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

                                    FORM 13F

                               FORM 13F COVER PAGE

Report for Calendar Year or Quarter Ended: JUNE 30, 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:

 /s/ PAMELA D. GORMLEY    Boston, Massachusetts   August 8, 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.)



                  
28-03621             Advanced Investment Partners LLC
28-07472             Bel Air Investment Advisors LLC
28-99999             Shott Capital Management, LLC
28-04003             Ariel Capital Management, LLC
28-00096             Capital Guardian Trust Company
28-10372             Philadelphia International Advisors, L.P.
28-02924             Turner Investment Partners Inc. (Turner Investment Partners)
28-03570             AXA (Alliance Capital Management L.P.)
28-00223             RCM Capital Management LLC
28-00694             JP Morgan Chase & Co (JP Morgan Fleming Asset Management Limited)
28-03459             Smith Asset Management Group L.P.
28-04557             Wellington Management Company LLP


Report Summary:

Number of Other Included Managers:          12
                                            --
Form 13F Information Table Entry Total:     3,818
                                            -----
Form 13F Information Table Value Total:     433,715,714
                                            -----------
                                            (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 Company
2        28-11338        SSgA Funds Management, Inc.
3        28-11339        Tuckerman Group, LLC
4        28-11328        Rexiter Capital Management LTD
5        28-11326        State Street Global Advisors LTD
6        28-11327        State Street Global Advisors Ltd.
7        28-11329        State Street Banque, SA
8        28-11330        State Street Global Advisors, Australia
10       28-11332        State Street Global Advisors (Japan) Co., Ltd.
12       28-11331        State Street Global Advisors Asia LTD
13       28-11334        State Street Global Advisors GmbH
14       28-11333        State Street Trust & Banking Co., Ltd.




                         STATE STREET CORPORATION (STT)
                 FORM 13F INFORMATION TABLE AS OF JUNE 30, 2005



      COLUMN 1           COLUMN 2     COLUMN 3    COLUMN 4          COLUMN 5           COLUMN 6    COLUMN 7         COLUMN 8
--------------------  --------------  --------  -----------  -----------------------  ----------  ---------- ----------------------
                                                  VALUE       SHRS OR     SH/   PUT/  INVESTMENT    OTHER         VOTING AUTHORITY
   NAME OF ISSUER     TITLE OF CLASS   CUSIP     (x$1000)     PRN AMT     PRN   CALL  DISCRETION   MANAGERS     SOLE     SHARED NONE
--------------------  --------------  --------  -----------  ----------  -----  ----  ----------  ---------- ----------- ------ ----
                                                                                                
1 800 FLOWERS COM     CL A            68243Q10        2,875     408,362   SH          DEFINED     1,2            408,362
1-800 CONTACTS INC    COM             68197710        2,550     131,690   SH          DEFINED     1,2            131,690
1ST SOURCE CORP       COM             33690110        5,011     218,458   SH          DEFINED     1,2            218,458
21ST CENTY INS GROUP  COM             90130N10        6,728     453,353   SH          DEFINED     1,2,5          453,353
24/7 REAL MEDIA INC   COM NEW         90131420           54      13,204   SH          DEFINED     1               13,204
3COM CORP             COM             88553510       24,208   6,668,953   SH          DEFINED     1,2,5,6,13   6,668,953
3-D SYS CORP DEL      COM NEW         88554D20        2,605     108,276   SH          DEFINED     1              108,276
3M CO                 COM             88579Y10    4,376,264  60,529,242   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       60,529,242
4 KIDS ENTMT INC      COM             35086510        3,727     187,491   SH          DEFINED     1,6            187,491
7-ELEVEN INC          COM NEW         81782620        6,908     228,431   SH          DEFINED     1,2,5          228,431
8X8 INC NEW           COM             28291410           31      18,800   SH          DEFINED     1               18,800
99 CENTS ONLY STORES  COM             65440K10       17,461   1,373,832   SH          DEFINED     1,2,5,13     1,373,832
A C MOORE ARTS & CRA  COM             00086T10        4,796     151,714   SH          DEFINED     1,5            151,714
A D C TELECOMMUNICAT  COM NEW         00088630       66,540   3,056,517   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,056,517
A S V INC             COM             00196310        4,886     120,530   SH          DEFINED     1,2            120,530
AAMES INVT CORP MD    COM             00253G10        4,381     450,670   SH          DEFINED     1              450,670
AAON INC              COM PAR $0      00036020        2,090     117,699   SH          DEFINED     1              117,699
AAR CORP              COM             00036110        8,171     520,106   SH          DEFINED     1,2,5,6        520,106
AARON RENTS INC       COM             00253520       14,225     571,495   SH          DEFINED     1,6            571,495
AASTROM BIOSCIENCES   COM             00253U10        3,008     964,227   SH          DEFINED     1              964,227
ABAXIS INC            COM             00256710        2,166     199,114   SH          DEFINED     1              199,114
ABB LTD               SPONSORED       00037520          262      40,559   SH          DEFINED     1               40,559
ABBOTT LABS           COM             00282410    2,144,651  43,759,459   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       43,759,459
ABC BANCORP           COM             00040010        3,134     173,343   SH          DEFINED     1,2            173,343
ABERCROMBIE & FITCH   CL A            00289620      191,432   2,786,487   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,786,487
ABGENIX INC           COM             00339B10        8,788   1,024,202   SH          DEFINED     1,5          1,024,202
ABIOMED INC           COM             00365410        1,502     175,634   SH          DEFINED     1              175,634
ABLE LABORATORIES IN  COM NEW         00371N40           72      20,800   SH          DEFINED     1               20,800
ABM INDS INC          COM             00095710       11,906     610,543   SH          DEFINED     1,5,6          610,543
ABN AMRO HLDG NV      SPONSORED       00093710        2,089      85,155   SH          DEFINED     1               85,155
ABX AIR INC           COM             00080S10        2,173     266,588   SH          DEFINED     1,2            266,588
ACACIA RESH CORP      ACACIA TCH      00388130           76      16,033   SH          DEFINED     1,5             16,033
ACADIA PHARMACEUTICA  COM             00422510        1,049     124,930   SH          DEFINED     1              124,930
ACADIA RLTY TR        COM SH BEN      00423910       14,037     752,647   SH          DEFINED     1,3,5          752,647
ACCELRYS INC          COM             00430U10          229      46,192   SH          DEFINED     1,2,5           46,192
ACCENTURE LTD BERMUD  CL A            G1150G11       49,297   2,174,527   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,174,527
ACCREDITED HOME LEND  COM             00437P10        8,552     194,357   SH          DEFINED     1,5            194,357
ACCREDO HEALTH INC    COM             00437V10       23,148     509,868   SH          DEFINED     1,2,5,6,12     509,868
ACCURIDE CORP         COM             00439810        1,201     112,958   SH          DEFINED     1              112,958
ACE CASH EXPRESS INC  COM             00440310        4,115     160,996   SH          DEFINED     1              160,996
ACE LTD               ORD             G0070K10      358,753   7,998,960   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        7,998,960
ACETO CORP            COM             00444610          213      28,537   SH          DEFINED     1               28,537
ACME COMMUNICATION I  COM             00463110           80      19,978   SH          DEFINED     1               19,978
ACTEL CORP            COM             00493410        4,635     333,461   SH          DEFINED     1,2,6          333,461
ACTION PERFORMANCE C  COM             00493310          587      66,573   SH          DEFINED     1,6             66,573
ACTIVCARD CORP        COM             00506J10        1,579     345,612   SH          DEFINED     1              345,612
ACTIVISION INC NEW    COM NEW         00493020       36,804   2,227,872   SH          DEFINED     1,2,5,13     2,227,872
ACTUANT CORP          CL A NEW        00508X20       15,833     330,266   SH          DEFINED     1,2            330,266
ACTUATE CORP          COM             00508B10          176      93,921   SH          DEFINED     1,2,5           93,921
ACUITY BRANDS INC     COM             00508Y10       15,788     614,546   SH          DEFINED     1,2,5,6        614,546
ACXIOM CORP           COM             00512510       32,363   1,549,964   SH          DEFINED     1,5,12,13    1,549,964





                                                                                               
ADAPTEC INC           COM             00651F10        5,648   1,455,785   SH          DEFINED     1,2,5,6      1,455,785
ADE CORP MASS         COM             00089C10        3,040     108,361   SH          DEFINED     1              108,361
ADECCO SA             SPONSORED       00675410          212      18,692   SH          DEFINED     1               18,692
ADESA INC             COM             00686U10       32,444   1,490,317   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,490,317
ADEZA BIOMEDICAL COR  COM             00686410          470      27,701   SH          DEFINED     1               27,701
ADMINISTAFF INC       COM             00709410       10,009     421,242   SH          DEFINED     1,2,5,6        421,242
ADOBE SYS INC         COM             00724F10      407,085  14,228,774   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       14,228,774
ADOLOR CORP           COM             00724X10        4,153     448,984   SH          DEFINED     1,2,5          448,984
ADTRAN INC            COM             00738A10       26,546   1,073,421   SH          DEFINED     1,5,13       1,073,421
ADVANCE AMER CASH AD  COM             00739W10       11,215     700,952   SH          DEFINED     1              700,952
ADVANCE AUTO PARTS I  COM             00751Y10       73,048   1,131,643   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,131,643
ADVANCED DIGITAL INF  COM             00752510        6,238     820,831   SH          DEFINED     1,2,5          820,831
ADVANCED ENERGY INDS  COM             00797310        1,858     236,398   SH          DEFINED     1,6            236,398
ADVANCED MEDICAL OPT  COM             00763M10       33,241     836,255   SH          DEFINED     1,2,5,13       836,255
ADVANCED MICRO DEVIC  COM             00790310      175,700  10,132,627   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       10,132,627
ADVANCED NEUROMODULA  COM             00757T10       11,915     300,284   SH          DEFINED     1,6            300,284
ADVANCED SEMICONDUCT  SPONSORED       00756M40          145      39,140   SH          DEFINED     1               39,140
ADVANTA CORP          CL A            00794210          489      18,886   SH          DEFINED     1               18,886
ADVANTA CORP          CL B            00794220        7,737     274,760   SH          DEFINED     1,2            274,760
ADVENT SOFTWARE INC   COM             00797410        8,141     401,833   SH          DEFINED     1,2,5,13       401,833
ADVISORY BRD CO       COM             00762W10       10,072     206,485   SH          DEFINED     1              206,485
ADVO INC              COM             00758510       15,454     485,225   SH          DEFINED     1,2,5,6        485,225
AEGON N V             ORD AMER R      00792410          962      74,723   SH          DEFINED     1,2             74,723
AEROFLEX INC          COM             00776810        7,753     922,954   SH          DEFINED     1,2,5,6        922,954
AEROPOSTALE           COM             00786510       37,068   1,103,211   SH          DEFINED     1,2,5,13     1,103,211
AES CORP              COM             00130H10      331,311  20,226,540   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       20,226,540
AETHER SYS INC        COM             00808V10           51      15,505   SH          DEFINED     1               15,505
AETNA INC NEW         COM             00817Y10    1,423,446  17,187,229   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       17,187,229
AFC ENTERPRISES INC   COM             00104Q10        2,731     207,173   SH          DEFINED     1              207,173
AFFILIATED COMPUTER   CL A            00819010      158,233   3,096,530   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,096,530
AFFILIATED MANAGERS   COM             00825210       26,615     389,511   SH          DEFINED     1,2,5          389,511
AFFIRMATIVE INS HLDG  COM             00827210          982      61,934   SH          DEFINED     1               61,934
AFFORDABLE RESIDENTI  COM             00827310        7,021     525,893   SH          DEFINED     1,3            525,893
AFFYMETRIX INC        COM             00826T10       28,571     529,880   SH          DEFINED     1,2,5,12       529,880
AFLAC INC             COM             00105510      617,045  14,257,044   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       14,257,044
AFTERMARKET TECHNOLO  COM             00831810        7,327     420,364   SH          DEFINED     1,2,5          420,364
AGCO CORP             COM             00108410       28,647   1,498,300   SH          DEFINED     1,2,5,13     1,498,300
AGERE SYS INC         COM             00845V30       18,723   1,560,240   SH          DEFINED     1,2,5,13     1,560,240
AGILE SOFTWARE CORP   COM             00846X10        4,376     694,655   SH          DEFINED     1,2            694,655
AGILENT TECHNOLOGIES  COM             00846U10      294,144  12,777,737   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       12,777,737
AGILYSYS INC          COM             00847J10        9,086     578,736   SH          DEFINED     1,2,6          578,736
AGL RES INC           COM             00120410       34,721     898,349   SH          DEFINED     1,2,5,6,13     898,349
AGREE REALTY CORP     COM             00849210        2,747      90,802   SH          DEFINED     1,2             90,802
AGRIUM INC            COM             00891610        4,219     215,129   SH          DEFINED     1              215,129
AIR METHODS CORP      COM PAR $.      00912830          113      14,100   SH          DEFINED     1               14,100
AIR PRODS & CHEMS IN  COM             00915810      815,326  13,521,156   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       13,521,156
AIRGAS INC            COM             00936310       18,317     742,474   SH          DEFINED     1,2,5,13       742,474
AIRSPAN NETWORKS INC  COM             00950H10        1,459     262,796   SH          DEFINED     1              262,796
AIRTRAN HLDGS INC     COM             00949P10       12,793   1,385,987   SH          DEFINED     1,2,13       1,385,987
AK STL HLDG CORP      COM             00154710       16,421   2,561,838   SH          DEFINED     1,2,5        2,561,838
AKAMAI TECHNOLOGIES   COM             00971T10       11,373     866,176   SH          DEFINED     1,2,5          866,176
AKSYS LTD             COM             01019610           41      20,637   SH          DEFINED     1               20,637
AKZO NOBEL NV         SPONSORED       01019930          533      13,563   SH          DEFINED     1               13,563
ALABAMA NATL BANCORP  COM             01031710       10,126     154,907   SH          DEFINED     1              154,907
ALAMO GROUP INC       COM             01131110        1,013      54,276   SH          DEFINED     1               54,276
ALAMOSA HLDGS INC     COM             01158910       14,494   1,042,732   SH          DEFINED     1,2,5        1,042,732
ALASKA AIR GROUP INC  COM             01165910       23,709     796,947   SH          DEFINED     1,2,6,13       796,947
ALASKA COMMUNICATION  COM             01167P10          951      95,975   SH          DEFINED     1               95,975
ALBANY INTL CORP      CL A            01234810       12,230     380,881   SH          DEFINED     1,2,6          380,881





                                                                                               
ALBANY MOLECULAR RES  COM             01242310        6,293     449,472   SH          DEFINED     1,2,5          449,472
ALBEMARLE CORP        COM             01265310       18,279     501,216   SH          DEFINED     1,2,5,13       501,216
ALBERTO CULVER CO     COM             01306810       94,585   2,182,903   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     2,182,903
ALBERTSONS INC        COM             01310410      193,378   9,350,978   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        9,350,978
ALCAN INC             COM             01371610          237       7,897   SH          DEFINED     1                7,897
ALCATEL               SPONSORED       01390430          524      47,996   SH          DEFINED     1               47,996
ALCOA INC             COM             01381710      762,815  29,193,060   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       29,193,060
ALCON INC             COM SHS         H0130110        7,934      72,559   SH          DEFINED     1,2,5,12        72,559
ALDERWOODS GROUP INC  COM             01438310       13,426     935,624   SH          DEFINED     1,2,5          935,624
ALERIS INTL INC       COM             01447710        7,340     325,496   SH          DEFINED     1,2            325,496
ALEXANDER & BALDWIN   COM             01448210       22,213     479,249   SH          DEFINED     1,2,5,13       479,249
ALEXANDERS INC        COM             01475210       10,930      43,939   SH          DEFINED     1,5             43,939
ALEXANDRIA REAL ESTA  COM             01527110       30,970     421,643   SH          DEFINED     1,2,3,5        421,643
ALEXION PHARMACEUTIC  COM             01535110        7,424     322,241   SH          DEFINED     1,2,5          322,241
ALFA CORP             COM             01538510        6,392     434,243   SH          DEFINED     1,2            434,243
ALFACELL CORP         COM             01540410           38      17,093   SH          DEFINED     1               17,093
ALICO INC             COM             01623010        1,957      38,060   SH          DEFINED     1               38,060
ALIGN TECHNOLOGY INC  COM             01625510        4,938     670,021   SH          DEFINED     1              670,021
ALKERMES INC          COM             01642T10       22,587   1,708,529   SH          DEFINED     1,2,5        1,708,529
ALLEGHANY CORP DEL    COM             01717510       11,666      39,281   SH          DEFINED     1,2,5           39,281
ALLEGHENY ENERGY INC  COM             01736110      119,883   4,753,491   SH          DEFINED     1,2,5,6,
                                                                                                  10,13        4,753,491
ALLEGHENY TECHNOLOGI  COM             01741R10       52,073   2,360,524   SH          DEFINED     1,2,5,6,
                                                                                                  10,13        2,360,524
ALLERGAN INC          COM             01849010      286,125   3,356,696   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     3,356,696
ALLETE INC            COM NEW         01852230       20,150     403,807   SH          DEFINED     1,2,5          403,807
ALLIANCE CAP MGMT HL  UNIT LTD P      01855A10        5,934     126,962   SH          DEFINED     1,2,5          126,962
ALLIANCE DATA SYSTEM  COM             01858110       50,900   1,254,934   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,254,934
ALLIANCE GAMING CORP  COM NEW         01859P60        8,308     592,591   SH          DEFINED     1,2,5          592,591
ALLIANCE IMAGING INC  COM NEW         01860620        3,550     339,435   SH          DEFINED     1,2            339,435
ALLIANCE ONE INTL IN  COM             01877210        7,431   1,236,397   SH          DEFINED     1,2,6        1,236,397
ALLIANCE RES PARTNER  UT LTD PAR      01877R10          969      13,090   SH          DEFINED     1,5             13,090
ALLIANCE SEMICONDUCT  COM             01877H10           54      21,369   SH          DEFINED     1,5             21,369
ALLIANT ENERGY CORP   COM             01880210       39,184   1,391,983   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,391,983
ALLIANT TECHSYSTEMS   COM             01880410       40,727     576,872   SH          DEFINED     1,2,5,10,
                                                                                                  12,13          576,872
ALLIANZ AKTIENGESELL  SP ADR 1/1      01880510          873      76,274   SH          DEFINED     1               76,274
ALLIED CAP CORP NEW   COM             01903Q10       40,042   1,375,528   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        1,375,528
ALLIED DEFENSE GROUP  COM             01911810          202       8,794   SH          DEFINED     1,5              8,794
ALLIED DOMECQ PLC     SPON ADR N      01912120          603      12,439   SH          DEFINED     1               12,439
ALLIED HEALTHCARE IN  COM             01923A10        2,085     294,480   SH          DEFINED     1              294,480
ALLIED IRISH BKS P L  SPON ADR O      01922840       14,647     341,014   SH          DEFINED     1,2            341,014
ALLIED WASTE INDS IN  COM PAR$.0      01958930       46,078   5,810,552   SH          DEFINED     1,2,5,6,
                                                                                                  10,13        5,810,552
ALLMERICA FINL CORP   COM             01975410       28,177     759,705   SH          DEFINED     1,2,5,10,
                                                                                                  13             759,705
ALLOS THERAPEUTICS I  COM             01977710          384     176,271   SH          DEFINED     1,2            176,271
ALLOY INC             COM             01985510        2,025     394,061   SH          DEFINED     1              394,061
ALLSCRIPTS HEALTHCAR  COM             01988P10        6,854     412,645   SH          DEFINED     1,2            412,645
ALLSTATE CORP         COM             02000210    1,219,979  20,418,058   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       20,418,058
ALLTEL CORP           COM             02003910      467,651   7,508,850   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     7,508,850
ALPHA NATURAL RESOUR  COM             02076X10        7,897     330,705   SH          DEFINED     1              330,705
ALPHARMA INC          CL A            02081310       21,852   1,510,190   SH          DEFINED     1,2,5,6      1,510,190
ALTAIR NANOTECHNOLOG  COM             02137310           79      27,400   SH          DEFINED     1               27,400
ALTERA CORP           COM             02144110      213,564  10,786,036   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       10,786,036
ALTIRIS INC           COM             02148M10        3,662     249,982   SH          DEFINED     1,6            249,982
ALTRIA GROUP INC      COM             02209S10    5,262,716  81,390,597   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       81,390,597
ALUMINA LTD           SPONSORED       02220510          204      11,999   SH          DEFINED     1               11,999
AMAZON COM INC        COM             02313510      109,643   3,313,486   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           3,313,486
AMB PROPERTY CORP     COM             00163T10       72,732   1,674,687   SH          DEFINED     1,2,3,5,
                                                                                                  12,13        1,674,687
AMBAC FINL GROUP INC  COM             02313910      222,802   3,193,835   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,193,835
AMBASSADORS GROUP IN  COM             02317710        3,647      98,071   SH          DEFINED     1,2             98,071
AMCOL INTL CORP       COM             02341W10        5,313     282,737   SH          DEFINED     1              282,737
AMCORE FINL INC       COM             02391210        9,101     304,580   SH          DEFINED     1,2,5          304,580





                                                                                               
AMDOCS LTD            ORD             G0260210        5,983     226,389   SH          DEFINED     1,5,12         226,389
AMEDISYS INC          COM             02343610        7,253     197,199   SH          DEFINED     1,6            197,199
AMEGY BANCORPORATION  COM             02343R10       18,042     806,185   SH          DEFINED     1,5            806,185
AMERADA HESS CORP     COM             02355110      291,559   2,737,389   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13,
                                                                                                  14           2,737,389
AMERCO                COM             02358610        6,558     122,461   SH          DEFINED     1              122,461
AMEREN CORP           COM             02360810      328,236   5,935,550   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,935,550
AMERICA MOVIL S A DE  SPON ADR L      02364W10       18,434     309,236   SH          DEFINED     1,2            309,236
AMERICA SVC GROUP IN  COM             02364L10        1,895     119,581   SH          DEFINED     1              119,581
AMERICA WEST HLDG CO  CL B            02365720        2,481     413,512   SH          DEFINED     1              413,512
AMERICAN AXLE & MFG   COM             02406110       15,091     597,178   SH          DEFINED     1,2,5          597,178
AMERICAN CAMPUS CMNT  COM             02483510        3,092     136,333   SH          DEFINED     1              136,333
AMERICAN CAPITAL STR  COM             02493710       29,020     803,657   SH          DEFINED     1,2,5          803,657
AMERICAN DENTAL PART  COM             02535310        1,624      66,510   SH          DEFINED     1               66,510
AMERICAN EAGLE OUTFI  COM             02553E10       65,760   2,146,228   SH          DEFINED     1,2,5,12,
                                                                                                  13           2,146,228
AMERICAN ECOLOGY COR  COM NEW         02553340        1,717      95,917   SH          DEFINED     1               95,917
AMERICAN ELEC PWR IN  COM             02553710      424,708  11,519,076   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       11,519,076
AMERICAN EQTY INVT L  COM             02567620        9,304     783,129   SH          DEFINED     1,2            783,129
AMERICAN EXPRESS CO   COM             02581610    2,103,583  39,518,749   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       39,518,749
AMERICAN FINL GROUP   COM             02593210       39,985   1,192,874   SH          DEFINED     1,2,5,10,
                                                                                                  12,13,14     1,192,874
AMERICAN FINL RLTY T  COM             02607P30       14,891     968,193   SH          DEFINED     1,2,5          968,193
AMERICAN GREETINGS C  CL A            02637510       28,244   1,065,809   SH          DEFINED     1,2,5,6,13   1,065,809
AMERICAN HEALTHWAYS   COM             02649V10       19,203     454,283   SH          DEFINED     1,5,6          454,283
AMERICAN HOME MTG IN  COM             02660R10       27,981     800,380   SH          DEFINED     1,2,5          800,380
AMERICAN INTL GROUP   COM             02687410    4,457,874  76,727,611   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       76,727,611
AMERICAN ITALIAN PAS  CL A            02707010        9,115     433,647   SH          DEFINED     1,2,5,6        433,647
AMERICAN LD LEASE IN  COM             02711810          370      16,870   SH          DEFINED     1,2             16,870
AMERICAN MED SYS HLD  COM             02744M10       18,715     906,309   SH          DEFINED     1,2,6          906,309
AMERICAN NATL INS CO  COM             02859110        9,456      83,011   SH          DEFINED     1,2,5           83,011
AMERICAN PAC CORP     COM             02874010           84      10,500   SH          DEFINED     1               10,500
AMERICAN PHARMACEUTI  COM             02886P10        7,940     192,493   SH          DEFINED     1,2,5          192,493
AMERICAN PHYSICIANS   COM             02888410        6,743     181,517   SH          DEFINED     1,2            181,517
AMERICAN PWR CONVERS  COM             02906610      116,059   4,919,823   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,919,823
AMERICAN REAL ESTATE  DEPOSITRY       02916910          309      10,625   SH          DEFINED     1               10,625
AMERICAN REPROGRAPHI  COM             02926310        1,497      93,047   SH          DEFINED     1               93,047
AMERICAN RETIREMENT   COM             02891310        4,320     295,467   SH          DEFINED     1              295,467
AMERICAN SCIENCE & E  COM             02942910        4,031      90,870   SH          DEFINED     1               90,870
AMERICAN SOFTWARE IN  CL A            02968310           61      10,600   SH          DEFINED     1               10,600
AMERICAN STD COS INC  COM             02971210      211,332   5,041,306   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,041,306
AMERICAN STS WTR CO   COM             02989910        5,672     193,125   SH          DEFINED     1              193,125
AMERICAN SUPERCONDUC  COM             03011110        2,880     314,742   SH          DEFINED     1,5            314,742
AMERICAN TECHNICNAL   COM             03013710          179      17,700   SH          DEFINED     1               17,700
AMERICAN TECHNOLOGY   COM NEW         03014520          116      20,097   SH          DEFINED     1               20,097
AMERICAN TOWER CORP   CL A            02991220       57,957   2,757,243   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,757,243
AMERICAN VANGUARD CO  COM             03037110        2,389     114,233   SH          DEFINED     1              114,233
AMERICAN WOODMARK CO  COM             03050610        5,779     192,580   SH          DEFINED     1,2            192,580
AMERICANWEST BANCORP  COM             03058P10        2,931     146,895   SH          DEFINED     1,2            146,895
AMERICAS CAR MART IN  COM             03062T10        2,191      97,315   SH          DEFINED     1,5             97,315
AMERICREDIT CORP      COM             03060R10       58,504   2,294,294   SH          DEFINED     1,2,5,10,
                                                                                                  12,13        2,294,294
AMERIGAS PARTNERS L   UNIT L P I      03097510          200       6,106   SH          DEFINED     1,5              6,106
AMERIGROUP CORP       COM             03073T10       22,262     553,785   SH          DEFINED     1,2,5,6        553,785
AMERISOURCEBERGEN CO  COM             03073E10      310,112   4,484,631   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,484,631
AMERISTAR CASINOS IN  COM             03070Q10       17,891     685,748   SH          DEFINED     1,2,5          685,748
AMERITRADE HLDG CORP  COM             03074K10       41,925   2,252,816   SH          DEFINED     1,2,5,12     2,252,816
AMERIVEST PPTYS INC   COM             03071L10           68      16,400   SH          DEFINED     1               16,400
AMERON INTL INC       COM             03071010        3,660      97,873   SH          DEFINED     1               97,873
AMERUS GROUP CO       COM             03072M10       30,713     639,178   SH          DEFINED     1,2,5,13       639,178
AMES NATL CORP        COM             03100110        3,297      29,820   SH          DEFINED     1               29,820
AMETEK INC NEW        COM             03110010       39,416     941,844   SH          DEFINED     1,2,5,12,
                                                                                                  13             941,844
AMGEN INC             COM             03116210    2,299,986  38,041,449   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       38,041,449





                                                                                               
AMICAS INC            COM             00171210        2,004     442,332   SH          DEFINED     1              442,332
AMIS HLDGS INC        COM             03153810       17,770   1,332,096   SH          DEFINED     1,2          1,332,096
AMKOR TECHNOLOGY INC  COM             03165210        6,801   1,501,305   SH          DEFINED     1,2,5        1,501,305
AMLI RESIDENTIAL PPT  SH BEN INT      00173510       18,248     583,736   SH          DEFINED     1,2,3          583,736
AMN HEALTHCARE SERVI  COM             00174410        4,423     294,294   SH          DEFINED     1,2            294,294
AMPHENOL CORP NEW     CL A            03209510       60,318   1,501,559   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,501,559
AMR CORP              COM             00176510       20,934   1,728,651   SH          DEFINED     1,2,5        1,728,651
AMREP CORP NEW        COM             03215910          216       8,400   SH          DEFINED     1                8,400
AMSOUTH BANCORPORATI  COM             03216510      240,161   9,236,976   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        9,236,976
AMSURG CORP           COM             03232P40       11,865     428,509   SH          DEFINED     1,2,6          428,509
AMVESCAP PLC          SPONSORED       03235E10          121      10,051   SH          DEFINED     1               10,051
AMYLIN PHARMACEUTICA  COM             03234610       26,064   1,245,295   SH          DEFINED     1,5,12       1,245,295
ANADARKO PETE CORP    COM             03251110      594,569   7,237,608   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        7,237,608
ANADIGICS INC         COM             03251510           58      30,115   SH          DEFINED     1,5             30,115
ANALOG DEVICES INC    COM             03265410      382,756  10,258,812   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       10,258,812
ANALOGIC CORP         COM PAR $0      03265720        8,645     171,810   SH          DEFINED     1,6            171,810
ANALYSTS INTL CORP    COM             03268110           38      11,201   SH          DEFINED     1               11,201
ANAREN INC            COM             03274410        3,363     255,756   SH          DEFINED     1,2            255,756
ANCHOR BANCORP WIS I  COM             03283910        8,481     280,257   SH          DEFINED     1,2            280,257
ANCHOR GLASS CONTAIN  COM NEW         03304B30           50      36,932   SH          DEFINED     1               36,932
ANDERSONS INC         COM             03416410        2,964      82,783   SH          DEFINED     1,2             82,783
ANDREW CORP           COM             03442510       48,293   3,784,692   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     3,784,692
ANDRX CORP DEL        ANDRX GROU      03455310       19,606     965,349   SH          DEFINED     1,2,5          965,349
ANGELICA CORP         COM             03466310        3,305     134,852   SH          DEFINED     1,2,6          134,852
ANGIODYNAMICS INC     COM             03475V10          359      16,516   SH          DEFINED     1               16,516
ANGLOGOLD ASHANTI LT  SPONSORED       03512820          387      10,824   SH          DEFINED     1               10,824
ANHEUSER BUSCH COS I  COM             03522910    1,054,473  23,048,596   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       23,048,596
ANIMAS CORP DEL       COM             03525Y10        2,209     109,629   SH          DEFINED     1              109,629
ANIXTER INTL INC      COM             03529010       15,233     409,828   SH          DEFINED     1,2,5,6        409,828
ANNALY MTG MGMT INC   COM             03571040       18,067   1,007,616   SH          DEFINED     1,2,5        1,007,616
ANNTAYLOR STORES COR  COM             03611510       23,250     957,597   SH          DEFINED     1,2,5,13       957,597
ANSOFT CORP           COM             03638410        2,705     111,965   SH          DEFINED     1,2            111,965
ANSWERTHINK INC       COM             03691610          184      51,736   SH          DEFINED     1,5             51,736
ANSYS INC             COM             03662Q10       24,181     678,487   SH          DEFINED     1,2,6          678,487
ANTEON INTL CORP      COM             03674E10       20,342     445,904   SH          DEFINED     1,2,13         445,904
ANTHRACITE CAP INC    COM             03702310       11,267     950,762   SH          DEFINED     1,2            950,762
ANTIGENICS INC DEL    COM             03703210        1,627     300,786   SH          DEFINED     1              300,786
ANWORTH MORTGAGE ASS  COM             03734710        5,648     574,033   SH          DEFINED     1,5,7          574,033
AO TATNEFT            SPON ADR R      03737P30          785      21,211   SH          DEFINED     1,2             21,211
AON CORP              COM             03738910      466,365  18,624,808   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       18,624,808
APACHE CORP           COM             03741110      622,880   9,642,113   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        9,642,113
APARTMENT INVT & MGM  CL A            03748R10      155,532   3,800,881   SH          DEFINED     1,2,3,5,6,
                                                                                                  7,8,10,12,
                                                                                                  13,14        3,800,881
APEX SILVER MINES LT  ORD             G0407410          190      13,819   SH          DEFINED     1,5             13,819
APHTON CORP           COM             03759P10           19      26,068   SH          DEFINED     1               26,068
APOGEE ENTERPRISES I  COM             03759810       17,495   1,138,274   SH          DEFINED     1,2,6        1,138,274
APOLLO GROUP INC      CL A            03760410      319,770   4,088,084   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,088,084
APOLLO INVT CORP      COM             03761U10       12,679     687,558   SH          DEFINED     1              687,558
APPLE COMPUTER INC    COM             03783310      874,511  23,757,428   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       23,757,428
APPLEBEES INTL INC    COM             03789910       25,742     971,768   SH          DEFINED     1,2,5,13       971,768
APPLERA CORP          COM AP BIO      03802010      116,540   5,924,780   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,924,780
APPLERA CORP          COM CE GEN      03802020       10,530     959,877   SH          DEFINED     1,2,5          959,877
APPLICA INC           COM             03815A10          311      96,161   SH          DEFINED     1,5,6           96,161
APPLIED DIGITAL SOLU  COM NEW         03818830        1,874     569,616   SH          DEFINED     1              569,616
APPLIED FILMS CORP    COM             03819710        4,804     187,674   SH          DEFINED     1,2,5          187,674
APPLIED INDL TECHNOL  COM             03820C10       12,032     372,610   SH          DEFINED     1,2,6          372,610
APPLIED MATLS INC     COM             03822210      706,559  43,668,677   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       43,668,677
APPLIED MICRO CIRCUI  COM             03822W10       22,156   8,654,723   SH          DEFINED     1,2,5,6,10   8,654,723
APPLIED SIGNAL TECHN  COM             03823710        2,218     116,512   SH          DEFINED     1,6            116,512
APRIA HEALTHCARE GRO  COM             03793310       27,730     800,527   SH          DEFINED     1,2,5,13       800,527





