA LEE CORP 1,2,5,6,7,8,9,10,12,13,14 24,167,197
SATYAM COMPUTER SERV 1,2 19,499
SAUER-DANFOSS INC 1,2 139,439
SAUL CTRS INC 1,2,3,5 387,460
SAVIENT PHARMACEUTIC 1,2,5 72,763
SAVVIS COMMUNICATION 1 55,400
SBA COMMUNICATIONS C 1,2 638,481
SBC COMMUNICATIONS I 1,2,5,6,7,8,9,10,12,13,14 104,400,458
SBS TECHNOLOGIES INC 1,2 249,827
SCANA CORP NEW 1,2,5,7,8,9,10,12,13,14 2,795,173
SCANSOFT INC 1,2,5 1,117,342
SCANSOURCE INC 1,2 197,828
SCBT FINANCIAL CORP 1,2,5 112,377
SCHAWK INC 1,2 109,544
SCHEIB EARL INC 1 12,100
SCHEIN HENRY INC 1,2,5,9 686,305
SCHERING A G 1 10,292
SCHERING PLOUGH CORP 1,2,5,6,7,9,10,13 35,580,518
SCHLUMBERGER LTD 1,2,5,6,7,8,9,10,12,13,14 14,061,407
SCHNITZER STL INDS 1,2,5 257,287
SCHOLASTIC CORP 1,2,5,9 754,156
SCHOOL SPECIALTY INC 1,2,5 365,623
SCHULMAN A INC 1,2 540,312
SCHWAB CHARLES CORP 1,2,5,6,7,8,9,10,12,13,14 38,560,203
SCHWEITZER-MAUDUIT I 1,2 173,694
SCICLONE PHARMACEUTI 1,2 711,704
SCIENTIFIC ATLANTA I 1,2,5,6,7,8,9,10,12,13,14 6,229,241
SCIENTIFIC GAMES COR 1,2,5 1,118,768
SCM MICROSYSTEMS INC 1 11,465
SCOTTISH PWR PLC 1 7,090,117
SCOTTS CO 1,2,5,9 347,289
SCP POOL CORP 1,2,5 929,807
SCPIE HLDGS INC 1,5 16,651
SCRIPPS E W CO OHIO 1,2,5,7 733,902
SCS TRANSN INC 1,2,5 229,556
SEA CONTAINERS LTD 1,5 17,000
SEABOARD CORP 1,2 6,075
SEABULK INTL INC 1,2 132,665
SEACHANGE INTL INC 1,2,5 599,237
SEACOAST BKG CORP FL 1,2 177,264
SEACOR HOLDINGS INC 1,2,5 282,959
SEAGATE TECHNOLOGY 1,2,5 185,520
SEALED AIR CORP NEW 1,2,5,6,7,8,9,10,12,13,14 3,452,177
SEARS ROEBUCK & CO 1,2,5,6,7,8,9,10,12,13,14 22,387,177
SEATTLE GENETICS INC 1,2 396,204
SECURE COMPUTING COR 1,2,5 550,571
SECURITY BANK CORP 1,2 65,178
SEEBEYOND TECHNOLOGI 1,2,5 788,883
SEI INVESTMENTS CO 1,2,5,9 1,640,663
SELECT COMFORT CORP 1,2,5 573,836
SELECT MEDICAL CORP 1,2,5 1,891,316
SELECT SECTOR SPDR T 5 13,506
SELECT SECTOR SPDR T 5 11,353
SELECT SECTOR SPDR T 1,5 13,238
SELECT SECTOR SPDR T 5 10,541
SELECT SECTOR SPDR T 5 31,533
SELECT SECTOR SPDR T 5 20,770
SELECTICA INC COM 81628810 101 26,548 SH DEFINED
SELECTIVE INS GROUP COM 81630010 20,388 548,069 SH DEFINED
SEMCO ENERGY INC COM 78412D10 1,122 204,319 SH DEFINED
SEMICONDUCTOR MFG IN SPONSORED 81663N20 2,186 221,300 SH DEFINED
SEMITOOL INC COM 81690910 2,034 268,001 SH DEFINED
SEMPRA ENERGY COM 81685110 284,516 7,861,716 SH DEFINED
SEMTECH CORP COM 81685010 17,985 938,203 SH DEFINED
SENIOR HSG PPTYS TR SH BEN INT 81721M10 13,576 761,828 SH DEFINED
SENSIENT TECHNOLOGIE COM 81725T10 18,581 858,637 SH DEFINED
SEPRACOR INC COM 81731510 53,871 1,104,369 SH DEFINED
SEQUA CORPORATION CL A 81732010 6,549 125,435 SH DEFINED
SERENA SOFTWARE INC COM 81749210 8,428 503,787 SH DEFINED
SEROLOGICALS CORP COM 81752310 11,347 486,390 SH DEFINED
SERVICE CORP INTL COM 81756510 18,319 2,949,941 SH DEFINED
SERVICEMASTER CO COM 81760N10 56,561 4,398,216 SH DEFINED
SFBC INTL INC COM 78412110 4,272 162,387 SH DEFINED
SHARPER IMAGE CORP COM 82001310 4,906 228,700 SH DEFINED
SHAW COMMUNICATIONS CL B CONV 82028K20 675 40,477 SH DEFINED
SHAW GROUP INC COM 82028010 11,523 960,212 SH DEFINED
SHELL TRANS & TRADIN ADR NY SHS 82270360 3,934 88,379 SH DEFINED
SHENANDOAH TELECOMMU COM 82312B10 3,087 120,551 SH DEFINED
SHERWIN WILLIAMS CO COM 82434810 312,894 7,117,709 SH DEFINED
SHIP FINANCE INTERNA SHS G8107510 632 31,430 SH DEFINED
SHOE CARNIVAL INC COM 82488910 2,588 220,297 SH DEFINED
SHOPKO STORES INC COM 82491110 31,343 1,800,289 SH DEFINED
SHUFFLE MASTER INC COM 82554910 16,015 427,510 SH DEFINED
SHURGARD STORAGE CTR COM 82567D10 28,072 723,494 SH DEFINED
SI INTL INC COM 78427V10 2,289 104,481 SH DEFINED
SIEBEL SYS INC COM 82617010 96,210 12,759,966 SH DEFINED
SIEMENS A G SPONSORED 82619750 20,789 282,076 SH DEFINED
SIERRA HEALTH SVCS I COM 82632210 37,153 775,145 SH DEFINED
SIERRA PAC RES NEW COM 82642810 19,945 2,228,470 SH DEFINED
SIGMA ALDRICH CORP COM 82655210 132,645 2,286,975 SH DEFINED
SIGMATEL INC COM 82661W10 7,887 371,842 SH DEFINED
SIGNATURE BK NEW YOR COM 82669G10 1,512 56,517 SH DEFINED
SILGAN HOLDINGS INC COM 82704810 10,081 217,726 SH DEFINED
SILICON GRAPHICS INC COM 82705610 5,581 3,875,946 SH DEFINED
SILICON IMAGE INC COM 82705T10 16,812 1,330,034 SH DEFINED
SILICON LABORATORIES COM 82691910 18,499 559,055 SH DEFINED
SILICON STORAGE TECH COM 82705710 8,133 1,276,790 SH DEFINED
SILICON VY BANCSHARE COM 82706410 30,592 823,018 SH DEFINED
SILICONIX INC COM NEW 82707920 4,640 129,492 SH DEFINED
SILICONWARE PRECISIO SPONSD ADR 82708486 53 15,775 SH DEFINED
SIMMONS 1ST NATL COR CL A $1 PA 82873020 5,897 230,518 SH DEFINED
SIMON PPTY GROUP INC COM 82880610 369,640 6,892,413 SH DEFINED
SIMPLETECH INC COM 82882310 486 132,912 SH DEFINED
SIMPSON MANUFACTURIN COM 82907310 21,126 334,277 SH DEFINED
SINCLAIR BROADCAST G CL A 82922610 5,149 705,372 SH DEFINED
SINOPEC SHANGHAI PET SPON ADR H 82935M10 247 6,391 SH DEFINED
SIPEX CORP COM 82990910 1,571 299,168 SH DEFINED
SIRF TECHNOLOGY HLDG COM 82967H10 1,572 110,450 SH DEFINED
SIRIUS SATELLITE RAD COM 82966U10 34,058 10,643,119 SH DEFINED
SIRVA INC COM 82967Y10 4,937 215,600 SH DEFINED
SITEL CORP COM 82980K10 1,537 711,611 SH DEFINED
SIX FLAGS INC COM 83001P10 9,523 1,750,624 SH DEFINED
SIZELER PPTY INVS IN COM 83013710 400 43,000 SH DEFINED
SJW CORP COM 78430510 3,431 103,895 SH DEFINED
SK TELECOM LTD SPONSORED 78440P10 2,041 104,958 SH DEFINED
SKECHERS U S A INC CL A 83056610 7,031 484,244 SH DEFINED
SELECTICA INC 1 26,548
SELECTIVE INS GROUP 1,2,5 548,069
SEMCO ENERGY INC 1,5 204,319
SEMICONDUCTOR MFG IN 1 221,300
SEMITOOL INC 1,2,5 268,001
SEMPRA ENERGY 1,2,5,6,7,8,9,10,12,13,14 7,861,716
SEMTECH CORP 1,2,5,9 938,203
SENIOR HSG PPTYS TR 1,2 761,828
SENSIENT TECHNOLOGIE 1,2,5,9 858,637
SEPRACOR INC 1,2,5,9 1,104,369
SEQUA CORPORATION 1,2,9 125,435
SERENA SOFTWARE INC 1,2,5 503,787
SEROLOGICALS CORP 1,2 486,390
SERVICE CORP INTL 1,2,5 2,949,941
SERVICEMASTER CO 1,2,5,7,8,9,10,12,13,14 4,398,216
SFBC INTL INC 1,2 162,387
SHARPER IMAGE CORP 1,2 228,700
SHAW COMMUNICATIONS 1,5,7 40,477
SHAW GROUP INC 1,2,5 960,212
SHELL TRANS & TRADIN 1 88,379
SHENANDOAH TELECOMMU 1,2 120,551
SHERWIN WILLIAMS CO 1,2,5,6,7,8,9,10,12,13,14 7,117,709
SHIP FINANCE INTERNA 1,5,7,10,13,14 31,430
SHOE CARNIVAL INC 1,2,5 220,297
SHOPKO STORES INC 1,2 1,800,289
SHUFFLE MASTER INC 1,2 427,510
SHURGARD STORAGE CTR 1,2,3,5 723,494
SI INTL INC 1,2 104,481
SIEBEL SYS INC 1,2,5,6,7,8,9,10,12,13,14 12,759,966
SIEMENS A G 1,2 282,076
SIERRA HEALTH SVCS I 1,2,5 775,145
SIERRA PAC RES NEW 1,2,5,9 2,228,470
SIGMA ALDRICH CORP 1,2,5,6,7,8,9,10,12,13,14 2,286,975
SIGMATEL INC 1,2 371,842
SIGNATURE BK NEW YOR 1,2 56,517
SILGAN HOLDINGS INC 1,2 217,726
SILICON GRAPHICS INC 1,2 3,875,946
SILICON IMAGE INC 1,2,5 1,330,034
SILICON LABORATORIES 1,2,5,9 559,055
SILICON STORAGE TECH 1,2,5 1,276,790
SILICON VY BANCSHARE 1,2,5,9 823,018
SILICONIX INC 1,2 129,492
SILICONWARE PRECISIO 1 15,775
SIMMONS 1ST NATL COR 1,2 230,518
SIMON PPTY GROUP INC 1,2,3,5,6,7,8,9,10,12,14 6,892,413
SIMPLETECH INC 1,2 132,912
SIMPSON MANUFACTURIN 1,2,5 334,277
SINCLAIR BROADCAST G 1,2 705,372
SINOPEC SHANGHAI PET 1 6,391
SIPEX CORP 1,2 299,168
SIRF TECHNOLOGY HLDG 1,2 110,450
SIRIUS SATELLITE RAD 1,2,5 10,643,119
SIRVA INC 1,2 215,600
SITEL CORP 1,2 711,611
SIX FLAGS INC 1,2,5,9 1,750,624
SIZELER PPTY INVS IN 1,2,5 43,000
SJW CORP 1,2 103,895
SK TELECOM LTD 1,2,4 104,958
SKECHERS U S A INC 1,2 484,244
SKY FINL GROUP INC COM 83080P10 24,453 978,131 SH DEFINED
SKYLINE CORP COM 83083010 3,954 98,716 SH DEFINED
SKYWEST INC COM 83087910 14,066 934,628 SH DEFINED
SKYWORKS SOLUTIONS I COM 83088M10 21,634 2,282,116 SH DEFINED
SL GREEN RLTY CORP COM 78440X10 41,360 798,308 SH DEFINED
SLM CORP COM 78442P10 536,881 12,037,684 SH DEFINED
SM&A COM 78465D10 157 22,531 SH DEFINED
SMART & FINAL INC COM 83168310 3,017 179,993 SH DEFINED
SMITH & NEPHEW PLC SPDN ADR N 83175M20 19,376 418,030 SH DEFINED
SMITH A O COM 83186520 6,324 259,725 SH DEFINED
SMITH INTL INC COM 83211010 130,125 2,142,677 SH DEFINED
SMITHFIELD FOODS INC COM 83224810 28,658 1,146,311 SH DEFINED
SMITHTOWN BANCORP IN COM 83244910 1,647 65,877 SH DEFINED
SMUCKER J M CO COM NEW 83269640 32,508 731,996 SH DEFINED
SMURFIT-STONE CONTAI COM 83272710 60,705 3,133,993 SH DEFINED
SNAP ON INC COM 83303410 37,591 1,363,977 SH DEFINED
SOCIEDAD QUIMICA MIN SPON ADR S 83363510 250 5,177 SH DEFINED
SOCKET COMMUNICATION COM 83367210 37 15,400 SH DEFINED
SOHU COM INC COM 83408W10 4,525 272,091 SH DEFINED
SOLA INTL INC COM 83409210 8,765 460,107 SH DEFINED
SOLECTRON CORP COM 83418210 125,611 25,375,961 SH DEFINED
SONIC AUTOMOTIVE INC CL A 83545G10 8,533 425,600 SH DEFINED
SONIC CORP COM 83545110 26,953 1,051,618 SH DEFINED
SONIC INNOVATIONS IN COM 83545M10 607 133,123 SH DEFINED
