UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                              WASHINGTON D.C. 20549

                                    FORM 13F

                               FORM 13F COVER PAGE

Report for Calendar Year or Quarter Ended: March 31, 2005
                                           --------------

Check here if amendment  [ ]  Amendment Number _______
This Amendment (Check only one.):       [ ] is a restatement.
                                        [ ] adds new holdings entries.


Institutional Investment Manager filing this report:

Name:             STATE STREET CORPORATION
Address:          ONE LINCOLN STREET
                  BOSTON, MASSACHUSETTS 02111

Form 13F File Number:      28-00399
                           --------

The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.

Person signing this report on behalf of the reporting manager:

Name:       PAMELA D. GORMLEY
Title       EXECUTIVE VICE PRESIDENT AND CORPORATE CONTROLLER
Telephone:  617-664-7902

Signature, Place, and Date of Signing:

                                      Boston, Massachusetts        May 3, 2005
-----------------------------         ---------------------        -----------
        [Signature]                       [City, State]               [Date]

Report Type (Check only one):

[ ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
    are reported in this report.)

[ ] 13F NOTICE. (Check here if no holdings reported are in this report
    and all holdings are reported by other reporting manager(s).)

[X] 13F COMBINATION REPORT. (Check here if a portion of the holdings for
    this reporting manager are reported in this report and a portion are
    reported by other reporting manager(s).)



                              FORM 13F SUMMARY PAGE

List of Other Managers Reporting for this Manager:
(if there are no entries in this list, omit this section.)




Form 13F File Number       Name
                       
28-03621                   Advanced Investment Partners LLC

28-07472                   Bel Air Investment Advisors LLC

28-99999                   Shott Capital Management, LLC

28-04003                   Ariel Capital Management, LLC

28-00096                   Capital Guardian Trust Company

28-10372                   Philadelphia International Advisors, L.P.

28-02924                   Turner Investment Partners Inc. (Turner Investment Partners)

28-03570                   AXA (Alliance Capital Management L.P.)

28-00223                   RCM Capital Management LLC

28-00694                   JP Morgan Chase & Co (JP Morgan Fleming Asset Management Limited)

28-03459                   Smith Asset Management Group LP

28-04557                   Wellington Management Company LLP



REPORT SUMMARY:

Number of Other Included Managers:                   13

Form 13F Information Table Entry Total:              3,817

Form 13F Information Table Value Total:              458,793,352

                                                    (thousands)

List of Other Included Managers:

Provide a numbered list of the names(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report. [If there are no entries in this
list, state "NONE" and omit the column headings and list entries.]



         FORM 
         13F FILE
NO.      NUMBER      NAME
-------- ----------- -------------------------------------------------------------------------------
               
1        28-00733    State Street Bank and Trust Co
2        28-11338    SSgA Funds Management Inc
3        28-11339    Tuckerman Group LLC
4        28-11328    Rexiter Capital Management, LTD
5        28-11326    State Street Global Advisors LTD
6        28-11327    State Street Global Advisors Ltd.
7        28-11329    State Street Banque, SA
8        28-11330    State Street Global Advisors, Australia
10       28-11332    State Street Global Advisors (Japan) Co., Ltd.
12       28-11331    State Street Global Advisors Asia LTD
13       28-11334    State Street Global Advisors GmbH
14       28-11333    State Street Trust & Banking Co., Ltd.


                         STATE STREET CORPORATION (STT)
                 FORM 13F INFORMATION TABLE AS OF MARCH 31, 2005



                     TITLE OF                VALUE    SHARES OR SH/ PUT/ INVESTMENT                               VOTING AUTHORITY
NAME OF ISSUER       CLASS      CUSIP       (x1000)     PRN AMT PRN CALL DISCRETION  OTHER MANAGERS            SOLE     SHARED  NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                               
1 800 FLOWERS COM    CL A       68243Q10      3,509     463,502 SH       DEFINED   1,2                         463,502
1-800 CONTACTS INC   COM        68197710      3,005     143,971 SH       DEFINED   1,2                         143,971
1ST SOURCE CORP      COM        33690110      5,266     246,866 SH       DEFINED   1,2                         246,866
21ST CENTY INS GROUP COM        90130N10      6,646     476,412 SH       DEFINED   1,2,5                       476,412
24/7 REAL MEDIA INC  COM NEW    90131420        851     261,722 SH       DEFINED   1                           261,722
3COM CORP            COM        88553510     19,282   5,416,161 SH       DEFINED   1,2,5,6,7,13              5,416,161
3M CO                COM        88579Y10  5,369,520  62,662,155 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  62,662,155
4 KIDS ENTMT INC     COM        35086510      4,962     224,437 SH       DEFINED   1,2,6                       224,437
7-ELEVEN INC         COM NEW    81782620     12,255     510,209 SH       DEFINED   1,2,5                       510,209
8X8 INC NEW          COM        28291410         31      18,800 SH       DEFINED   1                            18,800
99 CENTS ONLY STORES COM        65440K10     21,637   1,642,919 SH       DEFINED   1,2,5,13                  1,642,919
A C MOORE ARTS & CRA COM        00086T10      5,063     189,926 SH       DEFINED   1,2,5                       189,926
A D C TELECOMMUNICAT COM        00088610     43,951  22,086,067 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  22,086,067
A S V INC            COM        00196310      6,022     151,891 SH       DEFINED   1,2                         151,891
AAIPHARMA INC        COM        00252W10         25      34,628 SH       DEFINED   1,5                          34,628
AAMES INVT CORP MD   COM        00253G10      4,120     502,402 SH       DEFINED   1,2                         502,402
AAON INC             COM PAR $0 00036020      2,267     137,738 SH       DEFINED   1,2                         137,738
AAR CORP             COM        00036110      8,064     592,906 SH       DEFINED   1,2,5,6                     592,906
AARON RENTS INC      COM        00253520     13,773     688,644 SH       DEFINED   1,2,6                       688,644
AASTROM BIOSCIENCES  COM        00253U10         49      23,700 SH       DEFINED   1                            23,700
ABAXIS INC           COM        00256710      2,239     253,010 SH       DEFINED   1,2                         253,010
ABB LTD              SPONSORED  00037520        251      40,559 SH       DEFINED   1                            40,559
ABBOTT LABS          COM        00282410  2,219,958  47,618,143 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  47,618,143
ABC BANCORP          COM        00040010      3,485     206,347 SH       DEFINED   1,2                         206,347
ABERCROMBIE & FITCH  CL A       00289620    185,647   3,243,317 SH       DEFINED   1,2,5,10,13               3,243,317
ABGENIX INC          COM        00339B10      9,003   1,286,087 SH       DEFINED   1,2,5                     1,286,087
ABIOMED INC          COM        00365410      2,202     208,125 SH       DEFINED   1,2                         208,125
ABLE LABORATORIES IN COM NEW    00371N40      6,016     256,453 SH       DEFINED   1,2                         256,453
ABM INDS INC         COM        00095710     13,317     692,519 SH       DEFINED   1,2,5,6                     692,519
ABN AMRO HLDG NV     SPONSORED  00093710      2,061      83,065 SH       DEFINED   1                            83,065
ACACIA RESH CORP     ACACIA TCH 00388130        100      17,683 SH       DEFINED   1,5                          17,683
ACADIA RLTY TR       COM SH BEN 00423910     12,854     799,395 SH       DEFINED   1,2,3,5                     799,395
ACCELRYS INC         COM        00430U10      2,331     393,021 SH       DEFINED   1,2,5                       393,021
ACCENTURE LTD BERMUD CL A       G1150G11     53,255   2,205,188 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,205,188
ACCREDITED HOME LEND COM        00437P10      8,721     240,717 SH       DEFINED   1,2,5                       240,717
ACCREDO HEALTH INC   COM        00437V10     22,157     498,927 SH       DEFINED   1,2,5,6                     498,927
ACE CASH EXPRESS INC COM        00440310      2,840     124,846 SH       DEFINED   1,2                         124,846
ACE LTD              ORD        G0070K10    336,308   8,148,966 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   8,148,966
ACETO CORP           COM        00444610      2,413     325,173 SH       DEFINED   1,2                         325,173
ACME COMMUNICATION I COM        00463110        230      43,678 SH       DEFINED   1,2                          43,678
ACTEL CORP           COM        00493410      6,283     408,530 SH       DEFINED   1,2,6                       408,530
ACTION PERFORMANCE C COM        00493310      3,703     279,884 SH       DEFINED   1,2,6                       279,884
ACTIVCARD CORP       COM        00506J10      5,762     907,416 SH       DEFINED   1,2                         907,416
ACTIVE POWER INC     COM        00504W10         33      10,254 SH       DEFINED   1                            10,254
ACTIVISION INC NEW   COM NEW    00493020     37,215   2,514,532 SH       DEFINED   1,2,5,13                  2,514,532
ACTUANT CORP         CL A NEW   00508X20     17,701     394,048 SH       DEFINED   1,2                         394,048
ACTUATE CORP         COM        00508B10      1,660     691,543 SH       DEFINED   1,2,5                       691,543
ACUITY BRANDS INC    COM        00508Y10     20,312     752,304 SH       DEFINED   1,2,5,6                     752,304
ACXIOM CORP          COM        00512510     32,745   1,564,499 SH       DEFINED   1,2,5,10,12,13            1,564,499



ADAPTEC INC          COM        00651F10      8,442   1,762,477 SH       DEFINED   1,2,5,6                   1,762,477
ADE CORP MASS        COM        00089C10      2,797     125,992 SH       DEFINED   1,2                         125,992
ADECCO SA            SPONSORED  00675410        257      18,692 SH       DEFINED   1                            18,692
ADESA INC            COM        00686U10     40,932   1,752,215 SH       DEFINED   1,2,5,12,13               1,752,215
ADMINISTAFF INC      COM        00709410      7,143     489,255 SH       DEFINED   1,2,5,6                     489,255
ADOBE SYS INC        COM        00724F10    520,050   7,742,292 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   7,742,292
ADOLOR CORP          COM        00724X10      5,599     564,394 SH       DEFINED   1,2,5                       564,394
ADTRAN INC           COM        00738A10     14,537     824,066 SH       DEFINED   1,2,5,13                    824,066
ADVANCE AMER CASH AD COM        00739W10        752      48,600 SH       DEFINED   1,2                          48,600
ADVANCE AUTO PARTS I COM        00751Y10     49,605     983,249 SH       DEFINED   1,2,5,12,13                 983,249
ADVANCED DIGITAL INF COM        00752510      8,046     988,404 SH       DEFINED   1,2,5                       988,404
ADVANCED ENERGY INDS COM        00797310      3,038     314,130 SH       DEFINED   1,2,6                       314,130
ADVANCED MARKETING S COM        00753T10      1,504     250,680 SH       DEFINED   1,2,6                       250,680
ADVANCED MEDICAL OPT COM        00763M10     24,014     663,176 SH       DEFINED   1,2,5,6                     663,176
ADVANCED MICRO DEVIC COM        00790310    174,809  10,844,245 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  10,844,245
ADVANCED NEUROMODULA COM        00757T10      7,866     293,397 SH       DEFINED   1,2                         293,397
ADVANCED SEMICONDUCT SPONSORED  00756M40        140      39,140 SH       DEFINED   1                            39,140
ADVANCIS PHARMACEUTI COM        00764L10        339      91,614 SH       DEFINED   1,2                          91,614
ADVANTA CORP         CL A       00794210        382      18,366 SH       DEFINED   1                            18,366
ADVANTA CORP         CL B       00794220      6,349     276,032 SH       DEFINED   1,2                         276,032
ADVENT SOFTWARE INC  COM        00797410      9,442     519,375 SH       DEFINED   1,2,5,13                    519,375
ADVISORY BRD CO      COM        00762W10     11,025     252,277 SH       DEFINED   1,2                         252,277
ADVO INC             COM        00758510     21,134     564,333 SH       DEFINED   1,2,5,6                     564,333
AEGON N V            ORD AMER R 00792410        986      73,258 SH       DEFINED   1,2                          73,258
AEROFLEX INC         COM        00776810      9,596   1,028,471 SH       DEFINED   1,2,5,6                   1,028,471
AEROPOSTALE          COM        00786510     45,120   1,377,723 SH       DEFINED   1,2,5,13                  1,377,723
AES CORP             COM        00130H10    362,636  22,138,938 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  22,138,938
AETHER SYS INC       COM        00808V10         67      19,911 SH       DEFINED   1                            19,911
AETNA INC NEW        COM        00817Y10  1,342,349  17,909,933 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  17,909,933
AFC ENTERPRISES INC  COM        00104Q10        581      22,790 SH       DEFINED   1                            22,790
AFFILIATED COMPUTER  CL A       00819010    165,148   3,101,961 SH       DEFINED   1,2,5,6,10,12,13          3,101,961
AFFILIATED MANAGERS  COM        00825210     37,114     598,324 SH       DEFINED   1,2,5                       598,324
AFFIRMATIVE INS HLDG COM        00827210      1,134      76,860 SH       DEFINED   1,2                          76,860
AFFORDABLE RESIDENTI COM        00827310      8,419     665,572 SH       DEFINED   1,2,3                       665,572
AFFYMETRIX INC       COM        00826T10     26,735     624,492 SH       DEFINED   1,2,5,12                    624,492
AFLAC INC            COM        00105510    646,598  17,353,678 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  17,353,678
AFTERMARKET TECHNOLO COM        00831810      5,030     304,860 SH       DEFINED   1,2,5                       304,860
AGCO CORP            COM        00108410     23,618   1,294,144 SH       DEFINED   1,2,5,13                  1,294,144
AGERE SYS INC        CL A       00845V10      3,542   2,477,003 SH       DEFINED   1,5,7                     2,477,003
AGERE SYS INC        CL B       00845V20     25,331  17,838,608 SH       DEFINED   1,2,5,7,8,10,12,13,14    17,838,608
AGILE SOFTWARE CORP  COM        00846X10      6,416     881,337 SH       DEFINED   1,2                         881,337
AGILENT TECHNOLOGIES COM        00846U10    308,030  13,875,212 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  13,875,212
AGILYSYS INC         COM        00847J10     13,242     673,573 SH       DEFINED   1,2,6                       673,573
AGL RES INC          COM        00120410     35,711   1,022,359 SH       DEFINED   1,2,5,6,13                1,022,359
AGRIUM INC           COM        00891610      3,016     165,284 SH       DEFINED   1                           165,284
AIR METHODS CORP     COM PAR $. 00912830        112      14,100 SH       DEFINED   1                            14,100
AIR PRODS & CHEMS IN COM        00915810    878,754  13,884,570 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  13,884,570
AIRGAS INC           COM        00936310     33,090   1,385,108 SH       DEFINED   1,2,5,13                  1,385,108
AIRSPAN NETWORKS INC COM        00950H10      1,560     305,283 SH       DEFINED   1,2                         305,283
AIRTRAN HLDGS INC    COM        00949P10     14,703   1,624,669 SH       DEFINED   1,2,13                    1,624,669
AIXTRON AKTIENGESELL SPONSORED  00960610         94      22,540 SH       DEFINED   1,5                          22,540
AK STL HLDG CORP     COM        00154710     29,920   2,705,276 SH       DEFINED   1,2,5                     2,705,276
AKAMAI TECHNOLOGIES  COM        00971T10     13,112   1,030,023 SH       DEFINED   1,2,5                     1,030,023
AKSYS LTD            COM        01019610        735     231,951 SH       DEFINED   1,2                         231,951
AKTIEBOLAGETT ELECTR SPONSORED  01019820        394       8,464 SH       DEFINED   1                             8,464
AKZO NOBEL NV        SPONSORED  01019930        624      13,563 SH       DEFINED   1                            13,563
ALABAMA NATL BANCORP COM        01031710     11,439     184,823 SH       DEFINED   1,2                         184,823



ALAMO GROUP INC      COM        01131110        201       8,144 SH       DEFINED   1                             8,144
ALAMOSA HLDGS INC    COM        01158910     18,335   1,571,114 SH       DEFINED   1,2,5                     1,571,114
ALASKA AIR GROUP INC COM        01165910     25,941     881,134 SH       DEFINED   1,2,6,13                    881,134
ALASKA COMMUNICATION COM        01167P10      1,307     130,011 SH       DEFINED   1,2                         130,011
ALBANY INTL CORP     CL A       01234810     13,706     443,861 SH       DEFINED   1,2,6                       443,861
ALBANY MOLECULAR RES COM        01242310      3,882     377,581 SH       DEFINED   1,2,5                       377,581
ALBEMARLE CORP       COM        01265310     27,361     752,491 SH       DEFINED   1,2,5,13                    752,491
ALBERTO CULVER CO    COM        01306810    117,106   2,446,844 SH       DEFINED   1,2,5,6,10,12,13          2,446,844
ALBERTSONS INC       COM        01310410    208,009  10,073,084 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  10,073,084
ALCAN INC            COM        01371610      3,403      89,729 SH       DEFINED   1                            89,729
ALCATEL              SPONSORED  01390430        581      48,096 SH       DEFINED   1                            48,096
ALCOA INC            COM        01381710    953,063  31,361,081 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  31,361,081
ALCON INC            COM SHS    H0130110      9,162     102,608 SH       DEFINED   1,2,5,12                    102,608
ALDERWOODS GROUP INC COM        01438310     10,465     841,220 SH       DEFINED   1,2,5                       841,220
ALDILA INC           COM NEW    01438420        247      14,600 SH       DEFINED   2                            14,600
ALERIS INTL INC      COM        01447710      8,628     345,823 SH       DEFINED   1,2                         345,823
ALEXANDER & BALDWIN  COM        01448210     32,509     789,043 SH       DEFINED   1,2,5,13                    789,043
ALEXANDERS INC       COM        01475210     11,705      48,467 SH       DEFINED   1,2,5                        48,467
ALEXANDRIA REAL ESTA COM        01527110     28,925     449,284 SH       DEFINED   1,2,3,5                     449,284
ALEXION PHARMACEUTIC COM        01535110      8,642     398,872 SH       DEFINED   1,2,5                       398,872
ALFA CORP            COM        01538510      7,725     534,574 SH       DEFINED   1,2                         534,574
ALFACELL CORP        COM        01540410         34      17,093 SH       DEFINED   1                            17,093
ALICO INC            COM        01623010      2,536      48,116 SH       DEFINED   1,2                          48,116
ALIGN TECHNOLOGY INC COM        01625510      4,438     711,235 SH       DEFINED   1,2                         711,235
ALKERMES INC         COM        01642T10     26,804   2,582,254 SH       DEFINED   1,2,5                     2,582,254
ALLEGHANY CORP DEL   COM        01717510     14,051      50,724 SH       DEFINED   1,2,5                        50,724
ALLEGHENY ENERGY INC COM        01736110     94,254   4,562,125 SH       DEFINED   1,2,5,6,10,13             4,562,125
ALLEGHENY TECHNOLOGI COM        01741R10     76,457   3,171,156 SH       DEFINED   1,2,5,6,10,13             3,171,156
ALLERGAN INC         COM        01849010    240,068   3,455,709 SH       DEFINED   1,2,5,6,10,12,13          3,455,709
ALLETE INC           COM NEW    01852230     13,821     330,240 SH       DEFINED   1,2,5                       330,240
ALLIANCE CAP MGMT HL UNIT LTD P 01855A10      5,298     112,363 SH       DEFINED   1,5                         112,363
ALLIANCE DATA SYSTEM COM        01858110     42,557   1,053,399 SH       DEFINED   1,2,5,13                  1,053,399
ALLIANCE GAMING CORP COM NEW    01859P60      7,292     760,378 SH       DEFINED   1,2,5                       760,378
ALLIANCE IMAGING INC COM NEW    01860620      3,978     416,559 SH       DEFINED   1,2                         416,559
ALLIANCE RES PARTNER UT LTD PAR 01877R10        835      12,990 SH       DEFINED   1,5                          12,990
ALLIANCE SEMICONDUCT COM        01877H10        930     373,467 SH       DEFINED   1,2,5,6                     373,467
ALLIANT ENERGY CORP  COM        01880210     42,179   1,575,025 SH       DEFINED   1,2,5,13                  1,575,025
ALLIANT TECHSYSTEMS  COM        01880410     63,928     894,717 SH       DEFINED   1,2,5,7,10,13               894,717
ALLIANZ AKTIENGESELL SP ADR 1/1 01880510        972      76,454 SH       DEFINED   1                            76,454
ALLIED CAP CORP NEW  COM        01903Q10     40,810   1,563,609 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   1,563,609
ALLIED DEFENSE GROUP COM        01911810        215       8,794 SH       DEFINED   1,5                           8,794
ALLIED DOMECQ PLC    SPON ADR N 01912120        507      12,469 SH       DEFINED   1                            12,469
ALLIED HEALTHCARE IN COM        01923A10        129      20,700 SH       DEFINED   1                            20,700
ALLIED IRISH BKS P L SPON ADR O 01922840     14,458     346,623 SH       DEFINED   1,2                         346,623
ALLIED WASTE INDS IN COM PAR$.0 01958930     49,943   6,832,099 SH       DEFINED   1,2,5,6,10,13             6,832,099
ALLMERICA FINL CORP  COM        01975410     27,717     770,977 SH       DEFINED   1,2,5,10,13                 770,977
ALLOS THERAPEUTICS I COM        01977710        363     176,271 SH       DEFINED   1,2                         176,271
ALLOY INC            COM        01985510      2,833     481,767 SH       DEFINED   1,2                         481,767
ALLSCRIPTS HEALTHCAR COM        01988P10      6,946     485,764 SH       DEFINED   1,2                         485,764
ALLSTATE CORP        COM        02000210  1,217,773  22,526,327 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  22,526,327
ALLTEL CORP          COM        02003910    428,589   7,813,839 SH       DEFINED   1,2,5,6,7,10,13           7,813,839
ALNYLAM PHARMACEUTIC COM        02043Q10         84      11,500 SH       DEFINED   2                            11,500
ALPHA NATURAL RESOUR COM        02076X10        975      34,000 SH       DEFINED   1,2                          34,000
ALPHARMA INC         CL A       02081310     17,638   1,431,639 SH       DEFINED   1,2,5,6                   1,431,639
ALTAIR NANOTECHNOLOG COM        02137310         98      27,400 SH       DEFINED   1                            27,400
ALTERA CORP          COM        02144110    233,314  11,795,445 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  11,795,445
ALTIRIS INC          COM        02148M10      7,918     331,975 SH       DEFINED   1,2,6                       331,975



ALTRIA GROUP INC     COM        02209S10  5,461,590  83,523,314 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  83,523,314
ALUMINA LTD          SPONSORED  02220510        225      12,229 SH       DEFINED   1                            12,229
AMAZON COM INC       COM        02313510    130,891   3,819,408 SH       DEFINED   1,2,5,7,8,10,12,13,14     3,819,408
AMB PROPERTY CORP    COM        00163T10     68,711   1,817,743 SH       DEFINED   1,2,3,5,7,13              1,817,743
AMBAC FINL GROUP INC COM        02313910    267,933   3,584,391 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,584,391
AMBASSADORS GROUP IN COM        02317710      3,961     118,525 SH       DEFINED   1,2                         118,525
AMCOL INTL CORP      COM        02341W10      6,472     344,986 SH       DEFINED   1,2                         344,986
AMCORE FINL INC      COM        02391210     11,131     394,031 SH       DEFINED   1,2,5                       394,031
AMDOCS LTD           ORD        G0260210      6,770     238,363 SH       DEFINED   1,5,12                      238,363
AMEDISYS INC         COM        02343610      6,579     217,486 SH       DEFINED   1,2,6                       217,486
AMERADA HESS CORP    COM        02355110    301,458   3,133,330 SH       DEFINED   1,2,5,6,7,10,12,13,14     3,133,330
AMERCO               COM        02358610      6,458     139,477 SH       DEFINED   1,2                         139,477
AMEREN CORP          COM        02360810    305,101   6,225,284 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   6,225,284
AMERICA MOVIL S A DE SPON ADR L 02364W10     20,429     395,912 SH       DEFINED   1,2                         395,912
AMERICA SVC GROUP IN COM        02364L10      3,206     144,881 SH       DEFINED   1,2                         144,881
AMERICA WEST HLDG CO CL B       02365720      2,819     519,101 SH       DEFINED   1,2                         519,101
AMERICAN AXLE & MFG  COM        02406110     40,838   1,666,853 SH       DEFINED   1,2,5,10,12,14            1,666,853
AMERICAN CAMPUS CMNT COM        02483510      3,488     166,074 SH       DEFINED   1,2                         166,074
AMERICAN CAPITAL STR COM        02493710     25,163     801,100 SH       DEFINED   1,2,5                       801,100
AMERICAN EAGLE OUTFI COM        02553E10     95,802   3,242,045 SH       DEFINED   1,2,5,12,13               3,242,045
AMERICAN ECOLOGY COR COM NEW    02553340        236      19,900 SH       DEFINED   1                            19,900
AMERICAN ELEC PWR IN COM        02553710    432,307  12,692,512 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  12,692,512
AMERICAN EQTY INVT L COM        02567620      3,578     279,738 SH       DEFINED   1,2                         279,738
AMERICAN EXPRESS CO  COM        02581610  2,194,697  42,723,315 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  42,723,315
AMERICAN FINL GROUP  COM        02593210     43,839   1,423,329 SH       DEFINED   1,2,5,10,12,13,14         1,423,329
AMERICAN FINL RLTY T COM        02607P30     25,510   1,743,673 SH       DEFINED   1,2,5                     1,743,673
AMERICAN GREETINGS C CL A       02637510     51,592   2,024,806 SH       DEFINED   1,2,5,6,13                2,024,806
AMERICAN HEALTHWAYS  COM        02649V10     16,726     506,555 SH       DEFINED   1,2,5,6                     506,555
AMERICAN HOME MTG IN COM        02660R10     24,053     839,846 SH       DEFINED   1,2,5                       839,846
AMERICAN INTL GROUP  COM        02687410  4,610,100  83,199,785 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  83,199,785
AMERICAN ITALIAN PAS CL A       02707010     12,616     460,437 SH       DEFINED   1,2,5,6                     460,437
AMERICAN LD LEASE IN COM        02711810        345      14,900 SH       DEFINED   1                            14,900
AMERICAN MED SYS HLD COM        02744M10     15,203     884,922 SH       DEFINED   1,2,6                       884,922
AMERICAN NATL INS CO COM        02859110     10,309      97,349 SH       DEFINED   1,2,5                        97,349
AMERICAN PAC CORP    COM        02874010         86      11,800 SH       DEFINED   1                            11,800
AMERICAN PHARMACEUTI COM        02886P10     11,239     217,216 SH       DEFINED   1,2,5                       217,216
AMERICAN PHYSICIANS  COM        02888210        183      14,000 SH       DEFINED   1                            14,000
AMERICAN PHYSICIANS  COM        02888410      7,181     209,556 SH       DEFINED   1,2                         209,556
AMERICAN PWR CONVERS COM        02906610    141,830   5,423,695 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,423,695
AMERICAN REAL ESTATE DEPOSITRY  02916910        294      10,625 SH       DEFINED   1                            10,625
AMERICAN RETIREMENT  COM        02891310        220      15,154 SH       DEFINED   1                            15,154
AMERICAN SCIENCE & E COM        02942910        308       6,900 SH       DEFINED   1                             6,900
AMERICAN SOFTWARE IN CL A       02968310         69      10,600 SH       DEFINED   1                            10,600
AMERICAN STD COS INC COM        02971210    266,342   5,730,247 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,730,247
AMERICAN STS WTR CO  COM        02989910      5,977     236,263 SH       DEFINED   1,2                         236,263
AMERICAN SUPERCONDUC COM        03011110      3,540     354,663 SH       DEFINED   1,2,5                       354,663
AMERICAN TECHNICNAL  COM        03013710        141      17,700 SH       DEFINED   1                            17,700
AMERICAN TECHNOLOGY  COM NEW    03014520        163      20,097 SH       DEFINED   1                            20,097
AMERICAN TOWER CORP  CL A       02991220     63,554   3,486,228 SH       DEFINED   1,2,5,10                  3,486,228
AMERICAN VANGUARD CO COM        03037110      2,909      64,832 SH       DEFINED   1,2                          64,832
AMERICAN WOODMARK CO COM        03050610      6,466     178,237 SH       DEFINED   1,2                         178,237
AMERICANWEST BANCORP COM        03058P10      3,370     174,892 SH       DEFINED   1,2                         174,892
AMERICAS CAR MART IN COM        03062T10      3,008      85,783 SH       DEFINED   1,2,5                        85,783
AMERICREDIT CORP     COM        03060R10     53,661   2,289,307 SH       DEFINED   1,2,5,13                  2,289,307
AMERIGROUP CORP      COM        03073T10     32,627     892,418 SH       DEFINED   1,2,5,6                     892,418
AMERISOURCEBERGEN CO COM        03073E10    237,703   4,149,122 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,149,122
AMERISTAR CASINOS IN COM        03070Q10     21,419     391,715 SH       DEFINED   1,2,5                       391,715



AMERITRADE HLDG CORP COM        03074K10     26,485   2,594,028 SH       DEFINED   1,2,5                     2,594,028
AMERIVEST PPTYS INC  COM        03071L10         85      16,400 SH       DEFINED   1                            16,400
AMERON INTL INC      COM        03071010      4,255     118,194 SH       DEFINED   1,2                         118,194
AMERUS GROUP CO      COM        03072M10     44,328     938,158 SH       DEFINED   1,2,5,13                    938,158
AMETEK INC NEW       COM        03110010     40,952   1,017,448 SH       DEFINED   1,2,5,12,13               1,017,448
AMGEN INC            COM        03116210  2,345,193  40,288,496 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  40,288,496
AMICAS INC           COM        00171210         91      24,800 SH       DEFINED   1                            24,800
AMIS HLDGS INC       COM        03153810     14,520   1,286,099 SH       DEFINED   1,2                       1,286,099
AMKOR TECHNOLOGY INC COM        03165210      4,805   1,244,875 SH       DEFINED   1,2,5                     1,244,875
AMLI RESIDENTIAL PPT SH BEN INT 00173510     17,594     642,369 SH       DEFINED   1,2,3                       642,369
AMN HEALTHCARE SERVI COM        00174410      5,259     330,527 SH       DEFINED   1,2                         330,527
AMPHENOL CORP NEW    CL A       03209510     51,396   1,387,593 SH       DEFINED   1,2,5,13                  1,387,593
AMR CORP             COM        00176510     23,402   2,187,098 SH       DEFINED   1,2,5                     2,187,098
AMREP CORP NEW       COM        03215910        213       8,700 SH       DEFINED   1                             8,700
AMSOUTH BANCORPORATI COM        03216510    261,646  10,082,690 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  10,082,690
AMSURG CORP          COM        03232P40     13,170     520,536 SH       DEFINED   1,2,6                       520,536
AMVESCAP PLC         SPONSORED  03235E10        130      10,256 SH       DEFINED   1                            10,256
AMYLIN PHARMACEUTICA COM        03234610     17,217     984,367 SH       DEFINED   1,2,5,12                    984,367
ANADARKO PETE CORP   COM        03251110    582,809   7,658,462 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   7,658,462
ANADIGICS INC        COM        03251510         43      30,115 SH       DEFINED   1,5                          30,115
ANALOG DEVICES INC   COM        03265410    402,381  11,133,960 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  11,133,960
ANALOGIC CORP        COM PAR $0 03265720      7,715     178,371 SH       DEFINED   1,2,6                       178,371
ANALYSTS INTL CORP   COM        03268110         41      11,201 SH       DEFINED   1                            11,201
ANAREN INC           COM        03274410      3,940     324,803 SH       DEFINED   1,2                         324,803
ANCHOR BANCORP WIS I COM        03283910      9,427     335,364 SH       DEFINED   1,2                         335,364
ANCHOR GLASS CONTAIN COM NEW    03304B30        494     220,723 SH       DEFINED   1,2                         220,723
ANDERSONS INC        COM        03416410        307       9,900 SH       DEFINED   1                             9,900
ANDREW CORP          COM        03442510     46,542   3,974,588 SH       DEFINED   1,2,5,6,10,12,13          3,974,588
ANDRX CORP DEL       ANDRX GROU 03455310     17,387     766,941 SH       DEFINED   1,2,5                       766,941
ANGELICA CORP        COM        03466310      4,834     172,654 SH       DEFINED   1,2,6                       172,654
ANGIODYNAMICS INC    COM        03475V10        476      25,994 SH       DEFINED   1                            25,994
ANGLOGOLD ASHANTI LT SPONSORED  03512820        373      10,824 SH       DEFINED   1                            10,824
ANHEUSER BUSCH COS I COM        03522910  1,182,453  24,951,539 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  24,951,539
ANIMAS CORP DEL      COM        03525Y10      1,163      57,551 SH       DEFINED   1                            57,551
ANIXTER INTL INC     COM        03529010     18,100     500,700 SH       DEFINED   1,2,5,6                     500,700
ANNALY MTG MGMT INC  COM        03571040     22,929   1,222,213 SH       DEFINED   1,2,5                     1,222,213
ANNTAYLOR STORES COR COM        03611510     23,898     933,889 SH       DEFINED   1,2,5,13                    933,889
ANSOFT CORP          COM        03638410      4,103     152,091 SH       DEFINED   1,2                         152,091
ANSWERTHINK INC      COM        03691610      2,416     585,082 SH       DEFINED   1,2,5                       585,082
ANSYS INC            COM        03662Q10     27,683     809,202 SH       DEFINED   1,2,6                       809,202
ANTEON INTL CORP     COM        03674E10     16,558     425,326 SH       DEFINED   1,2                         425,326
ANTHRACITE CAP INC   COM        03702310     12,584   1,129,587 SH       DEFINED   1,2                       1,129,587
ANTIGENICS INC DEL   COM        03703210      2,347     350,342 SH       DEFINED   1,2                         350,342
ANWORTH MORTGAGE ASS COM        03734710      7,470     782,241 SH       DEFINED   1,2,5,7                     782,241
AO TATNEFT           SPON ADR R 03737P30        956      29,850 SH       DEFINED   1,2,7                        29,850
AON CORP             COM        03738910    466,048  20,404,911 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  20,404,911
APACHE CORP          COM        03741110    605,581   9,890,270 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,890,270
APARTMENT INVT & MGM CL A       03748R10    151,085   4,061,435 SH       DEFINED   1,2,3,5,6,7,8,10,12,13,14 4,061,435
APCO ARGENTINA INC C ORD        03748910        233       6,030 SH       DEFINED   1                             6,030
APEX SILVER MINES LT ORD        G0407410        168      10,499 SH       DEFINED   1,5                          10,499
APHTON CORP          COM        03759P10         33      26,168 SH       DEFINED   1                            26,168
APOGEE ENTERPRISES I COM        03759810     17,146   1,200,734 SH       DEFINED   1,2,6                     1,200,734
APOLLO GROUP INC     CL A       03760410    339,623   4,585,777 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,585,777
APOLLO INVT CORP     COM        03761U10     14,438     860,435 SH       DEFINED   1,2                         860,435
APPLE COMPUTER INC   COM        03783310  1,024,021  24,574,548 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  24,574,548
APPLEBEES INTL INC   COM        03789910     32,001   1,161,156 SH       DEFINED   1,2,5,13                  1,161,156
APPLERA CORP         COM AP BIO 03802010    123,919   6,277,573 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   6,277,573



APPLERA CORP         COM CE GEN 03802020     12,263   1,196,362 SH       DEFINED   1,2,5                     1,196,362
APPLICA INC          COM        03815A10      2,026     400,304 SH       DEFINED   1,2,5,6                     400,304
APPLIED DIGITAL SOLU COM NEW    03818830        116      33,550 SH       DEFINED   1                            33,550
APPLIED FILMS CORP   COM        03819710      5,270     227,937 SH       DEFINED   1,2,5                       227,937
APPLIED INDL TECHNOL COM        03820C10     11,877     436,639 SH       DEFINED   1,2,6                       436,639
APPLIED MATLS INC    COM        03822210    782,602  48,160,116 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  48,160,116
APPLIED MICRO CIRCUI COM        03822W10     26,036   7,937,795 SH       DEFINED   1,2,5,6,10,13             7,937,795
APPLIED SIGNAL TECHN COM        03823710      3,687     160,997 SH       DEFINED   1,2,6                       160,997
APRIA HEALTHCARE GRO COM        03793310     30,977     965,009 SH       DEFINED   1,2,5,13                    965,009
APTARGROUP INC       COM        03833610     30,139     579,823 SH       DEFINED   1,2,5                       579,823
AQUA AMERICA INC     COM        03836W10     30,649   1,258,163 SH       DEFINED   1,2,5,13                  1,258,163
AQUANTIVE INC        COM        03839G10      7,881     715,827 SH       DEFINED   1,2                         715,827
AQUILA INC           COM        03840P10     17,514   4,572,736 SH       DEFINED   1,2,5,13                  4,572,736
ARACRUZ CELULOSE S A SPON ADR P 03849620      2,308      64,477 SH       DEFINED   1,2                          64,477
ARADIGM CORP         COM        03850510         18      14,828 SH       DEFINED   1                            14,828
ARAMARK CORP         CL B       03852110     66,737   2,539,474 SH       DEFINED   1,2,5,10                  2,539,474
ARBITRON INC         COM        03875Q10     24,688     575,486 SH       DEFINED   1,2,5,6                     575,486
ARBOR RLTY TR INC    COM        03892310      2,854     115,293 SH       DEFINED   1,2                         115,293
ARCH CAP GROUP LTD   ORD        G0450A10      1,268      31,676 SH       DEFINED   1,5                          31,676
ARCH CHEMICALS INC   COM        03937R10     10,336     363,051 SH       DEFINED   1,2                         363,051
ARCH COAL INC        COM        03938010     37,044     861,278 SH       DEFINED   1,2,5,13                    861,278
ARCHER DANIELS MIDLA COM        03948310    432,631  17,600,932 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  17,600,932
ARCHIPELAGO HLDG INC COM        03957A10      1,881     106,262 SH       DEFINED   1,2                         106,262
ARCHSTONE SMITH TR   COM        03958310    243,145   7,128,267 SH       DEFINED   1,2,3,5,6,7,8,10,12,13,14 7,128,267
ARCTIC CAT INC       COM        03967010      7,090     262,003 SH       DEFINED   1,2,6                       262,003
ARDEN GROUP INC      CL A       03976210      2,060      29,022 SH       DEFINED   1,2                          29,022
ARDEN RLTY INC       COM        03979310     38,320   1,132,052 SH       DEFINED   1,2,3,5                   1,132,052
ARENA PHARMACEUTICAL COM        04004710        113      22,405 SH       DEFINED   1                            22,405
ARES CAP CORP        COM        04010L10      1,628      99,278 SH       DEFINED   1,2                          99,278
ARGONAUT GROUP INC   COM        04015710      8,606     405,560 SH       DEFINED   1,2,5                       405,560
ARGOSY GAMING CO     COM        04022810     22,401     487,829 SH       DEFINED   1,2,5,6                     487,829
ARIAD PHARMACEUTICAL COM        04033A10      4,155     741,960 SH       DEFINED   1,2,5                       741,960
ARIBA INC            COM NEW    04033V20      7,480     963,940 SH       DEFINED   1,2,5                       963,940
ARKANSAS BEST CORP D COM        04079010     18,555     491,127 SH       DEFINED   1,2,6                       491,127
ARM HLDGS PLC        SPONSORED  04206810         91      15,204 SH       DEFINED   1                            15,204
ARMOR HOLDINGS INC   COM        04226010     19,249     518,989 SH       DEFINED   1,2,5,6                     518,989
ARQULE INC           COM        04269E10        241      51,486 SH       DEFINED   1,6                          51,486
ARRAY BIOPHARMA INC  COM        04269X10      2,811     400,963 SH       DEFINED   1,2,5                       400,963
ARRIS GROUP INC      COM        04269Q10     16,284   2,356,622 SH       DEFINED   1,2                       2,356,622
ARROW ELECTRS INC    COM        04273510     41,928   1,653,980 SH       DEFINED   1,2,5,6,7,13              1,653,980
ARROW FINL CORP      COM        04274410      3,631     133,350 SH       DEFINED   1,2,5                       133,350
ARROW INTL INC       COM        04276410     15,630     455,010 SH       DEFINED   1,2                         455,010
ART TECHNOLOGY GROUP COM        04289L10         15      14,728 SH       DEFINED   1                            14,728
ARTESYN TECHNOLOGIES COM        04312710      5,827     668,948 SH       DEFINED   1,2,5,6                     668,948
ARTHROCARE CORP      COM        04313610     10,631     373,029 SH       DEFINED   1,2,6                       373,029
ARVINMERITOR INC     COM        04335310     29,087   1,880,232 SH       DEFINED   1,2,5,13                  1,880,232
ASBURY AUTOMOTIVE GR COM        04343610      2,824     183,357 SH       DEFINED   1,2,5                       183,357
ASCENTIAL SOFTWARE C COM NEW    04362P20     21,179   1,142,946 SH       DEFINED   1,2,5,13                  1,142,946
ASHFORD HOSPITALITY  COM SHS    04410310      3,623     355,158 SH       DEFINED   1,2                         355,158
ASHLAND INC          COM        04420410    142,207   2,107,700 SH       DEFINED   1,2,5,6,7,10,13           2,107,700
ASHWORTH INC         COM        04516H10        661      58,013 SH       DEFINED   1,5,6                        58,013
ASIAINFO HLDGS INC   COM        04518A10      3,991     795,108 SH       DEFINED   1,2                         795,108
ASK JEEVES INC       COM        04517410     15,073     536,788 SH       DEFINED   1,2,5                       536,788
ASML HLDG NV         N Y SHS    N0705911        286      17,041 SH       DEFINED   1                            17,041
ASPECT COMMUNICATION COM        04523Q10     12,150   1,167,126 SH       DEFINED   1,2,5                     1,167,126
ASPECT MED SYS INC   COM        04523510      3,502     162,207 SH       DEFINED   1,2                         162,207
ASPEN TECHNOLOGY INC COM        04532710      5,942   1,046,067 SH       DEFINED   1,2,5                     1,046,067



ASSET ACCEP CAP CORP COM        04543P10      3,548     185,935 SH       DEFINED   1,2                         185,935
ASSOCIATED BANC CORP COM        04548710     56,980   1,824,515 SH       DEFINED   1,2,5,13                  1,824,515
ASSOCIATED ESTATES R COM        04560410      1,953     195,861 SH       DEFINED   1,3,5                       195,861
ASSURANT INC         COM        04621X10     30,042     891,443 SH       DEFINED   1,2,5                       891,443
ASSURED GUARANTY LTD COM        G0585R10      1,772      98,746 SH       DEFINED   1                            98,746
ASTA FDG INC         COM        04622010      2,606     123,097 SH       DEFINED   1,2                         123,097
ASTEC INDS INC       COM        04622410      5,422     245,886 SH       DEFINED   1,2,5,6                     245,886
ASTORIA FINL CORP    COM        04626510     46,112   1,822,628 SH       DEFINED   1,2,5,7,13                1,822,628
ASTRAZENECA PLC      SPONSORED  04635310      7,527     190,417 SH       DEFINED   1,2                         190,417
ASTRO-MED INC NEW    COM        04638F10        106      11,770 SH       DEFINED   1                            11,770
ASYST TECHNOLOGY COR COM        04648X10      3,451     720,362 SH       DEFINED   1,2,5                       720,362
AT ROAD INC          COM        04648K10      2,830     690,308 SH       DEFINED   1,2                         690,308
AT&T CORP            COM NEW    00195750    746,860  39,832,539 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  39,832,539
ATARI INC            COM        04651M10        876     277,057 SH       DEFINED   1,2                         277,057
ATHEROGENICS INC     COM        04743910      7,175     548,095 SH       DEFINED   1,2,5                       548,095
ATHEROS COMMUNICATIO COM        04743P10      4,502     438,376 SH       DEFINED   1,2                         438,376
ATI TECHNOLOGIES INC COM        00194110        464      26,836 SH       DEFINED   5,13                         26,836
ATLANTIC COAST FED C COM        04842510        522      41,864 SH       DEFINED   1                            41,864
ATLANTIS PLASTICS IN COM        04915610        261      11,000 SH       DEFINED   1                            11,000
ATLAS AMER INC       COM        04916710      1,786      49,371 SH       DEFINED   1,2                          49,371
ATMEL CORP           COM        04951310     23,869   8,091,230 SH       DEFINED   1,2,5,10,13               8,091,230
ATMI INC             COM        00207R10     13,117     523,831 SH       DEFINED   1,2,5,6                     523,831
ATMOS ENERGY CORP    COM        04956010     33,658   1,246,601 SH       DEFINED   1,2,5                     1,246,601
ATP OIL & GAS CORP   COM        00208J10        412      19,018 SH       DEFINED   1                            19,018
ATS MED INC          COM        00208310         69      19,029 SH       DEFINED   1                            19,029
ATWOOD OCEANICS INC  COM        05009510     12,766     191,861 SH       DEFINED   1,2                         191,861
AU OPTRONICS CORP    SPONSORED  00225510     10,223     697,364 SH       DEFINED   1                           697,364
AUDIOVOX CORP        CL A       05075710      3,631     284,983 SH       DEFINED   1,2,5,6                     284,983
AUGUST TECHNOLOGY CO COM        05106U10      2,720     232,090 SH       DEFINED   1,2                         232,090
AUSTRALIA&NEW ZEALAN SPONSORED  05252830      1,049      13,159 SH       DEFINED   1                            13,159
AUTHENTIDATE HLDG CO COM        05266610      1,652     414,153 SH       DEFINED   1,2                         414,153
AUTOBYTEL INC        COM        05275N10      2,947     584,815 SH       DEFINED   1,2                         584,815
AUTODESK INC         COM        05276910    217,340   7,303,088 SH       DEFINED   1,2,5,6,10,12,13          7,303,088
AUTOLIV INC          COM        05280010     46,066     966,763 SH       DEFINED   1,2,5                       966,763
AUTOMATIC DATA PROCE COM        05301510    931,734  20,728,223 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  20,728,223
AUTONATION INC       COM        05329W10    110,928   5,856,833 SH       DEFINED   1,2,5,6,7,10,13           5,856,833
AUTOZONE INC         COM        05333210    261,361   3,049,717 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,049,717
AVALONBAY CMNTYS INC COM        05348410    108,650   1,624,316 SH       DEFINED   1,2,3,5,7,8,10,12,13,14   1,624,316
AVANEX CORP          COM        05348W10      1,446   1,112,449 SH       DEFINED   1,2,5                     1,112,449
AVANIR PHARMACEUTICA CL A       05348P10        168      76,515 SH       DEFINED   1,5                          76,515
AVANT IMMUNOTHERAPEU COM        05349110      1,703   1,044,500 SH       DEFINED   1,2,5                     1,044,500
AVATAR HLDGS INC     COM        05349410      3,297      70,374 SH       DEFINED   1,2,5                        70,374
AVAYA INC            COM        05349910    148,380  12,703,777 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  12,703,777
AVERY DENNISON CORP  COM        05361110    181,613   2,932,559 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   2,932,559
AVI BIOPHARMA INC    COM        00234610         27      10,752 SH       DEFINED   1                            10,752
AVIALL INC NEW       COM        05366B10     11,897     424,894 SH       DEFINED   1,2                         424,894
AVID TECHNOLOGY INC  COM        05367P10     20,606     380,746 SH       DEFINED   1,2,5,6                     380,746
AVIGEN INC           COM        05369010         62      22,212 SH       DEFINED   1,5                          22,212
AVISTA CORP          COM        05379B10     13,737     784,953 SH       DEFINED   1,2,5                       784,953
AVNET INC            COM        05380710     32,138   1,744,719 SH       DEFINED   1,2,5,13                  1,744,719
AVOCENT CORP         COM        05389310     16,968     661,282 SH       DEFINED   1,2,5,12,13                 661,282
AVON PRODS INC       COM        05430310    586,835  13,666,398 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  13,666,398
AVX CORP NEW         COM        00244410      8,744     713,834 SH       DEFINED   1,2,5                       713,834
AWARE INC MASS       COM        05453N10         79      18,042 SH       DEFINED   1                            18,042
AXA                  SPONSORED  05453610      1,331      49,897 SH       DEFINED   1                            49,897
AXCELIS TECHNOLOGIES COM        05454010     12,983   1,778,498 SH       DEFINED   1,2,5,6                   1,778,498
AXIS CAPITAL HOLDING SHS        G0692U10      8,657     320,147 SH       DEFINED   1,5                         320,147



AXONYX INC           COM        05461R10        957     777,769 SH       DEFINED   1,2                         777,769
AZTAR CORP           COM        05480210     17,741     621,178 SH       DEFINED   1,2,5,6                     621,178
B A S F  A G         SPONSORED  05526250      2,012      28,522 SH       DEFINED   1                            28,522
BADGER METER INC     COM        05652510        222       8,382 SH       DEFINED   1                             8,382
BAIRNCO CORP         COM        05709710        152      13,221 SH       DEFINED   1                            13,221
BAKER HUGHES INC     COM        05722410    521,064  11,711,932 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  11,711,932
BALCHEM CORP         COM        05766520        261      11,218 SH       DEFINED   1                            11,218
BALDOR ELEC CO       COM        05774110     14,050     544,354 SH       DEFINED   1,2,5,6                     544,354
BALDWIN & LYONS INC  CL B       05775520      3,459     133,336 SH       DEFINED   1,2                         133,336
BALL CORP            COM        05849810    190,832   4,600,569 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,600,569
BALLY TOTAL FITNESS  COM        05873K10        763     219,250 SH       DEFINED   1,2,5,6                     219,250
BANC CORP            COM        05944B10        276      26,900 SH       DEFINED   1,5                          26,900
BANCFIRST CORP       COM        05945F10      4,410      63,896 SH       DEFINED   1,2                          63,896
BANCO BILBAO VIZCAYA SPONSORED  05946K10      2,174     133,642 SH       DEFINED   1                           133,642
BANCO BRADESCO S A   SP ADR PFD 05946030     10,185     351,204 SH       DEFINED   1,2                         351,204
BANCO SANTANDER CENT ADR        05964H10      2,760     226,951 SH       DEFINED   1                           226,951
BANCO SANTANDER CHIL SP ADR REP 05965X10      1,203      36,299 SH       DEFINED   1,2,7                        36,299
BANCOLOMBIA S A      SPON ADR P 05968L10      1,991     149,000 SH       DEFINED   7                           149,000
BANCORP INC DEL      COM        05969A10      1,252      89,412 SH       DEFINED   1,2                          89,412
BANCORPSOUTH INC     COM        05969210     25,380   1,229,634 SH       DEFINED   1,2,5                     1,229,634
BANCTRUST FINANCIAL  COM        05978R10      2,072     102,360 SH       DEFINED   1,2                         102,360
BANDAG INC           COM        05981510     11,809     251,360 SH       DEFINED   1,2,13                      251,360
BANK HAWAII CORP     COM        06254010     31,149     688,234 SH       DEFINED   1,2,5,13                    688,234
BANK MUTUAL CORP NEW COM        06375010     12,894   1,090,893 SH       DEFINED   1,2,5                     1,090,893
BANK NEW YORK INC    COM        06405710    646,433  22,252,435 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  22,252,435
BANK NOVA SCOTIA HAL COM        06414910      3,345     102,416 SH       DEFINED   1,5,7                       102,416
BANK OF AMERICA CORP COM        06050510  5,823,947 132,062,294 SH       DEFINED   1,2,5,6,7,8,10,12,13,14 132,062,294
BANK OF GRANITE CORP COM        06240110      4,109     222,232 SH       DEFINED   1,2,5                       222,232
BANK OF THE OZARKS I COM        06390410      4,728     148,901 SH       DEFINED   1,2                         148,901
BANKATLANTIC BANCORP CL A       06590850     20,624   1,185,297 SH       DEFINED   1,2,5                     1,185,297
BANKRATE INC         COM        06646V10        179      13,400 SH       DEFINED   1                            13,400
BANKUNITED FINL CORP CL A       06652B10     11,194     416,759 SH       DEFINED   1,2                         416,759
BANNER CORP          COM        06652V10      7,794     289,006 SH       DEFINED   1,2                         289,006
BANTA CORP           COM        06682110     25,360     592,516 SH       DEFINED   1,2,5,6,13                  592,516
BARCLAYS PLC         ADR        06738E20     12,178     293,871 SH       DEFINED   1,2                         293,871
BARD C R INC         COM        06738310    266,722   3,917,770 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,917,770
BARNES & NOBLE INC   COM        06777410     39,863   1,155,773 SH       DEFINED   1,2,5,10,13               1,155,773
BARNES GROUP INC     COM        06780610      6,244     229,824 SH       DEFINED   1,2,6                       229,824
BARNWELL INDS INC    COM        06822110        244       4,600 SH       DEFINED   1                             4,600
BARR PHARMACEUTICALS COM        06830610     78,978   1,617,413 SH       DEFINED   1,2,5,10,12,13            1,617,413
BARRETT BILL CORP    COM        06846N10        439      15,200 SH       DEFINED   1,2                          15,200
BARRETT BUSINESS SER COM        06846310        219       9,973 SH       DEFINED   1                             9,973
BARRICK GOLD CORP    COM        06790110      4,174     174,215 SH       DEFINED   1,5                         174,215
BARRIER THERAPEUTICS COM        06850R10      3,663     236,482 SH       DEFINED   1,2                         236,482
BASSETT FURNITURE IN COM        07020310      3,523     178,846 SH       DEFINED   1,2,5,6                     178,846
BAUSCH & LOMB INC    COM        07170710    157,124   2,143,573 SH       DEFINED   1,2,5,6,7,10,12,13        2,143,573
BAXTER INTL INC      COM        07181310    733,464  21,585,165 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  21,585,165
BAYER A G            SPONSORED  07273030        985      29,771 SH       DEFINED   1                            29,771
BB&T CORP            COM        05493710    633,634  16,213,777 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  16,213,777
BBVA BANCO FRANCES S SPONSORED  07329M10         98      15,601 SH       DEFINED   1,7                          15,601
BE AEROSPACE INC     COM        07330210     10,172     847,698 SH       DEFINED   1,2,5                       847,698
BEA SYS INC          COM        07332510     57,417   7,204,135 SH       DEFINED   1,2,5,7,8,10,12,13,14     7,204,135
BEACON ROOFING SUPPL COM        07368510      3,918     179,041 SH       DEFINED   1,2                         179,041
BEAR STEARNS COS INC COM        07390210    422,109   4,225,317 SH       DEFINED   1,2,5,6,7,10,13           4,225,317
BEARINGPOINT INC     COM        07400210     12,851   1,465,387 SH       DEFINED   1,2,5                     1,465,387
BEASLEY BROADCAST GR CL A       07401410      1,278      71,886 SH       DEFINED   1,2                          71,886
BEAZER HOMES USA INC COM        07556Q10     32,208     645,968 SH       DEFINED   1,2,5                       645,968