                                                                                               
APTARGROUP INC        COM             03833610       14,396     283,389   SH          DEFINED     1,2,5          283,389
AQUA AMERICA INC      COM             03836W10       33,217   1,116,911   SH          DEFINED     1,2,5,13     1,116,911
AQUANTIVE INC         COM             03839G10       11,334     639,617   SH          DEFINED     1,2            639,617
AQUILA INC            COM             03840P10       14,191   3,931,059   SH          DEFINED     1,2,5,13     3,931,059
ARACRUZ CELULOSE S A  SPON ADR P      03849620        2,241      64,477   SH          DEFINED     1,2             64,477
ARADIGM CORP          COM             03850510           16      14,828   SH          DEFINED     1               14,828
ARAMARK CORP          CL B            03852110       32,287   1,222,992   SH          DEFINED     1,2,5,10     1,222,992
ARBINET THEXCHANGE I  COM             03875P10          348      51,902   SH          DEFINED     1               51,902
ARBITRON INC          COM             03875Q10       30,020     699,771   SH          DEFINED     1,2,5,6        699,771
ARBOR RLTY TR INC     COM             03892310        3,940     137,297   SH          DEFINED     1              137,297
ARCH CAP GROUP LTD    ORD             G0450A10        1,315      29,196   SH          DEFINED     1,5             29,196
ARCH CHEMICALS INC    COM             03937R10        7,432     297,753   SH          DEFINED     1,2            297,753
ARCH COAL INC         COM             03938010       40,249     738,921   SH          DEFINED     1,2,5,13       738,921
ARCHER DANIELS MIDLA  COM             03948310      360,157  16,845,495   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       16,845,495
ARCHIPELAGO HLDG INC  COM             03957A10       11,726     300,744   SH          DEFINED     1              300,744
ARCHSTONE SMITH TR    COM             03958310      263,208   6,815,341   SH          DEFINED     1,2,3,5,6,
                                                                                                  7,8,10,12,
                                                                                                  13,14        6,815,341
ARCTIC CAT INC        COM             03967010        4,160     202,610   SH          DEFINED     1,2,6          202,610
ARDEN GROUP INC       CL A            03976210        1,790      22,579   SH          DEFINED     1,2             22,579
ARDEN RLTY INC        COM             03979310       37,787   1,050,224   SH          DEFINED     1,2,3,5      1,050,224
ARENA PHARMACEUTICAL  COM             04004710        2,326     340,995   SH          DEFINED     1              340,995
ARES CAP CORP         COM             04010L10        4,237     237,646   SH          DEFINED     1              237,646
ARGON ST INC          COM             04014910        2,983      84,030   SH          DEFINED     1               84,030
ARGONAUT GROUP INC    COM             04015710        9,553     413,729   SH          DEFINED     1,2,5          413,729
ARGOSY GAMING CO      COM             04022810       20,677     443,610   SH          DEFINED     1,2,5,6        443,610
ARIAD PHARMACEUTICAL  COM             04033A10        4,009     602,022   SH          DEFINED     1,5            602,022
ARIBA INC             COM NEW         04033V20        4,436     768,783   SH          DEFINED     1,2,5          768,783
ARKANSAS BEST CORP D  COM             04079010       12,056     379,015   SH          DEFINED     1,2,6          379,015
ARM HLDGS PLC         SPONSORED       04206810           92      14,964   SH          DEFINED     1               14,964
ARMOR HOLDINGS INC    COM             04226010       18,940     478,168   SH          DEFINED     1,2,5,6        478,168
ARQULE INC            COM             04269E10        2,228     343,891   SH          DEFINED     1,6            343,891
ARRAY BIOPHARMA INC   COM             04269X10        2,166     343,785   SH          DEFINED     1,5            343,785
ARRIS GROUP INC       COM             04269Q10       17,609   2,021,700   SH          DEFINED     1,2          2,021,700
ARROW ELECTRS INC     COM             04273510       39,398   1,450,573   SH          DEFINED     1,2,5,6,
                                                                                                  12,13        1,450,573
ARROW FINL CORP       COM             04274410        3,155     113,326   SH          DEFINED     1,2,5          113,326
ARROW INTL INC        COM             04276410       12,425     389,512   SH          DEFINED     1,2            389,512
ART TECHNOLOGY GROUP  COM             04289L10           15      14,728   SH          DEFINED     1               14,728
ARTESYN TECHNOLOGIES  COM             04312710        4,361     501,312   SH          DEFINED     1,2,5,6        501,312
ARTHROCARE CORP       COM             04313610       11,292     323,175   SH          DEFINED     1,2,6          323,175
ARVINMERITOR INC      COM             04335310       29,153   1,638,736   SH          DEFINED     1,2,5,13     1,638,736
ASBURY AUTOMOTIVE GR  COM             04343610        2,360     153,136   SH          DEFINED     1,5            153,136
ASHFORD HOSPITALITY   COM SHS         04410310        4,129     382,324   SH          DEFINED     1,2            382,324
ASHLAND INC           COM             04420410      137,577   1,914,246   SH          DEFINED     1,2,5,6,10   1,914,246
ASHWORTH INC          COM             04516H10          523      58,013   SH          DEFINED     1,5,6           58,013
ASIAINFO HLDGS INC    COM             04518A10        3,940     715,121   SH          DEFINED     1,2            715,121
ASK JEEVES INC        COM             04517410       13,345     441,900   SH          DEFINED     1,2,5          441,900
ASML HLDG NV          N Y SHS         N0705911          266      16,981   SH          DEFINED     1               16,981
ASPECT COMMUNICATION  COM             04523Q10       11,881   1,057,970   SH          DEFINED     1,2,5        1,057,970
ASPECT MED SYS INC    COM             04523510        4,931     165,817   SH          DEFINED     1              165,817
ASPEN TECHNOLOGY INC  COM             04532710        2,954     568,026   SH          DEFINED     1,2,5          568,026
ASSET ACCEP CAP CORP  COM             04543P10        8,344     322,048   SH          DEFINED     1,2            322,048
ASSOCIATED BANC CORP  COM             04548710       61,037   1,817,656   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,817,656
ASSOCIATED ESTATES R  COM             04560410        1,687     182,767   SH          DEFINED     1,3,5          182,767
ASSURANT INC          COM             04621X10       67,437   1,868,074   SH          DEFINED     1,2,5,10,
                                                                                                  12           1,868,074
ASTA FDG INC          COM             04622010        2,756      99,220   SH          DEFINED     1               99,220
ASTEC INDS INC        COM             04622410        4,652     200,616   SH          DEFINED     1,2,5,6        200,616
ASTORIA FINL CORP     COM             04626510       35,537   1,248,216   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,248,216
ASTRAZENECA PLC       SPONSORED       04635310        7,913     191,787   SH          DEFINED     1,2            191,787
ASTRO-MED INC NEW     COM             04638F10          121      11,770   SH          DEFINED     1               11,770
ASYST TECHNOLOGY COR  COM             04648X10        2,597     582,201   SH          DEFINED     1,2,5          582,201





                                                                                               
AT ROAD INC           COM             04648K10          428     161,064   SH          DEFINED     1              161,064
AT&T CORP             COM NEW         00195750      720,029  37,816,630   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       37,816,630
ATARI INC             COM             04651M10        1,416     509,279   SH          DEFINED     1,2            509,279
ATHEROGENICS INC      COM             04743910        7,220     451,797   SH          DEFINED     1,5            451,797
ATHEROS COMMUNICATIO  COM             04743P10        4,651     577,044   SH          DEFINED     1,2            577,044
ATI TECHNOLOGIES INC  COM             00194110          319      26,936   SH          DEFINED     5,13            26,936
ATLANTIS PLASTICS IN  COM             04915610           84      11,000   SH          DEFINED     1               11,000
ATLAS AMER INC        COM             04916710        1,496      40,214   SH          DEFINED     1,2             40,214
ATMEL CORP            COM             04951310       17,390   7,368,500   SH          DEFINED     1,2,5,13     7,368,500
ATMI INC              COM             00207R10       14,437     497,656   SH          DEFINED     1,2,5,6        497,656
ATMOS ENERGY CORP     COM             04956010       20,052     696,264   SH          DEFINED     1,2,5          696,264
ATP OIL & GAS CORP    COM             00208J10        4,888     208,883   SH          DEFINED     1              208,883
ATS MED INC           COM             00208310           66      19,029   SH          DEFINED     1               19,029
ATWOOD OCEANICS INC   COM             05009510       11,451     186,013   SH          DEFINED     1,2            186,013
AU OPTRONICS CORP     SPONSORED       00225510        6,172     364,364   SH          DEFINED     1              364,364
AUDIBLE INC           COM NEW         05069A30        4,496     258,840   SH          DEFINED     1              258,840
AUDIOVOX CORP         CL A            05075710        4,248     274,058   SH          DEFINED     1,2,5,6        274,058
AUGUST TECHNOLOGY CO  COM             05106U10        2,311     198,356   SH          DEFINED     1              198,356
AUSTRALIA&NEW ZEALAN  SPONSORED       05252830        1,080      13,059   SH          DEFINED     1               13,059
AUTHENTIDATE HLDG CO  COM             05266610           69      25,900   SH          DEFINED     1               25,900
AUTOBYTEL INC         COM             05275N10        2,340     484,480   SH          DEFINED     1              484,480
AUTODESK INC          COM             05276910      231,597   6,744,241   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,744,241
AUTOLIV INC           COM             05280010       33,332     761,000   SH          DEFINED     1,2,5,12       761,000
AUTOMATIC DATA PROCE  COM             05301510      799,123  19,040,333   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       19,040,333
AUTONATION INC        COM             05329W10      113,379   5,525,275   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,525,275
AUTOZONE INC          COM             05333210      220,780   2,387,845   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,387,845
AVALONBAY CMNTYS INC  COM             05348410      122,169   1,511,993   SH          DEFINED     1,2,3,5,7,
                                                                                                  8,10,12,
                                                                                                  13,14        1,511,993
AVANEX CORP           COM             05348W10          111     123,874   SH          DEFINED     1,5            123,874
AVANIR PHARMACEUTICA  CL A            05348P10        3,036   1,084,263   SH          DEFINED     1,5          1,084,263
AVANT IMMUNOTHERAPEU  COM             05349110           93      79,462   SH          DEFINED     1,5             79,462
AVATAR HLDGS INC      COM             05349410        3,217      63,990   SH          DEFINED     1,5             63,990
AVAYA INC             COM             05349910      101,329  12,178,961   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       12,178,961
AVERY DENNISON CORP   COM             05361110      141,090   2,664,081   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,664,081
AVI BIOPHARMA INC     COM             00234610           25      10,752   SH          DEFINED     1               10,752
AVIALL INC NEW        COM             05366B10       13,196     417,723   SH          DEFINED     1,2            417,723
AVID TECHNOLOGY INC   COM             05367P10       18,217     341,912   SH          DEFINED     1,2,5,6        341,912
AVIGEN INC            COM             05369010           68      22,212   SH          DEFINED     1,5             22,212
AVISTA CORP           COM             05379B10       12,003     645,665   SH          DEFINED     1,2,5          645,665
AVNET INC             COM             05380710       34,155   1,515,957   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,515,957
AVOCENT CORP          COM             05389310       21,016     803,972   SH          DEFINED     1,2,5,12,
                                                                                                  13             803,972
AVON PRODS INC        COM             05430310      491,825  12,994,064   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       12,994,064
AVX CORP NEW          COM             00244410        7,831     646,149   SH          DEFINED     1,2,5          646,149
AWARE INC MASS        COM             05453N10          116      18,042   SH          DEFINED     1               18,042
AXA                   SPONSORED       05453610        1,243      49,897   SH          DEFINED     1               49,897
AXCELIS TECHNOLOGIES  COM             05454010       10,022   1,460,898   SH          DEFINED     1,2,5,6      1,460,898
AXIS CAPITAL HOLDING  SHS             G0692U10        2,915     103,005   SH          DEFINED     1,5,12         103,005
AXONYX INC            COM             05461R10          104      78,356   SH          DEFINED     1               78,356
AZTAR CORP            COM             05480210       18,096     528,336   SH          DEFINED     1,2,5,6        528,336
B A S F  A G          SPONSORED       05526250        1,882      28,522   SH          DEFINED     1               28,522
BADGER METER INC      COM             05652510        2,443      59,159   SH          DEFINED     1               59,159
BAIRNCO CORP          COM             05709710          142      13,221   SH          DEFINED     1               13,221
BAKER HUGHES INC      COM             05722410      555,572  10,859,509   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       10,859,509
BALCHEM CORP          COM             05766520        2,421      80,577   SH          DEFINED     1               80,577
BALDOR ELEC CO        COM             05774110       11,135     457,850   SH          DEFINED     1,2,5,6        457,850
BALDWIN & LYONS INC   CL B            05775520        2,622     108,797   SH          DEFINED     1,2            108,797
BALL CORP             COM             05849810      139,076   3,867,533   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,867,533
BALLY TOTAL FITNESS   COM             05873K10          641     197,939   SH          DEFINED     1,2,5,6        197,939
BANC CORP             COM             05944B10        1,394     131,801   SH          DEFINED     1,5            131,801
BANCFIRST CORP        COM             05945F10        5,924      68,102   SH          DEFINED     1,2             68,102





                                                                                               
BANCO BILBAO VIZCAYA  SPONSORED       05946K10        2,049     133,372   SH          DEFINED     1              133,372
BANCO BRADESCO S A    SP ADR PFD      05946030        9,270     261,928   SH          DEFINED     1,2            261,928
BANCO SANTANDER CENT  ADR             05964H10        2,595     224,053   SH          DEFINED     1              224,053
BANCO SANTANDER CHIL  SP ADR REP      05965X10        1,171      36,239   SH          DEFINED     1,2,7           36,239
BANCOLOMBIA S A       SPON ADR P      05968L10       11,052     691,170   SH          DEFINED     1,4,5,7        691,170
BANCORP INC DEL       COM             05969A10        1,492      85,558   SH          DEFINED     1,2             85,558
BANCORPSOUTH INC      COM             05969210       23,490     995,349   SH          DEFINED     1,2,5          995,349
BANCTRUST FINANCIAL   COM             05978R10        1,566      80,205   SH          DEFINED     1               80,205
BANDAG INC            COM             05981510       10,271     223,036   SH          DEFINED     1,2,13         223,036
BANK HAWAII CORP      COM             06254010       30,352     598,062   SH          DEFINED     1,2,5,13       598,062
BANK MUTUAL CORP NEW  COM             06375010        8,205     741,906   SH          DEFINED     1,5            741,906
BANK NEW YORK INC     COM             06405710      584,897  20,323,032   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       20,323,032
BANK NOVA SCOTIA HAL  COM             06414910        3,399     102,222   SH          DEFINED     1,5,7          102,222
BANK OF AMERICA CORP  COM             06050510    5,503,595 120,666,400   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14      120,666,400
BANK OF GRANITE CORP  COM             06240110        3,519     183,870   SH          DEFINED     1,2,5          183,870
BANK OF THE OZARKS I  COM             06390410        4,107     125,058   SH          DEFINED     1              125,058
BANKATLANTIC BANCORP  CL A            06590850       19,439   1,025,824   SH          DEFINED     1,2,5        1,025,824
BANKRATE INC          COM             06646V10        1,982      98,420   SH          DEFINED     1               98,420
BANKUNITED FINL CORP  CL A            06652B10        8,755     323,784   SH          DEFINED     1              323,784
BANNER CORP           COM             06652V10        7,031     251,030   SH          DEFINED     1,2            251,030
BANTA CORP            COM             06682110       18,862     415,830   SH          DEFINED     1,2,5,6,13     415,830
BARCLAYS PLC          ADR             06738E20       11,474     287,275   SH          DEFINED     1,2            287,275
BARD C R INC          COM             06738310      245,991   3,698,560   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,698,560
BARNES & NOBLE INC    COM             06777410      113,474   2,924,599   SH          DEFINED     1,2,5,10,
                                                                                                  13           2,924,599
BARNES GROUP INC      COM             06780610        7,898     238,619   SH          DEFINED     1,6            238,619
BARNWELL INDS INC     COM             06822110          305       4,600   SH          DEFINED     1                4,600
BARR PHARMACEUTICALS  COM             06830610       77,016   1,580,139   SH          DEFINED     1,2,5,10,
                                                                                                  12,13        1,580,139
BARRETT BILL CORP     COM             06846N10        6,396     216,217   SH          DEFINED     1,2            216,217
BARRICK GOLD CORP     COM             06790110        4,696     187,626   SH          DEFINED     1,5            187,626
BARRIER THERAPEUTICS  COM             06850R10        2,123     267,742   SH          DEFINED     1,2            267,742
BASSETT FURNITURE IN  COM             07020310        2,863     151,825   SH          DEFINED     1,2,5,6        151,825
BAUSCH & LOMB INC     COM             07170710      181,347   2,184,904   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,184,904
BAXTER INTL INC       COM             07181310      752,148  20,273,518   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       20,273,518
BAYER A G             SPONSORED       07273030          989      29,711   SH          DEFINED     1               29,711
BB&T CORP             COM             05493710      592,316  14,819,024   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       14,819,024
BBVA BANCO FRANCES S  SPONSORED       07329M10           98      15,601   SH          DEFINED     1,7             15,601
BE AEROSPACE INC      COM             07330210       10,897     697,201   SH          DEFINED     1,5            697,201
BEA SYS INC           COM             07332510       48,183   5,487,846   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           5,487,846
BEACON ROOFING SUPPL  COM             07368510        5,183     197,066   SH          DEFINED     1,2            197,066
BEAR STEARNS COS INC  COM             07390210      409,214   3,937,023   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     3,937,023
BEARINGPOINT INC      COM             07400210       15,505   2,115,319   SH          DEFINED     1,5          2,115,319
BEASLEY BROADCAST GR  CL A            07401410        1,002      69,159   SH          DEFINED     1,2             69,159
BEAZER HOMES USA INC  COM             07556Q10       17,959     314,248   SH          DEFINED     1,2,5          314,248
BEBE STORES INC       COM             07557110        3,111     117,512   SH          DEFINED     1,2            117,512
BECKMAN COULTER INC   COM             07581110       59,391     934,262   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14             934,262
BECTON DICKINSON & C  COM             07588710      853,575  16,267,868   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       16,267,868
BED BATH & BEYOND IN  COM             07589610      333,820   7,989,952   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        7,989,952
BEDFORD PPTY INVS IN  COM PAR $0      07644630        8,363     363,288   SH          DEFINED     1,3            363,288
BEI TECHNOLOGIES INC  COM             05538P10        6,354     238,146   SH          DEFINED     1,2,5,6        238,146
BEL FUSE INC          CL B            07734730        4,126     135,019   SH          DEFINED     1,6            135,019
BELDEN CDT INC        COM             07745410       14,472     682,665   SH          DEFINED     1,2,5,6        682,665
BELL MICROPRODUCTS I  COM             07813710        3,332     354,511   SH          DEFINED     1,5,6          354,511
BELLSOUTH CORP        COM             07986010    3,247,069 122,208,091   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14      122,208,091
BELO CORP             COM SER A       08055510       31,934   1,332,244   SH          DEFINED     1,2,5,13     1,332,244
BEMIS INC             COM             08143710       68,823   2,593,168   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     2,593,168
BENCHMARK ELECTRS IN  COM             08160H10       16,911     555,906   SH          DEFINED     1,2,5,6        555,906
BENTLEY PHARMACEUTIC  COM             08265710        1,934     176,576   SH          DEFINED     1              176,576
BERKLEY W R CORP      COM             08442310      104,169   2,919,525   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,919,525
BERKSHIRE HATHAWAY I  CL B            08467020      442,835     159,093   SH          DEFINED     1,5            159,093





                                                                                               
BERKSHIRE HILLS BANC  COM             08468010        2,758      82,767   SH          DEFINED     1,2,5           82,767
BERRY PETE CO         CL A            08578910       14,891     281,605   SH          DEFINED     1,2            281,605
BEST BUY INC          COM             08651610      538,693   7,858,397   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        7,858,397
BEVERLY ENTERPRISES   COM NEW         08785130       16,578   1,301,288   SH          DEFINED     1,2,5        1,301,288
BEVERLY HILLS BANCOR  COM             08786610        1,394     127,310   SH          DEFINED     1              127,310
BFC FINL CORP         CL A            05538420        1,172     137,413   SH          DEFINED     1              137,413
BG PLC                ADR FIN IN      05543420       18,112     435,381   SH          DEFINED     1,2            435,381
BHP BILLITON LTD      SPONSORED       08860610        2,067      75,719   SH          DEFINED     1               75,719
BIG 5 SPORTING GOODS  COM             08915P10        7,028     247,647   SH          DEFINED     1,2            247,647
BIG LOTS INC          COM             08930210       45,855   3,463,353   SH          DEFINED     1,2,5,6,10   3,463,353
BIMINI MTG MGMT INC   CL A            09031E40        8,047     570,690   SH          DEFINED     1,2            570,690
BINDVIEW DEV CORP     COM             09032710           44      15,956   SH          DEFINED     1               15,956
BIO LOGIC SYS CORP    COM             09090910          120      19,050   SH          DEFINED     1               19,050
BIO RAD LABS INC      CL A            09057220       18,896     319,130   SH          DEFINED     1,2,5          319,130
BIOENVISION INC       COM             09059N10        2,063     283,348   SH          DEFINED     1              283,348
BIOGEN IDEC INC       COM             09062X10      312,889   9,082,407   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        9,082,407
BIOLASE TECHNOLOGY I  COM             09091110          512      81,050   SH          DEFINED     1,5,6           81,050
BIOMARIN PHARMACEUTI  COM             09061G10        5,733     766,497   SH          DEFINED     1              766,497
BIOMED REALTY TRUST   COM             09063H10       16,699     700,173   SH          DEFINED     1,3            700,173
BIOMET INC            COM             09061310      240,134   6,934,274   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,934,274
BIO-REFERENCE LABS I  COM $.01 N      09057G60          831      59,876   SH          DEFINED     1               59,876
BIOSCRIP INC          COM             09069N10        2,222     370,405   SH          DEFINED     1,5            370,405
BIOSITE INC           COM             09094510       12,625     229,592   SH          DEFINED     1,2,6          229,592
BIOSOURCE INTL INC    COM             09066H10          111      10,500   SH          DEFINED     1               10,500
BIOVAIL CORP          COM             09067J10        3,774     243,159   SH          DEFINED     1,13           243,159
BIOVERIS CORP         COM             09067610          169      38,642   SH          DEFINED     1,5             38,642
BISYS GROUP INC       COM             05547210       22,427   1,501,105   SH          DEFINED     1,2,5,13     1,501,105
BJ SVCS CO            COM             05548210      280,205   5,339,268   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,339,268
BJS RESTAURANTS INC   COM             09180C10        2,876     141,420   SH          DEFINED     1              141,420
BJS WHOLESALE CLUB I  COM             05548J10       42,132   1,296,777   SH          DEFINED     1,2,5,10,
                                                                                                  13           1,296,777
BKF CAP GROUP INC     COM             05548G10        2,836      74,803   SH          DEFINED     1,2             74,803
BLACK & DECKER CORP   COM             09179710      251,154   2,795,263   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,795,263
BLACK BOX CORP DEL    COM             09182610        9,802     276,879   SH          DEFINED     1,2,5,6        276,879
BLACK HILLS CORP      COM             09211310       19,934     540,956   SH          DEFINED     1,2,5,13       540,956
BLACKBAUD INC         COM             09227Q10        1,019      75,516   SH          DEFINED     1,2             75,516
BLACKBOARD INC        COM             09193550        3,967     165,858   SH          DEFINED     1,2            165,858
BLACKROCK INC         CL A            09247X10       10,900     135,484   SH          DEFINED     1,2,5          135,484
BLAIR CORP            COM             09282810        3,807      96,386   SH          DEFINED     1               96,386
BLOCK H & R INC       COM             09367110      251,109   4,303,495   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,303,495
BLOCKBUSTER INC       CL A            09367910       20,407   2,237,639   SH          DEFINED     1,5          2,237,639
BLOCKBUSTER INC       CL B            09367920          180      21,001   SH          DEFINED     1               21,001
BLOUNT INTL INC NEW   COM             09518010        5,658     338,979   SH          DEFINED     1              338,979
BLUE COAT SYSTEMS IN  COM NEW         09534T50        4,667     156,182   SH          DEFINED     1,2            156,182
BLUE NILE INC         COM             09578R10        4,484     137,171   SH          DEFINED     1              137,171
BLUEGREEN CORP        COM             09623110        3,839     220,515   SH          DEFINED     1,2            220,515
BLUELINX HLDGS INC    COM             09624H10          341      32,215   SH          DEFINED     1               32,215
BLYTH INC             COM             09643P10       13,815     492,521   SH          DEFINED     1,2,5,13       492,521
BMC SOFTWARE INC      COM             05592110      162,525   9,054,317   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        9,054,317
BOB EVANS FARMS INC   COM             09676110       13,565     581,193   SH          DEFINED     1,2,5,13       581,193
BOC GROUP PLC         SPONSORED       05561760          422      11,617   SH          DEFINED     1               11,617
BOEING CO             COM             09702310    6,076,042  92,061,236   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       92,061,236
BOIS D ARC ENERGY IN  COM             09738U10        1,659     112,483   SH          DEFINED     1              112,483
BOK FINL CORP         COM NEW         05561Q20        9,882     214,277   SH          DEFINED     1,2,5          214,277
BOMBAY CO INC         COM             09792410        2,397     420,442   SH          DEFINED     1              420,442
BONE CARE INTL INC    COM             09807210        7,293     221,128   SH          DEFINED     1              221,128
BON-TON STORES INC    COM             09776J10        9,677     500,125   SH          DEFINED     1,2            500,125
BORDERS GROUP INC     COM             09970910       30,610   1,209,401   SH          DEFINED     1,2,5,13     1,209,401
BORG WARNER INC       COM             09972410       38,671     720,534   SH          DEFINED     1,2,5,12,
                                                                                                  13             720,534
BORLAND SOFTWARE COR  COM             09984910        6,801     991,330   SH          DEFINED     1,2,5          991,330





                                                                                               
BOSTON BEER INC       CL A            10055710        2,991     133,303   SH          DEFINED     1,2            133,303
BOSTON COMMUNICATION  COM             10058210           25      12,133   SH          DEFINED     1               12,133
BOSTON PRIVATE FINL   COM             10111910        8,091     321,086   SH          DEFINED     1              321,086
BOSTON PROPERTIES IN  COM             10112110      154,886   2,212,657   SH          DEFINED     1,2,3,5,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,212,657
BOSTON SCIENTIFIC CO  COM             10113710      509,230  18,860,363   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       18,860,363
BOTTOMLINE TECH DEL   COM             10138810        1,863     124,444   SH          DEFINED     1              124,444
BOWATER INC           COM             10218310       31,569     975,246   SH          DEFINED     1,5,12,13      975,246
BOWNE & CO INC        COM             10304310        6,731     465,505   SH          DEFINED     1,2,6          465,505
BOYD GAMING CORP      COM             10330410       29,289     572,837   SH          DEFINED     1,2,7,13       572,837
BOYDS COLLECTION LTD  COM             10335410           34      18,859   SH          DEFINED     1               18,859
BOYKIN LODGING CO     COM             10343010        4,943     368,902   SH          DEFINED     1,3,5          368,902
BP PLC                SPONSORED       05562210    3,296,826  52,850,689   SH          DEFINED     1,2         52,850,689
BP PRUDHOE BAY RTY T  UNIT BEN I      05563010        1,312      18,337   SH          DEFINED     1,5             18,337
BRADLEY PHARMACEUTIC  COM             10457610          421      39,189   SH          DEFINED     1,6             39,189
BRADY CORP            CL A            10467410       19,435     626,921   SH          DEFINED     1,2,5,6        626,921
BRANDYWINE RLTY TR    SH BEN INT      10536820       33,393   1,089,506   SH          DEFINED     1,2,3,5      1,089,506
BRE PROPERTIES INC    CL A            05564E10       33,751     806,472   SH          DEFINED     1,2,3,5        806,472
BRIGGS & STRATTON CO  COM             10904310       24,478     707,048   SH          DEFINED     1,2,5,6,12     707,048
BRIGHAM EXPLORATION   COM             10917810        2,729     298,876   SH          DEFINED     1              298,876
BRIGHT HORIZON FAMIL  COM             10919510       12,513     307,302   SH          DEFINED     1,2,5          307,302
BRIGHTPOINT INC       COM NEW         10947340        9,791     441,253   SH          DEFINED     1,2            441,253
BRINKER INTL INC      COM             10964110       78,537   1,960,962   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,960,962
BRINKS CO             COM             10969610       24,840     689,990   SH          DEFINED     1,2,5,7,13     689,990
BRISTOL MYERS SQUIBB  COM             11012210    1,325,270  53,053,226   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       53,053,226
BRISTOL WEST HLDGS I  COM             11037M10        3,082     168,441   SH          DEFINED     1              168,441
BRITESMILE INC        COM NEW         11041520           39      10,336   SH          DEFINED     1               10,336
BRITISH AMERN TOB PL  SPONSORED       11044810          985      25,386   SH          DEFINED     1               25,386
BRITISH AWYS PLC      ADR 2ND IN      11041930          239       5,105   SH          DEFINED     1                5,105
BRITISH SKY BROADCAS  SPONSORED       11101310          293       7,809   SH          DEFINED     1                7,809
BROADCOM CORP         CL A            11132010      274,274   7,719,514   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        7,719,514
BROADVISION INC       COM NEW         11141260           29      24,066   SH          DEFINED     1,5             24,066
BROADWING CORP        COM             11161E10        2,947     637,775   SH          DEFINED     1,5            637,775
BROCADE COMMUNICATIO  COM             11162110       19,979   5,149,143   SH          DEFINED     1,2,5        5,149,143
BROOKFIELD HOMES COR  COM             11272310        7,993     175,296   SH          DEFINED     1,5            175,296
BROOKFIELD PPTYS COR  COM             11290010        4,890     169,806   SH          DEFINED     1,3,5,7        169,806
BROOKLINE BANCORP IN  COM             11373M10       11,789     725,020   SH          DEFINED     1,2,5          725,020
BROOKS AUTOMATION IN  COM             11434010        9,751     656,640   SH          DEFINED     1,2,5,6        656,640
BROOKSTONE INC        COM             11453710        4,842     256,442   SH          DEFINED     1,5            256,442
BROOKTROUT INC        COM             11458010          242      21,689   SH          DEFINED     1,6             21,689
BROWN & BROWN INC     COM             11523610       39,255     873,490   SH          DEFINED     1,2,5,12,
                                                                                                  13             873,490
BROWN FORMAN CORP     CL A            11563710          967      15,110   SH          DEFINED     1,5,12          15,110
BROWN FORMAN CORP     CL B            11563720      113,105   1,870,735   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     1,870,735
BROWN SHOE INC NEW    COM             11573610       11,044     282,096   SH          DEFINED     1,2,6          282,096
BRUKER BIOSCIENCES C  COM             11679410        1,395     349,548   SH          DEFINED     1,2,5          349,548
BRUNSWICK CORP        COM             11704310      112,318   2,592,743   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,592,743
BRUSH ENGINEERED MAT  COM             11742110        3,359     235,551   SH          DEFINED     1,5            235,551
BSQUARE CORP          COM             11776U10           11      20,627   SH          DEFINED     1               20,627
BT GROUP PLC          ADR             05577E10          526      12,655   SH          DEFINED     1               12,655
BUCA INC              COM             11776910           81      15,455   SH          DEFINED     1,5             15,455
BUCKEYE PARTNERS L P  UNIT LTD P      11823010        1,560      33,933   SH          DEFINED     1,5             33,933
BUCKEYE TECHNOLOGIES  COM             11825510        3,882     487,061   SH          DEFINED     1,2            487,061
BUCKLE INC            COM             11844010        4,470     100,819   SH          DEFINED     1              100,819
BUCYRUS INTL INC NEW  CL A            11875910       10,231     269,374   SH          DEFINED     1,2            269,374
BUFFALO WILD WINGS I  COM             11984810        2,066      66,221   SH          DEFINED     1               66,221
BUILD A BEAR WORKSHO  COM             12007610        2,610     111,282   SH          DEFINED     1              111,282
BUILDING MATLS HLDG   COM             12011310       15,729     227,008   SH          DEFINED     1,6            227,008
BUNGE LIMITED         COM             G1696210       49,894     786,966   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14             786,966
BURLINGTON COAT FACT  COM             12157910       13,167     308,801   SH          DEFINED     1,6            308,801
BURLINGTON NORTHN SA  COM             12189T10      568,318  12,071,319   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       12,071,319





                                                                                               
BURLINGTON RES INC    COM             12201410      819,290  14,831,471   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       14,831,471
C COR INC             COM             12501010        4,120     601,493   SH          DEFINED     1,2,5,6        601,493
C D I CORP            COM             12507110        3,965     180,906   SH          DEFINED     1,6            180,906
C D W CORP            COM             12512N10       67,743   1,189,509   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        1,189,509
C H ROBINSON WORLDWI  COM             12541W10       72,072   1,238,355   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,238,355
C&D TECHNOLOGIES INC  COM             12466110        3,880     422,223   SH          DEFINED     1,2,5,6        422,223
CABELAS INC           COM             12680430        7,390     345,967   SH          DEFINED     1              345,967
CABLE & WIRELESS PUB  SPONSORED       12683020          230      28,828   SH          DEFINED     1               28,828
CABLEVISION SYS CORP  CL A NY CA      12686C10       78,986   2,452,983   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,452,983
CABOT CORP            COM             12705510      242,989   7,363,296   SH          DEFINED     1,2,5,6,
                                                                                                  12,13        7,363,296
CABOT MICROELECTRONI  COM             12709P10       22,927     790,873   SH          DEFINED     1,2,5,13       790,873
CABOT OIL & GAS CORP  COM             12709710       25,216     726,683   SH          DEFINED     1,2,5          726,683
CACHE INC             COM NEW         12715030        3,610     217,213   SH          DEFINED     1              217,213
CACI INTL INC         CL A            12719030       18,860     298,611   SH          DEFINED     1,2,5,6        298,611
CADBURY SCHWEPPES PL  ADR             12720930          989      25,805   SH          DEFINED     1               25,805
CADENCE DESIGN SYSTE  COM             12738710       64,566   4,726,673   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           4,726,673
CAE INC               COM             12476510          102      19,000   SH          DEFINED     7               19,000
CAL DIVE INTL INC     COM             12791410       54,633   1,043,210   SH          DEFINED     1,2,5        1,043,210
CALAMOS ASSET MGMT I  CL A            12811R10        7,086     260,121   SH          DEFINED     1              260,121
CALAMP CORP           COM             12812610           87      12,189   SH          DEFINED     1               12,189
CALAVO GROWERS INC    COM             12824610          187      17,800   SH          DEFINED     1               17,800
CALGON CARBON CORP    COM             12960310        3,674     415,154   SH          DEFINED     1,2            415,154
CALIFORNIA COASTAL C  COM NEW         12991520        2,693      78,349   SH          DEFINED     1               78,349
CALIFORNIA MICRO DEV  COM             13043910          147      25,900   SH          DEFINED     1               25,900
CALIFORNIA PIZZA KIT  COM             13054D10        6,497     238,256   SH          DEFINED     1              238,256
CALIFORNIA WTR SVC G  COM             13078810        7,627     203,178   SH          DEFINED     1              203,178
CALIPER LIFE SCIENCE  COM             13087210        1,306     233,125   SH          DEFINED     1              233,125
CALLAWAY GOLF CO      COM             13119310       27,458   1,779,499   SH          DEFINED     1,2,5,13     1,779,499
CALLON PETE CO DEL    COM             13123X10        2,142     144,892   SH          DEFINED     1              144,892
CALPINE CORP          COM             13134710       57,223  16,830,175   SH          DEFINED     1,2,5,6,
                                                                                                  10,13       16,830,175
CAMBREX CORP          COM             13201110        6,427     337,399   SH          DEFINED     1,2,5          337,399
CAMDEN NATL CORP      COM             13303410        3,286     100,339   SH          DEFINED     1,2,5          100,339
CAMDEN PPTY TR        SH BEN INT      13313110       46,294     861,287   SH          DEFINED     1,2,3,5        861,287
CAMPBELL SOUP CO      COM             13442910      257,056   8,354,122   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        8,354,122
CANADIAN NAT RES LTD  COM             13638510          487      13,400   SH          DEFINED     5,7             13,400
CANADIAN NATL RY CO   COM             13637510        2,727      47,301   SH          DEFINED     1,5,7           47,301
CANCERVAX CORP        COM             13738Y10           55      19,400   SH          DEFINED     1               19,400
CANDELA CORP          COM             13690710        2,456     235,006   SH          DEFINED     1,2            235,006
CANON INC             ADR             13800630        2,184      41,493   SH          DEFINED     1               41,493
CANTEL MEDICAL CORP   COM             13809810        1,763     107,739   SH          DEFINED     1              107,739
CAPITAL AUTOMOTIVE R  COM SH BEN      13973310       28,664     751,140   SH          DEFINED     1,2,5          751,140
CAPITAL CITY BK GROU  COM             13967410        4,468     110,585   SH          DEFINED     1              110,585
CAPITAL CORP OF THE   COM NEW         14006520        2,555      92,068   SH          DEFINED     1               92,068
CAPITAL CROSSING BK   COM             14007110        1,262      37,000   SH          DEFINED     1               37,000
CAPITAL LEASE FDG IN  COM             14028810        2,859     263,546   SH          DEFINED     1              263,546
CAPITAL ONE FINL COR  COM             14040H10      597,982   7,473,840   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        7,473,840
CAPITAL SOUTHWEST CO  COM             14050110        3,789      42,257   SH          DEFINED     1               42,257
CAPITAL TRUST INC MD  CL A NEW        14052H50        4,531     135,608   SH          DEFINED     1              135,608
CAPITALSOURCE INC     COM             14055X10        9,816     500,076   SH          DEFINED     1,2,5          500,076
CAPITOL BANCORP LTD   COM             14056D10        5,284     157,204   SH          DEFINED     1,2            157,204
CAPITOL FED FINL      COM             14057C10        6,660     193,150   SH          DEFINED     1,2,5          193,150
CAPSTEAD MTG CORP     COM NO PAR      14067E50        1,284     155,014   SH          DEFINED     1,2,5          155,014
CAPSTONE TURBINE COR  COM             14067D10           85      67,208   SH          DEFINED     1,5             67,208
CAPTARIS INC          COM             14071N10          193      46,678   SH          DEFINED     1,6             46,678
CARACO PHARMACEUTICA  COM             14075T10          563      65,660   SH          DEFINED     1               65,660
CARAUSTAR INDS INC    COM             14090910        4,213     401,257   SH          DEFINED     1,2            401,257
CARBO CERAMICS INC    COM             14078110       19,760     250,258   SH          DEFINED     1              250,258
CARDIAC SCIENCE INC   COM NEW         14141020           68      65,556   SH          DEFINED     1,5             65,556
CARDINAL FINL CORP    COM             14149F10          699      74,411   SH          DEFINED     1               74,411