SONIC SOLUTIONS COM 83546010 4,482 274,650 SH DEFINED
SONICWALL INC COM 83547010 6,397 946,298 SH DEFINED
SONOCO PRODS CO COM 83549510 110,864 4,193,038 SH DEFINED
SONOSITE INC COM 83568G10 5,981 229,586 SH DEFINED
SONUS NETWORKS INC COM 83591610 1,284 228,087 SH DEFINED
SONY CORP ADR NEW 83569930 18,301 532,151 SH DEFINED
SOTHEBYS HLDGS INC CL A 83589810 14,891 947,233 SH DEFINED
SOUND FED BANCORP IN COM 83607V10 177 12,128 SH DEFINED
SOURCE INTERLINK COS COM NEW 83615120 2,226 228,989 SH DEFINED
SOURCECORP COM 83616710 6,062 273,824 SH DEFINED
SOUTH FINL GROUP INC COM 83784110 16,894 599,087 SH DEFINED
SOUTH JERSEY INDS IN COM 83851810 11,464 240,084 SH DEFINED
SOUTHERN CMNTY FINL COM 84263210 1,806 162,309 SH DEFINED
SOUTHERN CO COM 84258710 772,164 25,755,971 SH DEFINED
SOUTHERN PERU COPPER COM 84361110 7,029 136,067 SH DEFINED
SOUTHERN UN CO NEW COM 84403010 21,514 1,049,481 SH DEFINED
SOUTHSIDE BANCSHARES COM 84470P10 2,519 123,714 SH DEFINED
SOUTHTRUST CORP COM 84473010 366,917 8,807,428 SH DEFINED
SOUTHWEST AIRLS CO COM 84474110 1,274,982 93,611,042 SH DEFINED
SOUTHWEST BANCORP IN COM 84476710 5,691 258,074 SH DEFINED
SOUTHWEST BANCORPORA COM 84476R10 23,567 1,170,149 SH DEFINED
SOUTHWEST GAS CORP COM 84489510 12,660 528,583 SH DEFINED
SOUTHWEST WTR CO COM 84533110 2,429 198,298 SH DEFINED
SOUTHWESTERN ENERGY COM 84546710 29,324 698,362 SH DEFINED
SOVEREIGN BANCORP IN COM 84590510 212,294 9,729,324 SH DEFINED
SOVRAN SELF STORAGE COM 84610H10 13,234 337,763 SH DEFINED
SPANISH BROADCASTING CL A 84642588 5,323 540,985 SH DEFINED
SPARTAN STORES INC COM 84682210 55 13,600 SH DEFINED
SPARTECH CORP COM NEW 84722020 11,352 452,263 SH DEFINED
SPATIALIGHT INC COM 84724810 1,661 281,563 SH DEFINED
SPDR TR UNIT SER 1 78462F10 89,328 799,281 SH DEFINED
SPECIALTY LABORATORI COM 84749R10 1,146 109,119 SH DEFINED
SPECTRALINK CORP COM 84758010 2,649 278,862 SH DEFINED
SPECTRANETICS CORP COM 84760C10 155 30,300 SH DEFINED
SPECTRASITE INC COM 84761M10 17,286 371,750 SH DEFINED
SKY FINL GROUP INC 1,2,5 978,131
SKYLINE CORP 1,2 98,716
SKYWEST INC 1,2,5 934,628
SKYWORKS SOLUTIONS I 1,2,5 2,282,116
SL GREEN RLTY CORP 1,2,3,5 798,308
SLM CORP 1,2,5,6,7,8,9,10,12,13,14 12,037,684
SM&A 1 22,531
SMART & FINAL INC 1,2 179,993
SMITH & NEPHEW PLC 1,2 418,030
SMITH A O 1,2 259,725
SMITH INTL INC 1,2,5,7,8,9,10,12,13,14 2,142,677
SMITHFIELD FOODS INC 1,2,5,9 1,146,311
SMITHTOWN BANCORP IN 1,2 65,877
SMUCKER J M CO 1,2,5,6,9 731,996
SMURFIT-STONE CONTAI 1,2,5,7,8,9,10,12,13,14 3,133,993
SNAP ON INC 1,2,5,6,9,10 1,363,977
SOCIEDAD QUIMICA MIN 1,2,7 5,177
SOCKET COMMUNICATION 1 15,400
SOHU COM INC 1,2 272,091
SOLA INTL INC 1,2 460,107
SOLECTRON CORP 1,2,5,6,7,8,9,10,12,13,14 25,375,961
SONIC AUTOMOTIVE INC 1,2,5 425,600
SONIC CORP 1,2,5 1,051,618
SONIC INNOVATIONS IN 1,2 133,123
SONIC SOLUTIONS 1,2 274,650
SONICWALL INC 1,2,5 946,298
SONOCO PRODS CO 1,2,5,6,9 4,193,038
SONOSITE INC 1,2 229,586
SONUS NETWORKS INC 1,5 228,087
SONY CORP 1,2 532,151
SOTHEBYS HLDGS INC 1,2,9 947,233
SOUND FED BANCORP IN 1,5 12,128
SOURCE INTERLINK COS 1,2 228,989
SOURCECORP 1,2,5 273,824
SOUTH FINL GROUP INC 1,2,5 599,087
SOUTH JERSEY INDS IN 1,2 240,084
SOUTHERN CMNTY FINL 1,2 162,309
SOUTHERN CO 1,2,5,6,7,8,9,10,12,13,14 25,755,971
SOUTHERN PERU COPPER 1,2,5,7 136,067
SOUTHERN UN CO NEW 1,2,5 1,049,481
SOUTHSIDE BANCSHARES 1,2 123,714
SOUTHTRUST CORP 1,2,5,6,7,8,9,10,12,13,14 8,807,428
SOUTHWEST AIRLS CO 1,2,5,6,7,8,9,10,12,13,14 93,611,042
SOUTHWEST BANCORP IN 1,2 258,074
SOUTHWEST BANCORPORA 1,2,5 1,170,149
SOUTHWEST GAS CORP 1,2,5 528,583
SOUTHWEST WTR CO 1,2 198,298
SOUTHWESTERN ENERGY 1,2 698,362
SOVEREIGN BANCORP IN 1,2,5,6,7,8,9,10,12,13,14 9,729,324
SOVRAN SELF STORAGE 1,2,3,5 337,763
SPANISH BROADCASTING 1,2 540,985
SPARTAN STORES INC 1 13,600
SPARTECH CORP 1,2 452,263
SPATIALIGHT INC 1,2 281,563
SPDR TR 1,5,6 799,281
SPECIALTY LABORATORI 1,2 109,119
SPECTRALINK CORP 1,2 278,862
SPECTRANETICS CORP 1 30,300
SPECTRASITE INC 1,2 371,750
SPECTRUM CTL INC COM 84761510 102 14,400 SH DEFINED
SPEEDWAY MOTORSPORTS COM 84778810 7,335 220,064 SH DEFINED
SPHERION CORP COM 84842010 7,399 946,202 SH DEFINED
SPHERIX INC COM 84842R10 52 15,499 SH DEFINED
SPINNAKER EXPL CO COM 84855W10 13,100 373,857 SH DEFINED
SPIRE CORP COM 84856510 51 10,600 SH DEFINED
SPORTS AUTH INC NEW COM 84917U10 7,705 332,109 SH DEFINED
SPORTS CLUB INC COM 84917P10 15 10,688 SH DEFINED
SPORTS RESORTS INTL COM 84918U10 328 89,647 SH DEFINED
SPRINT CORP COM FON 85206110 747,628 37,139,985 SH DEFINED
SPSS INC COM 78462K10 2,793 209,557 SH DEFINED
SPX CORP COM 78463510 49,781 1,406,254 SH DEFINED
SRA INTL INC CL A 78464R10 9,709 188,298 SH DEFINED
SRS LABS INC COM 78464M10 65 12,100 SH DEFINED
SS&C TECHNOLOGIES IN COM 85227Q10 6,341 324,676 SH DEFINED
ST JOE CO COM 79014810 28,302 592,466 SH DEFINED
ST JUDE MED INC COM 79084910 418,612 5,561,467 SH DEFINED
ST MARY LD & EXPL CO COM 79222810 18,502 464,760 SH DEFINED
ST PAUL TRAVELERS IN COM 79286010 740,105 22,386,715 SH DEFINED
STAAR SURGICAL CO COM PAR $0 85231230 73 22,189 SH DEFINED
STAGE STORES INC COM NEW 85254C30 11,131 325,269 SH DEFINED
STAKTEK HLDGS INC COM 85256P10 255 65,325 SH DEFINED
STAMPS COM INC COM NEW 85285720 3,509 263,805 SH DEFINED
STANCORP FINL GROUP COM 85289110 34,639 486,509 SH DEFINED
STANDARD COML CORP COM 85325810 2,029 128,798 SH DEFINED
STANDARD MICROSYSTEM COM 85362610 4,487 256,257 SH DEFINED
STANDARD MTR PRODS I COM 85366610 2,251 148,958 SH DEFINED
STANDARD PAC CORP NE COM 85375C10 17,406 308,783 SH DEFINED
STANDARD REGISTER CO COM 85388710 2,494 237,568 SH DEFINED
STANDEX INTL CORP COM 85423110 4,459 182,000 SH DEFINED
STANLEY FURNITURE IN COM NEW 85430520 3,731 84,790 SH DEFINED
STANLEY WKS COM 85461610 164,291 3,862,952 SH DEFINED
STAPLES INC COM 85503010 507,314 17,012,552 SH DEFINED
STAR SCIENTIFIC INC COM 85517P10 1,790 302,298 SH DEFINED
STARBUCKS CORP COM 85524410 494,882 10,886,095 SH DEFINED
STARTEK INC COM 85569C10 5,983 190,785 SH DEFINED
STARWOOD HOTELS&RESO PAIRED CTF 85590A20 346,627 7,467,196 SH DEFINED
STATE AUTO FINL CORP COM 85570710 5,918 204,436 SH DEFINED
STATE BANCORP INC N. COM 85571610 2,738 120,880 SH DEFINED
STATE FINL SVCS CORP CL A 85685510 2,313 84,287 SH DEFINED
STATE STR CORP COM 85747710 712,370 16,679,238 SH DEFINED
STATION CASINOS INC COM 85768910 36,026 734,633 SH DEFINED
STATS CHIPPAC LTD SPONSORED 85771T10 1,290 215,732 SH DEFINED
STEAK N SHAKE CO COM 85787310 6,713 393,038 SH DEFINED
STEEL DYNAMICS INC COM 85811910 23,291 603,094 SH DEFINED
STEEL TECHNOLOGIES I COM 85814710 3,407 133,011 SH DEFINED
STEELCASE INC CL A 85815520 6,285 448,908 SH DEFINED
STEIN MART INC COM 85837510 6,181 406,103 SH DEFINED
STEINWAY MUSICAL INS COM ORD 85849510 4,180 153,680 SH DEFINED
STELLENT INC COM 85856W10 1,867 242,143 SH DEFINED
STEMCELLS INC COM 85857R10 23 15,200 SH DEFINED
STEPAN CO COM 85858610 2,038 85,671 SH DEFINED
STEREOTAXIS INC COM 85916J10 237 24,300 SH DEFINED
STERICYCLE INC COM 85891210 33,198 723,270 SH DEFINED
STERIS CORP COM 85915210 38,731 1,765,318 SH DEFINED
STERLING BANCORP COM 85915810 5,620 207,778 SH DEFINED
STERLING BANCSHARES COM 85890710 8,812 655,175 SH DEFINED
STERLING FINL CORP COM 85931710 8,462 315,281 SH DEFINED
STERLING FINL CORP W COM 85931910 11,851 336,298 SH DEFINED
SPECTRUM CTL INC 1 14,400
SPEEDWAY MOTORSPORTS 1,2 220,064
SPHERION CORP 1,2,5 946,202
SPHERIX INC 1 15,499
SPINNAKER EXPL CO 1,2,5 373,857
SPIRE CORP 1 10,600
SPORTS AUTH INC NEW 1,2 332,109
SPORTS CLUB INC 1 10,688
SPORTS RESORTS INTL 1 89,647
SPRINT CORP 1,2,5,6,7,9,10,13 37,139,985
SPSS INC 1,2,5 209,557
SPX CORP 1,2,5,6,7,8,9,10,12,13,14 1,406,254
SRA INTL INC 1,2 188,298
SRS LABS INC 1 12,100
SS&C TECHNOLOGIES IN 1,2 324,676
ST JOE CO 1,2,5,7 592,466
ST JUDE MED INC 1,2,5,6,7,8,9,10,12,13,14 5,561,467
ST MARY LD & EXPL CO 1,2,5 464,760
ST PAUL TRAVELERS IN 1,2,5,6,7,8,9,10,12,13,14 22,386,715
STAAR SURGICAL CO 1 22,189
STAGE STORES INC 1,2,5 325,269
STAKTEK HLDGS INC 1,2 65,325
STAMPS COM INC 1,2 263,805
STANCORP FINL GROUP 1,2,5,9 486,509
STANDARD COML CORP 1,2,5 128,798
STANDARD MICROSYSTEM 1,2 256,257
STANDARD MTR PRODS I 1,2 148,958
STANDARD PAC CORP NE 1,2,5 308,783
STANDARD REGISTER CO 1,2 237,568
STANDEX INTL CORP 1,2,5 182,000
STANLEY FURNITURE IN 1,2,5 84,790
STANLEY WKS 1,2,5,6,7,8,9,10,12,13,14 3,862,952
STAPLES INC 1,2,5,6,7,8,9,10,12,13,14 17,012,552
STAR SCIENTIFIC INC 1,2 302,298
STARBUCKS CORP 1,2,5,6,7,8,9,10,12,13,14 10,886,095
STARTEK INC 1,2 190,785
STARWOOD HOTELS&RESO 1,2,3,5,6,7,8,9,10,12,13,141 7,467,196
STATE AUTO FINL CORP 1,2 204,436
STATE BANCORP INC N. 1,2 120,880
STATE FINL SVCS CORP 1,2 84,287