BEBE STORES INC      COM        07557110      4,982     146,742 SH       DEFINED   1,2                         146,742
BECKMAN COULTER INC  COM        07581110     59,889     901,259 SH       DEFINED   1,2,5,12,13                 901,259
BECTON DICKINSON & C COM        07588710    983,869  16,841,304 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  16,841,304
BED BATH & BEYOND IN COM        07589610    318,787   8,724,322 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   8,724,322
BEDFORD PPTY INVS IN COM PAR $0 07644630      8,776     402,027 SH       DEFINED   1,2,3                       402,027
BEI TECHNOLOGIES INC COM        05538P10      6,512     271,692 SH       DEFINED   1,2,5,6                     271,692
BEL FUSE INC         CL B       07734730      4,930     162,694 SH       DEFINED   1,2,6                       162,694
BELDEN CDT INC       COM        07745410     18,609     837,845 SH       DEFINED   1,2,5,6                     837,845
BELL MICROPRODUCTS I COM        07813710        432      57,715 SH       DEFINED   1,5,6                        57,715
BELLSOUTH CORP       COM        07986010  3,430,955 130,504,174 SH       DEFINED   1,2,5,6,7,8,10,12,13,14 130,504,174
BELO CORP            COM SER A  08055510     37,257   1,543,380 SH       DEFINED   1,2,5,13                  1,543,380
BEMIS INC            COM        08143710     89,183   2,865,766 SH       DEFINED   1,2,5,6,10,12,13          2,865,766
BENCHMARK ELECTRS IN COM        08160H10     21,643     679,951 SH       DEFINED   1,2,5,6                     679,951
BENTLEY PHARMACEUTIC COM        08265710      1,671     227,092 SH       DEFINED   1,2                         227,092
BERKLEY W R CORP     COM        08442310    103,420   2,085,074 SH       DEFINED   1,2,5,10,12,13,14         2,085,074
BERKSHIRE HATHAWAY I CL B       08467020    456,766     159,932 SH       DEFINED   1,5                         159,932
BERKSHIRE HILLS BANC COM        08468010      3,160      93,633 SH       DEFINED   1,2,5                        93,633
BERRY PETE CO        CL A       08578910     16,988     330,182 SH       DEFINED   1,2                         330,182
BEST BUY INC         COM        08651610    442,581   8,194,423 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   8,194,423
BEVERLY ENTERPRISES  COM NEW    08785130     20,244   1,635,208 SH       DEFINED   1,2,5                     1,635,208
BEVERLY HILLS BANCOR COM        08786610      1,562     145,689 SH       DEFINED   1,2                         145,689
BFC FINL CORP        CL A       05538420        689      72,901 SH       DEFINED   1,2                          72,901
BG PLC               ADR FIN IN 05543420     17,374     440,964 SH       DEFINED   1,2                         440,964
BHP BILLITON LTD     SPONSORED  08860610      2,119      75,719 SH       DEFINED   1                            75,719
BIG 5 SPORTING GOODS COM        08915P10      7,548     305,568 SH       DEFINED   1,2                         305,568
BIG LOTS INC         COM        08930210     38,417   3,196,062 SH       DEFINED   1,2,5,6,10,13             3,196,062
BIMINI MTG MGMT INC  CL A       09031E40      8,245     595,275 SH       DEFINED   1,2                         595,275
BINDVIEW DEV CORP    COM        09032710         52      15,956 SH       DEFINED   1                            15,956
BIO LOGIC SYS CORP   COM        09090910        129      19,050 SH       DEFINED   1                            19,050
BIO RAD LABS INC     CL A       09057220     17,344     356,059 SH       DEFINED   1,2,5                       356,059
BIOCRYST PHARMACEUTI COM        09058V10      1,014     219,861 SH       DEFINED   1                           219,861
BIOENVISION INC      COM        09059N10      1,836     319,344 SH       DEFINED   1,2                         319,344
BIOGEN IDEC INC      COM        09062X10    331,439   9,604,135 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,604,135
BIOLASE TECHNOLOGY I COM        09091110      3,256     383,042 SH       DEFINED   1,2,5,6                     383,042
BIOMARIN PHARMACEUTI COM        09061G10      4,917     954,822 SH       DEFINED   1,2                         954,822
BIOMED REALTY TRUST  COM        09063H10     13,025     632,295 SH       DEFINED   1,2,3                       632,295
BIOMET INC           COM        09061310    276,878   7,627,502 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   7,627,502
BIO-REFERENCE LABS I COM $.01 N 09057G60      1,111      79,785 SH       DEFINED   1                            79,785
BIOSCRIP INC         COM        09069N10        271      44,883 SH       DEFINED   1,5                          44,883
BIOSITE INC          COM        09094510     12,028     231,181 SH       DEFINED   1,2,6                       231,181
BIOSOURCE INTL INC   COM        09066H10         76      10,500 SH       DEFINED   1                            10,500
BIOVAIL CORP         COM        09067J10      1,631     108,179 SH       DEFINED   1,13                        108,179
BIOVERIS CORP        COM        09067610      1,727     327,143 SH       DEFINED   1,2,5                       327,143
BISYS GROUP INC      COM        05547210     38,103   2,430,053 SH       DEFINED   1,2,5,13                  2,430,053
BJ SVCS CO           COM        05548210    274,210   5,285,464 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,285,464
BJS RESTAURANTS INC  COM        09180C10      3,226     166,384 SH       DEFINED   1,2                         166,384
BJS WHOLESALE CLUB I COM        05548J10     55,784   1,796,012 SH       DEFINED   1,2,5,10,13               1,796,012
BKF CAP GROUP INC    COM        05548G10      3,646      91,117 SH       DEFINED   1,2                          91,117
BLACK & DECKER CORP  COM        09179710    257,930   3,265,347 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,265,347
BLACK BOX CORP DEL   COM        09182610     11,648     311,357 SH       DEFINED   1,2,5,6                     311,357
BLACK HILLS CORP     COM        09211310     20,622     623,599 SH       DEFINED   1,2,5,13                    623,599
BLACKBAUD INC        COM        09227Q10        822      65,200 SH       DEFINED   1                            65,200
BLACKBOARD INC       COM        09193550        924      52,980 SH       DEFINED   1                            52,980
BLACKROCK INC        CL A       09247X10     12,347     164,787 SH       DEFINED   1,2,5                       164,787
BLAIR CORP           COM        09282810      3,914     118,722 SH       DEFINED   1,2                         118,722
BLOCK H & R INC      COM        09367110    231,897   4,584,748 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,584,748
BLOCKBUSTER INC      CL A       09367910     14,611   1,654,754 SH       DEFINED   1,2,5                     1,654,754



BLOCKBUSTER INC      CL B       09367920        151      18,022 SH       DEFINED   1                            18,022
BLOUNT INTL INC NEW  COM        09518010      1,339      78,881 SH       DEFINED   1                            78,881
BLUE COAT SYSTEMS IN COM NEW    09534T50      3,512     149,465 SH       DEFINED   1,2                         149,465
BLUE NILE INC        COM        09578R10      1,300      47,020 SH       DEFINED   1                            47,020
BLUEGREEN CORP       COM        09623110      2,994     233,030 SH       DEFINED   1,2                         233,030
BLYTH INC            COM        09643P10     18,724     588,054 SH       DEFINED   1,2,5,13                    588,054
BMC SOFTWARE INC     COM        05592110    144,292   9,619,450 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,619,450
BOB EVANS FARMS INC  COM        09676110     15,881     677,214 SH       DEFINED   1,2,5,6,13                  677,214
BOC GROUP PLC        SPONSORED  05561760        452      11,617 SH       DEFINED   1                            11,617
BOEING CO            COM        09702310  5,255,424  89,897,775 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  89,897,775
BOK FINL CORP        COM NEW    05561Q20      7,057     173,469 SH       DEFINED   1,2,5                       173,469
BOMBAY CO INC        COM        09792410      2,793     526,998 SH       DEFINED   1,2                         526,998
BONE CARE INTL INC   COM        09807210      6,458     248,975 SH       DEFINED   1,2                         248,975
BON-TON STORES INC   COM        09776J10      9,449     522,310 SH       DEFINED   1,2                         522,310
BORDERS GROUP INC    COM        09970910     39,725   1,492,295 SH       DEFINED   1,2,5,13                  1,492,295
BORG WARNER INC      COM        09972410     38,355     787,909 SH       DEFINED   1,2,5,12,13                 787,909
BORLAND SOFTWARE COR COM        09984910     10,210   1,257,426 SH       DEFINED   1,2,5                     1,257,426
BOSTON BEER INC      CL A       10055710      2,837     129,529 SH       DEFINED   1,2                         129,529
BOSTON COMMUNICATION COM        10058210      5,431     762,724 SH       DEFINED   1,2,6                       762,724
BOSTON PRIVATE FINL  COM        10111910      9,015     379,585 SH       DEFINED   1,2                         379,585
BOSTON PROPERTIES IN COM        10112110    130,434   2,165,603 SH       DEFINED   1,2,3,5,7,8,10,12,13,14   2,165,603
BOSTON SCIENTIFIC CO COM        10113710    596,623  20,369,514 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  20,369,514
BOTTOMLINE TECH DEL  COM        10138810        352      26,996 SH       DEFINED   1,2                          26,996
BOWATER INC          COM        10218310     29,878     793,143 SH       DEFINED   1,2,5,7,13                  793,143
BOWNE & CO INC       COM        10304310      8,400     558,532 SH       DEFINED   1,2,6                       558,532
BOYD GAMING CORP     COM        10330410     54,033   1,036,101 SH       DEFINED   1,2,13                    1,036,101
BOYDS COLLECTION LTD COM        10335410         45      19,259 SH       DEFINED   1                            19,259
BOYKIN LODGING CO    COM        10343010      1,427     149,788 SH       DEFINED   1,3,5                       149,788
BP PLC               SPONSORED  05562210  3,351,383  53,708,067 SH       DEFINED   1,2                      53,708,067
BP PRUDHOE BAY RTY T UNIT BEN I 05563010      1,336      19,137 SH       DEFINED   1,5                          19,137
BRADLEY PHARMACEUTIC COM        10457610      2,224     232,647 SH       DEFINED   1,2,6                       232,647
BRADY CORP           CL A       10467410     21,925     677,730 SH       DEFINED   1,2,5,6                     677,730
BRANDYWINE RLTY TR   SH BEN INT 10536820     32,554   1,146,273 SH       DEFINED   1,2,3,5                   1,146,273
BRE PROPERTIES INC   CL A       05564E10     30,932     876,267 SH       DEFINED   1,2,3,5                     876,267
BRIGGS & STRATTON CO COM        10904310     19,223     527,951 SH       DEFINED   1,2,5,6,12                  527,951
BRIGHAM EXPLORATION  COM        10917810      3,201     346,821 SH       DEFINED   1,2                         346,821
BRIGHT HORIZON FAMIL COM        10919510     12,919     382,910 SH       DEFINED   1,2,5                       382,910
BRIGHTPOINT INC      COM NEW    10947340     10,109     539,713 SH       DEFINED   1,2                         539,713
BRINKER INTL INC     COM        10964110     61,083   1,686,448 SH       DEFINED   1,2,5,7,8,10,12,13,14     1,686,448
BRINKS CO            COM        10969610     30,334     876,707 SH       DEFINED   1,2,5,7,13                  876,707
BRISTOL MYERS SQUIBB COM        11012210  1,529,913  60,090,847 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  60,090,847
BRISTOL WEST HLDGS I COM        11037M10      3,094     199,591 SH       DEFINED   1,2                         199,591
BRITESMILE INC       COM NEW    11041520         37      10,336 SH       DEFINED   1                            10,336
BRITISH AMERN TOB PL SPONSORED  11044810        897      25,416 SH       DEFINED   1                            25,416
BRITISH AWYS PLC     ADR 2ND IN 11041930        258       5,145 SH       DEFINED   1                             5,145
BRITISH SKY BROADCAS SPONSORED  11101310        346       7,849 SH       DEFINED   1                             7,849
BROADCOM CORP        CL A       11132010    240,014   8,021,849 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   8,021,849
BROADVISION INC      COM NEW    11141260         41      24,066 SH       DEFINED   1,5                          24,066
BROADWING CORP       COM        11161E10      2,658     642,104 SH       DEFINED   1,2,5                       642,104
BROCADE COMMUNICATIO COM        11162110     34,288   5,791,976 SH       DEFINED   1,2,5                     5,791,976
BROOKFIELD HOMES COR COM        11272310      9,346     221,418 SH       DEFINED   1,2,5                       221,418
BROOKFIELD PPTYS COR COM        11290010      4,450     115,578 SH       DEFINED   1,3,5                       115,578
BROOKLINE BANCORP IN COM        11373M10     13,151     882,613 SH       DEFINED   1,2,5                       882,613
BROOKS AUTOMATION IN COM        11434010     12,273     808,491 SH       DEFINED   1,2,5,6                     808,491
BROOKSTONE INC       COM        11453710      5,119     315,586 SH       DEFINED   1,2,5                       315,586
BROOKTROUT INC       COM        11458010        372      33,089 SH       DEFINED   1,2,6                        33,089
BROWN & BROWN INC    COM        11523610     43,950     953,576 SH       DEFINED   1,2,5,13                    953,576



BROWN FORMAN CORP    CL A       11563710      1,134      20,594 SH       DEFINED   1,5                          20,594
BROWN FORMAN CORP    CL B       11563720    112,685   2,058,182 SH       DEFINED   1,2,5,6,7,10,13           2,058,182
BROWN SHOE INC NEW   COM        11573610     11,048     322,371 SH       DEFINED   1,2,6                       322,371
BRUKER BIOSCIENCES C COM        11679410      1,078     306,181 SH       DEFINED   1,2,5                       306,181
BRUNSWICK CORP       COM        11704310    131,774   2,812,678 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   2,812,678
BRUSH ENGINEERED MAT COM        11742110      5,347     281,000 SH       DEFINED   1,2,5                       281,000
BRYN MAWR BK CORP    COM        11766510      1,903      93,208 SH       DEFINED   1,2                          93,208
BSQUARE CORP         COM        11776U10         10      20,627 SH       DEFINED   1                            20,627
BT GROUP PLC         ADR        05577E10        493      12,665 SH       DEFINED   1                            12,665
BUCA INC             COM        11776910         97      15,455 SH       DEFINED   1,5                          15,455
BUCKEYE PARTNERS L P UNIT LTD P 11823010      1,590      34,833 SH       DEFINED   1,5                          34,833
BUCKEYE TECHNOLOGIES COM        11825510      6,108     565,514 SH       DEFINED   1,2                         565,514
BUCKLE INC           COM        11844010      4,014     114,992 SH       DEFINED   1,2                         114,992
BUCYRUS INTL INC NEW CL A       11875910      9,484     242,812 SH       DEFINED   1,2                         242,812
BUFFALO WILD WINGS I COM        11984810      2,838      75,028 SH       DEFINED   1,2                          75,028
BUILD A BEAR WORKSHO COM        12007610      4,129     134,720 SH       DEFINED   1,2                         134,720
BUILDING MATLS HLDG  COM        12011310     10,485     235,735 SH       DEFINED   1,2,6                       235,735
BUNGE LIMITED        COM        G1696210     18,388     341,286 SH       DEFINED   1,5                         341,286
BUNZL PUB LTD CO     SPONSORED  12073830        220       4,438 SH       DEFINED   1                             4,438
BURLINGTON COAT FACT COM        12157910     11,993     417,885 SH       DEFINED   1,2,6                       417,885
BURLINGTON NORTHN SA COM        12189T10    706,628  13,102,680 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  13,102,680
BURLINGTON RES INC   COM        12201410    791,482  15,807,518 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  15,807,518
C COR INC            COM        12501010      4,284     704,624 SH       DEFINED   1,2,5,6                     704,624
C D I CORP           COM        12507110      4,399     198,761 SH       DEFINED   1,2,6                       198,761
C D W CORP           COM        12512N10     73,877   1,303,409 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   1,303,409
C H ROBINSON WORLDWI COM        12541W10     71,715   1,391,713 SH       DEFINED   1,2,5,13                  1,391,713
C&D TECHNOLOGIES INC COM        12466110      4,323     430,108 SH       DEFINED   1,2,5,6                     430,108
CABELAS INC          COM        12680430      2,215     107,370 SH       DEFINED   1,2                         107,370
CABLE & WIRELESS PUB SPONSORED  12683020        211      28,998 SH       DEFINED   1                            28,998
CABLEVISION SYS CORP CL A NY CA 12686C10     72,462   2,583,325 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,583,325
CABOT CORP           COM        12705510    255,180   7,633,274 SH       DEFINED   1,2,5,6,7,12,13           7,633,274
CABOT MICROELECTRONI COM        12709P10     27,487     875,929 SH       DEFINED   1,2,5,13                    875,929
CABOT OIL & GAS CORP COM        12709710     35,828     649,639 SH       DEFINED   1,2,5                       649,639
CACHE INC            COM NEW    12715030      2,953     217,969 SH       DEFINED   1,2                         217,969
CACI INTL INC        CL A       12719030     28,123     509,196 SH       DEFINED   1,2,5,6                     509,196
CADBURY SCHWEPPES PL ADR        12720930      1,054      25,905 SH       DEFINED   1                            25,905
CADENCE DESIGN SYSTE COM        12738710     77,134   5,159,480 SH       DEFINED   1,2,5,7,8,10,12,13,14     5,159,480
CADMUS COMMUNICATION COM        12758710        246      17,415 SH       DEFINED   1,2                          17,415
CAE INC              COM        12476510         94      19,000 SH       DEFINED   7                            19,000
CAESARS ENTMT INC    COM        12768710    114,372   5,779,267 SH       DEFINED   1,2,5,7,8,10,12,13,14     5,779,267
CAL DIVE INTL INC    COM        12791410     49,370   1,089,855 SH       DEFINED   1,2,5                     1,089,855
CAL MAINE FOODS INC  COM NEW    12803020      1,525     194,026 SH       DEFINED   1,2                         194,026
CALAMOS ASSET MGMT I CL A       12811R10      8,732     324,365 SH       DEFINED   1,2                         324,365
CALAMP CORP          COM        12812610         74      12,189 SH       DEFINED   1                            12,189
CALAVO GROWERS INC   COM        12824610        182      17,800 SH       DEFINED   1                            17,800
CALGON CARBON CORP   COM        12960310      4,336     507,743 SH       DEFINED   1,2                         507,743
CALIFORNIA MICRO DEV COM        13043910      1,472     291,421 SH       DEFINED   1,2                         291,421
CALIFORNIA PIZZA KIT COM        13054D10      7,336     312,987 SH       DEFINED   1,2                         312,987
CALIFORNIA WTR SVC G COM        13078810      8,344     250,057 SH       DEFINED   1,2                         250,057
CALIPER LIFE SCIENCE COM        13087210        152      23,605 SH       DEFINED   1                            23,605
CALLAWAY GOLF CO     COM        13119310     25,550   1,996,104 SH       DEFINED   1,2,5,13                  1,996,104
CALLON PETE CO DEL   COM        13123X10      2,593     166,846 SH       DEFINED   1,2                         166,846
CALLWAVE INC DEL     COM        13126N10        149      25,250 SH       DEFINED   1                            25,250
CALPINE CORP         COM        13134710     48,300  17,249,909 SH       DEFINED   1,2,5,6,10,13            17,249,909
CAMBREX CORP         COM        13201110      8,763     411,391 SH       DEFINED   1,2,5                       411,391
CAMDEN NATL CORP     COM        13303410      4,443     125,690 SH       DEFINED   1,2,5                       125,690
CAMDEN PPTY TR       SH BEN INT 13313110     45,571     968,978 SH       DEFINED   1,2,3,5                     968,978



CAMPBELL SOUP CO     COM        13442910    259,181   8,931,114 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   8,931,114
CANADIAN NAT RES LTD COM        13638510      3,080      54,200 SH       DEFINED   1,5,7                        54,200
CANADIAN NATL RY CO  COM        13637510      3,490      55,131 SH       DEFINED   1,5,7                        55,131
CANCERVAX CORP       COM        13738Y10      1,488     225,825 SH       DEFINED   1,2                         225,825
CANDELA CORP         COM        13690710      2,517     282,184 SH       DEFINED   1,2                         282,184
CANDIES INC          COM        13740910         64      13,900 SH       DEFINED   1                            13,900
CANON INC            ADR        13800630      2,231      41,628 SH       DEFINED   1                            41,628
CANTEL MEDICAL CORP  COM        13809810        645      22,274 SH       DEFINED   1,2                          22,274
CAPITAL AUTOMOTIVE R COM SH BEN 13973310     29,803     899,847 SH       DEFINED   1,2,5                       899,847
CAPITAL CITY BK GROU COM        13967410      5,594     138,084 SH       DEFINED   1,2                         138,084
CAPITAL CORP OF THE  COM        14006510      3,174      68,284 SH       DEFINED   1                            68,284
CAPITAL CROSSING BK  COM        14007110      1,505      45,738 SH       DEFINED   1,2                          45,738
CAPITAL LEASE FDG IN COM        14028810      3,559     322,121 SH       DEFINED   1,2                         322,121
CAPITAL ONE FINL COR COM        14040H10    564,505   7,549,889 SH       DEFINED   1,2,5,6,7,10,12,13,14     7,549,889
CAPITAL SOUTHWEST CO COM        14050110      3,691      46,663 SH       DEFINED   1,2                          46,663
CAPITAL TRUST INC MD CL A NEW   14052H50      5,185     156,260 SH       DEFINED   1,2                         156,260
CAPITALSOURCE INC    COM        14055X10     14,161     615,688 SH       DEFINED   1,2,5                       615,688
CAPITOL BANCORP LTD  COM        14056D10      5,076     167,806 SH       DEFINED   1,2                         167,806
CAPITOL FED FINL     COM        14057C10      7,242     209,055 SH       DEFINED   1,2,5                       209,055
CAPSTEAD MTG CORP    COM NO PAR 14067E50      6,769     791,670 SH       DEFINED   1,2,5                       791,670
CAPSTONE TURBINE COR COM        14067D10      1,402     904,742 SH       DEFINED   1,2,5                       904,742
CAPTARIS INC         COM        14071N10      1,713     422,866 SH       DEFINED   1,2,6                       422,866
CAPTIVA SOFTWARE COR COM        14073T10        201      18,560 SH       DEFINED   1                            18,560
CARACO PHARMACEUTICA COM        14075T10        734      89,709 SH       DEFINED   1,2                          89,709
CARAUSTAR INDS INC   COM        14090910      6,381     494,683 SH       DEFINED   1,2                         494,683
CARBO CERAMICS INC   COM        14078110     20,060     285,953 SH       DEFINED   1,2                         285,953
CARDIAC SCIENCE INC  COM NEW    14141020      1,063     924,272 SH       DEFINED   1,2,5                       924,272
CARDINAL HEALTH INC  COM        14149Y10    781,802  14,010,783 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  14,010,783
CARDIODYNAMICS INTL  COM        14159710      1,596     546,558 SH       DEFINED   1,2,5                       546,558
CAREER EDUCATION COR COM        14166510     65,104   1,900,280 SH       DEFINED   1,2,5,7,8,10,12,13,14     1,900,280
CAREMARK RX INC      COM        14170510    568,328  14,286,786 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  14,286,786
CARLISLE COS INC     COM        14233910     28,985     415,431 SH       DEFINED   1,2,5,12,13                 415,431
CARMAX INC           COM        14313010     55,724   1,769,007 SH       DEFINED   1,2,5,7,8,10,12,13,14     1,769,007
CARMIKE CINEMAS INC  COM        14343640      4,738     127,092 SH       DEFINED   1,2                         127,092
CARNIVAL CORP        PAIRED CTF 14365830    554,003  10,692,983 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  10,692,983
CARPENTER TECHNOLOGY COM        14428510     29,903     503,333 SH       DEFINED   1,2                         503,333
CARRAMERICA RLTY COR COM        14441810     45,694   1,448,301 SH       DEFINED   1,2,3,5                   1,448,301
CARREKER CORP        COM        14443310      1,801     321,116 SH       DEFINED   1,2,5,6                     321,116
CARRIAGE SVCS INC    COM        14390510        335      60,200 SH       DEFINED   1,2                          60,200
CARRIER ACCESS CORP  COM        14446010      1,677     281,450 SH       DEFINED   1,2                         281,450
CARTER INC           COM        14622910      5,921     148,945 SH       DEFINED   1,2                         148,945
CASCADE BANCORP      COM        14715410      4,595     236,739 SH       DEFINED   1,2                         236,739
CASCADE CORP         COM        14719510      5,614     160,412 SH       DEFINED   1,2                         160,412
CASCADE NAT GAS CORP COM        14733910      3,669     183,802 SH       DEFINED   1,2,5                       183,802
CASELLA WASTE SYS IN CL A       14744810      3,603     272,343 SH       DEFINED   1,2                         272,343
CASEYS GEN STORES IN COM        14752810     16,879     939,305 SH       DEFINED   1,2,5,6                     939,305
CASH AMER INTL INC   COM        14754D10     10,160     463,311 SH       DEFINED   1,2                         463,311
CASTLE A M & CO      COM        14841110        150      11,938 SH       DEFINED   1                            11,938
CASTLE ENERGY CORP   COM PAR$0. 14844930        159      13,500 SH       DEFINED   1                            13,500
CASUAL MALE RETAIL G COM        14871110      2,653     408,757 SH       DEFINED   1,2                         408,757
CATALINA MARKETING C COM        14886710     36,472   1,408,187 SH       DEFINED   1,2,5,13                  1,408,187
CATALYST SEMICONDUCT COM        14888110         72      16,969 SH       DEFINED   1                            16,969
CATAPULT COMMUNICATI COM        14901610      2,367     110,848 SH       DEFINED   1,2,6                       110,848
CATELLUS DEV CORP NE COM        14911310     55,408   2,079,095 SH       DEFINED   1,2,3,5                   2,079,095
CATERPILLAR INC DEL  COM        14912310  1,353,877  14,806,177 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  14,806,177
CATHAY GENERAL BANCO COM        14915010     20,637     655,154 SH       DEFINED   1,2,5                       655,154
CATO CORP NEW        CL A       14920510     14,920     462,633 SH       DEFINED   1,2,6                       462,633



CB RICHARD ELLIS GRO CL A       12497T10     18,096     517,190 SH       DEFINED   1,2                         517,190
CBL & ASSOC PPTYS IN COM        12483010     33,585     469,655 SH       DEFINED   1,2,3,5                     469,655
CBRL GROUP INC       COM        12489V10     39,576     958,267 SH       DEFINED   1,2,5,13                    958,267
CCA INDS INC         COM        12486710        124      10,608 SH       DEFINED   1                            10,608
CCC INFORMATION SVCS COM        12487Q10      2,917     127,673 SH       DEFINED   1,2                         127,673
CDN IMPERIAL BK OF C COM        13606910        679      11,205 SH       DEFINED   1                            11,205
CEC ENTMT INC        COM        12513710     33,976     928,307 SH       DEFINED   1,2,5,6                     928,307
CEDAR FAIR L P       DEPOSITRY  15018510      1,960      62,294 SH       DEFINED   1,5                          62,294
CEDAR SHOPPING CTRS  COM NEW    15060220      5,170     363,093 SH       DEFINED   1,2,3                       363,093
CELANESE CORP DEL    COM SER A  15087010      1,292      71,830 SH       DEFINED   1,2,5                        71,830
CELESTICA INC        SUB VTG SH 15101Q10      1,668     123,473 SH       DEFINED   1,5,7                       123,473
CELGENE CORP         COM        15102010     57,995   1,703,240 SH       DEFINED   1,2,5,12                  1,703,240
CELL GENESYS INC     COM        15092110      2,930     646,870 SH       DEFINED   1,2,5                       646,870
CELL THERAPEUTICS IN COM        15093410      3,043     847,736 SH       DEFINED   1,2,5                       847,736
CEMEX S A            SPON ADR 5 15129088     11,500     317,252 SH       DEFINED   1,2                         317,252
CENDANT CORP         COM        15131310    781,405  38,043,070 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  38,043,070
CENTENE CORP DEL     COM        15135B10     22,978     766,178 SH       DEFINED   1,2,6                       766,178
CENTENNIAL COMMUNCTN CL A NEW   15133V20      4,046     372,863 SH       DEFINED   1,2                         372,863
CENTER BANCORP INC   COM        15140810        159      12,882 SH       DEFINED   1                            12,882
CENTER FINL CORP CAL COM        15146E10      2,308     130,890 SH       DEFINED   1,2                         130,890
CENTERPOINT ENERGY I COM        15189T10    119,999   9,974,999 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,974,999
CENTERPOINT PPTYS TR COM        15189510     39,438     961,891 SH       DEFINED   1,2,3,5                     961,891
CENTEX CORP          COM        15231210    251,576   4,392,801 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,392,801
CENTILLIUM COMMUNICA COM        15231910         49      19,034 SH       DEFINED   1,5                          19,034
CENTRAL COAST BANCOR COM        15314510      2,785     166,053 SH       DEFINED   1,2                         166,053
CENTRAL EUROPEAN DIS COM        15343510      5,773     173,418 SH       DEFINED   1,2                         173,418
CENTRAL FGHT LINES I COM        15349110        469     131,832 SH       DEFINED   1,2                         131,832
CENTRAL GARDEN & PET COM        15352710     12,078     275,373 SH       DEFINED   1,2                         275,373
CENTRAL PAC FINL COR COM        15476010     16,195     481,265 SH       DEFINED   1,2                         481,265
CENTRAL PKG CORP     COM        15478510      6,635     386,231 SH       DEFINED   1,2,6                       386,231
CENTRAL VT PUB SVC C COM        15577110      7,523     334,642 SH       DEFINED   1,2                         334,642
CENTURY ALUM CO      COM        15643110     18,015     595,343 SH       DEFINED   1,2                         595,343
CENTURY BANCORP INC  CL A NON V 15643210      1,343      46,856 SH       DEFINED   1,2                          46,856
CENTURY BUSINESS SVC COM        15649010      3,782     922,328 SH       DEFINED   1,2                         922,328
CENTURYTEL INC       COM        15670010    156,509   4,765,804 SH       DEFINED   1,2,5,6,10,12,13,14       4,765,804
CENVEO INC           COM        15670S10        201      35,720 SH       DEFINED   1,5                          35,720
CEPHALON INC         COM        15670810     51,358   1,096,694 SH       DEFINED   1,2,5,13                  1,096,694
CEPHEID              COM        15670R10      5,857     605,733 SH       DEFINED   1,2,5                       605,733
CERADYNE INC         COM        15671010      9,556     427,199 SH       DEFINED   1,2,5,6                     427,199
CERES GROUP INC      COM        15677210      2,030     373,799 SH       DEFINED   1,2                         373,799
CERIDIAN CORP NEW    COM        15677910     45,234   2,652,992 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   2,652,992
CERNER CORP          COM        15678210     27,002     514,226 SH       DEFINED   1,2,5,6                     514,226
CERTEGY INC          COM        15688010     43,408   1,253,830 SH       DEFINED   1,2,5,7,8,10,12,13,14     1,253,830
CERUS CORP           COM        15708510         47      15,262 SH       DEFINED   1                            15,262
CEVA INC             COM        15721010         89      11,985 SH       DEFINED   1,5                          11,985
CFS BANCORP INC      COM        12525D10        188      13,694 SH       DEFINED   1,5                          13,694
CH ENERGY GROUP INC  COM        12541M10     11,735     256,780 SH       DEFINED   1,2,5                       256,780
CHAD THERAPEUTICS IN COM        15722810        102      27,600 SH       DEFINED   1                            27,600
CHAMPION ENTERPRISES COM        15849610     13,212   1,405,572 SH       DEFINED   1,2,5,6                   1,405,572
CHAMPS ENTMT INC DEL COM        15878710         93      10,400 SH       DEFINED   1                            10,400
CHARLES & COLVARD LT COM        15976510        245      19,200 SH       DEFINED   1                            19,200
CHARLES RIV LABS INT COM        15986410     70,985   1,509,038 SH       DEFINED   1,2,5,10,12,13,14         1,509,038
CHARLES RIVER ASSOCI COM        15985210      6,964     141,112 SH       DEFINED   1,2                         141,112
CHARLOTTE RUSSE HLDG COM        16104810      2,217     171,557 SH       DEFINED   1,2                         171,557
CHARMING SHOPPES INC COM        16113310     14,739   1,812,899 SH       DEFINED   1,2,5                     1,812,899
CHARTER COMMUNICATIO CL A       16117M10      6,193   3,870,754 SH       DEFINED   1,2,5                     3,870,754
CHARTER FINL CORP WE COM        16122M10      1,794      53,753 SH       DEFINED   1,2                          53,753



CHARTERMAC           SH BEN INT 16090810     13,729     638,573 SH       DEFINED   1,2,5                       638,573
CHATTEM INC          COM        16245610     23,022     517,703 SH       DEFINED   1,2                         517,703
CHECK POINT SOFTWARE ORD        M2246510      7,755     356,710 SH       DEFINED   1,2,5,12                    356,710
CHECKERS DRIVE-IN RE COM NEW    16280930        746      56,500 SH       DEFINED   1,2                          56,500
CHECKFREE CORP NEW   COM        16281310     54,212   1,330,031 SH       DEFINED   1,2,5,13                  1,330,031
CHECKPOINT SYS INC   COM        16282510     15,177     899,087 SH       DEFINED   1,2,6                       899,087
CHEESECAKE FACTORY I COM        16307210     40,365   1,138,644 SH       DEFINED   1,2,5,13                  1,138,644
CHEMED CORP NEW      COM        16359R10     17,641     230,659 SH       DEFINED   1,2,6                       230,659
CHEMICAL FINL CORP   COM        16373110     12,254     376,974 SH       DEFINED   1,2,5                       376,974
CHENIERE ENERGY INC  COM NEW    16411R20     22,227     344,557 SH       DEFINED   1,2                         344,557
CHEROKEE INC DEL NEW COM        16444H10      3,530     105,429 SH       DEFINED   1,2,5                       105,429
CHEROKEE INTL CORP   COM        16445010        487      69,724 SH       DEFINED   1,2                          69,724
CHESAPEAKE CORP      COM        16515910      6,093     289,863 SH       DEFINED   1,2                         289,863
CHESAPEAKE ENERGY CO COM        16516710     61,425   2,799,682 SH       DEFINED   1,2,5                     2,799,682
CHESAPEAKE UTILS COR COM        16530310        221       8,299 SH       DEFINED   1                             8,299
CHEVRONTEXACO CORP   COM        16676410  4,856,490  83,287,437 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  83,287,437
CHICAGO BRIDGE & IRO N Y REGIST 16725010        211       4,782 SH       DEFINED   1                             4,782
CHICAGO MERCANTILE H CL A       16776010     60,317     310,864 SH       DEFINED   1,2,5                       310,864
CHICOS FAS INC       COM        16861510     90,667   3,208,321 SH       DEFINED   1,2,5,7,8,10,12,13,14     3,208,321
CHILDRENS PL RETAIL  COM        16890510     14,919     312,430 SH       DEFINED   1,2,5,6                     312,430
CHINA MOBILE HONG KO SPONSORED  16941M10      2,562     156,150 SH       DEFINED   1                           156,150
CHINA PETE & CHEM CO SPON ADR H 16941R10        627      15,378 SH       DEFINED   1                            15,378
CHINADOTCOM CORP     CL A       G2108N10         45      14,335 SH       DEFINED   1,5                          14,335
CHIQUITA BRANDS INTL COM        17003280     26,088     974,174 SH       DEFINED   1,2                         974,174
CHIRON CORP          COM        17004010    133,666   3,812,498 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,812,498
CHITTENDEN CORP      COM        17022810     18,570     712,325 SH       DEFINED   1,2,5                       712,325
CHOICE HOTELS INTL I COM        16990510     15,995     258,187 SH       DEFINED   1,2,5                       258,187
CHOICEPOINT INC      COM        17038810     63,586   1,585,287 SH       DEFINED   1,2,5,7,8,10,12,13,14     1,585,287
CHOLESTECH CORP      COM        17039310        134      13,300 SH       DEFINED   1                            13,300
CHORDIANT SOFTWARE I COM        17040410      1,677   1,004,078 SH       DEFINED   1,2                       1,004,078
CHRISTOPHER & BANKS  COM        17104610     12,461     708,030 SH       DEFINED   1,2,5,6                     708,030
CHUBB CORP           COM        17123210    502,604   6,340,410 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   6,340,410
CHUNGHWA TELECOM CO  SPONSORED  17133Q20        331      15,600 SH       DEFINED   1,4                          15,600
CHURCH & DWIGHT INC  COM        17134010     30,065     847,623 SH       DEFINED   1,2,5,13                    847,623
CHURCHILL DOWNS INC  COM        17148410      6,918     174,745 SH       DEFINED   1,2                         174,745
CIBER INC            COM        17163B10      7,147     983,074 SH       DEFINED   1,2,6                       983,074
CIENA CORP           COM        17177910     32,631  18,971,560 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  18,971,560
CIGNA CORP           COM        12550910    545,713   6,111,003 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   6,111,003
CIMAREX ENERGY CO    COM        17179810     36,915     946,547 SH       DEFINED   1,2,5                       946,547
CINCINNATI BELL INC  COM        17187110     24,549   5,776,343 SH       DEFINED   1,2,5,6,13                5,776,343
CINCINNATI FINL CORP COM        17206210    227,079   5,207,038 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,207,038
CINERGY CORP         COM        17247410    245,106   6,049,004 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   6,049,004
CINTAS CORP          COM        17290810    176,935   4,283,105 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,283,105
CIPHERGEN BIOSYSTEMS COM        17252Y10        999     360,681 SH       DEFINED   1,2                         360,681
CIRCLE GROUP HLDGS I COM        17257010        139     192,902 SH       DEFINED   1                           192,902
CIRCOR INTL INC      COM        17273K10      5,192     210,638 SH       DEFINED   1,2                         210,638
CIRCUIT CITY STORE I COM        17273710     95,973   5,979,655 SH       DEFINED   1,2,5,6,10,13             5,979,655
CIRRUS LOGIC INC     COM        17275510      5,717   1,264,779 SH       DEFINED   1,2,5                     1,264,779
CISCO SYS INC        COM        17275R10  3,784,132 211,522,212 SH       DEFINED   1,2,5,6,7,8,10,12,13,14 211,522,212
CIT GROUP INC        COM        12558110    268,752   7,072,430 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   7,072,430
CITADEL BROADCASTING COM        17285T10     12,454     907,088 SH       DEFINED   1,2,10                      907,088
CITIGROUP INC        COM        17296710 12,122,111 269,739,905 SH       DEFINED   1,2,5,6,7,8,10,12,13,14 269,739,905
CITIZENS BKG CORP MI COM        17442010     19,263     656,112 SH       DEFINED   1,2,5                       656,112
CITIZENS COMMUNICATI COM        17453B10    124,916   9,653,492 SH       DEFINED   1,2,5,6,7,10,13           9,653,492
CITIZENS FIRST BANCO COM        17461R10      3,429     153,489 SH       DEFINED   1,2,5                       153,489
CITIZENS INC         CL A       17474010      2,789     484,961 SH       DEFINED   1,2                         484,961
CITRIX SYS INC       COM        17737610    149,672   6,283,471 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   6,283,471



CITY BK LYNNWOOD WAS COM        17770A10      4,022     124,372 SH       DEFINED   1,2                         124,372
CITY HLDG CO         COM        17783510      9,234     312,659 SH       DEFINED   1,2                         312,659
CITY NATL CORP       COM        17856610     40,705     582,994 SH       DEFINED   1,2,5,7,13                  582,994
CKE RESTAURANTS INC  COM        12561E10     25,152   1,586,886 SH       DEFINED   1,2                       1,586,886
CLAIRES STORES INC   COM        17958410     28,528   1,238,183 SH       DEFINED   1,2,5,6,13                1,238,183
CLARCOR INC          COM        17989510     29,198     561,923 SH       DEFINED   1,2,5,6                     561,923
CLARK INC            COM        18145710      4,655     300,718 SH       DEFINED   1,2                         300,718
CLEAN HARBORS INC    COM        18449610        500      27,240 SH       DEFINED   1                            27,240
CLEAR CHANNEL COMMUN COM        18450210    525,047  15,231,986 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  15,231,986
CLECO CORP NEW       COM        12561W10     25,128   1,179,719 SH       DEFINED   1,2,5,6                   1,179,719
CLEVELAND CLIFFS INC COM        18589610     29,448     404,113 SH       DEFINED   1,2,5                       404,113
CLIFTON SVGS BANCORP COM        18712Q10      1,743     155,643 SH       DEFINED   1,2                         155,643
CLOROX CO DEL        COM        18905410    276,156   4,384,124 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,384,124
CLOSURE MED CORP     COM        18909310      4,084     152,972 SH       DEFINED   1,2                         152,972
CMGI INC             COM        12575010     12,631   6,161,274 SH       DEFINED   1,2,5                     6,161,274
CMS ENERGY CORP      COM        12589610     93,858   7,197,718 SH       DEFINED   1,2,5,6,10,13             7,197,718
CNA FINL CORP        COM        12611710     10,728     382,319 SH       DEFINED   1,2,5                       382,319
CNA SURETY CORP      COM        12612L10      3,840     282,319 SH       DEFINED   1,2                         282,319
CNET NETWORKS INC    COM        12613R10     18,517   1,961,495 SH       DEFINED   1,2,5                     1,961,495
CNF INC              COM        12612W10     95,495   2,040,923 SH       DEFINED   1,2,5,10,12,13,14         2,040,923
CNS INC              COM        12613610        353      19,821 SH       DEFINED   1,2                          19,821
COACH INC            COM        18975410    332,278   5,867,524 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,867,524
COACHMEN INDS INC    COM        18987310      3,360     247,072 SH       DEFINED   1,2,6                       247,072
COASTAL FINL CORP DE COM        19046E10      3,248     215,953 SH       DEFINED   1,2,5                       215,953
COBIZ INC            COM        19089710      3,578     184,600 SH       DEFINED   1,2                         184,600
COBRA ELECTRS CORP   COM        19104210         77      10,200 SH       DEFINED   1                            10,200
COCA COLA BOTTLING C COM        19109810      4,896      93,599 SH       DEFINED   1,2                          93,599
COCA COLA CO         COM        19121610  3,151,094  75,620,197 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  75,620,197
COCA COLA ENTERPRISE COM        19121910    220,415  10,741,463 SH       DEFINED   1,2,5,6,7,10,13          10,741,463
COEUR D ALENE MINES  COM        19210810     12,877   3,508,843 SH       DEFINED   1,2,5                     3,508,843
COGENT INC           COM        19239Y10      6,611     262,540 SH       DEFINED   1,2,5                       262,540
COGNEX CORP          COM        19242210     16,955     681,452 SH       DEFINED   1,2,5,6                     681,452
COGNIZANT TECHNOLOGY CL A       19244610     85,171   1,843,527 SH       DEFINED   1,2,5,12,13               1,843,527
COGNOS INC           COM        19244C10      9,449     226,314 SH       DEFINED   1,2                         226,314
COHEN & STEERS INC   COM        19247A10        984      59,620 SH       DEFINED   1                            59,620
COHERENT INC         COM        19247910     16,077     476,200 SH       DEFINED   1,2,5,6                     476,200
COHU INC             COM        19257610      5,812     364,409 SH       DEFINED   1,2,6                       364,409
COINSTAR INC         COM        19259P30     10,203     481,268 SH       DEFINED   1,2,6                       481,268
COLDWATER CREEK INC  COM        19306810     19,445   1,052,228 SH       DEFINED   1,2,5                     1,052,228
COLE KENNETH PRODTNS CL A       19329410      3,593     123,304 SH       DEFINED   1,2                         123,304
COLES MYER LTD       SPON ADR N 19387040        360       6,150 SH       DEFINED   1                             6,150
COLGATE PALMOLIVE CO COM        19416210    729,163  13,976,672 SH       DEFINED   1,2,5,6,7,10,12,13       13,976,672
COLLAGENEX PHARMACEU COM        19419B10      1,371     293,600 SH       DEFINED   1                           293,600
COLLEGIATE FDG SVCS  COM        19458M10      1,058      67,895 SH       DEFINED   1                            67,895
COLLINS & AIKMAN COR COM NEW    19483020        662     537,914 SH       DEFINED   1,2,5                       537,914
COLONIAL BANCGROUP I COM        19549330     40,603   1,978,725 SH       DEFINED   1,2,5,13                  1,978,725
COLONIAL PPTYS TR    COM SH BEN 19587210     21,284     554,133 SH       DEFINED   1,2,3,5                     554,133
COLOR KINETICS INC   COM        19624P10      1,715     170,110 SH       DEFINED   1,2                         170,110
COLT TELECOM GROUP P SPONSORED  19687710         55      14,344 SH       DEFINED   1                            14,344
COLUMBIA BANCORP     COM        19722710      2,802      87,933 SH       DEFINED   1,2                          87,933
COLUMBIA BKG SYS INC COM        19723610      6,955     292,843 SH       DEFINED   1,2                         292,843
COLUMBIA LABS INC    COM        19777910         53      27,813 SH       DEFINED   1                            27,813
COLUMBIA SPORTSWEAR  COM        19851610      7,560     142,017 SH       DEFINED   1,2,5                       142,017
COLUMBUS MCKINNON CO COM        19933310        248      18,178 SH       DEFINED   1,2                          18,178
COMARCO INC          COM        20008010        108      12,500 SH       DEFINED   1                            12,500
COMCAST CORP NEW     CL A       20030N10  1,998,878  59,173,412 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  59,173,412
COMCAST CORP NEW     CL A SPL   20030N20    125,261   3,745,848 SH       DEFINED   1,2,5,7,8,10,12,13,14     3,745,848



COMERICA INC         COM        20034010    295,238   5,360,161 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,360,161
COMFORT SYS USA INC  COM        19990810      4,063     524,194 SH       DEFINED   1,2                         524,194
COMMERCE BANCORP INC COM        20051910     78,492   2,417,371 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,417,371
COMMERCE BANCSHARES  COM        20052510     34,719     720,311 SH       DEFINED   1,2,5,7                     720,311
COMMERCE GROUP INC M COM        20064110     29,231     471,613 SH       DEFINED   1,2,5                       471,613
COMMERCIAL BANKSHARE COM        20160710        246       6,312 SH       DEFINED   1                             6,312
COMMERCIAL CAP BANCO COM        20162L10     12,621     620,178 SH       DEFINED   1,2,5                       620,178
COMMERCIAL FEDERAL C COM        20164710     26,552     960,301 SH       DEFINED   1,2,5                       960,301
COMMERCIAL METALS CO COM        20172310     34,995   1,032,602 SH       DEFINED   1,2,5                     1,032,602
COMMERCIAL NET LEASE COM        20221810     14,326     776,468 SH       DEFINED   1,2,5                       776,468
COMMERCIAL VEH GROUP COM        20260810      2,549     127,447 SH       DEFINED   1,2                         127,447
COMMONWEALTH TEL ENT COM        20334910     27,393     581,104 SH       DEFINED   1,2,6                       581,104
COMMSCOPE INC        COM        20337210     23,430   1,566,206 SH       DEFINED   1,2,5,13                  1,566,206
COMMUNICATIONS SYS I COM        20390010        234      20,503 SH       DEFINED   1,2                          20,503
COMMUNITY BK NORTHN  COM        20356610        228      11,300 SH       DEFINED   1                            11,300
COMMUNITY BK SYS INC COM        20360710     11,766     513,557 SH       DEFINED   1,2                         513,557
COMMUNITY BKS INC MI COM        20362810      3,948     157,991 SH       DEFINED   1,2                         157,991
COMMUNITY HEALTH SYS COM        20366810     50,130   1,435,972 SH       DEFINED   1,2,5,7,13                1,435,972
COMMUNITY TR BANCORP COM        20414910      6,189     214,814 SH       DEFINED   1,2                         214,814
COMPANHIA BRASILEIRA SPON ADR P 20440T20     20,108     957,985 SH       DEFINED   1,2,4,5                     957,985
COMPANHIA DE BEBIDAS SPONSORED  20441W10        317       7,557 SH       DEFINED   1                             7,557
COMPANHIA DE BEBIDAS SPON ADR P 20441W20      4,979     172,344 SH       DEFINED   1,2                         172,344
COMPANHIA ENERGETICA SP ADR N-V 20440960      1,715      75,138 SH       DEFINED   1,2                          75,138
COMPANHIA SIDERURGIC SPONSORED  20440W10        405      16,812 SH       DEFINED   1,2                          16,812
COMPANHIA VALE DO RI SPON ADR P 20441210     18,244     686,657 SH       DEFINED   1,2                         686,657
COMPANHIA VALE DO RI SPONSORED  20441220     34,678   1,097,044 SH       DEFINED   1,2,4,5                   1,097,044
COMPANIA ANONIMA NAC SPON ADR D 20442110     19,671   1,039,682 SH       DEFINED   1,2,4,5                   1,039,682
COMPANIA DE TELECOMU SPON ADR N 20444930        520      46,694 SH       DEFINED   1,2,7                        46,694
COMPASS BANCSHARES I COM        20449H10    150,819   3,322,003 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,322,003
COMPASS MINERALS INT COM        20451N10      6,034     237,105 SH       DEFINED   1,2,5                       237,105
COMPEX TECHNOLOGIES  COM        20451310         82      16,400 SH       DEFINED   1                            16,400
COMPUCREDIT CORP     COM        20478N10     10,196     383,014 SH       DEFINED   1,2                         383,014
COMPUTER ASSOC INTL  COM        20491210    400,316  14,771,816 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  14,771,816
COMPUTER HORIZONS CO COM        20590810         74      20,195 SH       DEFINED   1                            20,195
COMPUTER NETWORK TEC COM        20492510        415      89,777 SH       DEFINED   1,2                          89,777
COMPUTER PROGRAMS &  COM        20530610      2,785      99,184 SH       DEFINED   1,2                          99,184
COMPUTER SCIENCES CO COM        20536310    290,375   6,333,153 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   6,333,153
COMPUTER TASK GROUP  COM        20547710         98      24,745 SH       DEFINED   1                            24,745
COMPUWARE CORP       COM        20563810     89,473  12,426,828 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  12,426,828
COMPX INTERNATIONAL  CL A       20563P10      1,057      62,268 SH       DEFINED   1,2                          62,268
COMSTOCK RES INC     COM NEW    20576820     23,843     829,593 SH       DEFINED   1,2,5                       829,593
COMTECH TELECOMMUNIC COM NEW    20582620     15,781     302,906 SH       DEFINED   1,2,5                       302,906
COMVERSE TECHNOLOGY  COM PAR $0 20586240    148,956   5,906,270 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,906,270
CONAGRA FOODS INC    COM        20588710    886,354  32,803,645 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  32,803,645
CONCEPTUS INC        COM        20601610      2,977     381,727 SH       DEFINED   1,2                         381,727
CONCORD CAMERA CORP  COM        20615610         58      31,841 SH       DEFINED   1,5                          31,841
CONCORD COMMUNICATIO COM        20618610      2,783     275,037 SH       DEFINED   1,2,5,6                     275,037
CONCUR TECHNOLOGIES  COM        20670810      3,162     389,442 SH       DEFINED   1,2,5                       389,442
CONCURRENT COMPUTER  COM        20671020         92      44,809 SH       DEFINED   1,5                          44,809
CONEXANT SYSTEMS INC COM        20714210      6,554   4,369,103 SH       DEFINED   1,2,5                     4,369,103
CONMED CORP          COM        20741010     16,258     539,784 SH       DEFINED   1,2,6                       539,784
CONNECTICUT WTR SVC  COM        20779710      3,100     124,317 SH       DEFINED   1,2,5                       124,317
CONNETICS CORP       COM        20819210     14,123     558,425 SH       DEFINED   1,2,6                       558,425
CONNS INC            COM        20824210      1,538      81,832 SH       DEFINED   1,2                          81,832
CONOCOPHILLIPS       COM        20825C10  2,142,663  19,868,912 SH       DEFINED   1,2,5,6,7,10,12,13       19,868,912
CONSECO INC          PFD B CV 5 20846486      3,909     147,500 SH       DEFINED   2                           147,500
CONSECO INC          COM NEW    20846488     32,982   1,615,163 SH       DEFINED   1,2,5                     1,615,163