                                                                                               
CARDINAL HEALTH INC   COM             14149Y10      747,353  12,979,390   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       12,979,390
CARDIODYNAMICS INTL   COM             14159710           48      30,188   SH          DEFINED     1,5             30,188
CAREER EDUCATION COR  COM             14166510       75,505   2,062,423   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,062,423
CAREMARK RX INC       COM             14170510      601,157  13,503,079   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       13,503,079
CARLISLE COS INC      COM             14233910       25,269     368,185   SH          DEFINED     1,2,5,12,
                                                                                                  13             368,185
CARMAX INC            COM             14313010       41,633   1,562,210   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,562,210
CARMIKE CINEMAS INC   COM             14343640        4,243     138,311   SH          DEFINED     1,2            138,311
CARNIVAL CORP         PAIRED CTF      14365830      575,987  10,558,880   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       10,558,880
CARPENTER TECHNOLOGY  COM             14428510       24,208     467,338   SH          DEFINED     1,2            467,338
CARRAMERICA RLTY COR  COM             14441810       36,175     999,871   SH          DEFINED     1,2,3,5        999,871
CARREKER CORP         COM             14443310          227      41,349   SH          DEFINED     1,5,6           41,349
CARRIAGE SVCS INC     COM             14390510           82      13,500   SH          DEFINED     1               13,500
CARRIER ACCESS CORP   COM             14446010          138      28,723   SH          DEFINED     1               28,723
CARRIZO OIL & CO INC  COM             14457710        3,459     202,773   SH          DEFINED     1              202,773
CARTER INC            COM             14622910       12,695     217,450   SH          DEFINED     1,2            217,450
CASCADE BANCORP       COM             14715410        3,933     186,911   SH          DEFINED     1              186,911
CASCADE CORP          COM             14719510        5,710     132,016   SH          DEFINED     1              132,016
CASCADE NAT GAS CORP  COM             14733910        3,151     153,683   SH          DEFINED     1,2,5          153,683
CASELLA WASTE SYS IN  CL A            14744810        2,785     232,121   SH          DEFINED     1,2            232,121
CASEYS GEN STORES IN  COM             14752810       16,062     810,401   SH          DEFINED     1,2,5,6        810,401
CASH AMER INTL INC    COM             14754D10        7,755     385,437   SH          DEFINED     1,2            385,437
CASTLE A M & CO       COM             14841110        2,060     133,263   SH          DEFINED     1              133,263
CASUAL MALE RETAIL G  COM             14871110        2,312     316,330   SH          DEFINED     1              316,330
CATALINA MARKETING C  COM             14886710       31,060   1,222,337   SH          DEFINED     1,2,5,13     1,222,337
CATALYST SEMICONDUCT  COM             14888110           74      16,969   SH          DEFINED     1               16,969
CATAPULT COMMUNICATI  COM             14901610        1,609      94,342   SH          DEFINED     1,2,6           94,342
CATELLUS DEV CORP NE  COM             14911310       58,813   1,793,089   SH          DEFINED     1,2,3,5,12   1,793,089
CATERPILLAR INC DEL   COM             14912310    1,314,703  13,793,964   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       13,793,964
CATHAY GENERAL BANCO  COM             14915010       18,056     537,872   SH          DEFINED     1,2,5          537,872
CATO CORP NEW         CL A            14920510       12,218     591,686   SH          DEFINED     1,2,6          591,686
CB RICHARD ELLIS GRO  CL A            12497T10       17,156     391,147   SH          DEFINED     1,2            391,147
CBL & ASSOC PPTYS IN  COM             12483010       36,397     845,072   SH          DEFINED     1,2,3,5        845,072
CBRL GROUP INC        COM             12489V10       22,569     580,786   SH          DEFINED     1,2,5,13       580,786
CCA INDS INC          COM             12486710          101      10,608   SH          DEFINED     1               10,608
CCC INFORMATION SVCS  COM             12487Q10        2,350      98,101   SH          DEFINED     1               98,101
CDC CORP              SHS A           G2022L10           41      14,335   SH          DEFINED     1,5             14,335
CDN IMPERIAL BK OF C  COM             13606910          694      11,205   SH          DEFINED     1               11,205
CEC ENTMT INC         COM             12513710       34,991     831,334   SH          DEFINED     1,2,5,6        831,334
CEDAR FAIR L P        DEPOSITRY       15018510        1,944      60,394   SH          DEFINED     1,5             60,394
CEDAR SHOPPING CTRS   COM NEW         15060220        5,624     381,318   SH          DEFINED     1,3            381,318
CELANESE CORP DEL     COM SER A       15087010        5,403     340,042   SH          DEFINED     1,2,5          340,042
CELESTICA INC         SUB VTG SH      15101Q10          817      61,073   SH          DEFINED     1,5,7           61,073
CELGENE CORP          COM             15102010       73,505   1,806,016   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,806,016
CELL GENESYS INC      COM             15092110        2,666     498,372   SH          DEFINED     1,2,5          498,372
CELL THERAPEUTICS IN  COM             15093410        1,751     646,222   SH          DEFINED     1,2,5          646,222
CEMEX S A             SPON ADR 5      15129088       13,572     319,943   SH          DEFINED     1,2            319,943
CENDANT CORP          COM             15131310      792,503  35,427,027   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       35,427,027
CENTENE CORP DEL      COM             15135B10       23,851     710,278   SH          DEFINED     1,2,6          710,278
CENTENNIAL COMMUNCTN  CL A NEW        15133V20        7,328     527,964   SH          DEFINED     1,2            527,964
CENTER BANCORP INC    COM             15140810          153      13,524   SH          DEFINED     1               13,524
CENTER FINL CORP CAL  COM             15146E10        2,658     107,051   SH          DEFINED     1              107,051
CENTERPOINT ENERGY I  COM             15189T10      116,357   8,808,256   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        8,808,256
CENTERPOINT PPTYS TR  COM             15189510       38,517     910,556   SH          DEFINED     1,2,3,5        910,556
CENTEX CORP           COM             15231210      272,692   3,858,666   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,858,666
CENTILLIUM COMMUNICA  COM             15231910           41      19,034   SH          DEFINED     1,5             19,034
CENTRAL COAST BANCOR  COM             15314510        2,392     132,141   SH          DEFINED     1              132,141
CENTRAL EUROPEAN DIS  COM             15343510        5,558     148,885   SH          DEFINED     1              148,885
CENTRAL FGHT LINES I  COM             15349110           53      20,112   SH          DEFINED     1               20,112
CENTRAL GARDEN & PET  COM             15352710       12,220     248,769   SH          DEFINED     1,2            248,769





                                                                                               
CENTRAL PAC FINL COR  COM             15476010       14,712     413,251   SH          DEFINED     1              413,251
CENTRAL PKG CORP      COM             15478510        5,363     390,018   SH          DEFINED     1,6            390,018
CENTRAL VT PUB SVC C  COM             15577110        5,256     284,118   SH          DEFINED     1,2            284,118
CENTURY ALUM CO       COM             15643110       10,694     524,227   SH          DEFINED     1,2            524,227
CENTURY BUSINESS SVC  COM             15649010        3,056     754,644   SH          DEFINED     1              754,644
CENTURYTEL INC        COM             15670010      174,562   5,040,760   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13,
                                                                                                  14           5,040,760
CENVEO INC            COM             15670S10        3,986     527,186   SH          DEFINED     1,5            527,186
CEPHALON INC          COM             15670810       31,856     800,401   SH          DEFINED     1,2,5,12,
                                                                                                  13             800,401
CEPHEID               COM             15670R10        3,517     479,150   SH          DEFINED     1,5            479,150
CERADYNE INC          COM             15671010        8,161     339,061   SH          DEFINED     1,5,6          339,061
CERES GROUP INC       COM             15677210        1,948     320,438   SH          DEFINED     1              320,438
CERIDIAN CORP NEW     COM             15677910       47,041   2,414,854   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,414,854
CERNER CORP           COM             15678210       20,637     303,620   SH          DEFINED     1,2,5,6        303,620
CERTEGY INC           COM             15688010       40,574   1,061,588   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,061,588
CEVA INC              COM             15721010           70      11,985   SH          DEFINED     1,5             11,985
CFS BANCORP INC       COM             12525D10          182      13,694   SH          DEFINED     1,5             13,694
CH ENERGY GROUP INC   COM             12541M10       10,289     211,583   SH          DEFINED     1,2,5          211,583
CHAD THERAPEUTICS IN  COM             15722810          104      27,600   SH          DEFINED     1               27,600
CHAMPION ENTERPRISES  COM             15849610       12,363   1,243,767   SH          DEFINED     1,2,5,6      1,243,767
CHAMPS ENTMT INC DEL  COM             15878710           78      10,400   SH          DEFINED     1               10,400
CHARLES & COLVARD LT  COM             15976510        2,926     119,168   SH          DEFINED     1              119,168
CHARLES RIV LABS INT  COM             15986410       60,384   1,251,479   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,251,479
CHARLOTTE RUSSE HLDG  COM             16104810        1,840     147,691   SH          DEFINED     1              147,691
CHARMING SHOPPES INC  COM             16113310       14,169   1,518,654   SH          DEFINED     1,2,5        1,518,654
CHARTER COMMUNICATIO  CL A            16117M10        3,486   2,954,660   SH          DEFINED     1,2,5        2,954,660
CHARTER FINL CORP WE  COM             16122M10        1,729      49,474   SH          DEFINED     1               49,474
CHARTERMAC            SH BEN INT      16090810       10,748     489,427   SH          DEFINED     1,5            489,427
CHATTEM INC           COM             16245610       19,645     474,507   SH          DEFINED     1,2            474,507
CHECK POINT SOFTWARE  ORD             M2246510        4,502     227,025   SH          DEFINED     1,2,5,12       227,025
CHECKERS DRIVE-IN RE  COM NEW         16280930          150      11,100   SH          DEFINED     1               11,100
CHECKFREE CORP NEW    COM             16281310       48,313   1,418,475   SH          DEFINED     1,2,5,13     1,418,475
CHECKPOINT SYS INC    COM             16282510       13,150     742,952   SH          DEFINED     1,2,6          742,952
CHEESECAKE FACTORY I  COM             16307210       35,572   1,024,240   SH          DEFINED     1,2,5,13     1,024,240
CHEMED CORP NEW       COM             16359R10       14,708     359,794   SH          DEFINED     1,2,6          359,794
CHEMICAL FINL CORP    COM             16373110        9,972     301,167   SH          DEFINED     1,5            301,167
CHENIERE ENERGY INC   COM NEW         16411R20       15,955     513,010   SH          DEFINED     1,2            513,010
CHEROKEE INC DEL NEW  COM             16444H10        2,879      83,162   SH          DEFINED     1,5             83,162
CHESAPEAKE CORP       COM             16515910        5,028     240,104   SH          DEFINED     1,2            240,104
CHESAPEAKE ENERGY CO  COM             16516710       69,462   3,046,566   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           3,046,566
CHESAPEAKE UTILS COR  COM             16530310          318      10,413   SH          DEFINED     1,2             10,413
CHEVRON CORP NEW      COM             16676410    4,428,772  79,198,347   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       79,198,347
CHICAGO BRIDGE & IRO  N Y REGIST      16725010          219       9,564   SH          DEFINED     1                9,564
CHICAGO MERCANTILE H  CL A            16776010      101,752     344,340   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14             344,340
CHICOS FAS INC        COM             16861510      103,609   3,022,436   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           3,022,436
CHILDRENS PL RETAIL   COM             16890510       13,883     297,475   SH          DEFINED     1,2,5,6        297,475
CHINA ENERGY TECHNOL  COM             16938W10          111      11,116   SH          DEFINED     1               11,116
CHINA MOBILE HONG KO  SPONSORED       16941M10        2,899     155,930   SH          DEFINED     1              155,930
CHINA PETE & CHEM CO  SPON ADR H      16941R10          600      15,378   SH          DEFINED     1               15,378
CHINA TECHFAITH WIRL  SPONSORED       16942410          547      33,600   SH          DEFINED     1,2             33,600
CHINA YUCHAI INTL LT  COM             G2108210        1,074      88,500   SH          DEFINED     1,2             88,500
CHIQUITA BRANDS INTL  COM             17003280       24,014     874,513   SH          DEFINED     1,2            874,513
CHIRON CORP           COM             17004010      124,995   3,582,537   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,582,537
CHITTENDEN CORP       COM             17022810       15,879     583,791   SH          DEFINED     1,2,5          583,791
CHOICE HOTELS INTL I  COM             16990510       11,546     175,735   SH          DEFINED     1,2,5          175,735
CHOICEPOINT INC       COM             17038810       56,844   1,419,330   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,419,330
CHOLESTECH CORP       COM             17039310          150      13,300   SH          DEFINED     1               13,300
CHORDIANT SOFTWARE I  COM             17040410          137      70,238   SH          DEFINED     1               70,238
CHRISTOPHER & BANKS   COM             17104610       11,010     602,970   SH          DEFINED     1,2,5,6        602,970
CHUBB CORP            COM             17123210      527,871   6,165,997   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,165,997





                                                                                               
CHURCH & DWIGHT INC   COM             17134010       27,772     767,193   SH          DEFINED     1,2,5,13       767,193
CHURCHILL DOWNS INC   COM             17148410        6,716     158,051   SH          DEFINED     1              158,051
CIBER INC             COM             17163B10        6,670     835,890   SH          DEFINED     1,2,6          835,890
CIENA CORP            COM             17177910       33,974  16,255,562   SH          DEFINED     1,2,5,6,
                                                                                                  10,13       16,255,562
CIGNA CORP            COM             12550910      604,419   5,647,197   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,647,197
CIMAREX ENERGY CO     COM             17179810       48,986   1,258,968   SH          DEFINED     1,2,5,12     1,258,968
CINCINNATI BELL INC   COM             17187110       22,801   5,302,526   SH          DEFINED     1,2,5,6,
                                                                                                  13           5,302,526
CINCINNATI FINL CORP  COM             17206210      205,719   5,200,168   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,200,168
CINERGY CORP          COM             17247410      261,729   5,839,561   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,839,561
CINTAS CORP           COM             17290810      148,878   3,856,932   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,856,932
CIRCOR INTL INC       COM             17273K10        4,851     196,630   SH          DEFINED     1,2            196,630
CIRCUIT CITY STORE I  COM             17273710       92,871   5,371,378   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     5,371,378
CIRRUS LOGIC INC      COM             17275510        5,264     991,423   SH          DEFINED     1,2,5          991,423
CISCO SYS INC         COM             17275R10    3,648,353 191,213,484   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14      191,213,484
CIT GROUP INC         COM             12558110      260,435   6,060,861   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,060,861
CITADEL BROADCASTING  COM             17285T10       11,499   1,004,295   SH          DEFINED     1,2          1,004,295
CITIGROUP INC         COM             17296710   11,740,366 253,955,563   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14      253,955,563
CITIZENS & NORTHN CO  COM             17292210        2,578      82,514   SH          DEFINED     1               82,514
CITIZENS BKG CORP MI  COM             17442010       16,033     530,530   SH          DEFINED     1,2,5          530,530
CITIZENS COMMUNICATI  COM             17453B10      119,069   8,859,271   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     8,859,271
CITIZENS FIRST BANCO  COM             17461R10          251      12,150   SH          DEFINED     1,5             12,150
CITIZENS INC          CL A            17474010        2,338     383,351   SH          DEFINED     1              383,351
CITRIX SYS INC        COM             17737610      108,949   5,029,973   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,029,973
CITY BK LYNNWOOD WAS  COM             17770A10        3,134     101,025   SH          DEFINED     1,2            101,025
CITY HLDG CO          COM             17783510       10,280     281,497   SH          DEFINED     1,2            281,497
CITY NATL CORP        COM             17856610       35,815     499,438   SH          DEFINED     1,2,5,12,
                                                                                                  13             499,438
CKE RESTAURANTS INC   COM             12561E10       20,068   1,441,641   SH          DEFINED     1,2          1,441,641
CKX INC               COM             12562M10        1,257      97,741   SH          DEFINED     1,2             97,741
CLAIRES STORES INC    COM             17958410       26,699   1,110,165   SH          DEFINED     1,2,5,6,13   1,110,165
CLARCOR INC           COM             17989510       28,624     978,588   SH          DEFINED     1,2,5,6        978,588
CLARK INC             COM             18145710        4,570     318,893   SH          DEFINED     1,2            318,893
CLEAN HARBORS INC     COM             18449610        3,960     182,641   SH          DEFINED     1              182,641
CLEAR CHANNEL COMMUN  COM             18450210      426,891  13,801,857   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       13,801,857
CLECO CORP NEW        COM             12561W10       23,074   1,069,728   SH          DEFINED     1,2,5,6      1,069,728
CLEVELAND CLIFFS INC  COM             18589610       18,452     319,458   SH          DEFINED     1,2,5          319,458
CLICK COMMERCE INC    COM NEW         18681D20        1,797      78,246   SH          DEFINED     1               78,246
CLIFTON SVGS BANCORP  COM             18712Q10        1,337     126,569   SH          DEFINED     1              126,569
CLOROX CO DEL         COM             18905410      246,328   4,420,819   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,420,819
CMGI INC              COM             12575010        9,711   5,138,141   SH          DEFINED     1,5          5,138,141
CMS ENERGY CORP       COM             12589610       96,818   6,428,800   SH          DEFINED     1,2,5,6,
                                                                                                  10,13        6,428,800
CNA FINL CORP         COM             12611710        7,429     261,418   SH          DEFINED     1,2,5          261,418
CNA SURETY CORP       COM             12612L10        3,672     247,279   SH          DEFINED     1,2            247,279
CNET NETWORKS INC     COM             12613R10       17,751   1,511,981   SH          DEFINED     1,5          1,511,981
CNF INC               COM             12612W10       75,587   1,683,444   SH          DEFINED     1,2,5,10,
                                                                                                  12,13,14     1,683,444
CNS INC               COM             12613610        3,603     157,702   SH          DEFINED     1              157,702
COACH INC             COM             18975410      372,663  11,101,058   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       11,101,058
COACHMEN INDS INC     COM             18987310        2,630     209,895   SH          DEFINED     1,6            209,895
COASTAL FINL CORP DE  COM             19046E10        2,429     165,800   SH          DEFINED     1,5            165,800
COBIZ INC             COM             19089710        2,806     154,790   SH          DEFINED     1              154,790
COBRA ELECTRS CORP    COM             19104210           73      10,200   SH          DEFINED     1               10,200
COCA COLA BOTTLING C  COM             19109810        4,005      79,241   SH          DEFINED     1,2             79,241
COCA COLA CO          COM             19121610    2,957,176  70,830,558   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       70,830,558
COCA COLA ENTERPRISE  COM             19121910      217,321   9,873,755   SH          DEFINED     1,2,5,6,7,
                                                                                                  10,12,13     9,873,755
COEUR D ALENE MINES   COM             19210810       10,354   2,852,409   SH          DEFINED     1,2,5        2,852,409
COGENT COMM GROUP IN  COM NEW         19239V30          257      38,679   SH          DEFINED     1               38,679
COGENT INC            COM             19239Y10        7,443     260,701   SH          DEFINED     1,5            260,701
COGNEX CORP           COM             19242210       16,637     635,225   SH          DEFINED     1,2,5,6        635,225
COGNIZANT TECHNOLOGY  CL A            19244610       95,765   2,031,938   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,031,938
COGNOS INC            COM             19244C10        7,306     213,988   SH          DEFINED     1,2            213,988





                                                                                               
COHEN & STEERS INC    COM             19247A10        1,088      52,775   SH          DEFINED     1               52,775
COHERENT INC          COM             19247910       17,073     474,114   SH          DEFINED     1,2,5,6        474,114
COHU INC              COM             19257610        5,930     295,785   SH          DEFINED     1,2,6          295,785
COINSTAR INC          COM             19259P30        8,411     371,346   SH          DEFINED     1,2,6          371,346
COLDWATER CREEK INC   COM             19306810       10,749     431,527   SH          DEFINED     1,5            431,527
COLE KENNETH PRODTNS  CL A            19329410        2,957      95,034   SH          DEFINED     1               95,034
COLES MYER LTD        SPON ADR N      19387040          342       6,050   SH          DEFINED     1                6,050
COLGATE PALMOLIVE CO  COM             19416210      641,041  12,843,939   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13    12,843,939
COLLAGENEX PHARMACEU  COM             19419B10        2,234     293,600   SH          DEFINED     1              293,600
COLLEGIATE FDG SVCS   COM             19458M10        1,309      89,790   SH          DEFINED     1               89,790
COLONIAL BANCGROUP I  COM             19549330       39,916   1,809,407   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,809,407
COLONIAL PPTYS TR     COM SH BEN      19587210       36,136     821,280   SH          DEFINED     1,2,3,5        821,280
COLONY BANKCORP INC   COM             19623P10        1,543      51,362   SH          DEFINED     1               51,362
COLOR KINETICS INC    COM             19624P10        2,239     210,403   SH          DEFINED     1,2            210,403
COLT TELECOM GROUP P  SPONSORED       19687710           60      14,344   SH          DEFINED     1               14,344
COLUMBIA BANCORP      COM             19722710        2,806      76,985   SH          DEFINED     1,2             76,985
COLUMBIA BKG SYS INC  COM             19723610        5,996     243,543   SH          DEFINED     1,2            243,543
COLUMBIA LABS INC     COM             19777910           88      27,813   SH          DEFINED     1               27,813
COLUMBIA SPORTSWEAR   COM             19851610        5,852     118,597   SH          DEFINED     1,2,5          118,597
COLUMBUS MCKINNON CO  COM             19933310          110      10,078   SH          DEFINED     1               10,078
COMARCO INC           COM             20008010           97      12,500   SH          DEFINED     1               12,500
COMCAST CORP NEW      CL A            20030N10    1,656,968  54,025,705   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       54,025,705
COMCAST CORP NEW      CL A SPL        20030N20      107,360   3,584,625   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           3,584,625
COMERICA INC          COM             20034010      288,181   4,985,822   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,985,822
COMFORT SYS USA INC   COM             19990810        2,807     426,576   SH          DEFINED     1              426,576
COMMERCE BANCORP INC  COM             20051910       72,822   2,402,581   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,402,581
COMMERCE BANCSHARES   COM             20052510       29,163     578,514   SH          DEFINED     1,2,5,12       578,514
COMMERCE GROUP INC M  COM             20064110       16,958     273,033   SH          DEFINED     1,2,5          273,033
COMMERCIAL BANKSHARE  COM             20160710        1,969      51,435   SH          DEFINED     1,2             51,435
COMMERCIAL CAP BANCO  COM             20162L10        9,893     592,011   SH          DEFINED     1,2,5          592,011
COMMERCIAL FEDERAL C  COM             20164710       26,580     789,188   SH          DEFINED     1,2,5          789,188
COMMERCIAL METALS CO  COM             20172310       17,610     739,296   SH          DEFINED     1,2,5          739,296
COMMERCIAL NET LEASE  COM             20221810       13,390     654,116   SH          DEFINED     1,2,5          654,116
COMMERCIAL VEH GROUP  COM             20260810        2,195     123,678   SH          DEFINED     1,2            123,678
COMMONWEALTH TEL ENT  COM             20334910       23,771     567,197   SH          DEFINED     1,2,6          567,197
COMMSCOPE INC         COM             20337210       31,928   1,833,882   SH          DEFINED     1,2,5,13     1,833,882
COMMUNITY BANCORP NE  COM             20343T10        1,397      45,023   SH          DEFINED     1               45,023
COMMUNITY BK SYS INC  COM             20360710       10,881     446,135   SH          DEFINED     1,2            446,135
COMMUNITY BKS INC MI  COM             20362810        3,387     131,893   SH          DEFINED     1,2            131,893
COMMUNITY HEALTH SYS  COM             20366810       50,199   1,328,365   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,328,365
COMMUNITY TR BANCORP  COM             20414910        6,267     191,542   SH          DEFINED     1,2            191,542
COMPANHIA BRASILEIRA  SPON ADR P      20440T20       20,343   1,022,752   SH          DEFINED     1,2,4,5      1,022,752
COMPANHIA DE BEBIDAS  SPONSORED       20441W10          803      31,521   SH          DEFINED     1,2             31,521
COMPANHIA DE BEBIDAS  SPON ADR P      20441W20        5,019     162,419   SH          DEFINED     1,2            162,419
COMPANHIA ENERGETICA  SP ADR N-V      20440960          270       8,487   SH          DEFINED     1,2              8,487
COMPANHIA SIDERURGIC  SPONSORED       20440W10          272      16,812   SH          DEFINED     1,2             16,812
COMPANHIA VALE DO RI  SPON ADR P      20441210       24,211     953,191   SH          DEFINED     1,2            953,191
COMPANHIA VALE DO RI  SPONSORED       20441220       35,395   1,208,847   SH          DEFINED     1,2,4,5      1,208,847
COMPANIA ANONIMA NAC  SPON ADR D      20442110       22,330   1,178,968   SH          DEFINED     1,2,4,5      1,178,968
COMPANIA DE MINAS BU  SPONSORED       20444810          220       9,569   SH          DEFINED     1,7              9,569
COMPANIA DE TELECOMU  SPON ADR N      20444930          475      46,694   SH          DEFINED     1,2,7           46,694
COMPASS BANCSHARES I  COM             20449H10      138,201   3,071,124   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,071,124
COMPASS MINERALS INT  COM             20451N10        5,391     230,395   SH          DEFINED     1,5            230,395
COMPEX TECHNOLOGIES   COM             20451310           69      16,400   SH          DEFINED     1               16,400
COMPUCREDIT CORP      COM             20478N10       13,549     395,253   SH          DEFINED     1,2            395,253
COMPUTER ASSOC INTL   COM             20491210      374,423  13,625,281   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       13,625,281
COMPUTER HORIZONS CO  COM             20590810           63      20,195   SH          DEFINED     1               20,195
COMPUTER PROGRAMS &   COM             20530610        3,006      80,656   SH          DEFINED     1,2             80,656
COMPUTER SCIENCES CO  COM             20536310      257,726   5,897,612   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,897,612





                                                                                               
COMPUTER TASK GROUP   COM             20547710           89      24,745   SH          DEFINED     1               24,745
COMPUWARE CORP        COM             20563810       81,156  11,287,320   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       11,287,320
COMPX INTERNATIONAL   CL A            20563P10          934      55,762   SH          DEFINED     1,2             55,762
COMSTOCK HOMEBUILDIN  CL A            20568410          389      16,046   SH          DEFINED     1               16,046
COMSTOCK RES INC      COM NEW         20576820       14,092     557,205   SH          DEFINED     1,2,5          557,205
COMSYS IT PARTNERS I  COM             20581E10        1,937     113,513   SH          DEFINED     1              113,513
COMTECH TELECOMMUNIC  COM NEW         20582620       11,589     355,163   SH          DEFINED     1,2,5          355,163
COMVERSE TECHNOLOGY   COM PAR $0      20586240      127,480   5,394,828   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,394,828
CONAGRA FOODS INC     COM             20588710      715,928  30,912,266   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       30,912,266
CONCEPTUS INC         COM             20601610          204      36,089   SH          DEFINED     1               36,089
CONCORD CAMERA CORP   COM             20615610           40      31,841   SH          DEFINED     1,5             31,841
CONCUR TECHNOLOGIES   COM             20670810        3,744     355,603   SH          DEFINED     1,5            355,603
CONCURRENT COMPUTER   COM             20671020           95      44,809   SH          DEFINED     1,5             44,809
CONEXANT SYSTEMS INC  COM             20714210        9,569   5,943,636   SH          DEFINED     1,2,5        5,943,636
CONMED CORP           COM             20741010       14,350     466,359   SH          DEFINED     1,2,6          466,359
CONNECTICUT WTR SVC   COM             20779710        2,547     101,930   SH          DEFINED     1,2,5          101,930
CONNETICS CORP        COM             20819210        8,173     463,317   SH          DEFINED     1,6            463,317
CONNS INC             COM             20824210        1,515      61,912   SH          DEFINED     1               61,912
CONOCOPHILLIPS        COM             20825C10    2,140,727  37,236,512   SH          DEFINED     1,2,5,6,7,
                                                                                                  10,12,13    37,236,512
CONOR MEDSYSTEMS INC  COM             20826410          901      58,718   SH          DEFINED     1               58,718
CONSECO INC           PFD B CV 5      20846486        4,056     147,500   SH          DEFINED     2              147,500
CONSECO INC           COM NEW         20846488       29,817   1,366,517   SH          DEFINED     1,2,5        1,366,517
CONSOL ENERGY INC     COM             20854P10       52,712     983,791   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14             983,791
CONSOLIDATED EDISON   COM             20911510      338,472   7,226,128   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        7,226,128
CONSOLIDATED GRAPHIC  COM             20934110       16,839     413,036   SH          DEFINED     1,2,6          413,036
CONSOLIDATED TOMOKA   COM             21022610        5,684      66,097   SH          DEFINED     1               66,097
CONSTAR INTL INC NEW  COM             21036U10           43      11,400   SH          DEFINED     1               11,400
CONSTELLATION BRANDS  CL A            21036P10       85,896   2,911,738   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,911,738
CONSTELLATION ENERGY  COM             21037110      328,795   5,699,339   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,699,339
CONTINENTAL AIRLS IN  CL B            21079530       14,218   1,070,663   SH          DEFINED     1,2,5        1,070,663
CONVERA CORP          CL A            21191910           54      11,019   SH          DEFINED     1               11,019
CONVERGYS CORP        COM             21248510       76,022   5,346,147   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,346,147
COOPER CAMERON CORP   COM             21664010       80,099   1,290,876   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        1,290,876
COOPER COS INC        COM NEW         21664840       28,676     471,175   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,,12,
                                                                                                  13,14          471,175
COOPER INDS LTD       CL A            G2418210      152,822   2,391,587   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,,12,
                                                                                                  13,14        2,391,587
COOPER TIRE & RUBR C  COM             21683110       36,076   1,942,686   SH          DEFINED     1,2,5,6,10   1,942,686
COPART INC            COM             21720410       21,625     907,864   SH          DEFINED     1,2,5,13       907,864
CORE LABORATORIES N   COM             N2271710          474      17,660   SH          DEFINED     1,2,5           17,660
CORGENTECH INC        COM             21872P10           34      13,150   SH          DEFINED     1               13,150
CORILLIAN CORP        COM             21872510           80      25,701   SH          DEFINED     1               25,701
CORINTHIAN COLLEGES   COM             21886810       25,510   1,997,644   SH          DEFINED     1,5,13       1,997,644
CORIXA CORP           COM             21887F10        3,017     688,796   SH          DEFINED     1              688,796
CORN PRODS INTL INC   COM             21902310       29,568   1,244,441   SH          DEFINED     1,2,5,6      1,244,441
CORNELL COMPANIES IN  COM             21914110          272      20,173   SH          DEFINED     1,5             20,173
CORNING INC           COM             21935010      613,537  36,915,600   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       36,915,600
CORPORATE EXECUTIVE   COM             21988R10       25,168     321,306   SH          DEFINED     1,2,5,12       321,306
CORPORATE OFFICE PPT  SH BEN INT      22002T10       23,997     814,830   SH          DEFINED     1,2,3,5        814,830
CORRECTIONAL PPTYS T  COM             22025E10        3,855     136,202   SH          DEFINED     1,2            136,202
CORRECTIONS CORP AME  COM NEW         22025Y40       17,841     454,544   SH          DEFINED     1,2,5          454,544
CORUS BANKSHARES INC  COM             22087310       22,670     408,547   SH          DEFINED     1,2            408,547
CORUS GROUP PLC       SPONSORED       22087M10          107      14,306   SH          DEFINED     1               14,306
CORVEL CORP           COM             22100610        1,796      71,479   SH          DEFINED     1               71,479
COSI INC              COM             22122P10          178      25,800   SH          DEFINED     1               25,800
COST PLUS INC CALIF   COM             22148510        8,020     321,576   SH          DEFINED     1,2,5,6        321,576
COSTAR GROUP INC      COM             22160N10        8,066     184,996   SH          DEFINED     1              184,996
COSTCO WHSL CORP NEW  COM             22160K10      567,648  12,690,554   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       12,690,554
COTHERIX INC          COM             22163T10          963      94,523   SH          DEFINED     1               94,523
COTT CORP QUE         COM             22163N10        5,063     231,910   SH          DEFINED     1,2            231,910
COUNTRYWIDE FINANCIA  COM             22237210      751,992  19,476,602   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       19,476,602