STATE STR CORP 1,2,5,6,7,8,9,10,12,13,14 16,679,238
STATION CASINOS INC 1,2,5 734,633
STATS CHIPPAC LTD 1 215,732
STEAK N SHAKE CO 1,2 393,038
STEEL DYNAMICS INC 1,2 603,094
STEEL TECHNOLOGIES I 1,2 133,011
STEELCASE INC 1,2,5 448,908
STEIN MART INC 1,2,5 406,103
STEINWAY MUSICAL INS 1,2 153,680
STELLENT INC 1,2,5 242,143
STEMCELLS INC 1 15,200
STEPAN CO 1,2,5 85,671
STEREOTAXIS INC 1 24,300
STERICYCLE INC 1,2,5,9 723,270
STERIS CORP 1,2,5,9 1,765,318
STERLING BANCORP 1,2 207,778
STERLING BANCSHARES 1,2 655,175
STERLING FINL CORP 1,2 315,281
STERLING FINL CORP W 1,2 336,298
STEWART & STEVENSON COM 86034210 8,019 453,821 SH DEFINED
STEWART ENTERPRISES CL A 86037010 14,687 2,113,239 SH DEFINED
STEWART INFORMATION COM 86037210 13,160 334,010 SH DEFINED
STEWART W P & CO LTD COM G8492210 276 13,830 SH DEFINED
STIFEL FINL CORP COM 86063010 1,393 71,057 SH DEFINED
STILLWATER MNG CO COM 86074Q10 10,302 664,648 SH DEFINED
STMICROELECTRONICS N NY REGISTR 86101210 923 53,434 SH DEFINED
STONE ENERGY CORP COM 86164210 16,111 368,168 SH DEFINED
STONERIDGE INC COM 86183P10 5,138 364,368 SH DEFINED
STORA ENSO CORP SPON ADR R 86210M10 583 43,080 SH DEFINED
STORAGE TECHNOLOGY C COM PAR $0 86211120 43,732 1,731,279 SH DEFINED
STRATAGENE CORP COM 86269H10 118 16,379 SH DEFINED
STRATASYS INC COM 86268510 4,411 139,773 SH DEFINED
STRATEGIC HOTEL CAP COM 86272T10 953 70,500 SH DEFINED
STRATEX NETWORKS INC COM 86279T10 2,942 1,313,578 SH DEFINED
STRATTEC SEC CORP COM 86311110 3,545 56,937 SH DEFINED
STRAYER ED INC COM 86323610 24,921 216,687 SH DEFINED
STREETTRACKS SER TR DJ LRG CAP 86330E20 2,759 21,848 SH DEFINED
STRIDE RITE CORP COM 86331410 6,518 635,899 SH DEFINED
STRYKER CORP COM 86366710 529,903 11,021,275 SH DEFINED
STUDENT LN CORP COM 86390210 5,577 39,341 SH DEFINED
STURM RUGER & CO INC COM 86415910 3,122 346,543 SH DEFINED
SUBURBAN PROPANE PAR UNIT LTD P 86448210 283 8,211 SH DEFINED
SUFFOLK BANCORP COM 86473910 5,322 176,410 SH DEFINED
SUMMIT PPTYS INC COM 86623910 16,960 626,972 SH DEFINED
SUMTOTAL SYS INC COM 86661510 62 12,578 SH DEFINED
SUN BANCORP INC COM 86663B10 2,975 135,650 SH DEFINED
SUN COMMUNITIES INC COM 86667410 14,544 371,107 SH DEFINED
SUN LIFE FINL INC COM 86679610 4,317 143,707 SH DEFINED
SUN MICROSYSTEMS INC COM 86681010 365,582 90,490,555 SH DEFINED
SUNAIR ELECTRS INC COM 86701710 78 14,900 SH DEFINED
SUNCOR ENERGY INC COM 86722910 1,316 41,103 SH DEFINED
SUNGARD DATA SYS INC COM 86736310 217,818 9,163,579 SH DEFINED
SUNLINK HEALTH SYSTE COM 86737U10 73 13,400 SH DEFINED
SUNOCO INC COM 86764P10 328,612 4,441,903 SH DEFINED
SUNOCO LOGISTICS PRT COM UNITS 86764L10 362 9,200 SH DEFINED
SUNRISE SENIOR LIVIN COM 86768K10 9,200 261,962 SH DEFINED
SUNRISE TELECOM INC COM 86769Y10 39 13,617 SH DEFINED
SUNTERRA CORP COM NEW 86787D20 2,260 237,095 SH DEFINED
SUNTRON CORP COM 86789P10 193 39,001 SH DEFINED
SUNTRUST BKS INC COM 86791410 672,459 9,550,624 SH DEFINED
SUPERGEN INC COM 86805910 3,853 623,525 SH DEFINED
SUPERIOR ENERGY SVCS COM 86815710 10,563 817,534 SH DEFINED
SUPERIOR INDS INTL I COM 86816810 15,984 533,706 SH DEFINED
SUPERTEX INC COM 86853210 3,034 156,175 SH DEFINED
SUPERVALU INC COM 86853610 138,650 5,032,682 SH DEFINED
SUPPORTSOFT INC COM 86858710 4,705 483,057 SH DEFINED
SUPREME INDS INC CL A 86860710 117 19,360 SH DEFINED
SUREWEST COMMUNICATI COM 86873310 6,552 228,531 SH DEFINED
SURMODICS INC COM 86887310 6,651 280,055 SH DEFINED
SUSQUEHANNA BANCSHAR COM 86909910 17,779 722,714 SH DEFINED
SWIFT ENERGY CO COM 87073810 9,848 411,029 SH DEFINED
SWIFT TRANSN CO COM 87075610 19,454 1,156,616 SH DEFINED
SWISSCOM AG SPONSORED 87101310 366 10,553 SH DEFINED
SWS GROUP INC COM 78503N10 4,843 301,180 SH DEFINED
SYBASE INC COM 87113010 15,959 1,157,272 SH DEFINED
SYBRON DENTAL SPECIA COM 87114210 26,713 899,725 SH DEFINED
SYCAMORE NETWORKS IN COM 87120610 10,143 2,683,445 SH DEFINED
SYKES ENTERPRISES IN COM 87123710 1,918 417,793 SH DEFINED
STEWART & STEVENSON 1,2 453,821
STEWART ENTERPRISES 1,2,5 2,113,239
STEWART INFORMATION 1,2 334,010
STEWART W P & CO LTD 1,2,5 13,830
STIFEL FINL CORP 1,2 71,057
STILLWATER MNG CO 1,2,5 664,648
STMICROELECTRONICS N 1,2 53,434
STONE ENERGY CORP 1,2,5 368,168
STONERIDGE INC 1,2 364,368
STORA ENSO CORP 1 43,080
STORAGE TECHNOLOGY C 1,2,5,9 1,731,279
STRATAGENE CORP 1 16,379
STRATASYS INC 1,2,5 139,773
STRATEGIC HOTEL CAP 1,2 70,500
STRATEX NETWORKS INC 1,2 1,313,578
STRATTEC SEC CORP 1,2,5 56,937
STRAYER ED INC 1,2 216,687
STREETTRACKS SER TR 1 21,848
STRIDE RITE CORP 1,2,5 635,899
STRYKER CORP 1,2,5,6,7,8,9,10,12,13,14 11,021,275
STUDENT LN CORP 1,2,5 39,341
STURM RUGER & CO INC 1,2 346,543
SUBURBAN PROPANE PAR 1,5 8,211
SUFFOLK BANCORP 1,2 176,410
SUMMIT PPTYS INC 1,2,3,5 626,972
SUMTOTAL SYS INC 1 12,578
SUN BANCORP INC 1,2 135,650
SUN COMMUNITIES INC 1,2,3,5 371,107
SUN LIFE FINL INC 1,5 143,707
SUN MICROSYSTEMS INC 1,2,5,6,7,8,9,10,12,13,14 90,490,555
SUNAIR ELECTRS INC 1 14,900
SUNCOR ENERGY INC 1 41,103
SUNGARD DATA SYS INC 1,2,5,6,7,8,9,10,12,13,14 9,163,579
SUNLINK HEALTH SYSTE 1 13,400
SUNOCO INC 1,2,5,6,7,8,9,10,12,13,14 4,441,903
SUNOCO LOGISTICS PRT 1 9,200
SUNRISE SENIOR LIVIN 1,2 261,962
SUNRISE TELECOM INC 1 13,617
SUNTERRA CORP 1,2 237,095
SUNTRON CORP 1,2 39,001
SUNTRUST BKS INC 1,2,5,6,7,8,9,10,12,13,14 9,550,624
SUPERGEN INC 1,2,5 623,525
SUPERIOR ENERGY SVCS 1,2 817,534
SUPERIOR INDS INTL I 1,2,5,9 533,706
SUPERTEX INC 1,2 156,175
SUPERVALU INC 1,2,5,6,7,9,10,12,14 5,032,682
SUPPORTSOFT INC 1,2,5 483,057
SUPREME INDS INC 1 19,360
SUREWEST COMMUNICATI 1,2,5 228,531
SURMODICS INC 1,2 280,055
SUSQUEHANNA BANCSHAR 1,2,5 722,714
SWIFT ENERGY CO 1,2,5 411,029
SWIFT TRANSN CO 1,2,5,9 1,156,616
SWISSCOM AG 1 10,553
SWS GROUP INC 1,2 301,180
SYBASE INC 1,2,5,9 1,157,272
SYBRON DENTAL SPECIA 1,2,5 899,725
SYCAMORE NETWORKS IN 1,2,5 2,683,445
SYKES ENTERPRISES IN 1,2 417,793
SYMANTEC CORP COM 87150310 483,211 8,804,864 SH DEFINED
SYMBION INC DEL COM 87150710 1,377 85,487 SH DEFINED
SYMBOL TECHNOLOGIES COM 87150810 79,240 6,268,965 SH DEFINED
SYMMETRICOM INC COM 87154310 6,248 660,455 SH DEFINED
SYMS CORP COM 87155110 151 14,000 SH DEFINED
SYMYX TECHNOLOGIES COM 87155S10 9,285 394,269 SH DEFINED
SYNALLOY CP DEL COM 87156510 173 17,277 SH DEFINED
SYNAPTICS INC COM 87157D10 6,809 337,724 SH DEFINED
SYNGENTA AG SPONSORED 87160A10 908 47,547 SH DEFINED
SYNNEX CORP COM 87162W10 1,306 73,802 SH DEFINED
SYNOPSYS INC COM 87160710 40,043 2,540,789 SH DEFINED
SYNOVIS LIFE TECHNOL COM 87162G10 163 17,000 SH DEFINED
SYNOVUS FINL CORP COM 87161C10 209,766 8,021,663 SH DEFINED
SYNPLICITY INC COM 87160Y10 112 21,799 SH DEFINED
SYNTEL INC COM 87162H10 1,343 81,256 SH DEFINED
SYNTROLEUM CORP COM 87163010 2,338 333,097 SH DEFINED
SYPRIS SOLUTIONS INC COM 87165510 1,275 93,423 SH DEFINED
SYSCO CORP COM 87182910 644,437 21,538,659 SH DEFINED
SYSTEMAX INC COM 87185110 850 150,134 SH DEFINED
T-3 ENERGY SRVCS INC COM 87306E10 85 14,100 SH DEFINED
TAIWAN GREATER CHINA SH BEN INT 87403710 129 30,000 SH DEFINED
TAIWAN SEMICONDUCTOR SPONSORED 87403910 45,535 6,377,401 SH DEFINED
TAKE-TWO INTERACTIVE COM 87405410 25,418 773,750 SH DEFINED
TALBOTS INC COM 87416110 5,035 203,095 SH DEFINED
TALISMAN ENERGY INC COM 87425E10 1,054 40,697 SH DEFINED
TALK AMERICA HLDGS I COM NEW 87426R20 3,122 596,948 SH DEFINED
TALX CORP COM 87491810 5,730 248,160 SH DEFINED
TANGER FACTORY OUTLE COM 87546510 16,828 375,796 SH DEFINED
TANOX INC COM 87588Q10 6,350 376,433 SH DEFINED
TARGET CORP COM 87612E10 3,810,741 84,215,261 SH DEFINED
TARGETED GENETICS CO COM 87612M10 47 34,214 SH DEFINED
TARRAGON CORP COM 87628710 1,343 103,192 SH DEFINED
TASER INTL INC COM 87651B10 13,379 356,307 SH DEFINED
TAUBMAN CTRS INC COM 87666410 27,047 1,047,132 SH DEFINED
TAYLOR CAP GROUP INC COM 87685110 1,484 61,852 SH DEFINED
TBC CORP COM 87218010 6,198 277,419 SH DEFINED
TC PIPELINES LP UT COM LTD 87233Q10 508 13,760 SH DEFINED
TCF FINL CORP COM 87227510 75,343 2,487,405 SH DEFINED
TDC A/S SPONSORED 87236N10 181 10,248 SH DEFINED
TDK CORP AMERN DEP 87235140 335 5,001 SH DEFINED
TEAM INC COM 87815510 201 13,000 SH DEFINED
TECH DATA CORP COM 87823710 27,350 709,456 SH DEFINED
TECH OPS SEVCON INC COM 87829310 74 12,400 SH DEFINED
TECHNE CORP COM 87837710 31,843 834,015 SH DEFINED
TECHNICAL OLYMPIC US COM 87848310 2,781 98,474 SH DEFINED
TECHNITROL INC COM 87855510 13,810 708,201 SH DEFINED
TECHNOLOGY RESH CORP COM NEW 87872730 81 11,800 SH DEFINED
TECO ENERGY INC COM 87237510 74,433 5,501,343 SH DEFINED
TECUMSEH PRODS CO CL A 87889520 16,286 388,964 SH DEFINED
TEEKAY SHIPPING MARS COM Y8564W10 2,101 48,765 SH DEFINED
TEGAL CORP COM 87900810 15 11,400 SH DEFINED
TEJON RANCH CO DEL COM 87908010 4,257 113,059 SH DEFINED