CONSOL ENERGY INC    COM        20854P10     42,540     904,716 SH       DEFINED   1,2,5,12                    904,716
CONSOLIDATED EDISON  COM        20911510    326,330   7,736,616 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   7,736,616
CONSOLIDATED GRAPHIC COM        20934110     23,449     445,793 SH       DEFINED   1,2,6                       445,793
CONSOLIDATED TOMOKA  COM        21022610      4,880      85,276 SH       DEFINED   1,2                          85,276
CONSTAR INTL INC NEW COM        21036U10         65      11,400 SH       DEFINED   1                            11,400
CONSTELLATION BRANDS CL A       21036P10     72,160   1,364,863 SH       DEFINED   1,2,5,13                  1,364,863
CONSTELLATION ENERGY COM        21037110    319,847   6,186,590 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   6,186,590
CONTINENTAL AIRLS IN CL B       21079530     14,093   1,170,499 SH       DEFINED   1,2,5                     1,170,499
CONVERA CORP         CL A       21191910         57      11,019 SH       DEFINED   1                            11,019
CONVERGYS CORP       COM        21248510     85,193   5,706,157 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,706,157
COOPER CAMERON CORP  COM        21664010     52,432     916,489 SH       DEFINED   1,2,5,6,7,8,10,12,13,14     916,489
COOPER COS INC       COM NEW    21664840     34,844     477,964 SH       DEFINED   1,2,5,6,12                  477,964
COOPER INDS LTD      CL A       G2418210    176,241   2,464,225 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   2,464,225
COOPER TIRE & RUBR C COM        21683110     41,121   2,239,701 SH       DEFINED   1,2,5,6,10,13             2,239,701
COPART INC           COM        21720410     22,593     958,965 SH       DEFINED   1,2,5,13                    958,965
CORCEPT THERAPEUTICS COM        21835210        106      23,426 SH       DEFINED   1,2                          23,426
CORE LABORATORIES N  COM        N2271710        468      18,213 SH       DEFINED   1,2,5                        18,213
CORGENTECH INC       COM        21872P10        293     126,189 SH       DEFINED   1,2                         126,189
CORILLIAN CORP       COM        21872510      1,460     419,669 SH       DEFINED   1,2                         419,669
CORINTHIAN COLLEGES  COM        21886810     26,269   1,671,047 SH       DEFINED   1,2,5,10,13               1,671,047
CORIXA CORP          COM        21887F10      2,566     835,724 SH       DEFINED   1,2                         835,724
CORN PRODS INTL INC  COM        21902310     47,783   1,838,518 SH       DEFINED   1,2,5,6                   1,838,518
CORNELL COMPANIES IN COM        21914110      2,337     185,513 SH       DEFINED   1,2,5                       185,513
CORNERSTONE RLTY INC COM        21922V10     11,814   1,190,914 SH       DEFINED   1,2,3,5                   1,190,914
CORNING INC          COM        21935010    429,966  38,631,262 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  38,631,262
CORPORATE EXECUTIVE  COM        21988R10     23,936     374,285 SH       DEFINED   1,2,5,12                    374,285
CORPORATE OFFICE PPT SH BEN INT 22002T10     26,377     996,110 SH       DEFINED   1,2,3,5                     996,110
CORRECTIONAL PPTYS T COM        22025E10      4,032     159,684 SH       DEFINED   1,2                         159,684
CORRECTIONS CORP AME COM NEW    22025Y40     20,964     543,115 SH       DEFINED   1,2,5                       543,115
CORUS BANKSHARES INC COM        22087310     17,158     359,781 SH       DEFINED   1,2                         359,781
CORUS GROUP PLC      SPONSORED  22087M10        148      14,436 SH       DEFINED   1                            14,436
CORVEL CORP          COM        22100610      2,116      99,265 SH       DEFINED   1,2                          99,265
COSI INC             COM        22122P10      1,910     280,851 SH       DEFINED   1,2                         280,851
COST PLUS INC CALIF  COM        22148510     10,733     399,283 SH       DEFINED   1,2,5,6                     399,283
COSTAR GROUP INC     COM        22160N10      8,680     235,542 SH       DEFINED   1,2                         235,542
COSTCO WHSL CORP NEW COM        22160K10    600,085  13,582,738 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  13,582,738
COTT CORP QUE        COM        22163N10      8,378     345,788 SH       DEFINED   1,2                         345,788
COUNTRYWIDE FINANCIA COM        22237210    648,846  19,989,103 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  19,989,103
COURIER CORP         COM        22266010      4,846      92,415 SH       DEFINED   1,2                          92,415
COUSINS PPTYS INC    COM        22279510     28,204   1,090,213 SH       DEFINED   1,2,3,5                   1,090,213
COVANCE INC          COM        22281610     40,926     859,616 SH       DEFINED   1,2,5,12,13                 859,616
COVANSYS CORP        COM        22281W10      4,620     309,783 SH       DEFINED   1,2                         309,783
COVENANT TRANS INC   CL A       22284P10      2,168     123,168 SH       DEFINED   1,2                         123,168
COVENTRY HEALTH CARE COM        22286210    169,548   2,488,234 SH       DEFINED   1,2,5,7,10,12,13,14       2,488,234
COX RADIO INC        CL A       22405110     24,353   1,448,748 SH       DEFINED   1,2,5,10                  1,448,748
CPI CORP             COM        12590210        457      30,253 SH       DEFINED   1,6                          30,253
CRANE CO             COM        22439910     22,848     793,612 SH       DEFINED   1,2,5,13                    793,612
CRAWFORD & CO        CL B       22463310      1,347     188,452 SH       DEFINED   1,2                         188,452
CRAY INC             COM        22522310      3,005   1,178,300 SH       DEFINED   1,2,5                     1,178,300
CREDENCE SYS CORP    COM        22530210     14,348   1,813,850 SH       DEFINED   1,2,5,13                  1,813,850
CREDICORP LTD        COM        G2519Y10        357      20,710 SH       DEFINED   1,7                          20,710
CREDIT ACCEP CORP MI COM        22531010      4,315     218,155 SH       DEFINED   1,2                         218,155
CREDIT SUISSE GROUP  SPONSORED  22540110     19,957     466,289 SH       DEFINED   1,2                         466,289
CREE INC             COM        22544710     24,499   1,126,399 SH       DEFINED   1,2,5,12,13               1,126,399
CRESCENT REAL ESTATE COM        22575610     30,202   1,848,353 SH       DEFINED   1,2,3,5,7,8,10,12,13,14   1,848,353
CRH PLC              ADR        12626K20     25,922     986,004 SH       DEFINED   1                           986,004
CRIIMI MAE INC       COM NEW    22660350        438      21,800 SH       DEFINED   1,2                          21,800



CROMPTON CORP        COM        22711610     76,966   5,271,670 SH       DEFINED   1,2,5,13                  5,271,670
CROSS CTRY HEALTHCAR COM        22748310      6,491     387,266 SH       DEFINED   1,2,6                       387,266
CROSS TIMBERS RTY TR TR UNIT    22757R10        274       6,999 SH       DEFINED   1,5                           6,999
CROSSTEX ENERGY INC  COM        22765Y10      1,220      27,879 SH       DEFINED   1,2                          27,879
CROWN CASTLE INTL CO COM        22822710     66,692   4,152,694 SH       DEFINED   1,2,5,7,10,12,14          4,152,694
CROWN HOLDINGS INC   COM        22836810     47,902   3,078,552 SH       DEFINED   1,2,5                     3,078,552
CROWN MEDIA HLDGS IN CL A       22841110      2,101     233,234 SH       DEFINED   1,2                         233,234
CRT PROPERTIES INC   COM        22876P10     15,132     694,777 SH       DEFINED   1,2,3                       694,777
CRYOLIFE INC         COM        22890310        472      76,234 SH       DEFINED   1,6                          76,234
CRYSTALLEX INTL CORP COM        22942F10         53      15,078 SH       DEFINED   1,5                          15,078
CSG SYS INTL INC     COM        12634910     17,914   1,099,714 SH       DEFINED   1,2,5,13                  1,099,714
CSK AUTO CORP        COM        12596510     12,397     702,354 SH       DEFINED   1,2                         702,354
CSS INDS INC         COM        12590610      3,223      88,182 SH       DEFINED   1,2                          88,182
CSX CORP             COM        12640810    254,768   6,116,883 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   6,116,883
CT COMMUNICATIONS IN COM NEW    12642640      2,934     278,671 SH       DEFINED   1,2                         278,671
CTI MOLECULAR IMAGIN COM        22943D10     12,384     610,938 SH       DEFINED   1,2                         610,938
CTS CORP             COM        12650110      7,484     575,703 SH       DEFINED   1,2,6                       575,703
CUBIC CORP           COM        22966910      4,636     244,789 SH       DEFINED   1,2,6                       244,789
CUBIST PHARMACEUTICA COM        22967810      7,253     682,993 SH       DEFINED   1,2,5                       682,993
CULLEN FROST BANKERS COM        22989910     29,786     659,721 SH       DEFINED   1,2,5,13                    659,721
CUMMINS INC          COM        23102110    122,341   1,739,039 SH       DEFINED   1,2,5,6,10,13             1,739,039
CUMULUS MEDIA INC    CL A       23108210     11,105     779,283 SH       DEFINED   1,2                         779,283
CUNO INC             COM        12658310     15,173     295,245 SH       DEFINED   1,2,5,6                     295,245
CURAGEN CORP         COM        23126R10      4,500   1,081,762 SH       DEFINED   1,2,5                     1,081,762
CURATIVE HEALTH SRVC COM        23126W10         93      27,469 SH       DEFINED   1,6                          27,469
CURIS INC            COM        23126910      2,330     650,936 SH       DEFINED   1,2                         650,936
CURTISS WRIGHT CORP  COM        23156110     18,841     330,539 SH       DEFINED   1,2,6                       330,539
CV THERAPEUTICS INC  COM        12666710     11,490     564,320 SH       DEFINED   1,2,5                       564,320
CVB FINL CORP        COM        12660010     11,914     656,771 SH       DEFINED   1,2,5                       656,771
CVS CORP             COM        12665010    628,436  11,942,905 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  11,942,905
CYBERGUARD CORP      COM        23191010      1,539     186,719 SH       DEFINED   1,2                         186,719
CYBERONICS INC       COM        23251P10     13,985     316,627 SH       DEFINED   1,2,6                       316,627
CYBEROPTICS CORP     COM        23251710      1,122      89,914 SH       DEFINED   1,2                          89,914
CYBERSOURCE CORP     COM        23251J10      1,823     353,898 SH       DEFINED   1,2                         353,898
CYMER INC            COM        23257210     17,135     640,078 SH       DEFINED   1,2,5,6                     640,078
CYPRESS BIOSCIENCES  COM PAR $. 23267450      4,550     497,840 SH       DEFINED   1,2                         497,840
CYPRESS SEMICONDUCTO COM        23280610     24,063   1,909,775 SH       DEFINED   1,2,5,13                  1,909,775
CYTEC INDS INC       COM        23282010     42,206     777,996 SH       DEFINED   1,2,5,13                    777,996
CYTOGEN CORP         COM NEW    23282430      1,128     194,851 SH       DEFINED   1,2                         194,851
CYTOKINETICS INC     COM        23282W10        529      80,675 SH       DEFINED   1,2                          80,675
CYTYC CORP           COM        23294610     35,179   1,528,837 SH       DEFINED   1,2,5,12,13               1,528,837
D & E COMMUNICATIONS COM        23286010      1,914     209,684 SH       DEFINED   1,2                         209,684
D & K HEALTHCARE RES COM        23286110        126      15,000 SH       DEFINED   1                            15,000
D R HORTON INC       COM        23331A10    149,677   5,118,907 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,118,907
DADE BEHRING HLDGS I COM        23342J20     59,378   1,007,594 SH       DEFINED   1,2,5,10,12,14            1,007,594
DAIMLERCHRYSLER AG   ORD        D1668R12      2,306      51,563 SH       DEFINED   1,2                          51,563
DAKTRONICS INC       COM        23426410      5,175     239,026 SH       DEFINED   1,2,6                       239,026
DANA CORP            COM        23581110     45,649   3,569,143 SH       DEFINED   1,2,5,6,10,13             3,569,143
DANAHER CORP DEL     COM        23585110    469,439   8,789,345 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   8,789,345
DANIELSON HLDG CORP  COM        23627410     11,067     641,554 SH       DEFINED   1,2                         641,554
DARDEN RESTAURANTS I COM        23719410    245,765   8,010,604 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   8,010,604
DARLING INTL INC     COM        23726610      3,516     881,201 SH       DEFINED   1,2                         881,201
DATARAM CORP         COM PAR $1 23810820        104      22,200 SH       DEFINED   1                            22,200
DATASCOPE CORP       COM        23811310      7,198     235,393 SH       DEFINED   1,2,6                       235,393
DATASTREAM SYS INC   COM        23812410        136      19,303 SH       DEFINED   1                            19,303
DAVE & BUSTERS INC   COM        23833N10      6,797     363,497 SH       DEFINED   1,2                         363,497
DAVITA INC           COM        23918K10     55,900   1,335,719 SH       DEFINED   1,2,5                     1,335,719



DAWSON GEOPHYSICAL C COM        23935910        220       9,100 SH       DEFINED   1                             9,100
DDI CORP             COM PAR $  23316230        976     348,465 SH       DEFINED   1,2                         348,465
DEAN FOODS CO NEW    COM        24237010     87,749   2,558,279 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,558,279
DEB SHOPS INC        COM        24272810      2,005      71,049 SH       DEFINED   1,2                          71,049
DECKERS OUTDOOR CORP COM        24353710      4,863     136,079 SH       DEFINED   1,2                         136,079
DECODE GENETICS INC  COM        24358610      4,043     709,227 SH       DEFINED   1,2                         709,227
DECORATOR INDS INC   COM PAR $0 24363120        107      11,400 SH       DEFINED   1                            11,400
DEERE & CO           COM        24419910    482,285   7,184,343 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   7,184,343
DEL MONTE FOODS CO   COM        24522P10     39,079   3,601,744 SH       DEFINED   1,2,5,7,10                3,601,744
DELL INC             COM        24702R10  3,008,441  78,304,034 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  78,304,034
DELPHI CORP          COM        24712610    321,539  71,772,126 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  71,772,126
DELPHI FINL GROUP IN CL A       24713110     17,198     399,952 SH       DEFINED   1,2,5                       399,952
DELTA & PINE LD CO   COM        24735710     20,578     762,146 SH       DEFINED   1,2,5,6                     762,146
DELTA AIR LINES INC  COM        24736110     16,101   3,975,664 SH       DEFINED   1,2,5,6,10,13             3,975,664
DELTA FINANCIAL CORP COM        24791810        297      33,999 SH       DEFINED   1                            33,999
DELTA PETE CORP      COM NEW    24790720      4,065     279,556 SH       DEFINED   1,2                         279,556
DELTATHREE INC       COM        24783N10         50      13,000 SH       DEFINED   1                            13,000
DELTIC TIMBER CORP   COM        24785010      9,261     236,865 SH       DEFINED   1,2                         236,865
DELUXE CORP          COM        24801910     39,456     989,857 SH       DEFINED   1,2,5,6,7,13                989,857
DENBURY RES INC      COM NEW    24791620     28,314     803,698 SH       DEFINED   1,2                         803,698
DENDREON CORP        COM        24823Q10      4,453     816,996 SH       DEFINED   1,2,5                       816,996
DENDRITE INTL INC    COM        24823910     10,249     729,956 SH       DEFINED   1,2,6                       729,956
DENTSPLY INTL INC NE COM        24903010     60,291   1,108,086 SH       DEFINED   1,2,5,12,13               1,108,086
DEPARTMENT 56 INC    COM        24950910      4,303     246,462 SH       DEFINED   1,2,5,6                     246,462
DEPOMED INC          COM        24990810        965     244,939 SH       DEFINED   1,2                         244,939
DESIGN WITHIN REACH  COM        25055710        451      28,682 SH       DEFINED   1                            28,682
DEUTSCHE BANK AG NAM ORD        D1819089        854       9,911 SH       DEFINED   1                             9,911
DEUTSCHE TELEKOM AG  SPONSORED  25156610      1,548      77,534 SH       DEFINED   1                            77,534
DEVELOPERS DIVERSIFI COM        25159110     95,229   2,395,690 SH       DEFINED   1,2,3,5,13                2,395,690
DEVON ENERGY CORP NE COM        25179M10    814,052  17,048,214 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  17,048,214
DEVRY INC DEL        COM        25189310     17,050     901,138 SH       DEFINED   1,2,5,6,13                  901,138
DEX MEDIA INC        COM        25212E10     12,692     614,616 SH       DEFINED   1,2,5                       614,616
DHB INDS INC         COM        23321E10      2,615     297,171 SH       DEFINED   1,2                         297,171
DIAGEO P L C         SPON ADR N 25243Q20      2,504      44,006 SH       DEFINED   1                            44,006
DIAGNOSTIC PRODS COR COM        25245010     20,136     416,889 SH       DEFINED   1,2,5,6                     416,889
DIAMOND OFFSHORE DRI COM        25271C10     39,744     796,476 SH       DEFINED   1,2,5,7,12                  796,476
DIAMONDCLUSTER INTL  COM        25278P10      6,153     382,198 SH       DEFINED   1,2                         382,198
DICKS SPORTING GOODS COM        25339310     15,639     425,785 SH       DEFINED   1,2                         425,785
DIEBOLD INC          COM        25365110     55,391   1,009,869 SH       DEFINED   1,2,5,12,13               1,009,869
DIGENE CORP          COM        25375210      4,635     223,369 SH       DEFINED   1,2                         223,369
DIGI INTL INC        COM        25379810      5,445     396,833 SH       DEFINED   1,2,5,6                     396,833
DIGIMARC CORP        COM        25380710      1,797     292,231 SH       DEFINED   1,2                         292,231
DIGITAL INSIGHT CORP COM        25385P10      9,364     570,953 SH       DEFINED   1,2,6                       570,953
DIGITAL RIV INC      COM        25388B10     17,618     565,405 SH       DEFINED   1,2                         565,405
DIGITAL RLTY TR INC  COM        25386810      5,935     413,043 SH       DEFINED   1,2,3                       413,043
DIGITAL THEATER SYS  COM        25389G10      4,378     241,772 SH       DEFINED   1,2                         241,772
DIGITAS INC          COM        25388K10     10,189   1,008,763 SH       DEFINED   1,2                       1,008,763
DILLARDS INC         CL A       25406710     67,484   2,508,687 SH       DEFINED   1,2,5,6,10,13             2,508,687
DIME BANCORP INC NEW *W EXP 99/ 25429Q11          8      68,821 SH       DEFINED   1                            68,821
DIME CMNTY BANCSHARE COM        25392210      7,797     512,984 SH       DEFINED   1,2,5                       512,984
DIMON INC            COM        25439410      4,353     696,436 SH       DEFINED   1,2,6                       696,436
DIODES INC           COM        25454310      2,785     102,651 SH       DEFINED   1,2                         102,651
DIONEX CORP          COM        25454610     22,387     410,772 SH       DEFINED   1,2,5,6                     410,772
DIRECT GEN CORP      COM        25456W20      4,559     221,977 SH       DEFINED   1,2                         221,977
DIRECTV GROUP INC    COM        25459L10    641,601  44,493,858 SH       DEFINED   1,2,5,7,8,10,12,13,14    44,493,858
DISCOVERY LABORATORI COM        25466810      4,329     768,875 SH       DEFINED   1,2,5                       768,875
DISCOVERY PARTNERS I COM        25467510         63      19,812 SH       DEFINED   1                            19,812



DISNEY WALT CO       COM DISNEY 25468710  2,030,753  70,684,067 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  70,684,067
DISTRIBUCION Y SERVI SPONSORED  25475310        255      13,399 SH       DEFINED   1,2,7                        13,399
DISTRIBUTED ENERGY S COM        25475V10         88      25,799 SH       DEFINED   1,2                          25,799
DITECH COMMUNICATION COM        25500M10      6,023     483,023 SH       DEFINED   1,2                         483,023
DIVERSA CORP         COM        25506410      1,924     386,370 SH       DEFINED   1,2                         386,370
DIXIE GROUP INC      CL A       25551910        247      15,644 SH       DEFINED   1                            15,644
DJ ORTHOPEDICS INC   COM        23325G10      8,203     327,464 SH       DEFINED   1,2,6                       327,464
DNP SELECT INCOME FD COM        23325P10      1,541     143,591 SH       DEFINED   5                           143,591
DOBSON COMMUNICATION CL A       25606910      3,170   1,569,318 SH       DEFINED   1,2                       1,569,318
DOCUCORP INTL INC    COM        25591110         80      10,300 SH       DEFINED   1                            10,300
DOLBY LABORATORIES I COM        25659T10        693      29,500 SH       DEFINED   1,2                          29,500
DOLLAR GEN CORP      COM        25666910    245,732  11,215,497 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  11,215,497
DOLLAR THRIFTY AUTOM COM        25674310     12,334     376,267 SH       DEFINED   1,2,5                       376,267
DOLLAR TREE STORES I COM        25674710     46,872   1,631,472 SH       DEFINED   1,2,5,12,13               1,631,472
DOMINION HOMES INC   COM        25738610        894      52,794 SH       DEFINED   1,2                          52,794
DOMINION RES INC VA  COM        25746U10    999,632  13,430,503 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  13,430,503
DOMINOS PIZZA INC    COM        25754A20      6,471     346,213 SH       DEFINED   1,2                         346,213
DONALDSON INC        COM        25765110     33,972   1,052,423 SH       DEFINED   1,2,5,12,13               1,052,423
DONEGAL GROUP INC    CL A       25770120      1,954     107,565 SH       DEFINED   1,2                         107,565
DONEGAL GROUP INC    CL B       25770130        240      14,621 SH       DEFINED   1                            14,621
DONNELLEY R R & SONS COM        25786710    189,668   5,998,351 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,998,351
DORAL FINL CORP      COM        25811P10     23,167   1,058,350 SH       DEFINED   1,2,5                     1,058,350
DORCHESTER MINERALS  COM UNIT   25820R10        698      31,507 SH       DEFINED   1,5                          31,507
DOT HILL SYS CORP    COM        25848T10      3,740     628,527 SH       DEFINED   1,2,5                       628,527
DOUBLECLICK INC      COM        25860930     14,848   1,928,322 SH       DEFINED   1,2,5                     1,928,322
DOV PHARMACEUTICAL I COM        25985810      2,648     193,538 SH       DEFINED   1,2                         193,538
DOVER CORP           COM        26000310    230,193   6,091,377 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   6,091,377
DOVER DOWNS GAMING & COM        26009510      4,389     352,529 SH       DEFINED   1,2,5                       352,529
DOVER MOTORSPORTS IN COM        26017410        933     184,718 SH       DEFINED   1,2,5                       184,718
DOW CHEM CO          COM        26054310  1,441,328  28,913,305 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  28,913,305
DOW JONES & CO INC   COM        26056110     70,466   1,885,639 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   1,885,639
DOWNEY FINL CORP     COM        26101810     24,016     390,306 SH       DEFINED   1,2,5                       390,306
DPL INC              COM        23329310     48,887   1,955,499 SH       DEFINED   1,2,5,13                  1,955,499
DR REDDYS LABS LTD   ADR        25613520        311      18,137 SH       DEFINED   1                            18,137
DREAMWORKS ANIMATION CL A       26153C10     11,165     274,261 SH       DEFINED   1,2,5                       274,261
DRESS BARN INC       COM        26157010      6,875     377,336 SH       DEFINED   1,2,6                       377,336
DREW INDS INC        COM NEW    26168L20      3,794     100,772 SH       DEFINED   1,2                         100,772
DREYERS GRAND ICE CR COM A CALL 26187710        575       7,117 SH       DEFINED   1,5,12                        7,117
DRIL-QUIP INC        COM        26203710      6,124     199,235 SH       DEFINED   1,2                         199,235
DRS TECHNOLOGIES INC COM        23330X10     20,877     491,218 SH       DEFINED   1,2,5,6                     491,218
DRUGSTORE COM INC    COM        26224110      1,508     584,654 SH       DEFINED   1,2                         584,654
DSL NET INC          COM        26250610          3      26,359 SH       DEFINED   1                            26,359
DSP GROUP INC        COM        23332B10     13,888     539,143 SH       DEFINED   1,2,5,6                     539,143
DST SYS INC DEL      COM        23332610     56,620   1,226,078 SH       DEFINED   1,2,5,7,8,10,12,13,14     1,226,078
DTE ENERGY CO        COM        23333110    258,554   5,685,014 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,685,014
DU PONT E I DE NEMOU COM        26353410  2,296,425  44,817,043 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  44,817,043
DUCOMMUN INC DEL     COM        26414710      2,452     122,599 SH       DEFINED   1,2,5                       122,599
DUKE ENERGY CORP     COM        26439910  2,370,384  84,626,351 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  84,626,351
DUKE REALTY CORP     COM NEW    26441150     93,166   3,121,150 SH       DEFINED   1,2,3,5,7,8,10,12,13,14   3,121,150
DUN & BRADSTREET COR COM        26483E10     99,334   1,616,509 SH       DEFINED   1,2,5,7,8,10,12,13,14     1,616,509
DUPONT PHOTOMASKS IN COM        26613X10      5,880     220,474 SH       DEFINED   1,2,6                       220,474
DUQUESNE LT HLDGS IN COM        26623310     31,542   1,760,167 SH       DEFINED   1,2,5,13                  1,760,167
DURA AUTOMOTIVE SYST CL A       26590310        134      27,722 SH       DEFINED   1,5                          27,722
DURATEK INC          COM        26658Q10      2,694     135,061 SH       DEFINED   1,2                         135,061
DURECT CORP          COM        26660510      1,708     469,114 SH       DEFINED   1,2                         469,114
DUSA PHARMACEUTICALS COM        26689810      1,654     189,473 SH       DEFINED   1,2                         189,473
DYAX CORP            COM        26746E10      1,235     383,483 SH       DEFINED   1,2                         383,483



DYCOM INDS INC       COM        26747510     27,407   1,192,142 SH       DEFINED   1,2,5,13                  1,192,142
DYNAVAX TECHNOLOGIES COM        26815810        376      80,610 SH       DEFINED   1,2                          80,610
DYNEGY INC NEW       CL A       26816Q10     40,048  10,242,410 SH       DEFINED   1,2,5,6,10,13            10,242,410
E M C CORP MASS      COM        26864810    919,758  74,655,650 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  74,655,650
E ON AG              SPONSORED  26878010     19,964     694,416 SH       DEFINED   1,2                         694,416
E PIPHANY INC        COM        26881V10      3,835   1,080,209 SH       DEFINED   1,2,5                     1,080,209
E TRADE FINANCIAL CO COM        26924610    132,835  11,069,573 SH       DEFINED   1,2,5,6,10,13            11,069,573
E Z EM INC           COM NEW    26930540        881      73,894 SH       DEFINED   1                            73,894
EAGLE BROADBAND INC  COM        26943710        698   2,053,773 SH       DEFINED   1,2                       2,053,773
EAGLE MATERIALS INC  COM        26969P10     25,114     310,285 SH       DEFINED   1,2,5,7                     310,285
EAGLE MATERIALS INC  CL B       26969P20        611       7,759 SH       DEFINED   1,2,5                         7,759
EARTHLINK INC        COM        27032110     29,628   3,291,999 SH       DEFINED   1,2,5                     3,291,999
EAST WEST BANCORP IN COM        27579R10     32,142     870,577 SH       DEFINED   1,2,5                       870,577
EASTERN AMERN NAT GA SPERS RCT  27621710        234       8,800 SH       DEFINED   1                             8,800
EASTGROUP PPTY INC   COM        27727610     19,864     526,895 SH       DEFINED   1,2,3,5                     526,895
EASTMAN CHEM CO      COM        27743210    121,684   2,062,443 SH       DEFINED   1,2,5,6,7,10,13           2,062,443
EASTMAN KODAK CO     COM        27746110    294,758   9,055,558 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,055,558
EATON CORP           COM        27805810    320,827   4,905,613 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,905,613
EATON VANCE CORP     COM NON VT 27826510     46,245   1,972,930 SH       DEFINED   1,2,5,13                  1,972,930
EBAY INC             COM        27864210  1,227,629  32,947,651 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  32,947,651
ECHELON CORP         COM        27874N10      3,346     489,246 SH       DEFINED   1,2                         489,246
ECHOSTAR COMMUNICATI CL A       27876210     82,540   2,821,889 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,821,889
ECI TELECOM LTD      ORD        26825810        109      15,163 SH       DEFINED   1,2                          15,163
ECLIPSYS CORP        COM        27885610      8,232     531,793 SH       DEFINED   1,2,5                       531,793
ECOLAB INC           COM        27886510    238,208   7,207,507 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   7,207,507
ECOLLEGE COM         COM        27887E10      2,861     221,135 SH       DEFINED   1,2                         221,135
EDGE PETE CORP DEL   COM        27986210      3,346     202,083 SH       DEFINED   1,2                         202,083
EDISON INTL          COM        28102010  1,403,039  40,410,110 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  40,410,110
EDO CORP             COM        28134710      7,799     259,537 SH       DEFINED   1,2,6                       259,537
EDP ENERGIAS DE PORT SPONSORED  26835310        494      17,562 SH       DEFINED   1                            17,562
EDUCATE INC          COM        28138P10      2,972     214,300 SH       DEFINED   1,2                         214,300
EDUCATION MGMT CORP  COM        28139T10     26,788     958,414 SH       DEFINED   1,2,5,12,13                 958,414
EDUCATION RLTY TR IN COM        28140H10      2,536     152,477 SH       DEFINED   1,2,3                       152,477
EDWARDS AG INC       COM        28176010     54,560   1,217,855 SH       DEFINED   1,2,5,6,7,13              1,217,855
EDWARDS LIFESCIENCES COM        28176E10     78,021   1,805,209 SH       DEFINED   1,2,5,10,12,13            1,805,209
EFUNDS CORP          COM        28224R10     18,601     833,357 SH       DEFINED   1,2,5,6                     833,357
EGL INC              COM        26848410     17,207     754,683 SH       DEFINED   1,2,6                       754,683
EL PASO CORP         COM        28336L10    362,929  34,303,287 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  34,303,287
EL PASO ELEC CO      COM NEW    28367785     18,331     964,801 SH       DEFINED   1,2,5                       964,801
ELECTRO RENT CORP    COM        28521810      3,720     277,199 SH       DEFINED   1,2,5                       277,199
ELECTRO SCIENTIFIC I COM        28522910      8,887     458,317 SH       DEFINED   1,2,5,6                     458,317
ELECTRONIC ARTS INC  COM        28551210    448,601   8,663,595 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   8,663,595
ELECTRONIC DATA SYS  COM        28566110    621,893  30,086,751 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  30,086,751
ELECTRONICS BOUTIQUE COM        28604510     10,670     248,309 SH       DEFINED   1,2,5,6                     248,309
ELECTRONICS FOR IMAG COM        28608210     17,425     976,721 SH       DEFINED   1,2,5                       976,721
ELIZABETH ARDEN INC  COM        28660G10      7,509     316,322 SH       DEFINED   1,2                         316,322
ELKCORP              COM        28745610     12,621     328,172 SH       DEFINED   1,2,6                       328,172
ELLIS PERRY INTL INC COM        28885310      1,569      69,919 SH       DEFINED   1,2                          69,919
E-LOAN INC           COM        26861P10         68      25,501 SH       DEFINED   1                            25,501
EMBARCADERO TECHNOLO COM        29078710      2,089     316,923 SH       DEFINED   1,2                         316,923
EMBOTELLADORA ANDINA SPON ADR A 29081P20        140      10,802 SH       DEFINED   1,2,7                        10,802
EMBREX INC           COM        29081710      2,005     171,105 SH       DEFINED   1                           171,105
EMC INS GROUP INC    COM        26866410      1,214      63,673 SH       DEFINED   1,2                          63,673
EMCOR GROUP INC      COM        29084Q10     11,390     243,275 SH       DEFINED   1,2,5,6                     243,275
EMCORE CORP          COM        29084610        110      32,729 SH       DEFINED   1,5                          32,729
EMERGE INTERACTIVE I CL A       29088W10         12      14,126 SH       DEFINED   1                            14,126
EMERITUS CORP        COM        29100510        169      12,910 SH       DEFINED   1                            12,910



EMERSON ELEC CO      COM        29101110    815,942  12,566,480 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  12,566,480
EMERSON RADIO CORP   COM NEW    29108720        158      44,800 SH       DEFINED   1,5                          44,800
EMISPHERE TECHNOLOGI COM        29134510        112      30,549 SH       DEFINED   1,2                          30,549
EMMIS COMMUNICATIONS CL A       29152510     23,241   1,209,202 SH       DEFINED   1,2,5,13                  1,209,202
EMPIRE DIST ELEC CO  COM        29164110      9,383     403,412 SH       DEFINED   1,2                         403,412
EMPIRE RESORTS INC   COM        29205210        756     104,591 SH       DEFINED   1,2                         104,591
EMPRESA NACIONAL DE  SPONSORED  29244T10     27,869   1,399,742 SH       DEFINED   1,2,4,5,7                 1,399,742
EMS TECHNOLOGIES INC COM        26873N10      2,194     161,325 SH       DEFINED   1,2                         161,325
EMULEX CORP          COM NEW    29247520     51,068   2,710,632 SH       DEFINED   1,2,5                     2,710,632
ENBRIDGE ENERGY MANA SHS UNITS  29250X10        408       8,345 SH       DEFINED   1                             8,345
ENBRIDGE ENERGY PART COM        29250R10        475       9,532 SH       DEFINED   1,5                           9,532
ENCANA CORP          COM        29250510      1,656      23,519 SH       DEFINED   1,5                          23,519
ENCORE ACQUISITION C COM        29255W10     14,570     352,781 SH       DEFINED   1,2                         352,781
ENCORE CAP GROUP INC COM        29255410      2,603     178,910 SH       DEFINED   1,2                         178,910
ENCORE MED CORP      COM        29256E10      2,472     459,478 SH       DEFINED   1,2                         459,478
ENCORE WIRE CORP     COM        29256210      2,623     257,131 SH       DEFINED   1,2,5                       257,131
ENCYSIVE PHARMACEUTI COM        29256X10      9,608     940,151 SH       DEFINED   1,2,5                       940,151
ENDESA S A           SPONSORED  29258N10        997      44,144 SH       DEFINED   1                            44,144
ENDO PHARMACEUTICALS COM        29264F20     11,667     517,379 SH       DEFINED   1,2,5                       517,379
ENDOLOGIX INC        COM        29266S10         62      10,700 SH       DEFINED   1                            10,700
ENDURANCE SPECIALTY  SHS        G3039710      3,295      87,082 SH       DEFINED   1,5                          87,082
ENERGEN CORP         COM        29265N10     61,135     917,942 SH       DEFINED   1,2,5                       917,942
ENERGIZER HLDGS INC  COM        29266R10    171,480   2,867,555 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,867,555
ENERGY CONVERSION DE COM        29265910      6,685     294,114 SH       DEFINED   1,2                         294,114
ENERGY EAST CORP     COM        29266M10     82,818   3,158,587 SH       DEFINED   1,2,5,7,8,10,12,13,14     3,158,587
ENERGY PARTNERS LTD  COM        29270U10     17,884     688,634 SH       DEFINED   1,2,5                       688,634
ENERGYSOUTH INC      COM        29297010      3,102     108,342 SH       DEFINED   1,2                         108,342
ENERSIS S A          SPONSORED  29274F10        718      85,496 SH       DEFINED   1,2                          85,496
ENERSYS              COM        29275Y10      1,805     137,760 SH       DEFINED   1,2                         137,760
ENESCO GROUP INC     COM        29297310        289      43,480 SH       DEFINED   1,6                          43,480
ENGELHARD CORP       COM        29284510    159,826   5,322,197 SH       DEFINED   1,2,5,6,7,10,12,13        5,322,197
ENGINEERED SUPPORT S COM        29286610     21,129     394,780 SH       DEFINED   1,2,6                       394,780
ENI S P A            SPONSORED  26874R10     20,106     154,470 SH       DEFINED   1,2                         154,470
ENNIS INC            COM        29338910      5,906     349,047 SH       DEFINED   1,2                         349,047
ENPRO INDS INC       COM        29355X10      8,842     321,514 SH       DEFINED   1,2,5                       321,514
ENSCO INTL INC       COM        26874Q10     95,311   2,530,819 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,530,819
ENSTAR GROUP INC GA  COM        29358R10      2,788      46,463 SH       DEFINED   1,2                          46,463
ENTEGRIS INC         COM        29362U10      6,852     692,789 SH       DEFINED   1,2,5                       692,789
ENTERASYS NETWORKS I COM        29363710      4,355   3,111,051 SH       DEFINED   1,2,5                     3,111,051
ENTERCOM COMMUNICATI CL A       29363910     18,428     518,803 SH       DEFINED   1,2,5,13                    518,803
ENTERGY CORP NEW     COM        29364G10    589,489   8,342,614 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   8,342,614
ENTERPRISE PRODS PAR COM        29379210      8,216     319,698 SH       DEFINED   1,2,5                       319,698
ENTERTAINMENT PPTYS  COM SH BEN 29380T10     15,399     371,692 SH       DEFINED   1,2,5                       371,692
ENTRAVISION COMMUNIC CL A       29382R10      6,673     752,289 SH       DEFINED   1,2,5                       752,289
ENTREMED INC         COM        29382F10         32      15,389 SH       DEFINED   1                            15,389
ENTRUST INC          COM        29384810      3,271     872,321 SH       DEFINED   1,2,5                       872,321
ENVIRONMENTAL TECTON COM        29409210         72      13,800 SH       DEFINED   1                            13,800
ENZO BIOCHEM INC     COM        29410010      7,907     548,301 SH       DEFINED   1,2,5,6                     548,301
ENZON PHARMACEUTICAL COM        29390410      8,384     822,799 SH       DEFINED   1,2,5                       822,799
EOG RES INC          COM        26875P10    382,753   7,852,964 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   7,852,964
EON LABS INC         COM        29412E10      8,380     277,130 SH       DEFINED   1,2,5                       277,130
EPICOR SOFTWARE CORP COM        29426L10      7,881     603,298 SH       DEFINED   1,2,5                       603,298
EPIQ SYS INC         COM        26882D10      2,887     222,432 SH       DEFINED   1,2,6                       222,432
EPIX PHARMACEUTICALS COM        26881Q10      2,211     315,816 SH       DEFINED   1,2,5                       315,816
EQUIFAX INC          COM        29442910    160,198   5,219,867 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,219,867
EQUINIX INC          COM NEW    29444U50      7,503     177,207 SH       DEFINED   1,2                         177,207
EQUITABLE RES INC    COM        29454910     54,342     946,073 SH       DEFINED   1,2,5,6,7,12,13             946,073



EQUITY INNS INC      COM        29470310     14,177   1,285,281 SH       DEFINED   1,2,3,5                    1,285,281
EQUITY LIFESTYLE PPT COM        29472R10     16,419     465,777 SH       DEFINED   1,2,3,5                      465,777
EQUITY OFFICE PROPER COM        29474110    489,651  16,251,279 SH       DEFINED   1,2,3,5,6,7,8,10,12,13,14 16,251,279
EQUITY ONE           COM        29475210     21,511   1,044,723 SH       DEFINED   1,2,3                      1,044,723
EQUITY RESIDENTIAL   SH BEN INT 29476L10    326,919  10,149,608 SH       DEFINED   1,2,3,5,6,7,8,10,12,13,14 10,149,608
ERESEARCHTECHNOLOGY  COM        29481V10      7,855     666,793 SH       DEFINED   1,2,5                        666,793
ERICSSON L M TEL CO  ADR B SEK  29482160      8,067     286,067 SH       DEFINED   1,5                          286,067
ERIE INDTY CO        CL A       29530P10     14,120     270,920 SH       DEFINED   1,2,5                        270,920
ESB FINL CORP        COM        26884F10        243      17,889 SH       DEFINED   1                             17,889
ESCALADE INC         COM        29605610      1,838     134,878 SH       DEFINED   1,2                          134,878
ESCO TECHNOLOGIES IN COM        29631510     23,827     296,538 SH       DEFINED   1,2,5                        296,538
ESPEED INC           CL A       29664310      3,356     364,756 SH       DEFINED   1,2                          364,756
ESS TECHNOLOGY INC   COM        26915110      5,483   1,040,397 SH       DEFINED   1,2,5,6                    1,040,397
ESSEX PPTY TR INC    COM        29717810     43,011     622,443 SH       DEFINED   1,2,3,5                      622,443
ESTERLINE TECHNOLOGI COM        29742510     13,741     397,705 SH       DEFINED   1,2,6                        397,705
ETHAN ALLEN INTERIOR COM        29760210     21,401     668,796 SH       DEFINED   1,2,5,6                      668,796
EUROBANCSHARES INC   COM        29871610      1,678      99,249 SH       DEFINED   1,2                           99,249
EURONET WORLDWIDE IN COM        29873610      9,557     334,758 SH       DEFINED   1,2,5                        334,758
EVANS & SUTHERLAND C COM        29909610         84      15,300 SH       DEFINED   1                             15,300
EVEREST RE GROUP LTD COM        G3223R10     45,065     529,495 SH       DEFINED   1,5,7,8,10,12,13,14          529,495
EVERGREEN SOLAR INC  COM        30033R10      1,011     143,000 SH       DEFINED   1,2                          143,000
EVOLVING SYS INC     COM        30049R10         43      16,130 SH       DEFINED   1                             16,130
EXACT SCIENCES CORP  COM        30063P10         64      17,954 SH       DEFINED   1                             17,954
EXACTECH INC         COM        30064E10      1,310      77,213 SH       DEFINED   1,2                           77,213
EXAR CORP            COM        30064510      8,927     666,191 SH       DEFINED   1,2,5,6                      666,191
EXCEL TECHNOLOGY INC COM        30067T10      5,884     239,396 SH       DEFINED   1,2                          239,396
EXELIXIS INC         COM        30161Q10      7,459   1,100,132 SH       DEFINED   1,2,5                      1,100,132
EXELON CORP          COM        30161N10  1,263,726  27,538,161 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   27,538,161
EXIDE TECHNOLOGIES   COM NEW    30205120      3,819     296,055 SH       DEFINED   1,2                          296,055
EXPEDITORS INTL WASH COM        30213010    109,559   2,045,927 SH       DEFINED   1,2,5,7,8,10,12,13,14      2,045,927
EXPLORATION CO       COM NEW    30213320         64      11,187 SH       DEFINED   1                             11,187
EXPONENT INC         COM        30214U10      2,087      87,362 SH       DEFINED   1,2                           87,362
EXPRESS SCRIPTS INC  COM        30218210    233,221   2,674,854 SH       DEFINED   1,2,5,6,7,8,10,12,13,14    2,674,854
EXPRESSJET HOLDINGS  CL A       30218U10     53,551   4,693,372 SH       DEFINED   1,2                        4,693,372
EXTRA SPACE STORAGE  COM        30225T10      4,139     306,595 SH       DEFINED   1,2                          306,595
EXTREME NETWORKS INC COM        30226D10     10,363   1,759,396 SH       DEFINED   1,2,5                      1,759,396
EXXON MOBIL CORP     COM        30231G10 12,497,913 209,696,530 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  209,696,530
EYETECH PHARMACEUTIC COM        30229710     12,946     470,768 SH       DEFINED   1,2,5                        470,768
F M C CORP           COM NEW    30249130     56,963   1,065,717 SH       DEFINED   1,2,5,13                   1,065,717
F N B CORP VA        COM        30293010      2,762     107,148 SH       DEFINED   1,2                          107,148
F5 NETWORKS INC      COM        31561610     35,956     712,146 SH       DEFINED   1,2,13                       712,146
FACTSET RESH SYS INC COM        30307510     19,013     575,970 SH       DEFINED   1,2,5,6                      575,970
FAIR ISAAC CORP      COM        30325010     51,026   1,481,588 SH       DEFINED   1,2,5,10,12,13             1,481,588
FAIRCHILD CORP       CL A       30369810         36      11,478 SH       DEFINED   1                             11,478
FAIRCHILD SEMICONDUC COM        30372610     23,703   1,546,170 SH       DEFINED   1,2,5,8,13                 1,546,170
FAIRMONT HOTELS RESO COM        30520410      1,108      33,425 SH       DEFINED   1                             33,425
FAIRPOINT COMMUNICAT COM        30556010        380      25,400 SH       DEFINED   1,2                           25,400
FALCONSTOR SOFTWARE  COM        30613710      2,629     440,407 SH       DEFINED   1,2,5                        440,407
FAMILY DLR STORES IN COM        30700010    140,569   4,630,085 SH       DEFINED   1,2,5,6,7,8,10,12,13,14    4,630,085
FARGO ELECTRONICS IN COM        30744P10        236      16,100 SH       DEFINED   1                             16,100
FARMER BROS CO       COM        30767510      2,682     111,996 SH       DEFINED   1,2                          111,996
FARMERS CAP BK CORP  COM        30956210      3,298      97,576 SH       DEFINED   1,2                           97,576
FARO TECHNOLOGIES IN COM        31164210      3,522     149,605 SH       DEFINED   1,2                          149,605
FASTENAL CO          COM        31190010     52,208     944,081 SH       DEFINED   1,2,5,6,12,13                944,081
FBL FINL GROUP INC   CL A       30239F10      5,837     208,458 SH       DEFINED   1,2                          208,458
FEDDERS CORP         COM NEW    31313550        169      60,653 SH       DEFINED   1,6                           60,653
FEDERAL AGRIC MTG CO CL C       31314830      2,231     127,587 SH       DEFINED   1,2                          127,587



FEDERAL HOME LN MTG  COM        31340030  1,356,866  21,469,397 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  21,469,397
FEDERAL NATL MTG ASS COM        31358610  1,676,966  30,798,276 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  30,798,276
FEDERAL REALTY INVT  SH BEN INT 31374720     41,046     848,934 SH       DEFINED   1,2,3,5                     848,934
FEDERAL SIGNAL CORP  COM        31385510     15,429   1,017,048 SH       DEFINED   1,2,5,13                  1,017,048
FEDERATED DEPT STORE COM        31410H10    480,146   7,544,725 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   7,544,725
FEDERATED INVS INC P CL B       31421110     84,510   2,985,148 SH       DEFINED   1,2,5,6,10,13             2,985,148
FEDEX CORP           COM        31428X10    866,803   9,226,214 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,226,214
FEI CO               COM        30241L10      9,159     395,645 SH       DEFINED   1,2,5,6                     395,645
FELCOR LODGING TR IN COM        31430F10     19,507   1,569,374 SH       DEFINED   1,2,3,5                   1,569,374
FERRO CORP           COM        31540510     14,893     791,319 SH       DEFINED   1,2,5,13                    791,319
FFLC BANCORP INC     COM        30242W10        288       6,950 SH       DEFINED   1                             6,950
FIAT S P A           SP ADR ORD 31562188         92      12,617 SH       DEFINED   1                            12,617
FIDELITY BANKSHARES  COM        31604Q10      7,286     317,044 SH       DEFINED   1,2                         317,044
FIDELITY NATL FINL I COM        31632610     97,247   2,952,239 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,952,239
FIDELITY SOUTHN CORP COM        31639410        206      12,281 SH       DEFINED   1                            12,281
FIELDSTONE INVT CORP COM        31659U30        889      61,200 SH       DEFINED   1,2                          61,200
FIFTH THIRD BANCORP  COM        31677310    630,520  14,670,081 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  14,670,081
FILENET CORP         COM        31686910     19,479     855,109 SH       DEFINED   1,2,5,6                     855,109
FINANCIAL FED CORP   COM        31749210     15,465     437,235 SH       DEFINED   1,2                         437,235
FINANCIAL INSTNS INC COM        31758540      3,081     155,512 SH       DEFINED   1,2                         155,512
FINDWHAT COM         COM        31779410      3,812     367,599 SH       DEFINED   1,2,5,6                     367,599
FINISAR              COM        31787A10      2,995   2,396,222 SH       DEFINED   1,2,5                     2,396,222
FINISH LINE INC      CL A       31792310     16,267     702,699 SH       DEFINED   1,2,5,6                     702,699
FIRST ACCEPTANCE COR COM        31845710      2,939     277,223 SH       DEFINED   1,2                         277,223
FIRST ADVANTAGE CORP CL A       31845F10      1,114      53,035 SH       DEFINED   1,2                          53,035
FIRST AMERN CORP CAL COM        31852230     48,203   1,463,357 SH       DEFINED   1,2,5,13                  1,463,357
FIRST BANCORP N C    COM        31891010      3,733     164,902 SH       DEFINED   1,2,5                       164,902
FIRST BANCORP P R    COM        31867210     24,761     586,068 SH       DEFINED   1,2,5                       586,068
FIRST BUSEY CORP     COM        31938310      3,915     202,345 SH       DEFINED   1,2,5                       202,345
FIRST CASH FINL SVCS COM        31942D10      3,474     164,095 SH       DEFINED   1,2                         164,095
FIRST CHARTER CORP   COM        31943910     10,345     457,943 SH       DEFINED   1,2,5                       457,943
FIRST CMNTY BANCORP  COM        31983B10      9,256     208,929 SH       DEFINED   1,2                         208,929
FIRST CMNTY BANCSHAR COM        31983A10      4,112     146,478 SH       DEFINED   1,2                         146,478
FIRST COMWLTH FINL C COM        31982910     14,037   1,024,604 SH       DEFINED   1,2,5                     1,024,604
FIRST CONSULTING GRO COM        31986R10        115      22,167 SH       DEFINED   1                            22,167
FIRST CTZNS BANCSHAR CL A       31946M10     14,637      99,990 SH       DEFINED   1,2,5                        99,990
FIRST DATA CORP      COM        31996310  1,122,270  28,549,220 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  28,549,220
FIRST DEFIANCE FINL  COM        32006W10        349      13,412 SH       DEFINED   1,5                          13,412
FIRST FINL BANCORP O COM        32020910     10,037     549,955 SH       DEFINED   1,2,5                       549,955
FIRST FINL BANKSHARE COM        32020R10      9,495     212,751 SH       DEFINED   1,2,5                       212,751
FIRST FINL CORP IND  COM        32021810      6,430     217,602 SH       DEFINED   1,2                         217,602
FIRST FINL HLDGS INC COM        32023910      5,121     184,333 SH       DEFINED   1,2                         184,333
FIRST HORIZON NATL C COM        32051710    145,763   3,573,495 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,573,495
FIRST HORIZON PHARMA COM        32051K10      7,366     436,396 SH       DEFINED   1,2                         436,396
FIRST IND CORP       COM        32054R10      6,558     271,002 SH       DEFINED   1,2                         271,002
FIRST INDUSTRIAL REA COM        32054K10     35,323     933,735 SH       DEFINED   1,2,3,5                     933,735
FIRST LONG IS CORP   COM        32073410      1,988      46,977 SH       DEFINED   1,2                          46,977
FIRST MARBLEHEAD COR COM        32077110     12,698     220,711 SH       DEFINED   1,2,5                       220,711
FIRST MERCHANTS CORP COM        32081710      8,409     324,658 SH       DEFINED   1,2                         324,658
FIRST MIDWEST BANCOR COM        32086710     25,822     795,014 SH       DEFINED   1,2,5                       795,014
FIRST NIAGARA FINL G COM        33582V10     24,413   1,848,034 SH       DEFINED   1,2,5                     1,848,034
FIRST OAK BROOK BANC COM        33584720      2,970     101,407 SH       DEFINED   1,2                         101,407
FIRST PL FINL CORP   COM        33610T10      5,474     299,115 SH       DEFINED   1,2                         299,115
FIRST POTOMAC RLTY T COM        33610F10        272      11,900 SH       DEFINED   1                            11,900
FIRST REP BK SAN FRA COM        33615810      9,075     280,339 SH       DEFINED   1,2                         280,339
FIRST ST BANCORPORAT COM        33645310      6,719     395,822 SH       DEFINED   1,2                         395,822
FIRST UN REAL EST EQ SH BEN INT 33740010         60      14,849 SH       DEFINED   1                            14,849



FIRSTBANK CORP MICH  COM        33761G10      2,380      94,993 SH       DEFINED   1,5                          94,993
FIRSTENERGY CORP     COM        33793210    976,614  23,280,431 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  23,280,431
FIRSTFED FINL CORP   COM        33790710     23,738     465,363 SH       DEFINED   1,2,5                       465,363
FIRSTMERIT CORP      COM        33791510     30,306   1,132,524 SH       DEFINED   1,2,5,13                  1,132,524
FISERV INC           COM        33773810    230,162   5,782,962 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,782,962
FISHER COMMUNICATION COM        33775620      4,538      87,754 SH       DEFINED   1,2                          87,754
FISHER SCIENTIFIC IN COM NEW    33803220    190,647   3,349,381 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,349,381
FLAG FINL CORP       COM        33832H10        188      12,606 SH       DEFINED   1                            12,606
FLAGSTAR BANCORP INC COM        33793010     11,204     573,088 SH       DEFINED   1,2,5                       573,088
FLANDERS CORP        COM        33849410      1,661     147,288 SH       DEFINED   1                           147,288
FLEETWOOD ENTERPRISE COM        33909910      9,291   1,067,965 SH       DEFINED   1,2,6                     1,067,965
FLEXTRONICS INTL LTD ORD        Y2573F10     32,751   2,720,177 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,720,177
FLIR SYS INC         COM        30244510     23,180     765,021 SH       DEFINED   1,2,5,6,12                  765,021
FLORIDA EAST COAST I COM        34063210     13,972     328,905 SH       DEFINED   1,2                         328,905
FLORIDA ROCK INDS IN COM        34114010     26,122     444,105 SH       DEFINED   1,2,5,7,12                  444,105
FLOWERS FOODS INC    COM        34349810     19,446     689,332 SH       DEFINED   1,2,5,6                     689,332
FLOWSERVE CORP       COM        34354P10     34,580   1,336,689 SH       DEFINED   1,2,5,13                  1,336,689
FLUOR CORP NEW       COM        34341210    139,201   2,511,286 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   2,511,286
FLUSHING FINL CORP   COM        34387310      6,811     374,236 SH       DEFINED   1,2                         374,236
FLYI INC             COM        34407T10        887     698,725 SH       DEFINED   1,2                         698,725
FMC TECHNOLOGIES INC COM        30249U10     30,760     927,079 SH       DEFINED   1,2,5,12,13                 927,079
FNB CORP PA          COM        30252010     14,866     776,306 SH       DEFINED   1,2,5                       776,306
FOCUS ENHANCEMENTS I COM        34415910         12      11,700 SH       DEFINED   1                            11,700
FOMENTO ECONOMICO ME SPON ADR U 34441910      4,548      84,934 SH       DEFINED   1,2                          84,934
FONAR CORP           COM        34443710         41      30,200 SH       DEFINED   1                            30,200
FOOT LOCKER INC      COM        34484910     80,047   2,731,993 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   2,731,993
FOOTHILL INDPT BANCO COM        34490510        224       8,875 SH       DEFINED   1                             8,875
FORD MTR CO DEL      COM PAR $0 34537086    702,636  62,015,564 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  62,015,564
FOREST CITY ENTERPRI CL A       34555010     19,905     311,989 SH       DEFINED   1,2,5                       311,989
FOREST LABS INC      COM        34583810    351,193   9,504,539 SH       DEFINED   1,2,5,6,10,12,13          9,504,539
FOREST OIL CORP      COM PAR $0 34609170     46,804   1,155,650 SH       DEFINED   1,2,5,13                  1,155,650
FORMFACTOR INC       COM        34637510      9,003     397,645 SH       DEFINED   1,2                         397,645
FORRESTER RESH INC   COM        34656310      3,108     220,743 SH       DEFINED   1,2                         220,743
FORTUNE BRANDS INC   COM        34963110    408,204   5,062,684 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,062,684
FORWARD AIR CORP     COM        34985310     23,621     554,751 SH       DEFINED   1,2,6                       554,751
FOSSIL INC           COM        34988210     13,315     513,592 SH       DEFINED   1,2,5,6                     513,592
FOSTER L B CO        COM        35006010        128      13,900 SH       DEFINED   1                            13,900
FOUNDATION COAL HLDG COM        35039W10        712      30,290 SH       DEFINED   1,2,5                        30,290
FOUNDRY NETWORKS INC COM        35063R10     11,801   1,192,021 SH       DEFINED   1,2,5                     1,192,021
FOUNTAIN POWERBOAT I COM NEW    35075530         78      13,400 SH       DEFINED   1                            13,400
FOUR SEASONS HOTEL I LTD VTG SH 35100E10      1,867      26,402 SH       DEFINED   1                            26,402
FOX ENTMT GROUP INC  CL A       35138T10      4,379     120,459 SH       DEFINED   1,7                         120,459
FOXHOLLOW TECHNOLOGI COM        35166A10        902      32,000 SH       DEFINED   1                            32,000
FPIC INS GROUP INC   COM        30256310      6,099     189,717 SH       DEFINED   1,2,5                       189,717
FPL GROUP INC        COM        30257110    518,347  12,910,266 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  12,910,266
FRANCE TELECOM       SPONSORED  35177Q10        416      13,924 SH       DEFINED   1                            13,924
FRANKLIN BK CORP DEL COM        35245110      3,332     193,134 SH       DEFINED   1,2                         193,134
FRANKLIN ELEC INC    COM        35351410      8,675     229,912 SH       DEFINED   1,2                         229,912
FRANKLIN RES INC     COM        35461310    376,758   5,488,105 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,488,105
FREDS INC            CL A       35610810     11,807     687,654 SH       DEFINED   1,2,5,6                     687,654
FREEPORT-MCMORAN COP CL B       35671D85    203,253   5,131,367 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,131,367
FREESCALE SEMICONDUC COM CL A   35687M10      2,164     127,681 SH       DEFINED   1,5                         127,681
FREESCALE SEMICONDUC CL B       35687M20    178,111  10,325,251 SH       DEFINED   1,2,5,6,7,8,10,13        10,325,251
FREMONT GEN CORP     COM        35728810     14,347     652,443 SH       DEFINED   1,2,5                       652,443
FRESH DEL MONTE PROD ORD        G3673810        734      24,040 SH       DEFINED   1,5                          24,040
FRIEDMAN BILLINGS RA CL A       35843410     30,967   1,951,323 SH       DEFINED   1,2,5,7                   1,951,323
FRIEDMAN INDS INC    COM        35843510         95      13,840 SH       DEFINED   1                            13,840