                                                                                               
COURIER CORP          COM             22266010        4,429     115,299   SH          DEFINED     1,2            115,299
COUSINS PPTYS INC     COM             22279510       26,231     886,793   SH          DEFINED     1,2,3,5        886,793
COVANCE INC           COM             22281610       33,489     746,349   SH          DEFINED     1,2,5,12,
                                                                                                  13             746,349
COVANSYS CORP         COM             22281W10        4,228     329,007   SH          DEFINED     1              329,007
COVENANT TRANS INC    CL A            22284P10        1,360     102,995   SH          DEFINED     1              102,995
COVENTRY HEALTH CARE  COM             22286210      164,068   2,318,982   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,318,982
COX RADIO INC         CL A            22405110       12,989     824,697   SH          DEFINED     1,5            824,697
CPI CORP              COM             12590210          743      41,153   SH          DEFINED     1,6             41,153
CRA INTL INC          COM             12618T10        6,154     114,286   SH          DEFINED     1              114,286
CRANE CO              COM             22439910       25,647     975,187   SH          DEFINED     1,2,5,13       975,187
CRAWFORD & CO         CL B            22463310        1,292     174,072   SH          DEFINED     1              174,072
CRAY INC              COM             22522310          107      86,022   SH          DEFINED     1,5             86,022
CREDENCE SYS CORP     COM             22530210       13,491   1,490,758   SH          DEFINED     1,5,13       1,490,758
CREDICORP LTD         COM             G2519Y10          412      20,710   SH          DEFINED     1,7             20,710
CREDIT ACCEP CORP MI  COM             22531010        2,640     177,298   SH          DEFINED     1,2            177,298
CREDIT SUISSE GROUP   SPONSORED       22540110       18,086     462,091   SH          DEFINED     1,2            462,091
CREE INC              COM             22544710       24,342     955,701   SH          DEFINED     1,2,5,12,
                                                                                                  13             955,701
CRESCENT REAL ESTATE  COM             22575610       31,459   1,677,801   SH          DEFINED     1,2,3,5,7,
                                                                                                  8,10,12,
                                                                                                  13,14        1,677,801
CRH PLC               ADR             12626K20       25,792     993,134   SH          DEFINED     1              993,134
CRIIMI MAE INC        COM NEW         22660350        4,158     190,295   SH          DEFINED     1              190,295
CROMPTON CORP         COM             22711610       64,040   4,344,648   SH          DEFINED     1,2,5,13     1,964,083
CROSS CTRY HEALTHCAR  COM             22748310        6,686     393,322   SH          DEFINED     1,2,6          393,322
CROSS TIMBERS RTY TR  TR UNIT         22757R10          340       8,363   SH          DEFINED     1,2,5            8,363
CROSSTEX ENERGY INC   COM             22765Y10        2,730      56,516   SH          DEFINED     1               56,516
CROSSTEX ENERGY L P   COM             22765U10          258       6,773   SH          DEFINED     1,2              6,773
CROWN CASTLE INTL CO  COM             22822710       67,942   3,343,599   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           3,343,599
CROWN HOLDINGS INC    COM             22836810       22,260   1,564,323   SH          DEFINED     1,2,5        1,564,323
CROWN MEDIA HLDGS IN  CL A            22841110        1,655     175,462   SH          DEFINED     1              175,462
CRT PROPERTIES INC    COM             22876P10       17,211     630,439   SH          DEFINED     1,2,3          630,439
CRYOLIFE INC          COM             22890310          592      76,234   SH          DEFINED     1,6             76,234
CRYSTALLEX INTL CORP  COM             22942F10           54      15,078   SH          DEFINED     1,5             15,078
CSG SYS INTL INC      COM             12634910       19,117   1,007,229   SH          DEFINED     1,2,5,13     1,007,229
CSK AUTO CORP         COM             12596510        9,636     577,677   SH          DEFINED     1,2            577,677
CSS INDS INC          COM             12590610        2,789      82,418   SH          DEFINED     1,2             82,418
CSX CORP              COM             12640810      249,553   5,849,812   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,849,812
CT COMMUNICATIONS IN  COM NEW         12642640        3,041     233,039   SH          DEFINED     1,2            233,039
CTS CORP              COM             12650110        5,743     467,286   SH          DEFINED     1,2,6          467,286
CUBIC CORP            COM             22966910        3,533     199,179   SH          DEFINED     1,6            199,179
CUBIST PHARMACEUTICA  COM             22967810        7,313     555,304   SH          DEFINED     1,5            555,304
CULLEN FROST BANKERS  COM             22989910       27,154     569,866   SH          DEFINED     1,2,5,13       569,866
CUMMINS INC           COM             23102110      112,785   1,511,659   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     1,511,659
CUMULUS MEDIA INC     CL A            23108210        8,021     680,905   SH          DEFINED     1              680,905
CUNO INC              COM             12658310       18,763     262,635   SH          DEFINED     1,5,6          262,635
CURAGEN CORP          COM             23126R10        4,842     942,046   SH          DEFINED     1,2,5          942,046
CURATIVE HEALTH SRVC  COM             23126W10           32      14,169   SH          DEFINED     1               14,169
CURIS INC             COM             23126910        2,008     514,919   SH          DEFINED     1              514,919
CURTISS WRIGHT CORP   COM             23156110       15,087     279,652   SH          DEFINED     1,6            279,652
CV THERAPEUTICS INC   COM             12666710       10,098     450,415   SH          DEFINED     1,2,5          450,415
CVB FINL CORP         COM             12660010       10,497     533,372   SH          DEFINED     1,2,5          533,372
CVS CORP              COM             12665010      626,322  21,545,314   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       21,545,314
CYBERGUARD CORP       COM             23191010          981     165,042   SH          DEFINED     1              165,042
CYBERONICS INC        COM             23251P10       12,321     283,966   SH          DEFINED     1,2,6          283,966
CYBERSOURCE CORP      COM             23251J10        1,946     266,167   SH          DEFINED     1              266,167
CYMER INC             COM             23257210       12,874     488,585   SH          DEFINED     1,2,5,6        488,585
CYPRESS BIOSCIENCES   COM PAR $.      23267450        5,260     398,487   SH          DEFINED     1,2            398,487
CYPRESS SEMICONDUCTO  COM             23280610       33,508   2,661,506   SH          DEFINED     1,2,5,13     2,661,506
CYTEC INDS INC        COM             23282010       18,501     464,855   SH          DEFINED     1,2,5,13       464,855
CYTOGEN CORP          COM NEW         23282430           66      12,703   SH          DEFINED     1               12,703
CYTYC CORP            COM             23294610       29,203   1,323,804   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,323,804





                                                                                               
D & E COMMUNICATIONS  COM             23286010          219      22,392   SH          DEFINED     1               22,392
D & K HEALTHCARE RES  COM             23286110          126      14,900   SH          DEFINED     1               14,900
D R HORTON INC        COM             23331A10      163,782   4,354,744   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,354,744
DADE BEHRING HLDGS I  COM             23342J20       44,781     688,838   SH          DEFINED     1,2,5,10,
                                                                                                  12,14          688,838
DAIMLERCHRYSLER AG    ORD             D1668R12        1,489      36,751   SH          DEFINED     1               36,751
DAKTRONICS INC        COM             23426410        5,570     278,380   SH          DEFINED     1,6            278,380
DANA CORP             COM             23581110       50,303   3,351,281   SH          DEFINED     1,2,5,6,
                                                                                                  10,13        3,351,281
DANAHER CORP DEL      COM             23585110      471,198   9,002,640   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        9,002,640
DANIELSON HLDG CORP   COM             23627410       13,639   1,120,668   SH          DEFINED     1            1,120,668
DARDEN RESTAURANTS I  COM             23719410      261,628   7,932,944   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        7,932,944
DARLING INTL INC      COM             23726610        2,562     683,192   SH          DEFINED     1              683,192
DATASCOPE CORP        COM             23811310        6,505     195,067   SH          DEFINED     1,2,6          195,067
DATASTREAM SYS INC    COM             23812410          141      19,303   SH          DEFINED     1               19,303
DAVE & BUSTERS INC    COM             23833N10        6,186     335,455   SH          DEFINED     1,2            335,455
DAVITA INC            COM             23918K10       54,933   1,207,855   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,207,855
DDI CORP              COM PAR $       23316230           36      18,363   SH          DEFINED     1               18,363
DEAN FOODS CO NEW     COM             24237010       81,708   2,318,611   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,318,611
DEB SHOPS INC         COM             24272810        1,317      45,447   SH          DEFINED     1               45,447
DECKERS OUTDOOR CORP  COM             24353710        4,116     167,317   SH          DEFINED     1              167,317
DECODE GENETICS INC   COM             24358610        5,323     566,901   SH          DEFINED     1,2            566,901
DECORATOR INDS INC    COM PAR $0      24363120           92      11,400   SH          DEFINED     1               11,400
DEERE & CO            COM             24419910      421,926   6,442,595   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,442,595
DEL MONTE FOODS CO    COM             24522P10       34,304   3,185,142   SH          DEFINED     1,2,5,10,
                                                                                                  12           3,185,142
DELL INC              COM             24702R10    2,852,633  72,291,775   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       72,291,775
DELPHI CORP           COM             24712610      314,810  67,701,034   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       67,701,034
DELPHI FINL GROUP IN  CL A            24713110       15,501     351,100   SH          DEFINED     1,2,5          351,100
DELTA & PINE LD CO    COM             24735710       15,977     637,567   SH          DEFINED     1,2,5,6        637,567
DELTA AIR LINES INC   COM             24736110       13,303   3,538,091   SH          DEFINED     1,2,5,6,
                                                                                                  10,13        3,538,091
DELTA FINANCIAL CORP  COM             24791810        1,112     116,940   SH          DEFINED     1              116,940
DELTA PETE CORP       COM NEW         24790720        4,258     301,564   SH          DEFINED     1              301,564
DELTATHREE INC        COM             24783N10           43      13,000   SH          DEFINED     1               13,000
DELTIC TIMBER CORP    COM             24785010        5,831     153,335   SH          DEFINED     1,2            153,335
DELUXE CORP           COM             24801910       36,593     901,317   SH          DEFINED     1,2,5,6,
                                                                                                  12,13          901,317
DENBURY RES INC       COM NEW         24791620       18,786     472,374   SH          DEFINED     1,2,12         472,374
DENDREON CORP         COM             24823Q10        3,583     685,028   SH          DEFINED     1,5            685,028
DENDRITE INTL INC     COM             24823910        9,405     681,557   SH          DEFINED     1,2,6          681,557
DENNYS CORP           COM             24869P10        4,724     944,822   SH          DEFINED     1              944,822
DENTSPLY INTL INC NE  COM             24903010       62,396   1,155,490   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,155,490
DEPARTMENT 56 INC     COM             24950910          474      46,219   SH          DEFINED     1,5,6           46,219
DESIGN WITHIN REACH   COM             25055710        1,224      67,647   SH          DEFINED     1               67,647
DEUTSCHE BANK AG NAM  ORD             D1819089          772       9,911   SH          DEFINED     1                9,911
DEUTSCHE TELEKOM AG   SPONSORED       25156610        1,426      77,434   SH          DEFINED     1               77,434
DEVELOPERS DIVERSIFI  COM             25159110      117,638   2,559,570   SH          DEFINED     1,2,3,5,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,559,570
DEVON ENERGY CORP NE  COM             25179M10      845,099  16,675,191   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       16,675,191
DEVRY INC DEL         COM             25189310       22,045   1,107,812   SH          DEFINED     1,2,5,6,13   1,107,812
DEX MEDIA INC         COM             25212E10       28,152   1,153,282   SH          DEFINED     1,2,5,10,
                                                                                                  12           1,153,282
DEXCOM INC            COM             25213110          129      10,408   SH          DEFINED     1               10,408
DHB INDS INC          COM             23321E10        2,076     245,730   SH          DEFINED     1              245,730
DIAGEO P L C          SPON ADR N      25243Q20        2,462      41,521   SH          DEFINED     1               41,521
DIAGNOSTIC PRODS COR  COM             25245010       17,631     372,502   SH          DEFINED     1,2,5,6        372,502
DIAMOND OFFSHORE DRI  COM             25271C10       29,348     549,275   SH          DEFINED     1,2,5,12       549,275
DIAMONDCLUSTER INTL   COM             25278P10        3,983     352,441   SH          DEFINED     1,2            352,441
DIAMONDROCK HOSPITAL  COM             25278430        1,924     170,283   SH          DEFINED     1              170,283
DICKS SPORTING GOODS  COM             25339310        8,850     229,346   SH          DEFINED     1,2            229,346
DIEBOLD INC           COM             25365110       39,702     880,116   SH          DEFINED     1,2,5,12,
                                                                                                  13             880,116
DIGENE CORP           COM             25375210        4,747     171,482   SH          DEFINED     1,2            171,482
DIGI INTL INC         COM             25379810        3,537     298,256   SH          DEFINED     1,5,6          298,256
DIGIMARC CORP         COM             25380710           91      16,561   SH          DEFINED     1               16,561
DIGITAL INSIGHT CORP  COM             25385P10       14,342     599,579   SH          DEFINED     1,2,6          599,579





                                                                                               
DIGITAL RIV INC       COM             25388B10       14,697     462,889   SH          DEFINED     1,2            462,889
DIGITAL RLTY TR INC   COM             25386810        5,207     299,576   SH          DEFINED     1,3            299,576
DIGITAS INC           COM             25388K10       10,633     931,867   SH          DEFINED     1              931,867
DILLARDS INC          CL A            25406710       41,654   1,778,566   SH          DEFINED     1,2,5,6,
                                                                                                  10,13        1,778,566
DIME BANCORP INC NEW  *W EXP 99/      25429Q11           12      68,821   SH          DEFINED     1               68,821
DIME CMNTY BANCSHARE  COM             25392210        6,445     424,012   SH          DEFINED     1,2,5          424,012
DIODES INC            COM             25454310        3,401     108,998   SH          DEFINED     1              108,998
DIONEX CORP           COM             25454610       16,001     366,991   SH          DEFINED     1,2,5,6        366,991
DIRECT GEN CORP       COM             25456W20        3,532     189,815   SH          DEFINED     1              189,815
DIRECTV GROUP INC     COM             25459L10      638,040  41,163,855   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14          41,163,855
DISCOVERY LABORATORI  COM             25466810        4,779     655,576   SH          DEFINED     1,5            655,576
DISCOVERY PARTNERS I  COM             25467510           57      19,812   SH          DEFINED     1               19,812
DISNEY WALT CO        COM DISNEY      25468710    1,648,888  65,484,032   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       65,484,032
DISTRIBUTED ENERGY S  COM             25475V10          109      25,799   SH          DEFINED     1,2             25,799
DITECH COMMUNICATION  COM             25500M10        2,848     438,787   SH          DEFINED     1,2,6          438,787
DIVERSA CORP          COM             25506410        1,519     291,505   SH          DEFINED     1,2            291,505
DIXIE GROUP INC       CL A            25551910        1,657      94,097   SH          DEFINED     1               94,097
DJ ORTHOPEDICS INC    COM             23325G10       10,477     381,965   SH          DEFINED     1,2,6          381,965
DNP SELECT INCOME FD  COM             23325P10        1,125      97,342   SH          DEFINED     5,12            97,342
DOBSON COMMUNICATION  CL A            25606910        5,174   1,214,600   SH          DEFINED     1            1,214,600
DOCUCORP INTL INC     COM             25591110           76      10,300   SH          DEFINED     1               10,300
DOLBY LABORATORIES I  COM             25659T10        4,211     190,902   SH          DEFINED     1,2            190,902
DOLLAR GEN CORP       COM             25666910      206,015  10,118,612   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       10,118,612
DOLLAR THRIFTY AUTOM  COM             25674310       12,428     327,218   SH          DEFINED     1,2,5          327,218
DOLLAR TREE STORES I  COM             25674710       32,456   1,352,314   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,352,314
DOMINION RES INC VA   COM             25746U10      874,689  11,918,372   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       11,918,372
DOMINOS PIZZA INC     COM             25754A20        7,903     355,015   SH          DEFINED     1,2            355,015
DONALDSON INC         COM             25765110       27,582     909,391   SH          DEFINED     1,2,5,12,
                                                                                                  13             909,391
DONEGAL GROUP INC     CL A            25770120        1,725      86,435   SH          DEFINED     1               86,435
DONNELLEY R R & SONS  COM             25786710      189,518   5,491,676   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,491,676
DORAL FINL CORP       COM             25811P10       20,439   1,235,761   SH          DEFINED     1,2,5,12     1,235,761
DORCHESTER MINERALS   COM UNIT        25820R10          567      23,707   SH          DEFINED     1,5             23,707
DOT HILL SYS CORP     COM             25848T10        2,686     512,670   SH          DEFINED     1,5            512,670
DOUBLECLICK INC       COM             25860930       13,471   1,605,553   SH          DEFINED     1,2,5        1,605,553
DOV PHARMACEUTICAL I  COM             25985810        3,874     207,627   SH          DEFINED     1              207,627
DOVER CORP            COM             26000310      205,053   5,636,423   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,636,423
DOVER DOWNS GAMING &  COM             26009510        4,780     360,450   SH          DEFINED     1,2,5          360,450
DOVER MOTORSPORTS IN  COM             26017410          947     157,857   SH          DEFINED     1,5            157,857
DOW CHEM CO           COM             26054310    1,171,609  26,310,559   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       26,310,559
DOW JONES & CO INC    COM             26056110       72,834   2,054,555   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,054,555
DOWNEY FINL CORP      COM             26101810       20,466     279,584   SH          DEFINED     1,2,5          279,584
DPL INC               COM             23329310       42,639   1,553,347   SH          DEFINED     1,2,5,13     1,553,347
DR REDDYS LABS LTD    ADR             25613520          307      18,137   SH          DEFINED     1               18,137
DREAMWORKS ANIMATION  CL A            26153C10        6,810     259,911   SH          DEFINED     1,2,5          259,911
DRESS BARN INC        COM             26157010        7,136     315,313   SH          DEFINED     1,2,6          315,313
DREW INDS INC         COM NEW         26168L20        3,795      83,581   SH          DEFINED     1               83,581
DREYERS GRAND ICE CR  COM A CALL      26187710          579       7,117   SH          DEFINED     1,5,12           7,117
DRIL-QUIP INC         COM             26203710        4,593     158,328   SH          DEFINED     1,2            158,328
DRS TECHNOLOGIES INC  COM             23330X10       25,066     488,798   SH          DEFINED     1,2,5,6        488,798
DRUGSTORE COM INC     COM             26224110        2,625     629,444   SH          DEFINED     1              629,444
DSL NET INC           COM             26250610            2      26,359   SH          DEFINED     1              26,359
DSP GROUP INC         COM             23332B10       10,729     449,459   SH          DEFINED     1,2,5,6        449,459
DST SYS INC DEL       COM             23332610       51,572   1,101,976   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,101,976
DTE ENERGY CO         COM             23333110      248,145   5,305,639   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,305,639
DU PONT E I DE NEMOU  COM             26353410    1,814,267  42,182,454   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       42,182,454
DUCOMMUN INC DEL      COM             26414710          297      17,570   SH          DEFINED     1,5             17,570
DUKE ENERGY CORP      COM             26439910    2,440,382  82,084,835   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       82,084,835
DUKE REALTY CORP      COM NEW         26441150       91,329   2,884,695   SH          DEFINED     1,2,3,5,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,884,695
DUN & BRADSTREET COR  COM             26483E10       71,722   1,163,370   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,163,370





                                                                                               
DUQUESNE LT HLDGS IN  COM             26623310       30,645   1,640,508   SH          DEFINED     1,2,5,13     1,640,508
DURA AUTOMOTIVE SYST  CL A            26590310          119      27,722   SH          DEFINED     1,5             27,722
DURATEK INC           COM             26658Q10        2,707     116,761   SH          DEFINED     1              116,761
DURECT CORP           COM             26660510        1,984     389,848   SH          DEFINED     1              389,848
DUSA PHARMACEUTICALS  COM             26689810        1,484     159,617   SH          DEFINED     1              159,617
DYAX CORP             COM             26746E10          167      35,454   SH          DEFINED     1               35,454
DYCOM INDS INC        COM             26747510       16,468     831,308   SH          DEFINED     1,2,5,13       831,308
DYNAMEX INC           COM             26784F10        1,855     108,845   SH          DEFINED     1              108,845
DYNAMIC MATLS CORP    COM             26788810          769      19,877   SH          DEFINED     1               19,877
DYNEGY INC NEW        CL A            26816Q10       43,371   8,924,007   SH          DEFINED     1,2,5,6,10   8,924,007
E M C CORP MASS       COM             26864810      939,455  68,523,333   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       68,523,333
E ON AG               SPONSORED       26878010       20,272     684,624   SH          DEFINED     1,2            684,624
E PIPHANY INC         COM             26881V10        3,133     900,344   SH          DEFINED     1,2,5          900,344
E TRADE FINANCIAL CO  COM             26924610      132,567   9,475,848   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     9,475,848
EAGLE BROADBAND INC   COM             26943710            5      21,780   SH          DEFINED     1               21,780
EAGLE MATERIALS INC   COM             26969P10       20,486     221,252   SH          DEFINED     1,2,5,7        221,252
EAGLE MATERIALS INC   CL B            26969P20          769       8,494   SH          DEFINED     1,2,5            8,494
EARTHLINK INC         COM             27032110       17,896   2,066,514   SH          DEFINED     1,2,5        2,066,514
EAST WEST BANCORP IN  COM             27579R10       17,347     516,436   SH          DEFINED     1,2,5          516,436
EASTERN AMERN NAT GA  SPERS RCT       27621710          246       8,800   SH          DEFINED     1                8,800
EASTGROUP PPTY INC    COM             27727610       21,818     518,118   SH          DEFINED     1,3,5          518,118
EASTMAN CHEM CO       COM             27743210      124,303   2,253,915   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13,
                                                                                                  14           2,253,915
EASTMAN KODAK CO      COM             27746110      211,662   7,883,136   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        7,883,136
EATON CORP            COM             27805810      252,477   4,214,971   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,214,971
EATON VANCE CORP      COM NON VT      27826510       37,652   1,574,725   SH          DEFINED     1,2,5,13     1,574,725
EBAY INC              COM             27864210    1,005,694  30,466,329   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       30,466,329
ECC CAPITAL CORP      COM             26826M10        3,900     585,531   SH          DEFINED     1              585,531
ECHELON CORP          COM             27874N10        2,649     385,021   SH          DEFINED     1,2            385,021
ECHOSTAR COMMUNICATI  CL A            27876210       77,440   2,567,637   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,567,637
ECI TELECOM LTD       ORD             26825810          126      15,163   SH          DEFINED     1,2             15,163
ECLIPSYS CORP         COM             27885610        6,067     431,203   SH          DEFINED     1,5            431,203
ECOLAB INC            COM             27886510      211,397   6,532,671   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,532,671
ECOLLEGE COM          COM             27887E10        2,153     180,930   SH          DEFINED     1,2            180,930
ECOST COM INC         COM             27922W10          156      38,162   SH          DEFINED     1               38,162
EDGE PETE CORP DEL    COM             27986210        2,726     174,503   SH          DEFINED     1              174,503
EDISON INTL           COM             28102010    1,598,627  39,423,596   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       39,423,596
EDO CORP              COM             28134710        6,368     212,922   SH          DEFINED     1,6            212,922
EDP ENERGIAS DE PORT  SPONSORED       26835310          436      17,402   SH          DEFINED     1               17,402
EDUCATE INC           COM             28138P10        2,476     174,976   SH          DEFINED     1              174,976
EDUCATION MGMT CORP   COM             28139T10       27,608     818,487   SH          DEFINED     1,2,5,12,
                                                                                                  13             818,487
EDUCATION RLTY TR IN  COM             28140H10       10,050     549,193   SH          DEFINED     1,2,3          549,193
EDWARDS AG INC        COM             28176010       48,085   1,064,998   SH          DEFINED     1,2,5,6,
                                                                                                  12,13        1,064,998
EDWARDS LIFESCIENCES  COM             28176E10       74,783   1,738,341   SH          DEFINED     1,2,5,10,
                                                                                                  12,13        1,738,341
EFUNDS CORP           COM             28224R10       10,454     581,081   SH          DEFINED     1,2,5,6        581,081
EGL INC               COM             26848410       11,768     579,132   SH          DEFINED     1,2,6          579,132
EL PASO CORP          COM             28336L10      397,395  34,496,103   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       34,496,103
EL PASO ELEC CO       COM NEW         28367785       18,632     911,122   SH          DEFINED     1,2,5          911,122
ELECTRO RENT CORP     COM             28521810        3,327     228,832   SH          DEFINED     1,5            228,832
ELECTRO SCIENTIFIC I  COM             28522910        6,413     358,695   SH          DEFINED     1,2,5,6        358,695
ELECTRONIC ARTS INC   COM             28551210      466,161   8,234,612   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        8,234,612
ELECTRONIC DATA SYS   COM             28566110      559,557  29,067,890   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       29,067,890
ELECTRONICS BOUTIQUE  COM             28604510       13,199     207,884   SH          DEFINED     1,2,5,6        207,884
ELECTRONICS FOR IMAG  COM             28608210       16,731     795,186   SH          DEFINED     1,2,5          795,186
ELIZABETH ARDEN INC   COM             28660G10        8,084     345,636   SH          DEFINED     1              345,636
ELKCORP               COM             28745610        7,612     266,623   SH          DEFINED     1,6            266,623
ELLIS PERRY INTL INC  COM             28885310        2,099      89,730   SH          DEFINED     1               89,730
E-LOAN INC            COM             26861P10        1,642     491,718   SH          DEFINED     1              491,718
EMAGEON INC           COM             29076V10        1,503     107,455   SH          DEFINED     1              107,455
EMBARCADERO TECHNOLO  COM             29078710          146      26,078   SH          DEFINED     1               26,078





                                                                                               
EMBOTELLADORA ANDINA  SPON ADR A      29081P20          135      10,802   SH          DEFINED     1,2,7           10,802
EMBREX INC            COM             29081710        1,908     171,105   SH          DEFINED     1              171,105
EMC INS GROUP INC     COM             26866410          983      54,350   SH          DEFINED     1,2             54,350
EMCOR GROUP INC       COM             29084Q10       10,348     211,621   SH          DEFINED     1,2,5,6        211,621
EMCORE CORP           COM             29084610        1,487     360,165   SH          DEFINED     1,5            360,165
EMERGE INTERACTIVE I  CL A            29088W10            9      14,126   SH          DEFINED     1               14,126
EMERITUS CORP         COM             29100510          183      12,910   SH          DEFINED     1               12,910
EMERSON ELEC CO       COM             29101110      718,898  11,478,500   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       11,478,500
EMERSON RADIO CORP    COM NEW         29108720           91      32,700   SH          DEFINED     1,5             32,700
EMISPHERE TECHNOLOGI  COM             29134510           46      11,549   SH          DEFINED     1               11,549
EMMIS COMMUNICATIONS  CL A            29152510       10,481     593,166   SH          DEFINED     1,2,5,13       593,166
EMPIRE DIST ELEC CO   COM             29164110        7,919     330,503   SH          DEFINED     1              330,503
EMPRESA NACIONAL DE   SPONSORED       29244T10       37,257   1,496,246   SH          DEFINED     1,2,4,5,7    1,496,246
EMS TECHNOLOGIES INC  COM             26873N10          150      10,059   SH          DEFINED     1               10,059
EMULEX CORP           COM NEW         29247520       40,392   2,212,067   SH          DEFINED     1,2,5        2,212,067
ENBRIDGE ENERGY MANA  SHS UNITS       29250X10          468       9,260   SH          DEFINED     1                9,260
ENBRIDGE ENERGY PART  COM             29250R10          510       9,532   SH          DEFINED     1,5              9,532
ENBRIDGE INC          COM             29250N10          829      29,102   SH          DEFINED     1,7             29,102
ENCANA CORP           COM             29250510        2,058      51,976   SH          DEFINED     1,5             51,976
ENCORE ACQUISITION C  COM             29255W10       15,105     368,418   SH          DEFINED     1              368,418
ENCORE CAP GROUP INC  COM             29255410        2,479     145,814   SH          DEFINED     1              145,814
ENCORE MED CORP       COM             29256E10        2,220     400,066   SH          DEFINED     1              400,066
ENCORE WIRE CORP      COM             29256210        2,326     200,669   SH          DEFINED     1,5            200,669
ENCYSIVE PHARMACEUTI  COM             29256X10        8,165     755,290   SH          DEFINED     1,5            755,290
ENDEAVOUR INTL CORP   COM             29259G10        2,147     591,421   SH          DEFINED     1              591,421
ENDESA S A            SPONSORED       29258N10        1,009      44,044   SH          DEFINED     1               44,044
ENDO PHARMACEUTICALS  COM             29264F20       13,249     504,149   SH          DEFINED     1,2,5          504,149
ENDOLOGIX INC         COM             29266S10           48      10,700   SH          DEFINED     1               10,700
ENDURANCE SPECIALTY   SHS             G3039710        3,640      96,252   SH          DEFINED     1,5             96,252
ENDWAVE CORP          COM NEW         29264A20        3,312      69,586   SH          DEFINED     1               69,586
ENERGEN CORP          COM             29265N10       36,484   1,040,911   SH          DEFINED     1,2,5        1,040,911
ENERGIZER HLDGS INC   COM             29266R10      159,436   2,564,517   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,564,517
ENERGY CONVERSION DE  COM             29265910        5,800     259,147   SH          DEFINED     1,2            259,147
ENERGY EAST CORP      COM             29266M10       83,000   2,864,034   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,864,034
ENERGY PARTNERS LTD   COM             29270U10       10,048     383,365   SH          DEFINED     1,2,5          383,365
ENERGY TRANSFER PRTN  UNIT LTD P      29273R10          218       6,300   SH          DEFINED     1,5              6,300
ENERGYSOUTH INC       COM             29297010        2,599      93,798   SH          DEFINED     1,2             93,798
ENERSIS S A           SPONSORED       29274F10          891      85,346   SH          DEFINED     1,2             85,346
ENERSYS               COM             29275Y10        7,005     513,925   SH          DEFINED     1,2            513,925
ENESCO GROUP INC      COM             29297310          127      42,480   SH          DEFINED     1,6             42,480
ENGELHARD CORP        COM             29284510      131,962   4,622,132   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     4,622,132
ENGINEERED SUPPORT S  COM             29286610       19,930     556,237   SH          DEFINED     1,2,6          556,237
ENI S P A             SPONSORED       26874R10       19,300     150,545   SH          DEFINED     1,2            150,545
ENNIS INC             COM             29338910        5,265     290,578   SH          DEFINED     1,2            290,578
ENPRO INDS INC        COM             29355X10        9,177     317,876   SH          DEFINED     1,5            317,876
ENSCO INTL INC        COM             26874Q10       80,656   2,256,101   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,256,101
ENSTAR GROUP INC GA   COM             29358R10        2,431      36,956   SH          DEFINED     1               36,956
ENTEGRIS INC          COM             29362U10        6,680     674,700   SH          DEFINED     1,2,5          674,700
ENTERASYS NETWORKS I  COM             29363710          197     218,904   SH          DEFINED     1,5            218,904
ENTERCOM COMMUNICATI  CL A            29363910       20,724     622,519   SH          DEFINED     1,2,5,13       622,519
ENTERGY CORP NEW      COM             29364G10      516,946   6,842,438   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,842,438
ENTERPRISE FINL SVCS  COM             29371210        1,976      83,555   SH          DEFINED     1               83,555
ENTERPRISE PRODS PAR  COM             29379210        7,870     293,767   SH          DEFINED     1,2,5,12       293,767
ENTERTAINMENT PPTYS   COM SH BEN      29380T10       13,551     294,588   SH          DEFINED     1,5            294,588
ENTRAVISION COMMUNIC  CL A            29382R10        6,258     803,322   SH          DEFINED     1,2,5          803,322
ENTREMED INC          COM             29382F10           36      15,389   SH          DEFINED     1               15,389
ENTRUST INC           COM             29384810        3,383     706,267   SH          DEFINED     1,2,5          706,267
ENVIRONMENTAL TECTON  COM             29409210           71      13,800   SH          DEFINED     1               13,800
ENZO BIOCHEM INC      COM             29410010        8,544     476,533   SH          DEFINED     1,2,5,6        476,533





                                                                                               
ENZON PHARMACEUTICAL  COM             29390410        4,237     653,910   SH          DEFINED     1,2,5          653,910
EOG RES INC           COM             26875P10      452,855   7,972,793   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        7,972,793
EON LABS INC          COM             29412E10        7,269     237,231   SH          DEFINED     1,2,5          237,231
EPICOR SOFTWARE CORP  COM             29426L10        7,273     551,021   SH          DEFINED     1,5            551,021
EPIQ SYS INC          COM             26882D10        3,138     191,779   SH          DEFINED     1,6            191,779
EPIX PHARMACEUTICALS  COM             26881Q10        2,262     255,625   SH          DEFINED     1,5            255,625
EQUIFAX INC           COM             29442910      162,693   4,555,959   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,555,959
EQUINIX INC           COM NEW         29444U50        6,737     155,438   SH          DEFINED     1              155,438
EQUITABLE RES INC     COM             29454910       71,610   1,053,081   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        1,053,081
EQUITY INNS INC       COM             29470310       15,440   1,160,931   SH          DEFINED     1,2,3,5      1,160,931
EQUITY LIFESTYLE PPT  COM             29472R10       18,170     457,004   SH          DEFINED     1,2,3,5        457,004
EQUITY OFFICE PROPER  COM             29474110      485,949  14,681,225   SH          DEFINED     1,2,3,5,6,
                                                                                                  7,8,10,12,
                                                                                                  13,14       14,681,225
EQUITY ONE            COM             29475210       16,343     719,938   SH          DEFINED     1,3            719,938
EQUITY RESIDENTIAL    SH BEN INT      29476L10      356,833   9,691,294   SH          DEFINED     1,2,3,5,6,
                                                                                                  7,8,10,12,
                                                                                                  13,14        9,691,294
ERESEARCHTECHNOLOGY   COM             29481V10        7,320     546,670   SH          DEFINED     1,2,5          546,670
ERICSSON L M TEL CO   ADR B SEK       29482160          244       7,631   SH          DEFINED     1,5              7,631
ERIE INDTY CO         CL A            29530P10       16,309     300,621   SH          DEFINED     1,2,5,12       300,621
ESB FINL CORP         COM             26884F10          270      20,561   SH          DEFINED     1,2             20,561
ESCALADE INC          COM             29605610        1,713     124,432   SH          DEFINED     1,2            124,432
ESCO TECHNOLOGIES IN  COM             29631510       27,230     270,142   SH          DEFINED     1,2,5          270,142
ESPEED INC            CL A            29664310        2,598     291,566   SH          DEFINED     1              291,566
ESS TECHNOLOGY INC    COM             26915110          359      85,236   SH          DEFINED     1,2,5,6         85,236
ESSEX CORP            COM             29674410        4,052     177,119   SH          DEFINED     1              177,119
ESSEX PPTY TR INC     COM             29717810       34,897     420,140   SH          DEFINED     1,2,3,5        420,140
ESTERLINE TECHNOLOGI  COM             29742510       14,033     350,127   SH          DEFINED     1,2,6          350,127
ETHAN ALLEN INTERIOR  COM             29760210       21,954     655,133   SH          DEFINED     1,2,5,6        655,133
EUROBANCSHARES INC    COM             29871610        1,199      74,723   SH          DEFINED     1               74,723
EURONET WORLDWIDE IN  COM             29873610        9,322     320,686   SH          DEFINED     1,5            320,686
EVANS & SUTHERLAND C  COM             29909610           77      15,300   SH          DEFINED     1               15,300
EVEREST RE GROUP LTD  COM             G3223R10       46,275     497,584   SH          DEFINED     1,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14             497,584
EVERGREEN SOLAR INC   COM             30033R10        3,245     504,670   SH          DEFINED     1,2            504,670
EVOLVING SYS INC      COM             30049R10           46      16,130   SH          DEFINED     1               16,130
EXACT SCIENCES CORP   COM             30063P10           41      17,954   SH          DEFINED     1               17,954
EXAR CORP             COM             30064510        7,953     534,085   SH          DEFINED     1,2,5,6        534,085
EXCEL TECHNOLOGY INC  COM             30067T10        5,035     207,222   SH          DEFINED     1              207,222
EXELIXIS INC          COM             30161Q10        7,258     976,824   SH          DEFINED     1,2,5          976,824
EXELON CORP           COM             30161N10    1,302,169  25,368,567   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       25,368,567
EXIDE TECHNOLOGIES    COM NEW         30205120           88      18,145   SH          DEFINED     1               18,145
EXPEDITORS INTL WASH  COM             30213010       94,425   1,895,701   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,895,701
EXPLORATION CO        COM NEW         30213320           48      11,187   SH          DEFINED     1               11,187
EXPONENT INC          COM             30214U10        2,314      80,966   SH          DEFINED     1               80,966
EXPRESS SCRIPTS INC   COM             30218210      272,887   5,459,920   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,459,920
EXPRESSJET HOLDINGS   CL A            30218U10       78,942   9,276,366   SH          DEFINED     1,2          9,276,366
EXTRA SPACE STORAGE   COM             30225T10        4,673     326,095   SH          DEFINED     1              326,095
EXTREME NETWORKS INC  COM             30226D10        5,898   1,449,102   SH          DEFINED     1,2,5        1,449,102
EXXON MOBIL CORP      COM             30231G10   11,243,152 195,635,154   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14      195,635,154
EYETECH PHARMACEUTIC  COM             30229710        6,746     533,682   SH          DEFINED     1,2,5          533,682
F M C CORP            COM NEW         30249130       42,666     759,997   SH          DEFINED     1,2,5,13       759,997
F N B CORP VA         COM             30293010        2,727      97,401   SH          DEFINED     1,2             97,401
F5 NETWORKS INC       COM             31561610       19,912     421,241   SH          DEFINED     1,2,13         421,241
FACTSET RESH SYS INC  COM             30307510       17,365     484,504   SH          DEFINED     1,2,5,6        484,504
FAIR ISAAC CORP       COM             30325010       45,972   1,259,511   SH          DEFINED     1,2,5,10,
                                                                                                  12,13        1,259,511
FAIRCHILD CORP        CL A            30369810           33      11,478   SH          DEFINED     1               11,478
FAIRCHILD SEMICONDUC  COM             30372610       28,917   1,960,448   SH          DEFINED     1,5,8,13     1,960,448
FAIRPOINT COMMUNICAT  COM             30556010        4,606     285,192   SH          DEFINED     1              285,192
FALCONSTOR SOFTWARE   COM             30613710        2,182     334,153   SH          DEFINED     1,5            334,153
FAMILY DLR STORES IN  COM             30700010      110,109   4,218,727   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,218,727
FARGO ELECTRONICS IN  COM             30744P10        2,534     126,749   SH          DEFINED     1              126,749
FARMER BROS CO        COM             30767510        1,926      86,536   SH          DEFINED     1               86,536