TEKELEC COM 87910110 13,919 834,451 SH DEFINED
TEKTRONIX INC COM 87913110 72,686 2,186,055 SH DEFINED
TELE NORTE LESTE PAR SPON ADR P 87924610 19,717 1,490,293 SH DEFINED
TELECOM ARGENTINA S SPON ADR R 87927320 18,072 1,654,934 SH DEFINED
TELECOMMUNICATION SY CL A 87929J10 32 10,000 SH DEFINED
TELECOMUNICACOES BRA SPONSORED 87928730 274 9,978 SH DEFINED
TELEDYNE TECHNOLOGIE COM 87936010 19,385 774,177 SH DEFINED
SYMANTEC CORP 1,2,5,6,7,9,10,13 8,804,864
SYMBION INC DEL 1,2 85,487
SYMBOL TECHNOLOGIES 1,2,5,6,7,8,9,10,12,13,14 6,268,965
SYMMETRICOM INC 1,2,5 660,455
SYMS CORP 1 14,000
SYMYX TECHNOLOGIES 1,2,5 394,269
SYNALLOY CP DEL 1 17,277
SYNAPTICS INC 1,2,5 337,724
SYNGENTA AG 1 47,547
SYNNEX CORP 1,2 73,802
SYNOPSYS INC 1,2,5,7,8,9,10,12,13,14 2,540,789
SYNOVIS LIFE TECHNOL 1,2 17,000
SYNOVUS FINL CORP 1,2,5,6,7,8,9,10,12,13,14 8,021,663
SYNPLICITY INC 1 21,799
SYNTEL INC 1,2 81,256
SYNTROLEUM CORP 1,2 333,097
SYPRIS SOLUTIONS INC 1,2 93,423
SYSCO CORP 1,2,5,6,7,8,9,10,12,13,14 21,538,659
SYSTEMAX INC 1,2 150,134
T-3 ENERGY SRVCS INC 1,2 14,100
TAIWAN GREATER CHINA 7 30,000
TAIWAN SEMICONDUCTOR 1,2,4,5,7,8,13 6,377,401
TAKE-TWO INTERACTIVE 1,2,5 773,750
TALBOTS INC 1,2,5 203,095
TALISMAN ENERGY INC 1 40,697
TALK AMERICA HLDGS I 1,2 596,948
TALX CORP 1,2,5 248,160
TANGER FACTORY OUTLE 1,2,3,5 375,796
TANOX INC 1,2 376,433
TARGET CORP 1,2,5,6,7,8,9,10,12,13,14 84,215,261
TARGETED GENETICS CO 1 34,214
TARRAGON CORP 1,2,5 103,192
TASER INTL INC 1,2 356,307
TAUBMAN CTRS INC 1,2,3,5 1,047,132
TAYLOR CAP GROUP INC 1,2 61,852
TBC CORP 1,2 277,419
TC PIPELINES LP 1,2,5 13,760
TCF FINL CORP 1,2,5,7,8,9,10,12,13,14 2,487,405
TDC A/S 1 10,248
TDK CORP 1 5,001
TEAM INC 1 13,000
TECH DATA CORP 1,2,5,9 709,456
TECH OPS SEVCON INC 1 12,400
TECHNE CORP 1,2,5 834,015
TECHNICAL OLYMPIC US 1,2 98,474
TECHNITROL INC 1,2,5 708,201
TECHNOLOGY RESH CORP 1 11,800
TECO ENERGY INC 1,2,5,6,7,9,10 5,501,343
TECUMSEH PRODS CO 1,2,5,9 388,964
TEEKAY SHIPPING MARS 1,2,5 48,765
TEGAL CORP 1 11,400
TEJON RANCH CO DEL 1,2 113,059
TEKELEC 1,2,5 834,451
TEKTRONIX INC 1,2,5,6,7,9,10 2,186,055
TELE NORTE LESTE PAR 1,2,4 1,490,293
TELECOM ARGENTINA S 1,2,4,7 1,654,934
TELECOMMUNICATION SY 1 10,000
TELECOMUNICACOES BRA 1 9,978
TELEDYNE TECHNOLOGIE 1,2,5 774,177
TELEFLEX INC COM 87936910 21,219 499,274 SH DEFINED
TELEFONICA MOVILES S SPONSORED 87938V10 170 16,176 SH DEFINED
TELEFONICA S A SPONSORED 87938220 18,627 414,020 SH DEFINED
TELEFONOS DE MEXICO SPON ADR O 87940378 13,397 415,153 SH DEFINED
TELEPHONE & DATA SYS COM 87943310 77,429 919,914 SH DEFINED
TELESP CELULAR PART SPON ADR P 87952L10 4,253 688,175 SH DEFINED
TELETECH HOLDINGS IN COM 87993910 6,535 692,250 SH DEFINED
TELIK INC COM 87959M10 14,778 662,699 SH DEFINED
TELLABS INC COM 87966410 143,380 15,601,784 SH DEFINED
TELSTRA CORP LTD SPON ADR F 87969N20 176 10,406 SH DEFINED
TELULAR CORP COM NEW 87970T20 188 17,900 SH DEFINED
TEMPLE INLAND INC COM 87986810 160,320 2,387,486 SH DEFINED
TEMPUR PEDIC INTL IN COM 88023U10 3,378 225,348 SH DEFINED
TENARIS S A SPONSORED 88031M10 4,674 102,524 SH DEFINED
TENET HEALTHCARE COR COM 88033G10 135,434 12,551,784 SH DEFINED
TENNANT CO COM 88034510 5,188 127,996 SH DEFINED
TENNECO AUTOMOTIVE I COM 88034910 11,301 862,679 SH DEFINED
TEPPCO PARTNERS L P UT LTD PAR 87238410 2,927 70,372 SH DEFINED
TERADYNE INC COM 88077010 83,099 6,201,421 SH DEFINED
TERAYON COMMUNICATIO COM 88077510 2,104 992,588 SH DEFINED
TERCICA INC COM 88078L10 358 39,745 SH DEFINED
TEREX CORP NEW COM 88077910 64,298 1,481,513 SH DEFINED
TERRA INDS INC COM 88091510 4,549 525,278 SH DEFINED
TERRA NITROGEN CO L COM UNIT 88100520 296 12,900 SH DEFINED
TERREMARK WORLDWIDE COM 88144810 2,330 3,640,263 SH DEFINED
TESORO PETE CORP COM 88160910 56,053 1,898,180 SH DEFINED
TESSERA TECHNOLOGIES COM 88164L10 7,508 339,751 SH DEFINED
TETRA TECH INC NEW COM 88162G10 12,003 947,395 SH DEFINED
TETRA TECHNOLOGIES I COM 88162F10 12,113 390,116 SH DEFINED
TEVA PHARMACEUTICAL ADR 88162420 37,971 1,463,240 SH DEFINED
TEXAS CAPITAL BANCSH COM 88224Q10 5,364 295,557 SH DEFINED
TEXAS GENCO HLDGS IN COM 88244310 27,556 590,702 SH DEFINED
TEXAS INDS INC COM 88249110 16,566 322,046 SH DEFINED
TEXAS INSTRS INC COM 88250810 1,070,060 50,284,784 SH DEFINED
TEXAS REGL BANCSHARE CL A VTG 88267310 18,505 595,208 SH DEFINED
TEXTRON INC COM 88320310 299,635 4,662,121 SH DEFINED
THERAGENICS CORP COM 88337510 56 15,381 SH DEFINED
THERMA-WAVE INC COM 88343A10 77 22,768 SH DEFINED
THERMO ELECTRON CORP COM 88355610 128,401 4,752,062 SH DEFINED
THERMOGENESIS CORP COM NEW 88362320 2,532 527,601 SH DEFINED
THIRD WAVE TECHNOLOG COM 88428W10 2,225 323,370 SH DEFINED
THOMAS & BETTS CORP COM 88431510 29,506 1,100,154 SH DEFINED
THOMAS INDS INC COM 88442510 7,325 233,294 SH DEFINED
THOMSON SPONSORED 88511810 239 11,380 SH DEFINED
THOMSON CORP COM 88490310 1,130 32,563 SH DEFINED
THOR INDS INC COM 88516010 19,458 735,086 SH DEFINED
THORATEC CORP COM NEW 88517530 7,264 755,106 SH DEFINED
THORNBURG MTG INC COM 88521810 21,243 732,281 SH DEFINED
THQ INC COM NEW 87244340 16,382 841,849 SH DEFINED
THREE FIVE SYS INC COM 88554L10 73 26,530 SH DEFINED
TIBCO SOFTWARE INC COM 88632Q10 15,430 1,813,162 SH DEFINED
TIDEWATER INC COM 88642310 24,463 751,554 SH DEFINED
TIER TECHNOLOGIES IN CL B 88650Q10 3,526 365,339 SH DEFINED
TIERONE CORP COM 88650R10 6,604 286,395 SH DEFINED
TIFFANY & CO NEW COM 88654710 122,649 3,989,890 SH DEFINED
TIMBERLAND CO CL A 88710010 87,855 1,546,741 SH DEFINED
TIME WARNER INC COM 88731710 2,258,570 139,936,169 SH DEFINED
TIME WARNER TELECOM CL A 88731910 3,447 718,043 SH DEFINED
TIMKEN CO COM 88738910 16,156 656,228 SH DEFINED
TELEFLEX INC 1,2,5,9 499,274
TELEFONICA MOVILES S 1 16,176
TELEFONICA S A 1 414,020
TELEFONOS DE MEXICO 1,2 415,153
TELEPHONE & DATA SYS 1,2,5,7,8,9,10,12,13,14 919,914
TELESP CELULAR PART 1,2 688,175
TELETECH HOLDINGS IN 1,2 692,250
TELIK INC 1,2 662,699
TELLABS INC 1,2,5,6,7,8,9,10,12,13,14 15,601,784
TELSTRA CORP LTD 1 10,406
TELULAR CORP 1 17,900
TEMPLE INLAND INC 1,2,5,6,7,8,9,10,12,13,14 2,387,486
TEMPUR PEDIC INTL IN 1,2 225,348
TENARIS S A 1,2,7 102,524
TENET HEALTHCARE COR 1,2,5,6,7,8,9,10,12,13,14 12,551,784
TENNANT CO 1,2 127,996
TENNECO AUTOMOTIVE I 1,2,5 862,679
TEPPCO PARTNERS L P 1,5 70,372
TERADYNE INC 1,2,5,6,7,8,9,10,12,13,14 6,201,421
TERAYON COMMUNICATIO 1,2,5 992,588
TERCICA INC 1,2 39,745
TEREX CORP NEW 1,2,5 1,481,513
TERRA INDS INC 1,2 525,278
TERRA NITROGEN CO L 1 12,900
TERREMARK WORLDWIDE 1,2,5 3,640,263
TESORO PETE CORP 1,2,5 1,898,180
TESSERA TECHNOLOGIES 1,2 339,751
TETRA TECH INC NEW 1,2,5,13 947,395
TETRA TECHNOLOGIES I 1,2,7 390,116
TEVA PHARMACEUTICAL 1,2,4,5,7 1,463,240
TEXAS CAPITAL BANCSH 1,2 295,557
TEXAS GENCO HLDGS IN 1,2,5 590,702
TEXAS INDS INC 1,2,5 322,046
TEXAS INSTRS INC 1,2,5,6,7,8,9,10,12,13,14 50,284,784
TEXAS REGL BANCSHARE 1,2,5 595,208
TEXTRON INC 1,2,5,6,7,8,9,10,12,13,14 4,662,121
THERAGENICS CORP 1 15,381
THERMA-WAVE INC 1 22,768
THERMO ELECTRON CORP 1,2,5,6,7,8,9,10,12,13,14 4,752,062
THERMOGENESIS CORP 1,2,5 527,601
THIRD WAVE TECHNOLOG 1,2 323,370
THOMAS & BETTS CORP 1,2,5,6,9 1,100,154
THOMAS INDS INC 1,2 233,294
THOMSON 1 11,380
THOMSON CORP 7 32,563
THOR INDS INC 1,2,5,9 735,086
THORATEC CORP 1,2,5 755,106
THORNBURG MTG INC 1,2,5 732,281
THQ INC 1,2,5 841,849
THREE FIVE SYS INC 1,5 26,530
TIBCO SOFTWARE INC 1,2,5 1,813,162
TIDEWATER INC 1,2,5,9 751,554
TIER TECHNOLOGIES IN 1,2 365,339
TIERONE CORP 1,2 286,395
TIFFANY & CO NEW 1,2,5,6,7,8,9,10,12,13,14 3,989,890
TIMBERLAND CO 1,2,5,9 1,546,741
TIME WARNER INC 1,2,5,6,7,8,9,10,12,13,14 139,936,169
TIME WARNER TELECOM 1,2,5 718,043
TIMKEN CO 1,2,5 656,228
TIPPINGPOINT TECH IN COM 88801110 511 21,432 SH DEFINED
TITAN CORP COM 88826610 21,777 1,558,824 SH DEFINED
TITAN INTL INC ILL COM 88830M10 160 16,672 SH DEFINED
TITAN PHARMACEUTICAL COM 88831410 48 20,117 SH DEFINED
TITANIUM METALS CORP COM NEW 88833920 3,342 142,456 SH DEFINED
TIVO INC COM 88870610 4,116 621,819 SH DEFINED
TJX COS INC NEW COM 87254010 331,412 15,036,857 SH DEFINED
TLC VISION CORP COM 87254910 186 21,185 SH DEFINED
TNS INC COM 87296010 822 42,361 SH DEFINED
TODCO CL A 88889T10 2,600 149,874 SH DEFINED
TODD SHIPYARDS CORP COM 88903910 156 10,160 SH DEFINED
TOLL BROTHERS INC COM 88947810 31,316 675,940 SH DEFINED
TOLLGRADE COMMUNICAT COM 88954210 186 21,217 SH DEFINED
TOM ONLINE INC ADR REG S 88972820 113 10,000 SH DEFINED
TOMPKINSTRUSTCO INC COM 89011010 5,290 114,277 SH DEFINED
TOO INC COM 89033310 9,190 508,602 SH DEFINED
TOOTSIE ROLL INDS IN COM 89051610 16,869 577,293 SH DEFINED
TOPPS INC COM 89078610 5,211 532,797 SH DEFINED
TORCHMARK CORP COM 89102710 184,716 3,473,409 SH DEFINED