FRONTIER AIRLINES IN COM        35906510      5,732     546,981 SH       DEFINED   1,2,6                       546,981
FRONTIER FINL CORP W COM        35907K10      9,341     246,475 SH       DEFINED   1,2,5                       246,475
FRONTIER OIL CORP    COM        35914P10     23,163     638,802 SH       DEFINED   1,2                         638,802
FRONTLINE LTD        ORD        G3682E12        243       4,955 SH       DEFINED   1,5                           4,955
FSI INTL INC         COM        30263310      1,619     382,742 SH       DEFINED   1,2                         382,742
FTI CONSULTING INC   COM        30294110     13,070     633,245 SH       DEFINED   1,2,5                       633,245
FUELCELL ENERGY INC  COM        35952H10      6,134     614,670 SH       DEFINED   1,2,5                       614,670
FUJI PHOTO FILM LTD  ADR        35958630      8,024     219,364 SH       DEFINED   1,2                         219,364
FULLER H B CO        COM        35969410     12,910     445,172 SH       DEFINED   1,2,5                       445,172
FULTON FINL CORP PA  COM        36027110     27,072   1,242,425 SH       DEFINED   1,2,5                     1,242,425
FURNITURE BRANDS INT COM        36092110     22,033   1,010,231 SH       DEFINED   1,2,5,13                  1,010,231
FX ENERGY INC        COM        30269510      4,797     419,317 SH       DEFINED   1,2                         419,317
G & K SVCS INC       CL A       36126810     12,385     307,394 SH       DEFINED   1,2,5,6                     307,394
G B & T BANCSHARES I COM        36146210      2,620     120,979 SH       DEFINED   1,2                         120,979
GABELLI ASSET MGMT I CL A       36239Y10      4,493     100,623 SH       DEFINED   1,2                         100,623
GABLES RESIDENTIAL T SH BEN INT 36241810     22,309     669,938 SH       DEFINED   1,2,3,5                     669,938
GAIAM INC            CL A       36268Q10         84      15,100 SH       DEFINED   1,2                          15,100
GALLAGHER ARTHUR J & COM        36357610     36,930   1,282,305 SH       DEFINED   1,2,5,13                  1,282,305
GALLAHER GROUP PLC   SPONSORED  36359510     16,437     288,420 SH       DEFINED   1                           288,420
GAMESTOP CORP        CL A       36466R10      2,681     120,998 SH       DEFINED   1,2,5                       120,998
GAMESTOP CORP        COM CL B   36466R20     13,099     587,421 SH       DEFINED   1,2,5,6                     587,421
GANDER MOUNTAIN CO   COM        36471P10        862      65,828 SH       DEFINED   1                            65,828
GANNETT INC          COM        36473010    642,197   8,120,847 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   8,120,847
GAP INC DEL          COM        36476010    503,644  23,060,618 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  23,060,618
GARDNER DENVER INC   COM        36555810     18,346     464,329 SH       DEFINED   1,2,6                       464,329
GARMIN LTD           ORD        G3726010      3,621      78,176 SH       DEFINED   1,5,12                       78,176
GARTNER INC          COM        36665110     12,068   1,261,024 SH       DEFINED   1,2,5,13                  1,261,024
GARTNER INC          CL B       36665120        135      14,418 SH       DEFINED   1,13                         14,418
GATEWAY INC          COM        36762610     34,646   8,596,969 SH       DEFINED   1,2,5,6,10,13             8,596,969
GATX CORP            COM        36144810     45,762   1,378,788 SH       DEFINED   1,2,5,6,13                1,378,788
GAYLORD ENTMT CO NEW COM        36790510     20,959     518,787 SH       DEFINED   1,2,7                       518,787
GEMPLUS INTL S A     ADR        36866Y10         68      14,520 SH       DEFINED   1                            14,520
GEMSTAR-TV GUIDE INT COM        36866W10     13,798   3,171,948 SH       DEFINED   1,2,5                     3,171,948
GENAERA CORP         COM        36867G10      1,712     751,018 SH       DEFINED   1,2                         751,018
GENAISSANCE PHARMACE COM        36867W10         18      14,456 SH       DEFINED   1                            14,456
GENCORP INC          COM        36868210     15,544     777,194 SH       DEFINED   1,2,6                       777,194
GENE LOGIC INC       COM        36868910        114      36,404 SH       DEFINED   1,5                          36,404
GENELABS TECHNOLOGIE COM        36870610        608   1,012,989 SH       DEFINED   1,2,5                     1,012,989
GENENCOR INTL INC    COM        36870910      4,170     216,867 SH       DEFINED   1,2                         216,867
GENENTECH INC        COM NEW    36871040    354,069   6,254,525 SH       DEFINED   1,2,5,7,8,10,12,13,14     6,254,525
GENERAL BINDING CORP COM        36915410      2,880     137,165 SH       DEFINED   1,2                         137,165
GENERAL CABLE CORP D COM        36930010      7,304     605,126 SH       DEFINED   1,2,5                       605,126
GENERAL COMMUNICATIO CL A       36938510     10,190   1,116,065 SH       DEFINED   1,2,6                     1,116,065
GENERAL DYNAMICS COR COM        36955010    768,606   7,179,879 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   7,179,879
GENERAL ELEC CO      COM        36960410 12,023,321 333,425,443 SH       DEFINED   1,2,5,6,7,8,10,12,13,14 333,425,443
GENERAL GROWTH PPTYS COM        37002110    174,828   5,126,920 SH       DEFINED   1,2,3,5,7,8,10,12,13,14   5,126,920
GENERAL MARITIME COR SHS        Y2692M10      3,212      66,304 SH       DEFINED   1,2,5                        66,304
GENERAL MLS INC      COM        37033410    480,931   9,784,957 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,784,957
GENERAL MTRS CORP    COM        37044210  2,929,127  99,664,073 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  99,664,073
GENESCO INC          COM        37153210     12,240     430,696 SH       DEFINED   1,2,6                       430,696
GENESEE & WYO INC    CL A       37155910      8,287     319,844 SH       DEFINED   1,2                         319,844
GENESIS HEALTHCARE C COM        37184D10     22,588     526,661 SH       DEFINED   1,2,5                       526,661
GENESIS MICROCHIP IN COM        37184C10      7,005     484,750 SH       DEFINED   1,2                         484,750
GENITOPE CORP        COM        37229P50        244      19,500 SH       DEFINED   1                            19,500
GENLYTE GROUP INC    COM        37230210     28,826     320,391 SH       DEFINED   1,2                         320,391
GEN-PROBE INC NEW    COM        36866T10     33,614     754,354 SH       DEFINED   1,2,5,12,13                 754,354
GENTA INC            COM NEW    37245M20        926     819,502 SH       DEFINED   1,2,5                       819,502



GENTEX CORP          COM        37190110     36,938   1,157,940 SH       DEFINED   1,2,5,12,13               1,157,940
GENTIVA HEALTH SERVI COM        37247A10      6,463     399,460 SH       DEFINED   1,2,5,6                     399,460
GENUINE PARTS CO     COM        37246010    208,571   4,795,846 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,795,846
GENVEC INC           COM        37246C10         24      14,112 SH       DEFINED   1                            14,112
GENWORTH FINL INC    COM CL A   37247D10     40,992   1,489,521 SH       DEFINED   1,2,5,10,12,14            1,489,521
GENZYME CORP         COM        37291710    416,385   7,274,366 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   7,274,366
GEO GROUP INC        COM        36159R10      3,988     139,528 SH       DEFINED   1,2,5                       139,528
GEORGIA GULF CORP    COM PAR $0 37320020     47,195   1,026,419 SH       DEFINED   1,2,5                     1,026,419
GEORGIA PAC CORP     COM        37329810    381,884  10,760,324 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  10,760,324
GERBER SCIENTIFIC IN COM        37373010        239      32,816 SH       DEFINED   1,2,6                        32,816
GERDAU S A           SPONSORED  37373710      2,402     145,562 SH       DEFINED   1,2                         145,562
GERMAN AMERN BANCORP COM        37386510      2,032     131,104 SH       DEFINED   1,2,5                       131,104
GERON CORP           COM        37416310      3,895     637,442 SH       DEFINED   1,2                         637,442
GETTY IMAGES INC     COM        37427610     32,315     454,438 SH       DEFINED   1,2,5,12                    454,438
GETTY RLTY CORP NEW  COM        37429710      7,359     288,027 SH       DEFINED   1,2                         288,027
GEVITY HR INC        COM        37439310      7,328     383,254 SH       DEFINED   1,2                         383,254
GIANT INDS INC       COM        37450810      4,187     162,913 SH       DEFINED   1,2                         162,913
GIBRALTAR INDS INC   COM        37468910      7,530     343,190 SH       DEFINED   1,2                         343,190
G-III APPAREL GROUP  COM        36237H10        103      12,700 SH       DEFINED   1                            12,700
GILEAD SCIENCES INC  COM        37555810    436,262  12,186,076 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  12,186,076
GILLETTE CO          COM        37576610  1,565,198  31,006,298 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  31,006,298
GLACIER BANCORP INC  COM        37637Q10     10,727     351,695 SH       DEFINED   1,2                         351,695
GLADSTONE CAPITAL CO COM        37653510      2,575     121,367 SH       DEFINED   1,2                         121,367
GLAMIS GOLD LTD      COM        37677510      1,974     126,441 SH       DEFINED   1,12,13                     126,441
GLATFELTER           COM        37731610      8,476     574,657 SH       DEFINED   1,2,13                      574,657
GLAXOSMITHKLINE PLC  SPONSORED  37733W10    885,200  19,276,998 SH       DEFINED   1,2                      19,276,998
GLENAYRE TECHNOLOGIE COM        37789910         67      37,475 SH       DEFINED   1                            37,475
GLENBOROUGH RLTY TR  COM        37803P10     14,489     757,777 SH       DEFINED   1,2,3,5                     757,777
GLIMCHER RLTY TR     SH BEN INT 37930210     18,774     792,153 SH       DEFINED   1,2,3,5                     792,153
GLOBAL CROSSING LTD  SHS NEW    G3921A17        301      19,400 SH       DEFINED   1                            19,400
GLOBAL IMAGING SYSTE COM        37934A10     13,736     387,352 SH       DEFINED   1,2,6                       387,352
GLOBAL INDS LTD      COM        37933610     12,559   1,336,064 SH       DEFINED   1,2,5                     1,336,064
GLOBAL PMTS INC      COM        37940X10     24,653     382,277 SH       DEFINED   1,2,5,6                     382,277
GLOBAL POWER EQUIPME COM        37941P10      4,854     506,649 SH       DEFINED   1,2,5                       506,649
GLOBAL SIGNAL INC    COM        37944Q10      4,558     152,144 SH       DEFINED   1,2                         152,144
GLOBALSANTAFE CORP   SHS        G3930E10     45,632   1,231,960 SH       DEFINED   1,5,7,8,10,12,13,14       1,231,960
GMH CMNTYS TR        COM        36188G10      7,856     670,847 SH       DEFINED   1,2,3                       670,847
GOLD BANC CORP INC   COM        37990710      8,085     576,276 SH       DEFINED   1,2,5                       576,276
GOLD KIST INC        COM        38061410      2,349     147,723 SH       DEFINED   1,2                         147,723
GOLDEN TELECOM INC   COM        38122G10      4,937     192,838 SH       DEFINED   1,2                         192,838
GOLDEN WEST FINL COR COM        38131710    503,782   8,326,981 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   8,326,981
GOLDMAN SACHS GROUP  COM        38141G10  1,385,690  12,598,331 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  12,598,331
GOODRICH CORP        COM        38238810    137,886   3,601,109 SH       DEFINED   1,2,5,6,7,10,13           3,601,109
GOODRICH PETE CORP   COM NEW    38241040        232      11,000 SH       DEFINED   1                            11,000
GOODYEAR TIRE & RUBR COM        38255010    108,570   8,132,574 SH       DEFINED   1,2,5,6,10,13             8,132,574
GOODYS FAMILY CLOTHI COM        38258810      3,625     401,849 SH       DEFINED   1,2,5,6                     401,849
GOOGLE INC           CL A       38259P50     99,214     549,629 SH       DEFINED   1,2,5,7,8,10,12,13,14       549,629
GOREMOTE INTERNET CO COM        38285910         21      13,500 SH       DEFINED   1                            13,500
GORMAN RUPP CO       COM        38308210      6,414     298,864 SH       DEFINED   1,2                         298,864
GOTTSCHALKS INC      COM        38348510        114      10,992 SH       DEFINED   1                            10,992
GOVERNMENT PPTYS TR  COM        38374W10      4,687     470,615 SH       DEFINED   1,2                         470,615
GP STRATEGIES CORP   COM        36225V10        145      20,257 SH       DEFINED   1                            20,257
GRACE W R & CO DEL N COM        38388F10      8,633   1,013,263 SH       DEFINED   1,2                       1,013,263
GRACO INC            COM        38410910     44,022   1,090,738 SH       DEFINED   1,2,5,12,13               1,090,738
GRAFTECH INTL LTD    COM        38431310      8,746   1,537,129 SH       DEFINED   1,2,5                     1,537,129
GRAINGER W W INC     COM        38480210    159,761   2,565,612 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   2,565,612
GRAMERCY CAP CORP    COM        38487110      1,850      94,880 SH       DEFINED   1,2                          94,880



GRANITE CONSTR INC   COM        38732810     24,303     925,113 SH       DEFINED   1,2,5,13                    925,113
GRANT PRIDECO INC    COM        38821G10     52,445   2,170,741 SH       DEFINED   1,2,5,12,13               2,170,741
GRAPHIC PACKAGING CO COM        38868810      4,409     999,762 SH       DEFINED   1,2                         999,762
GRAY TELEVISION INC  COM        38937510     10,651     736,044 SH       DEFINED   1,2                         736,044
GREAT AMERN FINL RES COM        38991510      1,949     115,053 SH       DEFINED   1,2                         115,053
GREAT ATLANTIC & PAC COM        39006410      4,929     330,788 SH       DEFINED   1,2,5,6                     330,788
GREAT LAKES CHEM COR COM        39056810     53,919   1,678,686 SH       DEFINED   1,2,5,6,10,13             1,678,686
GREAT NORTHN IRON OR CTFS BEN I 39106410      1,472      13,248 SH       DEFINED   1,5                          13,248
GREAT PLAINS ENERGY  COM        39116410     35,494   1,160,692 SH       DEFINED   1,2,5,13                  1,160,692
GREAT SOUTHN BANCORP COM        39090510      4,862     149,746 SH       DEFINED   1,2                         149,746
GREAT WOLF RESORTS I COM        39152310        474      19,000 SH       DEFINED   1,2                          19,000
GREATER BAY BANCORP  COM        39164810     26,149   1,071,234 SH       DEFINED   1,2,5,13                  1,071,234
GREENBRIER COS INC   COM        39365710      3,281      93,500 SH       DEFINED   1,2                          93,500
GREENFIELD ONLINE IN COM        39515010      1,257      63,950 SH       DEFINED   1                            63,950
GREENHILL & CO INC   COM        39525910      5,238     146,323 SH       DEFINED   1,2                         146,323
GREIF INC            CL A       39762410     16,006     229,710 SH       DEFINED   1,2                         229,710
GREY WOLF INC        COM        39788810     18,366   2,791,184 SH       DEFINED   1,2,5                     2,791,184
GRIFFIN LD & NURSERI CL A       39823110        224       8,600 SH       DEFINED   1                             8,600
GRIFFON CORP         COM        39843310      8,721     407,322 SH       DEFINED   1,2,6                       407,322
GROUP 1 AUTOMOTIVE I COM        39890510      8,704     330,961 SH       DEFINED   1,2,6                       330,961
GROUPE CGI INC       CL A SUB V 39945C10         90      14,270 SH       DEFINED   1                            14,270
GROUPE DANONE        SPONSORED  39944910        880      44,046 SH       DEFINED   1                            44,046
GRUPO AEROPORTUARIO  SPON ADR S 40051E20        752      26,825 SH       DEFINED   1,7                          26,825
GRUPO TELEVISA SA DE SP ADR REP 40049J20     11,631     197,805 SH       DEFINED   1,2                         197,805
GSI COMMERCE INC     COM        36238G10      4,042     298,755 SH       DEFINED   1,2,5                       298,755
GTECH HLDGS CORP     COM        40051810     46,685   1,984,053 SH       DEFINED   1,2,5,7,8,10,12,13,14     1,984,053
GTX INC DEL          COM        40052B10        655      72,011 SH       DEFINED   1,2                          72,011
GUESS INC            COM        40161710      3,870     282,474 SH       DEFINED   1,2                         282,474
GUIDANT CORP         COM        40169810    696,774   9,428,606 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,428,606
GUILFORD PHARMACEUTI COM        40182910      1,216     528,693 SH       DEFINED   1,2                         528,693
GUITAR CTR MGMT INC  COM        40204010     24,529     447,363 SH       DEFINED   1,2,5,6                     447,363
GULF ISLAND FABRICAT COM        40230710      2,941     125,361 SH       DEFINED   1,2                         125,361
GULFMARK OFFSHORE IN COM        40262910      5,749     221,872 SH       DEFINED   1,2,5                       221,872
GYMBOREE CORP        COM        40377710      6,458     514,975 SH       DEFINED   1,2,6                       514,975
HAEMONETICS CORP     COM        40502410     32,992     782,531 SH       DEFINED   1,2,5,6                     782,531
HAGGAR CORP          COM        40517310        485      24,023 SH       DEFINED   1,6                          24,023
HAIN CELESTIAL GROUP COM        40521710      9,651     517,758 SH       DEFINED   1,2,5,6                     517,758
HALLIBURTON CO       COM        40621610    663,667  15,344,911 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  15,344,911
HAMPSHIRE GROUP LTD  COM        40885910        219       5,500 SH       DEFINED   1                             5,500
HANAROTELECOM INC    SPONSORED  40964920         37      12,549 SH       DEFINED   1                            12,549
HANCOCK FABRICS INC  COM        40990010      2,352     316,150 SH       DEFINED   1,2,6                       316,150
HANCOCK HLDG CO      COM        41012010     15,678     482,400 SH       DEFINED   1,2                         482,400
HANDLEMAN CO DEL     COM        41025210      7,419     391,301 SH       DEFINED   1,2                         391,301
HANGER ORTHOPEDIC GR COM NEW    41043F20      2,037     342,333 SH       DEFINED   1,2,5                       342,333
HANMI FINL CORP      COM        41049510      7,428     448,832 SH       DEFINED   1,2                         448,832
HANOVER COMPRESSOR C COM        41076810     23,605   1,955,645 SH       DEFINED   1,2,5,13                  1,955,645
HANSEN NAT CORP      COM        41131010      4,828      80,537 SH       DEFINED   1,2                          80,537
HANSON PLC NEW       SPONSORED  41134910        289       6,133 SH       DEFINED   1                             6,133
HARBOR FLA BANCSHARE COM        41190110     10,834     317,711 SH       DEFINED   1,2,5                       317,711
HARDINGE INC         COM        41232430      6,000     444,445 SH       DEFINED   1                           444,445
HARKEN ENERGY CORP   COM NEW    41255230         46      94,171 SH       DEFINED   1                            94,171
HARLAND JOHN H CO    COM        41269310     18,456     537,147 SH       DEFINED   1,2,5,6                     537,147
HARLEY DAVIDSON INC  COM        41282210    568,317   9,839,281 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,839,281
HARLEYSVILLE GROUP I COM        41282410      5,957     299,964 SH       DEFINED   1,2                         299,964
HARLEYSVILLE NATL CO COM        41285010      8,303     390,718 SH       DEFINED   1,2                         390,718
HARMAN INTL INDS INC COM        41308610    106,976   1,209,312 SH       DEFINED   1,2,5,7,8,10,12,13,14     1,209,312
HARMONIC INC         COM        41316010     11,805   1,234,829 SH       DEFINED   1,2,5,6                   1,234,829



HARMONY GOLD MNG LTD SPONSORED  41321630        329      42,184 SH       DEFINED   1                            42,184
HARRAHS ENTMT INC    COM        41361910    403,640   6,250,228 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   6,250,228
HARRIS & HARRIS GROU COM        41383310      2,445     203,059 SH       DEFINED   1,2                         203,059
HARRIS CORP DEL      COM        41387510     79,792   2,443,861 SH       DEFINED   1,2,5,7,10,13             2,443,861
HARRIS INTERACTIVE I COM        41454910      3,433     744,768 SH       DEFINED   1,2                         744,768
HARSCO CORP          COM        41586410     32,046     537,589 SH       DEFINED   1,2,5,12,13                 537,589
HARTE-HANKS INC      COM        41619610     39,233   1,423,554 SH       DEFINED   1,2,5,10,13               1,423,554
HARTFORD FINL SVCS G COM        41651510  1,354,004  19,749,182 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  19,749,182
HARTMARX CORP        COM        41711910      3,249     340,524 SH       DEFINED   1,2                         340,524
HARVARD BIOSCIENCE I COM        41690610         61      15,632 SH       DEFINED   1                            15,632
HARVEST NATURAL RESO COM        41754V10      6,424     540,257 SH       DEFINED   1,2,5                       540,257
HASBRO INC           COM        41805610    113,353   5,542,926 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,542,926
HAVAS                SPONSORED  41931310         73      12,678 SH       DEFINED   1                            12,678
HAVERTY FURNITURE IN COM        41959610      4,703     308,382 SH       DEFINED   1,2,6                       308,382
HAWAIIAN ELEC INDUST COM        41987010     30,489   1,194,713 SH       DEFINED   1,2,5,13                  1,194,713
HAWAIIAN HOLDINGS IN COM        41987910         78      11,915 SH       DEFINED   1                            11,915
HAWK CORP            CL A       42008910        165      16,200 SH       DEFINED   1                            16,200
HAWKINS INC          COM        42026110        148      12,452 SH       DEFINED   1                            12,452
HAYES LEMMERZ INTL I COM NEW    42078130      2,916     560,820 SH       DEFINED   1,2                         560,820
HCA INC              COM        40411910    627,822  11,719,663 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  11,719,663
HCC INS HLDGS INC    COM        40413210     31,440     869,473 SH       DEFINED   1,2,5,13                    869,473
HEADWATERS INC       COM        42210P10     18,718     570,309 SH       DEFINED   1,2                         570,309
HEALTH CARE PPTY INV COM        42191510     30,326   1,292,110 SH       DEFINED   1,2,5                     1,292,110
HEALTH CARE REIT INC COM        42217K10     18,088     565,253 SH       DEFINED   1,2,5                       565,253
HEALTH MGMT ASSOC IN CL A       42193310    178,081   6,802,182 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   6,802,182
HEALTH NET INC       COM        42222G10     75,955   2,322,059 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,322,059
HEALTHCARE RLTY TR   COM        42194610     28,325     777,295 SH       DEFINED   1,2,5                       777,295
HEALTHCARE SVCS GRP  COM        42190610      5,280     217,747 SH       DEFINED   1,2                         217,747
HEALTHEXTRAS INC     COM        42221110      4,815     289,206 SH       DEFINED   1,2                         289,206
HEALTHTRONICS INC    COM        42222L10        688      63,973 SH       DEFINED   1,2,5                        63,973
HEARST-ARGYLE TELEVI COM        42231710     13,549     531,340 SH       DEFINED   1,2,5                       531,340
HEARTLAND EXPRESS IN COM        42234710     23,868   1,246,345 SH       DEFINED   1,2,5,6                   1,246,345
HEARTLAND FINL USA I COM        42234Q10      2,512     126,465 SH       DEFINED   1,2                         126,465
HECLA MNG CO         COM        42270410      9,978   1,820,834 SH       DEFINED   1,2,5                     1,820,834
HEICO CORP NEW       COM        42280610      5,892     293,131 SH       DEFINED   1,2,5                       293,131
HEICO CORP NEW       CL A       42280620        208      13,114 SH       DEFINED   1                            13,114
HEIDRICK & STRUGGLES COM        42281910     11,318     307,812 SH       DEFINED   1,2,5,6                     307,812
HEINZ H J CO         COM        42307410    391,211  10,619,203 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  10,619,203
HELEN OF TROY CORP L COM        G4388N10        619      22,607 SH       DEFINED   1,5                          22,607
HELIX TECHNOLOGY COR COM        42331910      7,066     456,747 SH       DEFINED   1,2,6                       456,747
HELLENIC TELECOM ORG SPONSORED  42332530        423      48,012 SH       DEFINED   1                            48,012
HELMERICH & PAYNE IN COM        42345210     40,409   1,018,106 SH       DEFINED   1,2,5,6,13                1,018,106
HEMISPHERX BIOPHARMA COM        42366C10         45      30,210 SH       DEFINED   1,5                          30,210
HENRY JACK & ASSOC I COM        42628110     18,340   1,019,467 SH       DEFINED   1,2,5,13                  1,019,467
HERCULES INC         COM        42705610     50,785   3,504,846 SH       DEFINED   1,2,5,6,10,13             3,504,846
HERITAGE COMMERCE CO COM        42692710        269      14,600 SH       DEFINED   1                            14,600
HERITAGE PPTY INVT T COM        42725M10     31,937   1,076,057 SH       DEFINED   1,2,3                     1,076,057
HERLEY INDS INC DEL  COM        42739810      2,955     172,727 SH       DEFINED   1,2                         172,727
HERSHA HOSPITALITY T SH BEN INT 42782510        117      11,700 SH       DEFINED   1,2                          11,700
HERSHEY FOODS CORP   COM        42786610    363,178   6,006,908 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   6,006,908
HEWITT ASSOCS INC    COM        42822Q10      9,843     370,030 SH       DEFINED   1,2,5                       370,030
HEWLETT PACKARD CO   COM        42823610  2,049,383  93,408,544 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  93,408,544
HEXCEL CORP NEW      COM        42829110      8,239     531,212 SH       DEFINED   1,2                         531,212
HI / FN INC          COM        42835810        138      19,020 SH       DEFINED   1                            19,020
HIBBETT SPORTING GOO COM        42856510     13,797     459,300 SH       DEFINED   1,2,6                       459,300
HIBERNIA CORP        CL A       42865610     98,086   3,064,233 SH       DEFINED   1,2,5,7,8,10,12,13,14     3,064,233
HICKORY TECH CORP    COM        42906010        171      16,862 SH       DEFINED   1                            16,862



HIGHLAND HOSPITALITY COM        43014110      5,104     493,171 SH       DEFINED   1,2                         493,171
HIGHWOODS PPTYS INC  COM        43128410     44,767   1,669,159 SH       DEFINED   1,2,3,5,13                1,669,159
HILB ROGAL & HOBBS C COM        43129410     20,960     585,488 SH       DEFINED   1,2,5                       585,488
HILFIGER TOMMY CORP  ORD        G8915Z10        771      65,856 SH       DEFINED   1,2,5                        65,856
HILLENBRAND INDS INC COM        43157310     55,835   1,006,584 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   1,006,584
HILTON HOTELS CORP   COM        43284810    331,172  14,817,561 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  14,817,561
HITACHI LIMITED      ADR 10 COM 43357850     12,990     209,077 SH       DEFINED   1,2                         209,077
HI-TECH PHARMACAL IN COM        42840B10        234      10,650 SH       DEFINED   1                            10,650
HNI CORP             COM        40425110     35,715     794,552 SH       DEFINED   1,2,5,6,12,13               794,552
HOLLINGER INTL INC   CL A       43556910      9,008     826,398 SH       DEFINED   1,2,5                       826,398
HOLLIS-EDEN PHARMACE COM        43590210      1,251     177,539 SH       DEFINED   1,2                         177,539
HOLLY CORP           COM PAR $0 43575830     14,193     380,819 SH       DEFINED   1,2                         380,819
HOLLY ENERGY PARTNER COM UT LTD 43576310        210       5,600 SH       DEFINED   1                             5,600
HOLLYWOOD ENTMT CORP COM        43614110     10,646     808,384 SH       DEFINED   1,2,5                       808,384
HOLOGIC INC          COM        43644010     11,038     346,303 SH       DEFINED   1,2,5,6                     346,303
HOME DEPOT INC       COM        43707610  2,817,012  73,666,621 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  73,666,621
HOME PROPERTIES INC  COM        43730610     29,339     756,155 SH       DEFINED   1,2,3,5                     756,155
HOMEBANC CORP GA     COM        43738R10      4,803     543,372 SH       DEFINED   1,2                         543,372
HOMESTORE INC        COM        43785210      3,386   1,525,407 SH       DEFINED   1,2,5                     1,525,407
HONDA MOTOR LTD      AMERN SHS  43812830        929      37,082 SH       DEFINED   1                            37,082
HONEYWELL INTL INC   COM        43851610  3,800,866 102,146,357 SH       DEFINED   1,2,5,6,7,8,10,12,13,14 102,146,357
HOOKER FURNITURE COR COM        43903810      1,583      83,777 SH       DEFINED   1,2                          83,777
HOOPER HOLMES INC    COM        43910410      3,484     911,928 SH       DEFINED   1,2,6                       911,928
HORACE MANN EDUCATOR COM        44032710     14,995     845,237 SH       DEFINED   1,2,5,13                    845,237
HORIZON FINL CORP WA COM        44041F10      3,663     195,061 SH       DEFINED   1,2,5                       195,061
HORIZON OFFSHORE INC COM        44043J10         16      40,369 SH       DEFINED   1,5                          40,369
HORMEL FOODS CORP    COM        44045210     43,570   1,400,513 SH       DEFINED   1,2,5,7,13                1,400,513
HORNBECK OFFSHORE SV COM        44054310      1,716      68,493 SH       DEFINED   1,2                          68,493
HOSPIRA INC          COM        44106010    152,468   4,724,751 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,724,751
HOSPITALITY PPTYS TR COM SH BEN 44106M10     56,192   1,391,586 SH       DEFINED   1,2,3,5,13                1,391,586
HOST MARRIOTT CORP N COM        44107P10    125,973   7,607,066 SH       DEFINED   1,2,3,5,7,8,10,12,13,14   7,607,066
HOT TOPIC INC        COM        44133910     19,292     882,910 SH       DEFINED   1,2,5,6                     882,910
HOUSTON EXPL CO      COM        44212010     13,842     243,051 SH       DEFINED   1,2                         243,051
HOVNANIAN ENTERPRISE CL A       44248720     24,989     489,971 SH       DEFINED   1,2,5,13                    489,971
HRPT PPTYS TR        COM SH BEN 40426W10     40,448   3,396,172 SH       DEFINED   1,2,3,5                   3,396,172
HSBC HLDGS PLC       SPON ADR N 40428040     14,785     186,210 SH       DEFINED   1,2                         186,210
HUB GROUP INC        CL A       44332010     13,412     214,014 SH       DEFINED   1,2                         214,014
HUBBELL INC          CL B       44351020     44,518     871,189 SH       DEFINED   1,2,5,6,12,13               871,189
HUDSON CITY BANCORP  COM        44368310     25,460     696,573 SH       DEFINED   1,2,5                       696,573
HUDSON HIGHLAND GROU COM        44379210      5,214     305,068 SH       DEFINED   1,2,5                       305,068
HUDSON UNITED BANCOR COM        44416510     19,024     539,700 SH       DEFINED   1,2,5                       539,700
HUGHES SUPPLY INC    COM        44448210     25,226     847,933 SH       DEFINED   1,2,5,6,12                  847,933
HUGOTON RTY TR TEX   UNIT BEN I 44471710        449      15,219 SH       DEFINED   1                            15,219
HUMAN GENOME SCIENCE COM        44490310     18,467   2,002,961 SH       DEFINED   1,2,5                     2,002,961
HUMANA INC           COM        44485910    227,966   7,137,330 SH       DEFINED   1,2,5,6,10,13             7,137,330
HUNT J B TRANS SVCS  COM        44565810     36,549     835,025 SH       DEFINED   1,2,5,12,13                 835,025
HUNTINGTON BANCSHARE COM        44615010    186,725   7,812,776 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   7,812,776
HUNTSMAN CORP        COM        44701110      1,761      75,500 SH       DEFINED   1                            75,500
HURON CONSULTING GRO COM        44746210        797      38,462 SH       DEFINED   1                            38,462
HUTCHINSON TECHNOLOG COM        44840710     15,887     456,775 SH       DEFINED   1,2,5,6                     456,775
HUTTIG BLDG PRODS IN COM        44845110        164      15,027 SH       DEFINED   1                            15,027
HYDRIL               COM        44877410     15,815     270,756 SH       DEFINED   1,2                         270,756
HYPERCOM CORP        COM        44913M10      3,314     700,597 SH       DEFINED   1,2                         700,597
HYPERION SOLUTIONS C COM        44914M10     34,040     771,708 SH       DEFINED   1,2,5,6                     771,708
IAC INTERACTIVECORP  COM        44919P10    114,470   5,140,103 SH       DEFINED   1,2,5,7,8,10,12,13,14     5,140,103
IBERIABANK CORP      COM        45082810      5,660     100,602 SH       DEFINED   1,2,5                       100,602
ICICI BK LTD         ADR        45104G10     31,787   1,534,129 SH       DEFINED   1,2,4,5                   1,534,129



ICOS CORP            COM        44929510     13,617     606,291 SH       DEFINED   1,2,5                       606,291
ICT GROUP INC        COM        44929Y10      1,396     123,900 SH       DEFINED   1                           123,900
ICU MED INC          COM        44930G10      5,974     168,275 SH       DEFINED   1,2,6                       168,275
IDACORP INC          COM        45110710     32,214   1,135,493 SH       DEFINED   1,2,5,6,13                1,135,493
IDENIX PHARMACEUTICA COM        45166R20      1,672      84,209 SH       DEFINED   1                            84,209
IDENTIX INC          COM        45190610      7,111   1,408,187 SH       DEFINED   1,2                       1,408,187
IDEX CORP            COM        45167R10     37,900     939,285 SH       DEFINED   1,2,5,6,12                  939,285
IDEXX LABS INC       COM        45168D10     28,001     517,011 SH       DEFINED   1,2,5,6,7                   517,011
IDT CORP             COM        44894710      3,595     253,177 SH       DEFINED   1,2                         253,177
IDT CORP             CL B       44894730      3,175     214,658 SH       DEFINED   1,2                         214,658
IDX SYS CORP         COM        44949110     10,922     314,491 SH       DEFINED   1,2                         314,491
I-FLOW CORP          COM NEW    44952030      4,128     260,766 SH       DEFINED   1,2                         260,766
IGATE CORP           COM        45169U10      1,035     277,366 SH       DEFINED   1,2                         277,366
IHOP CORP            COM        44962310     17,975     376,985 SH       DEFINED   1,2,6                       376,985
II VI INC            COM        90210410      5,724     328,202 SH       DEFINED   1,2                         328,202
IKON OFFICE SOLUTION COM        45171310    200,583  20,281,361 SH       DEFINED   1,2,5,6                  20,281,361
ILLINOIS TOOL WKS IN COM        45230810    755,146   8,434,556 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   8,434,556
ILLUMINA INC         COM        45232710      5,708     706,447 SH       DEFINED   1,2                         706,447
IMAGISTICS INTERNATI COM        45247T10     10,957     313,679 SH       DEFINED   1,2,5,6                     313,679
IMATION CORP         COM        45245A10     24,437     703,213 SH       DEFINED   1,2,5,13                    703,213
IMCLONE SYS INC      COM        45245W10     22,619     655,633 SH       DEFINED   1,2,5,12                    655,633
IMMERSION CORP       COM        45252110         96      16,024 SH       DEFINED   1                            16,024
IMMUCOR INC          COM        45252610     24,137     799,517 SH       DEFINED   1,2,6                       799,517
IMMUNICON CORP DEL   COM        45260A10        404      68,533 SH       DEFINED   1,2                          68,533
IMMUNOGEN INC        COM        45253H10      4,347     831,141 SH       DEFINED   1,2,5                       831,141
IMMUNOMEDICS INC     COM        45290710      1,668     686,499 SH       DEFINED   1,2,5                       686,499
IMPAC MED SYS INC    COM        45255A10        231       9,700 SH       DEFINED   1                             9,700
IMPAC MTG HLDGS INC  COM        45254P10     21,422   1,116,889 SH       DEFINED   1,2,5                     1,116,889
IMPAX LABORATORIES I COM        45256B10     12,192     762,030 SH       DEFINED   1,2                         762,030
IMPERIAL CHEM INDS P ADR NEW    45270450        289      14,165 SH       DEFINED   1                            14,165
IMPERIAL OIL LTD     COM NEW    45303840        838      11,004 SH       DEFINED   1                            11,004
IMPERIAL TOBACCO GRO SPONSORED  45314210        340       6,387 SH       DEFINED   1                             6,387
IMS HEALTH INC       COM        44993410    238,442   9,776,225 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,776,225
INAMED CORP          COM        45323510     33,183     474,863 SH       DEFINED   1,2,5,12,13                 474,863
INCO LTD             COM        45325840        315       7,926 SH       DEFINED   1                             7,926
INCYTE CORP          COM        45337C10      7,711   1,129,027 SH       DEFINED   1,2,5                     1,129,027
INDEPENDENCE CMNTY B COM        45341410     44,239   1,134,330 SH       DEFINED   1,2,5,13                  1,134,330
INDEPENDENCE HLDG CO COM NEW    45344030      1,237      68,592 SH       DEFINED   1,2                          68,592
INDEPENDENT BANK COR COM        45383610      6,962     240,086 SH       DEFINED   1,2,5                       240,086
INDEPENDENT BANK COR COM        45383810     10,893     378,607 SH       DEFINED   1,2                         378,607
INDEVUS PHARMACEUTIC COM        45407210      1,892     680,466 SH       DEFINED   1,2,5                       680,466
INDIA FD INC         COM        45408910      2,618      96,372 SH       DEFINED   7                            96,372
INDYMAC BANCORP INC  COM        45660710     26,726     786,073 SH       DEFINED   1,2,5,13                    786,073
INERGY L P           UNIT LTD P 45661510        647      20,000 SH       DEFINED   1                            20,000
INFINITY PPTY & CAS  COM        45665Q10     11,945     382,113 SH       DEFINED   1,2,5                       382,113
INFOCROSSING INC     COM        45664X10      3,654     230,673 SH       DEFINED   1,2                         230,673
INFOCUS CORP         COM        45665B10      3,398     591,939 SH       DEFINED   1,2,5                       591,939
INFORMATICA CORP     COM        45666Q10     10,475   1,266,577 SH       DEFINED   1,2,5                     1,266,577
INFOSPACE INC        COM NEW    45678T20     21,627     529,683 SH       DEFINED   1,2                         529,683
INFOSYS TECHNOLOGIES SPONSORED  45678810      7,511     101,875 SH       DEFINED   1,2                         101,875
INFOUSA INC NEW      COM        45681830      5,977     568,680 SH       DEFINED   1,2                         568,680
INFRASOURCE SVCS INC COM        45684P10      1,069      89,121 SH       DEFINED   1                            89,121
ING GROUP N V        SPONSORED  45683710     33,271   1,100,586 SH       DEFINED   1,2                       1,100,586
INGERSOLL-RAND COMPA CL A       G4776G10    331,774   4,165,401 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,165,401
INGLES MKTS INC      CL A       45703010      2,137     160,400 SH       DEFINED   1,2,5                       160,400
INGRAM MICRO INC     CL A       45715310     49,358   2,960,891 SH       DEFINED   1,2,5,10,12,14            2,960,891
INKINE PHARMACEUTICA COM        45721410      1,989     641,604 SH       DEFINED   1,2                         641,604



INLAND REAL ESTATE C COM NEW    45746120        761      50,600 SH       DEFINED   1                            50,600
INNKEEPERS USA TR    COM        4576J010     16,517   1,279,407 SH       DEFINED   1,2,3,5                   1,279,407
INNODATA ISOGEN INC  COM NEW    45764220         43      11,700 SH       DEFINED   1                            11,700
INNOVATIVE SOLUTIONS COM        45769N10      3,677     115,823 SH       DEFINED   1,2                         115,823
INNOVEX INC          COM        45764710         71      19,983 SH       DEFINED   1                            19,983
INPHONIC INC         COM        45772G10      2,189      96,350 SH       DEFINED   1,2                          96,350
INPUT/OUTPUT INC     COM        45765210      6,078     942,271 SH       DEFINED   1,2                         942,271
INSIGHT COMMUNICATIO CL A       45768V10     11,013     929,401 SH       DEFINED   1,2,5                       929,401
INSIGHT ENTERPRISES  COM        45765U10     16,497     939,479 SH       DEFINED   1,2,5,6                     939,479
INSITUFORM TECHNOLOG CL A       45766710      8,135     560,662 SH       DEFINED   1,2,6                       560,662
INSPIRE PHARMACEUTIC COM        45773310      4,813     589,877 SH       DEFINED   1,2                         589,877
INSTINET GROUP INC   COM        45775010     10,178   1,730,975 SH       DEFINED   1,2,5                     1,730,975
INSURANCE AUTO AUCTI COM        45787510      4,513     162,038 SH       DEFINED   1,2,5,6                     162,038
INTAC INTL           COM        45811T10      1,101      87,417 SH       DEFINED   1,2                          87,417
INTEGRA BK CORP      COM        45814P10      7,324     330,823 SH       DEFINED   1,2                         330,823
INTEGRA LIFESCIENCES COM NEW    45798520     12,767     362,486 SH       DEFINED   1,2,6                       362,486
INTEGRATED ALARM SVC COM        45890M10        102      20,130 SH       DEFINED   1                            20,130
INTEGRATED CIRCUIT S COM        45811K20     18,312     957,764 SH       DEFINED   1,2,5,13                    957,764
INTEGRATED DEVICE TE COM        45811810     24,957   2,074,565 SH       DEFINED   1,2,5,13                  2,074,565
INTEGRATED ELECTRICA COM        45811E10      1,348     488,444 SH       DEFINED   1,2,5                       488,444
INTEGRATED SILICON S COM        45812P10      3,442     513,742 SH       DEFINED   1,2,5                       513,742
INTEL CORP           COM        45814010  4,841,234 208,404,389 SH       DEFINED   1,2,5,6,7,8,10,12,13,14 208,404,389
INTELIDATA TECHNOLOG COM        45814T10         36     124,388 SH       DEFINED   1,5                         124,388
INTELLISYNC CORP     COM        45817610        178      48,610 SH       DEFINED   1,5                          48,610
INTER PARFUMS INC    COM        45833410        736      51,112 SH       DEFINED   1,2                          51,112
INTER TEL INC        COM        45837210     14,871     606,965 SH       DEFINED   1,2,6                       606,965
INTERACTIVE DATA COR COM        45840J10     11,571     557,619 SH       DEFINED   1,2,5                       557,619
INTERCHANGE CORP     COM        45845K10        305      30,116 SH       DEFINED   1                            30,116
INTERCHANGE FINL SVC COM        45844710      4,258     246,830 SH       DEFINED   1,2                         246,830
INTERCONTINENTAL HOT SPONS ADR  45857320        336      28,451 SH       DEFINED   1                            28,451
INTERDIGITAL COMMUNI COM        45866A10     14,158     924,165 SH       DEFINED   1,2,5                       924,165
INTERFACE INC        CL A       45866510      5,788     848,642 SH       DEFINED   1,2,5,6                     848,642
INTERGRAPH CORP      COM        45868310     18,837     653,822 SH       DEFINED   1,2,5                       653,822
INTERLAND INC        COM NEW    45872720         26      12,327 SH       DEFINED   1                            12,327
INTERLINE BRANDS INC COM        45874310        336      17,600 SH       DEFINED   1,2                          17,600
INTERMAGNETICS GEN C COM        45877110     12,450     511,523 SH       DEFINED   1,2,6                       511,523
INTERMIX MEDIA INC   COM        45881X10         86      11,700 SH       DEFINED   1                            11,700
INTERMUNE INC        COM        45884X10      4,405     400,433 SH       DEFINED   1,2,5                       400,433
INTERNAP NETWORK SVC COM        45885A10      1,605   2,719,878 SH       DEFINED   1,2                       2,719,878
INTERNATIONAL BANCSH COM        45904410     11,887     342,866 SH       DEFINED   1,2,5                       342,866
INTERNATIONAL BUSINE COM        45920010  9,604,768 105,107,992 SH       DEFINED   1,2,5,6,7,8,10,12,13,14 105,107,992
INTERNATIONAL DISPLA COM        45941210        108      11,378 SH       DEFINED   1                            11,378
INTERNATIONAL FLAVOR COM        45950610    108,361   2,743,325 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   2,743,325
INTERNATIONAL GAME T COM        45990210    250,046   9,379,056 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,379,056
INTERNATIONAL RECTIF COM        46025410     41,185     905,159 SH       DEFINED   1,2,5,12,13                 905,159
INTERNATIONAL SHIPHO COM NEW    46032120        163      10,700 SH       DEFINED   1                            10,700
INTERNATIONAL SPEEDW CL A       46033520     28,954     533,720 SH       DEFINED   1,2,5,10,13                 533,720
INTERNATIONAL STL GR COM        46037710     10,775     272,791 SH       DEFINED   1,2,5,12                    272,791
INTERNET CAP GROUP I COM NEW    46059C20      3,860     549,825 SH       DEFINED   1,2                         549,825
INTERNET SEC SYS INC COM        46060X10     16,161     883,112 SH       DEFINED   1,2,5,6                     883,112
INTERPUBLIC GROUP CO COM        46069010    139,502  11,360,058 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  11,360,058
INTERSECTIONS INC    COM        46098130      1,367      93,986 SH       DEFINED   1                            93,986
INTERSIL CORP        CL A       46069S10     37,316   2,154,510 SH       DEFINED   1,2,5,12,13               2,154,510
INTERVIDEO INC       COM        46114Y10        920      83,619 SH       DEFINED   1,2                          83,619
INTERVOICE INC NEW   COM        46114210      6,878     613,583 SH       DEFINED   1,2,5                       613,583
INTERWOVEN INC       COM NEW    46114T50      5,010     643,080 SH       DEFINED   1,2,5                       643,080
INTEVAC INC          COM        46114810      1,907     202,230 SH       DEFINED   1,2                         202,230



INTL PAPER CO        COM        46014610  1,278,042  34,738,834 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  34,738,834
INTRADO INC          COM        46117A10      3,791     308,227 SH       DEFINED   1,2,6                       308,227
INTRALASE CORP       COM        46116910      1,583      94,573 SH       DEFINED   1,2                          94,573
INTRAWARE INC        COM        46118M10          8      12,476 SH       DEFINED   1                            12,476
INTUIT               COM        46120210    244,450   5,584,872 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,584,872
INTUITIVE SURGICAL I COM NEW    46120E60     22,548     495,880 SH       DEFINED   1,2                         495,880
INVACARE CORP        COM        46120310     20,136     451,170 SH       DEFINED   1,2,5,6                     451,170
INVERNESS MED INNOVA COM        46126P10      5,084     216,328 SH       DEFINED   1,2,5                       216,328
INVESTMENT TECHNOLOG COM        46145F10     14,731     841,765 SH       DEFINED   1,2,5                       841,765
INVESTORS FINL SERVI COM        46191510     47,121     963,421 SH       DEFINED   1,2,5,13                    963,421
INVESTORS REAL ESTAT SH BEN INT 46173010      6,269     671,897 SH       DEFINED   1,2,5                       671,897
INVITROGEN CORP      COM        46185R10    152,468   2,203,297 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,203,297
IOMEGA CORP          COM NEW    46203030      3,404     793,512 SH       DEFINED   1,2,5                       793,512
IONATRON INC         COM        46207010        144      17,300 SH       DEFINED   1                            17,300
IOWA TELECOMM SERVIC COM        46259420      5,081     260,565 SH       DEFINED   1,2                         260,565
IPASS INC            COM        46261V10      9,103   1,487,383 SH       DEFINED   1,2                       1,487,383
IPAYMENT INC         COM        46262E10      6,464     153,181 SH       DEFINED   1,2                         153,181
IPC HLDGS LTD        ORD        G4933P10        299       7,618 SH       DEFINED   1,5                           7,618
IPSCO INC            COM        46262210        256       5,029 SH       DEFINED   1                             5,029
IRELAND BK           SPONSORED  46267Q10        303       4,780 SH       DEFINED   1                             4,780
IRON MTN INC PA      COM        46284610     34,663   1,201,899 SH       DEFINED   1,2,5                     1,201,899
IRSA INVERSIONES Y R GLOBL DEP  45004720        192      15,307 SH       DEFINED   1,7                          15,307
IRVINE SENSORS CORP  COM NEW    46366450         23      11,424 SH       DEFINED   1                            11,424
IRWIN FINL CORP      COM        46411910     18,727     813,518 SH       DEFINED   1,2                         813,518
ISHARES TR           RUSSELL100 46428759      1,895      28,800 SH       DEFINED   1                            28,800
ISHARES TR           RUSSELL 30 46428768        417       6,194 SH       DEFINED   1                             6,194
ISIS PHARMACEUTICALS COM        46433010      2,859     738,829 SH       DEFINED   1,2,5                       738,829
ISLE OF CAPRI CASINO COM        46459210      6,009     226,414 SH       DEFINED   1,2,5                       226,414
ISOLAGEN INC         COM        46488N10      1,520     241,718 SH       DEFINED   1,2                         241,718
ISTA PHARMACEUTICALS COM NEW    45031X20      1,166     118,014 SH       DEFINED   1,2                         118,014
ISTAR FINL INC       COM        45031U10     54,488   1,323,157 SH       DEFINED   1,2,5,7,8,10,12,13,14     1,323,157
ITC DELTACOM INC     COM NEW    45031T40        144     182,001 SH       DEFINED   1,2                         182,001
ITLA CAP CORP        COM        45056510      3,704      74,146 SH       DEFINED   1,2                          74,146
ITRON INC            COM        46574110     11,358     383,189 SH       DEFINED   1,2,6                       383,189
ITT EDUCATIONAL SERV COM        45068B10     41,012     845,609 SH       DEFINED   1,2,5,10,12,13              845,609
ITT INDS INC IND     COM        45091110    921,497  10,211,623 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  10,211,623
IVAX CORP            COM        46582310     57,963   2,931,888 SH       DEFINED   1,2,5,7,12,13             2,931,888
IVAX DIAGNOSTICS INC COM        45070W10        116      28,657 SH       DEFINED   1                            28,657
IVILLAGE INC         COM        46588H10      2,326     381,969 SH       DEFINED   1,2                         381,969
IXIA                 COM        45071R10      9,246     523,270 SH       DEFINED   1,2                         523,270
IXYS CORP            COM        46600W10      4,759     415,992 SH       DEFINED   1,2,5                       415,992
J & J SNACK FOODS CO COM        46603210      6,165     131,650 SH       DEFINED   1,2,6                       131,650
J ALEXANDER CORP     COM        46609610        136      18,800 SH       DEFINED   1                            18,800
J JILL GROUP INC     COM        46618910      4,323     314,184 SH       DEFINED   1,2,5,6                     314,184
J2 GLOBAL COMMUNICAT COM NEW    46626E20     17,365     506,113 SH       DEFINED   1,2,6                       506,113
JABIL CIRCUIT INC    COM        46631310    153,897   5,396,110 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,396,110
JACK IN THE BOX INC  COM        46636710     25,297     681,850 SH       DEFINED   1,2,5,6                     681,850
JACKSON HEWITT TAX S COM        46820210     11,200     535,377 SH       DEFINED   1,2                         535,377
JACLYN INC           COM        46977210         91      21,900 SH       DEFINED   1                            21,900
JACO ELECTRS INC     COM        46978310         60      19,600 SH       DEFINED   1                            19,600
JACOBS ENGR GROUP IN COM        46981410     40,179     773,857 SH       DEFINED   1,2,5,13                    773,857
JACUZZI BRANDS INC   COM        46986510     11,274   1,155,148 SH       DEFINED   1,2                       1,155,148
JAKKS PAC INC        COM        47012E10      9,605     447,360 SH       DEFINED   1,2,6                       447,360
JAMDAT MOBILE INC    COM        47023T10        773      44,850 SH       DEFINED   1                            44,850
JAMES RIVER COAL CO  COM NEW    47035520        353       9,200 SH       DEFINED   1                             9,200
JANUS CAP GROUP INC  COM        47102X10     85,387   6,120,921 SH       DEFINED   1,2,5,6,7,10,13           6,120,921
JARDEN CORP          COM        47110910     21,343     465,201 SH       DEFINED   1,2                         465,201