                                                                                               
FARMERS CAP BK CORP   COM             30956210        2,912      84,061   SH          DEFINED     1,2             84,061
FARO TECHNOLOGIES IN  COM             31164210        3,179     116,602   SH          DEFINED     1              116,602
FASTENAL CO           COM             31190010       60,944     995,005   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14          995,005
FBL FINL GROUP INC    CL A            30239F10        4,962     179,708   SH          DEFINED     1,2            179,708
FEATHERLITE INC       COM             31305410           57      14,595   SH          DEFINED     1               14,595
FEDDERS CORP          COM NEW         31313550          133      60,653   SH          DEFINED     1,6             60,653
FEDERAL AGRIC MTG CO  CL C            31314830        2,422     109,838   SH          DEFINED     1,2            109,838
FEDERAL HOME LN MTG   COM             31340030    1,298,021  19,899,142   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       19,899,142
FEDERAL NATL MTG ASS  COM             31358610    1,674,237  28,668,436   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       28,668,436
FEDERAL REALTY INVT   SH BEN INT      31374720       47,659     807,781   SH          DEFINED     1,2,3,5        807,781
FEDERAL SIGNAL CORP   COM             31385510       14,065     901,619   SH          DEFINED     1,2,5,13       901,619
FEDERATED DEPT STORE  COM             31410H10      525,713   7,174,027   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        7,174,027
FEDERATED INVS INC P  CL B            31421110       79,403   2,645,874   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     2,645,874
FEDEX CORP            COM             31428X10      680,624   8,401,731   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        8,401,731
FEI CO                COM             30241L10        7,589     332,691   SH          DEFINED     1,5,6          332,691
FELCOR LODGING TR IN  COM             31430F10       19,740   1,363,274   SH          DEFINED     1,2,3,5      1,363,274
FERRO CORP            COM             31540510       13,516     680,570   SH          DEFINED     1,2,5,13       680,570
FIAT S P A            SP ADR ORD      31562188           88      12,207   SH          DEFINED     1               12,207
FIDELITY BANKSHARES   COM             31604Q10        6,950     262,057   SH          DEFINED     1              262,057
FIDELITY NATL FINL I  COM             31632610       95,594   2,678,464   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,678,464
FIELDSTONE INVT CORP  COM             31659U30        8,078     560,961   SH          DEFINED     1              560,961
FIFTH THIRD BANCORP   COM             31677310      557,948  13,552,291   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       13,552,291
FILENET CORP          COM             31686910       18,427     732,971   SH          DEFINED     1,2,5,6        732,971
FINANCIAL FED CORP    COM             31749210       18,021     466,375   SH          DEFINED     1,2            466,375
FINANCIAL INSTNS INC  COM             31758540        2,421     134,358   SH          DEFINED     1,2            134,358
FINISAR               COM             31787A10        2,048   1,950,413   SH          DEFINED     1,2,5        1,950,413
FINISH LINE INC       CL A            31792310       11,833     625,447   SH          DEFINED     1,5,6          625,447
FIRST ACCEPTANCE COR  COM             31845710        2,045     216,132   SH          DEFINED     1              216,132
FIRST ADVANTAGE CORP  CL A            31845F10          733      31,316   SH          DEFINED     1               31,316
FIRST AMERN CORP CAL  COM             31852230       54,646   1,361,380   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,361,380
FIRST BANCORP N C     COM             31891010        3,068     138,625   SH          DEFINED     1,2,5          138,625
FIRST BANCORP P R     COM             31867210       18,087     450,487   SH          DEFINED     1,2,5          450,487
FIRST BUSEY CORP      COM             31938310        3,064     158,650   SH          DEFINED     1,5            158,650
FIRST CASH FINL SVCS  COM             31942D10        2,742     128,322   SH          DEFINED     1              128,322
FIRST CHARTER CORP    COM             31943910        8,204     373,399   SH          DEFINED     1,2,5          373,399
FIRST CMNTY BANCORP   COM             31983B10        9,633     202,804   SH          DEFINED     1,2            202,804
FIRST CMNTY BANCSHAR  COM             31983A10        3,890     119,685   SH          DEFINED     1              119,685
FIRST COMWLTH FINL C  COM             31982910       11,528     841,444   SH          DEFINED     1,2,5          841,444
FIRST CONSULTING GRO  COM             31986R10          113      22,167   SH          DEFINED     1               22,167
FIRST CTZNS BANCSHAR  CL A            31946M10       12,537      86,734   SH          DEFINED     1,2,5           86,734
FIRST DATA CORP       COM             31996310    1,033,964  25,758,942   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       25,758,942
FIRST DEFIANCE FINL   COM             32006W10        2,158      80,868   SH          DEFINED     1,5             80,868
FIRST FINL BANCORP O  COM             32020910        8,445     446,828   SH          DEFINED     1,2,5          446,828
FIRST FINL BANKSHARE  COM             32020R10        7,752     229,064   SH          DEFINED     1,5            229,064
FIRST FINL CORP IND   COM             32021810        5,071     176,520   SH          DEFINED     1,2            176,520
FIRST FINL HLDGS INC  COM             32023910        4,543     151,904   SH          DEFINED     1              151,904
FIRST HORIZON NATL C  COM             32051710      136,666   3,238,540   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,238,540
FIRST HORIZON PHARMA  COM             32051K10        6,802     357,257   SH          DEFINED     1,2            357,257
FIRST IND CORP        COM             32054R10        6,971     234,962   SH          DEFINED     1,2            234,962
FIRST INDUSTRIAL REA  COM             32054K10       33,904     849,733   SH          DEFINED     1,2,3,5        849,733
FIRST MARBLEHEAD COR  COM             32077110        7,046     200,972   SH          DEFINED     1,2,5,12       200,972
FIRST MERCHANTS CORP  COM             32081710        5,789     232,968   SH          DEFINED     1,2            232,968
FIRST MIDWEST BANCOR  COM             32086710       23,266     663,224   SH          DEFINED     1,2,5          663,224
FIRST NIAGARA FINL G  COM             33582V10       21,722   1,489,836   SH          DEFINED     1,2,5        1,489,836
FIRST OAK BROOK BANC  COM             33584720        2,328      82,509   SH          DEFINED     1               82,509
FIRST PL FINL CORP    COM             33610T10        5,118     254,778   SH          DEFINED     1,2            254,778
FIRST POTOMAC RLTY T  COM             33610F10        4,806     193,805   SH          DEFINED     1              193,805
FIRST REGL BANCORP    COM             33615C10        1,910      28,868   SH          DEFINED     1,2             28,868
FIRST REP BK SAN FRA  COM             33615810        8,196     231,970   SH          DEFINED     1              231,970





                                                                                               
FIRST SOUTH BANCORP   COM             33646W10        1,628      51,404   SH          DEFINED     1               51,404
FIRST ST BANCORPORAT  COM             33645310        6,938     359,665   SH          DEFINED     1              359,665
FIRST UN REAL EST EQ  SH BEN INT      33740010           56      14,849   SH          DEFINED     1               14,849
FIRSTBANK CORP MICH   COM             33761G10        2,565      94,993   SH          DEFINED     1,5             94,993
FIRSTENERGY CORP      COM             33793210    1,093,607  22,731,390   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       22,731,390
FIRSTFED FINL CORP    COM             33790710       23,176     388,794   SH          DEFINED     1,2,5          388,794
FIRSTMERIT CORP       COM             33791510       25,281     968,236   SH          DEFINED     1,2,5,13       968,236
FISERV INC            COM             33773810      247,261   5,765,004   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,765,004
FISHER COMMUNICATION  COM             33775620        3,425      72,432   SH          DEFINED     1               72,432
FISHER SCIENTIFIC IN  COM NEW         33803220      202,393   3,118,534   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,118,534
FLAG FINL CORP        COM             33832H10          180      12,600   SH          DEFINED     1               12,600
FLAGSTAR BANCORP INC  COM             33793010        9,392     496,152   SH          DEFINED     1,2,5          496,152
FLANDERS CORP         COM             33849410          982     109,105   SH          DEFINED     1              109,105
FLEETWOOD ENTERPRISE  COM             33909910        8,465     833,994   SH          DEFINED     1,2,6          833,994
FLEXTRONICS INTL LTD  ORD             Y2573F10       32,876   2,488,741   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,488,741
FLIR SYS INC          COM             30244510       19,044     638,202   SH          DEFINED     1,2,5,6        638,202
FLORIDA EAST COAST I  COM             34063210       15,390     355,423   SH          DEFINED     1,2            355,423
FLORIDA ROCK INDS IN  COM             34114010       25,718     350,614   SH          DEFINED     1,2,5,7,12     350,614
FLOW INTL CORP        COM             34346810           74      11,504   SH          DEFINED     1               11,504
FLOWERS FOODS INC     COM             34349810       22,123     625,643   SH          DEFINED     1,2,5,6        625,643
FLOWSERVE CORP        COM             34354P10       37,302   1,232,707   SH          DEFINED     1,2,5,13     1,232,707
FLUOR CORP NEW        COM             34341210      129,732   2,252,684   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,252,684
FLUSHING FINL CORP    COM             34387310        6,143     333,832   SH          DEFINED     1,2            333,832
FLYI INC              COM             34407T10           14      18,903   SH          DEFINED     1               18,903
FMC TECHNOLOGIES INC  COM             30249U10       26,720     835,779   SH          DEFINED     1,2,5,12,
                                                                                                  13             835,779
FNB CORP PA           COM             30252010       13,427     683,320   SH          DEFINED     1,2,5          683,320
FNB FINANCIAL SERVIC  COM             30252610          197      10,939   SH          DEFINED     1               10,939
FOCUS ENHANCEMENTS I  COM             34415910            8      11,700   SH          DEFINED     1               11,700
FOMENTO ECONOMICO ME  SPON ADR U      34441910        5,060      84,934   SH          DEFINED     1,2             84,934
FONAR CORP            COM             34443710           36      30,200   SH          DEFINED     1               30,200
FOOT LOCKER INC       COM             34484910       64,248   2,360,327   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,360,327
FORD MTR CO DEL       COM PAR $0      34537086      551,277  53,835,659   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       53,835,659
FOREST CITY ENTERPRI  CL A            34555010       18,796     264,731   SH          DEFINED     1,2,5,12       264,731
FOREST LABS INC       COM             34583810      325,667   8,382,677   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     8,382,677
FOREST OIL CORP       COM PAR $0      34609170       33,896     807,055   SH          DEFINED     1,2,5,13       807,055
FORMFACTOR INC        COM             34637510        9,206     348,450   SH          DEFINED     1              348,450
FORRESTER RESH INC    COM             34656310        3,880     217,638   SH          DEFINED     1,2            217,638
FORTUNE BRANDS INC    COM             34963110      368,279   4,147,284   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,147,284
FORWARD AIR CORP      COM             34985310       20,037     708,771   SH          DEFINED     1,2,6          708,771
FOSSIL INC            COM             34988210       15,364     676,816   SH          DEFINED     1,2,5,6        676,816
FOSTER L B CO         COM             35006010          129      13,900   SH          DEFINED     1               13,900
FOUNDATION COAL HLDG  COM             35039W10        7,059     272,113   SH          DEFINED     1,5            272,113
FOUNDRY NETWORKS INC  COM             35063R10       12,609   1,462,770   SH          DEFINED     1,5          1,462,770
FOUNTAIN POWERBOAT I  COM NEW         35075530           63      13,400   SH          DEFINED     1               13,400
FOUR SEASONS HOTEL I  LTD VTG SH      35100E10        1,282      19,402   SH          DEFINED     1               19,402
FOXHOLLOW TECHNOLOGI  COM             35166A10        6,072     158,673   SH          DEFINED     1              158,673
FPIC INS GROUP INC    COM             30256310        4,943     168,515   SH          DEFINED     1,2,5          168,515
FPL GROUP INC         COM             30257110      490,764  11,668,179   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       11,668,179
FRANCE TELECOM        SPONSORED       35177Q10          405      13,894   SH          DEFINED     1               13,894
FRANKLIN BK CORP DEL  COM             35245110        4,507     240,271   SH          DEFINED     1,2            240,271
FRANKLIN ELEC INC     COM             35351410        8,803     227,759   SH          DEFINED     1              227,759
FRANKLIN RES INC      COM             35461310      380,953   4,948,721   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,948,721
FREDS INC             CL A            35610810        9,922     598,421   SH          DEFINED     1,5,6          598,421
FREEPORT-MCMORAN COP  CL B            35671D85      183,968   4,913,680   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,913,680
FREESCALE SEMICONDUC  COM CL A        35687M10        2,003      95,341   SH          DEFINED     1,5,12          95,341
FREESCALE SEMICONDUC  CL B            35687M20      199,776   9,432,314   SH          DEFINED     1,2,5,6,8,
                                                                                                  10,12,13     9,432,314
FREIGHTCAR AMER INC   COM             35702310        1,217      61,378   SH          DEFINED     1               61,378
FREMONT GEN CORP      COM             35728810       19,557     803,818   SH          DEFINED     1,5            803,818
FRESH DEL MONTE PROD  ORD             G3673810        2,225      82,640   SH          DEFINED     1,5             82,640





                                                                                               
FRIEDMAN BILLINGS RA  CL A            35843410       20,199   1,412,552   SH          DEFINED     1,2,5,7,12   1,412,552
FRIEDMAN INDS INC     COM             35843510          102      13,840   SH          DEFINED     1               13,840
FRONTIER AIRLINES IN  COM             35906510        4,779     462,635   SH          DEFINED     1,6            462,635
FRONTIER FINL CORP W  COM             35907K10        7,751     306,861   SH          DEFINED     1,5            306,861
FRONTIER OIL CORP     COM             35914P10       32,395   1,103,754   SH          DEFINED     1,2          1,103,754
FROZEN FOOD EXPRESS   COM             35936010        1,906     168,396   SH          DEFINED     1              168,396
FSI INTL INC          COM             30263310          101      27,282   SH          DEFINED     1               27,282
FTD GROUP INC         COM             30267U10          724      63,804   SH          DEFINED     1               63,804
FTI CONSULTING INC    COM             30294110       10,934     523,166   SH          DEFINED     1,2,5          523,166
FUELCELL ENERGY INC   COM             35952H10        5,360     525,014   SH          DEFINED     1,2,5          525,014
FUJI PHOTO FILM LTD   ADR             35958630        7,063     216,709   SH          DEFINED     1,2            216,709
FULLER H B CO         COM             35969410       14,628     429,479   SH          DEFINED     1,2,5          429,479
FULTON FINL CORP PA   COM             36027110       22,817   1,267,589   SH          DEFINED     1,2,5,12     1,267,589
FURNITURE BRANDS INT  COM             36092110       18,687     864,759   SH          DEFINED     1,2,5,13       864,759
FX ENERGY INC         COM             30269510        3,771     341,869   SH          DEFINED     1              341,869
G & K SVCS INC        CL A            36126810        9,913     262,741   SH          DEFINED     1,2,5,6        262,741
G B & T BANCSHARES I  COM             36146210        2,517     105,926   SH          DEFINED     1              105,926
GABELLI ASSET MGMT I  CL A            36239Y10        3,568      80,745   SH          DEFINED     1               80,745
GABLES RESIDENTIAL T  SH BEN INT      36241810       25,827     597,432   SH          DEFINED     1,2,3,5        597,432
GAIAM INC             CL A            36268Q10          105      15,100   SH          DEFINED     1,2             15,100
GALLAGHER ARTHUR J &  COM             36357610       31,426   1,158,337   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,158,337
GALLAHER GROUP PLC    SPONSORED       36359510       17,102     288,390   SH          DEFINED     1              288,390
GAMESTOP CORP         CL A            36466R10        1,662      50,801   SH          DEFINED     1,5             50,801
GAMESTOP CORP         COM CL B        36466R20       21,985     735,296   SH          DEFINED     1,2,5,6        735,296
GANNETT INC           COM             36473010      519,707   7,306,432   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        7,306,432
GAP INC DEL           COM             36476010      414,375  20,981,021   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       20,981,021
GARDNER DENVER INC    COM             36555810       15,785     449,972   SH          DEFINED     1,2,6          449,972
GARMIN LTD            ORD             G3726010        3,084      72,129   SH          DEFINED     1,5,12          72,129
GARTNER INC           COM             36665110       11,027   1,038,278   SH          DEFINED     1,2,5,13     1,038,278
GARTNER INC           CL B            36665120          168      15,898   SH          DEFINED     1,13            15,898
GASCO ENERGY INC      COM             36722010        2,228     602,179   SH          DEFINED     1              602,179
GATEWAY INC           COM             36762610       25,068   7,596,469   SH          DEFINED     1,2,5,6,
                                                                                                  10,13        7,596,469
GATX CORP             COM             36144810       41,030   1,189,286   SH          DEFINED     1,2,5,6,13   1,189,286
GAYLORD ENTMT CO NEW  COM             36790510       20,863     448,757   SH          DEFINED     1,2            448,757
GEHL CO               COM             36848310        2,663      68,397   SH          DEFINED     1               68,397
GEMPLUS INTL S A      ADR             36866Y10           64      14,520   SH          DEFINED     1               14,520
GEMSTAR-TV GUIDE INT  COM             36866W10       11,561   3,220,432   SH          DEFINED     1,5          3,220,432
GENAERA CORP          COM             36867G10           53      31,082   SH          DEFINED     1               31,082
GENAISSANCE PHARMACE  COM             36867W10           16      14,456   SH          DEFINED     1               14,456
GENCORP INC           COM             36868210       12,940     671,869   SH          DEFINED     1,6            671,869
GENE LOGIC INC        COM             36868910          120      36,404   SH          DEFINED     1,5             36,404
GENELABS TECHNOLOGIE  COM             36870610           48      95,688   SH          DEFINED     1,5             95,688
GENENTECH INC         COM NEW         36871040      435,029   5,418,894   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           5,418,894
GENERAL BINDING CORP  COM             36915410        2,623     119,590   SH          DEFINED     1,2            119,590
GENERAL CABLE CORP D  COM             36930010        7,352     495,736   SH          DEFINED     1,2,5          495,736
GENERAL COMMUNICATIO  CL A            36938510       12,072   1,223,143   SH          DEFINED     1,6          1,223,143
GENERAL DYNAMICS COR  COM             36955010      724,446   6,613,527   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,613,527
GENERAL ELEC CO       COM             36960410   10,478,011 302,395,702   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14      302,395,702
GENERAL GROWTH PPTYS  COM             37002110      187,240   4,556,833   SH          DEFINED     1,2,3,5,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,556,833
GENERAL MARITIME COR  SHS             Y2692M10        2,451      57,814   SH          DEFINED     1,2,5           57,814
GENERAL MLS INC       COM             37033410      439,479   9,392,577   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        9,392,577
GENERAL MTRS CORP     COM             37044210    3,240,824  95,318,342   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       95,318,342
GENESCO INC           COM             37153210       14,335     386,492   SH          DEFINED     1,2,6          386,492
GENESEE & WYO INC     CL A            37155910        7,352     270,203   SH          DEFINED     1,2            270,203
GENESIS HEALTHCARE C  COM             37184D10       23,011     497,216   SH          DEFINED     1,2,5          497,216
GENESIS MICROCHIP IN  COM             37184C10        7,168     388,313   SH          DEFINED     1,2            388,313
GENITOPE CORP         COM             37229P50        2,962     230,721   SH          DEFINED     1              230,721
GENLYTE GROUP INC     COM             37230210       28,498     584,693   SH          DEFINED     1,2            584,693
GEN-PROBE INC NEW     COM             36866T10       22,369     617,408   SH          DEFINED     1,2,5,12,
                                                                                                  13             617,408





                                                                                               
GENTA INC             COM NEW         37245M20           33      27,628   SH          DEFINED     1,5             27,628
GENTEX CORP           COM             37190110       36,943   2,029,811   SH          DEFINED     1,2,5,12,
                                                                                                  13           2,029,811
GENTIVA HEALTH SERVI  COM             37247A10        5,474     306,522   SH          DEFINED     1,5,6          306,522
GENUINE PARTS CO      COM             37246010      180,336   4,388,804   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,388,804
GENVEC INC            COM             37246C10           26      14,112   SH          DEFINED     1               14,112
GENWORTH FINL INC     COM CL A        37247D10       80,697   2,669,448   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,669,448
GENZYME CORP          COM             37291710      407,057   6,774,115   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,774,115
GEO GROUP INC         COM             36159R10        3,118     124,465   SH          DEFINED     1,2,5          124,465
GEORGIA GULF CORP     COM PAR $0      37320020       24,699     795,461   SH          DEFINED     1,2,5          795,461
GEORGIA PAC CORP      COM             37329810      261,686   8,229,127   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        8,229,127
GERBER SCIENTIFIC IN  COM             37373010          238      34,206   SH          DEFINED     1,2,6           34,206
GERDAU S A            SPONSORED       37373710          174      17,856   SH          DEFINED     1,2             17,856
GERMAN AMERN BANCORP  COM             37386510          270      19,563   SH          DEFINED     1,5             19,563
GERON CORP            COM             37416310        4,832     624,236   SH          DEFINED     1              624,236
GETTY IMAGES INC      COM             37427610       39,901     537,310   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14             537,310
GETTY RLTY CORP NEW   COM             37429710        5,946     214,659   SH          DEFINED     1,2            214,659
GEVITY HR INC         COM             37439310        5,957     297,417   SH          DEFINED     1,2            297,417
GFI GROUP INC         COM             36165220        1,379      38,741   SH          DEFINED     1               38,741
GIANT INDS INC        COM             37450810        4,820     133,897   SH          DEFINED     1,2            133,897
GIBRALTAR INDS INC    COM             37468910        5,229     283,243   SH          DEFINED     1              283,243
G-III APPAREL GROUP   COM             36237H10          120      12,700   SH          DEFINED     1               12,700
GILEAD SCIENCES INC   COM             37555810      519,914  11,818,908   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       11,818,908
GILLETTE CO           COM             37576610    1,416,699  27,981,417   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       27,981,417
GLACIER BANCORP INC   COM             37637Q10        9,401     359,768   SH          DEFINED     1              359,768
GLADSTONE CAPITAL CO  COM             37653510        2,478     105,893   SH          DEFINED     1              105,893
GLAMIS GOLD LTD       COM             37677510        1,936     112,471   SH          DEFINED     1,12,13        112,471
GLATFELTER            COM             37731610        7,225     582,694   SH          DEFINED     1,13           582,694
GLAXOSMITHKLINE PLC   SPONSORED       37733W10      928,870  19,148,012   SH          DEFINED     1,2         19,148,012
GLENAYRE TECHNOLOGIE  COM             37789910        2,369     630,105   SH          DEFINED     1              630,105
GLENBOROUGH RLTY TR   COM             37803P10       14,449     701,758   SH          DEFINED     1,2,3,5        701,758
GLIMCHER RLTY TR      SH BEN INT      37930210       21,124     761,243   SH          DEFINED     1,2,3,5        761,243
GLOBAL IMAGING SYSTE  COM             37934A10        9,231     289,731   SH          DEFINED     1,6            289,731
GLOBAL INDS LTD       COM             37933610        9,748   1,146,876   SH          DEFINED     1,2,5        1,146,876
GLOBAL PMTS INC       COM             37940X10       25,371     374,200   SH          DEFINED     1,2,5,6        374,200
GLOBAL POWER EQUIPME  COM             37941P10        3,397     427,263   SH          DEFINED     1,5            427,263
GLOBAL SIGNAL INC     COM             37944Q10        8,222     218,383   SH          DEFINED     1,2,3          218,383
GLOBALSANTAFE CORP    SHS             G3930E10       44,064   1,080,000   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,080,000
GLOBETEL COMMUNICATI  COM NEW         37958F20        1,597     572,385   SH          DEFINED     1              572,385
GMH CMNTYS TR         COM             36188G10        8,913     643,532   SH          DEFINED     1,2,3          643,532
GOLD BANC CORP INC    COM             37990710        6,997     480,866   SH          DEFINED     1,5            480,866
GOLD KIST INC         COM             38061410       12,507     579,559   SH          DEFINED     1              579,559
GOLDEN TELECOM INC    COM             38122G10        6,397     208,491   SH          DEFINED     1              208,491
GOLDEN WEST FINL COR  COM             38131710      486,265   7,553,043   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        7,553,043
GOLDMAN SACHS GROUP   COM             38141G10    1,259,373  12,344,376   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       12,344,376
GOODRICH CORP         COM             38238810      137,410   3,354,726   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     3,354,726
GOODRICH PETE CORP    COM NEW         38241040        2,068     100,484   SH          DEFINED     1              100,484
GOODYEAR TIRE & RUBR  COM             38255010      118,916   7,980,915   SH          DEFINED     1,2,5,6,7,
                                                                                                  10,13        7,980,915
GOODYS FAMILY CLOTHI  COM             38258810        2,512     340,568   SH          DEFINED     1,2,5,6        340,568
GOOGLE INC            CL A            38259P50      615,967   2,094,059   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,094,059
GOREMOTE INTERNET CO  COM             38285910           21      13,500   SH          DEFINED     1               13,500
GORMAN RUPP CO        COM             38308210        5,724     267,330   SH          DEFINED     1              267,330
GOTTSCHALKS INC       COM             38348510          124      10,992   SH          DEFINED     1               10,992
GOVERNMENT PPTYS TR   COM             38374W10        4,479     460,773   SH          DEFINED     1              460,773
GP STRATEGIES CORP    COM             36225V10          165      20,257   SH          DEFINED     1               20,257
GRACE W R & CO DEL N  COM             38388F10        6,725     863,303   SH          DEFINED     1,2            863,303
GRACO INC             COM             38410910       33,664     988,085   SH          DEFINED     1,2,5,12,
                                                                                                  13             988,085
GRAFTECH INTL LTD     COM             38431310        5,068   1,178,506   SH          DEFINED     1,2,5        1,178,506
GRAINGER W W INC      COM             38480210      121,004   2,208,504   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,208,504
GRAMERCY CAP CORP     COM             38487110        3,410     139,404   SH          DEFINED     1              139,404





                                                                                               
GRANITE CONSTR INC    COM             38732810       23,354     831,099   SH          DEFINED     1,2,5,13       831,099
GRANT PRIDECO INC     COM             38821G10       43,689   1,651,768   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,651,768
GRAPHIC PACKAGING CO  COM             38868810        3,000     821,930   SH          DEFINED     1              821,930
GRAY TELEVISION INC   COM             38937510        9,080     752,926   SH          DEFINED     1,2            752,926
GREAT AMERN FINL RES  COM             38991510        4,885     246,580   SH          DEFINED     1,2            246,580
GREAT ATLANTIC & PAC  COM             39006410        8,737     300,641   SH          DEFINED     1,5,6          300,641
GREAT LAKES CHEM COR  COM             39056810       48,471   1,540,230   SH          DEFINED     1,2,5,6,10   1,540,230
GREAT NORTHN IRON OR  CTFS BEN I      39106410        1,391      13,188   SH          DEFINED     1,5             13,188
GREAT PLAINS ENERGY   COM             39116410       33,627   1,054,467   SH          DEFINED     1,2,5,13     1,054,467
GREAT SOUTHN BANCORP  COM             39090510        3,764     120,309   SH          DEFINED     1              120,309
GREAT WOLF RESORTS I  COM             39152310        5,056     247,362   SH          DEFINED     1              247,362
GREATER BAY BANCORP   COM             39164810       22,831     867,123   SH          DEFINED     1,2,5,13       867,123
GREEN MOUNTAIN PWR C  COM             39315410          253       8,468   SH          DEFINED     1,2              8,468
GREEN MTN COFFEE ROA  COM             39312210        1,463      43,113   SH          DEFINED     1,2             43,113
GREENBRIER COS INC    COM             39365710        2,061      76,057   SH          DEFINED     1               76,057
GREENE CNTY BANCSHAR  COM NEW         39436120        1,791      65,546   SH          DEFINED     1               65,546
GREENFIELD ONLINE IN  COM             39515010        1,658     136,441   SH          DEFINED     1              136,441
GREENHILL & CO INC    COM             39525910       12,225     301,769   SH          DEFINED     1,2            301,769
GREIF INC             CL A            39762410       12,802     209,525   SH          DEFINED     1,2            209,525
GREY WOLF INC         COM             39788810       16,693   2,252,704   SH          DEFINED     1,2,5        2,252,704
GRIFFON CORP          COM             39843310        8,239     371,118   SH          DEFINED     1,2,6          371,118
GROUP 1 AUTOMOTIVE I  COM             39890510        7,114     295,942   SH          DEFINED     1,6            295,942
GROUPE CGI INC        CL A SUB V      39945C10           86      14,270   SH          DEFINED     1               14,270
GROUPE DANONE         SPONSORED       39944910          764      43,666   SH          DEFINED     1               43,666
GRUPO AEROPORTUARIO   SPON ADR S      40051E20          889      27,927   SH          DEFINED     1,7             27,927
GRUPO TELEVISA SA DE  SP ADR REP      40049J20       10,300     165,893   SH          DEFINED     1,2            165,893
GSI COMMERCE INC      COM             36238G10        5,153     307,666   SH          DEFINED     1,5            307,666
GTECH HLDGS CORP      COM             40051810       51,281   1,753,794   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,753,794
GTX INC DEL           COM             40052B10          621      62,465   SH          DEFINED     1,2             62,465
GUESS INC             COM             40161710        5,350     322,665   SH          DEFINED     1,2            322,665
GUIDANT CORP          COM             40169810      598,156   8,887,911   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        8,887,911
GUILFORD PHARMACEUTI  COM             40182910           46      20,057   SH          DEFINED     1               20,057
GUITAR CTR MGMT INC   COM             40204010       23,325     399,607   SH          DEFINED     1,2,5,6        399,607
GULF ISLAND FABRICAT  COM             40230710        2,081     104,655   SH          DEFINED     1              104,655
GULFMARK OFFSHORE IN  COM             40262910        5,437     199,073   SH          DEFINED     1,5            199,073
GYMBOREE CORP         COM             40377710        6,306     461,676   SH          DEFINED     1,6            461,676
HAEMONETICS CORP      COM             40502410       30,485     750,125   SH          DEFINED     1,2,5,6        750,125
HAGGAR CORP           COM             40517310          484      23,808   SH          DEFINED     1,6             23,808
HAIN CELESTIAL GROUP  COM             40521710        9,399     482,013   SH          DEFINED     1,2,5,6        482,013
HALLIBURTON CO        COM             40621610      725,366  15,168,683   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       15,168,683
HANAROTELECOM INC     SPONSORED       40964920           30      12,549   SH          DEFINED     1               12,549
HANCOCK FABRICS INC   COM             40990010          420      63,184   SH          DEFINED     1,6             63,184
HANCOCK HLDG CO       COM             41012010       13,902     404,137   SH          DEFINED     1,2            404,137
HANDLEMAN CO DEL      COM             41025210        5,358     324,505   SH          DEFINED     1,2            324,505
HANGER ORTHOPEDIC GR  COM NEW         41043F20          145      28,823   SH          DEFINED     1,5             28,823
HANMI FINL CORP       COM             41049510        7,264     434,994   SH          DEFINED     1              434,994
HANOVER COMPRESSOR C  COM             41076810       19,997   1,737,344   SH          DEFINED     1,2,5,13     1,737,344
HANSEN NAT CORP       COM             41131010        6,929      81,791   SH          DEFINED     1               81,791
HANSON PLC NEW        SPONSORED       41134910          291       6,093   SH          DEFINED     1                6,093
HARBOR FLA BANCSHARE  COM             41190110        9,287     248,056   SH          DEFINED     1,2,5          248,056
HARKEN ENERGY CORP    COM NEW         41255230           41      94,171   SH          DEFINED     1               94,171
HARLAND JOHN H CO     COM             41269310       17,306     455,410   SH          DEFINED     1,2,5,6        455,410
HARLEY DAVIDSON INC   COM             41282210      370,107   7,461,838   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        7,461,838
HARLEYSVILLE GROUP I  COM             41282410        5,356     256,407   SH          DEFINED     1,2            256,407
HARLEYSVILLE NATL CO  COM             41285010        7,414     320,103   SH          DEFINED     1,2            320,103
HARMAN INTL INDS INC  COM             41308610       85,256   1,047,887   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,047,887
HARMONIC INC          COM             41316010        4,815     996,849   SH          DEFINED     1,2,5,6        996,849
HARMONY GOLD MNG LTD  SPONSORED       41321630          361      42,184   SH          DEFINED     1               42,184
HARRAHS ENTMT INC     COM             41361910      555,285   7,704,803   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        7,704,803