TORO CO COM 89109210 30,671 449,069 SH DEFINED
TORONTO DOMINION BK COM NEW 89116050 1,639 45,167 SH DEFINED
TOTAL S A SPONSORED 89151E10 30,283 296,401 SH DEFINED
TOTAL SYS SVCS INC COM 89190610 16,682 660,922 SH DEFINED
TOWER AUTOMOTIVE INC COM 89170710 1,917 917,412 SH DEFINED
TOWN & CTRY TR SH BEN INT 89208110 12,492 490,863 SH DEFINED
TOYOTA MOTOR CORP SP ADR REP 89233130 25,567 334,735 SH DEFINED
TOYS R US INC COM 89233510 107,406 6,054,454 SH DEFINED
TRACTOR SUPPLY CO COM 89235610 17,898 569,279 SH DEFINED
TRADESTATION GROUP I COM 89267P10 1,491 243,280 SH DEFINED
TRAFFIX INC COM 89272110 81 13,700 SH DEFINED
TRAMMELL CROW CO COM 89288R10 9,932 631,807 SH DEFINED
TRANS WORLD ENTMT CO COM 89336Q10 5,005 512,270 SH DEFINED
TRANSACT TECHNOLOGIE COM 89291810 4,478 173,224 SH DEFINED
TRANSACTION SYS ARCH CL A 89341610 16,236 873,588 SH DEFINED
TRANSALTA CORP COM 89346D10 187 14,371 SH DEFINED
TRANSATLANTIC HLDGS COM 89352110 16,076 295,778 SH DEFINED
TRANSCAT INC COM 89352910 55 19,200 SH DEFINED
TRANSKARYOTIC THERAP COM 89373510 8,221 463,670 SH DEFINED
TRANSMETA CORP DEL COM 89376R10 2,782 2,207,972 SH DEFINED
TRANSMONTAIGNE INC COM 89393410 3,455 593,650 SH DEFINED
TRANSOCEAN INC ORD G9007810 302,856 8,464,383 SH DEFINED
TRANSPRO INC COM 89388510 76 14,679 SH DEFINED
TRANSTECHNOLOGY CORP COM 89388910 109 12,900 SH DEFINED
TRANSWITCH CORP COM 89406510 119 94,622 SH DEFINED
TRAVELZOO INC COM 89421Q10 1,467 28,204 SH DEFINED
TRC COS INC COM 87262510 5,155 274,665 SH DEFINED
TREDEGAR CORP COM 89465010 8,527 468,524 SH DEFINED
TREND MICRO INC SPONS ADR 89486M20 803 18,697 SH DEFINED
TREX INC COM 89531P10 6,118 138,168 SH DEFINED
TRI CONTL CORP COM 89543610 1,962 118,105 SH DEFINED
TRIAD GTY INC COM 89592510 7,269 131,019 SH DEFINED
TRIAD HOSPITALS INC COM 89579K10 35,169 1,021,172 SH DEFINED
TRIARC COS INC CL B SER 1 89592730 6,724 586,250 SH DEFINED
TRIBUNE CO NEW COM 89604710 346,812 8,427,984 SH DEFINED
TRICO BANCSHARES COM 89609510 3,669 175,401 SH DEFINED
TRIDENT MICROSYSTEMS COM 89591910 2,618 260,007 SH DEFINED
TRIMBLE NAVIGATION L COM 89623910 26,427 836,283 SH DEFINED
TRIMERIS INC COM 89626310 3,937 261,617 SH DEFINED
TRINITY INDS INC COM 89652210 21,942 703,945 SH DEFINED
TIPPINGPOINT TECH IN 1,2 21,432
TITAN CORP 1,2,5,9 1,558,824
TITAN INTL INC ILL 1 16,672
TITAN PHARMACEUTICAL 1 20,117
TITANIUM METALS CORP 1,2 142,456
TIVO INC 1,2 621,819
TJX COS INC NEW 1,2,5,6,7,8,9,10,12,13,14 15,036,857
TLC VISION CORP 1 21,185
TNS INC 1,2 42,361
TODCO 1,2 149,874
TODD SHIPYARDS CORP 1 10,160
TOLL BROTHERS INC 1,2,5,9 675,940
TOLLGRADE COMMUNICAT 1,2 21,217
TOM ONLINE INC 4 10,000
TOMPKINSTRUSTCO INC 1,2,5 114,277
TOO INC 1,2,5 508,602
TOOTSIE ROLL INDS IN 1,2,5,6,9 577,293
TOPPS INC 1,2 532,797
TORCHMARK CORP 1,2,5,6,7,8,9,10,12,13,14 3,473,409
TORO CO 1,2,5 449,069
TORONTO DOMINION BK 1 45,167
TOTAL S A 1,2 296,401
TOTAL SYS SVCS INC 1,2,5 660,922
TOWER AUTOMOTIVE INC 1,2,5 917,412
TOWN & CTRY TR 1,2,3 490,863
TOYOTA MOTOR CORP 1,2,6 334,735
TOYS R US INC 1,2,5,6,7,8,9,10,12,13,14 6,054,454
TRACTOR SUPPLY CO 1,2,5 569,279
TRADESTATION GROUP I 1,2 243,280
TRAFFIX INC 1 13,700
TRAMMELL CROW CO 1,2 631,807
TRANS WORLD ENTMT CO 1,2 512,270
TRANSACT TECHNOLOGIE 1,2 173,224
TRANSACTION SYS ARCH 1,2,9 873,588
TRANSALTA CORP 7 14,371
TRANSATLANTIC HLDGS 1,2,5,7 295,778
TRANSCAT INC 1 19,200
TRANSKARYOTIC THERAP 1,2,5 463,670
TRANSMETA CORP DEL 1,2,5 2,207,972
TRANSMONTAIGNE INC 1,2 593,650
TRANSOCEAN INC 1,2,5,6,7,8,9,10,12,13,14 8,464,383
TRANSPRO INC 1 14,679
TRANSTECHNOLOGY CORP 1 12,900
TRANSWITCH CORP 1,5 94,622
TRAVELZOO INC 1,2 28,204
TRC COS INC 1,2 274,665
TREDEGAR CORP 1,2 468,524
TREND MICRO INC 1 18,697
TREX INC 1,2 138,168
TRI CONTL CORP 5 118,105
TRIAD GTY INC 1,2 131,019
TRIAD HOSPITALS INC 1,2,5,7,9 1,021,172
TRIARC COS INC 1,2 586,250
TRIBUNE CO NEW 1,2,5,6,7,8,9,10,12,13,14 8,427,984
TRICO BANCSHARES 1,2 175,401
TRIDENT MICROSYSTEMS 1,2 260,007
TRIMBLE NAVIGATION L 1,2,5 836,283
TRIMERIS INC 1,2,5 261,617
TRINITY INDS INC 1,2,5,9 703,945
TRIPATH IMAGING INC COM 89694210 3,055 373,465 SH DEFINED
TRIPATH TECHNOLOGY I COM 89672P10 606 356,613 SH DEFINED
TRIQUINT SEMICONDUCT COM 89674K10 10,077 2,583,954 SH DEFINED
TRITON PCS HLDGS INC CL A 89677M10 783 305,692 SH DEFINED
TRIUMPH GROUP INC NE COM 89681810 7,947 234,909 SH DEFINED
TRIZEC PROPERTIES IN COM 89687P10 29,855 1,869,458 SH DEFINED
TRIZETTO GROUP INC COM 89688210 2,703 463,610 SH DEFINED
TRM CORP COM 87263610 204 10,700 SH DEFINED
TRUSTCO BK CORP N Y COM 89834910 15,922 1,242,000 SH DEFINED
TRUSTMARK CORP COM 89840210 23,483 755,570 SH DEFINED
TRW AUTOMOTIVE HLDGS COM 87264S10 3,583 190,060 SH DEFINED
TTM TECHNOLOGIES IN COM 87305R10 7,849 882,853 SH DEFINED
TUESDAY MORNING CORP COM NEW 89903550 11,664 377,228 SH DEFINED
TUMBLEWEED COMMUNICA COM 89969010 1,672 660,991 SH DEFINED
TUPPERWARE CORP COM 89989610 18,426 1,085,155 SH DEFINED
TURKCELL ILETISIM HI SPON ADR N 90011120 615 54,874 SH DEFINED
TUT SYSTEMS COM 90110310 32 11,720 SH DEFINED
TWEETER HOME ENTMT G COM 90116710 168 29,819 SH DEFINED
TXU CORP COM 87316810 538,625 11,240,088 SH DEFINED
TYCO INTL LTD NEW COM 90212410 1,439,591 46,953,386 SH DEFINED
TYLER TECHNOLOGIES I COM 90225210 5,264 595,475 SH DEFINED
TYSON FOODS INC CL A 90249410 108,968 6,801,987 SH DEFINED
U S B HLDG INC COM 90291010 6,132 242,558 SH DEFINED
U S CONCRETE INC COM 90333L10 1,701 275,165 SH DEFINED
U S G CORP COM NEW 90329340 13,887 761,781 SH DEFINED
U S I HLDGS COM 90333H10 8,104 593,683 SH DEFINED
U S PHYSICAL THERAPY COM 90337L10 2,200 162,865 SH DEFINED
U S RESTAURANT PPTYS COM 90297110 5,862 347,074 SH DEFINED
U S XPRESS ENTERPRIS CL A 90338N10 1,806 97,430 SH DEFINED
UBIQUITEL INC COM 90347430 3,886 971,620 SH DEFINED
UBS AG NAMEN AKT H8920M85 45,068 640,809 SH DEFINED
UCBH HOLDINGS INC COM 90262T30 19,408 496,742 SH DEFINED
UGI CORP NEW COM 90268110 20,806 558,411 SH DEFINED
UICI COM 90273710 26,667 814,502 SH DEFINED
UIL HLDG CORP COM 90274810 10,228 207,925 SH DEFINED
ULTICOM INC COM 90384410 2,727 184,627 SH DEFINED
ULTIMATE SOFTWARE GR COM 90385D10 2,238 182,262 SH DEFINED
ULTRA CLEAN HLDGS IN COM 90385V10 445 103,600 SH DEFINED
ULTRA PETROLEUM CORP COM 90391410 4,019 81,930 SH DEFINED
ULTRALIFE BATTERIES COM 90389910 1,942 190,943 SH DEFINED
ULTRATECH INC COM 90403410 5,419 345,842 SH DEFINED
UMB FINL CORP COM 90278810 13,275 278,470 SH DEFINED
UMPQUA HLDGS CORP COM 90421410 14,024 621,653 SH DEFINED
UNIBANCO-UNIAO DE BA GDR REP PF 90458E10 17,003 701,735 SH DEFINED
UNIFI INC COM 90467710 132 57,679 SH DEFINED
UNIFIRST CORP MASS COM 90470810 5,525 193,192 SH DEFINED
UNILEVER N V N Y SHS NE 90478470 3,392 58,688 SH DEFINED
UNILEVER PLC SPON ADR N 90476770 1,265 38,314 SH DEFINED
UNION BANKSHARES COR COM 90539910 5,667 181,876 SH DEFINED
UNION PAC CORP COM 90781810 427,061 7,287,736 SH DEFINED
UNIONBANCAL CORP COM 90890610 67,978 1,148,079 SH DEFINED
UNISOURCE ENERGY COR COM 90920510 14,476 594,485 SH DEFINED
UNISYS CORP COM 90921410 93,123 9,023,570 SH DEFINED
UNIT CORP COM 90921810 23,280 663,639 SH DEFINED
UNITED AUTO GROUP IN COM 90944010 6,828 272,130 SH DEFINED
UNITED BANKSHARES IN COM 90990710 21,067 608,007 SH DEFINED
UNITED BUSINESS MEDI ADR 90969M10 135 15,512 SH DEFINED
UNITED CAPITAL CORP COM 90991210 258 11,300 SH DEFINED
UNITED CMNTY BKS BLA CAP STK 90984P10 10,112 416,648 SH DEFINED
TRIPATH IMAGING INC 1,2,5 373,465
TRIPATH TECHNOLOGY I 1 356,613
TRIQUINT SEMICONDUCT 1,2,5,9 2,583,954
TRITON PCS HLDGS INC 1,2,5 305,692
TRIUMPH GROUP INC NE 1,2 234,909
TRIZEC PROPERTIES IN 1,2,3,5 1,869,458
TRIZETTO GROUP INC 1,2 463,610
TRM CORP 1 10,700
TRUSTCO BK CORP N Y 1,2,5 1,242,000
TRUSTMARK CORP 1,2,5 755,570
TRW AUTOMOTIVE HLDGS 1,2 190,060
TTM TECHNOLOGIES IN 1,2 882,853
TUESDAY MORNING CORP 1,2,5 377,228
TUMBLEWEED COMMUNICA 1,2 660,991
TUPPERWARE CORP 1,2,5,9 1,085,155
TURKCELL ILETISIM HI 1 54,874
TUT SYSTEMS 1 11,720
TWEETER HOME ENTMT G 1,5 29,819
TXU CORP 1,2,5,6,7,8,9,10,12,13,14 11,240,088
TYCO INTL LTD NEW 1,2,5,6,7,8,9,10,12,13,14 46,953,386
TYLER TECHNOLOGIES I 1,2,5 595,475
TYSON FOODS INC 1,2,5,7,8,9,10,12,13,14 6,801,987
U S B HLDG INC 1,2 242,558
U S CONCRETE INC 1,2,5 275,165
U S G CORP 1,2,5 761,781
U S I HLDGS 1,2 593,683
U S PHYSICAL THERAPY 1,5 162,865
U S RESTAURANT PPTYS 1,2,5 347,074
U S XPRESS ENTERPRIS 1,2 97,430
UBIQUITEL INC 1,2,5 971,620
UBS AG 1,2 640,809
UCBH HOLDINGS INC 1,2,5 496,742
UGI CORP NEW 1,2,5 558,411
UICI 1,2,5 814,502
UIL HLDG CORP 1,2,5 207,925
ULTICOM INC 1,2,5 184,627
ULTIMATE SOFTWARE GR 1,2 182,262
ULTRA CLEAN HLDGS IN 1 103,600
ULTRA PETROLEUM CORP 1,2,5 81,930
ULTRALIFE BATTERIES 1,2 190,943
ULTRATECH INC 1,2 345,842
UMB FINL CORP 1,2,5 278,470