JDA SOFTWARE GROUP I COM        46612K10      6,298     448,581 SH       DEFINED   1,2,6                       448,581
JDS UNIPHASE CORP    COM        46612J10     65,472  39,204,630 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  39,204,630
JEFFERIES GROUP INC  COM        47231910     24,668     654,683 SH       DEFINED   1,2,5,13                    654,683
JEFFERSON PILOT CORP COM        47507010    194,971   3,974,953 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,974,953
JETBLUE AWYS CORP    COM        47714310     25,026   1,314,392 SH       DEFINED   1,2,5,6,13                1,314,392
JLG INDS INC         COM        46621010     16,524     766,783 SH       DEFINED   1,2,5,6                     766,783
JO-ANN STORES INC    COM        47758P30     11,619     413,638 SH       DEFINED   1,2,6                       413,638
JOHNSON & JOHNSON    COM        47816010  9,366,248 139,461,699 SH       DEFINED   1,2,5,6,7,8,10,12,13,14 139,461,699
JOHNSON CTLS INC     COM        47836610    294,240   5,276,894 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,276,894
JONES APPAREL GROUP  COM        48007410    123,232   3,679,678 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,679,678
JONES LANG LASALLE I COM        48020Q10     24,296     520,823 SH       DEFINED   1,2,5                       520,823
JOS A BANK CLOTHIERS COM        48083810      4,448     151,817 SH       DEFINED   1,2,5                       151,817
JOURNAL COMMUNICATIO CL A       48113010      5,589     337,702 SH       DEFINED   1,2                         337,702
JOURNAL REGISTER CO  COM        48113810     10,433     624,742 SH       DEFINED   1,2,5                       624,742
JOY GLOBAL INC       COM        48116510     44,062   1,256,753 SH       DEFINED   1,2,5,12                  1,256,753
JPMORGAN & CHASE & C COM        46625H10  4,021,517 116,228,809 SH       DEFINED   1,2,5,6,7,8,10,12,13,14 116,228,809
JUNIPER NETWORKS INC COM        48203R10    150,865   6,838,844 SH       DEFINED   1,2,5,7,8,10,12,13,14     6,838,844
JUPITERMEDIA CORP    COM        48207D10      3,804     245,269 SH       DEFINED   1,2                         245,269
K FED BANCORP        COM        48246S10        769      60,863 SH       DEFINED   1                            60,863
K V PHARMACEUTICAL C CL A       48274020     12,014     517,860 SH       DEFINED   1,2,5                       517,860
K2 INC               COM        48273210      9,484     689,712 SH       DEFINED   1,2,6                       689,712
KADANT INC           COM        48282T10      5,153     277,776 SH       DEFINED   1,2                         277,776
KAMAN CORP           CL A       48354810      4,667     374,824 SH       DEFINED   1,2,6                       374,824
KANBAY INTL INC      COM        48369P20      1,787      87,351 SH       DEFINED   1,2                          87,351
KANEB PIPE LINE PART SR PREF UN 48416910        378       6,362 SH       DEFINED   1,5                           6,362
KANEB SERVICES LLC   COM        48417310      1,179      27,648 SH       DEFINED   1,2,5                        27,648
KANSAS CITY LIFE INS COM        48483610      3,676      75,388 SH       DEFINED   1,2                          75,388
KANSAS CITY SOUTHERN COM NEW    48517030     20,463   1,062,476 SH       DEFINED   1,2,5,6                   1,062,476
KATY INDS INC        COM        48602610         88      23,204 SH       DEFINED   1,2                          23,204
KAYDON CORP          COM        48658710     14,700     468,150 SH       DEFINED   1,2,5,6                     468,150
KB HOME              COM        48666K10    136,494   1,162,046 SH       DEFINED   1,2,5,6,10,13             1,162,046
KCS ENERGY INC       COM        48243420     11,444     745,073 SH       DEFINED   1,2,5                       745,073
KEANE INC            COM        48666510     15,135   1,161,515 SH       DEFINED   1,2,5,13                  1,161,515
KEITH COMPANIES INC  COM        48753910        179      10,330 SH       DEFINED   1                            10,330
KEITHLEY INSTRS INC  COM        48758410      3,359     208,276 SH       DEFINED   1,2,6                       208,276
KELLOGG CO           COM        48783610    420,262   9,712,538 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,712,538
KELLWOOD CO          COM        48804410     13,875     481,930 SH       DEFINED   1,2,5,6                     481,930
KELLY SVCS INC       CL A       48815220     10,745     373,225 SH       DEFINED   1,2,5,6,13                  373,225
KEMET CORP           COM        48836010     12,996   1,676,879 SH       DEFINED   1,2,5,13                  1,676,879
KENNAMETAL INC       COM        48917010     43,103     907,627 SH       DEFINED   1,2,5,13                    907,627
KENSEY NASH CORP     COM        49005710      4,587     169,396 SH       DEFINED   1,2,6                       169,396
KERR MCGEE CORP      COM        49238610    501,352   6,400,507 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   6,400,507
KERYX BIOPHARMACEUTI COM        49251510      4,151     310,673 SH       DEFINED   1,2                         310,673
KEY ENERGY SVCS INC  COM        49291410     24,333   2,121,440 SH       DEFINED   1,2,5                     2,121,440
KEYCORP NEW          COM        49326710    440,872  13,586,203 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  13,586,203
KEYNOTE SYS INC      COM        49330810      2,802     236,044 SH       DEFINED   1,2                         236,044
KEYSPAN CORP         COM        49337W10    202,830   5,204,768 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,204,768
KEYSTONE AUTOMOTIVE  COM        49338N10      4,772     206,032 SH       DEFINED   1,2                         206,032
KFORCE INC           COM        49373210      4,255     387,200 SH       DEFINED   1,2,5                       387,200
KFX INC              COM        48245L10      9,858     735,667 SH       DEFINED   1,2                         735,667
KILROY RLTY CORP     COM        49427F10     34,116     833,923 SH       DEFINED   1,2,3,5                     833,923
KIMBALL INTL INC     CL B       49427410      8,240     568,259 SH       DEFINED   1,2,5                       568,259
KIMBERLY CLARK CORP  COM        49436810  1,025,119  15,595,914 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  15,595,914
KIMCO REALTY CORP    COM        49446R10    120,551   2,236,562 SH       DEFINED   1,2,3,5,7,8,10,12,13,14   2,236,562
KINDER MORGAN ENERGY UT LTD PAR 49455010      1,736      38,582 SH       DEFINED   1,2,5                        38,582
KINDER MORGAN INC KA COM        49455P10    277,575   3,666,778 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,666,778
KINDER MORGAN MANAGE SHS        49455U10      1,573      38,746 SH       DEFINED   1,5                          38,746



KINDRED HEALTHCARE I COM        49458010     14,190     404,282 SH       DEFINED   1,2,5                       404,282
KINETIC CONCEPTS INC COM NEW    49460W20     17,652     295,923 SH       DEFINED   1,2,5                       295,923
KING PHARMACEUTICALS COM        49558210     52,215   6,283,362 SH       DEFINED   1,2,5,6,10,12,13          6,283,362
KINROSS GOLD CORP    COM NO PAR 49690240        660     109,943 SH       DEFINED   1,5,7,10,12,13              109,943
KINTERA INC          COM        49720P50        422      79,613 SH       DEFINED   1,2                          79,613
KIRBY CORP           COM        49726610     18,028     428,932 SH       DEFINED   1,2,5,6                     428,932
KIRKLANDS INC        COM        49749810      1,828     165,291 SH       DEFINED   1,2                         165,291
KITE RLTY GROUP TR   COM        49803T10      5,889     408,925 SH       DEFINED   1,2,3                       408,925
KLA-TENCOR CORP      COM        48248010    250,876   5,452,634 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,452,634
KMG AMER CORP        COM        48256310        149      15,300 SH       DEFINED   1                            15,300
KNBT BANCORP INC     COM        48292110      6,705     438,252 SH       DEFINED   1,2                         438,252
KNIGHT RIDDER INC    COM        49904010    142,801   2,123,435 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   2,123,435
KNIGHT TRADING GROUP COM        49906310     17,188   1,782,947 SH       DEFINED   1,2,5                     1,782,947
KNIGHT TRANSN INC    COM        49906410     15,621     633,199 SH       DEFINED   1,2,5,6                     633,199
KNOLOGY INC          COM        49918380         66      27,700 SH       DEFINED   1                            27,700
KOHLS CORP           COM        50025510    480,202   9,300,836 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,300,836
KOMAG INC            COM NEW    50045320      9,359     418,755 SH       DEFINED   1,2,5                       418,755
KONINKLIJKE AHOLD N  SPON ADR N 50046730        268      32,257 SH       DEFINED   1                            32,257
KONINKLIJKE PHILIPS  NY REG SH  50047230      2,039      74,084 SH       DEFINED   1,2                          74,084
KOOKMIN BK NEW       SPONSORED  50049M10     32,265     722,622 SH       DEFINED   1,4,5                       722,622
KOPIN CORP           COM        50060010      3,362   1,095,071 SH       DEFINED   1,2,5,6                   1,095,071
KOREA ELECTRIC PWR   SPONSORED  50063110      2,653     197,391 SH       DEFINED   1                           197,391
KORN FERRY INTL      COM NEW    50064320     14,773     776,313 SH       DEFINED   1,2,5,13                    776,313
KOS PHARMACEUTICALS  COM        50064810     10,001     239,951 SH       DEFINED   1,2                         239,951
KOSAN BIOSCIENCES IN COM        50064W10      1,349     329,108 SH       DEFINED   1,2,5                       329,108
KRAFT FOODS INC      CL A       50075N10    301,077   9,109,741 SH       DEFINED   1,2,5,7,8,10,12,13,14     9,109,741
KRAMONT RLTY TR      COM SH BEN 50075Q10      8,533     364,672 SH       DEFINED   1,2,5                       364,672
KRISPY KREME DOUGHNU COM        50101410      8,210   1,075,989 SH       DEFINED   1,2,5,13                  1,075,989
KROGER CO            COM        50104410    360,160  22,467,882 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  22,467,882
KRONOS INC           COM        50105210     33,061     646,853 SH       DEFINED   1,2,5,6                     646,853
KRONOS WORLDWIDE INC COM        50105F10      2,548      59,950 SH       DEFINED   1,2                          59,950
K-SWISS INC          CL A       48268610     24,749     749,291 SH       DEFINED   1,2,6                       749,291
KT CORP              SPONSORED  48268K10      7,169     336,424 SH       DEFINED   1,2                         336,424
KULICKE & SOFFA INDS COM        50124210      7,129   1,133,410 SH       DEFINED   1,2,5,6                   1,133,410
KVH INDS INC         COM        48273810      1,829     200,812 SH       DEFINED   1,2                         200,812
KYOCERA CORP         ADR        50155620        474       6,633 SH       DEFINED   1                             6,633
KYPHON INC           COM        50157710      8,412     334,199 SH       DEFINED   1,2,5                       334,199
L-3 COMMUNICATIONS H COM        50242410    246,507   3,470,950 SH       DEFINED   1,2,5,6,10,13             3,470,950
LA JOLLA PHARMACEUTI COM        50345910         35      49,889 SH       DEFINED   1,5                          49,889
LA QUINTA CORP       PAIRED CTF 50419U20     25,830   3,038,855 SH       DEFINED   1,2,5                     3,038,855
LA Z BOY INC         COM        50533610     19,724   1,415,926 SH       DEFINED   1,2,5,6                   1,415,926
LABONE INC NEW       COM        50540L10     12,450     361,077 SH       DEFINED   1,2,5,6                     361,077
LABOR READY INC      COM NEW    50540120     16,108     863,724 SH       DEFINED   1,2,5,6                     863,724
LABORATORY CORP AMER COM NEW    50540R40    189,496   3,931,446 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,931,446
LABRANCHE & CO INC   COM        50544710      9,693   1,042,310 SH       DEFINED   1,2,5,13                  1,042,310
LACLEDE GROUP INC    COM        50559710      9,676     331,385 SH       DEFINED   1,2,5                       331,385
LACROSSE FOOTWEAR IN COM        50568810        170      14,400 SH       DEFINED   1                            14,400
LADENBURG THALMAN FI COM        50575Q10         46      68,042 SH       DEFINED   1,2,5                        68,042
LAFARGE COPPEE S A   SPON ADR N 50586140        274      11,293 SH       DEFINED   1                            11,293
LAFARGE NORTH AMERIC COM        50586210     25,904     443,189 SH       DEFINED   1,2,5,13                    443,189
LAIDLAW INTL INC     COM        50730R10     31,525   1,515,612 SH       DEFINED   1,2,5                     1,515,612
LAKELAND BANCORP INC COM        51163710      3,314     212,876 SH       DEFINED   1,2                         212,876
LAKELAND FINL CORP   COM        51165610      3,264      84,901 SH       DEFINED   1,2                          84,901
LAKES ENTMNT INC     COM        51206P10      4,014     222,988 SH       DEFINED   1,2                         222,988
LAM RESEARCH CORP    COM        51280710     63,866   2,212,942 SH       DEFINED   1,2,5,10,12,13            2,212,942
LAMAR ADVERTISING CO CL A       51281510     37,092     920,633 SH       DEFINED   1,2,5                       920,633
LAMSON & SESSIONS CO COM        51369610        187      18,800 SH       DEFINED   1                            18,800



LAN AIRLINES S A     SPONSORED  50172310        429      12,056 SH       DEFINED   1,7                          12,056
LANCASTER COLONY COR COM        51384710     32,745     769,555 SH       DEFINED   1,2,5,13                    769,555
LANCE INC            COM        51460610      8,910     554,464 SH       DEFINED   1,2,6                       554,464
LANCER CORP          COM        51461410        185      12,078 SH       DEFINED   1                            12,078
LANDAMERICA FINL GRO COM        51493610     25,490     509,502 SH       DEFINED   1,2,5                       509,502
LANDAUER INC         COM        51476K10      8,225     173,004 SH       DEFINED   1,2                         173,004
LANDEC CORP          COM        51476610        180      24,661 SH       DEFINED   1                            24,661
LANDRYS RESTAURANTS  COM        51508L10     12,098     418,329 SH       DEFINED   1,2,6                       418,329
LANDSTAR SYS INC     COM        51509810     49,055   1,497,857 SH       DEFINED   1,2,5,6                   1,497,857
LANNET INC           COM        51601210      1,094     173,638 SH       DEFINED   1,2                         173,638
LAS VEGAS SANDS CORP COM        51783410      1,373      30,520 SH       DEFINED   1,5                          30,520
LASALLE HOTEL PPTYS  COM SH BEN 51794210     24,105     829,779 SH       DEFINED   1,2,3,5                     829,779
LASERCARD CORP       COM        51807U10        638     128,206 SH       DEFINED   1,2                         128,206
LASERSCOPE           COM        51808110      8,175     257,576 SH       DEFINED   1,2                         257,576
LATTICE SEMICONDUCTO COM        51841510     14,764   2,749,327 SH       DEFINED   1,2,5,13                  2,749,327
LAUDER ESTEE COS INC CL A       51843910     74,996   1,667,311 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   1,667,311
LAUREATE EDUCATION I COM        51861310     25,040     585,189 SH       DEFINED   1,2,5,12,13                 585,189
LAWSON PRODS INC     COM        52077610      9,234     197,301 SH       DEFINED   1,2,6                       197,301
LAWSON SOFTWARE INC  COM        52078010      5,647     957,128 SH       DEFINED   1,2                         957,128
LAYNE CHRISTENSEN CO COM        52105010      2,040     118,106 SH       DEFINED   1,2                         118,106
LAZARE KAPLAN INTL I COM        52107810        168      14,711 SH       DEFINED   1                            14,711
LCA-VISION INC       COM PAR $. 50180330      9,360     281,076 SH       DEFINED   1,2,6                       281,076
LCC INTERNATIONAL IN CL A       50181010        529     125,771 SH       DEFINED   1                           125,771
LEADIS TECHNOLOGY IN COM        52171N10      1,800     301,050 SH       DEFINED   1                           301,050
LEAPFROG ENTERPRISES CL A       52186N10      4,498     396,306 SH       DEFINED   1,2,5                       396,306
LEAR CORP            COM        52186510     53,531   1,206,740 SH       DEFINED   1,2,5,7,8,10,12,13,14     1,206,740
LEARNING CARE GROUP  COM        52200L10         37      10,200 SH       DEFINED   1                            10,200
LEARNING TREE INTL I COM        52201510      2,181     151,362 SH       DEFINED   1,2                         151,362
LECG CORP            COM        52323410      3,358     171,344 SH       DEFINED   1,2                         171,344
LECROY CORP          COM        52324W10      2,326     135,757 SH       DEFINED   1,2                         135,757
LEE ENTERPRISES INC  COM        52376810     28,567     658,230 SH       DEFINED   1,2,5,6,13                  658,230
LEGG MASON INC       COM        52490110    145,016   1,855,847 SH       DEFINED   1,2,5,7,8,10,12,13,14     1,855,847
LEGGETT & PLATT INC  COM        52466010    152,917   5,294,923 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,294,923
LEHMAN BROS HLDGS IN COM        52490810    847,950   9,005,416 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,005,416
LENNAR CORP          CL A       52605710    130,288   2,298,666 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,298,666
LENNOX INTL INC      COM        52610710     17,492     798,011 SH       DEFINED   1,2,5,6                     798,011
LESCO INC OHIO       COM        52687210        152      10,390 SH       DEFINED   1                            10,390
LEUCADIA NATL CORP   COM        52728810     40,584   1,181,499 SH       DEFINED   1,2,5,13                  1,181,499
LEVEL 3 COMMUNICATIO COM        52729N10     17,366   8,430,179 SH       DEFINED   1,2,5,7,8,10,12,13,14     8,430,179
LEVITT CORP          CL A       52742P10      5,426     211,629 SH       DEFINED   1,2,5                       211,629
LEXAR MEDIA INC      COM        52886P10      5,304   1,064,964 SH       DEFINED   1,2,5                     1,064,964
LEXICON GENETICS INC COM        52887210      6,230   1,219,266 SH       DEFINED   1,2,5                     1,219,266
LEXINGTON CORP PPTYS COM        52904310     15,845     722,207 SH       DEFINED   1,2,5                       722,207
LEXMARK INTL NEW     CL A       52977110    327,564   4,096,085 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,096,085
LIBBEY INC           COM        52989810      4,903     233,486 SH       DEFINED   1,2,6                       233,486
LIBERTY CORP S C     COM        53037010      9,829     242,389 SH       DEFINED   1,2,5                       242,389
LIBERTY MEDIA CORP N COM SER A  53071810    358,734  34,593,437 SH       DEFINED   1,2,5,7,8,10,12,13,14    34,593,437
LIBERTY MEDIA INTL I COM SER A  53071910     97,594   2,231,223 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,231,223
LIBERTY PPTY TR      SH BEN INT 53117210     78,647   2,014,000 SH       DEFINED   1,2,3,5,7,8,10,12,13,14   2,014,000
LIFE TIME FITNESS IN COM        53217R20      4,094     151,736 SH       DEFINED   1,2                         151,736
LIFECELL CORP        COM        53192710      3,529     396,466 SH       DEFINED   1,2                         396,466
LIFECORE BIOMEDICAL  COM        53218710        187      10,505 SH       DEFINED   1                            10,505
LIFELINE SYS INC     COM        53219210      4,997     164,795 SH       DEFINED   1,2                         164,795
LIFEPOINT HOSPITALS  COM        53219L10     31,266     713,185 SH       DEFINED   1,2,5,13                    713,185
LIFETIME HOAN CORP   COM        53192610      1,342      86,626 SH       DEFINED   1,2                          86,626
LIGAND PHARMACEUTICA CL B       53220K20     10,421   1,818,635 SH       DEFINED   1,2,5                     1,818,635
LIGHTBRIDGE INC      COM        53222610        296      48,930 SH       DEFINED   1,2                          48,930



LILLY ELI & CO       COM        53245710  1,665,425  31,965,926 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  31,965,926
LIMITED BRANDS INC   COM        53271610    279,763  11,512,887 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  11,512,887
LIN TV CORP          CL A       53277410     10,599     626,062 SH       DEFINED   1,2                         626,062
LINCARE HLDGS INC    COM        53279110     82,109   1,856,406 SH       DEFINED   1,2,5,7,8,10,12,13,14     1,856,406
LINCOLN ELEC HLDGS I COM        53390010     15,054     500,450 SH       DEFINED   1,2,5                       500,450
LINCOLN NATL CORP IN COM        53418710    240,662   5,331,450 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,331,450
LINDSAY MFG CO       COM        53555510      3,775     197,867 SH       DEFINED   1,2,5,6                     197,867
LINEAR TECHNOLOGY CO COM        53567810    340,839   8,896,865 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   8,896,865
LINENS N THINGS INC  COM        53567910     20,546     827,466 SH       DEFINED   1,2,5,6                     827,466
LIONBRIDGE TECHNOLOG COM        53625210      3,641     639,842 SH       DEFINED   1,2                         639,842
LITHIA MTRS INC      CL A       53679710      9,743     380,430 SH       DEFINED   1,2,5                       380,430
LITTELFUSE INC       COM        53700810     11,663     407,102 SH       DEFINED   1,2,6                       407,102
LIZ CLAIBORNE INC    COM        53932010    192,346   4,793,078 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,793,078
LKQ CORP             COM        50188920      3,868     192,740 SH       DEFINED   1,2                         192,740
LLOYDS TSB GROUP PLC SPONSORED  53943910      1,939      53,467 SH       DEFINED   1                            53,467
LOCKHEED MARTIN CORP COM        53983010  5,090,494  83,368,717 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  83,368,717
LODGENET ENTMT CORP  COM        54021110      3,453     183,255 SH       DEFINED   1,2                         183,255
LOEWS CORP           COM        54042410    289,998   3,943,399 SH       DEFINED   1,2,5,6,7,10,13           3,943,399
LOEWS CORP           CAROLNA GP 54042420     14,980     452,574 SH       DEFINED   1,2,5                       452,574
LO-JACK CORP         COM        53945110        184      13,342 SH       DEFINED   1                            13,342
LONE STAR STEAKHOUSE COM        54230710     10,396     359,644 SH       DEFINED   1,2,6                       359,644
LONE STAR TECHNOLOGI COM        54231210     22,960     582,288 SH       DEFINED   1,2                         582,288
LONGS DRUG STORES CO COM        54316210     19,890     581,251 SH       DEFINED   1,2,5,6                     581,251
LONGVIEW FIBRE CO    COM        54321310     19,079   1,016,983 SH       DEFINED   1,2,5,13                  1,016,983
LOOKSMART LTD        COM        54344210      1,106   1,243,135 SH       DEFINED   1,2                       1,243,135
LOUDEYE CORP         COM        54575410         34      22,700 SH       DEFINED   1                            22,700
LOUISIANA PAC CORP   COM        54634710    131,337   5,224,223 SH       DEFINED   1,2,5,6,10,12,13,14       5,224,223
LOWES COS INC        COM        54866110  3,465,327  60,699,371 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  60,699,371
LSB INDS INC         COM        50216010        149      20,248 SH       DEFINED   1                            20,248
LSI INDS INC         COM        50216C10      3,246     289,079 SH       DEFINED   1,2                         289,079
LSI LOGIC CORP       COM        50216110     71,752  12,835,755 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  12,835,755
LTC PPTYS INC        COM        50217510      6,459     372,248 SH       DEFINED   1,2,5                       372,248
LTX CORP             COM        50239210      5,001   1,126,460 SH       DEFINED   1,2,5,13                  1,126,460
LUBRIZOL CORP        COM        54927110    117,077   2,880,828 SH       DEFINED   1,2,5,13                  2,880,828
LUBYS INC            COM        54928210        197      25,421 SH       DEFINED   1                            25,421
LUCENT TECHNOLOGIES  COM        54946310    340,150 123,691,076 SH       DEFINED   1,2,5,6,7,8,10,12,13,14 123,691,076
LUFKIN INDS INC      COM        54976410      4,832     100,059 SH       DEFINED   1,2                         100,059
LUMINENT MTG CAP INC COM        55027830      5,822     530,252 SH       DEFINED   1,2                         530,252
LUMINEX CORP DEL     COM        55027E10      2,872     381,372 SH       DEFINED   1,2,5                       381,372
LUXOTTICA GROUP S P  SPONSORED  55068R20      6,547     320,915 SH       DEFINED   1,2                         320,915
LYDALL INC DEL       COM        55081910        334      30,076 SH       DEFINED   1,6                          30,076
LYON WILLIAM HOMES   COM        55207410      5,004      65,241 SH       DEFINED   1,2                          65,241
LYONDELL CHEMICAL CO COM        55207810     77,727   2,783,904 SH       DEFINED   1,2,5,13                  2,783,904
M & F WORLDWIDE CORP COM        55254110      1,862     139,586 SH       DEFINED   1,2                         139,586
M & T BK CORP        COM        55261F10    257,500   2,523,023 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   2,523,023
M D C HLDGS INC      COM        55267610     26,753     384,108 SH       DEFINED   1,2,5,6                     384,108
M SYS FLASH DISK PIO ORD        M7061C10        220       9,974 SH       DEFINED   1,2                           9,974
M/I HOMES INC        COM        55305B10      8,844     180,756 SH       DEFINED   1,2                         180,756
MACATAWA BK CORP     COM        55422510      3,945     117,509 SH       DEFINED   1,2                         117,509
MACDERMID INC        COM        55427310     15,455     475,538 SH       DEFINED   1,2,5                       475,538
MACERICH CO          COM        55438210     59,887   1,124,004 SH       DEFINED   1,2,3,5                   1,124,004
MAC-GRAY CORP        COM        55415310         89      10,500 SH       DEFINED   1                            10,500
MACK CALI RLTY CORP  COM        55448910     53,997   1,275,009 SH       DEFINED   1,2,3,5,13                1,275,009
MACQUARIE INFRASTRUC SH BEN INT 55607X10      1,156      41,300 SH       DEFINED   1                            41,300
MACROCHEM CORP DEL   COM        55590310          4      10,400 SH       DEFINED   1                            10,400
MACROMEDIA INC       COM        55610010     33,745   1,007,326 SH       DEFINED   1,2,5,12,13               1,007,326
MACRONIX INTL LTD    SPONSORED  55610310         22      16,729 SH       DEFINED   1                            16,729



MACROVISION CORP     COM        55590410     21,505     943,596 SH       DEFINED   1,2,5,13                    943,596
MADDEN STEVEN LTD    COM        55626910      4,021     240,899 SH       DEFINED   1,2,5                       240,899
MAF BANCORP INC      COM        55261R10     17,370     418,163 SH       DEFINED   1,2,5                       418,163
MAGELLAN HEALTH SVCS COM NEW    55907920     13,639     400,554 SH       DEFINED   1,2                         400,554
MAGELLAN MIDSTREAM P COM UNIT R 55908010      1,730      28,330 SH       DEFINED   1,2,5                        28,330
MAGMA DESIGN AUTOMAT COM        55918110      4,597     387,296 SH       DEFINED   1,2                         387,296
MAGNA ENTMT CORP     CL A       55921110      3,389     551,880 SH       DEFINED   1,2,5                       551,880
MAGNA INTL INC       CL A       55922240      3,746      55,994 SH       DEFINED   1                            55,994
MAGNETEK INC         COM        55942410      1,910     358,363 SH       DEFINED   1,2,6                       358,363
MAGNUM HUNTER RES IN COM PAR $0 55972F20     20,410   1,266,933 SH       DEFINED   1,2,5                     1,266,933
MAGUIRE PPTYS INC    COM        55977510     19,889     832,876 SH       DEFINED   1,2,3,5                     832,876
MAGYAR TAVKOZLESI RT SPONSORED  55977610        232       9,853 SH       DEFINED   1                             9,853
MAIN STR BKS INC NEW COM        56034R10      5,527     208,963 SH       DEFINED   1,2,5                       208,963
MAINSOURCE FINANCIAL COM        56062Y10      4,266     194,082 SH       DEFINED   1,2                         194,082
MAIR HOLDINGS INC    COM        56063510        151      17,061 SH       DEFINED   1                            17,061
MAJESCO HLDGS INC    COM NEW    56069020        153      13,200 SH       DEFINED   1                            13,200
MANAGEMENT NETWORK G COM        56169310      3,224   1,360,480 SH       DEFINED   1                         1,360,480
MANCHESTER TECHNOLOG COM        56239810         85      15,100 SH       DEFINED   2                            15,100
MANDALAY RESORT GROU COM        56256710     65,791     933,341 SH       DEFINED   1,2,5,7,13                  933,341
MANHATTAN ASSOCS INC COM        56275010     11,171     548,387 SH       DEFINED   1,2,5,6                     548,387
MANITOWOC INC        COM        56357110     22,015     545,073 SH       DEFINED   1,2,5,6                     545,073
MANNATECH INC        COM        56377110      5,493     280,956 SH       DEFINED   1,2                         280,956
MANNING GREG AUCTION COM        56382310        615      61,111 SH       DEFINED   1,2                          61,111
MANNKIND CORP        COM        56400P20      2,483     174,515 SH       DEFINED   1,2                         174,515
MANOR CARE INC NEW   COM        56405510     84,542   2,325,133 SH       DEFINED   1,2,5,6,10,12,13          2,325,133
MANPOWER INC         COM        56418H10     66,080   1,518,375 SH       DEFINED   1,2,5,7,8,10,12,13,14     1,518,375
MANTECH INTL CORP    CL A       56456310      6,186     268,148 SH       DEFINED   1,2,6                       268,148
MANUGISTICS GROUP IN COM        56501110      1,526     908,486 SH       DEFINED   1,2,5                       908,486
MANULIFE FINL CORP   COM        56501R10     11,492     239,807 SH       DEFINED   1,5,7,13                    239,807
MAPICS INC           COM        56491010      5,586     438,836 SH       DEFINED   1,2                         438,836
MAPINFO CORP         COM        56510510      3,540     293,987 SH       DEFINED   1,2,5,6                     293,987
MARATHON OIL CORP    COM        56584910    599,836  12,784,219 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  12,784,219
MARCHEX INC          CL B       56624R10      1,293      69,370 SH       DEFINED   1,2                          69,370
MARCUS CORP          COM        56633010      7,334     357,766 SH       DEFINED   1,2,6                       357,766
MARINE PRODS CORP    COM        56842710      3,241     192,808 SH       DEFINED   1,2                         192,808
MARINEMAX INC        COM        56790810      5,115     164,042 SH       DEFINED   1,2                         164,042
MARKEL CORP          COM        57053510     30,100      87,194 SH       DEFINED   1,2,5                        87,194
MARKETAXESS HLDGS IN COM        57060D10        343      30,680 SH       DEFINED   1                            30,680
MARKWEST ENERGY PART UNIT LTD P 57075910        369       7,800 SH       DEFINED   1                             7,800
MARLIN BUSINESS SVCS COM        57115710      1,066      52,319 SH       DEFINED   1,2                          52,319
MARRIOTT INTL INC NE CL A       57190320    466,343   6,974,921 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   6,974,921
MARSH & MCLENNAN COS COM        57174810  1,065,205  35,016,617 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  35,016,617
MARSHALL & ILSLEY CO COM        57183410    241,964   5,795,533 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,795,533
MARSHALL EDWARDS INC COM        57232230        691      82,808 SH       DEFINED   1,2                          82,808
MARTEK BIOSCIENCES C COM        57290110     22,868     392,986 SH       DEFINED   1,2,5,13                    392,986
MARTEN TRANS LTD     COM        57307510      2,692     126,200 SH       DEFINED   1,2                         126,200
MARTHA STEWART LIVIN CL A       57308310      3,764     166,612 SH       DEFINED   1,2                         166,612
MARTIN MARIETTA MATL COM        57328410     68,175   1,219,153 SH       DEFINED   1,2,5,12,13               1,219,153
MARVEL ENTERPRISES I COM        57383M10     66,001   3,300,045 SH       DEFINED   1,2,5,10,12,14            3,300,045
MARVELL TECHNOLOGY G ORD        G5876H10     43,558   1,136,092 SH       DEFINED   1,5,7,8,10,12,13,14       1,136,092
MASCO CORP           COM        57459910    463,150  13,358,819 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  13,358,819
MASSEY ENERGY CORP   COM        57620610     33,790     843,898 SH       DEFINED   1,2,5                       843,898
MASTEC INC           COM        57632310      3,058     372,478 SH       DEFINED   1,2,5                       372,478
MATERIAL SCIENCES CO COM        57667410        167      12,398 SH       DEFINED   1                            12,398
MATRIA HEALTHCARE IN COM NEW    57681720      7,128     232,108 SH       DEFINED   1,2,5                       232,108
MATRITECH INC        COM        57681810         45      44,300 SH       DEFINED   5                            44,300
MATRIX SVC CO        COM        57685310      1,180     271,365 SH       DEFINED   1,2                         271,365



MATRIXONE INC        COM        57685P30      3,426     718,165 SH       DEFINED   1,2,5                       718,165
MATSUSHITA ELEC INDL ADR        57687920      1,283      87,166 SH       DEFINED   1                            87,166
MATTEL INC           COM        57708110    264,458  12,386,811 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  12,386,811
MATTHEWS INTL CORP   CL A       57712810     21,746     663,791 SH       DEFINED   1,2,5                       663,791
MATTSON TECHNOLOGY I COM        57722310      4,495     566,098 SH       DEFINED   1,2                         566,098
MAUI LD & PINEAPPLE  COM        57734510      2,213      51,585 SH       DEFINED   1,2                          51,585
MAVERICK TUBE CORP   COM        57791410     24,473     752,789 SH       DEFINED   1,2,5                       752,789
MAX RE CAPITAL LTD H SHS        G6052F10        209       8,900 SH       DEFINED   1,5                           8,900
MAXIM INTEGRATED PRO COM        57772K10    369,151   9,032,331 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,032,331
MAXIM PHARMACEUTICAL COM        57772M10        733     416,445 SH       DEFINED   1,2,5                       416,445
MAXIMUS INC          COM        57793310     10,372     309,706 SH       DEFINED   1,2,5,6                     309,706
MAXTOR CORP          COM NEW    57772920     12,261   2,304,740 SH       DEFINED   1,2,5                     2,304,740
MAXWELL TECHNOLOGIES COM        57776710      1,317     143,585 SH       DEFINED   1,2                         143,585
MAXYGEN INC          COM        57777610      3,525     410,811 SH       DEFINED   1,2                         410,811
MAY DEPT STORES CO   COM        57777810    318,949   8,615,577 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   8,615,577
MAYTAG CORP          COM        57859210     35,201   2,519,724 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   2,519,724
MB FINANCIAL INC NEW COM        55264U10     13,920     363,436 SH       DEFINED   1,2                         363,436
MBIA INC             COM        55262C10    229,893   4,397,335 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,397,335
MBNA CORP            COM        55262L10    935,938  38,123,728 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  38,123,728
MBT FINL CORP        COM        57887710      3,826     202,749 SH       DEFINED   1,2                         202,749
MCAFEE INC           COM        57906410    150,615   6,676,216 SH       DEFINED   1,2,5,10,12,13,14         6,676,216
MCCLATCHY CO         CL A       57948910     13,397     180,651 SH       DEFINED   1,2,5                       180,651
MCCORMICK & CO INC   COM NON VT 57978020    133,122   3,866,451 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,866,451
MCDATA CORP          CL A       58003120      8,398   2,227,651 SH       DEFINED   1,2,5,13                  2,227,651
MCDERMOTT INTL INC   COM        58003710      1,463      77,293 SH       DEFINED   1,2,5                        77,293
MCDONALDS CORP       COM        58013510  1,481,137  47,563,804 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  47,563,804
MCG CAPITAL CORP     COM        58047P10      6,665     433,195 SH       DEFINED   1,2                         433,195
MCGRATH RENTCORP     COM        58058910      6,767     289,428 SH       DEFINED   1,2                         289,428
MCGRAW HILL COS INC  COM        58064510    495,975   5,684,527 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,684,527
MCI INC              COM        55269110     11,676     468,934 SH       DEFINED   1,5                         468,934
MCKESSON CORP        COM        58155Q10    441,241  11,688,505 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  11,688,505
MCMORAN EXPLORATION  COM        58241110      4,917     244,620 SH       DEFINED   1,2                         244,620
MDS INC              COM        55269P30        165      11,348 SH       DEFINED   1                            11,348
MDU RES GROUP INC    COM        55269010     43,223   1,564,919 SH       DEFINED   1,2,5,13                  1,564,919
MEADE INSTRUMENTS CO COM        58306210        102      35,081 SH       DEFINED   1,6                          35,081
MEADOWBROOK INS GROU COM        58319P10         84      15,953 SH       DEFINED   1                            15,953
MEADWESTVACO CORP    COM        58333410    188,292   5,917,420 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,917,420
MEASUREMENT SPECIALT COM        58342110      3,396     147,650 SH       DEFINED   1,2                         147,650
MECHANICAL TECHNOLOG COM        58353810        129      29,218 SH       DEFINED   1                            29,218
MECHEL STEEL GROUP O SPONSORED  58384010      2,914     108,840 SH       DEFINED   1,2,7                       108,840
MEDALLION FINL CORP  COM        58392810        181      19,850 SH       DEFINED   1,2                          19,850
MEDAREX INC          COM        58391610      8,764   1,229,229 SH       DEFINED   1,2,5                     1,229,229
MEDCATH CORP         COM        58404W10      2,819      96,218 SH       DEFINED   1,2                          96,218
MEDCO HEALTH SOLUTIO COM        58405U10    386,884   7,804,800 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   7,804,800
MEDIA GEN INC        CL A       58440410     20,629     333,539 SH       DEFINED   1,2,5,6,13                  333,539
MEDIACOM COMMUNICATI CL A       58446K10      6,048     924,711 SH       DEFINED   1,2,5                       924,711
MEDICAL ACTION INDS  COM        58449L10      2,118     112,046 SH       DEFINED   1,2                         112,046
MEDICAL STAFFING NET COM        58463F10      2,459     372,017 SH       DEFINED   1,2                         372,017
MEDICINES CO         COM        58468810     34,954   1,542,524 SH       DEFINED   1,2,5                     1,542,524
MEDICIS PHARMACEUTIC CL A NEW   58469030     22,308     744,087 SH       DEFINED   1,2,5,6                     744,087
MEDIMMUNE INC        COM        58469910    174,178   7,315,322 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   7,315,322
MEDIS TECHNOLOGIES L COM        58500P10      2,603     181,538 SH       DEFINED   1,2                         181,538
MEDTRONIC INC        COM        58505510  2,000,184  39,257,786 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  39,257,786
MELLON FINL CORP     COM        58551A10    355,819  12,467,374 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  12,467,374
MEMC ELECTR MATLS IN COM        55271510     41,437   3,080,851 SH       DEFINED   1,2,5                     3,080,851
MENS WEARHOUSE INC   COM        58711810     31,590     748,405 SH       DEFINED   1,2,5,6                     748,405
MENTOR CORP MINN     COM        58718810     22,965     715,429 SH       DEFINED   1,2,5,6                     715,429



MENTOR GRAPHICS CORP COM        58720010     19,760   1,442,315 SH       DEFINED   1,2,5,8,13                1,442,315
MERCANTILE BANK CORP COM        58737610      3,994      97,706 SH       DEFINED   1,2,5                        97,706
MERCANTILE BANKSHARE COM        58740510     69,919   1,374,738 SH       DEFINED   1,2,5,7,8,10,12,13,14     1,374,738
MERCK & CO INC       COM        58933110  2,483,720  76,729,081 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  76,729,081
MERCURY COMPUTER SYS COM        58937810     11,205     406,279 SH       DEFINED   1,2,5,6                     406,279
MERCURY GENL CORP NE COM        58940010     38,255     692,272 SH       DEFINED   1,2,5                       692,272
MERCURY INTERACTIVE  COM        58940510    118,714   2,505,572 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   2,505,572
MEREDITH CORP        COM        58943310     51,761   1,107,197 SH       DEFINED   1,2,5,6,10,13             1,107,197
MERGE TECHNOLOGIES I COM        58998110      2,393     136,366 SH       DEFINED   1,2                         136,366
MERIDIAN BIOSCIENCE  COM        58958410      2,174     145,937 SH       DEFINED   1                           145,937
MERIDIAN GOLD INC    COM        58997510      2,387     141,726 SH       DEFINED   1,2                         141,726
MERIDIAN RESOURCE CO COM        58977Q10     10,354   2,006,498 SH       DEFINED   1,2,5                     2,006,498
MERISTAR HOSPITALITY COM        58984Y10     13,871   1,981,523 SH       DEFINED   1,2,3,5                   1,981,523
MERIT MED SYS INC    COM        58988910      7,872     656,508 SH       DEFINED   1,2,6                       656,508
MERITAGE HOMES CORP  COM        59001A10     29,535     501,266 SH       DEFINED   1,2,5,6                     501,266
MERIX CORP           COM        59004910      2,770     247,075 SH       DEFINED   1,2                         247,075
MERRILL LYNCH & CO I COM        59018810  5,172,665  91,389,848 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  91,389,848
MESA AIR GROUP INC   COM        59047910      3,487     498,197 SH       DEFINED   1,2,6                       498,197
METAL MGMT INC       COM NEW    59109720      8,227     320,362 SH       DEFINED   1,2                         320,362
METALS USA INC       COM NEW    59132420      5,469     279,155 SH       DEFINED   1,2                         279,155
METASOLV INC         COM        59139P10         97      39,436 SH       DEFINED   1                            39,436
METHODE ELECTRS INC  COM        59152020      9,512     785,446 SH       DEFINED   1,2,6                       785,446
METLIFE INC          COM        59156R10    890,704  22,780,164 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  22,780,164
METRIS COS INC       COM        59159810      8,186     706,272 SH       DEFINED   1,2,5                       706,272
METRO GOLDWYN MAYER  COM        59161010      6,879     575,674 SH       DEFINED   1,2,5                       575,674
METROLOGIC INSTRS IN COM        59167610      4,025     179,028 SH       DEFINED   1,2                         179,028
METTLER TOLEDO INTER COM        59268810     35,557     748,565 SH       DEFINED   1,2,5,10,12                 748,565
MFA MTG INVTS INC    COM        55272X10      8,649   1,136,553 SH       DEFINED   1,2                       1,136,553
MGE ENERGY INC       COM        55277P10     10,177     307,000 SH       DEFINED   1,2                         307,000
MGI PHARMA INC       COM        55288010     30,256   1,197,323 SH       DEFINED   1,2,5,6                   1,197,323
MGIC INVT CORP WIS   COM        55284810    203,337   3,297,172 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,297,172
MGM MIRAGE           COM        55295310     47,674     673,166 SH       DEFINED   1,2,5                       673,166
MGP INGREDIENTS INC  COM        55302G10        610      73,165 SH       DEFINED   1,2                          73,165
MICHAELS STORES INC  COM        59408710    167,280   4,608,272 SH       DEFINED   1,2,5,10,12,13,14         4,608,272
MICREL INC           COM        59479310     13,717   1,487,704 SH       DEFINED   1,2,5,13                  1,487,704
MICRO THERAPEUTICS I COM        59500W10        466     120,637 SH       DEFINED   1,2                         120,637
MICROCHIP TECHNOLOGY COM        59501710     98,194   3,775,254 SH       DEFINED   1,2,5,7,8,10,12,13,14     3,775,254
MICROMUSE INC        COM        59509410      5,240   1,156,623 SH       DEFINED   1,2,5                     1,156,623
MICRON TECHNOLOGY IN COM        59511210    169,355  16,378,590 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  16,378,590
MICROS SYS INC       COM        59490110     22,812     621,409 SH       DEFINED   1,2,6                       621,409
MICROSEMI CORP       COM        59513710     18,539   1,138,078 SH       DEFINED   1,2,5,6                   1,138,078
MICROSOFT CORP       COM        59491810  7,570,061 313,200,691 SH       DEFINED   1,2,5,6,7,8,10,12,13,14 313,200,691
MICROSTRATEGY INC    CL A NEW   59497240     18,053     332,654 SH       DEFINED   1,2,5                       332,654
MICROTEK MEDICAL HLD COM        59515B10      1,961     547,803 SH       DEFINED   1,2,5                       547,803
MICROTUNE INC DEL    COM        59514P10      2,856     662,744 SH       DEFINED   1,2                         662,744
MICROVISION INC WASH COM        59496010      1,469     252,045 SH       DEFINED   1                           252,045
MID-AMER APT CMNTYS  COM        59522J10     19,153     524,738 SH       DEFINED   1,2,3                       524,738
MIDAS GROUP INC      COM        59562610      7,676     336,239 SH       DEFINED   1,2,6                       336,239
MIDDLEBY CORP        COM        59627810      3,234      65,458 SH       DEFINED   1,2                          65,458
MIDDLESEX WATER CO   COM        59668010      2,983     164,347 SH       DEFINED   1,2,5                       164,347
MIDLAND CO           COM        59748610      4,553     144,490 SH       DEFINED   1,2                         144,490
MID-STATE BANCSHARES COM        59544010      9,413     353,884 SH       DEFINED   1,2                         353,884
MIDWAY GAMES INC     COM        59814810      6,428     626,493 SH       DEFINED   1,2                         626,493
MIDWEST AIR GROUP IN COM        59791110         31      12,989 SH       DEFINED   1                            12,989
MIDWEST BANC HOLDING COM        59825110      3,110     156,201 SH       DEFINED   1,2                         156,201
MIKOHN GAMING CORP   COM        59862K10        137      10,927 SH       DEFINED   1                            10,927
MILACRON INC         COM        59870910      2,398     786,187 SH       DEFINED   1,2,5,6                     786,187



MILLENNIUM PHARMACEU COM        59990210     43,151   5,124,800 SH       DEFINED   1,2,5,7,8,10,12,13,14     5,124,800
MILLER HERMAN INC    COM        60054410     29,727     986,967 SH       DEFINED   1,2,5,6,12,13               986,967
MILLIPORE CORP       COM        60107310     61,592   1,419,173 SH       DEFINED   1,2,5,6,7,10,12,13        1,419,173
MILLS CORP           COM        60114810     58,576   1,107,300 SH       DEFINED   1,2,3,5,10                1,107,300
MINDSPEED TECHNOLOGI COM        60268210      3,892   1,745,363 SH       DEFINED   1,2,5                     1,745,363
MINE SAFETY APPLIANC COM        60272010     12,292     317,297 SH       DEFINED   1,2,5                       317,297
MINERALS TECHNOLOGIE COM        60315810     79,472   1,208,155 SH       DEFINED   1,2,5,13                  1,208,155
MIPS TECHNOLOGIES IN COM        60456710      6,874     597,713 SH       DEFINED   1,2                         597,713
MISSION RESOURCES CO COM        60510910      4,085     576,977 SH       DEFINED   1,2                         576,977
MISSION WEST PPTYS I COM        60520310      3,929     370,664 SH       DEFINED   1,2,5                       370,664
MITCHELLS & BUTLERS  SPONS ADR  60668M20        146      22,468 SH       DEFINED   1                            22,468
MITSUBISHI TOKYO FIN SPONSORED  60681610     11,440   1,322,491 SH       DEFINED   1,2                       1,322,491
MITSUI & CO LTD      ADR        60682720        368       1,998 SH       DEFINED   1                             1,998
MKS INSTRUMENT INC   COM        55306N10      9,563     602,178 SH       DEFINED   1,2,5                       602,178
MOBILE MINI INC      COM        60740F10      9,299     230,108 SH       DEFINED   1,2,5,6                     230,108
MOBILE TELESYSTEMS O SPONSORED  60740910        994      28,248 SH       DEFINED   1,7                          28,248
MOBILITY ELECTRONICS COM        60741U10      2,363     338,070 SH       DEFINED   1,2                         338,070
MOBIUS MGMT SYSTEMS  COM        60692510        118      17,940 SH       DEFINED   1                            17,940
MOCON INC            COM        60749410         94      10,400 SH       DEFINED   1                            10,400
MODINE MFG CO        COM        60782810     15,936     543,327 SH       DEFINED   1,2,5,6,13                  543,327
MODTECH HLDGS INC    COM        60783C10         91      10,667 SH       DEFINED   1                            10,667
MOHAWK INDS INC      COM        60819010     85,010   1,008,420 SH       DEFINED   1,2,5,7,8,10,12,13,14     1,008,420
MOLECULAR DEVICES CO COM        60851C10      4,713     248,069 SH       DEFINED   1,2                         248,069
MOLEX INC            COM        60855410    116,125   4,405,353 SH       DEFINED   1,2,5,6,7,10,13           4,405,353
MOLEX INC            CL A       60855420      1,599      67,747 SH       DEFINED   1,5,12                       67,747
MOLINA HEALTHCARE IN COM        60855R10      7,241     157,108 SH       DEFINED   1,2                         157,108
MOLSON COORS BREWING CL B       60871R20    192,809   2,498,495 SH       DEFINED   1,2,5,6,10,12,13,14       2,498,495
MOMENTA PHARMACEUTIC COM        60877T10        393      46,380 SH       DEFINED   1,2                          46,380
MONACO COACH CORP    COM        60886R10      7,793     482,537 SH       DEFINED   1,2,6                       482,537
MONEYGRAM INTL INC   COM        60935Y10     22,981   1,216,577 SH       DEFINED   1,2,5,7,13                1,216,577
MONMOUTH REAL ESTATE CL A       60972010        112      13,300 SH       DEFINED   1                            13,300
MONOLITHIC PWR SYS I COM        60983910        278      31,518 SH       DEFINED   1                            31,518
MONOLITHIC SYS TECHN COM        60984210      2,708     462,980 SH       DEFINED   1,2                         462,980
MONRO MUFFLER BRAKE  COM        61023610      4,392     170,148 SH       DEFINED   1,2,5                       170,148
MONSANTO CO NEW      COM        61166W10    549,550   8,520,158 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   8,520,158
MONSTER WORLDWIDE IN COM        61174210     84,045   3,000,534 SH       DEFINED   1,2,5,6,10,13             3,000,534
MONTPELIER RE HOLDIN SHS        G6218510        339       9,644 SH       DEFINED   1,5                           9,644
MOODYS CORP          COM        61536910    336,108   4,156,668 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,156,668
MOOG INC             CL A       61539420     19,866     439,512 SH       DEFINED   1,2,6                       439,512
MORGAN STANLEY       COM NEW    61744644  6,042,877 105,552,433 SH       DEFINED   1,2,5,6,7,8,10,12,13,14 105,552,433
MORGAN STANLEY INDIA COM        61745C10      2,795      96,329 SH       DEFINED   7                            96,329
MORTGAGEIT HLDGS INC COM        61915Q10      2,726     170,900 SH       DEFINED   1,2                         170,900
MOSAIC CO            COM        61945A10     32,879   1,927,228 SH       DEFINED   1,2,5,12                  1,927,228
MOTIVE INC           COM        61980V10        473      47,323 SH       DEFINED   1                            47,323
MOTOROLA INC         COM        62007610  1,145,745  76,536,088 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  76,536,088
MOVADO GROUP INC     COM        62458010      4,952     267,655 SH       DEFINED   1,2                         267,655
MOVIE GALLERY INC    COM        62458110     13,832     482,302 SH       DEFINED   1,2,6                       482,302
MPS GROUP INC        COM        55340910     21,628   2,057,827 SH       DEFINED   1,2,5,13                  2,057,827
MRO SOFTWARE INC     COM        55347W10      6,657     474,462 SH       DEFINED   1,2,5,6                     474,462
MRV COMMUNICATIONS I COM        55347710      5,391   1,669,191 SH       DEFINED   1,2,5                     1,669,191
MSC INDL DIRECT INC  CL A       55353010     12,763     417,651 SH       DEFINED   1,2,5                       417,651
MTC TECHNOLOGIES INC COM        55377A10      3,575     109,994 SH       DEFINED   1,2                         109,994
MTR GAMING GROUP INC COM        55376910      4,346     350,455 SH       DEFINED   1,2,5                       350,455
MTS SYS CORP         COM        55377710     10,770     370,981 SH       DEFINED   1,2,6                       370,981
MUELLER INDS INC     COM        62475610     15,764     559,992 SH       DEFINED   1,2,5,6                     559,992
MULTI FINELINE ELECT COM        62541B10        859      48,670 SH       DEFINED   1                            48,670
MULTIMEDIA GAMES INC COM        62545310      3,160     407,179 SH       DEFINED   1,2,5,6                     407,179



MUNICIPAL MTG & EQUI GROWTH SHS 62624B10        259      10,648 SH       DEFINED   1,5                          10,648
MURPHY OIL CORP      COM        62671710    115,974   1,174,658 SH       DEFINED   1,2,5,12,13               1,174,658
MYERS INDS INC       COM        62846410      5,325     377,365 SH       DEFINED   1,2                         377,365
MYKROLIS CORP        COM        62852P10      9,575     669,582 SH       DEFINED   1,2,5                       669,582
MYLAN LABS INC       COM        62853010    121,634   6,864,208 SH       DEFINED   1,2,5,6,7,10,12,13        6,864,208
MYOGEN INC           COM        62856E10      3,501     443,667 SH       DEFINED   1,2                         443,667
MYRIAD GENETICS INC  COM        62855J10      8,705     473,332 SH       DEFINED   1,2,5                       473,332
NABI BIOPHARMACEUTIC COM        62951910     12,055     965,908 SH       DEFINED   1,2,5                       965,908
NABORS INDUSTRIES LT SHS        G6359F10    230,714   3,901,157 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,901,157
NACCO INDS INC       CL A       62957910      8,487      83,254 SH       DEFINED   1,2                          83,254
NALCO HOLDING COMPAN COM        62985Q10      8,280     439,740 SH       DEFINED   1,2,5                       439,740
NANOGEN INC          COM        63007510      1,908     548,374 SH       DEFINED   1,2                         548,374
NANOPHASE TCHNOLOGIE COM        63007910         93      16,150 SH       DEFINED   1                            16,150
NAPCO SEC SYS INC    COM        63040210        879      83,500 SH       DEFINED   1,2                          83,500
NAPSTER INC          COM        63079710        671     103,132 SH       DEFINED   1,6                         103,132
NARA BANCORP INC     COM        63080P10      4,321     307,573 SH       DEFINED   1,2,5                       307,573
NASB FINL INC        COM        62896810      1,924      48,590 SH       DEFINED   1,2                          48,590
NASDAQ STOCK MARKET  COM        63110310        584      54,617 SH       DEFINED   1                            54,617
NASH FINCH CO        COM        63115810     15,852     417,256 SH       DEFINED   1,2,6                       417,256
NASSDA CORP          COM        63172M10        185      27,800 SH       DEFINED   1                            27,800
NATCO GROUP INC      CL A       63227W20        236      21,700 SH       DEFINED   1,2                          21,700
NATIONAL AUSTRALIA B SPONSORED  63252540      1,145      10,429 SH       DEFINED   1                            10,429
NATIONAL BEVERAGE CO COM        63501710      1,508     185,058 SH       DEFINED   1,2                         185,058
NATIONAL BK GREECE S SPONSORED  63364340        517      75,135 SH       DEFINED   1                            75,135
NATIONAL CITY CORP   COM        63540510    610,582  18,226,317 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  18,226,317
NATIONAL FINL PARTNE COM        63607P20     18,593     467,171 SH       DEFINED   1,2                         467,171
NATIONAL FUEL GAS CO COM        63618010     40,723   1,424,386 SH       DEFINED   1,2,5,13                  1,424,386
NATIONAL HEALTH INVS COM        63633D10     10,466     402,847 SH       DEFINED   1,2                         402,847
NATIONAL HEALTH REAL COM        63590510        306      16,450 SH       DEFINED   1,2,5                        16,450
NATIONAL HEALTHCARE  COM        63590610      3,690     107,864 SH       DEFINED   1,2,5                       107,864
NATIONAL INSTRS CORP COM        63651810     21,768     804,717 SH       DEFINED   1,2,5,13                    804,717
NATIONAL OILWELL VAR COM        63707110    224,133   4,799,425 SH       DEFINED   1,2,5,6,10,12,13          4,799,425
NATIONAL PENN BANCSH COM        63713810     12,208     496,868 SH       DEFINED   1,2,5                       496,868
NATIONAL PRESTO INDS COM        63721510      3,990      99,011 SH       DEFINED   1,2,5,6                      99,011
NATIONAL SEMICONDUCT COM        63764010    305,297  14,813,058 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  14,813,058
NATIONAL WESTN LIFE  CL A       63852210      6,528      38,191 SH       DEFINED   1,2                          38,191
NATIONWIDE FINL SVCS CL A       63861210     27,900     777,162 SH       DEFINED   1,2,5                       777,162
NATIONWIDE HEALTH PP COM        63862010     20,952   1,036,713 SH       DEFINED   1,2,5                     1,036,713
NATURAL ALTERNATIVES COM NEW    63884230         96      14,200 SH       DEFINED   1                            14,200
NATURES SUNSHINE PRO COM        63902710      4,855     282,778 SH       DEFINED   1,2,6                       282,778
NAUTILUS INC         COM        63910B10     13,547     570,172 SH       DEFINED   1,2,5,6                     570,172
NAVARRE CORP         COM        63920810      2,515     316,407 SH       DEFINED   1,2                         316,407
NAVIGANT CONSULTING  COM        63935N10     18,594     682,858 SH       DEFINED   1,2                         682,858
NAVIGANT INTL INC    COM        63935R10      2,677     196,002 SH       DEFINED   1,2                         196,002
NAVIGATORS GROUP INC COM        63890410      8,638     260,604 SH       DEFINED   1,2                         260,604
NAVISTAR INTL CORP N COM        63934E10     62,791   1,725,023 SH       DEFINED   1,2,5,6,10,13             1,725,023
NAVTEQ CORP          COM        63936L10     18,511     427,008 SH       DEFINED   1,2,5                       427,008
NBC CAP CORP         COM        62872910      2,861     118,324 SH       DEFINED   1,2,5                       118,324
NBT BANCORP INC      COM        62877810     10,757     479,990 SH       DEFINED   1,2,5                       479,990
NBTY INC             COM        62878210     20,361     811,532 SH       DEFINED   1,2,5,6                     811,532
NCI BUILDING SYS INC COM        62885210     11,959     309,818 SH       DEFINED   1,2                         309,818
NCO GROUP INC        COM        62885810      8,569     438,318 SH       DEFINED   1,2,6                       438,318
NCR CORP NEW         COM        62886E10    183,020   5,424,432 SH       DEFINED   1,2,5,6,7,10,12,13        5,424,432
NDCHEALTH CORP       COM        63948010      9,488     593,752 SH       DEFINED   1,2,5,6                     593,752
NEC CORP             ADR        62905020        462      76,740 SH       DEFINED   1                            76,740
NEENAH PAPER INC     COM        64007910      5,320     158,232 SH       DEFINED   1,2,5,7                     158,232
NEIGHBORCARE INC     COM        64015Y10     16,145     551,967 SH       DEFINED   1,2,5                       551,967