                                                                                               
HARRIS & HARRIS GROU  COM             41383310        1,910     160,399   SH          DEFINED     1              160,399
HARRIS CORP DEL       COM             41387510       66,361   2,126,278   SH          DEFINED     1,2,5,10,
                                                                                                  12,13        2,126,278
HARRIS INTERACTIVE I  COM             41454910        2,967     609,196   SH          DEFINED     1,2            609,196
HARSCO CORP           COM             41586410       26,782     490,959   SH          DEFINED     1,2,5,12,
                                                                                                  13             490,959
HARTE-HANKS INC       COM             41619610       33,583   1,129,589   SH          DEFINED     1,2,5,10,
                                                                                                  13           1,129,589
HARTFORD FINL SVCS G  COM             41651510    1,388,501  18,567,808   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       18,567,808
HARTMARX CORP         COM             41711910        2,726     270,665   SH          DEFINED     1,2            270,665
HARVARD BIOSCIENCE I  COM             41690610           49      15,632   SH          DEFINED     1               15,632
HARVEST NATURAL RESO  COM             41754V10        5,233     478,790   SH          DEFINED     1,2,5          478,790
HASBRO INC            COM             41805610      105,179   5,059,116   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,059,116
HAVAS                 SPONSORED       41931310           69      12,678   SH          DEFINED     1               12,678
HAVERTY FURNITURE IN  COM             41959610        4,152     280,935   SH          DEFINED     1,6            280,935
HAWAIIAN ELEC INDUST  COM             41987010       29,259   1,091,364   SH          DEFINED     1,2,5,13     1,091,364
HAWAIIAN HOLDINGS IN  COM             41987910           48      11,915   SH          DEFINED     1               11,915
HAWK CORP             CL A            42008910          164      14,000   SH          DEFINED     1               14,000
HAWKINS INC           COM             42026110          151      12,452   SH          DEFINED     1               12,452
HAYES LEMMERZ INTL I  COM NEW         42078130        3,379     474,624   SH          DEFINED     1              474,624
HCA INC               COM             40411910      624,538  11,020,607   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       11,020,607
HCC INS HLDGS INC     COM             40413210       31,477     831,181   SH          DEFINED     1,2,5,13       831,181
HEADWATERS INC        COM             42210P10       17,932     521,591   SH          DEFINED     1,2            521,591
HEALTH CARE PPTY INV  COM             42191510       36,282   1,341,780   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,341,780
HEALTH CARE REIT INC  COM             42217K10       18,181     482,395   SH          DEFINED     1,2,5          482,395
HEALTH MGMT ASSOC IN  CL A            42193310      168,149   6,422,786   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,422,786
HEALTH NET INC        COM             42222G10       74,435   1,950,615   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,950,615
HEALTHCARE RLTY TR    COM             42194610       15,765     408,319   SH          DEFINED     1,2,5          408,319
HEALTHCARE SVCS GRP   COM             42190610        6,833     340,300   SH          DEFINED     1,6            340,300
HEALTHEXTRAS INC      COM             42221110        4,347     216,610   SH          DEFINED     1              216,610
HEALTHTRONICS INC     COM             42222L10        4,744     365,228   SH          DEFINED     1,5            365,228
HEARST-ARGYLE TELEVI  COM             42231710        8,516     347,586   SH          DEFINED     1,2,5          347,586
HEARTLAND EXPRESS IN  COM             42234710       20,601   1,060,290   SH          DEFINED     1,2,5,6      1,060,290
HEARTLAND FINL USA I  COM             42234Q10        1,933      98,998   SH          DEFINED     1,2             98,998
HECLA MNG CO          COM             42270410        6,325   1,387,055   SH          DEFINED     1,5          1,387,055
HEICO CORP NEW        COM             42280610        5,697     243,349   SH          DEFINED     1,5            243,349
HEICO CORP NEW        CL A            42280620          335      18,589   SH          DEFINED     1               18,589
HEIDRICK & STRUGGLES  COM             42281910        6,190     237,351   SH          DEFINED     1,5,6          237,351
HEINZ H J CO          COM             42307410      348,785   9,847,134   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        9,847,134
HELEN OF TROY CORP L  COM             G4388N10          636      24,977   SH          DEFINED     1,5             24,977
HELIX TECHNOLOGY COR  COM             42331910        4,406     331,744   SH          DEFINED     1,2,6          331,744
HELLENIC TELECOM ORG  SPONSORED       42332530          462      47,912   SH          DEFINED     1               47,912
HELMERICH & PAYNE IN  COM             42345210       36,450     776,853   SH          DEFINED     1,2,5,6,
                                                                                                  12,13          776,853
HEMISPHERX BIOPHARMA  COM             42366C10           56      30,210   SH          DEFINED     1,5             30,210
HENRY JACK & ASSOC I  COM             42628110       21,669   1,183,458   SH          DEFINED     1,2,5,13     1,183,458
HERCULES INC          COM             42705610       44,875   3,171,349   SH          DEFINED     1,2,5,6,10   3,171,349
HERITAGE COMMERCE CO  COM             42692710        1,847     100,597   SH          DEFINED     1              100,597
HERITAGE PPTY INVT T  COM             42725M10       30,387     867,702   SH          DEFINED     1,2,3          867,702
HERLEY INDS INC DEL   COM             42739810        2,601     142,603   SH          DEFINED     1              142,603
HERSHA HOSPITALITY T  SH BEN INT      42782510        1,510     158,231   SH          DEFINED     1              158,231
HERSHEY CO            COM             42786610      338,646   5,453,238   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,453,238
HEWITT ASSOCS INC     COM             42822Q10        8,473     319,611   SH          DEFINED     1,2,5          319,611
HEWLETT PACKARD CO    COM             42823610    1,992,244  84,740,295   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       84,740,295
HEXCEL CORP NEW       COM             42829110        9,907     585,533   SH          DEFINED     1,2            585,533
HI / FN INC           COM             42835810          115      19,020   SH          DEFINED     1               19,020
HIBBETT SPORTING GOO  COM             42856510       17,726     468,455   SH          DEFINED     1,2,6          468,455
HIBERNIA CORP         CL A            42865610       88,675   2,672,550   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,672,550
HICKORY TECH CORP     COM             42906010          136      16,862   SH          DEFINED     1               16,862
HIGHLAND HOSPITALITY  COM             43014110        4,570     437,325   SH          DEFINED     1,2            437,325
HIGHWOODS PPTYS INC   COM             43128410       45,302   1,522,248   SH          DEFINED     1,2,3,5,13   1,522,248
HILB ROGAL & HOBBS C  COM             43129410       15,658     455,186   SH          DEFINED     1,2,5          455,186
HILFIGER TOMMY CORP   ORD             G8915Z10          909      66,073   SH          DEFINED     1,2,5           66,073





                                                                                               
HILLENBRAND INDS INC  COM             43157310       46,067     911,312   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14          911,312
HILTON HOTELS CORP    COM             43284810      331,525  13,900,405   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       13,900,405
HITACHI LIMITED       ADR 10 COM      43357850       12,499     206,182   SH          DEFINED     1,2            206,182
HI-TECH PHARMACAL IN  COM             42840B10        1,767      55,451   SH          DEFINED     1,2             55,451
HNI CORP              COM             40425110       35,167     687,536   SH          DEFINED     1,2,5,6,
                                                                                                  12,13          687,536
HOLLINGER INTL INC    CL A            43556910        6,593     658,676   SH          DEFINED     1,2,5          658,676
HOLLIS-EDEN PHARMACE  COM             43590210          216      29,150   SH          DEFINED     1               29,150
HOLLY CORP            COM PAR $0      43575830       14,222     304,728   SH          DEFINED     1,2            304,728
HOLLY ENERGY PARTNER  COM UT LTD      43576310          376       8,500   SH          DEFINED     1                8,500
HOLOGIC INC           COM             43644010       12,395     311,812   SH          DEFINED     1,5,6          311,812
HOME DEPOT INC        COM             43707610    2,631,098  67,637,492   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       67,637,492
HOME PROPERTIES INC   COM             43730610       28,633     665,575   SH          DEFINED     1,2,3,5        665,575
HOMEBANC CORP GA      COM             43738R10        5,630     619,406   SH          DEFINED     1,2            619,406
HOMESTORE INC         COM             43785210        2,589   1,275,444   SH          DEFINED     1,5          1,275,444
HONDA MOTOR LTD       AMERN SHS       43812830          824      33,464   SH          DEFINED     1               33,464
HONEYWELL INTL INC    COM             43851610    3,676,768 100,375,879   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14      100,375,879
HOOKER FURNITURE COR  COM             43903810        1,097      62,788   SH          DEFINED     1               62,788
HOOPER HOLMES INC     COM             43910410        3,147     758,289   SH          DEFINED     1,6            758,289
HORACE MANN EDUCATOR  COM             44032710       13,646     725,095   SH          DEFINED     1,2,5,13       725,095
HORIZON FINL CORP WA  COM             44041F10        2,904     130,832   SH          DEFINED     1,2,5          130,832
HORIZON HEALTH CORP   COM             44041Y10        1,908      81,560   SH          DEFINED     1               81,560
HORMEL FOODS CORP     COM             44045210       35,970   1,226,403   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,226,403
HORNBECK OFFSHORE SV  COM             44054310        3,400     125,513   SH          DEFINED     1              125,513
HOSPIRA INC           COM             44106010      174,079   4,463,558   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,463,558
HOSPITALITY PPTYS TR  COM SH BEN      44106M10       57,199   1,297,921   SH          DEFINED     1,2,3,5,
                                                                                                  12,13        1,297,921
HOST MARRIOTT CORP N  COM             44107P10      120,800   6,902,835   SH          DEFINED     1,2,3,5,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,902,835
HOT TOPIC INC         COM             44133910       13,996     731,621   SH          DEFINED     1,2,5,6        731,621
HOUSEVALUES INC       COM             44183Y10          961      53,176   SH          DEFINED     1               53,176
HOUSTON EXPL CO       COM             44212010       22,004     414,775   SH          DEFINED     1,2            414,775
HOVNANIAN ENTERPRISE  CL A            44248720       28,930     443,708   SH          DEFINED     1,2,5,13       443,708
HRPT PPTYS TR         COM SH BEN      40426W10       40,869   3,287,910   SH          DEFINED     1,2,3,5      3,287,910
HSBC HLDGS PLC        SPON ADR N      40428040       14,583     183,091   SH          DEFINED     1,2            183,091
HUB GROUP INC         CL A            44332010       10,947     437,018   SH          DEFINED     1,2            437,018
HUBBELL INC           CL B            44351020       34,079     772,762   SH          DEFINED     1,2,5,6,
                                                                                                  12,13          772,762
HUDSON CITY BANCORP   COM             44368310       46,854   4,106,365   SH          DEFINED     1,2,5,12     4,106,365
HUDSON HIGHLAND GROU  COM             44379210        3,976     255,046   SH          DEFINED     1,2,5          255,046
HUDSON UNITED BANCOR  COM             44416510       24,072     666,808   SH          DEFINED     1,2,5          666,808
HUGHES SUPPLY INC     COM             44448210       27,824     990,189   SH          DEFINED     1,2,5,6        990,189
HUGOTON RTY TR TEX    UNIT BEN I      44471710          425      14,019   SH          DEFINED     1               14,019
HUMAN GENOME SCIENCE  COM             44490310       18,238   1,574,981   SH          DEFINED     1,2,5        1,574,981
HUMANA INC            COM             44485910      235,660   5,930,042   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     5,930,042
HUNGARIAN TEL & CABL  COM             44554210          279      16,241   SH          DEFINED     1               16,241
HUNT J B TRANS SVCS   COM             44565810       30,154   1,568,050   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,568,050
HUNTINGTON BANCSHARE  COM             44615010      161,492   6,689,830   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,689,830
HUNTSMAN CORP         COM             44701110        8,189     404,005   SH          DEFINED     1,2            404,005
HURON CONSULTING GRO  COM             44746210          774      32,937   SH          DEFINED     1               32,937
HUTCHINSON TECHNOLOG  COM             44840710       14,752     383,072   SH          DEFINED     1,2,5,6        383,072
HUTTIG BLDG PRODS IN  COM             44845110        1,381     126,626   SH          DEFINED     1              126,626
HYDRIL                COM             44877410       13,449     247,458   SH          DEFINED     1              247,458
HYPERCOM CORP         COM             44913M10        3,418     528,272   SH          DEFINED     1              528,272
HYPERION SOLUTIONS C  COM             44914M10       19,324     480,216   SH          DEFINED     1,2,5,6        480,216
IAC INTERACTIVECORP   COM             44919P10      107,120   4,459,599   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           4,459,599
IBERIABANK CORP       COM             45082810        5,225      84,802   SH          DEFINED     1,5             84,802
ICICI BK LTD          ADR             45104G10       36,079   1,651,210   SH          DEFINED     1,2,4,5      1,651,210
ICOS CORP             COM             44929510       16,050     758,135   SH          DEFINED     1,5            758,135
ICT GROUP INC         COM             44929Y10        1,289     123,900   SH          DEFINED     1              123,900
ICU MED INC           COM             44930G10        6,444     200,308   SH          DEFINED     1,2,6          200,308
IDACORP INC           COM             45110710       31,526   1,029,259   SH          DEFINED     1,2,5,6,13   1,029,259
IDENIX PHARMACEUTICA  COM             45166R20        3,032     139,865   SH          DEFINED     1              139,865





                                                                                               
IDENTIX INC           COM             45190610        5,034   1,000,726   SH          DEFINED     1            1,000,726
IDEX CORP             COM             45167R10       21,130     547,278   SH          DEFINED     1,2,5,6,12     547,278
IDEXX LABS INC        COM             45168D10       26,157     419,661   SH          DEFINED     1,2,5,6,7      419,661
IDT CORP              COM             44894710          602      45,463   SH          DEFINED     1               45,463
IDT CORP              CL B            44894730        9,005     684,288   SH          DEFINED     1,2            684,288
IDX SYS CORP          COM             44949110        8,089     268,390   SH          DEFINED     1,2            268,390
I-FLOW CORP           COM NEW         44952030        3,457     207,776   SH          DEFINED     1              207,776
IGATE CORP            COM             45169U10          842     235,115   SH          DEFINED     1              235,115
IHOP CORP             COM             44962310       14,126     325,565   SH          DEFINED     1,6            325,565
II VI INC             COM             90210410        4,660     253,424   SH          DEFINED     1              253,424
IKON OFFICE SOLUTION  COM             45171310      189,087  19,882,995   SH          DEFINED     1,2,5,6     19,882,995
ILLINOIS TOOL WKS IN  COM             45230810      611,658   7,676,435   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        7,676,435
ILLUMINA INC          COM             45232710        4,303     356,542   SH          DEFINED     1,2            356,542
IMAGISTICS INTERNATI  COM             45247T10        7,396     264,139   SH          DEFINED     1,2,5,6        264,139
IMATION CORP          COM             45245A10       24,704     636,860   SH          DEFINED     1,2,5,13       636,860
IMCLONE SYS INC       COM             45245W10       18,902     610,339   SH          DEFINED     1,2,5,12       610,339
IMMERSION CORP        COM             45252110           85      16,024   SH          DEFINED     1               16,024
IMMUCOR INC           COM             45252610       19,626     677,929   SH          DEFINED     1,2,6          677,929
IMMUNOGEN INC         COM             45253H10        6,803   1,174,997   SH          DEFINED     1,2,5        1,174,997
IMMUNOMEDICS INC      COM             45290710           77      44,893   SH          DEFINED     1,5             44,893
IMPAC MTG HLDGS INC   COM             45254P10       17,022     912,705   SH          DEFINED     1,2,5          912,705
IMPAX LABORATORIES I  COM             45256B10        9,783     622,359   SH          DEFINED     1,2            622,359
IMPERIAL CHEM INDS P  ADR NEW         45270450          258      14,125   SH          DEFINED     1               14,125
IMPERIAL OIL LTD      COM NEW         45303840          917      11,004   SH          DEFINED     1               11,004
IMPERIAL TOBACCO GRO  SPONSORED       45314210          321       5,892   SH          DEFINED     1                5,892
IMS HEALTH INC        COM             44993410      215,050   8,681,875   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        8,681,875
INAMED CORP           COM             45323510       28,285     422,170   SH          DEFINED     1,2,5,12,
                                                                                                  13             422,170
INCO LTD              COM             45325840          304       8,056   SH          DEFINED     1                8,056
INCYTE CORP           COM             45337C10        7,257   1,014,900   SH          DEFINED     1,2,5        1,014,900
INDEPENDENCE CMNTY B  COM             45341410       35,466     960,350   SH          DEFINED     1,2,5,12,
                                                                                                  13             960,350
INDEPENDENCE HLDG CO  COM NEW         45344030        1,134      64,256   SH          DEFINED     1               64,256
INDEPENDENT BANK COR  COM             45383610        5,808     205,878   SH          DEFINED     1,2,5          205,878
INDEPENDENT BANK COR  COM             45383810        9,357     329,003   SH          DEFINED     1,2            329,003
INDEVUS PHARMACEUTIC  COM             45407210          122      47,780   SH          DEFINED     1,5             47,780
INDIA FD INC          COM             45408910        2,877      96,372   SH          DEFINED     7               96,372
INDYMAC BANCORP INC   COM             45660710       39,139     960,941   SH          DEFINED     1,2,5,10,
                                                                                                  13             960,941
INERGY L P            UNIT LTD P      45661510          626      20,000   SH          DEFINED     1               20,000
INFINITY PPTY & CAS   COM             45665Q10        8,699     249,394   SH          DEFINED     1,5            249,394
INFOCROSSING INC      COM             45664X10        2,364     189,600   SH          DEFINED     1              189,600
INFOCUS CORP          COM             45665B10          197      47,621   SH          DEFINED     1,2,5           47,621
INFORMATICA CORP      COM             45666Q10        8,438   1,005,712   SH          DEFINED     1,2,5        1,005,712
INFOSPACE INC         COM NEW         45678T20       16,329     495,873   SH          DEFINED     1,2            495,873
INFOSYS TECHNOLOGIES  SPONSORED       45678810        7,525      96,975   SH          DEFINED     1,2             96,975
INFOUSA INC NEW       COM             45681830        6,234     532,852   SH          DEFINED     1,2            532,852
INFRASOURCE SVCS INC  COM             45684P10          779      74,715   SH          DEFINED     1               74,715
ING GROUP N V         SPONSORED       45683710       30,412   1,084,192   SH          DEFINED     1,2          1,084,192
INGERSOLL-RAND COMPA  CL A            G4776G10      277,488   3,889,116   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,889,116
INGLES MKTS INC       CL A            45703010        1,881     136,614   SH          DEFINED     1,5            136,614
INGRAM MICRO INC      CL A            45715310       16,947   1,082,213   SH          DEFINED     1,2,5        1,082,213
INKINE PHARMACEUTICA  COM             45721410          121      38,038   SH          DEFINED     1               38,038
INLAND REAL ESTATE C  COM NEW         45746120       12,062     750,114   SH          DEFINED     1              750,114
INNKEEPERS USA TR     COM             4576J010       17,012   1,138,691   SH          DEFINED     1,2,3,5      1,138,691
INNODATA ISOGEN INC   COM NEW         45764220           34      11,700   SH          DEFINED     1               11,700
INNOVATIVE SOLUTIONS  COM             45769N10        3,120      92,927   SH          DEFINED     1               92,927
INNOVEX INC           COM             45764710           69      19,983   SH          DEFINED     1               19,983
INNOVO GROUP INC      COM PAR $0      45795460          488     228,180   SH          DEFINED     1              228,180
INPHONIC INC          COM             45772G10        2,138     140,165   SH          DEFINED     1              140,165
INPUT/OUTPUT INC      COM             45765210        5,226     832,169   SH          DEFINED     1,2            832,169
INSIGHT COMMUNICATIO  CL A            45768V10        8,415     761,548   SH          DEFINED     1,2,5          761,548





                                                                                               
INSIGHT ENTERPRISES   COM             45765U10       16,308     808,109   SH          DEFINED     1,2,5,6        808,109
INSITUFORM TECHNOLOG  CL A            45766710        7,997     502,027   SH          DEFINED     1,2,6          502,027
INSPIRE PHARMACEUTIC  COM             45773310        4,050     480,977   SH          DEFINED     1              480,977
INSTINET GROUP INC    COM             45775010        6,971   1,330,279   SH          DEFINED     1,2,5        1,330,279
INTEGRA BK CORP       COM             45814P10        7,166     316,779   SH          DEFINED     1,2            316,779
INTEGRA LIFESCIENCES  COM NEW         45798520        8,896     304,655   SH          DEFINED     1,2,6          304,655
INTEGRAL SYS INC MD   COM             45810H10        2,316     102,327   SH          DEFINED     1              102,327
INTEGRATED ALARM SVC  COM             45890M10           88      20,130   SH          DEFINED     1               20,130
INTEGRATED CIRCUIT S  COM             45811K20       23,500   1,138,588   SH          DEFINED     1,2,5,13     1,138,588
INTEGRATED DEVICE TE  COM             45811810       18,779   1,746,845   SH          DEFINED     1,2,5,13     1,746,845
INTEGRATED ELECTRICA  COM             45811E10           60      30,605   SH          DEFINED     1,5             30,605
INTEGRATED SILICON S  COM             45812P10        3,035     409,581   SH          DEFINED     1,5            409,581
INTEL CORP            COM             45814010    4,965,719 190,842,404   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14      190,842,404
INTELIDATA TECHNOLOG  COM             45814T10           29      86,688   SH          DEFINED     1,5             86,688
INTELLISYNC CORP      COM             45817610          132      48,610   SH          DEFINED     1,5             48,610
INTER PARFUMS INC     COM             45833410          789      40,705   SH          DEFINED     1               40,705
INTER TEL INC         COM             45837210        9,245     496,791   SH          DEFINED     1,2,6          496,791
INTERACTIVE DATA COR  COM             45840J10        5,274     253,806   SH          DEFINED     1,2,5          253,806
INTERCHANGE FINL SVC  COM             45844710        3,653     199,076   SH          DEFINED     1              199,076
INTERDIGITAL COMMUNI  COM             45866A10       12,003     685,880   SH          DEFINED     1,2,5          685,880
INTERFACE INC         CL A            45866510        5,519     685,612   SH          DEFINED     1,2,5,6        685,612
INTERGRAPH CORP       COM             45868310       17,611     511,054   SH          DEFINED     1,2,5          511,054
INTERLAND INC         COM NEW         45872720           24      12,287   SH          DEFINED     1               12,287
INTERLINE BRANDS INC  COM             45874310        2,827     142,759   SH          DEFINED     1,2            142,759
INTERMAGNETICS GEN C  COM             45877110       12,171     395,675   SH          DEFINED     1,2,6          395,675
INTERMIX MEDIA INC    COM             45881X10        2,157     257,652   SH          DEFINED     1              257,652
INTERMUNE INC         COM             45884X10        4,269     327,341   SH          DEFINED     1,5            327,341
INTERNAP NETWORK SVC  COM             45885A10           80     170,632   SH          DEFINED     1              170,632
INTERNATIONAL BANCSH  COM             45904410       10,330     365,152   SH          DEFINED     1,2,5          365,152
INTERNATIONAL BUSINE  COM             45920010    7,579,665 102,151,826   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14      102,151,826
INTERNATIONAL DISPLA  COM             45941210        2,329     291,149   SH          DEFINED     1              291,149
INTERNATIONAL FLAVOR  COM             45950610       92,163   2,544,521   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,544,521
INTERNATIONAL GAME T  COM             45990210      244,044   8,669,429   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        8,669,429
INTERNATIONAL RECTIF  COM             46025410       37,202     779,581   SH          DEFINED     1,2,5,12,
                                                                                                  13             779,581
INTERNATIONAL SECS E  CL A            46031W20        2,402      95,656   SH          DEFINED     1               95,656
INTERNATIONAL SPEEDW  CL A            46033520       24,486     435,382   SH          DEFINED     1,2,5,13       435,382
INTERNET CAP GROUP I  COM NEW         46059C20        3,265     445,436   SH          DEFINED     1              445,436
INTERNET SEC SYS INC  COM             46060X10       14,065     693,200   SH          DEFINED     1,2,5,6        693,200
INTERPOOL INC         COM             46062R10        1,590      74,370   SH          DEFINED     1               74,370
INTERPUBLIC GROUP CO  COM             46069010      128,974  10,588,970   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       10,588,970
INTERSIL CORP         CL A            46069S10       36,329   1,935,495   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,935,495
INTERVIDEO INC        COM             46114Y10        1,001      69,593   SH          DEFINED     1               69,593
INTERVOICE INC NEW    COM             46114210        3,812     441,753   SH          DEFINED     1,5            441,753
INTERWOVEN INC        COM NEW         46114T50        3,806     505,391   SH          DEFINED     1,2,5          505,391
INTEVAC INC           COM             46114810        1,925     183,888   SH          DEFINED     1              183,888
INTL PAPER CO         COM             46014610    1,046,531  34,641,868   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       34,641,868
INTRADO INC           COM             46117A10        4,412     295,936   SH          DEFINED     1,2,6          295,936
INTRALASE CORP        COM             46116910        2,518     128,346   SH          DEFINED     1              128,346
INTRAWARE INC         COM             46118M10            6      12,476   SH          DEFINED     1               12,476
INTROGEN THERAPEUTIC  COM             46119F10          831     129,074   SH          DEFINED     1              129,074
INTUIT                COM             46120210      237,820   5,272,004   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,272,004
INTUITIVE SURGICAL I  COM NEW         46120E60       18,443     395,430   SH          DEFINED     1,2            395,430
INVACARE CORP         COM             46120310       18,365     413,994   SH          DEFINED     1,2,5,6        413,994
INVERNESS MED INNOVA  COM             46126P10        5,627     206,125   SH          DEFINED     1,2,5          206,125
INVESTMENT TECHNOLOG  COM             46145F10       14,022     667,066   SH          DEFINED     1,2,5          667,066
INVESTORS FINL SERVI  COM             46191510       36,549     966,403   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14             966,403
INVESTORS REAL ESTAT  SH BEN INT      46173010        5,514     570,857   SH          DEFINED     1,2,5          570,857
INVITROGEN CORP       COM             46185R10      191,600   2,300,402   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,300,402
IOMEGA CORP           COM NEW         46203030          237      89,532   SH          DEFINED     1,2,5           89,532





                                                                                               
IONATRON INC          COM             46207010        2,032     236,508   SH          DEFINED     1              236,508
IOWA TELECOMM SERVIC  COM             46259420        4,433     236,413   SH          DEFINED     1              236,413
IPASS INC             COM             46261V10        8,041   1,326,869   SH          DEFINED     1,2          1,326,869
IPAYMENT INC          COM             46262E10        5,080     139,089   SH          DEFINED     1,6            139,089
IPC HLDGS LTD         ORD             G4933P10          431      10,878   SH          DEFINED     1,5             10,878
IPSCO INC             COM             46262210          220       5,038   SH          DEFINED     1                5,038
IRELAND BK            SPONSORED       46267Q10          308       4,710   SH          DEFINED     1                4,710
IRIS INTL INC         COM             46270W10        2,805     157,576   SH          DEFINED     1              157,576
IRON MTN INC          COM             46284610       30,158     972,219   SH          DEFINED     1,2,5,12       972,219
IRSA INVERSIONES Y R  GLOBL DEP       45004720          187      15,307   SH          DEFINED     1,7             15,307
IRVINE SENSORS CORP   COM NEW         46366450           25      11,424   SH          DEFINED     1               11,424
IRWIN FINL CORP       COM             46411910       16,398     738,973   SH          DEFINED     1,2            738,973
ISHARES INC           MSCI BRAZI      46428640        1,430      57,600   SH          DEFINED     2               57,600
ISHARES INC           MSCI S KOR      46428677        7,030     219,700   SH          DEFINED     2              219,700
ISHARES TR            FTSE XNHUA      46428718        3,364      58,900   SH          DEFINED     2               58,900
ISHARES TR            RUSSELL100      46428759        3,432      51,500   SH          DEFINED     1               51,500
ISIS PHARMACEUTICALS  COM             46433010        2,275     581,885   SH          DEFINED     1,5            581,885
ISLE OF CAPRI CASINO  COM             46459210        4,574     174,581   SH          DEFINED     1,5            174,581
ISTA PHARMACEUTICALS  COM NEW         45031X20          944     113,477   SH          DEFINED     1              113,477
ISTAR FINL INC        COM             45031U10       48,719   1,171,411   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,171,411
ITC DELTACOM INC      COM NEW         45031T40           35      40,959   SH          DEFINED     1               40,959
ITLA CAP CORP         COM             45056510        3,391      62,920   SH          DEFINED     1               62,920
ITRON INC             COM             46574110       14,275     319,491   SH          DEFINED     1,2,6          319,491
ITT EDUCATIONAL SERV  COM             45068B10       36,391     681,218   SH          DEFINED     1,2,5,10,
                                                                                                  12,13          681,218
ITT INDS INC IND      COM             45091110      958,571   9,818,406   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        9,818,406
IVAX CORP             COM             46582310       56,261   2,616,806   SH          DEFINED     1,2,5,12,
                                                                                                  13           2,616,806
IVILLAGE INC          COM             46588H10        2,435     407,139   SH          DEFINED     1              407,139
IXIA                  COM             45071R10        9,472     487,238   SH          DEFINED     1,2            487,238
IXYS CORP             COM             46600W10        7,081     499,371   SH          DEFINED     1,2,5          499,371
J & J SNACK FOODS CO  COM             46603210        6,244     119,265   SH          DEFINED     1,2,6          119,265
J ALEXANDER CORP      COM             46609610          167      18,800   SH          DEFINED     1               18,800
J JILL GROUP INC      COM             46618910        3,695     268,695   SH          DEFINED     1,5,6          268,695
J2 GLOBAL COMMUNICAT  COM NEW         46626E20       15,565     451,950   SH          DEFINED     1,2,6          451,950
JABIL CIRCUIT INC     COM             46631310      171,929   5,594,825   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,594,825
JACK IN THE BOX INC   COM             46636710       23,404     617,203   SH          DEFINED     1,2,5,6        617,203
JACKSON HEWITT TAX S  COM             46820210       10,072     426,070   SH          DEFINED     1              426,070
JACLYN INC            COM             46977210          104      16,000   SH          DEFINED     1               16,000
JACO ELECTRS INC      COM             46978310           58      19,600   SH          DEFINED     1               19,600
JACOBS ENGR GROUP IN  COM             46981410       39,008     693,349   SH          DEFINED     1,2,5,12,
                                                                                                  13             693,349
JACUZZI BRANDS INC    COM             46986510        9,721     905,981   SH          DEFINED     1,2            905,981
JAKKS PAC INC         COM             47012E10        7,824     407,265   SH          DEFINED     1,2,6,7        407,265
JAMDAT MOBILE INC     COM             47023T10        2,903     104,860   SH          DEFINED     1              104,860
JAMES RIVER COAL CO   COM NEW         47035520        4,635     133,757   SH          DEFINED     1              133,757
JANUS CAP GROUP INC   COM             47102X10       91,585   6,089,458   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,089,458
JARDEN CORP           COM             47110910       21,802     404,346   SH          DEFINED     1,2            404,346
JDA SOFTWARE GROUP I  COM             46612K10        4,337     381,150   SH          DEFINED     1,2,6          381,150
JDS UNIPHASE CORP     COM             46612J10       55,206  36,319,847   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       36,319,847
JEFFERIES GROUP INC   COM             47231910       21,531     568,247   SH          DEFINED     1,2,5,13       568,247
JEFFERSON PILOT CORP  COM             47507010      183,097   3,631,429   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,631,429
JETBLUE AWYS CORP     COM             47714310       24,450   1,196,207   SH          DEFINED     1,2,5,6,13   1,196,207
JLG INDS INC          COM             46621010       20,470     744,903   SH          DEFINED     1,5,6          744,903
JO-ANN STORES INC     COM             47758P30       10,373     393,066   SH          DEFINED     1,6            393,066
JOHNSON & JOHNSON     COM             47816010    8,630,019 132,769,516   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14      132,769,516
JOHNSON CTLS INC      COM             47836610      276,767   4,913,319   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,913,319
JONES APPAREL GROUP   COM             48007410      101,429   3,267,700   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,267,700
JONES LANG LASALLE I  COM             48020Q10       18,509     418,480   SH          DEFINED     1,2,5          418,480
JORGENSEN EARLE M CO  COM             48082910        1,093     135,793   SH          DEFINED     1              135,793
JOS A BANK CLOTHIERS  COM             48083810        6,348     146,611   SH          DEFINED     1,5            146,611
JOURNAL COMMUNICATIO  CL A            48113010        5,596     333,107   SH          DEFINED     1,2            333,107





                                                                                               
JOURNAL REGISTER CO   COM             48113810        8,662     494,674   SH          DEFINED     1,2,5          494,674
JOY GLOBAL INC        COM             48116510       21,935     653,024   SH          DEFINED     1,2,5,12       653,024
JPMORGAN & CHASE & C  COM             46625H10    3,770,978 106,766,074   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14      106,766,074
JUNIPER NETWORKS INC  COM             48203R10      144,432   5,735,976   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           5,735,976
JUPITERMEDIA CORP     COM             48207D10        3,306     192,976   SH          DEFINED     1              192,976
K V PHARMACEUTICAL C  CL A            48274020        6,752     403,126   SH          DEFINED     1,5            403,126
K2 INC                COM             48273210        8,364     659,619   SH          DEFINED     1,6            659,619
KADANT INC            COM             48282T10        5,851     266,784   SH          DEFINED     1,2            266,784
KAMAN CORP            CL A            48354810        6,009     333,094   SH          DEFINED     1,2,6          333,094
KANBAY INTL INC       COM             48369P20        6,265     271,112   SH          DEFINED     1              271,112
KANEB PIPE LINE PART  SR PREF UN      48416910          391       6,362   SH          DEFINED     1,5              6,362
KANEB SERVICES LLC    COM             48417310          647      14,948   SH          DEFINED     1,5             14,948
KANSAS CITY LIFE INS  COM             48483610        2,970      61,805   SH          DEFINED     1,2             61,805
KANSAS CITY SOUTHERN  COM NEW         48517030       22,429   1,111,465   SH          DEFINED     1,2,5,6      1,111,465
KATY INDS INC         COM             48602610           74      23,204   SH          DEFINED     1,2             23,204
KAYDON CORP           COM             48658710       11,188     401,741   SH          DEFINED     1,5,6          401,741
KB HOME               COM             48666K10      169,334   2,221,355   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,221,355
KCS ENERGY INC        COM             48243420       10,006     576,041   SH          DEFINED     1,5            576,041
KEANE INC             COM             48666510       13,784   1,006,140   SH          DEFINED     1,2,5,13     1,006,140
KEARNY FINL CORP      COM             48716910        1,863     157,869   SH          DEFINED     1              157,869
KEITHLEY INSTRS INC   COM             48758410        2,214     143,702   SH          DEFINED     1,6            143,702
KELLOGG CO            COM             48783610      406,232   9,141,140   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        9,141,140
KELLWOOD CO           COM             48804410       11,237     417,727   SH          DEFINED     1,2,5,6        417,727
KELLY SVCS INC        CL A            48815220        9,471     330,703   SH          DEFINED     1,2,5,6,13     330,703
KEMET CORP            COM             48836010        8,851   1,404,849   SH          DEFINED     1,2,5,13     1,404,849
KENNAMETAL INC        COM             48917010       36,900     804,799   SH          DEFINED     1,2,5,13       804,799
KENSEY NASH CORP      COM             49005710        5,654     186,964   SH          DEFINED     1,6            186,964
KERR MCGEE CORP       COM             49238610      404,095   5,295,434   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,295,434
KERYX BIOPHARMACEUTI  COM             49251510        3,279     248,403   SH          DEFINED     1              248,403
KEYCORP NEW           COM             49326710      408,180  12,313,109   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       12,313,109
KEYNOTE SYS INC       COM             49330810        2,242     192,131   SH          DEFINED     1              192,131
KEYSPAN CORP          COM             49337W10      220,847   5,426,225   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,426,225
KEYSTONE AUTOMOTIVE   COM             49338N10        4,242     171,521   SH          DEFINED     1              171,521
KFORCE INC            COM             49373210        2,755     325,620   SH          DEFINED     1,5            325,620
KFX INC               COM             48245L10        9,029     631,869   SH          DEFINED     1              631,869
KILROY RLTY CORP      COM             49427F10       34,638     729,380   SH          DEFINED     1,2,3,5        729,380
KIMBALL INTL INC      CL B            49427410        6,704     507,861   SH          DEFINED     1,2,5          507,861
KIMBERLY CLARK CORP   COM             49436810      940,310  15,023,326   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       15,023,326
KIMCO REALTY CORP     COM             49446R10      115,444   1,959,662   SH          DEFINED     1,2,3,5,7,
                                                                                                  8,10,12,
                                                                                                  13,14        1,959,662
KINDER MORGAN ENERGY  UT LTD PAR      49455010        1,818      35,706   SH          DEFINED     1,5             35,706
KINDER MORGAN INC KA  COM             49455P10      285,728   3,434,230   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,434,230
KINDER MORGAN MANAGE  SHS             49455U10        1,958      42,574   SH          DEFINED     1,5             42,574
KINDRED HEALTHCARE I  COM             49458010       25,541     644,824   SH          DEFINED     1,2,5          644,824
KINETIC CONCEPTS INC  COM NEW         49460W20       24,458     407,638   SH          DEFINED     1,2,5,12       407,638
KING PHARMACEUTICALS  COM             49558210       62,618   6,009,420   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     6,009,420
KINROSS GOLD CORP     COM NO PAR      49690240          563      92,371   SH          DEFINED     1,5,7,10,
                                                                                                  12,13           92,371
KINTERA INC           COM             49720P50           39      11,300   SH          DEFINED     1               11,300
KIRBY CORP            COM             49726610       15,494     343,552   SH          DEFINED     1,2,5,6        343,552
KIRKLANDS INC         COM             49749810          200      21,424   SH          DEFINED     1               21,424
KITE RLTY GROUP TR    COM             49803T10        5,733     382,188   SH          DEFINED     1,3            382,188
KLA-TENCOR CORP       COM             48248010      222,340   5,090,204   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,090,204
KMG AMER CORP         COM             48256310        1,720     173,077   SH          DEFINED     1              173,077
KNBT BANCORP INC      COM             48292110        5,716     378,765   SH          DEFINED     1,2            378,765
KNIGHT CAPITAL GROUP  CL A            49900510       10,352   1,358,554   SH          DEFINED     1,2,5        1,358,554
KNIGHT RIDDER INC     COM             49904010      118,851   1,937,573   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        1,937,573
KNIGHT TRANSN INC     COM             49906410       13,166     541,136   SH          DEFINED     1,2,5,6        541,136
KNOLL INC             COM NEW         49890420        1,609      94,048   SH          DEFINED     1               94,048
KNOLOGY INC           COM             49918380           53      27,700   SH          DEFINED     1               27,700
KOHLS CORP            COM             50025510      479,237   8,571,584   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        8,571,584