UMPQUA HLDGS CORP 1,2,5 621,653
UNIBANCO-UNIAO DE BA 1,2,4 701,735
UNIFI INC 1,2 57,679
UNIFIRST CORP MASS 1,2,5 193,192
UNILEVER N V 1,2 58,688
UNILEVER PLC 1 38,314
UNION BANKSHARES COR 1,2 181,876
UNION PAC CORP 1,2,5,6,7,8,9,10,12,13,14 7,287,736
UNIONBANCAL CORP 1,2,5 1,148,079
UNISOURCE ENERGY COR 1,2,5 594,485
UNISYS CORP 1,2,5,6,7,8,9,10,12,13,14 9,023,570
UNIT CORP 1,2,5 663,639
UNITED AUTO GROUP IN 1,2 272,130
UNITED BANKSHARES IN 1,2,5 608,007
UNITED BUSINESS MEDI 1 15,512
UNITED CAPITAL CORP 1 11,300
UNITED CMNTY BKS BLA 1,2 416,648
UNITED CMNTY FINL CO COM 90983910 4,700 413,328 SH DEFINED
UNITED DEFENSE INDS COM 91018B10 35,006 875,371 SH DEFINED
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UNITED FIRE & CAS CO COM 91033110 8,424 146,938 SH DEFINED
UNITED GUARDIAN INC COM 91057110 92 14,000 SH DEFINED
UNITED INDL CORP COM 91067110 5,484 166,744 SH DEFINED
UNITED MICROELECTRON SPONSORED 91087320 1,377 407,420 SH DEFINED
UNITED NAT FOODS INC COM 91116310 18,053 678,679 SH DEFINED
UNITED ONLINE INC COM 91126810 14,498 1,507,025 SH DEFINED
UNITED PANAM FINANCI COM 91130110 1,349 74,923 SH DEFINED
UNITED PARCEL SERVIC CL B 91131210 2,036,171 26,819,955 SH DEFINED
UNITED RENTALS INC COM 91136310 21,195 1,333,827 SH DEFINED
UNITED STATES CELLUL COM 91168410 6,352 147,206 SH DEFINED
UNITED STATES STL CO COM 91290910 220,063 5,849,632 SH DEFINED
UNITED STATIONERS IN COM 91300410 25,486 587,233 SH DEFINED
UNITED SURGICAL PART COM 91301630 15,672 456,231 SH DEFINED
UNITED TECHNOLOGIES COM 91301710 5,763,845 61,724,623 SH DEFINED
UNITED THERAPEUTICS COM 91307C10 9,734 278,670 SH DEFINED
UNITED UTILS PLC SPONSORED 91311Q10 266 13,071 SH DEFINED
UNITEDGLOBALCOM CL A 91324750 22,584 3,023,233 SH DEFINED
UNITEDHEALTH GROUP I COM 91324P10 1,568,132 21,265,691 SH DEFINED
UNITRIN INC COM 91327510 29,930 719,992 SH DEFINED
UNIVERSAL AMERN FINL COM 91337710 5,040 389,802 SH DEFINED
UNIVERSAL COMPRESSIO COM 91343110 9,326 273,741 SH DEFINED
UNIVERSAL CORP VA COM 91345610 17,477 391,509 SH DEFINED
UNIVERSAL DISPLAY CO COM 91347P10 2,521 299,403 SH DEFINED
UNIVERSAL ELECTRS IN COM 91348310 3,445 205,298 SH DEFINED
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UNIVERSAL HLTH SVCS CL B 91390310 29,432 676,597 SH DEFINED
UNIVERSAL TECHNICAL COM 91391510 5,808 192,451 SH DEFINED
UNIVEST CORP PA COM 91527110 3,909 95,919 SH DEFINED
UNIVISION COMMUNICAT CL A 91490610 254,192 8,041,502 SH DEFINED
UNIZAN FINANCIAL COR COM 91528W10 9,573 346,717 SH DEFINED
UNOCAL CORP COM 91528910 332,164 7,724,742 SH DEFINED
UNOVA INC COM 91529B10 10,315 734,187 SH DEFINED
UNUMPROVIDENT CORP COM 91529Y10 126,534 8,064,653 SH DEFINED
UPM KYMMENE CORP SPONSORED 91543610 479 24,986 SH DEFINED
UQM TECHNOLOGIES INC COM 90321310 151 61,776 SH DEFINED
URBAN OUTFITTERS INC COM 91704710 24,181 702,932 SH DEFINED
UROLOGIX INC COM 91727310 1,181 186,883 SH DEFINED
URS CORP NEW COM 90323610 16,469 617,274 SH DEFINED
URSTADT BIDDLE PPTYS COM 91728610 184 12,672 SH DEFINED
URSTADT BIDDLE PPTYS CL A 91728620 6,505 426,869 SH DEFINED
US BANCORP DEL COM NEW 90297330 1,660,553 57,458,568 SH DEFINED
USANA HEALTH SCIENCE COM 90328M10 5,453 156,686 SH DEFINED
USEC INC COM 90333E10 13,392 1,291,437 SH DEFINED
USF CORP COM 91729Q10 15,555 433,406 SH DEFINED
UST INC COM 90291110 146,414 3,636,722 SH DEFINED
UTAH MED PRODS INC COM 91748810 182 10,100 SH DEFINED
UTI WORLDWIDE INC ORD G8721010 1,180 20,065 SH DEFINED
UTSTARCOM INC COM 91807610 24,849 1,542,456 SH DEFINED
V F CORP COM 91820410 145,025 2,932,761 SH DEFINED
VA SOFTWARE CORP COM 91819B10 71 35,995 SH DEFINED
VAIL RESORTS INC COM 91879Q10 6,054 335,057 SH DEFINED
VALASSIS COMMUNICATI COM 91886610 29,143 985,235 SH DEFINED
VALEANT PHARMACEUTIC COM 91911X10 40,139 1,664,141 SH DEFINED
VALENCE TECHNOLOGY I COM 91891410 2,742 797,200 SH DEFINED
VALERO ENERGY CORP N COM 91913Y10 320,376 3,994,213 SH DEFINED
UNITED CMNTY FINL CO 1,2,5 413,328
UNITED DEFENSE INDS 1,2,5 875,371
UNITED DOMINION REAL 1,2,3,5,9 2,507,959
UNITED FIRE & CAS CO 1,2 146,938
UNITED GUARDIAN INC 1 14,000
UNITED INDL CORP 1,2 166,744
UNITED MICROELECTRON 1 407,420
UNITED NAT FOODS INC 1,2 678,679
UNITED ONLINE INC 1,2,5 1,507,025
UNITED PANAM FINANCI 1,2 74,923
UNITED PARCEL SERVIC 1,2,5,6,7,8,9,10,12,13,14 26,819,955
UNITED RENTALS INC 1,2,5,9 1,333,827
UNITED STATES CELLUL 1,2,5 147,206
UNITED STATES STL CO 1,2,5,6,7,8,9,10,12,13,14 5,849,632
UNITED STATIONERS IN 1,2,5 587,233
UNITED SURGICAL PART 1,2 456,231
UNITED TECHNOLOGIES 1,2,5,6,7,8,9,10,12,13,14 61,724,623
UNITED THERAPEUTICS 1,2 278,670
UNITED UTILS PLC 1 13,071
UNITEDGLOBALCOM 1,2,5 3,023,233
UNITEDHEALTH GROUP I 1,2,5,6,7,8,9,10,12,13,14 21,265,691
UNITRIN INC 1,2,5,7,9 719,992
UNIVERSAL AMERN FINL 1,2 389,802
UNIVERSAL COMPRESSIO 1,2 273,741
UNIVERSAL CORP VA 1,2,5,7,9 391,509
UNIVERSAL DISPLAY CO 1,2 299,403
UNIVERSAL ELECTRS IN 1,2,5 205,298
UNIVERSAL FST PRODS 1,2 260,048
UNIVERSAL HEALTH RLT 1,2 173,953
UNIVERSAL HLTH SVCS 1,2,5,7,9 676,597
UNIVERSAL TECHNICAL 1,2 192,451
UNIVEST CORP PA 1,2 95,919
UNIVISION COMMUNICAT 1,2,5,6,7,8,9,10,12,13,14 8,041,502
UNIZAN FINANCIAL COR 1,2 346,717
UNOCAL CORP 1,2,5,6,7,8,9,10,12,13,14 7,724,742
UNOVA INC 1,2,5 734,187
UNUMPROVIDENT CORP 1,2,5,6,7,8,9,10,12,13,14 8,064,653
UPM KYMMENE CORP 1 24,986
UQM TECHNOLOGIES INC 1 61,776
URBAN OUTFITTERS INC 1,2,5,9 702,932
UROLOGIX INC 1,2 186,883
URS CORP NEW 1,2 617,274
URSTADT BIDDLE PPTYS 1 12,672
URSTADT BIDDLE PPTYS 1,2 426,869
US BANCORP DEL 1,2,5,6,7,8,9,10,12,13,14 57,458,568
USANA HEALTH SCIENCE 1,2 156,686
USEC INC 1,2,5 1,291,437
USF CORP 1,2,5 433,406
UST INC 1,2,5,6,7,9,10,13 3,636,722
UTAH MED PRODS INC 1,2 10,100
UTI WORLDWIDE INC 1,5 20,065
UTSTARCOM INC 1,2,5,9 1,542,456
V F CORP 1,2,5,6,7,8,9,10,12,13,14 2,932,761
VA SOFTWARE CORP 1 35,995
VAIL RESORTS INC 1,2 335,057
VALASSIS COMMUNICATI 1,2,5,9 985,235
VALEANT PHARMACEUTIC 1,2,5,9 1,664,141
VALENCE TECHNOLOGY I 1,2,5 797,200
VALERO ENERGY CORP N 1,2,5,6,7,8,9,10,12,13,14 3,994,213
VALERO L P COM UT LTD 91913W10 883 15,843 SH DEFINED
VALHI INC NEW COM 91890510 3,227 214,723 SH DEFINED
VALLEY NATL BANCORP COM 91979410 24,261 949,923 SH DEFINED
VALMONT INDS INC COM 92025310 6,063 290,528 SH DEFINED
VALSPAR CORP COM 92035510 33,674 721,380 SH DEFINED
VALUE LINE INC COM 92043710 1,071 28,945 SH DEFINED
VALUECLICK INC COM 92046N10 10,930 1,157,820 SH DEFINED
VALUEVISION MEDIA IN CL A 92047K10 4,447 332,078 SH DEFINED
VARCO INTL INC DEL COM 92212210 35,912 1,339,007 SH DEFINED
VARIAN INC COM 92220610 33,056 872,874 SH DEFINED
VARIAN MED SYS INC COM 92220P10 84,312 2,438,867 SH DEFINED
VARIAN SEMICONDUCTOR COM 92220710 18,353 593,948 SH DEFINED
VCA ANTECH INC COM 91819410 12,214 592,038 SH DEFINED
VECTOR GROUP LTD COM 92240M10 4,326 287,798 SH DEFINED
VECTREN CORP COM 92240G10 29,752 1,181,580 SH DEFINED
VEECO INSTRS INC DEL COM 92241710 9,520 453,977 SH DEFINED
VENTANA MED SYS INC COM 92276H10 9,936 196,981 SH DEFINED
VENTAS INC COM 92276F10 20,222 780,167 SH DEFINED
VENTIV HEALTH INC COM 92279310 4,548 268,317 SH DEFINED
VERINT SYS INC COM 92343X10 6,014 163,243 SH DEFINED
VERISIGN INC COM 92343E10 140,158 7,050,208 SH DEFINED
VERITAS DGC INC COM 92343P10 26,945 1,182,831 SH DEFINED
VERITAS SOFTWARE CO COM 92343610 210,121 11,804,573 SH DEFINED
VERITY INC COM 92343C10 5,651 438,738 SH DEFINED
VERIZON COMMUNICATIO COM 92343V10 3,562,665 90,468,896 SH DEFINED
VERSO TECHNOLOGIES I COM 92531710 1,765 1,858,181 SH DEFINED
VERTEX PHARMACEUTICA COM 92532F10 15,952 1,519,194 SH DEFINED
VESTA INS GROUP INC COM 92539110 2,089 465,285 SH DEFINED
VIACOM INC CL A 92552410 1,066 31,347 SH DEFINED
VIACOM INC CL B 92552430 1,662,830 49,547,976 SH DEFINED
VIAD CORP COM NEW 92552R40 5,744 242,067 SH DEFINED
VIASAT INC COM 92552V10 7,180 357,228 SH DEFINED
VIASYS HEALTHCARE IN COM NEW 92553Q20 7,673 458,626 SH DEFINED
VICAL INC COM 92560210 78 16,235 SH DEFINED
VICON INDS INC COM 92581110 88 18,700 SH DEFINED
VICOR CORP COM 92581510 3,727 368,638 SH DEFINED
VICURON PHARMACEUTIC COM 92647110 10,670 726,851 SH DEFINED
VIGNETTE CORP COM 92673410 5,154 3,875,072 SH DEFINED
VIISAGE TECHNOLOGY I COM 92675K10 1,528 265,738 SH DEFINED
VINA CONCHA Y TORO S SPONSORED 92719110 417 7,439 SH DEFINED
VINTAGE PETE INC COM 92746010 30,859 1,537,545 SH DEFINED
VION PHARMACEUTICALS COM 92762410 3,033 720,501 SH DEFINED
VIRAGE LOGIC CORP COM 92763R10 273 22,122 SH DEFINED
VIRCO MFG CO COM 92765110 87 11,461 SH DEFINED
VIRGINIA COMM BANCOR COM 92778Q10 2,368 87,710 SH DEFINED
VIRGINIA FINL GROUP COM 92781010 3,400 104,619 SH DEFINED
VIROLOGIC INC COM 92823R20 35 17,400 SH DEFINED
VISHAY INTERTECHNOLO COM 92829810 25,921 2,009,394 SH DEFINED