NEIMAN MARCUS GROUP  CL A       64020420     54,168     591,932 SH       DEFINED   1,2,5,12,13                 591,932
NEIMAN MARCUS GROUP  CL B       64020430        881       9,767 SH       DEFINED   1,5                           9,767
NEKTAR THERAPEUTICS  COM        64026810     11,439     820,600 SH       DEFINED   1,2,5                       820,600
NELNET INC           CL A       64031N10     17,719     556,677 SH       DEFINED   1,2                         556,677
NELSON THOMAS INC    COM        64037610      6,826     288,606 SH       DEFINED   1,2,5,6                     288,606
NEOFORMA COM INC     COM NEW    64047550        913     114,889 SH       DEFINED   1,2                         114,889
NEOPHARM INC         COM        64091910      2,063     265,560 SH       DEFINED   1,2                         265,560
NEORX CORP           COM PAR $0 64052030         14      13,667 SH       DEFINED   1                            13,667
NEOSE TECHNOLOGIES I COM        64052210        719     278,744 SH       DEFINED   1,2                         278,744
NEOWARE SYS INC      COM        64065P10      2,139     204,900 SH       DEFINED   1,5                         204,900
NESS TECHNOLOGIES IN COM        64104X10      1,526     127,359 SH       DEFINED   1,2                         127,359
NET2PHONE            COM        64108N10        733     455,032 SH       DEFINED   1,2                         455,032
NETBANK INC          COM        64093310      6,650     784,213 SH       DEFINED   1,2,5                       784,213
NETFLIX COM INC      COM        64110L10      3,583     330,208 SH       DEFINED   1,2,5                       330,208
NETGEAR INC          COM        64111Q10      6,601     437,455 SH       DEFINED   1,2                         437,455
NETIQ CORP           COM        64115P10     14,609   1,278,158 SH       DEFINED   1,2,5                     1,278,158
NETRATINGS INC       COM        64116M10      2,509     164,505 SH       DEFINED   1,2                         164,505
NETSCOUT SYS INC     COM        64115T10      1,290     289,845 SH       DEFINED   1,2                         289,845
NETWORK APPLIANCE IN COM        64120L10    285,066  10,306,080 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  10,306,080
NETWORK EQUIP TECHNO COM        64120810      2,066     366,916 SH       DEFINED   1,2,6                       366,916
NEUROCRINE BIOSCIENC COM        64125C10     17,008     446,872 SH       DEFINED   1,2,5                       446,872
NEUROGEN CORP        COM        64124E10      2,158     304,803 SH       DEFINED   1,2                         304,803
NEVADA GOLD & CASINO COM NEW    64126Q20      1,039      81,165 SH       DEFINED   1                            81,165
NEW BRUNSWICK SCIENT COM        64287610         78      14,320 SH       DEFINED   1                            14,320
NEW CENTURY FINANCIA COM        6435EV10     41,676     890,123 SH       DEFINED   1,2,5                       890,123
NEW FRONTIER MEDIA I COM        64439810        113      15,757 SH       DEFINED   1                            15,757
NEW JERSEY RES       COM        64602510     19,591     450,059 SH       DEFINED   1,2,5                       450,059
NEW PLAN EXCEL RLTY  COM        64805310     52,790   2,102,330 SH       DEFINED   1,2,3,5,13                2,102,330
NEW YORK & CO INC    COM        64929510      2,341     116,651 SH       DEFINED   1,2                         116,651
NEW YORK CMNTY BANCO COM        64944510     77,184   4,250,235 SH       DEFINED   1,2,5,7,8,10,12,13,14     4,250,235
NEW YORK TIMES CO    CL A       65011110    162,826   4,451,217 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,451,217
NEWALLIANCE BANCSHAR COM        65020310     11,483     820,244 SH       DEFINED   1,2,5                       820,244
NEWCASTLE INVT CORP  COM        65105M10     15,191     513,225 SH       DEFINED   1,2                         513,225
NEWELL RUBBERMAID IN COM        65122910    202,165   9,214,451 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,214,451
NEWFIELD EXPL CO     COM        65129010     67,234     905,392 SH       DEFINED   1,2,5,12,13                 905,392
NEWMARKET CORP       COM        65158710      4,446     239,023 SH       DEFINED   1,2,5                       239,023
NEWMONT MINING CORP  COM        65163910    550,558  13,030,955 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  13,030,955
NEWPARK RES INC      COM PAR $. 65171850      7,622   1,294,039 SH       DEFINED   1,2                       1,294,039
NEWPORT CORP         COM        65182410     11,554     797,384 SH       DEFINED   1,2,5,13                    797,384
NEWS CORP            CL A       65248E10  1,112,612  65,757,209 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  65,757,209
NEWS CORP            CL B       65248E20     45,657   2,592,679 SH       DEFINED   1,2,4,5,7,8,10,12,13,14   2,592,679
NEXSTAR BROADCASTING CL A       65336K10        628      89,085 SH       DEFINED   1,2                          89,085
NEXTEL COMMUNICATION CL A       65332V10    934,972  32,898,365 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  32,898,365
NEXTEL PARTNERS INC  CL A       65333F10     27,223   1,241,937 SH       DEFINED   1,2,5                     1,241,937
NGP CAP RES CO       COM        62912R10      2,836     176,370 SH       DEFINED   1,2                         176,370
NIC INC              COM        62914B10      2,627     550,672 SH       DEFINED   1,2                         550,672
NICOR INC            COM        65408610     58,167   1,568,255 SH       DEFINED   1,2,5,6,10,13             1,568,255
NIDEC CORP           SPONSORED  65409010      7,551     242,029 SH       DEFINED   1,2                         242,029
NII HLDGS INC        CL B NEW   62913F20     32,681     568,367 SH       DEFINED   1,2,5,12                    568,367
NIKE INC             CL B       65410610    536,514   6,439,973 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   6,439,973
NIKU CORP            COM NEW    65411370        200      11,073 SH       DEFINED   1                            11,073
NISOURCE INC         COM        65473P10    227,471   9,981,177 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,981,177
NISSAN MOTORS        SPONSORED  65474440        594      29,012 SH       DEFINED   1                            29,012
NITROMED INC         COM        65479850      2,846     164,436 SH       DEFINED   1,2                         164,436
NL INDS INC          COM NEW    62915640      2,846     123,187 SH       DEFINED   1,2                         123,187
NMS COMMUNICATIONS C COM        62924810      2,847     663,615 SH       DEFINED   1,2                         663,615
NMT MED INC          COM        62929410        118      14,396 SH       DEFINED   1                            14,396



NN INC               COM        62933710      2,951     239,530 SH       DEFINED   1,2                         239,530
NOBEL LEARNING CMNTY COM        65488910        155      17,933 SH       DEFINED   1                            17,933
NOBLE CORPORATION    SHS        G6542210    208,369   3,706,972 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,706,972
NOBLE ENERGY INC     COM        65504410     55,599     817,385 SH       DEFINED   1,2,5,12,13                 817,385
NOBLE INTL LTD       COM        65505310      1,722      75,972 SH       DEFINED   1,2                          75,972
NOKIA CORP           SPONSORED  65490220      7,735     501,277 SH       DEFINED   1,2                         501,277
NORANDA INC          COM        65542210        434      21,450 SH       DEFINED   7                            21,450
NORDIC AMERICAN TANK COM        G6577310        218       4,600 SH       DEFINED   1,5                           4,600
NORDSON CORP         COM        65566310     20,636     560,460 SH       DEFINED   1,2,5,13                    560,460
NORDSTROM INC        COM        65566410    175,652   3,171,751 SH       DEFINED   1,2,5,6,7,10,12,13        3,171,751
NORFOLK SOUTHERN COR COM        65584410    428,871  11,575,472 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  11,575,472
NORTEL NETWORKS CORP COM        65656810      1,714     627,787 SH       DEFINED   1,2,5,13                    627,787
NORTH AMERN SCIENTIF COM        65715D10         36      10,000 SH       DEFINED   1                            10,000
NORTH FORK BANCORPOR COM        65942410    384,621  13,865,204 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  13,865,204
NORTH PITTSBURGH SYS COM        66156210      4,536     229,504 SH       DEFINED   1,2                         229,504
NORTHEAST UTILS      COM        66439710     40,085   2,080,186 SH       DEFINED   1,2,5,7,10,13             2,080,186
NORTHERN BORDER PART UNIT LTD P 66478510        490      10,160 SH       DEFINED   1,5                          10,160
NORTHERN STS FINL CO COM        66575110        241       8,800 SH       DEFINED   1                             8,800
NORTHERN TR CORP     COM        66585910    252,951   5,822,987 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,822,987
NORTHFIELD LABS INC  COM        66613510      3,619     321,708 SH       DEFINED   1,2                         321,708
NORTHROP GRUMMAN COR COM        66680710  1,906,628  35,321,003 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  35,321,003
NORTHWEST AIRLS CORP CL A       66728010     51,667   7,723,060 SH       DEFINED   1,2,5                     7,723,060
NORTHWEST BANCORP IN COM        66732810      5,404     252,386 SH       DEFINED   1,2                         252,386
NORTHWEST NAT GAS CO COM        66765510     15,927     440,344 SH       DEFINED   1,2,5                       440,344
NOVA CHEMICALS CORP  COM        66977W10        524      12,206 SH       DEFINED   1,5                          12,206
NOVAMED INC DEL      COM        66986W10         66      11,552 SH       DEFINED   1                            11,552
NOVARTIS A G         SPONSORED  66987V10      4,158      88,888 SH       DEFINED   1,2                          88,888
NOVASTAR FINL INC    COM        66994740     14,866     412,827 SH       DEFINED   1,2                         412,827
NOVATEL WIRELESS INC COM NEW    66987M60      2,831     263,379 SH       DEFINED   1,2                         263,379
NOVAVAX INC          COM        67000210         26      18,600 SH       DEFINED   1                            18,600
NOVELIS INC          COM        67000X10        926      42,245 SH       DEFINED   1,5                          42,245
NOVELL INC           COM        67000610     55,823   9,366,304 SH       DEFINED   1,2,5,6,10,13             9,366,304
NOVELLUS SYS INC     COM        67000810    106,089   3,968,924 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,968,924
NOVEN PHARMACEUTICAL COM        67000910      7,236     426,637 SH       DEFINED   1,2,6                       426,637
NOVO-NORDISK A S     ADR        67010020      1,031      18,470 SH       DEFINED   1                            18,470
NPS PHARMACEUTICALS  COM        62936P10      6,821     540,510 SH       DEFINED   1,2,5                       540,510
NRG ENERGY INC       COM NEW    62937750     24,000     702,777 SH       DEFINED   1,2,5                       702,777
NS GROUP INC         COM        62891610     15,627     497,530 SH       DEFINED   1,2,5                       497,530
NSTAR                COM        67019E10     39,348     724,648 SH       DEFINED   1,2,5,7,13                  724,648
NTL INC DEL          COM        62940M10     60,601     951,795 SH       DEFINED   1,2,5,7,8,10,12,13,14       951,795
NTT DOCOMO INC       SPONS ADR  62942M20      1,280      76,420 SH       DEFINED   1                            76,420
NU SKIN ENTERPRISES  CL A       67018T10     17,024     756,295 SH       DEFINED   1,2                         756,295
NUANCE COMMUNICATION COM        66996710         37      12,801 SH       DEFINED   1                            12,801
NUCO2 INC            COM        62942810      2,498      94,973 SH       DEFINED   1,2                          94,973
NUCOR CORP           COM        67034610    356,666   6,196,415 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   6,196,415
NUTRACEUTICAL INTL C COM        67060Y10      1,497      94,418 SH       DEFINED   1,2                          94,418
NUVASIVE INC         COM        67070410        957      74,045 SH       DEFINED   1                            74,045
NUVEEN INVTS INC     CL A       67090F10      7,656     223,074 SH       DEFINED   1,2,5                       223,074
NUVELO INC           COM NEW    67072M30      2,998     461,168 SH       DEFINED   1,2                         461,168
NVIDIA CORP          COM        67066G10    113,971   4,796,778 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,796,778
NVR INC              COM        62944T10    166,617     212,251 SH       DEFINED   1,2,5,6,10                  212,251
NYFIX INC            COM        67071210        254      46,860 SH       DEFINED   1,5,6                        46,860
NYMAGIC INC          COM        62948410      3,199     134,970 SH       DEFINED   1,2                         134,970
O CHARLEYS INC       COM        67082310      7,698     354,094 SH       DEFINED   1,2,6                       354,094
O I CORP             COM        67084110        156      14,300 SH       DEFINED   1                            14,300
O REILLY AUTOMOTIVE  COM        68609110     33,452     675,385 SH       DEFINED   1,2,5,12,13                 675,385
OAK HILL FINL INC    COM        67133710      1,302      38,686 SH       DEFINED   1                            38,686


OAKLEY INC           COM        67366210      5,081     396,301 SH       DEFINED   1,2,5                       396,301
OCA INC              COM        67083Q10      3,090     727,072 SH       DEFINED   1,2,5,6                     727,072
OCCIDENTAL PETE CORP COM        67459910  1,051,288  14,771,499 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  14,771,499
OCEANEERING INTL INC COM        67523210     16,059     428,228 SH       DEFINED   1,2,5                       428,228
OCEANFIRST FINL CORP COM        67523410      3,407     148,324 SH       DEFINED   1,2                         148,324
OCTEL CORP           COM        67572710      4,599     248,219 SH       DEFINED   1,2,5                       248,219
OCWEN FINL CORP      COM        67574610      5,530     685,291 SH       DEFINED   1,2                         685,291
ODYSSEY HEALTHCARE I COM        67611V10      7,440     632,627 SH       DEFINED   1,2,5,6                     632,627
ODYSSEY RE HLDGS COR COM        67612W10      4,703     187,819 SH       DEFINED   1,2,10,12,14                187,819
OFFICE DEPOT INC     COM        67622010    208,175   9,385,722 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,385,722
OFFICEMAX INC DEL    COM        67622P10    101,267   3,022,909 SH       DEFINED   1,2,5,6,10,13             3,022,909
OFFSHORE LOGISTICS I COM        67625510     10,132     304,095 SH       DEFINED   1,2                         304,095
OGE ENERGY CORP      COM        67083710     44,057   1,634,770 SH       DEFINED   1,2,5,6,13                1,634,770
OHIO CAS CORP        COM        67724010     29,354   1,277,390 SH       DEFINED   1,2,5,13                  1,277,390
OIL STS INTL INC     COM        67802610      8,929     434,485 SH       DEFINED   1,2                         434,485
OLD DOMINION FGHT LI COM        67958010      7,877     252,865 SH       DEFINED   1,2                         252,865
OLD NATL BANCORP IND COM        68003310     22,227   1,094,909 SH       DEFINED   1,2,5                     1,094,909
OLD REP INTL CORP    COM        68022310    107,229   4,604,058 SH       DEFINED   1,2,5,7,8,10,12,13,14     4,604,058
OLD SECOND BANCORP I COM        68027710      6,762     224,106 SH       DEFINED   1,2                         224,106
OLIN CORP            COM PAR $1 68066520     30,561   1,370,434 SH       DEFINED   1,2,5,13                  1,370,434
OLYMPIC STEEL INC    COM        68162K10        600      33,554 SH       DEFINED   1                            33,554
OM GROUP INC         COM        67087210     20,540     675,202 SH       DEFINED   1,2,5                       675,202
OMEGA FINL CORP      COM        68209210      4,753     159,562 SH       DEFINED   1,2,5                       159,562
OMEGA HEALTHCARE INV COM        68193610      9,252     842,583 SH       DEFINED   1,2                         842,583
OMEGA PROTEIN CORP   COM        68210P10        637      93,393 SH       DEFINED   1,2                          93,393
OMI CORP NEW         COM        Y6476W10      2,553     133,296 SH       DEFINED   1,2,5                       133,296
OMNICARE INC         COM        68190410     67,188   1,895,285 SH       DEFINED   1,2,5,7,8,10,12,13,14     1,895,285
OMNICELL INC         COM        68213N10      3,948     547,552 SH       DEFINED   1,2                         547,552
OMNICOM GROUP INC    COM        68191910    480,007   5,422,584 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,422,584
OMNIVISION TECHNOLOG COM        68212810     16,398   1,082,344 SH       DEFINED   1,2,5                     1,082,344
OMNOVA SOLUTIONS INC COM        68212910      3,249     605,007 SH       DEFINED   1,2                         605,007
ON ASSIGNMENT INC    COM        68215910        243      47,736 SH       DEFINED   1,6                          47,736
ON SEMICONDUCTOR COR COM        68218910      6,771   1,714,261 SH       DEFINED   1,2                       1,714,261
ON2 TECHNOLOGIES INC COM        68338A10          9      14,100 SH       DEFINED   1                            14,100
ONE LIBERTY PPTYS IN COM        68240610        202      10,800 SH       DEFINED   1                            10,800
ONEOK INC NEW        COM        68268010     82,611   2,680,435 SH       DEFINED   1,2,5,13                  2,680,435
ONYX PHARMACEUTICALS COM        68339910     16,212     517,137 SH       DEFINED   1,2,5                       517,137
OPEN JT STK CO-VIMPE SPONSORED  68370R10      2,146      62,334 SH       DEFINED   1,2,7                        62,334
OPEN SOLUTIONS INC   COM        68371P10      3,696     186,388 SH       DEFINED   1,2                         186,388
OPENTV CORP          CL A       G6754310         78      27,518 SH       DEFINED   1                            27,518
OPENWAVE SYS INC     COM NEW    68371830     12,121     994,351 SH       DEFINED   1,2,5                       994,351
OPLINK COMMUNICATION COM        68375Q10      2,456   1,564,338 SH       DEFINED   1,2                       1,564,338
OPNET TECHNOLOGIES I COM        68375710      1,683     201,374 SH       DEFINED   1,2,5                       201,374
OPSWARE INC          COM        68383A10      4,519     875,801 SH       DEFINED   1,2,5                       875,801
OPTICAL COMMUNICATIO CL A       68382T10        325     186,998 SH       DEFINED   1,2                         186,998
OPTION CARE INC      COM        68394810      5,383     261,447 SH       DEFINED   1,2,5                       261,447
OPTIONSXPRESS HLDGS  COM        68401010        343      21,200 SH       DEFINED   1,2                          21,200
ORACLE CORP          COM        68389X10  1,649,469 132,168,962 SH       DEFINED   1,2,5,6,7,8,10,12,13,14 132,168,962
ORASURE TECHNOLOGIES COM        68554V10      4,728     642,330 SH       DEFINED   1,2,5                       642,330
ORBITAL SCIENCES COR COM        68556410      7,308     754,979 SH       DEFINED   1,2                         754,979
ORBOTECH LTD         ORD        M7525310        619      28,247 SH       DEFINED   1,2,7                        28,247
ORCHID BIOSCIENCES I COM PAR $0 68571P50        121      10,331 SH       DEFINED   1                            10,331
OREGON STL MLS INC   COM        68607910     17,065     741,941 SH       DEFINED   1,2                         741,941
ORIENTAL FINL GROUP  COM        68618W10      8,502     363,035 SH       DEFINED   1,2                         363,035
ORIGEN FINL INC      COM        68619E20        535      77,487 SH       DEFINED   1                            77,487
ORIX CORP            SPONSORED  68633010        511       7,955 SH       DEFINED   1                             7,955
ORLEANS HOMEBUILDERS COM        68658810        631      34,321 SH       DEFINED   1                            34,321



ORMAT TECHNOLOGIES I COM        68668810        767      48,955 SH       DEFINED   1                            48,955
ORTHOLOGIC CORP      COM        68750J10      2,663     526,271 SH       DEFINED   1,2,5                       526,271
ORTHOVITA INC        COM        68750U10      1,746     513,477 SH       DEFINED   1,2                         513,477
OSCIENT PHARMACEUTIC COM        68812R10      1,963     838,851 SH       DEFINED   1,2                         838,851
OSHKOSH B GOSH INC   CL A       68822220      6,563     215,174 SH       DEFINED   1,2,6                       215,174
OSHKOSH TRUCK CORP   COM        68823920     35,975     438,771 SH       DEFINED   1,2,5,6                     438,771
OSI PHARMACEUTICALS  COM        67104010     20,501     495,917 SH       DEFINED   1,2,5,12                    495,917
OSI SYSTEMS INC      COM        67104410      3,510     200,476 SH       DEFINED   1,2                         200,476
OSTEOTECH INC        COM        68858210        177      46,936 SH       DEFINED   1,5,6                        46,936
OTTER TAIL CORP      COM        68964810     10,495     419,119 SH       DEFINED   1,2,5                       419,119
OUTBACK STEAKHOUSE I COM        68989910     42,778     934,211 SH       DEFINED   1,2,5,7,13                  934,211
OVERLAND STORAGE INC COM        69031010      2,841     193,503 SH       DEFINED   1,2                         193,503
OVERNITE CORP        COM        69032210     12,982     405,826 SH       DEFINED   1,2                         405,826
OVERSEAS SHIPHOLDING COM        69036810     68,637   1,091,027 SH       DEFINED   1,2,13                    1,091,027
OVERSTOCK COM INC DE COM        69037010      7,784     181,061 SH       DEFINED   1,2,5                       181,061
OWENS & MINOR INC NE COM        69073210     16,416     604,655 SH       DEFINED   1,2,5,6                     604,655
OWENS ILL INC        COM NEW    69076840    228,493   9,088,837 SH       DEFINED   1,2,5                     9,088,837
OXFORD INDS INC      COM        69149730      9,371     256,120 SH       DEFINED   1,2,6                       256,120
OXIGENE INC          COM        69182810         72      17,729 SH       DEFINED   1                            17,729
P A M TRANSN SVCS IN COM        69314910      1,391      80,899 SH       DEFINED   1,2                          80,899
P C CONNECTION       COM        69318J10        594     101,250 SH       DEFINED   1,2                         101,250
P F CHANGS CHINA BIS COM        69333Y10     30,024     502,068 SH       DEFINED   1,2,6                       502,068
P T TELEKOMUNIKASI I SPONSORED  71568410      1,546      82,505 SH       DEFINED   1,2                          82,505
PAB BANKSHARES INC   COM        69313P10        169      12,100 SH       DEFINED   1,2                          12,100
PACCAR INC           COM        69371810    349,980   4,834,645 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,834,645
PACER INTL INC TENN  COM        69373H10     13,393     560,606 SH       DEFINED   1,2                         560,606
PACIFIC CAP BANCORP  COM        69404P10     19,902     668,292 SH       DEFINED   1,2,5                       668,292
PACIFIC ENERGY PARTN COM UNIT   69422R10        717      23,600 SH       DEFINED   1,2                          23,600
PACIFIC SUNWEAR CALI COM        69487310     33,393   1,193,471 SH       DEFINED   1,2,5,10,13               1,193,471
PACIFICARE HEALTH SY COM        69511210     68,180   1,197,816 SH       DEFINED   1,2,5,13                  1,197,816
PACKAGING CORP AMER  COM        69515610     22,912     943,283 SH       DEFINED   1,2,5,13                    943,283
PACKETEER INC        COM        69521010     11,139     723,793 SH       DEFINED   1,2                         723,793
PACTIV CORP          COM        69525710    110,487   4,731,761 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,731,761
PAIN THERAPEUTICS IN COM        69562K10      2,117     416,669 SH       DEFINED   1,2                         416,669
PALATIN TECHNOLOGIES COM NEW    69607730      1,715     732,769 SH       DEFINED   1,2                         732,769
PALL CORP            COM        69642930     85,407   3,149,239 SH       DEFINED   1,2,5,6,7,10,12,13        3,149,239
PALM HARBOR HOMES    COM        69663910      4,322     265,783 SH       DEFINED   1,2                         265,783
PALMONE INC          COM        69713P10     28,042   1,104,894 SH       DEFINED   1,2,5                     1,104,894
PALMSOURCE INC       COM        69715410      1,829     202,296 SH       DEFINED   1,2,5                       202,296
PALOMAR MED TECHNOLO COM NEW    69752930      4,451     165,051 SH       DEFINED   1,2                         165,051
PAN PACIFIC RETAIL P COM        69806L10     43,183     760,932 SH       DEFINED   1,2,3,5                     760,932
PANERA BREAD CO      CL A       69840W10     30,765     544,229 SH       DEFINED   1,2,5,6                     544,229
PANTRY INC           COM        69865710     12,041     388,797 SH       DEFINED   1,2                         388,797
PAPA JOHNS INTL INC  COM        69881310     12,391     356,889 SH       DEFINED   1,2,6                       356,889
PAR PHARMACEUTICAL C COM        69888P10     22,020     658,506 SH       DEFINED   1,2,5,13                    658,506
PAR TECHNOLOGY CORP  COM        69888410        207      13,291 SH       DEFINED   1                            13,291
PARADYNE NETWORKS IN COM        69911G10      1,026     491,120 SH       DEFINED   1,2                         491,120
PARALLEL PETE CORP D COM        69915710         75      10,200 SH       DEFINED   1                            10,200
PARAMETRIC TECHNOLOG COM        69917310     56,597  10,124,690 SH       DEFINED   1,2,5,6,10,13            10,124,690
PAREXEL INTL CORP    COM        69946210      9,855     419,352 SH       DEFINED   1,2,6                       419,352
PARK ELECTROCHEMICAL COM        70041620      5,724     282,529 SH       DEFINED   1,2,6                       282,529
PARK NATL CORP       COM        70065810     24,190     215,022 SH       DEFINED   1,2,5                       215,022
PARK OHIO HLDGS CORP COM        70066610        194      10,368 SH       DEFINED   1                            10,368
PARKER DRILLING CO   COM        70108110      8,070   1,403,406 SH       DEFINED   1,2,5                     1,403,406
PARKER HANNIFIN CORP COM        70109410    225,007   3,693,489 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,693,489
PARKVALE FINL CORP   COM        70149210        246       8,832 SH       DEFINED   1                             8,832
PARKWAY PPTYS INC    COM        70159Q10     14,228     304,668 SH       DEFINED   1,2,3                       304,668



PARTNERRE LTD        COM        G6852T10      7,468     115,611 SH       DEFINED   1,5                         115,611
PARTNERS TR FINL GRO COM        70213F10      5,500     518,893 SH       DEFINED   1,2,5                       518,893
PARTY CITY CORP      COM        70214510      2,292     156,526 SH       DEFINED   1,2,5                       156,526
PATHMARK STORES INC  COM        70322A10      2,867     454,370 SH       DEFINED   1,2                         454,370
PATINA OIL & GAS COR COM        70322410     35,726     893,162 SH       DEFINED   1,2,5,12                    893,162
PATRICK INDS INC     COM        70334310        111      10,800 SH       DEFINED   1                            10,800
PATTERSON COMPANIES  COM        70339510    101,408   2,030,199 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,030,199
PATTERSON UTI ENERGY COM        70348110     60,804   2,430,214 SH       DEFINED   1,2,5,7,12,13             2,430,214
PAULA FINL DEL       COM        70358810         27      14,600 SH       DEFINED   1                            14,600
PAXAR CORP           COM        70422710     11,202     524,937 SH       DEFINED   1,2,6                       524,937
PAXSON COMMUNICATION COM        70423110        299     433,220 SH       DEFINED   1,2                         433,220
PAYCHEX INC          COM        70432610    322,951   9,840,068 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,840,068
PAYLESS SHOESOURCE I COM        70437910     24,894   1,576,577 SH       DEFINED   1,2,5,13                  1,576,577
PC MALL INC          COM        69323K10      1,265     101,885 SH       DEFINED   1,2                         101,885
PC-TEL INC           COM        69325Q10      3,048     414,147 SH       DEFINED   1,2,6                       414,147
PDF SOLUTIONS INC    COM        69328210      3,913     279,492 SH       DEFINED   1,2,5                       279,492
PDI INC              COM        69329V10      5,183     252,839 SH       DEFINED   1,2                         252,839
PEABODY ENERGY CORP  COM        70454910     77,749   1,677,072 SH       DEFINED   1,2,5,13                  1,677,072
PEAPACK-GLADSTONE FI COM        70469910      2,932     108,605 SH       DEFINED   1,2                         108,605
PEARSON PLC          SPONSORED  70501510        460      37,484 SH       DEFINED   1                            37,484
PEC SOLUTIONS INC    COM        70510710      2,697     214,419 SH       DEFINED   1,2                         214,419
PEDIATRIX MED GROUP  COM        70532410     29,791     434,336 SH       DEFINED   1,2,5,6                     434,336
PEETS COFFEE & TEA I COM        70556010      4,263     172,944 SH       DEFINED   1,2                         172,944
PEGASUS COMMUNICATIO CL A NEW   70590460        164      12,380 SH       DEFINED   1                            12,380
PEGASUS SOLUTIONS IN COM        70590610      4,241     358,796 SH       DEFINED   1,2,6                       358,796
PEGASYSTEMS INC      COM        70557310        714     132,719 SH       DEFINED   1,2                         132,719
PEMSTAR INC          COM        70655210         46      38,824 SH       DEFINED   1,5                          38,824
PENN ENGR & MFG CORP COM NON VT 70738930      3,541     196,186 SH       DEFINED   1,2                         196,186
PENN NATL GAMING INC COM        70756910     66,306   2,256,836 SH       DEFINED   1,2,5                     2,256,836
PENN VA CORP         COM        70788210     13,329     290,384 SH       DEFINED   1,2                         290,384
PENN VA RESOURCES PA COM        70788410      1,006      19,900 SH       DEFINED   1,2                          19,900
PENNEY J C INC       COM        70816010  2,060,000  39,676,434 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  39,676,434
PENNFED FINL SVCS IN COM        70816710      2,067     139,270 SH       DEFINED   1,2                         139,270
PENNROCK FINL SVCS C COM        70835210      4,306     123,311 SH       DEFINED   1,2                         123,311
PENNSYLVANIA RL ESTA SH BEN INT 70910210     30,938     767,318 SH       DEFINED   1,2,3,5                     767,318
PENTAIR INC          COM        70963110     62,895   1,612,704 SH       DEFINED   1,2,5,12,13               1,612,704
PENWEST PHARMACEUTIC COM        70975410      3,172     256,632 SH       DEFINED   1,2                         256,632
PEOPLES BANCORP INC  COM        70978910      5,158     191,730 SH       DEFINED   1,2                         191,730
PEOPLES BK BRIDGEPOR COM        71019810     20,132     491,623 SH       DEFINED   1,2,5                       491,623
PEOPLES ENERGY CORP  COM        71103010     56,933   1,358,143 SH       DEFINED   1,2,5,6,10,13             1,358,143
PEOPLES HLDG CO      COM        71114810      4,466     143,588 SH       DEFINED   1,2                         143,588
PEP BOYS MANNY MOE & COM        71327810     18,924   1,076,445 SH       DEFINED   1,2,5,6                   1,076,445
PEPCO HOLDINGS INC   COM        71329110     75,631   3,603,208 SH       DEFINED   1,2,5,7,8,10,12,13,14     3,603,208
PEPSI BOTTLING GROUP COM        71340910    469,158  16,845,906 SH       DEFINED   1,2,5,6,10,12,13,14      16,845,906
PEPSIAMERICAS INC    COM        71343P20     31,103   1,372,586 SH       DEFINED   1,2,5,6,7,13              1,372,586
PEPSICO INC          COM        71344810  2,820,422  53,185,411 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  53,185,411
PEREGRINE PHARMACEUT COM        71366110      2,729   1,856,676 SH       DEFINED   1,2,5                     1,856,676
PERFORMANCE FOOD GRO COM        71375510     25,449     919,413 SH       DEFINED   1,2,5,6                     919,413
PERFORMANCE TECHNOLO COM        71376K10         97      14,517 SH       DEFINED   1                            14,517
PERICOM SEMICONDUCTO COM        71383110      2,909     339,469 SH       DEFINED   1,2,6                       339,469
PERINI CORP          COM        71383910      1,741     126,215 SH       DEFINED   1,2                         126,215
PERKINELMER INC      COM        71404610     95,801   4,643,785 SH       DEFINED   1,2,5,6,10,12,13,14       4,643,785
PERMA-FIX ENVIRONMEN COM        71415710         23      12,500 SH       DEFINED   1                            12,500
PEROT SYS CORP       CL A       71426510     15,962   1,187,618 SH       DEFINED   1,2,5                     1,187,618
PERRIGO CO           COM        71429010     25,083   1,309,832 SH       DEFINED   1,2,5,13                  1,309,832
PER-SE TECHNOLOGIES  COM NEW    71356930      7,279     474,232 SH       DEFINED   1,2                         474,232
PERVASIVE SOFTWARE I COM        71571010         63      13,600 SH       DEFINED   1                            13,600



PETCO ANIMAL SUPPLIE COM NEW    71601620     18,397     499,770 SH       DEFINED   1,2,5                       499,770
PETMED EXPRESS INC   COM        71638210        823     111,016 SH       DEFINED   1                           111,016
PETROBRAS ENERGIA PA SP ADR B S 71646M10        790      64,717 SH       DEFINED   1,2,7                        64,717
PETRO-CDA            COM        71644E10      3,165      54,708 SH       DEFINED   1,5                          54,708
PETROCHINA CO LTD    SPONSORED  71646E10      2,375      37,572 SH       DEFINED   1                            37,572
PETROKAZAKHSTAN INC  COM        71649P10      6,708     166,996 SH       DEFINED   1,2,7                       166,996
PETROLEO BRASILEIRO  SPONSORED  71654V10     28,318     736,101 SH       DEFINED   1,2                         736,101
PETROLEO BRASILEIRO  SPONSORED  71654V40     55,330   1,252,372 SH       DEFINED   1,2,4,5                   1,252,372
PETROLEUM DEV CORP   COM        71657810     10,603     281,320 SH       DEFINED   1,2,5                       281,320
PETROQUEST ENERGY IN COM        71674810        309      46,500 SH       DEFINED   1                            46,500
PETSMART INC         COM        71676810     83,599   2,907,792 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,907,792
PFF BANCORP INC      COM        69331W10     11,720     424,628 SH       DEFINED   1,2                         424,628
PFIZER INC           COM        71708110  6,392,244 243,328,658 SH       DEFINED   1,2,5,6,7,8,10,12,13,14 243,328,658
PG&E CORP            COM        69331C10    451,244  13,232,953 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  13,232,953
PHARMACEUTICAL PROD  COM        71712410     32,373     668,168 SH       DEFINED   1,2,5,6,12                  668,168
PHARMACYCLICS INC    COM        71693310      2,013     250,736 SH       DEFINED   1,2                         250,736
PHARMION CORP        COM        71715B40      6,410     221,021 SH       DEFINED   1,2                         221,021
PHARMOS CORP         COM NEW    71713920        723   1,147,728 SH       DEFINED   1,2                       1,147,728
PHASE FORWARD INC    COM        71721R40        296      45,335 SH       DEFINED   1                            45,335
PHELPS DODGE CORP    COM        71726510    385,918   3,793,550 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,793,550
PHH CORP             COM NEW    69332020     12,831     586,703 SH       DEFINED   1,2,5,7,13                  586,703
PHILADELPHIA CONS HL COM        71752810     28,251     364,392 SH       DEFINED   1,2,5                       364,392
PHILIPPINE LONG DIST SPONSORED  71825260      4,037     160,131 SH       DEFINED   1,2,7                       160,131
PHILLIPS VAN HEUSEN  COM        71859210     20,299     761,962 SH       DEFINED   1,2,6                       761,962
PHOENIX COS INC NEW  COM        71902E10     24,812   1,941,491 SH       DEFINED   1,2,5                     1,941,491
PHOENIX TECHNOLOGY L COM        71915310        245      25,694 SH       DEFINED   1,6                          25,694
PHOTON DYNAMICS INC  COM        71936410      5,557     291,532 SH       DEFINED   1,2,6                       291,532
PHOTRONICS INC       COM        71940510     15,641     864,124 SH       DEFINED   1,2,5,6                     864,124
PICO HLDGS INC       COM NEW    69336620      2,715     104,804 SH       DEFINED   1,2                         104,804
PIEDMONT NAT GAS INC COM        72018610     27,418   1,190,013 SH       DEFINED   1,2,5                     1,190,013
PIER 1 IMPORTS INC   COM        72027910     21,566   1,183,016 SH       DEFINED   1,2,5,13                  1,183,016
PILGRIMS PRIDE CORP  COM        72146710     53,272   1,491,370 SH       DEFINED   1,2,5,10,12,14            1,491,370
PINNACLE AIRL CORP   COM        72344310      4,521     425,709 SH       DEFINED   1,2                         425,709
PINNACLE ENTMT INC   COM        72345610     11,426     684,176 SH       DEFINED   1,2,5,6                     684,176
PINNACLE SYS INC     COM        72348110      5,706   1,020,702 SH       DEFINED   1,2,5,6                   1,020,702
PINNACLE WEST CAP CO COM        72348410    126,732   2,981,230 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   2,981,230
PIONEER NAT RES CO   COM        72378710    129,660   3,035,119 SH       DEFINED   1,2,5,7,8,10,12,13,14     3,035,119
PIPER JAFFRAY COS    COM        72407810     11,390     311,290 SH       DEFINED   1,2,5,7                     311,290
PITNEY BOWES INC     COM        72447910    301,413   6,680,254 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   6,680,254
PIXAR                COM        72581110     27,731     284,271 SH       DEFINED   1,2,5,6                     284,271
PIXELWORKS INC       COM        72581M10      5,887     722,291 SH       DEFINED   1,2,5                       722,291
PLACER DOME INC      COM        72590610        720      44,367 SH       DEFINED   1,5                          44,367
PLACER SIERRA BANCSH COM        72607910      1,160      50,519 SH       DEFINED   1                            50,519
PLAINS ALL AMERN PIP UNIT LTD P 72650310      1,975      50,967 SH       DEFINED   1,5                          50,967
PLAINS EXPL& PRODTN  COM        72650510     55,356   1,586,120 SH       DEFINED   1,2,5,13                  1,586,120
PLANAR SYS INC       COM        72690010      5,597     620,455 SH       DEFINED   1,2,5,6                     620,455
PLANETOUT INC        COM        72705810        285      33,850 SH       DEFINED   1                            33,850
PLANTRONICS INC NEW  COM        72749310     24,777     650,648 SH       DEFINED   1,2,5,12,13                 650,648
PLATINUM UNDERWRITER COM        G7127P10        757      25,494 SH       DEFINED   1,2,5                        25,494
PLATO LEARNING INC   COM        72764Y10      2,257     289,344 SH       DEFINED   1,2                         289,344
PLAYBOY ENTERPRISES  CL B       72811730      3,502     271,480 SH       DEFINED   1,2                         271,480
PLAYTEX PRODS INC    COM        72813P10      5,582     620,241 SH       DEFINED   1,2                         620,241
PLEXUS CORP          COM        72913210     16,992   1,476,248 SH       DEFINED   1,2,5,13                  1,476,248
PLUG POWER INC       COM        72919P10      5,078     769,360 SH       DEFINED   1,2,5                       769,360
PLUM CREEK TIMBER CO COM        72925110    180,955   5,068,777 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,068,777
PLUMTREE SOFTWARE IN COM        72940Q10         82      16,680 SH       DEFINED   1                            16,680
PLX TECHNOLOGY INC   COM        69341710      3,446     328,190 SH       DEFINED   1,2                         328,190



PMA CAP CORP         CL A       69341920      3,569     446,093 SH       DEFINED   1,2,5                       446,093
PMC COML TR          SH BEN INT 69343410        163      10,828 SH       DEFINED   1                            10,828
PMC-SIERRA INC       COM        69344F10     39,138   4,447,544 SH       DEFINED   1,2,5,6,10,13             4,447,544
PMI GROUP INC        COM        69344M10     64,744   1,703,343 SH       DEFINED   1,2,5,7,8,10,12,13,14     1,703,343
PNC FINL SVCS GROUP  COM        69347510    470,054   9,130,806 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,130,806
PNM RES INC          COM        69349H10     43,314   1,623,460 SH       DEFINED   1,2,5,13                  1,623,460
POGO PRODUCING CO    COM        73044810     51,254   1,040,897 SH       DEFINED   1,2,5,7,12,13             1,040,897
POINT THERAPEUTICS I COM        73069410         42      10,341 SH       DEFINED   1                            10,341
POLARIS INDS INC     COM        73106810     45,433     646,922 SH       DEFINED   1,2,5,6,10,12               646,922
POLO RALPH LAUREN CO CL A       73157210     15,755     406,065 SH       DEFINED   1,2,5,12                    406,065
POLYCOM INC          COM        73172K10     23,343   1,377,190 SH       DEFINED   1,2,5,12,13               1,377,190
POLYMEDICA CORP      COM        73173810     14,790     465,684 SH       DEFINED   1,2,6                       465,684
POLYONE CORP         COM        73179P10     13,546   1,525,415 SH       DEFINED   1,2,5                     1,525,415
POMEROY IT SOLUTIONS COM        73182210        353      23,641 SH       DEFINED   1,2                          23,641
POPE & TALBOT INC    COM        73282710      4,430     252,017 SH       DEFINED   1,2,5                       252,017
POPULAR INC          COM        73317410     64,569   2,654,985 SH       DEFINED   1,2,5                     2,654,985
PORTAL SOFTWARE INC  COM NEW    73612630        918     379,308 SH       DEFINED   1,2                         379,308
PORTALPLAYER INC     COM        73618720      1,237      54,169 SH       DEFINED   1                            54,169
PORTFOLIO RECOVERY A COM        73640Q10     12,079     354,957 SH       DEFINED   1,2                         354,957
PORTUGAL TELECOM SGP SPONSORED  73727310        456      38,713 SH       DEFINED   1                            38,713
POSCO                SPONSORED  69348310      3,986      80,751 SH       DEFINED   1                            80,751
POSSIS MEDICAL INC   COM        73740710      4,202     502,053 SH       DEFINED   1,2,6                       502,053
POST PPTYS INC       COM        73746410     29,843     961,448 SH       DEFINED   1,2,3,5                     961,448
POTLATCH CORP        COM        73762810     31,246     663,816 SH       DEFINED   1,2,5,13                    663,816
POWELL INDS INC      COM        73912810      4,622     249,558 SH       DEFINED   1,2                         249,558
POWER INTEGRATIONS I COM        73927610     10,328     494,392 SH       DEFINED   1,2,5,6                     494,392
POWER-ONE INC        COM        73930810      5,868   1,207,305 SH       DEFINED   1,2,5                     1,207,305
POWERWAVE TECHNOLOGI COM        73936310     15,363   1,984,920 SH       DEFINED   1,2,5,13                  1,984,920
POZEN INC            COM        73941U10      2,318     444,940 SH       DEFINED   1,2,5                       444,940
PPG INDS INC         COM        69350610    389,503   5,446,066 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,446,066
PPL CORP             COM        69351T10    358,818   6,646,003 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   6,646,003
PRA INTL             COM        69353C10      2,167      80,461 SH       DEFINED   1,2                          80,461
PRAECIS PHARMACEUTIC COM        73942110        812     773,630 SH       DEFINED   1,2,5                       773,630
PRAXAIR INC          COM        74005P10    491,001  10,259,114 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  10,259,114
PRE PAID LEGAL SVCS  COM        74006510      7,480     221,051 SH       DEFINED   1,2,6                       221,051
PRECISION CASTPARTS  COM        74018910     79,772   1,035,868 SH       DEFINED   1,2,5,13                  1,035,868
PREMCOR INC          COM        74045Q10     34,491     577,934 SH       DEFINED   1,2,5,10                    577,934
PREMIERE GLOBAL SVCS COM        74058510     18,365   1,622,327 SH       DEFINED   1,2                       1,622,327
PRENTISS PPTYS TR    SH BEN INT 74070610     33,940     993,548 SH       DEFINED   1,2,3,5                     993,548
PRESIDENTIAL LIFE CO COM        74088410      6,170     378,967 SH       DEFINED   1,2                         378,967
PRESSTEK INC         COM        74111310      3,512     454,920 SH       DEFINED   1,2                         454,920
PRESTIGE BRANDS HLDG COM        74112D10        256      14,500 SH       DEFINED   1,2                          14,500
PRG-SCHULTZ INTERNAT COM        69357C10      3,772     754,448 SH       DEFINED   1,2,6                       754,448
PRICE COMMUNICATIONS COM NEW    74143730     12,355     705,981 SH       DEFINED   1,2,5                       705,981
PRICE T ROWE GROUP I COM        74144T10    204,571   3,445,114 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,445,114
PRICELINE COM INC    COM NEW    74150340     11,524     457,311 SH       DEFINED   1,2,5                       457,311
PRICESMART INC       COM        74151110         86      11,750 SH       DEFINED   1                            11,750
PRIDE INTL INC DEL   COM        74153Q10     42,546   1,712,806 SH       DEFINED   1,2,5,7,13                1,712,806
PRIME GROUP REALTY T SH BEN INT 74158J10        234      32,642 SH       DEFINED   1,5                          32,642
PRIMEDIA INC         COM        74157K10      8,549   1,965,250 SH       DEFINED   1,2,5                     1,965,250
PRIMUS TELECOMMUNICA COM        74192910      1,902   1,211,266 SH       DEFINED   1,2                       1,211,266
PRINCETON REVIEW INC COM        74235210      1,399     253,867 SH       DEFINED   1,2,5                       253,867
PRINCIPAL FINANCIAL  COM        74251V10    353,138   9,174,796 SH       DEFINED   1,2,5,6,10,13             9,174,796
PRIORITY HEALTHCARE  CL B       74264T10     12,416     574,033 SH       DEFINED   1,2,5,6                     574,033
PRIVATEBANCORP INC   COM        74296210      8,131     258,855 SH       DEFINED   1,2,5                       258,855
PROASSURANCE CORP    COM        74267C10     16,675     422,142 SH       DEFINED   1,2,5                       422,142
PROCTER & GAMBLE CO  COM        74271810  4,623,910  87,243,578 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  87,243,578



PROGENICS PHARMACEUT COM        74318710      2,697     160,417 SH       DEFINED   1,2                         160,417
PROGRESS ENERGY INC  COM        74326310    989,116  23,578,442 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  23,578,442
PROGRESS SOFTWARE CO COM        74331210     14,968     570,855 SH       DEFINED   1,2,5,6                     570,855
PROGRESSIVE CORP OHI COM        74331510    549,899   5,992,794 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,992,794
PROLOGIS             SH BEN INT 74341010    248,459   6,697,011 SH       DEFINED   1,2,3,5,6,7,8,10,12,13,14 6,697,011
PROQUEST COMPANY     COM        74346P10     13,125     363,058 SH       DEFINED   1,2,5                       363,058
PROSPERITY BANCSHARE COM        74360610      7,152     269,982 SH       DEFINED   1,2                         269,982
PROTECTIVE LIFE CORP COM        74367410     60,444   1,538,013 SH       DEFINED   1,2,5,13                  1,538,013
PROTEIN DESIGN LABS  COM        74369L10     20,939   1,309,497 SH       DEFINED   1,2,5,13                  1,309,497
PROVIDE COMM INC     COM        74373W10      6,039     209,105 SH       DEFINED   1,2                         209,105
PROVIDENT BANCORP IN COM        74383A10      7,962     650,511 SH       DEFINED   1,2                         650,511
PROVIDENT BANKSHARES COM        74385910     21,357     647,959 SH       DEFINED   1,2,5                       647,959
PROVIDENT FINL HLDGS COM        74386810      1,982      66,651 SH       DEFINED   1,2                          66,651
PROVIDENT FINL SVCS  COM        74386T10     23,239   1,358,978 SH       DEFINED   1,2,5                     1,358,978
PROVIDIAN FINL CORP  COM        74406A10    201,987  11,770,806 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  11,770,806
PROVINCE HEALTHCARE  COM        74397710     19,018     789,457 SH       DEFINED   1,2,5,6                     789,457
PROXYMED INC         COM NEW    74429030        419      48,196 SH       DEFINED   1,2                          48,196
PRUDENTIAL FINL INC  COM        74432010    892,492  15,548,644 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  15,548,644
PRUDENTIAL PLC       ADR        74435K20        975      50,651 SH       DEFINED   1                            50,651
PS BUSINESS PKS INC  COM        69360J10     17,553     435,569 SH       DEFINED   1,2,3,5                     435,569
PSS WORLD MED INC    COM        69366A10     12,525   1,101,540 SH       DEFINED   1,2,5                     1,101,540
PSYCHIATRIC SOLUTION COM        74439H10      8,848     192,340 SH       DEFINED   1,2                         192,340
PT INDOSAT TBK       SPONSORED  74438310        230       8,904 SH       DEFINED   1,2,4                         8,904
PUBLIC STORAGE INC   COM        74460D10    126,139   2,215,303 SH       DEFINED   1,2,3,5,7,8,10,12,13,14   2,215,303
PUBLIC SVC ENTERPRIS COM        74457310    419,270   7,708,587 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   7,708,587
PUGET ENERGY INC NEW COM        74531010     29,916   1,357,371 SH       DEFINED   1,2,5,7,13                1,357,371
PULITZER INC         COM        74576910     10,368     162,684 SH       DEFINED   1,2                         162,684
PULTE HOMES INC      COM        74586710    244,746   3,323,998 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,323,998
QAD INC              COM        74727D10      1,318     159,406 SH       DEFINED   1,2                         159,406
QC HLDGS INC         COM        74729T10        657      43,727 SH       DEFINED   1                            43,727
QLOGIC CORP          COM        74727710    255,267   6,302,898 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   6,302,898
QUADRAMED CORP       COM        74730W10         30      18,976 SH       DEFINED   1                            18,976
QUAKER CHEM CORP     COM        74731610      4,362     212,349 SH       DEFINED   1,2,5                       212,349
QUALCOMM INC         COM        74752510  1,880,433  51,335,859 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  51,335,859
QUALITY DISTR INC FL COM        74756M10      1,777     163,783 SH       DEFINED   1,2                         163,783
QUALITY SYS INC      COM        74758210      5,771     136,304 SH       DEFINED   1,2                         136,304
QUANEX CORP          COM        74762010     22,513     422,226 SH       DEFINED   1,2                         422,226
QUANTA SVCS INC      COM        74762E10     12,409   1,626,327 SH       DEFINED   1,2,5,13                  1,626,327
QUANTUM CORP         COM DSSG   74790620      7,419   2,549,416 SH       DEFINED   1,2,5                     2,549,416
QUANTUM FUEL SYS TEC COM        74765E10        131      28,331 SH       DEFINED   1                            28,331
QUEST DIAGNOSTICS IN COM        74834L10    281,882   2,681,274 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   2,681,274
QUEST SOFTWARE INC   COM        74834T10     10,541     761,625 SH       DEFINED   1,2,5                       761,625
QUESTAR CORP         COM        74835610     70,249   1,185,641 SH       DEFINED   1,2,5,12,13               1,185,641
QUICKSILVER RESOURCE COM        74837R10     24,262     497,889 SH       DEFINED   1,2                         497,889
QUIDEL CORP          COM        74838J10      1,927     492,740 SH       DEFINED   1,2,5                       492,740
QUIKSILVER INC       COM        74838C10     31,306   1,078,416 SH       DEFINED   1,2,5,6                   1,078,416
QUINTON CARDIOLOGY S COM        74877310        153      18,500 SH       DEFINED   1                            18,500
QUIXOTE CORP         COM        74905610      2,396     110,563 SH       DEFINED   1,2                         110,563
QWEST COMMUNICATIONS COM        74912110    446,861 120,773,225 SH       DEFINED   1,2,5,6,7,8,10,12,13,14 120,773,225
R & B INC            COM        74912410        238      17,938 SH       DEFINED   1                            17,938
R & G FINANCIAL CORP CL B       74913610     22,525     722,665 SH       DEFINED   1,2                         722,665
R H DONNELLEY CORP   COM NEW    74955W30     37,568     646,729 SH       DEFINED   1,2,5                       646,729
RADIAN GROUP INC     COM        75023610     83,669   1,752,593 SH       DEFINED   1,2,5,7,8,10,12,13,14     1,752,593
RADIANT SYSTEMS INC  COM        75025N10        180      18,394 SH       DEFINED   1,6                          18,394
RADIATION THERAPY SV COM        75032320        839      44,206 SH       DEFINED   1                            44,206
RADIO ONE INC        CL A       75040P10      1,223      83,311 SH       DEFINED   1,2                          83,311
RADIO ONE INC        CL D NON V 75040P40     16,771   1,137,001 SH       DEFINED   1,2,5                     1,137,001