                                                                                               
KOMAG INC             COM NEW         50045320        9,535     336,100   SH          DEFINED     1,2,5          336,100
KONINKLIJKE AHOLD N   SPON ADR N      50046730          255      31,135   SH          DEFINED     1               31,135
KONINKLIJKE PHILIPS   NY REG SH       50047230        1,948      77,351   SH          DEFINED     1,2             77,351
KOOKMIN BK NEW        SPONSORED       50049M10       37,526     823,305   SH          DEFINED     1,4,5          823,305
KOPIN CORP            COM             50060010        4,664     914,478   SH          DEFINED     1,5,6          914,478
KOREA ELECTRIC PWR    SPONSORED       50063110        3,093     197,391   SH          DEFINED     1              197,391
KORN FERRY INTL       COM NEW         50064320       13,280     748,168   SH          DEFINED     1,2,5,13       748,168
KOS PHARMACEUTICALS   COM             50064810       17,675     269,853   SH          DEFINED     1,2,5          269,853
KOSAN BIOSCIENCES IN  COM             50064W10          126      23,812   SH          DEFINED     1,5             23,812
KRAFT FOODS INC       CL A            50075N10      272,463   8,565,321   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           8,565,321
KRISPY KREME DOUGHNU  COM             50101410        6,448     926,382   SH          DEFINED     1,5,13         926,382
KROGER CO             COM             50104410      397,046  20,864,233   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       20,864,233
KRONOS INC            COM             50105210       18,418     456,006   SH          DEFINED     1,2,5,6        456,006
KRONOS WORLDWIDE INC  COM             50105F10        1,496      49,558   SH          DEFINED     1,2             49,558
K-SWISS INC           CL A            48268610       21,536     665,936   SH          DEFINED     1,2,6          665,936
KT CORP               SPONSORED       48268K10        7,232     336,354   SH          DEFINED     1,2            336,354
KULICKE & SOFFA INDS  COM             50124210        7,503     948,596   SH          DEFINED     1,2,5,6        948,596
KVH INDS INC          COM             48273810          157      16,926   SH          DEFINED     1               16,926
KYOCERA CORP          ADR             50155620          502       6,543   SH          DEFINED     1                6,543
KYPHON INC            COM             50157710       11,536     331,598   SH          DEFINED     1,5            331,598
L-3 COMMUNICATIONS H  COM             50242410      277,756   3,627,001   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,627,001
LA BARGE INC          COM             50247010        1,756      96,743   SH          DEFINED     1               96,743
LA JOLLA PHARMACEUTI  COM             50345910           40      49,889   SH          DEFINED     1,5             49,889
LA QUINTA CORP        PAIRED CTF      50419U20       22,906   2,455,097   SH          DEFINED     1,2,5        2,455,097
LA Z BOY INC          COM             50533610       20,093   1,379,043   SH          DEFINED     1,2,5,6      1,379,043
LABONE INC NEW        COM             50540L10       12,429     312,288   SH          DEFINED     1,5,6          312,288
LABOR READY INC       COM NEW         50540120       19,130     820,680   SH          DEFINED     1,2,5,6        820,680
LABORATORY CORP AMER  COM NEW         50540R40      184,003   3,687,444   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,687,444
LABRANCHE & CO INC    COM             50544710        5,552     881,326   SH          DEFINED     1,2,5,13       881,326
LACLEDE GROUP INC     COM             50559710        8,431     265,445   SH          DEFINED     1,2,5          265,445
LAFARGE COPPEE S A    SPON ADR N      50586140          238      10,427   SH          DEFINED     1               10,427
LAFARGE NORTH AMERIC  COM             50586210       16,943     271,346   SH          DEFINED     1,2,5,12       271,346
LAIDLAW INTL INC      COM             50730R10       16,752     695,086   SH          DEFINED     1,2,5          695,086
LAKELAND BANCORP INC  COM             51163710        2,809     179,941   SH          DEFINED     1              179,941
LAKELAND FINL CORP    COM             51165610        2,989      73,480   SH          DEFINED     1,2             73,480
LAKES ENTMNT INC      COM             51206P10        2,761     179,261   SH          DEFINED     1              179,261
LAM RESEARCH CORP     COM             51280710       65,876   2,275,503   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,275,503
LAMAR ADVERTISING CO  CL A            51281510       43,121   1,008,217   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,008,217
LAMSON & SESSIONS CO  COM             51369610          151      12,800   SH          DEFINED     1               12,800
LAN AIRLINES S A      SPONSORED       50172310          421      12,056   SH          DEFINED     1,7             12,056
LANCASTER COLONY COR  COM             51384710       24,116     561,616   SH          DEFINED     1,2,5,13       561,616
LANCE INC             COM             51460610        8,640     502,013   SH          DEFINED     1,6            502,013
LANDAMERICA FINL GRO  COM             51493610       26,065     439,029   SH          DEFINED     1,2,5          439,029
LANDAUER INC          COM             51476K10        7,421     142,959   SH          DEFINED     1              142,959
LANDEC CORP           COM             51476610          160      24,661   SH          DEFINED     1               24,661
LANDRYS RESTAURANTS   COM             51508L10        9,853     327,467   SH          DEFINED     1,6            327,467
LANDSTAR SYS INC      COM             51509810       27,050     896,291   SH          DEFINED     1,2,5,6        896,291
LAS VEGAS SANDS CORP  COM             51783410        6,108     170,865   SH          DEFINED     1,2,5          170,865
LASALLE HOTEL PPTYS   COM SH BEN      51794210       25,833     787,347   SH          DEFINED     1,2,3,5        787,347
LASERCARD CORP        COM             51807U10           66      11,197   SH          DEFINED     1               11,197
LASERSCOPE            COM             51808110        9,033     217,967   SH          DEFINED     1              217,967
LATTICE SEMICONDUCTO  COM             51841510        8,044   1,811,794   SH          DEFINED     1,2,5,13     1,811,794
LAUDER ESTEE COS INC  CL A            51843910       61,682   1,576,342   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        1,576,342
LAUREATE EDUCATION I  COM             51861310       28,095     587,016   SH          DEFINED     1,2,5,12,
                                                                                                  13             587,016
LAWSON PRODS INC      COM             52077610        6,524     168,054   SH          DEFINED     1,2,6          168,054
LAWSON SOFTWARE INC   COM             52078010        3,981     772,916   SH          DEFINED     1,2            772,916
LAYNE CHRISTENSEN CO  COM             52105010        2,000     100,691   SH          DEFINED     1              100,691
LCA-VISION INC        COM PAR $.      50180330       11,999     247,511   SH          DEFINED     1,2,6          247,511
LEADIS TECHNOLOGY IN  COM             52171N10        3,007     373,600   SH          DEFINED     1              373,600





                                                                                               
LEAPFROG ENTERPRISES  CL A            52186N10        3,838     339,620   SH          DEFINED     1,5            339,620
LEAR CORP             COM             52186510       39,154   1,076,238   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,076,238
LEARNING CARE GROUP   COM             52200L10           48      10,200   SH          DEFINED     1               10,200
LEARNING TREE INTL I  COM             52201510        1,397     117,391   SH          DEFINED     1              117,391
LECG CORP             COM             52323410        3,069     144,361   SH          DEFINED     1              144,361
LECROY CORP           COM             52324W10        1,269      92,268   SH          DEFINED     1               92,268
LEE ENTERPRISES INC   COM             52376810       23,481     585,711   SH          DEFINED     1,2,6,13       585,711
LEGG MASON INC        COM             52490110      176,637   1,696,636   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,696,636
LEGGETT & PLATT INC   COM             52466010      128,343   4,828,565   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,828,565
LEHMAN BROS HLDGS IN  COM             52490810      861,623   8,678,713   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        8,678,713
LENNAR CORP           CL A            52605710      165,030   2,600,945   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,600,945
LENNOX INTL INC       COM             52610710       16,462     777,605   SH          DEFINED     1,2,5,6        777,605
LESCO INC OHIO        COM             52687210          131      10,390   SH          DEFINED     1               10,390
LEUCADIA NATL CORP    COM             52728810       41,312   1,069,417   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,069,417
LEVEL 3 COMMUNICATIO  COM             52729N10       18,210   8,970,207   SH          DEFINED     1,5,13       8,970,207
LEVITT CORP           CL A            52742P10        5,478     183,089   SH          DEFINED     1,5            183,089
LEXAR MEDIA INC       COM             52886P10        4,254     866,426   SH          DEFINED     1,2,5          866,426
LEXICON GENETICS INC  COM             52887210        3,446     697,516   SH          DEFINED     1,2,5          697,516
LEXINGTON CORP PPTYS  COM             52904310       14,447     594,293   SH          DEFINED     1,2,5          594,293
LEXMARK INTL NEW      CL A            52977110      218,703   3,373,488   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,373,488
LIBBEY INC            COM             52989810        3,046     192,644   SH          DEFINED     1,6            192,644
LIBERTY CORP S C      COM             53037010        6,681     181,496   SH          DEFINED     1,5            181,496
LIBERTY MEDIA CORP N  COM SER A       53071810      301,007  29,539,438   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14          29,539,438
LIBERTY MEDIA INTL I  COM SER A       53071910  #VALUE!         160,446   SH          DEFINED     1,5,7          160,446
LIBERTY PPTY TR       SH BEN INT      53117210       83,677   1,888,436   SH          DEFINED     1,2,3,5,7,
                                                                                                  8,10,12,
                                                                                                  13,14        1,888,436
LIFE TIME FITNESS IN  COM             53217R20        7,428     226,404   SH          DEFINED     1              226,404
LIFECELL CORP         COM             53192710        4,719     298,472   SH          DEFINED     1              298,472
LIFECORE BIOMEDICAL   COM             53218710          115      10,505   SH          DEFINED     1               10,505
LIFELINE SYS INC      COM             53219210        4,324     134,614   SH          DEFINED     1              134,614
LIFEPOINT HOSPITALS   COM             53219L10       30,485     603,071   SH          DEFINED     1,2,5,12,
                                                                                                  13             603,071
LIGAND PHARMACEUTICA  CL B            53220K20        6,094     876,804   SH          DEFINED     1,2,5          876,804
LIGHTBRIDGE INC       COM             53222610          177      28,330   SH          DEFINED     1               28,330
LILLY ELI & CO        COM             53245710    1,660,294  29,802,447   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       29,802,447
LIMITED BRANDS INC    COM             53271610      208,134   9,716,817   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        9,716,817
LIN TV CORP           CL A            53277410        8,462     609,249   SH          DEFINED     1,2            609,249
LINCARE HLDGS INC     COM             53279110       67,110   1,640,832   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,640,832
LINCOLN ELEC HLDGS I  COM             53390010       14,433     435,373   SH          DEFINED     1,2,5          435,373
LINCOLN NATL CORP IN  COM             53418710      233,475   4,976,019   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,976,019
LINDSAY MFG CO        COM             53555510        3,486     147,819   SH          DEFINED     1,5,6          147,819
LINEAR TECHNOLOGY CO  COM             53567810      299,497   8,162,914   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        8,162,914
LINENS N THINGS INC   COM             53567910       17,778     751,385   SH          DEFINED     1,2,5,6        751,385
LIONBRIDGE TECHNOLOG  COM             53625210        3,436     506,837   SH          DEFINED     1              506,837
LITHIA MTRS INC       CL A            53679710        9,480     328,600   SH          DEFINED     1,5            328,600
LITTELFUSE INC        COM             53700810        9,660     346,845   SH          DEFINED     1,2,6          346,845
LIZ CLAIBORNE INC     COM             53932010      139,767   3,515,278   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,515,278
LKQ CORP              COM             50188920        4,146     152,713   SH          DEFINED     1              152,713
LLOYDS TSB GROUP PLC  SPONSORED       53943910        1,804      52,967   SH          DEFINED     1               52,967
LOCKHEED MARTIN CORP  COM             53983010    5,408,465  83,373,903   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       83,373,903
LODGENET ENTMT CORP   COM             54021110        2,474     149,130   SH          DEFINED     1              149,130
LODGIAN INC           COM PAR $.      54021P40        2,637     256,745   SH          DEFINED     1              256,745
LOEWS CORP            COM             54042410      276,120   3,562,834   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     3,562,834
LOEWS CORP            CAROLNA GP      54042420       16,016     480,670   SH          DEFINED     1,2,5          480,670
LO-JACK CORP          COM             53945110        2,956     168,349   SH          DEFINED     1              168,349
LONE STAR STEAKHOUSE  COM             54230710        8,667     284,989   SH          DEFINED     1,2,6          284,989
LONE STAR TECHNOLOGI  COM             54231210       22,127     486,311   SH          DEFINED     1,2            486,311
LONGS DRUG STORES CO  COM             54316210       38,728     899,607   SH          DEFINED     1,2,5,6        899,607
LONGVIEW FIBRE CO     COM             54321310       18,036     877,679   SH          DEFINED     1,2,5,13       877,679
LOOKSMART LTD         COM             54344210           57      77,124   SH          DEFINED     1               77,124
LOUDEYE CORP          COM             54575410           17      22,700   SH          DEFINED     1               22,700





                                                                                               
LOUISIANA PAC CORP    COM             54634710      103,595   4,214,621   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13,
                                                                                                  14            4,214,621
LOWES COS INC         COM             54866110    3,329,896  57,195,053   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       57,195,053
LSB INDS INC          COM             50216010          148      20,248   SH          DEFINED     1               20,248
LSI INDS INC          COM             50216C10        3,220     230,978   SH          DEFINED     1              230,978
LSI LOGIC CORP        COM             50216110      102,576  12,082,035   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       12,082,035
LTC PPTYS INC         COM             50217510        7,987     385,831   SH          DEFINED     1,2,5          385,831
LTX CORP              COM             50239210        4,759     961,434   SH          DEFINED     1,5,13         961,434
LUBRIZOL CORP         COM             54927110      112,560   2,679,371   SH          DEFINED     1,2,5,13     2,679,371
LUBYS INC             COM             54928210        3,236     270,818   SH          DEFINED     1              270,818
LUCENT TECHNOLOGIES   COM             54946310      331,094 113,778,037   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14      113,778,037
LUFKIN INDS INC       COM             54976410        5,805     161,342   SH          DEFINED     1              161,342
LUMINENT MTG CAP INC  COM             55027830        7,043     652,739   SH          DEFINED     1,2            652,739
LUMINEX CORP DEL      COM             55027E10        3,006     305,462   SH          DEFINED     1,2,5          305,462
LUXOTTICA GROUP S P   SPONSORED       55068R20        9,791     475,530   SH          DEFINED     1,2            475,530
LYDALL INC DEL        COM             55081910          254      29,505   SH          DEFINED     1,6             29,505
LYON WILLIAM HOMES    COM             55207410        4,199      43,289   SH          DEFINED     1               43,289
LYONDELL CHEMICAL CO  COM             55207810       77,903   2,948,646   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,948,646
M & F WORLDWIDE CORP  COM             55254110        1,479     110,692   SH          DEFINED     1              110,692
M & T BK CORP         COM             55261F10      247,376   2,352,374   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,352,374
M D C HLDGS INC       COM             55267610       29,483     358,458   SH          DEFINED     1,2,5,6,12     358,458
M/I HOMES INC         COM             55305B10        8,072     149,198   SH          DEFINED     1              149,198
MACATAWA BK CORP      COM             55422510        3,726     107,403   SH          DEFINED     1              107,403
MACDERMID INC         COM             55427310       15,165     486,668   SH          DEFINED     1,2,5          486,668
MACERICH CO           COM             55438210       79,878   1,191,317   SH          DEFINED     1,2,3,5,7,
                                                                                                  8,10,12,
                                                                                                  13,14        1,191,317
MAC-GRAY CORP         COM             55415310           96      10,500   SH          DEFINED     1               10,500
MACK CALI RLTY CORP   COM             55448910       54,081   1,193,835   SH          DEFINED     1,2,3,5,13   1,193,835
MACQUARIE INFRASTRUC  SH BEN INT      55607X10          701      24,700   SH          DEFINED     1               24,700
MACROCHEM CORP DEL    COM             55590310            2      10,400   SH          DEFINED     1               10,400
MACROMEDIA INC        COM             55610010       34,631     906,090   SH          DEFINED     1,2,5,12,
                                                                                                  13             906,090
MACRONIX INTL LTD     SPONSORED       55610310           30      16,729   SH          DEFINED     1               16,729
MACROVISION CORP      COM             55590410       18,337     813,551   SH          DEFINED     1,2,5,13       813,551
MADDEN STEVEN LTD     COM             55626910        2,430     136,800   SH          DEFINED     1,5            136,800
MAF BANCORP INC       COM             55261R10       16,923     396,975   SH          DEFINED     1,2,5          396,975
MAGELLAN HEALTH SVCS  COM NEW         55907920       12,168     344,607   SH          DEFINED     1,2            344,607
MAGELLAN MIDSTREAM P  COM UNIT R      55908010        1,870      57,060   SH          DEFINED     1,5             57,060
MAGMA DESIGN AUTOMAT  COM             55918110        3,380     404,286   SH          DEFINED     1,2            404,286
MAGNA ENTMT CORP      CL A            55921110        2,486     440,755   SH          DEFINED     1,5            440,755
MAGNA INTL INC        CL A            55922240        3,580      50,894   SH          DEFINED     1               50,894
MAGNETEK INC          COM             55942410          150      58,386   SH          DEFINED     1,6             58,386
MAGUIRE PPTYS INC     COM             55977510       19,741     696,565   SH          DEFINED     1,3,5          696,565
MAGYAR TELEKOM LTD    SPONSORED       55977610          211       9,853   SH          DEFINED     1                9,853
MAIN STR BKS INC NEW  COM             56034R10        4,608     180,994   SH          DEFINED     1,5            180,994
MAINSOURCE FINANCIAL  COM             56062Y10        3,052     168,718   SH          DEFINED     1,2            168,718
MAIR HOLDINGS INC     COM             56063510        1,124     127,178   SH          DEFINED     1              127,178
MAJESCO ENTERTAINMEN  COM NEW         56069020          872     133,355   SH          DEFINED     1              133,355
MANAGEMENT NETWORK G  COM             56169310        2,982   1,355,480   SH          DEFINED     1            1,355,480
MANHATTAN ASSOCS INC  COM             56275010        9,179     477,801   SH          DEFINED     1,2,5,6        477,801
MANITOWOC INC         COM             56357110       17,605     429,186   SH          DEFINED     1,2,5,6        429,186
MANNATECH INC         COM             56377110        4,295     225,821   SH          DEFINED     1,2            225,821
MANNING GREG AUCTION  COM             56382310          562      47,068   SH          DEFINED     1               47,068
MANNKIND CORP         COM             56400P20        1,504     149,639   SH          DEFINED     1              149,639
MANOR CARE INC NEW    COM             56405510       81,349   2,047,555   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     2,047,555
MANPOWER INC          COM             56418H10       54,730   1,375,812   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,375,812
MANTECH INTL CORP     CL A            56456310        7,605     245,008   SH          DEFINED     1,6            245,008
MANUGISTICS GROUP IN  COM             56501110          123      68,840   SH          DEFINED     1,5             68,840
MANULIFE FINL CORP    COM             56501R10        9,134     191,055   SH          DEFINED     1,5,7,13       191,055
MAPINFO CORP          COM             56510510        2,416     229,892   SH          DEFINED     1,5,6          229,892
MARATHON OIL CORP     COM             56584910      664,343  12,447,875   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       12,447,875
MARCHEX INC           CL B            56624R10        2,835     188,487   SH          DEFINED     1              188,487





                                                                                               
MARCUS CORP           COM             56633010        6,803     320,572   SH          DEFINED     1,2,6          320,572
MARINE PRODS CORP     COM             56842710        2,157     148,269   SH          DEFINED     1              148,269
MARINEMAX INC         COM             56790810        4,202     134,449   SH          DEFINED     1              134,449
MARITRANS INC         COM             57036310        2,663      98,442   SH          DEFINED     1               98,442
MARKEL CORP           COM             57053510       25,070      73,954   SH          DEFINED     1,2,5,12        73,954
MARKETAXESS HLDGS IN  COM             57060D10        2,186     193,444   SH          DEFINED     1              193,444
MARKWEST ENERGY PART  UNIT LTD P      57075910          395       7,800   SH          DEFINED     1                7,800
MARKWEST HYDROCARBON  COM             57076210        1,409      60,730   SH          DEFINED     1               60,730
MARLIN BUSINESS SVCS  COM             57115710          982      48,849   SH          DEFINED     1,2             48,849
MARRIOTT INTL INC NE  CL A            57190320      444,675   6,518,245   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,518,245
MARSH & MCLENNAN COS  COM             57174810      396,094  14,299,436   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       14,299,436
MARSHALL & ILSLEY CO  COM             57183410      237,454   5,342,054   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,342,054
MARSHALL EDWARDS INC  COM             57232230          522      73,153   SH          DEFINED     1,2             73,153
MARTEK BIOSCIENCES C  COM             57290110       18,286     481,728   SH          DEFINED     1,2,5,13       481,728
MARTEN TRANS LTD      COM             57307510        2,292     109,199   SH          DEFINED     1              109,199
MARTHA STEWART LIVIN  CL A            57308310        6,549     224,450   SH          DEFINED     1              224,450
MARTIN MARIETTA MATL  COM             57328410       80,371   1,162,781   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,162,781
MARVEL ENTERPRISES I  COM             57383M10       61,133   3,100,055   SH          DEFINED     1,2,5,10,
                                                                                                  12,14        3,100,055
MARVELL TECHNOLOGY G  ORD             G5876H10       41,864   1,102,549   SH          DEFINED     1,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,102,549
MASCO CORP            COM             57459910      398,464  12,546,088   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       12,546,088
MASSBANK CORP READ M  COM             57615210          227       6,534   SH          DEFINED     1,2              6,534
MASSEY ENERGY CORP    COM             57620610       34,234     907,589   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14             907,589
MASTEC INC            COM             57632310        2,881     327,432   SH          DEFINED     1,2,5          327,432
MATERIAL SCIENCES CO  COM             57667410          180      12,358   SH          DEFINED     1               12,358
MATRIA HEALTHCARE IN  COM NEW         57681720        6,084     188,757   SH          DEFINED     1,5            188,757
MATRITECH INC         COM             57681810           31      44,300   SH          DEFINED     5               44,300
MATRIX SVC CO         COM             57685310          113      24,722   SH          DEFINED     1               24,722
MATRIXONE INC         COM             57685P30        2,994     598,723   SH          DEFINED     1,2,5          598,723
MATSUSHITA ELEC INDL  ADR             57687920        1,316      86,716   SH          DEFINED     1               86,716
MATTEL INC            COM             57708110      201,219  10,995,587   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       10,995,587
MATTHEWS INTL CORP    CL A            57712810       24,022     616,570   SH          DEFINED     1,2,5          616,570
MATTSON TECHNOLOGY I  COM             57722310        3,023     422,225   SH          DEFINED     1              422,225
MAUI LD & PINEAPPLE   COM             57734510        1,683      44,187   SH          DEFINED     1,2             44,187
MAVERICK TUBE CORP    COM             57791410       18,265     612,905   SH          DEFINED     1,2,5          612,905
MAX RE CAPITAL LTD H  SHS             G6052F10          253      11,050   SH          DEFINED     1,5             11,050
MAXIM INTEGRATED PRO  COM             57772K10      323,948   8,475,880   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        8,475,880
MAXIM PHARMACEUTICAL  COM             57772M10           42      32,235   SH          DEFINED     1,5             32,235
MAXIMUS INC           COM             57793310        8,590     243,410   SH          DEFINED     1,5,6          243,410
MAXTOR CORP           COM NEW         57772920       15,849   3,047,857   SH          DEFINED     1,2,5        3,047,857
MAXWELL TECHNOLOGIES  COM             57776710          138      11,300   SH          DEFINED     1               11,300
MAXYGEN INC           COM             57777610        2,231     325,245   SH          DEFINED     1,2            325,245
MAY DEPT STORES CO    COM             57777810      324,852   8,088,933   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        8,088,933
MAYTAG CORP           COM             57859210       36,775   2,348,340   SH          DEFINED     1,2,5,6,
                                                                                                  10,13        2,348,340
MB FINANCIAL INC NEW  COM             55264U10       12,913     324,205   SH          DEFINED     1              324,205
MBIA INC              COM             55262C10      237,486   4,004,144   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,004,144
MBNA CORP             COM             55262L10      942,962  36,045,942   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       36,045,942
MBT FINL CORP         COM             57887710        3,049     158,407   SH          DEFINED     1              158,407
MCAFEE INC            COM             57906410      119,108   4,549,589   SH          DEFINED     1,2,5,10,
                                                                                                  12,13,14     4,549,589
MCCLATCHY CO          CL A            57948910        9,745     148,912   SH          DEFINED     1,2,5          148,912
MCCORMICK & CO INC    COM NON VT      57978020      125,384   3,836,728   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,836,728
MCCORMICK & SCHMICKS  COM             57979310          819      51,880   SH          DEFINED     1               51,880
MCDATA CORP           CL A            58003120        8,470   2,117,397   SH          DEFINED     1,2,5,13     2,117,397
MCDERMOTT INTL INC    COM             58003710        1,585      75,463   SH          DEFINED     1,2,5           75,463
MCDONALDS CORP        COM             58013510    1,201,188  43,286,065   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       43,286,065
MCG CAPITAL CORP      COM             58047P10        8,589     502,864   SH          DEFINED     1              502,864
MCGRATH RENTCORP      COM             58058910        5,771     243,514   SH          DEFINED     1,2            243,514
MCGRAW HILL COS INC   COM             58064510      497,301  11,238,451   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       11,238,451
MCI INC               COM             55269110       53,829   2,093,688   SH          DEFINED     1,2,5,12     2,093,688
MCKESSON CORP         COM             58155Q10      542,159  12,104,456   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       12,104,456





                                                                                               
MCMORAN EXPLORATION   COM             58241110        4,014     205,736   SH          DEFINED     1              205,736
MDS INC               COM             55269P30          172      11,348   SH          DEFINED     1               11,348
MDU RES GROUP INC     COM             55269010       38,666   1,372,596   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,372,596
MEADE INSTRUMENTS CO  COM             58306210           96      34,281   SH          DEFINED     1,6             34,281
MEADOWBROOK INS GROU  COM             58319P10           84      15,953   SH          DEFINED     1               15,953
MEADWESTVACO CORP     COM             58333410      141,153   5,033,986   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,033,986
MEASUREMENT SPECIALT  COM             58342110        2,691     115,931   SH          DEFINED     1              115,931
MECHANICAL TECHNOLOG  COM             58353810          104      29,218   SH          DEFINED     1               29,218
MECHEL STEEL GROUP O  SPONSORED       58384010        2,730     107,482   SH          DEFINED     1,2,7          107,482
MEDALLION FINL CORP   COM             58392810          188      19,850   SH          DEFINED     1,2             19,850
MEDAREX INC           COM             58391610       10,114   1,218,500   SH          DEFINED     1,2,5        1,218,500
MEDCATH CORP          COM             58404W10        2,616      94,150   SH          DEFINED     1,2             94,150
MEDCO HEALTH SOLUTIO  COM             58405U10      400,674   7,508,885   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        7,508,885
MEDIA GEN INC         CL A            58440410       25,048     386,787   SH          DEFINED     1,2,6,13       386,787
MEDIACOM COMMUNICATI  CL A            58446K10        5,607     816,098   SH          DEFINED     1,5            816,098
MEDICAL ACTION INDS   COM             58449L10          293      16,400   SH          DEFINED     1               16,400
MEDICAL STAFFING NET  COM             58463F10          131      26,440   SH          DEFINED     1               26,440
MEDICINES CO          COM             58468810       19,154     820,995   SH          DEFINED     1,2,5          820,995
MEDICIS PHARMACEUTIC  CL A NEW        58469030       27,686     872,547   SH          DEFINED     1,2,5,6        872,547
MEDIMMUNE INC         COM             58469910      179,296   6,710,171   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,710,171
MEDIS TECHNOLOGIES L  COM             58500P10        2,521     151,879   SH          DEFINED     1              151,879
MEDTRONIC INC         COM             58505510    1,846,346  35,650,621   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       35,650,621
MELLON FINL CORP      COM             58551A10      328,200  11,439,510   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       11,439,510
MEMC ELECTR MATLS IN  COM             55271510       41,439   2,627,693   SH          DEFINED     1,2,5        2,627,693
MENS WEARHOUSE INC    COM             58711810       23,622     686,092   SH          DEFINED     1,2,5,6        686,092
MENTOR CORP MINN      COM             58718810       21,249     512,283   SH          DEFINED     1,2,5,6        512,283
MENTOR GRAPHICS CORP  COM             58720010       12,752   1,248,986   SH          DEFINED     1,2,5,8,13   1,248,986
MERCANTILE BANK CORP  COM             58737610        3,384      76,957   SH          DEFINED     1,5             76,957
MERCANTILE BANKSHARE  COM             58740510       60,165   1,167,567   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,167,567
MERCER INTL INC       SH BEN INT      58805610        1,951     267,688   SH          DEFINED     1              267,688
MERCK & CO INC        COM             58933110    2,258,774  73,336,821   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       73,336,821
MERCURY COMPUTER SYS  COM             58937810        9,208     335,808   SH          DEFINED     1,2,5,6        335,808
MERCURY GENL CORP NE  COM             58940010       35,041     642,727   SH          DEFINED     1,2,5,12       642,727
MERCURY INTERACTIVE   COM             58940510       89,058   2,321,630   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,321,630
MEREDITH CORP         COM             58943310       50,119   1,021,595   SH          DEFINED     1,2,5,6,
                                                                                                  10,13        1,021,595
MERGE TECHNOLOGIES I  COM             58998110        2,104     112,214   SH          DEFINED     1              112,214
MERIDIAN BIOSCIENCE   COM             58958410        3,565     188,136   SH          DEFINED     1              188,136
MERIDIAN GOLD INC     COM             58997510        2,130     118,335   SH          DEFINED     1,2            118,335
MERIDIAN RESOURCE CO  COM             58977Q10        9,198   1,924,323   SH          DEFINED     1,2,5        1,924,323
MERISTAR HOSPITALITY  COM             58984Y10       16,002   1,860,714   SH          DEFINED     1,2,3,5      1,860,714
MERIT MED SYS INC     COM             58988910        8,656     561,718   SH          DEFINED     1,6            561,718
MERITAGE HOMES CORP   COM             59001A10       27,610     347,291   SH          DEFINED     1,2,5,6        347,291
MERIX CORP            COM             59004910          123      21,103   SH          DEFINED     1,2             21,103
MERRILL LYNCH & CO I  COM             59018810    4,850,145  88,168,420   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       88,168,420
MESA AIR GROUP INC    COM             59047910        2,807     418,322   SH          DEFINED     1,6            418,322
MESTEK INC            COM             59082910          657      25,764   SH          DEFINED     1               25,764
METAL MGMT INC        COM NEW         59109720        3,966     205,065   SH          DEFINED     1              205,065
METALS USA INC        COM NEW         59132420        4,093     215,169   SH          DEFINED     1              215,169
METASOLV INC          COM             59139P10           93      39,436   SH          DEFINED     1               39,436
METHODE ELECTRS INC   COM             59152020        8,081     680,827   SH          DEFINED     1,2,6          680,827
METLIFE INC           COM             59156R10      983,867  21,892,909   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       21,892,909
METRIS COS INC        COM             59159810       11,946     826,126   SH          DEFINED     1,2,5          826,126
METROLOGIC INSTRS IN  COM             59167610        1,800     143,549   SH          DEFINED     1,2            143,549
METTLER TOLEDO INTER  COM             59268810       33,208     712,923   SH          DEFINED     1,2,5,10,
                                                                                                  12             712,923
MFA MTG INVTS INC     COM             55272X10        7,040     944,946   SH          DEFINED     1              944,946
MGE ENERGY INC        COM             55277P10        9,245     254,120   SH          DEFINED     1,2            254,120
MGI PHARMA INC        COM             55288010       22,817   1,049,067   SH          DEFINED     1,2,5,6      1,049,067
MGIC INVT CORP WIS    COM             55284810      198,442   3,042,653   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,042,653
MGM MIRAGE            COM             55295310       57,572   1,454,580   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,454,580