VISTACARE INC CL A 92839Y10 2,191 143,098 SH DEFINED
VISTEON CORP COM 92839U10 31,591 3,953,806 SH DEFINED
VISUAL NETWORKS INC COM 92844410 57 21,901 SH DEFINED
VISX INC DEL COM 92844S10 26,319 1,277,600 SH DEFINED
VITAL SIGNS INC COM 92846910 4,395 137,429 SH DEFINED
VITALWORKS INC COM 92848310 93 24,800 SH DEFINED
VITESSE SEMICONDUCTO COM 92849710 9,235 3,382,964 SH DEFINED
VITRIA TECHNOLOGY COM NEW 92849Q40 49 15,623 SH DEFINED
VIVENDI UNIVERSAL SPON ADR N 92851S20 1,032 40,094 SH DEFINED
VIVUS INC COM 92855110 133 29,503 SH DEFINED
VODAFONE GROUP PLC N SPONSORED 92857W10 41,897 1,737,732 SH DEFINED
VALERO L P 1,5 15,843
VALHI INC NEW 1,2 214,723
VALLEY NATL BANCORP 1,2,5 949,923
VALMONT INDS INC 1,2 290,528
VALSPAR CORP 1,2,5,9 721,380
VALUE LINE INC 1,2 28,945
VALUECLICK INC 1,2,5 1,157,820
VALUEVISION MEDIA IN 1,2 332,078
VARCO INTL INC DEL 1,2,5,9 1,339,007
VARIAN INC 1,2,5,9 872,874
VARIAN MED SYS INC 1,2,5,7,8,9,10,12,13,14 2,438,867
VARIAN SEMICONDUCTOR 1,2,5 593,948
VCA ANTECH INC 1,2 592,038
VECTOR GROUP LTD 1,2,5 287,798
VECTREN CORP 1,2,5,9 1,181,580
VEECO INSTRS INC DEL 1,2,5 453,977
VENTANA MED SYS INC 1,2 196,981
VENTAS INC 1,2,5 780,167
VENTIV HEALTH INC 1,2 268,317
VERINT SYS INC 1,2 163,243
VERISIGN INC 1,2,5,7,8,9,10,12,13,14 7,050,208
VERITAS DGC INC 1,2,5 1,182,831
VERITAS SOFTWARE CO 1,2,5,6,7,8,9,10,12,13,14 11,804,573
VERITY INC 1,2 438,738
VERIZON COMMUNICATIO 1,2,5,6,7,8,9,10,12,13,14 90,468,896
VERSO TECHNOLOGIES I 1,2,5 1,858,181
VERTEX PHARMACEUTICA 1,2,5,9 1,519,194
VESTA INS GROUP INC 1,2,5 465,285
VIACOM INC 1,2,5,9 31,347
VIACOM INC 1,2,5,6,7,8,9,10,12,13,14 49,547,976
VIAD CORP 1,2,5,7 242,067
VIASAT INC 1,2,5 357,228
VIASYS HEALTHCARE IN 1,2,5 458,626
VICAL INC 1 16,235
VICON INDS INC 1 18,700
VICOR CORP 1,2 368,638
VICURON PHARMACEUTIC 1,2,5 726,851
VIGNETTE CORP 1,2,5 3,875,072
VIISAGE TECHNOLOGY I 1,2 265,738
VINA CONCHA Y TORO S 1,2,7 7,439
VINTAGE PETE INC 1,2,5 1,537,545
VION PHARMACEUTICALS 1,2 720,501
VIRAGE LOGIC CORP 1 22,122
VIRCO MFG CO 1 11,461
VIRGINIA COMM BANCOR 1,2 87,710
VIRGINIA FINL GROUP 1,2 104,619
VIROLOGIC INC 1 17,400
VISHAY INTERTECHNOLO 1,2,5,9 2,009,394
VISTACARE INC 1,2,5 143,098
VISTEON CORP 1,2,5,6,8,9,10,13 3,953,806
VISUAL NETWORKS INC 1 21,901
VISX INC DEL 1,2,5,9 1,277,600
VITAL SIGNS INC 1,2 137,429
VITALWORKS INC 1 24,800
VITESSE SEMICONDUCTO 1,2,5 3,382,964
VITRIA TECHNOLOGY 1,5 15,623
VIVENDI UNIVERSAL 1 40,094
VIVUS INC 1,5 29,503
VODAFONE GROUP PLC N 1,2 1,737,732
VOLT INFORMATION SCI COM 92870310 4,060 141,121 SH DEFINED
VOLVO AKTIEBOLAGET ADR B 92885640 520 14,767 SH DEFINED
VORNADO RLTY TR SH BEN INT 92904210 143,340 2,286,860 SH DEFINED
VOTORANTIM CELULOSE SPONSORED 92906P10 2,956 85,565 SH DEFINED
VULCAN MATLS CO COM 92916010 150,860 2,960,949 SH DEFINED
W HLDG CO INC COM 92925110 12,426 654,008 SH DEFINED
W P CAREY & CO LLC COM 92930Y10 914 30,610 SH DEFINED
WABASH NATL CORP COM 92956610 21,614 786,815 SH DEFINED
WABTEC CORP COM 92974010 11,259 602,400 SH DEFINED
WACHOVIA CORP 2ND NE COM 92990310 1,963,431 41,819,613 SH DEFINED
WADDELL & REED FINL CL A 93005910 25,125 1,142,050 SH DEFINED
WAL MART STORES INC COM 93114210 5,963,589 112,097,543 SH DEFINED
WALGREEN CO COM 93142210 1,080,754 30,163,392 SH DEFINED
WALTER INDS INC COM 93317Q10 10,058 627,854 SH DEFINED
WARNACO GROUP INC COM NEW 93439040 14,409 648,193 SH DEFINED
WARWICK CMNTY BANCOR COM 93655910 236 7,145 SH DEFINED
WASHINGTON FED INC COM 93882410 30,201 1,200,843 SH DEFINED
WASHINGTON GROUP INT COM NEW 93886220 12,140 350,659 SH DEFINED
WASHINGTON MUT INC COM 93932210 1,005,700 25,734,402 SH DEFINED
WASHINGTON POST CO CL B 93964010 99,461 108,110 SH DEFINED
WASHINGTON REAL ESTA SH BEN INT 93965310 27,205 897,861 SH DEFINED
WASHINGTON TR BANCOR COM 94061010 5,317 203,327 SH DEFINED
WASTE CONNECTIONS IN COM 94105310 22,581 712,795 SH DEFINED
WASTE INDUSTRIES USA COM 94105710 158 14,000 SH DEFINED
WASTE MGMT INC DEL COM 94106L10 522,996 19,129,326 SH DEFINED
WATCHGUARD TECHNOLOG COM 94110510 2,420 517,155 SH DEFINED
WATER PIK TECHNOLOGI COM 94113U10 1,934 129,789 SH DEFINED
WATERS CORP COM 94184810 214,043 4,853,593 SH DEFINED
WATSCO INC COM 94262220 11,636 387,466 SH DEFINED
WATSON PHARMACEUTICA COM 94268310 79,858 2,710,714 SH DEFINED
WATSON WYATT & CO HL CL A 94271210 13,780 523,971 SH DEFINED
WATTS WATER TECHNOLO CL A 94274910 9,545 355,497 SH DEFINED
WAUSAU-MOSINEE PAPER COM 94331510 11,677 701,293 SH DEFINED
WAVE SYSTEMS CORP CL A 94352610 27 29,821 SH DEFINED
WAYPOINT FINL CORP COM 94675610 12,864 466,598 SH DEFINED
WCI CMNTYS INC COM 92923C10 11,564 496,289 SH DEFINED
WD-40 CO COM 92923610 7,794 272,507 SH DEFINED
WEATHERFORD INTERNAT COM G9508910 51,374 1,006,945 SH DEFINED
WEBEX COMMUNICATIONS COM 94767L10 13,293 609,223 SH DEFINED
WEBMD CORP COM 94769M10 21,031 3,021,635 SH DEFINED
WEBMETHODS INC COM 94768C10 3,948 742,167 SH DEFINED
WEBSENSE INC COM 94768410 24,618 590,779 SH DEFINED
WEBSTER FINL CORP CO COM 94789010 37,658 762,453 SH DEFINED
WEIGHT WATCHERS INTL COM 94862610 19,755 508,886 SH DEFINED
WEINGARTEN RLTY INVS SH BEN INT 94874110 40,886 1,238,596 SH DEFINED
WEIS MKTS INC COM 94884910 5,738 169,359 SH DEFINED
WELLCARE HEALTH PLAN COM 94946T10 381 20,100 SH DEFINED
WELLCHOICE INC COM 94947510 9,751 261,212 SH DEFINED
WELLMAN INC COM 94970210 6,157 726,082 SH DEFINED
WELLPOINT HEALTH NET COM 94973H10 511,794 4,870,054 SH DEFINED
WELLS FARGO & CO NEW COM 94974610 3,098,777 51,966,753 SH DEFINED
WELLSFORD REAL PPTYS COM NEW 95024020 331 21,839 SH DEFINED
WENDYS INTL INC COM 95059010 106,955 3,183,188 SH DEFINED
WERNER ENTERPRISES I COM 95075510 28,447 1,473,160 SH DEFINED
WESBANCO INC COM 95081010 10,505 361,234 SH DEFINED
WESCO FINL CORP COM 95081710 11,455 32,589 SH DEFINED
WESCO INTL INC COM 95082P10 6,223 256,603 SH DEFINED
WEST BANCORPORATION CAP STK 95123P10 4,063 242,709 SH DEFINED
WEST COAST BANCORP O COM 95214510 7,071 339,480 SH DEFINED
VOLT INFORMATION SCI 1,2,5 141,121
VOLVO AKTIEBOLAGET 1 14,767
VORNADO RLTY TR 1,2,3,5,7,8,9,10,12,14 2,286,860
VOTORANTIM CELULOSE 1,2 85,565
VULCAN MATLS CO 1,2,5,6,7,8,9,10,12,13,14 2,960,949
W HLDG CO INC 1,2,5 654,008
W P CAREY & CO LLC 1,5 30,610
WABASH NATL CORP 1,2 786,815
WABTEC CORP 1,2 602,400
WACHOVIA CORP 2ND NE 1,2,5,6,7,8,9,10,12,13,14 41,819,613
WADDELL & REED FINL 1,2,5,9 1,142,050
WAL MART STORES INC 1,2,5,6,7,8,9,10,12,13,14 112,097,543
WALGREEN CO 1,2,5,6,7,8,9,10,12,13,14 30,163,392
WALTER INDS INC 1,2 627,854
WARNACO GROUP INC 1,2 648,193
WARWICK CMNTY BANCOR 1 7,145
WASHINGTON FED INC 1,2,5,9 1,200,843
WASHINGTON GROUP INT 1,2 350,659
WASHINGTON MUT INC 1,2,5,6,7,8,9,10,12,13,14 25,734,402
WASHINGTON POST CO 1,2,5,6,7,8,9,10,12,13,14 108,110
WASHINGTON REAL ESTA 1,2,3,5 897,861
WASHINGTON TR BANCOR 1,2 203,327
WASTE CONNECTIONS IN 1,2,5 712,795
WASTE INDUSTRIES USA 1 14,000
WASTE MGMT INC DEL 1,2,5,6,7,8,9,10,12,13,14 19,129,326
WATCHGUARD TECHNOLOG 1,2,5 517,155
WATER PIK TECHNOLOGI 1,2 129,789
WATERS CORP 1,2,5,6,7,8,9,10,12,13,14 4,853,593
WATSCO INC 1,2 387,466
WATSON PHARMACEUTICA 1,2,5,6,9,10 2,710,714
WATSON WYATT & CO HL 1,2,5 523,971
WATTS WATER TECHNOLO 1,2 355,497
WAUSAU-MOSINEE PAPER 1,2 701,293
WAVE SYSTEMS CORP 1 29,821
WAYPOINT FINL CORP 1,2,5 466,598
WCI CMNTYS INC 1,2 496,289
WD-40 CO 1,2 272,507
WEATHERFORD INTERNAT 1,5,7,8,9,10,12,13,14 1,006,945
WEBEX COMMUNICATIONS 1,2,5 609,223
WEBMD CORP 1,2,5 3,021,635
WEBMETHODS INC 1,2 742,167
WEBSENSE INC 1,2,5 590,779
WEBSTER FINL CORP CO 1,2,5,9 762,453
WEIGHT WATCHERS INTL 1,2,5 508,886
WEINGARTEN RLTY INVS 1,2,3,5 1,238,596
WEIS MKTS INC 1,2,5 169,359
WELLCARE HEALTH PLAN 1 20,100
WELLCHOICE INC 1,2,5 261,212
WELLMAN INC 1,2 726,082
WELLPOINT HEALTH NET 1,2,5,6,7,8,9,10,12,13,14 4,870,054
WELLS FARGO & CO NEW 1,2,5,6,7,8,9,10,12,13,14 51,966,753
WELLSFORD REAL PPTYS 1,2,5 21,839
WENDYS INTL INC 1,2,5,6,7,8,9,10,12,13,14 3,183,188
WERNER ENTERPRISES I 1,2,5,9 1,473,160
WESBANCO INC 1,2 361,234
WESCO FINL CORP 1,2,5 32,589
WESCO INTL INC 1,2,5 256,603
WEST BANCORPORATION 1,2 242,709
WEST COAST BANCORP O 1,2 339,480
WEST CORP COM 95235510 9,668 331,895 SH DEFINED
WEST MARINE INC COM 95423510 4,164 194,759 SH DEFINED
WEST PHARMACEUTICAL COM 95530610 8,748 419,578 SH DEFINED
WESTAMERICA BANCORPO COM 95709010 32,920 599,753 SH DEFINED
WESTAR ENERGY INC COM 95709T10 24,368 1,206,341 SH DEFINED
WESTBANK CORP COM 95711610 523 25,271 SH DEFINED
WESTCORP INC COM 95790710 9,474 222,802 SH DEFINED
WESTELL TECHNOLOGIES CL A 95754110 5,347 1,034,328 SH DEFINED
WESTERN DIGITAL CORP COM 95810210 17,515 1,992,553 SH DEFINED
WESTERN GAS RES INC COM 95825910 23,128 808,968 SH DEFINED