RADIOLOGIX INC       COM        75040K10         58      13,600 SH       DEFINED   1                            13,600
RADIOSHACK CORP      COM        75043810    111,148   4,536,643 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,536,643
RADISYS CORP         COM        75045910      7,056     498,294 SH       DEFINED   1,2,5,6                     498,294
RAE SYS INC          COM        75061P10      1,216     396,148 SH       DEFINED   1,2                         396,148
RAILAMERICA INC      COM        75075310      6,327     506,966 SH       DEFINED   1,2                         506,966
RAINDANCE COMM       COM        75086X10         49      19,600 SH       DEFINED   1                            19,600
RAINMAKER SYSTEMS    COM        75087510          7      11,900 SH       DEFINED   1                            11,900
RAIT INVT TR         COM        74922710      9,714     362,211 SH       DEFINED   1,2,5                       362,211
RALCORP HLDGS INC NE COM        75102810     29,750     628,310 SH       DEFINED   1,2,5,6                     628,310
RAMBUS INC DEL       COM        75091710     13,990     928,348 SH       DEFINED   1,2,5,12                    928,348
RAMCO-GERSHENSON PPT COM SH BEN 75145220      8,873     326,813 SH       DEFINED   1,2,3                       326,813
RANGE RES CORP       COM        75281A10     25,508   1,091,936 SH       DEFINED   1,2                       1,091,936
RANK GROUP PLC       SPONSORED  75303710        116      10,874 SH       DEFINED   1                            10,874
RARE HOSPITALITY INT COM        75382010     19,250     623,391 SH       DEFINED   1,2,5,6                     623,391
RAVEN INDS INC       COM        75421210      4,431     216,971 SH       DEFINED   1,2                         216,971
RAYMOND JAMES FINANC COM        75473010     31,127   1,027,302 SH       DEFINED   1,2,5,13                  1,027,302
RAYONIER INC         COM        75490710     32,419     654,534 SH       DEFINED   1,2,5,12,13                 654,534
RAYOVAC CORP         COM        75508110     55,231   1,327,666 SH       DEFINED   1,2,6                     1,327,666
RAYTHEON CO          COM NEW    75511150    593,115  15,325,965 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  15,325,965
RC2 CORP             COM        74938810      7,943     233,605 SH       DEFINED   1,2                         233,605
READERS DIGEST ASSN  COM        75526710     33,496   1,935,088 SH       DEFINED   1,2,5,13                  1,935,088
READING INTERNATIONA CL A       75540810      1,407     199,621 SH       DEFINED   1,2                         199,621
REALNETWORKS INC     COM        75605L10      9,573   1,656,244 SH       DEFINED   1,2,5                     1,656,244
REALTY INCOME CORP   COM        75610910     30,550   1,335,220 SH       DEFINED   1,2,5,12                  1,335,220
RECKSON ASSOCS RLTY  COM        75621K10     46,523   1,515,400 SH       DEFINED   1,2,3,5                   1,515,400
RED HAT INC          COM        75657710     18,697   1,713,781 SH       DEFINED   1,2,5,12                  1,713,781
RED ROBIN GOURMET BU COM        75689M10      8,772     172,306 SH       DEFINED   1,2                         172,306
REDBACK NETWORKS INC COM NEW    75720950      3,690     617,053 SH       DEFINED   1,2,5                       617,053
REDWOOD TR INC       COM        75807540     15,318     299,305 SH       DEFINED   1,2,5                       299,305
REEBOK INTL LTD      COM        75811010     63,701   1,437,957 SH       DEFINED   1,2,5,6,10,12,13          1,437,957
REED ELSEVIER N V    SPONSORED  75820410        680      22,456 SH       DEFINED   1                            22,456
REED ELSEVIER P L C  SPONSORED  75820510     19,243     462,343 SH       DEFINED   1,2                         462,343
REGAL BELOIT CORP    COM        75875010     18,587     645,618 SH       DEFINED   1,2,5,6                     645,618
REGAL ENTMT GROUP    CL A       75876610      9,984     474,764 SH       DEFINED   1,2,5                       474,764
REGENCY CTRS CORP    COM        75884910     55,930   1,174,252 SH       DEFINED   1,2,3,5                   1,174,252
REGENERATION TECH IN COM        75886N10      4,977     482,741 SH       DEFINED   1,2                         482,741
REGENERON PHARMACEUT COM        75886F10      3,552     695,112 SH       DEFINED   1,2,5,6                     695,112
REGENT COMMUNICATION COM        75886510      2,744     512,879 SH       DEFINED   1,2                         512,879
REGIONS FINANCIAL CO COM        7591EP10    419,090  12,934,888 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  12,934,888
REGIS CORP MINN      COM        75893210     24,137     589,721 SH       DEFINED   1,2,5,13                    589,721
REGISTER COM INC     COM        75914G10        296      50,503 SH       DEFINED   1,2                          50,503
REHABCARE GROUP INC  COM        75914810     14,181     493,931 SH       DEFINED   1,2,5,6                     493,931
REINSURANCE GROUP AM COM        75935110     22,778     534,945 SH       DEFINED   1,2,5                       534,945
RELIANCE STEEL & ALU COM        75950910     18,264     456,488 SH       DEFINED   1,2,5                       456,488
RELIANT ENERGY INC   COM        75952B10     32,744   2,877,335 SH       DEFINED   1,2,5                     2,877,335
RELIV INTL INC       COM        75952R10        190      21,125 SH       DEFINED   1                            21,125
REMEC INC            COM        75954310      4,949     937,345 SH       DEFINED   1,2                         937,345
REMINGTON OIL & GAS  COM        75959430     15,450     490,174 SH       DEFINED   1,2                         490,174
RENAISSANCE LEARNING COM        75968L10      3,470     202,665 SH       DEFINED   1,2                         202,665
RENAISSANCERE HOLDIN COM        G7496G10     13,362     286,130 SH       DEFINED   1,5,7,8,10,12,13,14         286,130
RENAL CARE GROUP INC COM        75993010     35,742     942,057 SH       DEFINED   1,2,5,12,13                 942,057
RENOVIS INC          COM        75988510      1,977     244,947 SH       DEFINED   1,2                         244,947
RENT A CTR INC NEW   COM        76009N10     35,538   1,301,295 SH       DEFINED   1,2,5,10,13               1,301,295
RENT WAY INC         COM        76009U10      3,312     403,856 SH       DEFINED   1,2,5                       403,856
RENTECH INC          COM        76011210         25      19,400 SH       DEFINED   1                            19,400
RENTRAK CORP         COM        76017410        170      15,300 SH       DEFINED   1                            15,300
REPSOL YPF S A       SPONSORED  76026T20      1,254      47,243 SH       DEFINED   1                            47,243



REPUBLIC AWYS HLDGS  COM        76027610        708      56,666 SH       DEFINED   1                            56,666
REPUBLIC BANCORP INC COM        76028210     16,757   1,237,574 SH       DEFINED   1,2,5                     1,237,574
REPUBLIC BANCORP KY  CL A       76028120      3,934     177,108 SH       DEFINED   1,2                         177,108
REPUBLIC FIRST BANCO COM        76041610        166      11,550 SH       DEFINED   1                            11,550
REPUBLIC SVCS INC    COM        76075910    107,477   3,210,173 SH       DEFINED   1,2,5,7,8,10,12,13,14     3,210,173
RES-CARE INC         COM        76094310      6,085     486,406 SH       DEFINED   1,2                         486,406
RESEARCH IN MOTION L COM        76097510      1,248      16,328 SH       DEFINED   1,5                          16,328
RESMED INC           COM        76115210     22,847     405,097 SH       DEFINED   1,2,5,6                     405,097
RESOURCE AMERICA INC CL A       76119520     10,992     313,652 SH       DEFINED   1,2,5                       313,652
RESOURCES CONNECTION COM        76122Q10     14,072     672,338 SH       DEFINED   1,2                         672,338
RESPIRONICS INC      COM        76123010     23,886     409,920 SH       DEFINED   1,2,5,6                     409,920
RESTORATION HARDWARE COM        76098110      2,473     433,816 SH       DEFINED   1,2,5                       433,816
RETAIL VENTURES INC  COM        76128Y10      1,550     170,103 SH       DEFINED   1,2                         170,103
RETALIX LTD          ORD        M8215W10        698      29,390 SH       DEFINED   1,2                          29,390
RETEK INC            COM        76128Q10     12,290   1,095,330 SH       DEFINED   1,2,5,13                  1,095,330
RETRACTABLE TECHNOLO COM        76129W10        105      26,200 SH       DEFINED   1                            26,200
REUTERS GROUP PLC    SPONSORED  76132M10        521      11,296 SH       DEFINED   1                            11,296
REVLON INC           CL A       76152550      6,755   2,345,639 SH       DEFINED   1,2                       2,345,639
REWARDS NETWORK INC  COM        76155710      1,167     280,436 SH       DEFINED   1,2                         280,436
REYNOLDS & REYNOLDS  CL A       76169510     23,501     868,480 SH       DEFINED   1,2,5,13                    868,480
REYNOLDS AMERICAN IN COM        76171310    224,916   2,790,872 SH       DEFINED   1,2,5,6,7,10,13           2,790,872
RF MICRODEVICES INC  COM        74994110     23,999   4,597,587 SH       DEFINED   1,2,5,13                  4,597,587
RIGEL PHARMACEUTICAL COM NEW    76655960      2,416     150,631 SH       DEFINED   1,2                         150,631
RIGGS NATL CORP WASH COM        76657010      5,573     291,958 SH       DEFINED   1,2                         291,958
RIGHTNOW TECHNOLOGIE COM        76657R10        557      45,471 SH       DEFINED   1                            45,471
RIMAGE CORP          COM        76672110        246      12,400 SH       DEFINED   1                            12,400
RIO TINTO PLC        SPONSORED  76720410     21,395     164,893 SH       DEFINED   1,2                         164,893
RITE AID CORP        COM        76775410     17,726   4,476,199 SH       DEFINED   1,2,5                     4,476,199
RLI CORP             COM        74960710    105,489   2,544,971 SH       DEFINED   1,2                       2,544,971
ROANOKE ELEC STL COR COM        76984110        286      13,850 SH       DEFINED   1                            13,850
ROBBINS & MYERS INC  COM        77019610      3,852     175,004 SH       DEFINED   1,2,6                       175,004
ROBERT HALF INTL INC COM        77032310    124,327   4,611,548 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,611,548
ROCK OF AGES CORP    CL A       77263210         77      11,698 SH       DEFINED   1                            11,698
ROCK-TENN CO         CL A       77273920      5,765     433,440 SH       DEFINED   1,2                         433,440
ROCKWELL AUTOMATION  COM        77390310    319,670   5,643,883 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,643,883
ROCKWELL COLLINS INC COM        77434110    271,250   5,699,720 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,699,720
ROFIN SINAR TECHNOLO COM        77504310      7,232     225,001 SH       DEFINED   1,2,5                       225,001
ROGERS COMMUNICATION CL B       77510920        423      15,516 SH       DEFINED   1                            15,516
ROGERS CORP          COM        77513310     10,982     274,553 SH       DEFINED   1,2,6                       274,553
ROHM & HAAS CO       COM        77537110    272,602   5,679,203 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,679,203
ROLLINS INC          COM        77571110     11,386     612,139 SH       DEFINED   1,2,13                      612,139
ROPER INDS INC NEW   COM        77669610     33,100     505,345 SH       DEFINED   1,2,5,6,12                  505,345
ROSS STORES INC      COM        77829610     79,571   2,730,633 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,730,633
ROSTELECOM OPEN JT S SPONSORED  77852910      1,299     103,615 SH       DEFINED   1,2,7                       103,615
ROTONICS MFG INC     COM        77890310         56      10,400 SH       DEFINED   1                            10,400
ROWAN COS INC        COM        77938210    105,380   3,520,885 SH       DEFINED   1,2,5,6,10,12,13          3,520,885
ROYAL & SUN ALLIANCE SPON ADR N 78004V20        102      13,442 SH       DEFINED   1                            13,442
ROYAL BANCSHARES PA  CL A       78008110      1,462      64,358 SH       DEFINED   1,2                          64,358
ROYAL BK CDA MONTREA COM        78008710        392       6,432 SH       DEFINED   1                             6,432
ROYAL CARIBBEAN CRUI COM        V7780T10      9,169     205,164 SH       DEFINED   1,5                         205,164
ROYAL DUTCH PETE CO  NY REG EUR 78025780      9,040     150,564 SH       DEFINED   1,2                         150,564
ROYAL GOLD INC       COM        78028710      6,302     343,792 SH       DEFINED   1,2,5                       343,792
RPC INC              COM        74966010      3,874     255,046 SH       DEFINED   1,2,5                       255,046
RPM INTL INC         COM        74968510     28,124   1,538,501 SH       DEFINED   1,2,5,13                  1,538,501
RSA SEC INC          COM        74971910     31,592   1,993,198 SH       DEFINED   1,2,5,13                  1,993,198
RTI INTL METALS INC  COM        74973W10      7,960     340,172 SH       DEFINED   1,2                         340,172
RUBY TUESDAY INC     COM        78118210     23,409     963,728 SH       DEFINED   1,2,5,13                    963,728



RUDDICK CORP         COM        78125810     21,679     936,477 SH       DEFINED   1,2,5,13                    936,477
RUDOLPH TECHNOLOGIES COM        78127010      2,918     193,740 SH       DEFINED   1,2,5,6                     193,740
RURAL CELLULAR CORP  CL A       78190410         62      11,642 SH       DEFINED   1                            11,642
RUSH ENTERPRISES INC CL B       78184630      1,619      96,052 SH       DEFINED   1                            96,052
RUSS BERRIE & CO     COM        78223310      3,225     168,382 SH       DEFINED   1,2,6                       168,382
RUSSELL CORP         COM        78235210     10,140     560,826 SH       DEFINED   1,2,6                       560,826
RYANAIR HLDGS PLC    SPONSORED  78351310        744      16,997 SH       DEFINED   1,2,5,7                      16,997
RYANS RESTAURANT GRO COM        78352010     12,678     872,548 SH       DEFINED   1,2,5,6                     872,548
RYDER SYS INC        COM        78354910     85,463   2,049,462 SH       DEFINED   1,2,5,6,10,13             2,049,462
RYERSON TULL INC NEW COM        78375P10      4,596     362,753 SH       DEFINED   1,2                         362,753
RYLAND GROUP INC     COM        78376410     55,401     893,270 SH       DEFINED   1,2,5,12,13                 893,270
S & T BANCORP INC    COM        78385910     13,275     375,012 SH       DEFINED   1,2,5                       375,012
S L INDS INC         COM        78441310        165      11,700 SH       DEFINED   1                            11,700
S Y BANCORP INC      COM        78506010      3,704     168,353 SH       DEFINED   1,2                         168,353
S1 CORPORATION       COM        78463B10      7,493   1,079,695 SH       DEFINED   1,2,5                     1,079,695
SABRE HLDGS CORP     CL A       78590510    107,130   4,896,246 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,896,246
SAFECO CORP          COM        78642910    178,248   3,659,376 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,659,376
SAFEGUARD SCIENTIFIC COM        78644910      2,645   1,862,799 SH       DEFINED   1,2,5                     1,862,799
SAFENET INC          COM        78645R10     10,328     352,376 SH       DEFINED   1,2                         352,376
SAFETY INS GROUP INC COM        78648T10      5,622     181,577 SH       DEFINED   1,2                         181,577
SAFEWAY INC          COM NEW    78651420    241,442  13,029,798 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  13,029,798
SAFLINK CORP         COM NEW    78657830         58      26,501 SH       DEFINED   1                            26,501
SAGA COMMUNICATIONS  CL A       78659810      3,634     225,684 SH       DEFINED   1,2                         225,684
SAKS INC             COM        79377W10     33,328   1,846,441 SH       DEFINED   1,2,5,13                  1,846,441
SALEM COMMUNICATIONS CL A       79409310      2,761     134,049 SH       DEFINED   1,2                         134,049
SALESFORCE COM INC   COM        79466L30      2,797     186,585 SH       DEFINED   1,2                         186,585
SALIX PHARMACEUTICAL COM        79543510      9,289     563,307 SH       DEFINED   1,2,5                       563,307
SALTON INC           COM        79575710         43      19,844 SH       DEFINED   1,5                          19,844
SAN PAOLO-IMI S P A  SPONSORED  79917510      9,060     289,369 SH       DEFINED   1,2                         289,369
SANDERS MORRIS HARRI COM        80000Q10      4,279     236,647 SH       DEFINED   1,2                         236,647
SANDERSON FARMS INC  COM        80001310      9,370     216,848 SH       DEFINED   1,2,6                       216,848
SANDISK CORP         COM        80004C10     76,317   2,745,221 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,745,221
SANDS REGENT         COM        80009110        110      10,900 SH       DEFINED   1                            10,900
SANDY SPRING BANCORP COM        80036310      6,866     212,444 SH       DEFINED   1,2                         212,444
SANFILIPPO JOHN B &  COM        80042210      5,370     218,484 SH       DEFINED   1,2                         218,484
SANMINA SCI CORP     COM        80090710     79,960  15,317,919 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  15,317,919
SANOFI AVENTIS       SPONSORED  80105N10     22,792     538,308 SH       DEFINED   1,2                         538,308
SANTANDER BANCORP    COM        80280910      3,379     128,329 SH       DEFINED   1,2                         128,329
SANTARUS INC         COM        80281730        405      83,298 SH       DEFINED   1,2                          83,298
SANYO ELEC LTD       ADR 5 COM  80303830        157      10,200 SH       DEFINED   1                            10,200
SAP AKTIENGESELLSCHA SPONSORED  80305420      8,831     220,344 SH       DEFINED   1,2                         220,344
SAPIENT CORP         COM        80306210      9,072   1,235,124 SH       DEFINED   1,2,5                     1,235,124
SARA LEE CORP        COM        80311110    572,192  25,820,939 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  25,820,939
SATYAM COMPUTER SERV ADR        80409810      1,587      67,936 SH       DEFINED   1,2                          67,936
SAUER-DANFOSS INC    COM        80413710      4,158     183,739 SH       DEFINED   1,2                         183,739
SAUL CTRS INC        COM        80439510     13,113     409,774 SH       DEFINED   1,2,3,5                     409,774
SAVIENT PHARMACEUTIC COM        80517Q10        436     161,967 SH       DEFINED   1,2,5,6                     161,967
SAVVIS COMMUNICATION COM        80542310         34      55,400 SH       DEFINED   1                            55,400
SAXON CAP INC NEW    COM        80556T10     13,143     764,113 SH       DEFINED   1,2                         764,113
SBA COMMUNICATIONS C COM        78388J10      6,105     667,981 SH       DEFINED   1,2                         667,981
SBC COMMUNICATIONS I COM        78387G10  2,521,773 106,448,829 SH       DEFINED   1,2,5,6,7,8,10,12,13,14 106,448,829
SBS TECHNOLOGIES INC COM        78387P10      2,682     240,550 SH       DEFINED   1,2,6                       240,550
SCANA CORP NEW       COM        80589M10    113,007   2,956,749 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,956,749
SCANSOFT INC         COM        80603P10      4,318   1,160,878 SH       DEFINED   1,2,5                     1,160,878
SCANSOURCE INC       COM        80603710     12,210     235,575 SH       DEFINED   1,2,6                       235,575
SCBT FINANCIAL CORP  COM        78401V10      3,400     113,215 SH       DEFINED   1,2,5                       113,215
SCHAWK INC           CL A       80637310      2,144     117,488 SH       DEFINED   1,2                         117,488



SCHEIB EARL INC      COM        80639810         39      12,100 SH       DEFINED   1                            12,100
SCHEIN HENRY INC     COM        80640710     48,723   1,359,469 SH       DEFINED   1,2,5,12,13               1,359,469
SCHERING A G         SPONSORED  80658520        713      10,672 SH       DEFINED   1                            10,672
SCHERING PLOUGH CORP COM        80660510    674,273  37,150,041 SH       DEFINED   1,2,5,6,7,10,12,13       37,150,041
SCHLUMBERGER LTD     COM        80685710    999,945  14,187,645 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  14,187,645
SCHNITZER STL INDS   CL A       80688210     12,529     371,462 SH       DEFINED   1,2,5                       371,462
SCHOLASTIC CORP      COM        80706610     31,363     850,171 SH       DEFINED   1,2,5,13                    850,171
SCHOOL SPECIALTY INC COM        80786310     13,531     345,538 SH       DEFINED   1,2,5,6                     345,538
SCHULMAN A INC       COM        80819410      9,688     556,163 SH       DEFINED   1,2                         556,163
SCHWAB CHARLES CORP  COM        80851310    387,815  36,899,594 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  36,899,594
SCHWEITZER-MAUDUIT I COM        80854110      5,870     174,958 SH       DEFINED   1,2                         174,958
SCICLONE PHARMACEUTI COM        80862K10      1,936     681,718 SH       DEFINED   1,2                         681,718
SCIENTIFIC ATLANTA I COM        80865510    126,398   4,479,022 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,479,022
SCIENTIFIC GAMES COR CL A       80874P10     27,882   1,220,209 SH       DEFINED   1,2,5                     1,220,209
SCM MICROSYSTEMS INC COM        78401810         41      12,665 SH       DEFINED   1                            12,665
SCOTTISH PWR PLC     SPON ADR F 81013T70    223,260   7,155,754 SH       DEFINED   1                         7,155,754
SCOTTS CO            CL A       81018610     32,801     467,055 SH       DEFINED   1,2,5,13                    467,055
SCP POOL CORP        COM        78402810     32,864   1,031,507 SH       DEFINED   1,2,5,6                   1,031,507
SCPIE HLDGS INC      COM        78402P10        152      13,751 SH       DEFINED   1,5                          13,751
SCRIPPS E W CO OHIO  CL A       81105420     34,342     704,444 SH       DEFINED   1,2,5,7                     704,444
SCS TRANSN INC       COM        81111T10      4,257     228,984 SH       DEFINED   1,2,5                       228,984
SEA CONTAINERS LTD   CL A       81137170        310      17,000 SH       DEFINED   1,5                          17,000
SEABOARD CORP        COM        81154310      7,124       6,639 SH       DEFINED   1,2                           6,639
SEABULK INTL INC     COM        81169P10      2,870     138,028 SH       DEFINED   1,2                         138,028
SEACHANGE INTL INC   COM        81169910      8,829     681,775 SH       DEFINED   1,2,5                       681,775
SEACOAST BKG CORP FL COM        81170730      3,386     172,040 SH       DEFINED   1,2                         172,040
SEACOR HOLDINGS INC  COM        81190410     18,893     296,353 SH       DEFINED   1,2,5                       296,353
SEAGATE TECHNOLOGY   SHS        G7945J10      9,434     482,568 SH       DEFINED   1,2,5,12                    482,568
SEALED AIR CORP NEW  COM        81211K10    182,411   3,511,951 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,511,951
SEARS ROEBUCK & CO   COM        81238710     30,668     522,161 SH       DEFINED   1,5,7,8,10,12,13            522,161
SEATTLE GENETICS INC COM        81257810      3,723     724,314 SH       DEFINED   1,2                         724,314
SECURE COMPUTING COR COM        81370510      4,520     527,425 SH       DEFINED   1,2,5                       527,425
SECURITY BANK CORP   COM        81404710      2,671      64,850 SH       DEFINED   1,2                          64,850
SEEBEYOND TECHNOLOGI COM        81570410      2,429     768,667 SH       DEFINED   1,2,5                       768,667
SEI INVESTMENTS CO   COM        78411710     38,038   1,051,943 SH       DEFINED   1,2,5,13                  1,051,943
SELECT COMFORT CORP  COM        81616X10     13,503     660,630 SH       DEFINED   1,2,5,6                     660,630
SELECT SECTOR SPDR T SBI HEALTH 81369Y20        660      22,114 SH       DEFINED   5                            22,114
SELECT SECTOR SPDR T SBI CONS S 81369Y30        243      10,549 SH       DEFINED   5                            10,549
SELECT SECTOR SPDR T SBI INT-EN 81369Y50      4,492     104,784 SH       DEFINED   5                           104,784
SELECT SECTOR SPDR T SBI INT-FI 81369Y60        309      10,882 SH       DEFINED   5                            10,882
SELECT SECTOR SPDR T SBI INT-UT 81369Y88        446      15,310 SH       DEFINED   5                            15,310
SELECTICA INC        COM        81628810         85      26,548 SH       DEFINED   1                            26,548
SELECTIVE INS GROUP  COM        81630010     29,024     627,827 SH       DEFINED   1,2,5                       627,827
SEMCO ENERGY INC     COM        78412D10      1,517     263,819 SH       DEFINED   1,5                         263,819
SEMITOOL INC         COM        81690910      2,675     262,301 SH       DEFINED   1,2,5                       262,301
SEMPRA ENERGY        COM        81685110    361,850   9,082,590 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,082,590
SEMTECH CORP         COM        81685010     17,999   1,007,220 SH       DEFINED   1,2,5,13                  1,007,220
SENIOR HSG PPTYS TR  SH BEN INT 81721M10     13,058     782,842 SH       DEFINED   1,2                         782,842
SENOMYX INC          COM        81724Q10        213      17,900 SH       DEFINED   1,2                          17,900
SENSIENT TECHNOLOGIE COM        81725T10     19,312     895,750 SH       DEFINED   1,2,5,13                    895,750
SEPRACOR INC         COM        81731510     83,743   1,458,683 SH       DEFINED   1,2,5,13                  1,458,683
SEQUA CORPORATION    CL A       81732010      6,709     129,388 SH       DEFINED   1,2,13                      129,388
SERENA SOFTWARE INC  COM        81749210      9,903     416,798 SH       DEFINED   1,2,5,6                     416,798
SEROLOGICALS CORP    COM        81752310     14,811     606,035 SH       DEFINED   1,2                         606,035
SERVICE CORP INTL    COM        81756510     23,554   3,148,928 SH       DEFINED   1,2,5                     3,148,928
SERVICEMASTER CO     COM        81760N10     60,675   4,494,457 SH       DEFINED   1,2,5,7,8,10,12,13,14     4,494,457
SFBC INTL INC        COM        78412110      7,444     211,245 SH       DEFINED   1,2,6                       211,245



SHARPER IMAGE CORP   COM        82001310      2,900     174,580 SH       DEFINED   1,2                         174,580
SHAW COMMUNICATIONS  CL B CONV  82028K20        713      34,977 SH       DEFINED   1,5,7                        34,977
SHAW GROUP INC       COM        82028010     22,645   1,038,767 SH       DEFINED   1,2,5,6                   1,038,767
SHELL TRANS & TRADIN ADR NY SHS 82270360      3,994      73,467 SH       DEFINED   1                            73,467
SHENANDOAH TELECOMMU COM        82312B10      4,194     135,281 SH       DEFINED   1,2                         135,281
SHERWIN WILLIAMS CO  COM        82434810    312,248   7,098,153 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   7,098,153
SHIP FINANCE INTERNA SHS        G8107510        297      14,621 SH       DEFINED   1,2,5,7,10,12,13,14          14,621
SHIRE PHARMACEUTICAL SPONSORED  82481R10        209       6,099 SH       DEFINED   1                             6,099
SHOE CARNIVAL INC    COM        82488910      2,210     126,272 SH       DEFINED   1,2,5                       126,272
SHOPKO STORES INC    COM        82491110     39,531   1,779,066 SH       DEFINED   1,2,6                     1,779,066
SHUFFLE MASTER INC   COM        82554910     21,243     733,540 SH       DEFINED   1,2,6                       733,540
SHURGARD STORAGE CTR COM        82567D10     30,914     754,378 SH       DEFINED   1,2,3,5                     754,378
SI INTL INC          COM        78427V10      1,949      70,547 SH       DEFINED   1,2                          70,547
SIEBEL SYS INC       COM        82617010    126,576  13,863,692 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  13,863,692
SIEMENS A G          SPONSORED  82619750     17,315     219,017 SH       DEFINED   1,2                         219,017
SIERRA HEALTH SVCS I COM        82632210     61,801     968,056 SH       DEFINED   1,2,5,6                     968,056
SIERRA PAC RES NEW   COM        82642810     26,180   2,435,319 SH       DEFINED   1,2,5,13                  2,435,319
SIGMA ALDRICH CORP   COM        82655210    146,181   2,386,631 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   2,386,631
SIGMATEL INC         COM        82661W10     15,445     412,649 SH       DEFINED   1,2                         412,649
SIGNATURE BK NEW YOR COM        82669G10      2,206      83,216 SH       DEFINED   1,2                          83,216
SILGAN HOLDINGS INC  COM        82704810     20,581     316,721 SH       DEFINED   1,2                         316,721
SILICON GRAPHICS INC COM        82705610      4,492   3,774,755 SH       DEFINED   1,2                       3,774,755
SILICON IMAGE INC    COM        82705T10     11,623   1,155,349 SH       DEFINED   1,2,5                     1,155,349
SILICON LABORATORIES COM        82691910     16,985     571,707 SH       DEFINED   1,2,5,13                    571,707
SILICON STORAGE TECH COM        82705710      4,803   1,291,087 SH       DEFINED   1,2,5                     1,291,087
SILICON VY BANCSHARE COM        82706410     39,009     885,363 SH       DEFINED   1,2,5,13                    885,363
SILICONIX INC        COM NEW    82707920      7,250     205,490 SH       DEFINED   1,2                         205,490
SILICONWARE PRECISIO SPONSD ADR 82708486         73      17,352 SH       DEFINED   1                            17,352
SIMMONS 1ST NATL COR CL A $1 PA 82873020      5,739     231,209 SH       DEFINED   1,2                         231,209
SIMON PPTY GROUP INC COM        82880610    482,250   7,960,548 SH       DEFINED   1,2,3,5,6,7,8,10,12,13,14 7,960,548
SIMON PPTY GROUP INC PFD CONV I 82880680        530       9,567 SH       DEFINED   1,3,5                         9,567
SIMPLETECH INC       COM        82882310        773     196,198 SH       DEFINED   1,2                         196,198
SIMPSON MANUFACTURIN COM        82907310     20,496     663,299 SH       DEFINED   1,2,5,6                     663,299
SINCLAIR BROADCAST G CL A       82922610      7,659     953,807 SH       DEFINED   1,2                         953,807
SINOPEC SHANGHAI PET SPON ADR H 82935M10        256       6,291 SH       DEFINED   1                             6,291
SIPEX CORP           COM        82990910        707     304,562 SH       DEFINED   1,2                         304,562
SIRF TECHNOLOGY HLDG COM        82967H10      1,693     151,661 SH       DEFINED   1,2                         151,661
SIRIUS SATELLITE RAD COM        82966U10     68,652  12,215,649 SH       DEFINED   1,2,5                    12,215,649
SIRVA INC            COM        82967Y10      1,486     208,950 SH       DEFINED   1,2                         208,950
SITEL CORP           COM        82980K10      1,378     703,301 SH       DEFINED   1,2                         703,301
SIX FLAGS INC        COM        83001P10      6,108   1,482,490 SH       DEFINED   1,2,5                     1,482,490
SIZELER PPTY INVS IN COM        83013710        510      43,000 SH       DEFINED   1,2,5                        43,000
SJW CORP             COM        78430510      3,486      99,231 SH       DEFINED   1,2                          99,231
SK TELECOM LTD       SPONSORED  78440P10      3,396     172,209 SH       DEFINED   1,2,4                       172,209
SKECHERS U S A INC   CL A       83056610      6,859     443,116 SH       DEFINED   1,2                         443,116
SKY FINL GROUP INC   COM        83080P10     25,361     945,594 SH       DEFINED   1,2,5                       945,594
SKYLINE CORP         COM        83083010      4,478     116,331 SH       DEFINED   1,2,6                       116,331
SKYWEST INC          COM        83087910     18,677   1,004,679 SH       DEFINED   1,2,5,6                   1,004,679
SKYWORKS SOLUTIONS I COM        83088M10     15,222   2,397,097 SH       DEFINED   1,2,5,6                   2,397,097
SL GREEN RLTY CORP   COM        78440X10     48,418     861,215 SH       DEFINED   1,2,3,5                     861,215
SLM CORP             COM        78442P10    614,007  12,319,562 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  12,319,562
SM&A                 COM        78465D10        186      22,531 SH       DEFINED   1                            22,531
SMART & FINAL INC    COM        83168310      2,175     178,896 SH       DEFINED   1,2                         178,896
SMITH & NEPHEW PLC   SPDN ADR N 83175M20      1,924      40,912 SH       DEFINED   1,2                          40,912
SMITH A O            COM        83186520      7,962     275,774 SH       DEFINED   1,2,6                       275,774
SMITH INTL INC       COM        83211010    126,599   2,018,151 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,018,151
SMITHFIELD FOODS INC COM        83224810     38,642   1,224,788 SH       DEFINED   1,2,5,13                  1,224,788



SMITHTOWN BANCORP IN COM        83244910      2,212      78,926 SH       DEFINED   1,2                          78,926
SMUCKER J M CO       COM NEW    83269640     40,677     808,687 SH       DEFINED   1,2,5,6,12,13               808,687
SMURFIT-STONE CONTAI COM        83272710     48,695   3,147,685 SH       DEFINED   1,2,5,7,8,10,12,13,14     3,147,685
SNAP ON INC          COM        83303410     55,093   1,733,017 SH       DEFINED   1,2,5,6,10,13             1,733,017
SOCIEDAD QUIMICA MIN SPON ADR S 83363510        449       5,578 SH       DEFINED   1,2,7                         5,578
SOCKET COMMUNICATION COM        83367210         23      15,400 SH       DEFINED   1                            15,400
SOHU COM INC         COM        83408W10      6,681     380,014 SH       DEFINED   1,2                         380,014
SOLECTRON CORP       COM        83418210     92,784  26,738,960 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  26,738,960
SONIC AUTOMOTIVE INC CL A       83545G10     10,768     474,145 SH       DEFINED   1,2,5,6                     474,145
SONIC CORP           COM        83545110     38,693   1,158,470 SH       DEFINED   1,2,5,6                   1,158,470
SONIC INNOVATIONS IN COM        83545M10        945     169,316 SH       DEFINED   1,2                         169,316
SONIC SOLUTIONS      COM        83546010      4,441     295,075 SH       DEFINED   1,2,6                       295,075
SONICWALL INC        COM        83547010      5,334   1,047,863 SH       DEFINED   1,2,5                     1,047,863
SONOCO PRODS CO      COM        83549510    119,853   4,154,347 SH       DEFINED   1,2,5,6,13                4,154,347
SONOSITE INC         COM        83568G10      5,632     216,780 SH       DEFINED   1,2                         216,780
SONUS NETWORKS INC   COM        83591610      1,119     263,982 SH       DEFINED   1,5                         263,982
SONY CORP            ADR NEW    83569930     19,178     479,212 SH       DEFINED   1,2                         479,212
SOTHEBYS HLDGS INC   CL A       83589810     22,351   1,317,888 SH       DEFINED   1,2,13                    1,317,888
SOUND FED BANCORP IN COM        83607V10        188      12,128 SH       DEFINED   1,5                          12,128
SOURCE INTERLINK COS COM NEW    83615120      2,854     253,649 SH       DEFINED   1,2                         253,649
SOURCECORP           COM        83616710      6,362     315,897 SH       DEFINED   1,2,5,6                     315,897
SOUTH FINL GROUP INC COM        83784110     20,306     664,893 SH       DEFINED   1,2,5                       664,893
SOUTH JERSEY INDS IN COM        83851810     14,603     258,915 SH       DEFINED   1,2                         258,915
SOUTHERN CMNTY FINL  COM        84263210      1,571     167,089 SH       DEFINED   1,2                         167,089
SOUTHERN CO          COM        84258710    865,328  27,185,934 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  27,185,934
SOUTHERN PERU COPPER COM        84361110     10,457     188,549 SH       DEFINED   1,2,5,7                     188,549
SOUTHERN UN CO NEW   COM        84403010     34,969   1,392,621 SH       DEFINED   1,2,5                     1,392,621
SOUTHSIDE BANCSHARES COM        84470P10      2,736     131,293 SH       DEFINED   1,2                         131,293
SOUTHWEST AIRLS CO   COM        84474110    276,381  19,408,748 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  19,408,748
SOUTHWEST BANCORP IN COM        84476710      4,651     252,106 SH       DEFINED   1,2                         252,106
SOUTHWEST BANCORPORA COM        84476R10     19,994   1,089,579 SH       DEFINED   1,2,5                     1,089,579
SOUTHWEST GAS CORP   COM        84489510     13,486     558,178 SH       DEFINED   1,2,5                       558,178
SOUTHWEST WTR CO     COM        84533110      2,296     220,163 SH       DEFINED   1,2                         220,163
SOUTHWESTERN ENERGY  COM        84546710     41,580     732,558 SH       DEFINED   1,2                         732,558
SOVEREIGN BANCORP IN COM        84590510    247,441  11,166,095 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  11,166,095
SOVRAN SELF STORAGE  COM        84610H10     14,452     364,667 SH       DEFINED   1,2,3,5                     364,667
SPANISH BROADCASTING CL A       84642588      5,236     510,285 SH       DEFINED   1,2                         510,285
SPARTAN MTRS INC     COM        84681910        107      10,600 SH       DEFINED   1,2                          10,600
SPARTAN STORES INC   COM        84682210        367      34,500 SH       DEFINED   1,2                          34,500
SPARTECH CORP        COM NEW    84722020      8,488     427,585 SH       DEFINED   1,2                         427,585
SPATIALIGHT INC      COM        84724810      1,545     305,994 SH       DEFINED   1,2                         305,994
SPDR TR              UNIT SER 1 78462F10     77,970     660,986 SH       DEFINED   1,5,6,13                    660,986
SPECIALTY LABORATORI COM        84749R10      1,044     109,299 SH       DEFINED   1,2                         109,299
SPECTRALINK CORP     COM        84758010      3,912     277,089 SH       DEFINED   1,2                         277,089
SPECTRANETICS CORP   COM        84760C10        158      30,300 SH       DEFINED   1                            30,300
SPECTRASITE INC      COM        84761M10     21,624     373,015 SH       DEFINED   1,2,5                       373,015
SPECTRUM CTL INC     COM        84761510        108      14,400 SH       DEFINED   1                            14,400
SPEEDWAY MOTORSPORTS COM        84778810      7,767     217,551 SH       DEFINED   1,2                         217,551
SPHERION CORP        COM        84842010      7,432     992,229 SH       DEFINED   1,2,5,6                     992,229
SPHERIX INC          COM        84842R10         46      15,499 SH       DEFINED   1                            15,499
SPINNAKER EXPL CO    COM        84855W10     14,085     396,431 SH       DEFINED   1,2,5                       396,431
SPIRIT FIN CORP      COM        84856830        589      54,200 SH       DEFINED   1,2                          54,200
SPORTS AUTH INC NEW  COM        84917U10      8,856     322,036 SH       DEFINED   1,2                         322,036
SPORTS CLUB INC      COM        84917P10         19      10,688 SH       DEFINED   1                            10,688
SPORTS RESORTS INTL  COM        84918U10        264      79,447 SH       DEFINED   1                            79,447
SPORTSMANS GUIDE INC COM NEW    84890720        212       8,100 SH       DEFINED   1,2                           8,100
SPRINT CORP          COM FON    85206110    907,466  39,888,600 SH       DEFINED   1,2,5,6,7,10,13          39,888,600



SPSS INC             COM        78462K10      4,028     231,605 SH       DEFINED   1,2,5,6                     231,605
SPX CORP             COM        78463510     61,862   1,429,337 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   1,429,337
SRA INTL INC         CL A       78464R10     12,478     207,104 SH       DEFINED   1,2                         207,104
SRS LABS INC         COM        78464M10         48      12,100 SH       DEFINED   1                            12,100
SS&C TECHNOLOGIES IN COM        85227Q10      8,568     375,784 SH       DEFINED   1,2                         375,784
ST JOE CO            COM        79014810     45,632     678,045 SH       DEFINED   1,2,3,5,7,12                678,045
ST JUDE MED INC      COM        79084910    423,368  11,760,221 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  11,760,221
ST MARY LD & EXPL CO COM        79222810     24,760     494,714 SH       DEFINED   1,2,5                       494,714
ST PAUL TRAVELERS IN COM        79286010    867,906  23,629,347 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  23,629,347
STAAR SURGICAL CO    COM PAR $0 85231230         87      22,189 SH       DEFINED   1                            22,189
STAGE STORES INC     COM NEW    85254C30     15,088     393,029 SH       DEFINED   1,2,5,6                     393,029
STAKTEK HLDGS INC    COM        85256P10        267      67,483 SH       DEFINED   1,2                          67,483
STAMPS COM INC       COM NEW    85285720      4,320     260,270 SH       DEFINED   1,2                         260,270
STANCORP FINL GROUP  COM        85289110     45,492     536,585 SH       DEFINED   1,2,5,13                    536,585
STANDARD COML CORP   COM        85325810      2,299     123,609 SH       DEFINED   1,2,5                       123,609
STANDARD MICROSYSTEM COM        85362610      5,234     301,476 SH       DEFINED   1,2,6                       301,476
STANDARD MTR PRODS I COM        85366610      2,561     218,858 SH       DEFINED   1,2,6                       218,858
STANDARD PAC CORP NE COM        85375C10     29,978     415,261 SH       DEFINED   1,2,5,6,10                  415,261
STANDARD REGISTER CO COM        85388710      3,246     257,611 SH       DEFINED   1,2,6                       257,611
STANDEX INTL CORP    COM        85423110      5,483     200,828 SH       DEFINED   1,2,5,6                     200,828
STANLEY FURNITURE IN COM NEW    85430520      4,439      93,898 SH       DEFINED   1,2,5                        93,898
STANLEY WKS          COM        85461610    178,271   3,937,955 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,937,955
STAPLES INC          COM        85503010    542,071  17,246,938 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  17,246,938
STAR SCIENTIFIC INC  COM        85517P10      1,588     300,095 SH       DEFINED   1,2                         300,095
STARBUCKS CORP       COM        85524410    596,533  11,547,285 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  11,547,285
STARTEK INC          COM        85569C10      3,027     180,195 SH       DEFINED   1,2,6                       180,195
STARWOOD HOTELS&RESO PAIRED CTF 85590A20    476,056   7,930,298 SH       DEFINED   1,2,3,5,6,7,8,10,12,13,14 7,930,298
STATE AUTO FINL CORP COM        85570710      5,685     213,570 SH       DEFINED   1,2                         213,570
STATE BANCORP INC N. COM        85571610      3,165     121,682 SH       DEFINED   1,2                         121,682
STATE FINL SVCS CORP CL A       85685510      3,709     100,367 SH       DEFINED   1,2                         100,367
STATE STR CORP       COM        85747710    701,666  16,049,087 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  16,049,087
STATION CASINOS INC  COM        85768910     47,105     697,330 SH       DEFINED   1,2,5                       697,330
STATS CHIPPAC LTD    SPONSORED  85771T10        107      16,239 SH       DEFINED   1                            16,239
STEAK N SHAKE CO     COM        85787310      8,251     426,418 SH       DEFINED   1,2,6                       426,418
STEEL DYNAMICS INC   COM        85811910     33,443     970,773 SH       DEFINED   1,2,13                      970,773
STEEL TECHNOLOGIES I COM        85814710      5,550     231,344 SH       DEFINED   1,2                         231,344
STEELCASE INC        CL A       85815520      6,227     451,205 SH       DEFINED   1,2,5                       451,205
STEIN MART INC       COM        85837510     10,688     475,020 SH       DEFINED   1,2,5,6                     475,020
STEINWAY MUSICAL INS COM        85849510      3,441     114,850 SH       DEFINED   1,2                         114,850
STELLENT INC         COM        85856W10      2,273     270,303 SH       DEFINED   1,2,5                       270,303
STEMCELLS INC        COM        85857R10         63      19,900 SH       DEFINED   1                            19,900
STEPAN CO            COM        85858610      1,906      81,061 SH       DEFINED   1,2,5                        81,061
STEREOTAXIS INC      COM        85916J10        277      35,750 SH       DEFINED   1                            35,750
STERICYCLE INC       COM        85891210     26,199     592,741 SH       DEFINED   1,2,5,12,13                 592,741
STERIS CORP          COM        85915210     49,386   1,955,899 SH       DEFINED   1,2,5,13                  1,955,899
STERLING BANCORP     COM        85915810      5,822     239,880 SH       DEFINED   1,2                         239,880
STERLING BANCSHARES  COM        85890710      9,429     664,042 SH       DEFINED   1,2                         664,042
STERLING FINL CORP   COM        85931710      9,574     367,962 SH       DEFINED   1,2                         367,962
STERLING FINL CORP W COM        85931910     12,036     337,141 SH       DEFINED   1,2                         337,141
STEWART & STEVENSON  COM        86034210     10,880     475,332 SH       DEFINED   1,2,6                       475,332
STEWART ENTERPRISES  CL A       86037010     15,361   2,497,725 SH       DEFINED   1,2,5                     2,497,725
STEWART INFORMATION  COM        86037210     12,274     327,119 SH       DEFINED   1,2                         327,119
STEWART W P & CO LTD COM        G8492210        376      16,580 SH       DEFINED   1,2,5                        16,580
STIFEL FINL CORP     COM        86063010      1,631      74,811 SH       DEFINED   1,2                          74,811
STILLWATER MNG CO    COM        86074Q10      6,346     644,239 SH       DEFINED   1,2,5                       644,239
STMICROELECTRONICS N NY REGISTR 86101210        331      19,882 SH       DEFINED   1                            19,882
STONE ENERGY CORP    COM        86164210     19,653     404,640 SH       DEFINED   1,2,5,7                     404,640



STONERIDGE INC       COM        86183P10      3,252     266,338 SH       DEFINED   1,2                         266,338
STORA ENSO CORP      SPON ADR R 86210M10        489      34,780 SH       DEFINED   1                            34,780
STORAGE TECHNOLOGY C COM PAR $0 86211120     71,132   2,309,496 SH       DEFINED   1,2,5,13                  2,309,496
STRATAGENE CORP      COM        86269H10        144      16,379 SH       DEFINED   1                            16,379
STRATASYS INC        COM        86268510      4,610     162,735 SH       DEFINED   1,2,5                       162,735
STRATEGIC HOTEL CAP  COM        86272T10      4,604     313,221 SH       DEFINED   1,2                         313,221
STRATEX NETWORKS INC COM        86279T10      2,765   1,502,510 SH       DEFINED   1,2                       1,502,510
STRATTEC SEC CORP    COM        86311110      3,087      57,613 SH       DEFINED   1,2,5                        57,613
STRAYER ED INC       COM        86323610     24,992     220,543 SH       DEFINED   1,2                         220,543
STREETTRACKS SER TR  DJ LRG CAP 86330E20      3,133      23,202 SH       DEFINED   1                            23,202
STRIDE RITE CORP     COM        86331410      9,801     736,925 SH       DEFINED   1,2,5,6                     736,925
STRYKER CORP         COM        86366710    449,784  10,082,572 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  10,082,572
STUDENT LN CORP      COM        86390210      9,360      44,782 SH       DEFINED   1,2,5                        44,782
STURM RUGER & CO INC COM        86415910      2,463     355,370 SH       DEFINED   1,2,6                       355,370
SUBURBAN PROPANE PAR UNIT LTD P 86448210        200       5,811 SH       DEFINED   1,5                           5,811
SUFFOLK BANCORP      COM        86473910      6,279     190,103 SH       DEFINED   1,2                         190,103
SUMTOTAL SYS INC     COM        86661510         68      12,578 SH       DEFINED   1                            12,578
SUN BANCORP INC      COM        86663B10      3,261     142,480 SH       DEFINED   1,2                         142,480
SUN COMMUNITIES INC  COM        86667410     13,616     380,323 SH       DEFINED   1,2,3,5                     380,323
SUN LIFE FINL INC    COM        86679610      4,850     149,047 SH       DEFINED   1,5                         149,047
SUN MICROSYSTEMS INC COM        86681010    406,708 100,670,312 SH       DEFINED   1,2,5,6,7,8,10,12,13,14 100,670,312
SUNAIR ELECTRS INC   COM        86701710        173      13,900 SH       DEFINED   1                            13,900
SUNCOR ENERGY INC    COM        86722910        431      10,709 SH       DEFINED   1                            10,709
SUNGARD DATA SYS INC COM        86736310    305,782   8,863,252 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   8,863,252
SUNLINK HEALTH SYSTE COM        86737U10         81      13,400 SH       DEFINED   1                            13,400
SUNOCO INC           COM        86764P10    635,402   6,137,965 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   6,137,965
SUNOCO LOGISTICS PRT COM UNITS  86764L10        286       7,100 SH       DEFINED   1                             7,100
SUNRISE SENIOR LIVIN COM        86768K10     12,988     267,238 SH       DEFINED   1,2,6                       267,238
SUNSTONE HOTEL INVS  COM        86789210      6,820     317,937 SH       DEFINED   1,2                         317,937
SUNTERRA CORP        COM NEW    86787D20      3,987     264,415 SH       DEFINED   1,2                         264,415
SUNTRON CORP         COM        86789P10         91      42,391 SH       DEFINED   1,2                          42,391
SUNTRUST BKS INC     COM        86791410    821,522  11,398,942 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  11,398,942
SUPERGEN INC         COM        86805910      3,362     691,806 SH       DEFINED   1,2,5                       691,806
SUPERIOR ENERGY SVCS COM        86815710     17,579   1,022,061 SH       DEFINED   1,2                       1,022,061
SUPERIOR INDS INTL I COM        86816810     18,553     702,505 SH       DEFINED   1,2,5,6                     702,505
SUPERTEX INC         COM        86853210      4,765     260,227 SH       DEFINED   1,2,6                       260,227
SUPERVALU INC        COM        86853610    171,072   5,129,607 SH       DEFINED   1,2,5,6,7,10,12,13,14     5,129,607
SUPPORTSOFT INC      COM        86858710      2,637     499,410 SH       DEFINED   1,2,5                       499,410
SUPREME INDS INC     CL A       86860710        121      19,360 SH       DEFINED   1                            19,360
SUREWEST COMMUNICATI COM        86873310      5,153     223,461 SH       DEFINED   1,2,5                       223,461
SURMODICS INC        COM        86887310     10,071     315,602 SH       DEFINED   1,2,6                       315,602
SUSQUEHANNA BANCSHAR COM        86909910     17,465     716,363 SH       DEFINED   1,2,5                       716,363
SWIFT ENERGY CO      COM        87073810     11,692     411,100 SH       DEFINED   1,2,5                       411,100
SWIFT TRANSN CO      COM        87075610     22,908   1,034,696 SH       DEFINED   1,2,5,13                  1,034,696
SWS GROUP INC        COM        78503N10      6,644     414,502 SH       DEFINED   1,2                         414,502
SYBASE INC           COM        87113010     25,897   1,402,883 SH       DEFINED   1,2,5,13                  1,402,883
SYBRON DENTAL SPECIA COM        87114210     34,794     969,179 SH       DEFINED   1,2,5,6                     969,179
SYCAMORE NETWORKS IN COM        87120610      9,565   2,686,785 SH       DEFINED   1,2,5                     2,686,785
SYKES ENTERPRISES IN COM        87123710      2,776     404,024 SH       DEFINED   1,2                         404,024
SYMANTEC CORP        COM        87150310    414,193  19,418,345 SH       DEFINED   1,2,5,6,7,10,12,13,14    19,418,345
SYMBION INC DEL      COM        87150710      1,997      93,432 SH       DEFINED   1,2                          93,432
SYMBOL TECHNOLOGIES  COM        87150810    100,568   6,940,482 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   6,940,482
SYMMETRICOM INC      COM        87154310      7,838     706,802 SH       DEFINED   1,2,5,6                     706,802
SYMS CORP            COM        87155110        186      14,000 SH       DEFINED   1                            14,000
SYMYX TECHNOLOGIES   COM        87155S10      8,992     407,787 SH       DEFINED   1,2,5                       407,787
SYNAGRO TECHNOLOGIES COM NEW    87156220         87      18,500 SH       DEFINED   2                            18,500
SYNALLOY CP DEL      COM        87156510        176      17,277 SH       DEFINED   1                            17,277



SYNAPTICS INC        COM        87157D10      9,648     415,867 SH       DEFINED   1,2,5,6                     415,867
SYNGENTA AG          SPONSORED  87160A10        374      17,809 SH       DEFINED   1                            17,809
SYNIVERSE HLDGS INC  COM        87163F10        279      20,200 SH       DEFINED   1,2                          20,200
SYNNEX CORP          COM        87162W10      1,679      96,362 SH       DEFINED   1,2                          96,362
SYNOPSYS INC         COM        87160710     55,540   3,068,533 SH       DEFINED   1,2,5,7,8,10,12,13,14     3,068,533
SYNOVIS LIFE TECHNOL COM        87162G10        171      17,100 SH       DEFINED   1,2                          17,100
SYNOVUS FINL CORP    COM        87161C10    235,430   8,450,476 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   8,450,476
SYNPLICITY INC       COM        87160Y10         91      16,299 SH       DEFINED   1                            16,299
SYNTEL INC           COM        87162H10      1,598      90,258 SH       DEFINED   1,2                          90,258
SYNTROLEUM CORP      COM        87163010      4,443     362,984 SH       DEFINED   1,2                         362,984
SYPRIS SOLUTIONS INC COM        87165510        937      87,453 SH       DEFINED   1,2                          87,453
SYSCO CORP           COM        87182910    672,706  18,790,657 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  18,790,657
SYSTEMAX INC         COM        87185110        754     138,618 SH       DEFINED   1,2                         138,618
T-3 ENERGY SRVCS INC COM        87306E10        134      16,800 SH       DEFINED   1,2                          16,800
TAIWAN GREATER CHINA SH BEN INT 87403710        147      30,000 SH       DEFINED   7                            30,000
TAIWAN SEMICONDUCTOR SPONSORED  87403910     80,821   9,530,827 SH       DEFINED   1,2,4,5,7,8,13            9,530,827
TAKE-TWO INTERACTIVE COM        87405410     29,776     761,538 SH       DEFINED   1,2,5,6                     761,538
TALBOTS INC          COM        87416110      6,102     190,797 SH       DEFINED   1,2,5                       190,797
TALK AMERICA HLDGS I COM NEW    87426R20      4,054     628,558 SH       DEFINED   1,2                         628,558
TALX CORP            COM        87491810      7,839     431,644 SH       DEFINED   1,2,5,6                     431,644
TANGER FACTORY OUTLE COM        87546510     13,811     627,794 SH       DEFINED   1,2,3,5                     627,794
TANOX INC            COM        87588Q10      3,425     356,776 SH       DEFINED   1,2                         356,776
TARGET CORP          COM        87612E10  4,056,312  81,093,797 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  81,093,797
TARGETED GENETICS CO COM        87612M10         21      34,214 SH       DEFINED   1                            34,214
TARRAGON CORP        COM        87628710      3,347     165,787 SH       DEFINED   1,2,5                       165,787
TASER INTL INC       COM        87651B10      8,708     725,650 SH       DEFINED   1,2                         725,650
TATA MTRS LTD        SPONSORED  87656850        508      52,327 SH       DEFINED   1                            52,327
TAUBMAN CTRS INC     COM        87666410     35,938   1,295,539 SH       DEFINED   1,2,3,5                   1,295,539
TAYLOR CAP GROUP INC COM        87685110      3,398     104,061 SH       DEFINED   1,2                         104,061
TBC CORP NEW         COM        87218310      9,304     333,953 SH       DEFINED   1,2,6                       333,953
TC PIPELINES LP      UT COM LTD 87233Q10        461      12,860 SH       DEFINED   1,2,5                        12,860
TCF FINL CORP        COM        87227510     66,308   2,442,301 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,442,301
TD BANKNORTH INC     COM        87235A10     34,111   1,091,889 SH       DEFINED   1,2,5,7,8,10,12,13,14     1,091,889
TDC A/S              SPONSORED  87236N10        203       9,665 SH       DEFINED   1                             9,665
TDK CORP             AMERN DEP  87235140        347       5,061 SH       DEFINED   1                             5,061
TEAM INC             COM        87815510        202      10,100 SH       DEFINED   1                            10,100
TECH DATA CORP       COM        87823710     27,912     753,158 SH       DEFINED   1,2,5,13                    753,158
TECH OPS SEVCON INC  COM        87829310         79      12,400 SH       DEFINED   1                            12,400
TECHNE CORP          COM        87837710     37,066     922,509 SH       DEFINED   1,2,5,13                    922,509
TECHNICAL OLYMPIC US COM        87848310      3,259     107,911 SH       DEFINED   1,2                         107,911
TECHNITROL INC       COM        87855510     11,247     753,812 SH       DEFINED   1,2,5,6                     753,812
TECHNOLOGY RESH CORP COM NEW    87872730         60      11,800 SH       DEFINED   1                            11,800
TECO ENERGY INC      COM        87237510     93,729   5,977,627 SH       DEFINED   1,2,5,6,7,10,13           5,977,627
TECUMSEH PRODS CO    CL A       87889520     13,877     350,339 SH       DEFINED   1,2,5,13                    350,339
TEEKAY SHIPPING MARS COM        Y8564W10      4,674     103,992 SH       DEFINED   1,5                         103,992
TEGAL CORP           COM        87900810         16      11,400 SH       DEFINED   1                            11,400
TEJON RANCH CO DEL   COM        87908010      4,884     109,515 SH       DEFINED   1,2                         109,515
TEKELEC              COM        87910110     13,011     816,259 SH       DEFINED   1,2,5                       816,259
TEKTRONIX INC        COM        87913110     56,295   2,294,946 SH       DEFINED   1,2,5,6,7,10,12,13        2,294,946
TELE CENTRO OESTE CE SPON ADR P 87923P10      2,294     231,508 SH       DEFINED   1,2                         231,508
TELE NORTE LESTE PAR SPON ADR P 87924610     30,664   1,982,154 SH       DEFINED   1,2,4,5,7                 1,982,154
TELECOM ARGENTINA S  SPON ADR R 87927320     28,440   2,319,736 SH       DEFINED   1,2,4,5,7                 2,319,736
TELECOMMUNICATION SY CL A       87929J10         27      10,000 SH       DEFINED   1                            10,000
TELEDYNE TECHNOLOGIE COM        87936010     27,586     881,340 SH       DEFINED   1,2,5,6                     881,340
TELEFLEX INC         COM        87936910     24,808     484,717 SH       DEFINED   1,2,5,13                    484,717
TELEFONICA MOVILES S SPONSORED  87938V10        190      16,176 SH       DEFINED   1                            16,176
TELEFONICA S A       SPONSORED  87938220     20,664     397,615 SH       DEFINED   1,2                         397,615