WESTERN SIERRA BANCO COM 95952210 2,935 88,152 SH DEFINED
WESTERN WIRELESS COR CL A 95988E20 19,386 754,027 SH DEFINED
WESTFIELD FINANCIAL COM 96008D10 1,467 62,143 SH DEFINED
WESTPAC BKG CORP SPONSORED 96121430 1,080 16,787 SH DEFINED
WESTWOOD ONE INC COM 96181510 28,213 1,427,083 SH DEFINED
WET SEAL INC CL A 96184010 21 12,819 SH DEFINED
WEYCO GROUP INC COM 96214910 1,523 41,175 SH DEFINED
WEYERHAEUSER CO COM 96216610 460,775 6,931,034 SH DEFINED
WFS FINL INC COM 92923B10 4,728 101,573 SH DEFINED
WGL HLDGS INC COM 92924F10 26,416 934,763 SH DEFINED
W-H ENERGY SVCS INC COM 92925E10 7,512 362,025 SH DEFINED
WHEELING PITTSBURGH COM NEW 96314230 2,708 86,497 SH DEFINED
WHIRLPOOL CORP COM 96332010 124,372 2,069,755 SH DEFINED
WHITE ELECTR DESIGNS COM 96380110 1,355 277,100 SH DEFINED
WHITE MTNS INS GROUP COM G9618E10 3,940 7,491 SH DEFINED
WHITEHALL JEWELLERS COM 96506310 120 14,892 SH DEFINED
WHITING PETE CORP NE COM 96638710 11,432 376,065 SH DEFINED
WHITNEY HLDG CORP COM 96661210 15,452 367,915 SH DEFINED
WHOLE FOODS MKT INC COM 96683710 88,650 1,033,340 SH DEFINED
WILD OATS MARKETS IN COM 96808B10 3,732 431,896 SH DEFINED
WILEY JOHN & SONS IN CL A 96822320 22,077 690,997 SH DEFINED
WILLIAMS CLAYTON ENE COM 96949010 1,320 61,587 SH DEFINED
WILLIAMS COS INC DEL COM 96945710 178,324 14,737,552 SH DEFINED
WILLIAMS SONOMA INC COM 96990410 49,829 1,327,013 SH DEFINED
WILLIS GROUP HOLDING SHS G9665510 1,070 28,619 SH DEFINED
WILLOW GROVE BANCORP COM 97111W10 174 10,516 SH DEFINED
WILMINGTON TRUST COR COM 97180710 29,358 810,777 SH DEFINED
WILSHIRE BANCORP INC COM 97186T10 2,609 86,463 SH DEFINED
WILSHIRE ENTERPRISES COM 97188910 95 18,603 SH DEFINED
WILSON GREATBATCH TE COM 97223210 6,361 355,544 SH DEFINED
WILSONS THE LEATHER COM 97246310 255 49,294 SH DEFINED
WIND RIVER SYSTEMS I COM 97314910 16,755 1,373,356 SH DEFINED
WINN DIXIE STORES IN COM 97428010 17,482 5,657,606 SH DEFINED
WINNEBAGO INDS INC COM 97463710 23,059 665,662 SH DEFINED
WINSTON HOTELS INC COM 97563A10 5,830 544,843 SH DEFINED
WINTRUST FINANCIAL C COM 97650W10 19,845 346,449 SH DEFINED
WIPRO LTD SPON ADR 1 97651M10 626 33,147 SH DEFINED
WIRELESS FACILITIES COM 97653A10 5,319 763,088 SH DEFINED
WIRELESS TELECOM GRO COM 97652410 24 10,100 SH DEFINED
WISCONSIN ENERGY COR COM 97665710 67,768 2,124,396 SH DEFINED
WITNESS SYS INC COM 97742410 4,676 291,002 SH DEFINED
WJ COMMUNICATIONS IN COM 92928410 784 321,410 SH DEFINED
WMC RES LTD SPONSORED 92928R10 188 11,999 SH DEFINED
WMS INDS INC COM 92929710 10,437 406,253 SH DEFINED
WOLVERINE TUBE INC COM 97809310 139 12,049 SH DEFINED
WOLVERINE WORLD WIDE COM 97809710 19,483 773,119 SH DEFINED
WOODHEAD INDS INC COM 97943810 2,484 180,000 SH DEFINED
WOODWARD GOVERNOR CO COM 98074510 9,711 143,892 SH DEFINED
WORLD ACCEP CORP DEL COM 98141910 5,657 243,313 SH DEFINED
WEST CORP 1,2,5 331,895
WEST MARINE INC 1,2 194,759
WEST PHARMACEUTICAL 1,2 419,578
WESTAMERICA BANCORPO 1,2,5,9 599,753
WESTAR ENERGY INC 1,2,5,9 1,206,341
WESTBANK CORP 1 25,271
WESTCORP INC 1,2,5 222,802
WESTELL TECHNOLOGIES 1,2,5 1,034,328
WESTERN DIGITAL CORP 1,2,5 1,992,553
WESTERN GAS RES INC 1,2,5,9 808,968
WESTERN SIERRA BANCO 1,2 88,152
WESTERN WIRELESS COR 1,2,5 754,027
WESTFIELD FINANCIAL 1,2 62,143
WESTPAC BKG CORP 1 16,787
WESTWOOD ONE INC 1,2,5,9 1,427,083
WET SEAL INC 1 12,819
WEYCO GROUP INC 1,2 41,175
WEYERHAEUSER CO 1,2,5,6,7,8,9,10,12,13,14 6,931,034
WFS FINL INC 1,2 101,573
WGL HLDGS INC 1,2,5,6,9 934,763
W-H ENERGY SVCS INC 1,2,5 362,025
WHEELING PITTSBURGH 1,2 86,497
WHIRLPOOL CORP 1,2,5,6,7,8,9,10,12,13,14 2,069,755
WHITE ELECTR DESIGNS 1,5 277,100
WHITE MTNS INS GROUP 1,5 7,491
WHITEHALL JEWELLERS 1 14,892
WHITING PETE CORP NE 1,2 376,065
WHITNEY HLDG CORP 1,2,5 367,915
WHOLE FOODS MKT INC 1,2,5,6,7,8,9,10,12,13,14 1,033,340
WILD OATS MARKETS IN 1,2 431,896
WILEY JOHN & SONS IN 1,2,5 690,997
WILLIAMS CLAYTON ENE 1,2 61,587
WILLIAMS COS INC DEL 1,2,5,6,7,8,9,10,12,13,14 14,737,552
WILLIAMS SONOMA INC 1,2,5,9 1,327,013
WILLIS GROUP HOLDING 1,5 28,619
WILLOW GROVE BANCORP 1 10,516
WILMINGTON TRUST COR 1,2,5,9 810,777
WILSHIRE BANCORP INC 1,2 86,463
WILSHIRE ENTERPRISES 1 18,603
WILSON GREATBATCH TE 1,2,5 355,544
WILSONS THE LEATHER 1,2 49,294
WIND RIVER SYSTEMS I 1,2,5,9 1,373,356
WINN DIXIE STORES IN 1,2,5,6,7,9,10 5,657,606
WINNEBAGO INDS INC 1,2 665,662
WINSTON HOTELS INC 1,2,3,5 544,843
WINTRUST FINANCIAL C 1,2 346,449
WIPRO LTD 1 33,147
WIRELESS FACILITIES 1,2 763,088
WIRELESS TELECOM GRO 1 10,100
WISCONSIN ENERGY COR 1,2,5,7,8,9,10,12,13,14 2,124,396
WITNESS SYS INC 1,2 291,002
WJ COMMUNICATIONS IN 1 321,410
WMC RES LTD 1 11,999
WMS INDS INC 1,2 406,253
WOLVERINE TUBE INC 1 12,049
WOLVERINE WORLD WIDE 1,2,5 773,119
WOODHEAD INDS INC 1,2 180,000
WOODWARD GOVERNOR CO 1,2,5 143,892
WORLD ACCEP CORP DEL 1,2 243,313
WORLD FUEL SVCS CORP COM 98147510 6,370 177,924 SH DEFINED
WORLD WRESTLING ENTM CL A 98156Q10 2,387 195,369 SH DEFINED
WORONOCO BANCORP INC COM 98163010 213 5,484 SH DEFINED
WORTHINGTON INDS INC COM 98181110 45,939 2,151,693 SH DEFINED
WPP GROUP PLC SPON ADR N 92930930 482 10,340 SH DEFINED
WPS RESOURCES CORP COM 92931B10 20,921 465,006 SH DEFINED
WRIGHT MED GROUP INC COM 98235T10 9,639 383,707 SH DEFINED
WRIGLEY WM JR CO COM 98252610 336,625 5,317,089 SH DEFINED
WSFS FINL CORP COM 92932810 5,284 105,684 SH DEFINED
WYETH COM 98302410 1,432,675 38,306,820 SH DEFINED
WYNDHAM INTL INC CL A 98310110 86 105,410 SH DEFINED
WYNN RESORTS LTD COM 98313410 16,027 310,063 SH DEFINED
XCEL ENERGY INC COM 98389B10 209,566 12,099,674 SH DEFINED
XEROX CORP COM 98412110 1,193,049 84,733,581 SH DEFINED
XILINX INC COM 98391910 267,486 9,906,889 SH DEFINED
XL CAP LTD CL A G9825510 231,571 3,129,762 SH DEFINED
XM SATELLITE RADIO H CL A 98375910 58,210 1,876,527 SH DEFINED
XOMA LTD ORD G9825R10 251 108,141 SH DEFINED
X-RITE INC COM 98385710 4,866 333,972 SH DEFINED
XTO ENERGY INC COM 98385X10 141,740 4,363,909 SH DEFINED
XYBERNAUT CORP COM 98414910 2,562 2,287,723 SH DEFINED
YAHOO INC COM 98433210 1,333,355 39,320,399 SH DEFINED
YANKEE CANDLE INC COM 98475710 20,650 713,050 SH DEFINED
YARDVILLE NATL BANCO COM 98502110 3,793 130,353 SH DEFINED
YELLOW ROADWAY CORP COM 98557710 76,320 1,627,635 SH DEFINED
YORK INTL CORP NEW COM 98667010 26,666 844,124 SH DEFINED
YOUNG BROADCASTING I CL A 98743410 2,647 243,549 SH DEFINED
YOUNG INNOVATIONS IN COM 98752010 2,308 69,931 SH DEFINED
YUM BRANDS INC COM 98849810 458,923 11,286,834 SH DEFINED
ZALE CORP NEW COM 98885810 27,396 974,942 SH DEFINED
ZARLINK SEMICONDUCTO COM 98913910 47 15,545 SH DEFINED
ZEBRA TECHNOLOGIES C CL A 98920710 49,389 809,522 SH DEFINED
ZENITH NATL INS CORP COM 98939010 7,708 182,177 SH DEFINED
ZHONE TECHNOLOGIES I COM 98950P10 2,150 700,291 SH DEFINED
ZILA INC COM PAR $0 98951320 2,388 579,692 SH DEFINED
ZIMMER HLDGS INC COM 98956P10 548,776 6,943,016 SH DEFINED
ZIONS BANCORPORATION COM 98970110 154,542 2,531,818 SH DEFINED
ZIX CORP COM 98974P10 1,297 283,257 SH DEFINED
ZOLL MED CORP COM 98992210 4,517 135,280 SH DEFINED
ZORAN CORP COM 98975F10 10,415 662,563 SH DEFINED
ZYGO CORP COM 98985510 2,760 272,450 SH DEFINED
ZYMOGENETICS INC COM 98985T10 4,831 277,010 SH DEFINED
TOTAL MARKET VALUE 428,622,780
WORLD FUEL SVCS CORP 1,2 177,924
WORLD WRESTLING ENTM 1,2 195,369
WORONOCO BANCORP INC 1 5,484
WORTHINGTON INDS INC 1,2,5,6,9,10 2,151,693
WPP GROUP PLC 1 10,340
WPS RESOURCES CORP 1,2,5,9 465,006
WRIGHT MED GROUP INC 1,2 383,707
WRIGLEY WM JR CO 1,2,5,6,7,8,9,10,12,13,14 5,317,089
WSFS FINL CORP 1,2,5 105,684
WYETH 1,2,5,6,7,8,9,10,12,13,14 38,306,820
WYNDHAM INTL INC 1 105,410
WYNN RESORTS LTD 1,2,5 310,063
XCEL ENERGY INC 1,2,5,6,7,8,9,10,12,13,14 12,099,674
XEROX CORP 1,2,5,6,7,8,9,10,12,13,14 84,733,581
XILINX INC 1,2,5,6,7,8,9,10,12,13,14 9,906,889
XL CAP LTD 1,2,5,6,7,8,9,10,12,13,14 3,129,762
XM SATELLITE RADIO H 1,2,5,7,8,9,10,12,13,14 1,876,527
XOMA LTD 1,2,5 108,141
X-RITE INC 1,2 333,972
XTO ENERGY INC 1,2,5,7,8,9,10,12,13,14 4,363,909
XYBERNAUT CORP 1,2 2,287,723
YAHOO INC 1,2,5,6,7,8,9,10,12,13,14 39,320,399
YANKEE CANDLE INC 1,2,5 713,050
YARDVILLE NATL BANCO 1,2 130,353
YELLOW ROADWAY CORP 1,2,5 1,627,635
YORK INTL CORP NEW 1,2,5,9 844,124
YOUNG BROADCASTING I 1,2 243,549
YOUNG INNOVATIONS IN 1,2 69,931
YUM BRANDS INC 1,2,5,6,7,8,9,10,12,13,14 11,286,834
ZALE CORP NEW 1,2,5 974,942
ZARLINK SEMICONDUCTO 1 15,545
ZEBRA TECHNOLOGIES C 1,2,5,9 809,522
ZENITH NATL INS CORP 1,2 182,177
ZHONE TECHNOLOGIES I 1,2 700,291
ZILA INC 1,2,5 579,692
ZIMMER HLDGS INC 1,2,5,6,7,8,9,10,12,13,14 6,943,016
ZIONS BANCORPORATION 1,2,5,6,7,8,9,10,12,13,14 2,531,818
ZIX CORP 1,2 283,257
ZOLL MED CORP 1,2 135,280
ZORAN CORP 1,2,5 662,563
ZYGO CORP 1,2 272,450
ZYMOGENETICS INC 1,2 277,010