TELEFONOS DE MEXICO  SPON ADR O 87940378     14,988     434,047 SH       DEFINED   1,2                         434,047
TELEPHONE & DATA SYS COM        87943310     80,559     987,238 SH       DEFINED   1,2,5,6,7,8,10,12,13,14     987,238
TELESP CELULAR PART  SPON ADR P 87952L10         70      11,687 SH       DEFINED   1,2                          11,687
TELESYSTEM INTL WIRE COM NEW    87994660      3,647     239,129 SH       DEFINED   1,2,7                       239,129
TELETECH HOLDINGS IN COM        87993910     11,973     926,702 SH       DEFINED   1,2                         926,702
TELEWEST GLOBAL INC  COM        87956T10      3,028     170,212 SH       DEFINED   1,5                         170,212
TELIK INC            COM        87959M10     10,722     711,011 SH       DEFINED   1,2                         711,011
TELLABS INC          COM        87966410    101,300  13,876,695 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  13,876,695
TELSTRA CORP LTD     SPON ADR F 87969N20        206      10,476 SH       DEFINED   1                            10,476
TELULAR CORP         COM NEW    87970T20        113      17,900 SH       DEFINED   1                            17,900
TELUS CORP           NON-VTG SH 87971M20        287       9,308 SH       DEFINED   1,7                           9,308
TEMPLE INLAND INC    COM        87986810    156,874   2,162,288 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   2,162,288
TEMPUR PEDIC INTL IN COM        88023U10      5,025     269,269 SH       DEFINED   1,2                         269,269
TENARIS S A          SPONSORED  88031M10      7,843     127,503 SH       DEFINED   1,2,7                       127,503
TENET HEALTHCARE COR COM        88033G10    152,054  13,187,720 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  13,187,720
TENNANT CO           COM        88034510      5,144     132,966 SH       DEFINED   1,2                         132,966
TENNECO AUTOMOTIVE I COM        88034910     11,643     934,422 SH       DEFINED   1,2,5                       934,422
TEPPCO PARTNERS L P  UT LTD PAR 87238410      2,683      63,872 SH       DEFINED   1,5                          63,872
TERADYNE INC         COM        88077010     84,339   5,776,659 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,776,659
TERAYON COMMUNICATIO COM        88077510      2,952     958,288 SH       DEFINED   1,2,5                       958,288
TERCICA INC          COM        88078L10      1,127     147,645 SH       DEFINED   1,2                         147,645
TEREX CORP NEW       COM        88077910     51,184   1,182,068 SH       DEFINED   1,2,5                     1,182,068
TERRA INDS INC       COM        88091510     10,195   1,313,728 SH       DEFINED   1,2                       1,313,728
TERRA NITROGEN CO L  COM UNIT   88100520        259      10,400 SH       DEFINED   1                            10,400
TERREMARK WORLDWIDE  COM        88144810      2,205   3,391,693 SH       DEFINED   1,2,5                     3,391,693
TESORO CORP          COM        88160910     75,714   2,045,230 SH       DEFINED   1,2,5                     2,045,230
TESSERA TECHNOLOGIES COM        88164L10     18,054     417,617 SH       DEFINED   1,2                         417,617
TETRA TECH INC NEW   COM        88162G10     11,454     907,586 SH       DEFINED   1,2,5,6,13                  907,586
TETRA TECHNOLOGIES I COM        88162F10     11,872     417,445 SH       DEFINED   1,2,7                       417,445
TEVA PHARMACEUTICAL  ADR        88162420     32,257   1,040,888 SH       DEFINED   1,2,5,7                   1,040,888
TEXAS CAPITAL BANCSH COM        88224Q10      6,388     304,173 SH       DEFINED   1,2                         304,173
TEXAS INDS INC       COM        88249110     31,850     592,551 SH       DEFINED   1,2,5                       592,551
TEXAS INSTRS INC     COM        88250810  1,332,943  52,292,763 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  52,292,763
TEXAS REGL BANCSHARE CL A VTG   88267310     17,976     596,997 SH       DEFINED   1,2,5                       596,997
TEXAS ROADHOUSE INC  CL A       88268110      3,576     127,349 SH       DEFINED   1,2                         127,349
TEXTRON INC          COM        88320310    358,239   4,800,844 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,800,844
THERAGENICS CORP     COM        88337510        159      46,281 SH       DEFINED   1,6                          46,281
THERMA-WAVE INC      COM        88343A10         44      22,768 SH       DEFINED   1                            22,768
THERMO ELECTRON CORP COM        88355610    186,378   7,369,650 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   7,369,650
THERMOGENESIS CORP   COM NEW    88362320      2,882     576,433 SH       DEFINED   1,2,5                       576,433
THIRD WAVE TECHNOLOG COM        88428W10      2,669     463,401 SH       DEFINED   1,2                         463,401
THOMAS & BETTS CORP  COM        88431510     36,974   1,144,700 SH       DEFINED   1,2,5,6,13                1,144,700
THOMAS INDS INC      COM        88442510      9,464     238,748 SH       DEFINED   1,2,6                       238,748
THOMSON              SPONSORED  88511810        309      11,430 SH       DEFINED   1                            11,430
THOMSON CORP         COM        88490310      1,086      32,563 SH       DEFINED   7                            32,563
THOR INDS INC        COM        88516010     21,544     720,306 SH       DEFINED   1,2,5,13                    720,306
THORATEC CORP        COM NEW    88517530      8,670     709,520 SH       DEFINED   1,2,5                       709,520
THORNBURG MTG INC    COM        88521810     24,044     857,502 SH       DEFINED   1,2,5                       857,502
THQ INC              COM NEW    87244340     18,283     649,727 SH       DEFINED   1,2,5,6                     649,727
THREE FIVE SYS INC   COM        88554L10         27      26,530 SH       DEFINED   1,5                          26,530
TIBCO SOFTWARE INC   COM        88632Q10     14,369   1,928,724 SH       DEFINED   1,2,5                     1,928,724
TIDEWATER INC        COM        88642310     66,813   1,719,336 SH       DEFINED   1,2,5,10,13               1,719,336
TIER TECHNOLOGIES IN CL B       88650Q10      2,103     285,337 SH       DEFINED   1,2                         285,337
TIERONE CORP         COM        88650R10      8,575     364,912 SH       DEFINED   1,2                         364,912
TIFFANY & CO NEW     COM        88654710    141,864   4,109,625 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   4,109,625
TIM PARTICIPACOES S  SPONS ADR  88706P10      2,329     155,190 SH       DEFINED   1,2,7                       155,190
TIMBERLAND CO        CL A       88710010    114,661   1,616,534 SH       DEFINED   1,2,5,13                  1,616,534



TIME WARNER INC      COM        88731710  2,591,550 147,666,684 SH       DEFINED   1,2,5,6,7,8,10,12,13,14 147,666,684
TIME WARNER TELECOM  CL A       88731910      2,913     733,743 SH       DEFINED   1,2,5                       733,743
TIMKEN CO            COM        88738910     20,910     764,819 SH       DEFINED   1,2,5,6                     764,819
TITAN CORP           COM        88826610     29,103   1,602,563 SH       DEFINED   1,2,5,13                  1,602,563
TITAN INTL INC ILL   COM        88830M10        228      15,872 SH       DEFINED   1                            15,872
TITAN PHARMACEUTICAL COM        88831410         45      20,117 SH       DEFINED   1                            20,117
TITANIUM METALS CORP COM NEW    88833920      3,257      90,478 SH       DEFINED   1,2                          90,478
TIVO INC             COM        88870610      3,421     661,736 SH       DEFINED   1,2                         661,736
TJX COS INC NEW      COM        87254010    392,594  15,939,661 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  15,939,661
TLC VISION CORP      COM        87254910        201      21,185 SH       DEFINED   1                            21,185
TNS INC              COM        87296010      2,142     119,343 SH       DEFINED   1,2                         119,343
TODCO                CL A       88889T10      5,275     204,134 SH       DEFINED   1,2                         204,134
TOLL BROTHERS INC    COM        88947810     56,952     722,286 SH       DEFINED   1,2,5,13                    722,286
TOLLGRADE COMMUNICAT COM        88954210        209      30,440 SH       DEFINED   1,2,6                        30,440
TOM ONLINE INC       ADR REG S  88972820        126      10,000 SH       DEFINED   4                            10,000
TOMPKINSTRUSTCO INC  COM        89011010      5,413     127,205 SH       DEFINED   1,2,5                       127,205
TOO INC              COM        89033310     16,374     663,702 SH       DEFINED   1,2,5,6                     663,702
TOOTSIE ROLL INDS IN COM        89051610     15,602     520,081 SH       DEFINED   1,2,5,6,13                  520,081
TOPPS INC            COM        89078610      5,102     553,946 SH       DEFINED   1,2                         553,946
TORCHMARK CORP       COM        89102710    179,258   3,434,052 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,434,052
TORO CO              COM        89109210     53,351     602,833 SH       DEFINED   1,2,5,6,12                  602,833
TORONTO DOMINION BK  COM NEW    89116050      3,599      87,034 SH       DEFINED   1,2,5,10,12,13               87,034
TOTAL S A            SPONSORED  89151E10     28,097     239,670 SH       DEFINED   1,2                         239,670
TOTAL SYS SVCS INC   COM        89190610     16,872     675,137 SH       DEFINED   1,2,5                       675,137
TOWER GROUP INC      COM        89177710      2,000     149,934 SH       DEFINED   1,2                         149,934
TOWN & CTRY TR       SH BEN INT 89208110     10,800     408,317 SH       DEFINED   1,2,3                       408,317
TOYOTA MOTOR CORP    SP ADR REP 89233130      5,653      75,995 SH       DEFINED   1,2,6                        75,995
TOYS R US INC        COM        89233510    198,713   7,714,022 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   7,714,022
TRACTOR SUPPLY CO    COM        89235610     27,148     621,955 SH       DEFINED   1,2,5,6                     621,955
TRADESTATION GROUP I COM        89267P10      1,443     238,826 SH       DEFINED   1,2                         238,826
TRAFFIX INC          COM        89272110         69      13,700 SH       DEFINED   1                            13,700
TRAMMELL CROW CO     COM        89288R10     14,511     705,434 SH       DEFINED   1,2                         705,434
TRANS WORLD ENTMT CO COM        89336Q10      8,648     587,072 SH       DEFINED   1,2                         587,072
TRANSACT TECHNOLOGIE COM        89291810      1,164     116,298 SH       DEFINED   1,2                         116,298
TRANSACTION SYS ARCH COM        89341610     21,543     930,588 SH       DEFINED   1,2,13                      930,588
TRANSALTA CORP       COM        89346D10        221      14,491 SH       DEFINED   1,7                          14,491
TRANSATLANTIC HLDGS  COM        89352110     20,294     306,457 SH       DEFINED   1,2,5,7                     306,457
TRANSCAT INC         COM        89352910         75      19,200 SH       DEFINED   1                            19,200
TRANSKARYOTIC THERAP COM        89373510     11,919     477,409 SH       DEFINED   1,2,5                       477,409
TRANSMETA CORP DEL   COM        89376R10      2,072   2,228,012 SH       DEFINED   1,2,5                     2,228,012
TRANSMONTAIGNE INC   COM        89393410      6,113     764,102 SH       DEFINED   1,2                         764,102
TRANSOCEAN INC       ORD        G9007810    480,637   9,340,003 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,340,003
TRANSPRO INC         COM        89388510         94      14,521 SH       DEFINED   1                            14,521
TRANSWITCH CORP      COM        89406510        130      94,622 SH       DEFINED   1,5                          94,622
TRAVELZOO INC        COM        89421Q10      1,439      28,933 SH       DEFINED   1,2                          28,933
TRC COS INC          COM        87262510      4,480     304,785 SH       DEFINED   1,2                         304,785
TREDEGAR CORP        COM        89465010      7,888     467,882 SH       DEFINED   1,2,6                       467,882
TREND MICRO INC      SPONS ADR  89486M20        797      18,697 SH       DEFINED   1                            18,697
TREX INC             COM        89531P10      6,747     151,930 SH       DEFINED   1,2                         151,930
TRI CONTL CORP       COM        89543610      1,845     103,633 SH       DEFINED   5                           103,633
TRIAD GTY INC        COM        89592510      6,871     130,611 SH       DEFINED   1,2                         130,611
TRIAD HOSPITALS INC  COM        89579K10     54,446   1,086,745 SH       DEFINED   1,2,5,7,13                1,086,745
TRIARC COS INC       CL B SER 1 89592730      9,151     661,695 SH       DEFINED   1,2,6                       661,695
TRIBUNE CO NEW       COM        89604710    333,742   8,370,762 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   8,370,762
TRICO BANCSHARES     COM        89609510      3,513     167,685 SH       DEFINED   1,2                         167,685
TRIDENT MICROSYSTEMS COM        89591910      4,622     261,424 SH       DEFINED   1,2                         261,424
TRIMBLE NAVIGATION L COM        89623910     29,434     870,572 SH       DEFINED   1,2,5,6                     870,572



TRIMERIS INC         COM        89626310      2,863     254,223 SH       DEFINED   1,2,5                       254,223
TRINITY INDS INC     COM        89652210     21,882     776,799 SH       DEFINED   1,2,5,13                    776,799
TRIPATH IMAGING INC  COM        89694210      2,672     379,479 SH       DEFINED   1,2,5                       379,479
TRIPATH TECHNOLOGY I COM        89672P10        301     338,385 SH       DEFINED   1                           338,385
TRIQUINT SEMICONDUCT COM        89674K10      8,901   2,633,479 SH       DEFINED   1,2,5,13                  2,633,479
TRITON PCS HLDGS INC CL A       89677M10      1,093     492,320 SH       DEFINED   1,2,5                       492,320
TRIUMPH GROUP INC NE COM        89681810     10,102     259,423 SH       DEFINED   1,2,6                       259,423
TRIZEC PROPERTIES IN COM        89687P10     42,175   2,219,715 SH       DEFINED   1,2,3,5                   2,219,715
TRIZETTO GROUP INC   COM        89688210      5,664     608,342 SH       DEFINED   1,2                         608,342
TRM CORP             COM        87263610        216      10,700 SH       DEFINED   1                            10,700
TRUSTCO BK CORP N Y  COM        89834910     14,368   1,250,445 SH       DEFINED   1,2,5                     1,250,445
TRUSTMARK CORP       COM        89840210     21,831     752,783 SH       DEFINED   1,2,5                       752,783
TRUSTREET PPTYS INC  COM        89840410      5,760     374,247 SH       DEFINED   1,2,5                       374,247
TRW AUTOMOTIVE HLDGS COM        87264S10      6,656     342,548 SH       DEFINED   1,2,5                       342,548
TTM TECHNOLOGIES  IN COM        87305R10      6,725     642,902 SH       DEFINED   1,2                         642,902
TUESDAY MORNING CORP COM NEW    89903550     10,856     376,026 SH       DEFINED   1,2,5                       376,026
TUMBLEWEED COMMUNICA COM        89969010      1,836     665,142 SH       DEFINED   1,2                         665,142
TUPPERWARE CORP      COM        89989610     29,510   1,449,400 SH       DEFINED   1,2,5,13                  1,449,400
TURKCELL ILETISIM HI SPON ADR N 90011120        937      54,874 SH       DEFINED   1                            54,874
TUT SYSTEMS          COM        90110310         28      11,720 SH       DEFINED   1                            11,720
TWEETER HOME ENTMT G COM        90116710        166      29,819 SH       DEFINED   1,5                          29,819
TXU CORP             COM        87316810    862,876  10,836,064 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  10,836,064
TYCO INTL LTD NEW    COM        90212410  1,710,981  50,620,738 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  50,620,738
TYLER TECHNOLOGIES I COM        90225210      4,376     575,022 SH       DEFINED   1,2,5                       575,022
TYSON FOODS INC      CL A       90249410    114,503   6,864,685 SH       DEFINED   1,2,5,7,8,10,12,13,14     6,864,685
U S B HLDG INC       COM        90291010      4,814     216,951 SH       DEFINED   1,2                         216,951
U S CONCRETE INC     COM        90333L10      1,781     284,090 SH       DEFINED   1,2,5                       284,090
U S G CORP           COM NEW    90329340     22,783     687,067 SH       DEFINED   1,2,5                       687,067
U S I HLDGS          COM        90333H10      7,617     646,573 SH       DEFINED   1,2                         646,573
U S PHYSICAL THERAPY COM        90337L10      2,833     202,665 SH       DEFINED   1,5                         202,665
U S XPRESS ENTERPRIS CL A       90338N10      1,529      93,491 SH       DEFINED   1,2                          93,491
U STORE IT TR        COM        91274F10     10,903     626,603 SH       DEFINED   1,2,3                       626,603
UAP HLDG CORP        COM        90344110      6,330     393,185 SH       DEFINED   1,2                         393,185
UBIQUITEL INC        COM        90347430      8,478   1,265,361 SH       DEFINED   1,2,5                     1,265,361
UBS AG               NAMEN AKT  H8920M85     55,334     655,616 SH       DEFINED   1,2                         655,616
UCBH HOLDINGS INC    COM        90262T30     20,242     507,309 SH       DEFINED   1,2,5                       507,309
UGI CORP NEW         COM        90268110     30,685     675,589 SH       DEFINED   1,2,5                       675,589
UICI                 COM        90273710     17,118     705,917 SH       DEFINED   1,2,5                       705,917
UIL HLDG CORP        COM        90274810     10,969     216,570 SH       DEFINED   1,2,5                       216,570
ULTICOM INC          COM        90384410      2,394     215,058 SH       DEFINED   1,2,5                       215,058
ULTIMATE SOFTWARE GR COM        90385D10      3,562     222,913 SH       DEFINED   1,2                         222,913
ULTRA PETROLEUM CORP COM        90391410      8,629     169,853 SH       DEFINED   1,5                         169,853
ULTRALIFE BATTERIES  COM        90389910      3,329     194,451 SH       DEFINED   1,2                         194,451
ULTRATECH INC        COM        90403410      4,965     340,072 SH       DEFINED   1,2,6                       340,072
UMB FINL CORP        COM        90278810     16,945     297,707 SH       DEFINED   1,2,5                       297,707
UMPQUA HLDGS CORP    COM        90421410     14,999     642,368 SH       DEFINED   1,2,5                       642,368
UNIBANCO-UNIAO DE BA GDR REP PF 90458E10     33,501     974,435 SH       DEFINED   1,2,4,5                     974,435
UNIFI INC            COM        90467710        198      59,235 SH       DEFINED   1,2                          59,235
UNIFIRST CORP MASS   COM        90470810      7,734     193,842 SH       DEFINED   1,2,5                       193,842
UNILEVER N V         N Y SHS NE 90478470      1,836      26,831 SH       DEFINED   1,2                          26,831
UNILEVER PLC         SPON ADR N 90476770      1,113      27,818 SH       DEFINED   1                            27,818
UNION BANKSHARES COR COM        90539910      4,507     140,741 SH       DEFINED   1,2                         140,741
UNION PAC CORP       COM        90781810    517,480   7,424,387 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   7,424,387
UNIONBANCAL CORP     COM        90890610     64,738   1,056,943 SH       DEFINED   1,2,5,10                  1,056,943
UNISOURCE ENERGY COR COM        90920510     17,406     562,019 SH       DEFINED   1,2,5                       562,019
UNISYS CORP          COM        90921410     65,385   9,261,373 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,261,373
UNIT CORP            COM        90921810     30,416     673,358 SH       DEFINED   1,2,5                       673,358



UNITED AMER INDEMNIT CL A       90933T10      1,700      90,233 SH       DEFINED   1                            90,233
UNITED AUTO GROUP IN COM        90944010      7,513     269,943 SH       DEFINED   1,2                         269,943
UNITED BANKSHARES IN COM        90990710     22,301     672,929 SH       DEFINED   1,2,5                       672,929
UNITED BUSINESS MEDI ADR        90969M10        164      15,512 SH       DEFINED   1                            15,512
UNITED CMNTY BKS BLA CAP STK    90984P10     10,012     421,925 SH       DEFINED   1,2                         421,925
UNITED CMNTY FINL CO COM        90983910      5,258     474,076 SH       DEFINED   1,2,5                       474,076
UNITED DEFENSE INDS  COM        91018B10     49,092     668,642 SH       DEFINED   1,2,5,12                    668,642
UNITED DOMINION REAL COM        91019710     57,492   2,754,785 SH       DEFINED   1,2,3,5,13                2,754,785
UNITED FIRE & CAS CO COM        91033110      7,899     233,502 SH       DEFINED   1,2                         233,502
UNITED GUARDIAN INC  COM        91057110        105      14,000 SH       DEFINED   1                            14,000
UNITED INDL CORP     COM        91067110      4,656     157,195 SH       DEFINED   1,2                         157,195
UNITED MICROELECTRON SPONSORED  91087320      3,082     914,686 SH       DEFINED   1                           914,686
UNITED MOBILE HOMES  COM        91102410        165      10,300 SH       DEFINED   1                            10,300
UNITED NAT FOODS INC COM        91116310     22,639     790,736 SH       DEFINED   1,2,6                       790,736
UNITED ONLINE INC    COM        91126810     10,224     976,520 SH       DEFINED   1,2,5                       976,520
UNITED PANAM FINANCI COM        91130110      1,695      83,123 SH       DEFINED   1,2                          83,123
UNITED PARCEL SERVIC CL B       91131210  2,048,251  28,158,521 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  28,158,521
UNITED RENTALS INC   COM        91136310     29,345   1,451,994 SH       DEFINED   1,2,5,13                  1,451,994
UNITED STATES CELLUL COM        91168410      7,072     154,989 SH       DEFINED   1,2,5                       154,989
UNITED STATES STL CO COM        91290910    293,141   5,764,824 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,764,824
UNITED STATIONERS IN COM        91300410     26,664     589,261 SH       DEFINED   1,2,5,6                     589,261
UNITED SURGICAL PART COM        91301630     19,680     429,985 SH       DEFINED   1,2,6                       429,985
UNITED TECHNOLOGIES  COM        91301710  6,111,514  60,117,199 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  60,117,199
UNITED THERAPEUTICS  COM        91307C10     18,676     408,703 SH       DEFINED   1,2                         408,703
UNITED UTILS PLC     SPONSORED  91311Q10        323      13,391 SH       DEFINED   1                            13,391
UNITEDGLOBALCOM      CL A       91324750     32,183   3,402,025 SH       DEFINED   1,2,5                     3,402,025
UNITEDHEALTH GROUP I COM        91324P10  2,033,175  21,316,572 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  21,316,572
UNITRIN INC          COM        91327510     43,668     961,849 SH       DEFINED   1,2,5,7,10,13               961,849
UNIVERSAL AMERN FINL COM        91337710      6,588     380,806 SH       DEFINED   1,2                         380,806
UNIVERSAL COMPRESSIO COM        91343110     11,302     298,451 SH       DEFINED   1,2                         298,451
UNIVERSAL CORP VA    COM        91345610     24,397     533,040 SH       DEFINED   1,2,5,13                    533,040
UNIVERSAL DISPLAY CO COM        91347P10      2,088     298,770 SH       DEFINED   1,2                         298,770
UNIVERSAL ELECTRS IN COM        91348310      5,212     308,765 SH       DEFINED   1,2,5                       308,765
UNIVERSAL FST PRODS  COM        91354310     10,808     278,208 SH       DEFINED   1,2,6                       278,208
UNIVERSAL HEALTH RLT SH BEN INT 91359E10      5,037     178,291 SH       DEFINED   1,2                         178,291
UNIVERSAL HLTH SVCS  CL B       91390310     46,841     893,910 SH       DEFINED   1,2,5,7,13                  893,910
UNIVERSAL TECHNICAL  COM        91391510      7,654     207,986 SH       DEFINED   1,2                         207,986
UNIVEST CORP PA      COM        91527110      3,851      96,745 SH       DEFINED   1,2                          96,745
UNIVISION COMMUNICAT CL A       91490610    232,189   8,385,288 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   8,385,288
UNIZAN FINANCIAL COR COM        91528W10      8,964     344,760 SH       DEFINED   1,2                         344,760
UNOCAL CORP          COM        91528910    500,216   8,108,538 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   8,108,538
UNOVA INC            COM        91529B10     16,303     789,514 SH       DEFINED   1,2,5                       789,514
UNUMPROVIDENT CORP   COM        91529Y10    175,575  10,315,799 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  10,315,799
UPM KYMMENE CORP     SPONSORED  91543610        562      25,146 SH       DEFINED   1                            25,146
UQM TECHNOLOGIES INC COM        90321310         47      11,776 SH       DEFINED   1                            11,776
URBAN OUTFITTERS INC COM        91704710     37,089     773,171 SH       DEFINED   1,2,5,12,13                 773,171
UROLOGIX INC         COM        91727310        921     200,563 SH       DEFINED   1,2                         200,563
URS CORP NEW         COM        90323610     17,181     597,587 SH       DEFINED   1,2,6                       597,587
URSTADT BIDDLE PPTYS COM        91728610        198      12,672 SH       DEFINED   1                            12,672
URSTADT BIDDLE PPTYS CL A       91728620      6,477     424,706 SH       DEFINED   1,2                         424,706
US BANCORP DEL       COM NEW    90297330  1,714,479  59,489,206 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  59,489,206
USA MOBILITY INC     COM        90341G10     11,211     346,028 SH       DEFINED   1,2                         346,028
USANA HEALTH SCIENCE COM        90328M10      7,475     158,039 SH       DEFINED   1,2                         158,039
USEC INC             COM        90333E10     20,990   1,289,329 SH       DEFINED   1,2,5                     1,289,329
USF CORP             COM        91729Q10     22,466     465,516 SH       DEFINED   1,2,5,6                     465,516
UST INC              COM        90291110    198,710   3,843,514 SH       DEFINED   1,2,5,6,7,10,13           3,843,514
UTAH MED PRODS INC   COM        91748810        222      10,100 SH       DEFINED   1,2                          10,100



UTI WORLDWIDE INC    ORD        G8721010        956      13,765 SH       DEFINED   1,5                          13,765
UTSTARCOM INC        COM        91807610     17,853   1,630,444 SH       DEFINED   1,2,5,7,12,13             1,630,444
V F CORP             COM        91820410    181,220   3,064,248 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,064,248
VA SOFTWARE CORP     COM        91819B10         60      35,995 SH       DEFINED   1                            35,995
VAIL RESORTS INC     COM        91879Q10     10,119     400,737 SH       DEFINED   1,2                         400,737
VALASSIS COMMUNICATI COM        91886610     35,007   1,001,355 SH       DEFINED   1,2,5,13                  1,001,355
VALEANT PHARMACEUTIC COM        91911X10     40,010   1,776,632 SH       DEFINED   1,2,5,13                  1,776,632
VALENCE TECHNOLOGY I COM        91891410      2,477     806,885 SH       DEFINED   1,2,5                       806,885
VALERO ENERGY CORP N COM        91913Y10    737,520  10,065,787 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  10,065,787
VALERO L P           COM UT LTD 91913W10        882      14,643 SH       DEFINED   1,5                          14,643
VALHI INC NEW        COM        91890510      4,308     219,235 SH       DEFINED   1,2                         219,235
VALLEY NATL BANCORP  COM        91979410     25,224     978,433 SH       DEFINED   1,2,5                       978,433
VALMONT INDS INC     COM        92025310      5,642     252,795 SH       DEFINED   1,2,6                       252,795
VALOR COMMUNICATIONS COM        92025510        430      29,700 SH       DEFINED   1,2                          29,700
VALSPAR CORP         COM        92035510     41,004     881,058 SH       DEFINED   1,2,5,12,13                 881,058
VALUE LINE INC       COM        92043710        919      23,571 SH       DEFINED   1,2                          23,571
VALUECLICK INC       COM        92046N10     12,054   1,136,068 SH       DEFINED   1,2,5                     1,136,068
VALUEVISION MEDIA IN CL A       92047K10      3,787     306,152 SH       DEFINED   1,2                         306,152
VARIAN INC           COM        92220610     37,646     993,562 SH       DEFINED   1,2,5,13                    993,562
VARIAN MED SYS INC   COM        92220P10     87,184   2,543,286 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,543,286
VARIAN SEMICONDUCTOR COM        92220710     22,460     590,895 SH       DEFINED   1,2,5,6                     590,895
VASCO DATA SEC INTL  COM        92230Y10         83      13,294 SH       DEFINED   1                            13,294
VCA ANTECH INC       COM        91819410     21,163   1,046,105 SH       DEFINED   1,2,5,13                  1,046,105
VECTOR GROUP LTD     COM        92240M10      4,173     271,335 SH       DEFINED   1,2,5                       271,335
VECTREN CORP         COM        92240G10     28,031   1,052,222 SH       DEFINED   1,2,5,13                  1,052,222
VEECO INSTRS INC DEL COM        92241710      6,509     432,461 SH       DEFINED   1,2,5,6                     432,461
VENTANA MED SYS INC  COM        92276H10     16,254     433,904 SH       DEFINED   1,2                         433,904
VENTAS INC           COM        92276F10     20,493     821,052 SH       DEFINED   1,2,5,12                    821,052
VENTIV HEALTH INC    COM        92279310      6,313     274,471 SH       DEFINED   1,2                         274,471
VERINT SYS INC       COM        92343X10      6,042     172,914 SH       DEFINED   1,2                         172,914
VERISIGN INC         COM        92343E10    175,998   6,132,340 SH       DEFINED   1,2,5,7,8,10,12,13,14     6,132,340
VERISITY LTD         ORD        M9738511        372      31,190 SH       DEFINED   1,2                          31,190
VERITAS DGC INC      COM        92343P10     30,559   1,020,001 SH       DEFINED   1,2,5                     1,020,001
VERITAS SOFTWARE CO  COM        92343610    354,072  15,248,577 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  15,248,577
VERITY INC           COM        92343C10      4,279     452,797 SH       DEFINED   1,2,6                       452,797
VERIZON COMMUNICATIO COM        92343V10  3,247,811  91,487,632 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  91,487,632
VERSO TECHNOLOGIES I COM        92531710        576   1,600,366 SH       DEFINED   1,2,5                     1,600,366
VERTEX PHARMACEUTICA COM        92532F10     14,876   1,589,301 SH       DEFINED   1,2,5,13                  1,589,301
VERTRUE INC          COM        92534N10      7,644     215,675 SH       DEFINED   1,2,6                       215,675
VESTA INS GROUP INC  COM        92539110      1,636     460,959 SH       DEFINED   1,2,5                       460,959
VIACOM INC           CL A       92552410      1,836      52,391 SH       DEFINED   1,2,5,13                     52,391
VIACOM INC           CL B       92552430  1,711,593  49,141,354 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  49,141,354
VIAD CORP            COM NEW    92552R40      6,477     240,770 SH       DEFINED   1,2,5,6,7                   240,770
VIASAT INC           COM        92552V10      6,902     369,270 SH       DEFINED   1,2,5,6                     369,270
VIASYS HEALTHCARE IN COM NEW    92553Q20      9,736     510,259 SH       DEFINED   1,2,5,6                     510,259
VICAL INC            COM        92560210         65      16,235 SH       DEFINED   1                            16,235
VICON INDS INC       COM        92581110         61      18,700 SH       DEFINED   1                            18,700
VICOR CORP           COM        92581510      4,140     396,599 SH       DEFINED   1,2,6                       396,599
VICURON PHARMACEUTIC COM        92647110     12,075     766,179 SH       DEFINED   1,2,5                       766,179
VIGNETTE CORP        COM        92673410      5,323   4,063,563 SH       DEFINED   1,2,5                     4,063,563
VIISAGE TECHNOLOGY I COM        92675K10      1,277     379,070 SH       DEFINED   1,2                         379,070
VINA CONCHA Y TORO S SPONSORED  92719110        565       7,439 SH       DEFINED   1,2,7                         7,439
VINTAGE PETE INC     COM        92746010     46,999   1,493,925 SH       DEFINED   1,2,5                     1,493,925
VION PHARMACEUTICALS COM        92762410      2,325     815,833 SH       DEFINED   1,2                         815,833
VIRAGE LOGIC CORP    COM        92763R10        306      27,902 SH       DEFINED   1                            27,902
VIRCO MFG CO         COM        92765110         88      11,461 SH       DEFINED   1                            11,461
VIRGINIA COMM BANCOR COM        92778Q10      2,312      85,486 SH       DEFINED   1,2                          85,486



VIRGINIA FINL GROUP  COM        92781010      4,243     128,975 SH       DEFINED   1,2                         128,975
VIROLOGIC INC        COM        92823R20        117      48,831 SH       DEFINED   1                            48,831
VISHAY INTERTECHNOLO COM        92829810     27,565   2,217,649 SH       DEFINED   1,2,5,13                  2,217,649
VISTACARE INC        CL A       92839Y10      3,041     149,526 SH       DEFINED   1,2,5                       149,526
VISTEON CORP         COM        92839U10     23,107   4,046,690 SH       DEFINED   1,2,5,6,8,10,13           4,046,690
VISUAL NETWORKS INC  COM        92844410         66      21,901 SH       DEFINED   1                            21,901
VISX INC DEL         COM        92844S10     25,857   1,103,121 SH       DEFINED   1,2,5,13                  1,103,121
VITAL SIGNS INC      COM        92846910      7,547     189,189 SH       DEFINED   1,2,6                       189,189
VITESSE SEMICONDUCTO COM        92849710      9,145   3,450,898 SH       DEFINED   1,2,5                     3,450,898
VITRIA TECHNOLOGY    COM NEW    92849Q40         54      15,623 SH       DEFINED   1,5                          15,623
VIVENDI UNIVERSAL    SPON ADR N 92851S20      1,182      38,634 SH       DEFINED   1                            38,634
VIVUS INC            COM        92855110         89      29,643 SH       DEFINED   1,5                          29,643
VNUS MED TECHNOLOGIE COM        92856610        377      32,540 SH       DEFINED   1                            32,540
VODAFONE GROUP PLC N SPONSORED  92857W10     15,089     568,113 SH       DEFINED   1,2                         568,113
VOLT INFORMATION SCI COM        92870310      3,802     157,453 SH       DEFINED   1,2,5,6                     157,453
VOLTERRA SEMICONDUCT COM        92870810      1,365     101,140 SH       DEFINED   1,2                         101,140
VOLVO AKTIEBOLAGET   ADR B      92885640        658      14,827 SH       DEFINED   1                            14,827
VORNADO RLTY TR      SH BEN INT 92904210    167,792   2,422,289 SH       DEFINED   1,2,3,5,7,8,10,12,13,14   2,422,289
VOTORANTIM CELULOSE  SPONSORED  92906P10      2,677     205,954 SH       DEFINED   1,2                         205,954
VULCAN MATLS CO      COM        92916010    170,654   3,002,893 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,002,893
W & T OFFSHORE INC   COM        92922P10        220      10,600 SH       DEFINED   1,2                          10,600
W HLDG CO INC        COM        92925110     21,884   2,173,232 SH       DEFINED   1,2,5                     2,173,232
W P CAREY & CO LLC   COM        92930Y10        898      29,561 SH       DEFINED   1,2,5                        29,561
WABASH NATL CORP     COM        92956610     17,508     717,535 SH       DEFINED   1,2,6                       717,535
WABTEC CORP          COM        92974010     12,232     596,952 SH       DEFINED   1,2                         596,952
WACHOVIA CORP 2ND NE COM        92990310  2,601,636  51,102,649 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  51,102,649
WADDELL & REED FINL  CL A       93005910     27,131   1,374,410 SH       DEFINED   1,2,5,13                  1,374,410
WAL MART STORES INC  COM        93114210  4,921,937  98,222,641 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  98,222,641
WALGREEN CO          COM        93142210  1,324,253  29,812,100 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  29,812,100
WALTER INDS INC      COM        93317Q10     35,786     841,036 SH       DEFINED   1,2                         841,036
WARNACO GROUP INC    COM NEW    93439040     15,668     651,736 SH       DEFINED   1,2                         651,736
WASHINGTON FED INC   COM        93882410     33,054   1,415,144 SH       DEFINED   1,2,5,13                  1,415,144
WASHINGTON GROUP INT COM NEW    93886220     15,871     352,768 SH       DEFINED   1,2                         352,768
WASHINGTON MUT INC   COM        93932210  1,064,716  26,954,844 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  26,954,844
WASHINGTON POST CO   CL B       93964010     87,169      97,504 SH       DEFINED   1,2,5,7,8,10,12,13,14        97,504
WASHINGTON REAL ESTA SH BEN INT 93965310     26,921     936,378 SH       DEFINED   1,2,3,5                     936,378
WASHINGTON TR BANCOR COM        94061010      5,396     196,355 SH       DEFINED   1,2                         196,355
WASTE CONNECTIONS IN COM        94105310     26,147     752,441 SH       DEFINED   1,2,5,6                     752,441
WASTE INDUSTRIES USA COM        94105710        195      14,000 SH       DEFINED   1                            14,000
WASTE MGMT INC DEL   COM        94106L10    559,781  19,403,139 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  19,403,139
WATCHGUARD TECHNOLOG COM        94110510      1,665     515,368 SH       DEFINED   1,2,5                       515,368
WATER PIK TECHNOLOGI COM        94113U10      2,664     135,229 SH       DEFINED   1,2                         135,229
WATERS CORP          COM        94184810    179,295   5,009,642 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,009,642
WATSCO INC           COM        94262220     15,563     369,672 SH       DEFINED   1,2,6                       369,672
WATSON PHARMACEUTICA COM        94268310     86,306   2,808,534 SH       DEFINED   1,2,5,6,10,12,13          2,808,534
WATSON WYATT & CO HL CL A       94271210     15,061     553,731 SH       DEFINED   1,2,5,6                     553,731
WATTS WATER TECHNOLO CL A       94274910     12,064     369,939 SH       DEFINED   1,2,6                       369,939
WAUSAU-MOSINEE PAPER COM        94331510     11,219     793,426 SH       DEFINED   1,2                         793,426
WAVE SYSTEMS CORP    CL A       94352610         28      29,121 SH       DEFINED   1                            29,121
WCI CMNTYS INC       COM        92923C10     15,810     525,595 SH       DEFINED   1,2                         525,595
WD-40 CO             COM        92923610     11,498     353,887 SH       DEFINED   1,2,6                       353,887
WEATHERFORD INTERNAT COM        G9508910     71,401   1,232,332 SH       DEFINED   1,5,7,8,10,12,13,14       1,232,332
WEBEX COMMUNICATIONS COM        94767L10     13,661     632,756 SH       DEFINED   1,2,5,6                     632,756
WEBMD CORP           COM        94769M10     26,098   3,070,385 SH       DEFINED   1,2,5,12                  3,070,385
WEBMETHODS INC       COM        94768C10      3,916     714,628 SH       DEFINED   1,2                         714,628
WEBSENSE INC         COM        94768410     36,061     670,278 SH       DEFINED   1,2,5,6                     670,278
WEBSIDESTORY INC     COM        94768510        523      42,680 SH       DEFINED   1                            42,680



WEBSTER FINL CORP CO COM        94789010     35,638     784,811 SH       DEFINED   1,2,5,13                    784,811
WEIGHT WATCHERS INTL COM        94862610     19,309     449,251 SH       DEFINED   1,2,5                       449,251
WEINGARTEN RLTY INVS SH BEN INT 94874110     59,065   1,711,539 SH       DEFINED   1,2,3,5,13                1,711,539
WEIS MKTS INC        COM        94884910      6,404     173,684 SH       DEFINED   1,2,5                       173,684
WELLCARE HEALTH PLAN COM        94946T10      3,860     126,708 SH       DEFINED   1,2                         126,708
WELLCHOICE INC       COM        94947510     15,418     289,218 SH       DEFINED   1,2,5                       289,218
WELLMAN INC          COM        94970210      9,342     646,031 SH       DEFINED   1,2                         646,031
WELLPOINT INC        COM        94973V10  1,330,883  10,617,333 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  10,617,333
WELLS FARGO & CO NEW COM        94974610  3,202,700  53,556,863 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  53,556,863
WELLSFORD REAL PPTYS COM NEW    95024020        318      21,839 SH       DEFINED   1,2,5                        21,839
WENDYS INTL INC      COM        95059010    122,666   3,142,069 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,142,069
WERNER ENTERPRISES I COM        95075510     28,602   1,472,042 SH       DEFINED   1,2,5,13                  1,472,042
WESBANCO INC         COM        95081010     10,967     398,643 SH       DEFINED   1,2                         398,643
WESCO FINL CORP      COM        95081710     14,746      38,302 SH       DEFINED   1,2,5                        38,302
WESCO INTL INC       COM        95082P10     10,929     390,326 SH       DEFINED   1,2,5                       390,326
WEST BANCORPORATION  CAP STK    95123P10      3,981     233,606 SH       DEFINED   1,2                         233,606
WEST COAST BANCORP O COM        95214510      6,105     256,513 SH       DEFINED   1,2                         256,513
WEST CORP            COM        95235510     12,531     391,579 SH       DEFINED   1,2,5                       391,579
WEST MARINE INC      COM        95423510      3,961     186,315 SH       DEFINED   1,2                         186,315
WEST PHARMACEUTICAL  COM        95530610     10,408     435,480 SH       DEFINED   1,2                         435,480
WESTAMERICA BANCORPO COM        95709010     32,079     619,639 SH       DEFINED   1,2,5,13                    619,639
WESTAR ENERGY INC    COM        95709T10     26,764   1,236,792 SH       DEFINED   1,2,5,13                  1,236,792
WESTBANK CORP        COM        95711610        436      25,271 SH       DEFINED   1                            25,271
WESTCORP INC         COM        95790710     11,502     272,248 SH       DEFINED   1,2,5                       272,248
WESTELL TECHNOLOGIES CL A       95754110      6,233   1,131,202 SH       DEFINED   1,2,5                     1,131,202
WESTERN DIGITAL CORP COM        95810210     57,445   4,505,483 SH       DEFINED   1,2,5,12                  4,505,483
WESTERN GAS RES INC  COM        95825910     30,811     894,371 SH       DEFINED   1,2,5,13                    894,371
WESTERN SIERRA BANCO COM        95952210      2,887      84,574 SH       DEFINED   1,2                          84,574
WESTERN WIRELESS COR CL A       95988E20     31,204     822,020 SH       DEFINED   1,2,5                       822,020
WESTFIELD FINANCIAL  COM        96008D10      1,447      57,899 SH       DEFINED   1,2                          57,899
WESTPAC BKG CORP     SPONSORED  96121430      1,184      16,027 SH       DEFINED   1                            16,027
WESTWOOD ONE INC     COM        96181510     29,443   1,446,853 SH       DEFINED   1,2,5,13                  1,446,853
WET SEAL INC         CL A       96184010         45      12,819 SH       DEFINED   1                            12,819
WEYCO GROUP INC      COM        96214910      1,673      38,222 SH       DEFINED   1,2                          38,222
WEYERHAEUSER CO      COM        96216610    508,235   7,419,488 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   7,419,488
WFS FINL INC         COM        92923B10      7,252     168,057 SH       DEFINED   1,2,5,10,12,14              168,057
WGL HLDGS INC        COM        92924F10     54,420   1,757,768 SH       DEFINED   1,2,5,6,13                1,757,768
W-H ENERGY SVCS INC  COM        92925E10      8,745     365,426 SH       DEFINED   1,2,5                       365,426
WHEELING PITTSBURGH  COM NEW    96314230      3,662     117,951 SH       DEFINED   1,2                         117,951
WHIRLPOOL CORP       COM        96332010    134,082   1,979,650 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   1,979,650
WHITE ELECTR DESIGNS COM        96380110      2,040     417,200 SH       DEFINED   1,5                         417,200
WHITE MTNS INS GROUP COM        G9618E10      8,633      14,188 SH       DEFINED   1,5                          14,188
WHITEHALL JEWELLERS  COM        96506310        106      14,892 SH       DEFINED   1                            14,892
WHITING PETE CORP NE COM        96638710     16,028     393,031 SH       DEFINED   1,2                         393,031
WHITNEY HLDG CORP    COM        96661210     16,389     368,219 SH       DEFINED   1,2,5                       368,219
WHOLE FOODS MKT INC  COM        96683710    115,014   1,126,152 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   1,126,152
WILD OATS MARKETS IN COM        96808B10      4,572     430,105 SH       DEFINED   1,2                         430,105
WILEY JOHN & SONS IN CL A       96822320     20,419     579,269 SH       DEFINED   1,2,5                       579,269
WILLIAMS CLAYTON ENE COM        96949010      2,112      81,534 SH       DEFINED   1,2                          81,534
WILLIAMS COS INC DEL COM        96945710    315,543  16,775,297 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  16,775,297
WILLIAMS SONOMA INC  COM        96990410     52,451   1,427,248 SH       DEFINED   1,2,5,12,13               1,427,248
WILLIS GROUP HOLDING SHS        G9665510      3,639      98,688 SH       DEFINED   1,5                          98,688
WILLOW GROVE BANCORP COM        97111W10        222      13,816 SH       DEFINED   1                            13,816
WILMINGTON TRUST COR COM        97180710     30,168     859,487 SH       DEFINED   1,2,5,13                    859,487
WILSHIRE BANCORP INC COM        97186T10      2,518     193,130 SH       DEFINED   1,2                         193,130
WILSHIRE ENTERPRISES COM        97188910        139      17,686 SH       DEFINED   1                            17,686
WILSON GREATBATCH TE COM        97223210      6,328     346,933 SH       DEFINED   1,2,5,6                     346,933



WILSONS THE LEATHER  COM        97246310        401      83,974 SH       DEFINED   1,2                          83,974
WIND RIVER SYSTEMS I COM        97314910     21,345   1,415,427 SH       DEFINED   1,2,5,13                  1,415,427
WINNEBAGO INDS INC   COM        97463710     16,760     530,384 SH       DEFINED   1,2,6                       530,384
WINSTON HOTELS INC   COM        97563A10      7,016     599,644 SH       DEFINED   1,2,3,5                     599,644
WINTRUST FINANCIAL C COM        97650W10     15,574     330,718 SH       DEFINED   1,2                         330,718
WIPRO LTD            SPON ADR 1 97651M10      1,291      63,255 SH       DEFINED   1                            63,255
WIRELESS FACILITIES  COM        97653A10      4,388     702,039 SH       DEFINED   1,2                         702,039
WIRELESS TELECOM GRO COM        97652410         26      10,100 SH       DEFINED   1                            10,100
WISCONSIN ENERGY COR COM        97665710     73,987   2,084,130 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,084,130
WITNESS SYS INC      COM        97742410      5,814     331,256 SH       DEFINED   1,2                         331,256
WJ COMMUNICATIONS IN COM        92928410        824     346,058 SH       DEFINED   1                           346,058
WMC RES LTD          SPONSORED  92928R10        297      12,089 SH       DEFINED   1                            12,089
WMS INDS INC         COM        92929710     11,674     414,565 SH       DEFINED   1,2,6                       414,565
WOLSELEY PLC         SPONSORED  97786P10        214       4,997 SH       DEFINED   1                             4,997
WOLVERINE TUBE INC   COM        97809310        222      24,849 SH       DEFINED   1,6                          24,849
WOLVERINE WORLD WIDE COM        97809710     29,953   1,397,731 SH       DEFINED   1,2,5,6                   1,397,731
WOODHEAD INDS INC    COM        97943810      2,465     181,259 SH       DEFINED   1,2                         181,259
WOODWARD GOVERNOR CO COM        98074510     11,697     163,141 SH       DEFINED   1,2,5,6                     163,141
WORLD ACCEP CORP DEL COM        98141910      6,902     270,435 SH       DEFINED   1,2                         270,435
WORLD FUEL SVCS CORP COM        98147510     10,117     321,184 SH       DEFINED   1,2                         321,184
WORLD WRESTLING ENTM CL A       98156Q10      2,355     196,269 SH       DEFINED   1,2                         196,269
WORLDWIDE RESTRNT CO COM        98160A10         70      13,700 SH       DEFINED   1                            13,700
WORTHINGTON INDS INC COM        98181110     19,630   1,018,140 SH       DEFINED   1,2,5,6,13                1,018,140
WPP GROUP PLC        SPON ADR N 92930930      4,049      71,374 SH       DEFINED   1                            71,374
WPS RESOURCES CORP   COM        92931B10     26,362     498,155 SH       DEFINED   1,2,5,13                    498,155
WRIGHT EXPRESS CORP  COM        98233Q10        711      41,600 SH       DEFINED   1,2                          41,600
WRIGHT MED GROUP INC COM        98235T10      9,141     380,881 SH       DEFINED   1,2                         380,881
WRIGLEY WM JR CO     COM        98252610    329,209   5,020,731 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   5,020,731
WSFS FINL CORP       COM        92932810      6,762     128,644 SH       DEFINED   1,2,5                       128,644
WYETH                COM        98302410  1,620,113  38,409,506 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  38,409,506
WYNDHAM INTL INC     CL A       98310110         59      73,710 SH       DEFINED   1                            73,710
WYNN RESORTS LTD     COM        98313410     24,845     366,770 SH       DEFINED   1,2,5                       366,770
XANSER CORP          COM        98389J10         39      12,100 SH       DEFINED   1                            12,100
XCEL ENERGY INC      COM        98389B10    244,061  14,206,115 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  14,206,115
XEROX CORP           COM        98412110  1,264,952  83,495,152 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  83,495,152
XILINX INC           COM        98391910    287,015   9,819,205 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   9,819,205
XL CAP LTD           CL A       G9825510    271,489   3,751,397 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   3,751,397
XM SATELLITE RADIO H CL A       98375910     66,566   2,104,513 SH       DEFINED   1,2,5,7,8,10,12,13,14     2,104,513
XOMA LTD             ORD        G9825R10        127     126,847 SH       DEFINED   1,2,5                       126,847
X-RITE INC           COM        98385710      5,016     333,506 SH       DEFINED   1,2,6                       333,506
XTO ENERGY INC       COM        98385X10    340,282  10,361,813 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  10,361,813
XYBERNAUT CORP       COM        98414910        841   2,002,004 SH       DEFINED   1,2                       2,002,004
YAHOO INC            COM        98433210  1,303,587  38,453,889 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  38,453,889
YANKEE CANDLE INC    COM        98475710     23,190     731,551 SH       DEFINED   1,2,5                       731,551
YARDVILLE NATL BANCO COM        98502110      4,157     127,443 SH       DEFINED   1,2                         127,443
YELLOW ROADWAY CORP  COM        98557710    127,528   2,178,482 SH       DEFINED   1,2,5,10,12,13            2,178,482
YORK INTL CORP NEW   COM        98667010     32,881     839,223 SH       DEFINED   1,2,5,13                    839,223
YOUNG BROADCASTING I CL A       98743410      2,165     250,538 SH       DEFINED   1,2                         250,538
YOUNG INNOVATIONS IN COM        98752010      2,984      81,414 SH       DEFINED   1,2                          81,414
YUM BRANDS INC       COM        98849810    602,130  11,621,885 SH       DEFINED   1,2,5,6,7,8,10,12,13,14  11,621,885
ZALE CORP NEW        COM        98885810     33,889   1,140,267 SH       DEFINED   1,2,5,6                   1,140,267
ZEBRA TECHNOLOGIES C CL A       98920710     41,988     884,151 SH       DEFINED   1,2,5,12,13                 884,151
ZENITH NATL INS CORP COM        98939010      8,605     165,925 SH       DEFINED   1,2                         165,925
ZHONE TECHNOLOGIES I COM        98950P10      1,904     746,801 SH       DEFINED   1,2                         746,801
ZILA INC             COM PAR $0 98951320      2,419     598,639 SH       DEFINED   1,2,5                       598,639
ZIMMER HLDGS INC     COM        98956P10    554,713   7,129,071 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   7,129,071
ZIONS BANCORPORATION COM        98970110    183,600   2,660,096 SH       DEFINED   1,2,5,6,7,8,10,12,13,14   2,660,096



ZIPREALTY INC        COM        98974V10        417      29,628 SH       DEFINED   1                            29,628
ZIX CORP             COM        98974P10      1,273     340,405 SH       DEFINED   1,2,6                       340,405
ZOLL MED CORP        COM        98992210      2,993     132,848 SH       DEFINED   1,2                         132,848
ZORAN CORP           COM        98975F10      7,063     682,455 SH       DEFINED   1,2,5                       682,455
ZYGO CORP            COM        98985510      3,513     271,046 SH       DEFINED   1,2                         271,046
ZYMOGENETICS INC     COM        98985T10      3,963     259,729 SH       DEFINED   1,2                         259,729
                                        -----------
                     TOTAL MARKET VALUE 458,793,352