                                                                                               
MICHAELS STORES INC   COM             59408710      184,362   4,456,409   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           4,456,409
MICREL INC            COM             59479310       16,520   1,434,034   SH          DEFINED     1,2,5,13     1,434,034
MICRO THERAPEUTICS I  COM             59500W10          355      89,275   SH          DEFINED     1               89,275
MICROCHIP TECHNOLOGY  COM             59501710      106,038   3,579,934   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           3,579,934
MICROMUSE INC         COM             59509410        5,037     891,577   SH          DEFINED     1,2,5          891,577
MICRON TECHNOLOGY IN  COM             59511210      159,390  15,611,177   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       15,611,177
MICROS SYS INC        COM             59490110       24,785     553,858   SH          DEFINED     1,2,6          553,858
MICROSEMI CORP        COM             59513710       17,585     935,385   SH          DEFINED     1,2,5,6        935,385
MICROSOFT CORP        COM             59491810    7,157,991 288,163,875   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14      288,163,875
MICROSTRATEGY INC     CL A NEW        59497240       16,525     311,562   SH          DEFINED     1,2,5          311,562
MICROTEK MEDICAL HLD  COM             59515B10          133      36,290   SH          DEFINED     1,5             36,290
MICROTUNE INC DEL     COM             59514P10        2,449     488,257   SH          DEFINED     1              488,257
MICROVISION INC WASH  COM             59496010          153      30,060   SH          DEFINED     1               30,060
MID-AMER APT CMNTYS   COM             59522J10       22,122     487,053   SH          DEFINED     1,2,3          487,053
MIDAS GROUP INC       COM             59562610        6,992     304,017   SH          DEFINED     1,2,6          304,017
MIDDLEBY CORP         COM             59627810        3,354      63,455   SH          DEFINED     1               63,455
MIDDLESEX WATER CO    COM             59668010        2,743     141,240   SH          DEFINED     1,2,5          141,240
MIDLAND CO            COM             59748610        4,786     136,011   SH          DEFINED     1,2            136,011
MID-STATE BANCSHARES  COM             59544010        7,943     286,022   SH          DEFINED     1,2            286,022
MIDWAY GAMES INC      COM             59814810        3,174     289,571   SH          DEFINED     1              289,571
MIDWEST AIR GROUP IN  COM             59791110           31      12,989   SH          DEFINED     1               12,989
MIDWEST BANC HOLDING  COM             59825110        2,485     128,808   SH          DEFINED     1              128,808
MIKOHN GAMING CORP    COM             59862K10        3,608     245,011   SH          DEFINED     1              245,011
MILACRON INC          COM             59870910          380     200,885   SH          DEFINED     1,2,5,6        200,885
MILLENNIUM PHARMACEU  COM             59990210       43,192   4,659,294   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           4,659,294
MILLER HERMAN INC     COM             60054410       25,842     837,935   SH          DEFINED     1,2,5,6,
                                                                                                  12,13          837,935
MILLIPORE CORP        COM             60107310       75,230   1,326,100   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     1,326,100
MILLS CORP            COM             60114810       61,611   1,013,506   SH          DEFINED     1,2,3,5,
                                                                                                  10,12        1,013,506
MINDSPEED TECHNOLOGI  COM             60268210          184     151,150   SH          DEFINED     1,2,5          151,150
MINE SAFETY APPLIANC  COM             60272010       14,548     314,885   SH          DEFINED     1,5            314,885
MINERALS TECHNOLOGIE  COM             60315810       68,055   1,104,790   SH          DEFINED     1,2,5,13     1,104,790
MIPS TECHNOLOGIES IN  COM             60456710        3,319     460,913   SH          DEFINED     1              460,913
MISSION RESOURCES CO  COM             60510910        3,431     425,130   SH          DEFINED     1              425,130
MISSION WEST PPTYS I  COM             60520310        1,101     107,223   SH          DEFINED     1,5            107,223
MITCHELLS & BUTLERS   SPONS ADR       60668M20          133      22,208   SH          DEFINED     1               22,208
MITSUBISHI TOKYO FIN  SPONSORED       60681610       10,874   1,282,327   SH          DEFINED     1,2          1,282,327
MITSUI & CO LTD       ADR             60682720          376       1,968   SH          DEFINED     1                1,968
MIVA INC              COM             55311R10          211      45,570   SH          DEFINED     1,5,6           45,570
MKS INSTRUMENT INC    COM             55306N10        8,677     513,744   SH          DEFINED     1,2,5          513,744
MOBILE MINI INC       COM             60740F10        6,606     191,582   SH          DEFINED     1,2,5,6        191,582
MOBILE TELESYSTEMS O  SPONSORED       60740910       29,050     863,287   SH          DEFINED     1,4,5,7        863,287
MOBILITY ELECTRONICS  COM             60741U10        2,410     263,411   SH          DEFINED     1              263,411
MOBIUS MGMT SYSTEMS   COM             60692510           83      12,640   SH          DEFINED     1               12,640
MOCON INC             COM             60749410           98      10,400   SH          DEFINED     1               10,400
MODINE MFG CO         COM             60782810       18,066     554,854   SH          DEFINED     1,2,5,6,13     554,854
MODTECH HLDGS INC     COM             60783C10           69      10,667   SH          DEFINED     1               10,667
MOHAWK INDS INC       COM             60819010       68,646     832,075   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14             832,075
MOLECULAR DEVICES CO  COM             60851C10        4,840     223,450   SH          DEFINED     1,2            223,450
MOLEX INC             COM             60855410      102,000   3,917,032   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     3,917,032
MOLEX INC             CL A            60855420        1,538      65,483   SH          DEFINED     1,5,12          65,483
MOLINA HEALTHCARE IN  COM             60855R10        5,765     130,245   SH          DEFINED     1              130,245
MOLSON COORS BREWING  CL B            60871R20      133,734   2,156,997   SH          DEFINED     1,2,5,6,7,
                                                                                                  10,12,13     2,156,997
MOMENTA PHARMACEUTIC  COM             60877T10        2,185     110,538   SH          DEFINED     1,2            110,538
MONACO COACH CORP     COM             60886R10        8,521     495,704   SH          DEFINED     1,2,6          495,704
MONARCH CASINO & RES  COM             60902710        2,074      94,107   SH          DEFINED     1               94,107
MONEYGRAM INTL INC    COM             60935Y10       26,721   1,397,516   SH          DEFINED     1,5,12,13    1,397,516
MONMOUTH REAL ESTATE  CL A            60972010          111      13,300   SH          DEFINED     1               13,300
MONOLITHIC PWR SYS I  COM             60983910        1,762     198,415   SH          DEFINED     1,2            198,415
MONOLITHIC SYS TECHN  COM             60984210          270      53,739   SH          DEFINED     1               53,739





                                                                                               
MONRO MUFFLER BRAKE   COM             61023610        3,468     117,516   SH          DEFINED     1,5            117,516
MONSANTO CO NEW       COM             61166W10      579,994   9,225,298   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        9,225,298
MONSTER WORLDWIDE IN  COM             61174210       79,560   2,774,063   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     2,774,063
MONTPELIER RE HOLDIN  SHS             G6218510          509      14,715   SH          DEFINED     1,2,5           14,715
MOODYS CORP           COM             61536910      345,149   7,676,804   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        7,676,804
MOOG INC              CL A            61539420       15,997     507,989   SH          DEFINED     1,2,6          507,989
MORGAN STANLEY        COM NEW         61744644    5,213,940  99,369,935   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       99,369,935
MORGAN STANLEY INDIA  COM             61745C10        3,092      96,329   SH          DEFINED     7               96,329
MORNINGSTAR INC       COM             61770010        1,845      65,554   SH          DEFINED     1               65,554
MORTGAGEIT HLDGS INC  COM             61915Q10        3,165     173,442   SH          DEFINED     1              173,442
MOSAIC CO             COM             61945A10       15,863   1,019,495   SH          DEFINED     1,2,5,12     1,019,495
MOTIVE INC            COM             61980V10        1,693     170,448   SH          DEFINED     1              170,448
MOTOROLA INC          COM             62007610    1,319,391  72,255,794   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       72,255,794
MOVADO GROUP INC      COM             62458010        4,271     226,234   SH          DEFINED     1              226,234
MOVIE GALLERY INC     COM             62458110       11,803     446,590   SH          DEFINED     1,2,6          446,590
MPS GROUP INC         COM             55340910       16,497   1,751,277   SH          DEFINED     1,2,5,13     1,751,277
MRO SOFTWARE INC      COM             55347W10        6,184     423,242   SH          DEFINED     1,2,5,6        423,242
MRV COMMUNICATIONS I  COM             55347710        2,763   1,273,312   SH          DEFINED     1,2,5        1,273,312
MSC INDL DIRECT INC   CL A            55353010       12,312     364,794   SH          DEFINED     1,2,5          364,794
MTC TECHNOLOGIES INC  COM             55377A10        3,217      87,352   SH          DEFINED     1               87,352
MTR GAMING GROUP INC  COM             55376910        3,244     278,659   SH          DEFINED     1,5            278,659
MTS SYS CORP          COM             55377710       10,616     316,155   SH          DEFINED     1,2,6          316,155
MUELLER INDS INC      COM             62475610       14,089     519,879   SH          DEFINED     1,2,5,6        519,879
MULTI FINELINE ELECT  COM             62541B10          771      41,915   SH          DEFINED     1               41,915
MULTIMEDIA GAMES INC  COM             62545310        3,854     350,075   SH          DEFINED     1,2,5,6        350,075
MUNICIPAL MTG & EQUI  GROWTH SHS      62624B10          277      10,648   SH          DEFINED     1,5             10,648
MURPHY OIL CORP       COM             62671710      110,804   2,121,465   SH          DEFINED     1,2,5,12,
                                                                                                  13           2,121,465
MYERS INDS INC        COM             62846410        4,013     321,069   SH          DEFINED     1              321,069
MYKROLIS CORP         COM             62852P10        8,068     567,778   SH          DEFINED     1,2,5          567,778
MYLAN LABS INC        COM             62853010      122,110   6,346,679   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     6,346,679
MYOGEN INC            COM             62856E10        2,542     363,668   SH          DEFINED     1,2            363,668
MYRIAD GENETICS INC   COM             62855J10        5,980     382,079   SH          DEFINED     1,2,5          382,079
NABI BIOPHARMACEUTIC  COM             62951910       11,347     745,049   SH          DEFINED     1,2,5          745,049
NABORS INDUSTRIES LT  SHS             G6359F10      244,198   4,028,343   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,028,343
NACCO INDS INC        CL A            62957910        7,125      66,451   SH          DEFINED     1,2             66,451
NALCO HOLDING COMPAN  COM             62985Q10       11,891     605,767   SH          DEFINED     1,2,5          605,767
NANOGEN INC           COM             63007510        1,756     457,329   SH          DEFINED     1              457,329
NANOPHASE TCHNOLOGIE  COM             63007910           98      16,150   SH          DEFINED     1               16,150
NAPCO SEC SYS INC     COM             63040210          136      13,400   SH          DEFINED     1               13,400
NAPSTER INC           COM             63079710          197      46,992   SH          DEFINED     1,6             46,992
NARA BANCORP INC      COM             63080P10        3,650     248,658   SH          DEFINED     1,5            248,658
NASB FINL INC         COM             62896810        1,677      38,254   SH          DEFINED     1               38,254
NASDAQ STOCK MARKET   COM             63110310       13,670     724,807   SH          DEFINED     1,2            724,807
NASH FINCH CO         COM             63115810       14,196     386,388   SH          DEFINED     1,2,6          386,388
NASTECH PHARMACEUTIC  COM PAR $0      63172840        2,289     160,875   SH          DEFINED     1              160,875
NATCO GROUP INC       CL A            63227W20          176      13,200   SH          DEFINED     1               13,200
NATIONAL AUSTRALIA B  SPONSORED       63252540        1,191      10,176   SH          DEFINED     1               10,176
NATIONAL BEVERAGE CO  COM             63501710        1,194     149,634   SH          DEFINED     1              149,634
NATIONAL BK GREECE S  SPONSORED       63364340          510      74,425   SH          DEFINED     1               74,425
NATIONAL CITY CORP    COM             63540510      564,096  16,532,699   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       16,532,699
NATIONAL FINL PARTNE  COM             63607P20       14,964     382,330   SH          DEFINED     1              382,330
NATIONAL FUEL GAS CO  COM             63618010       37,706   1,304,239   SH          DEFINED     1,2,5,13     1,304,239
NATIONAL HEALTH INVS  COM             63633D10        8,507     303,062   SH          DEFINED     1,2            303,062
NATIONAL HEALTH REAL  COM             63590510        1,385      74,402   SH          DEFINED     1,2,5           74,402
NATIONAL HEALTHCARE   COM             63590610        3,103      87,882   SH          DEFINED     1,5             87,882
NATIONAL INSTRS CORP  COM             63651810       14,816     698,891   SH          DEFINED     1,2,5,13       698,891
NATIONAL INTERSTATE   COM             63654U10          730      36,700   SH          DEFINED     1               36,700
NATIONAL OILWELL VAR  COM             63707110      231,348   4,866,377   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,866,377
NATIONAL PENN BANCSH  COM             63713810       10,182     407,607   SH          DEFINED     1,2,5          407,607





                                                                                               
NATIONAL PRESTO INDS  COM             63721510        3,699      83,945   SH          DEFINED     1,2,5,6         83,945
NATIONAL SEMICONDUCT  COM             63764010      341,143  15,485,376   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       15,485,376
NATIONAL WESTN LIFE   CL A            63852210        6,217      32,062   SH          DEFINED     1               32,062
NATIONWIDE FINL SVCS  CL A            63861210       26,616     701,533   SH          DEFINED     1,2,5,10       701,533
NATIONWIDE HEALTH PP  COM             63862010       20,230     856,855   SH          DEFINED     1,2,5          856,855
NATURAL ALTERNATIVES  COM NEW         63884230          117      14,200   SH          DEFINED     1               14,200
NATURES SUNSHINE PRO  COM             63902710        4,235     242,837   SH          DEFINED     1,2,6          242,837
NAUTILUS INC          COM             63910B10       14,532     509,889   SH          DEFINED     1,2,5,6        509,889
NAVARRE CORP          COM             63920810        1,994     249,382   SH          DEFINED     1              249,382
NAVIGANT CONSULTING   COM             63935N10        9,738     551,398   SH          DEFINED     1,2            551,398
NAVIGANT INTL INC     COM             63935R10        2,439     166,007   SH          DEFINED     1              166,007
NAVIGATORS GROUP INC  COM             63890410        8,484     245,405   SH          DEFINED     1,2            245,405
NAVISTAR INTL CORP N  COM             63934E10       51,152   1,598,506   SH          DEFINED     1,2,5,6,
                                                                                                  10,13        1,598,506
NAVTEQ CORP           COM             63936L10       22,161     596,050   SH          DEFINED     1,2,5,12       596,050
NBC CAP CORP          COM             62872910        2,418      99,341   SH          DEFINED     1,2,5           99,341
NBT BANCORP INC       COM             62877810        9,211     389,628   SH          DEFINED     1,5            389,628
NBTY INC              COM             62878210       23,739     915,145   SH          DEFINED     1,2,5,6        915,145
NCI BUILDING SYS INC  COM             62885210        8,251     251,550   SH          DEFINED     1,2            251,550
NCO GROUP INC         COM             62885810        8,968     414,601   SH          DEFINED     1,2,6          414,601
NCR CORP NEW          COM             62886E10      171,141   4,873,048   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     4,873,048
NDCHEALTH CORP        COM             63948010        8,742     486,457   SH          DEFINED     1,2,5,6        486,457
NEC CORP              ADR             62905020          410      75,970   SH          DEFINED     1               75,970
NEENAH PAPER INC      COM             64007910        5,913     190,934   SH          DEFINED     1,5            190,934
NEIGHBORCARE INC      COM             64015Y10       14,015     422,534   SH          DEFINED     1,5            422,534
NEIMAN MARCUS GROUP   CL A            64020420       49,747     513,277   SH          DEFINED     1,2,5,12,
                                                                                                  13             513,277
NEIMAN MARCUS GROUP   CL B            64020430          869       8,982   SH          DEFINED     1,5,12           8,982
NEKTAR THERAPEUTICS   COM             64026810       17,977   1,068,155   SH          DEFINED     1,2,5        1,068,155
NELNET INC            CL A            64031N10       14,962     449,703   SH          DEFINED     1,2            449,703
NELSON THOMAS INC     COM             64037610        3,601     165,472   SH          DEFINED     1,5,6          165,472
NEOFORMA COM INC      COM NEW         64047550           82      12,133   SH          DEFINED     1               12,133
NEOPHARM INC          COM             64091910        2,224     222,644   SH          DEFINED     1,2            222,644
NEORX CORP            COM PAR $0      64052030            8      13,667   SH          DEFINED     1               13,667
NEOSE TECHNOLOGIES I  COM             64052210           69      21,784   SH          DEFINED     1               21,784
NEOWARE SYS INC       COM             64065P10        2,098     204,900   SH          DEFINED     1,5            204,900
NESS TECHNOLOGIES IN  COM             64104X10        1,067     100,474   SH          DEFINED     1              100,474
NET2PHONE             COM             64108N10           22      12,258   SH          DEFINED     1               12,258
NETBANK INC           COM             64093310        6,208     666,138   SH          DEFINED     1,2,5          666,138
NETFLIX COM INC       COM             64110L10        7,479     455,758   SH          DEFINED     1,2,5          455,758
NETGEAR INC           COM             64111Q10        9,141     491,449   SH          DEFINED     1,2,6          491,449
NETIQ CORP            COM             64115P10        8,541     753,862   SH          DEFINED     1,2,5          753,862
NETLOGIC MICROSYSTEM  COM             64118B10        1,406      79,277   SH          DEFINED     1               79,277
NETRATINGS INC        COM             64116M10        1,924     141,491   SH          DEFINED     1              141,491
NETSCOUT SYS INC      COM             64115T10        2,354     357,175   SH          DEFINED     1              357,175
NETWORK APPLIANCE IN  COM             64120L10      274,303   9,702,979   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        9,702,979
NETWORK EQUIP TECHNO  COM             64120810          215      41,651   SH          DEFINED     1,6             41,651
NEUROCRINE BIOSCIENC  COM             64125C10       18,543     440,862   SH          DEFINED     1,2,5          440,862
NEUROGEN CORP         COM             64124E10        1,601     234,729   SH          DEFINED     1              234,729
NEUROMETRIX INC       COM             64125510          821      40,997   SH          DEFINED     1               40,997
NEW BRUNSWICK SCIENT  COM             64287610           76      14,320   SH          DEFINED     1               14,320
NEW CENTURY FINANCIA  COM             6435EV10       29,970     582,498   SH          DEFINED     1,2,5          582,498
NEW FRONTIER MEDIA I  COM             64439810          105      15,757   SH          DEFINED     1               15,757
NEW JERSEY RES        COM             64602510       16,169     335,107   SH          DEFINED     1,5            335,107
NEW PLAN EXCEL RLTY   COM             64805310       53,781   1,979,440   SH          DEFINED     1,2,3,5,13   1,979,440
NEW RIV PHARMACEUTIC  COM             64846820        1,844      61,422   SH          DEFINED     1,2             61,422
NEW YORK & CO INC     COM             64929510        2,243     106,516   SH          DEFINED     1              106,516
NEW YORK CMNTY BANCO  COM             64944510       68,543   3,782,749   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           3,782,749
NEW YORK TIMES CO     CL A            65011110      127,114   4,080,719   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,080,719
NEWALLIANCE BANCSHAR  COM             65020310       17,236   1,226,781   SH          DEFINED     1,2,5        1,226,781
NEWCASTLE INVT CORP   COM             65105M10       14,604     484,381   SH          DEFINED     1              484,381





                                                                                               
NEWELL RUBBERMAID IN  COM             65122910      204,216   8,566,094   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        8,566,094
NEWFIELD EXPL CO      COM             65129010       73,536   1,843,460   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,843,460
NEWMARKET CORP        COM             65158710        3,000     202,826   SH          DEFINED     1,2,5          202,826
NEWMONT MINING CORP   COM             65163910      474,496  12,157,220   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       12,157,220
NEWPARK RES INC       COM PAR $.      65171850        7,709   1,027,847   SH          DEFINED     1,2          1,027,847
NEWPORT CORP          COM             65182410        9,557     689,528   SH          DEFINED     1,2,5,13       689,528
NEWS CORP             CL A            65248E10    1,159,484  71,661,567   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       71,661,567
NEWS CORP             CL B            65248E20       40,566   2,406,037   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,406,037
NEXSTAR BROADCASTING  CL A            65336K10          121      19,500   SH          DEFINED     1               19,500
NEXTEL COMMUNICATION  CL A            65332V10      990,771  30,664,526   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       30,664,526
NEXTEL PARTNERS INC   CL A            65333F10       27,149   1,078,639   SH          DEFINED     1,2,5,12     1,078,639
NGP CAP RES CO        COM             62912R10        2,484     166,381   SH          DEFINED     1              166,381
NIC INC               COM             62914B10        1,583     342,603   SH          DEFINED     1              342,603
NICOR INC             COM             65408610       58,342   1,417,089   SH          DEFINED     1,2,5,6,
                                                                                                  10,13        1,417,089
NIDEC CORP            SPONSORED       65409010        6,345     237,656   SH          DEFINED     1,2            237,656
NII HLDGS INC         CL B NEW        62913F20       40,296     630,214   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14             630,214
NIKE INC              CL B            65410610      529,651   6,116,058   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,116,058
NIKU CORP             COM NEW         65411370        2,019      97,387   SH          DEFINED     1               97,387
NISOURCE INC          COM             65473P10      217,184   8,782,208   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        8,782,208
NISSAN MOTORS         SPONSORED       65474440          575      28,912   SH          DEFINED     1               28,912
NITROMED INC          COM             65479850        3,158     162,352   SH          DEFINED     1              162,352
NL INDS INC           COM NEW         62915640        1,712     111,260   SH          DEFINED     1,2            111,260
NMS COMMUNICATIONS C  COM             62924810          145      50,572   SH          DEFINED     1               50,572
NMT MED INC           COM             62929410          144      14,396   SH          DEFINED     1               14,396
NN INC                COM             62933710        2,501     197,222   SH          DEFINED     1,2            197,222
NOBLE CORPORATION     SHS             G6542210      249,011   4,048,294   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,048,294
NOBLE ENERGY INC      COM             65504410       96,817   1,279,803   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,279,803
NOBLE INTL LTD        COM             65505310        1,694      71,912   SH          DEFINED     1               71,912
NOKIA CORP            SPONSORED       65490220        8,865     532,735   SH          DEFINED     1,2            532,735
NORANDA INC           COM             65542210          371      21,450   SH          DEFINED     7               21,450
NORDSON CORP          COM             65566310       16,476     480,644   SH          DEFINED     1,2,5,13       480,644
NORDSTROM INC         COM             65566410      220,189   3,239,506   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     3,239,506
NORFOLK SOUTHERN COR  COM             65584410      331,883  10,719,743   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       10,719,743
NORTEL NETWORKS CORP  COM             65656810        1,128     432,037   SH          DEFINED     1,2,5          432,037
NORTH AMERN SCIENTIF  COM             65715D10           21      10,000   SH          DEFINED     1               10,000
NORTH FORK BANCORPOR  COM             65942410      354,841  12,632,298   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       12,632,298
NORTH PITTSBURGH SYS  COM             66156210        3,602     185,118   SH          DEFINED     1,2            185,118
NORTHEAST UTILS       COM             66439710       35,701   1,711,480   SH          DEFINED     1,2,5,10,
                                                                                                  12,13        1,711,480
NORTHERN BORDER PART  UNIT LTD P      66478510          500      10,160   SH          DEFINED     1,5             10,160
NORTHERN EMPIRE BANC  COM             66511210        1,821      58,865   SH          DEFINED     1               58,865
NORTHERN TR CORP      COM             66585910      241,249   5,291,700   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,291,700
NORTHFIELD LABS INC   COM             66613510        3,662     255,877   SH          DEFINED     1              255,877
NORTHROP GRUMMAN COR  COM             66680710    1,886,999  34,153,828   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       34,153,828
NORTHSTAR RLTY FIN C  COM             66704R10        1,612     153,659   SH          DEFINED     1              153,659
NORTHWEST AIRLS CORP  CL A            66728010       31,903   6,996,309   SH          DEFINED     1,2,5        6,996,309
NORTHWEST BANCORP IN  COM             66732810        4,119     193,759   SH          DEFINED     1              193,759
NORTHWEST NAT GAS CO  COM             66765510       14,326     374,637   SH          DEFINED     1,2,5          374,637
NORTHWESTERN CORP     COM NEW         66807430       11,481     364,246   SH          DEFINED     1              364,246
NOVA CHEMICALS CORP   COM             66977W10        1,901      62,206   SH          DEFINED     1,5             62,206
NOVAMED INC DEL       COM             66986W10           70      11,552   SH          DEFINED     1               11,552
NOVARTIS A G          SPONSORED       66987V10        4,185      88,210   SH          DEFINED     1,2             88,210
NOVASTAR FINL INC     COM             66994740       13,135     335,502   SH          DEFINED     1,2            335,502
NOVATEL WIRELESS INC  COM NEW         66987M60        2,730     218,891   SH          DEFINED     1              218,891
NOVAVAX INC           COM             67000210           25      18,600   SH          DEFINED     1               18,600
NOVELIS INC           COM             67000X10        1,976      76,945   SH          DEFINED     1               76,945
NOVELL INC            COM             67000610       53,690   8,659,629   SH          DEFINED     1,2,5,6,7,
                                                                                                  10,13        8,659,629
NOVELLUS SYS INC      COM             67000810       88,479   3,580,707   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,580,707
NOVEN PHARMACEUTICAL  COM             67000910        6,247     357,392   SH          DEFINED     1,2,6          357,392
NOVO-NORDISK A S      ADR             67010020          922      18,080   SH          DEFINED     1               18,080





                                                                                               
NPS PHARMACEUTICALS   COM             62936P10        5,142     453,078   SH          DEFINED     1,2,5          453,078
NRG ENERGY INC        COM NEW         62937750       25,179     669,642   SH          DEFINED     1,2,5          669,642
NS GROUP INC          COM             62891610       14,293     439,647   SH          DEFINED     1,2,5          439,647
NSTAR                 COM             67019E10       37,920   1,229,972   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,229,972
NTL INC DEL           COM             62940M10       60,662     886,605   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14             886,605
NTT DOCOMO INC        SPONS ADR       62942M20        1,062      71,697   SH          DEFINED     1               71,697
NU SKIN ENTERPRISES   CL A            67018T10       14,098     605,054   SH          DEFINED     1              605,054
NUCO2 INC             COM             62942810        2,243      87,396   SH          DEFINED     1               87,396
NUCOR CORP            COM             67034610      280,611   6,151,060   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,151,060
NUTRACEUTICAL INTL C  COM             67060Y10          175      13,100   SH          DEFINED     1               13,100
NUTRI SYS INC NEW     COM             67069D10        3,096     209,759   SH          DEFINED     1              209,759
NUVASIVE INC          COM             67070410        2,311     139,057   SH          DEFINED     1              139,057
NUVEEN INVTS INC      CL A            67090F10       13,983     371,701   SH          DEFINED     1,2,5          371,701
NUVELO INC            COM NEW         67072M30        3,189     412,488   SH          DEFINED     1              412,488
NVIDIA CORP           COM             67066G10      126,219   4,723,778   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,723,778
NVR INC               COM             62944T10      175,039     216,098   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14          216,098
NYFIX INC             COM             67071210          277      46,860   SH          DEFINED     1,5,6           46,860
NYMAGIC INC           COM             62948410        2,460     105,339   SH          DEFINED     1              105,339
O CHARLEYS INC        COM             67082310        5,612     317,771   SH          DEFINED     1,2,6          317,771
O REILLY AUTOMOTIVE   COM             68609110       36,041   1,208,198   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,208,198
OAK HILL FINL INC     COM             67133710          220       7,541   SH          DEFINED     1                7,541
OAKLEY INC            COM             67366210        5,572     327,201   SH          DEFINED     1,2,5          327,201
OCA INC               COM             67083Q10        1,210     643,795   SH          DEFINED     1,2,5          643,795
OCCIDENTAL PETE CORP  COM             67459910    1,064,932  13,842,869   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       13,842,869
OCCULOGIX INC         COM             67461T10          561      66,838   SH          DEFINED     1               66,838
OCEANEERING INTL INC  COM             67523210       13,825     357,703   SH          DEFINED     1,2,5          357,703
OCEANFIRST FINL CORP  COM             67523410        2,857     126,913   SH          DEFINED     1,2            126,913
OCTEL CORP            COM             67572710        4,001     222,303   SH          DEFINED     1,2,5          222,303
OCWEN FINL CORP       COM             67574610        3,985     589,518   SH          DEFINED     1,2            589,518
ODYSSEY HEALTHCARE I  COM             67611V10        7,426     515,013   SH          DEFINED     1,5,6          515,013
ODYSSEY MARINE EXPLO  COM             67611810        1,640     329,279   SH          DEFINED     1              329,279
ODYSSEY RE HLDGS COR  COM             67612W10        4,262     172,672   SH          DEFINED     1              172,672
OFFICE DEPOT INC      COM             67622010      198,357   8,684,612   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        8,684,612
OFFICEMAX INC DEL     COM             67622P10       72,345   2,430,123   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     2,430,123
OFFSHORE LOGISTICS I  COM             67625510        8,495     258,687   SH          DEFINED     1              258,687
OGE ENERGY CORP       COM             67083710       43,339   1,497,560   SH          DEFINED     1,2,5,6,13   1,497,560
OHIO CAS CORP         COM             67724010       26,794   1,108,553   SH          DEFINED     1,2,5,13     1,108,553
OIL STS INTL INC      COM             67802610       10,970     435,841   SH          DEFINED     1              435,841
OLD DOMINION FGHT LI  COM             67958010        6,799     253,421   SH          DEFINED     1,6            253,421
OLD NATL BANCORP IND  COM             68003310       18,827     879,771   SH          DEFINED     1,2,5          879,771
OLD REP INTL CORP     COM             68022310      107,076   4,233,934   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           4,233,934
OLD SECOND BANCORP I  COM             68027710        5,196     178,624   SH          DEFINED     1              178,624
OLIN CORP             COM PAR $1      68066520       20,827   1,141,854   SH          DEFINED     1,2,5,13     1,141,854
OLYMPIC STEEL INC     COM             68162K10          447      33,554   SH          DEFINED     1               33,554
OM GROUP INC          COM             67087210       12,003     486,162   SH          DEFINED     1,2,5          486,162
OMEGA FINL CORP       COM             68209210        4,454     143,447   SH          DEFINED     1,2,5          143,447
OMEGA HEALTHCARE INV  COM             68193610        8,439     656,218   SH          DEFINED     1,2            656,218
OMEGA PROTEIN CORP    COM             68210P10          120      18,930   SH          DEFINED     1               18,930
OMI CORP NEW          COM             Y6476W10        2,415     127,061   SH          DEFINED     1,2,5          127,061
OMNICARE INC          COM             68190410       70,933   1,671,759   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,671,759
OMNICELL INC          COM             68213N10        2,468     280,500   SH          DEFINED     1              280,500
OMNICOM GROUP INC     COM             68191910      414,612   5,191,732   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,191,732
OMNIVISION TECHNOLOG  COM             68212810       12,245     901,039   SH          DEFINED     1,2,5          901,039
OMNOVA SOLUTIONS INC  COM             68212910          442      94,757   SH          DEFINED     1               94,757
ON ASSIGNMENT INC     COM             68215910          238      47,736   SH          DEFINED     1,6             47,736
ON SEMICONDUCTOR COR  COM             68218910        7,167   1,558,034   SH          DEFINED     1,2          1,558,034
ON2 TECHNOLOGIES INC  COM             68338A10            8      14,100   SH          DEFINED     1               14,100
ONE LIBERTY PPTYS IN  COM             68240610        2,237     108,018   SH          DEFINED     1,2            108,018
ONEOK INC NEW         COM             68268010       51,260   1,569,991   SH          DEFINED     1,2,5,13     1,569,991





                                                                                               
ONLINE RES CORP       COM             68273G10        2,166     191,554   SH          DEFINED     1              191,554
ONYX PHARMACEUTICALS  COM             68339910        9,712     407,704   SH          DEFINED     1,2,5          407,704
OPEN JT STK CO-VIMPE  SPONSORED       68370R10        5,378     158,024   SH          DEFINED     1,2,7          158,024
OPEN SOLUTIONS INC    COM             68371P10        3,956     194,897   SH          DEFINED     1              194,897
OPENTV CORP           CL A            G6754310           94      34,418   SH          DEFINED     1               34,418
OPENWAVE SYS INC      COM NEW         68371830       12,685     773,499   SH          DEFINED     1,5            773,499
OPLINK COMMUNICATION  COM             68375Q10        2,163   1,310,725   SH          DEFINED     1            1,310,725
OPNET TECHNOLOGIES I  COM             68375710          196      24,209   SH          DEFINED     1,5             24,209
OPSWARE INC           COM             68383A10        4,344     848,516   SH          DEFINED     1,5            848,516
OPTICAL COMMUNICATIO  CL A            68382T10          266     139,743   SH          DEFINED     1              139,743
OPTION CARE INC       COM             68394810        4,470     317,053   SH          DEFINED     1,2,5          317,053
OPTIONSXPRESS HLDGS   COM             68401010        3,508     230,766   SH          DEFINED     1              230,766
ORACLE CORP           COM             68389X10    1,576,243 119,412,328   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14      119,412,328
ORASURE TECHNOLOGIES  COM             68554V10        6,420     643,248   SH          DEFINED     1,2,5          643,248
ORBITAL SCIENCES COR  COM             68556410        6,425     648,995   SH          DEFINED     1,2            648,995
ORBOTECH LTD          ORD             M7525310          539      25,094   SH          DEFINED     1,2,7           25,094
OREGON STL MLS INC    COM             68607910        6,963     404,570   SH          DEFINED     1              404,570
ORIENTAL FINL GROUP   COM             68618W10        4,046     265,123   SH          DEFINED     1,2            265,123
ORIGEN FINL INC       COM             68619E20          645      87,142   SH          DEFINED     1,2             87,142
ORIX CORP             SPONSORED       68633010          590       7,835   SH          DEFINED     1                7,835
ORLEANS HOMEBUILDERS  COM             68658810          675      28,782   SH          DEFINED     1               28,782
ORMAT TECHNOLOGIES I  COM             68668810          755      39,534   SH          DEFINED     1               39,534
ORTHOLOGIC CORP       COM             68750J10          210      54,312   SH          DEFINED     1,5             54,312
ORTHOVITA INC         COM             68750U10           80      20,400   SH          DEFINED     1               20,400
OSCIENT PHARMACEUTIC  COM             68812R10          156      58,860   SH          DEFINED     1               58,860
OSHKOSH B GOSH INC    CL A            68822220        5,343     205,571   SH          DEFINED     1,2,6          205,571
OSHKOSH TRUCK CORP    COM             68823920       33,252     424,777   SH          DEFINED     1,2,5,6,10     424,777
OSI PHARMACEUTICALS   COM             67104010       17,225     421,456   SH          DEFINED     1,2,5,12       421,456
OSI SYSTEMS INC       COM             67104410        2,624     166,176   SH          DEFINED     1              166,176
OSTEOTECH INC         COM             68858210          164      44,436   SH          DEFINED     1,5,6           44,436
OTTER TAIL CORP       COM             68964810        9,504     347,761   SH          DEFINED     1,2,5          347,761
OUTBACK STEAKHOUSE I  COM             68989910       36,665     810,466   SH          DEFINED     1,2,5,12,
                                                                                                  13             810,466
OUTDOOR CHANNEL HLDG  COM NEW         69002720          476      34,564   SH          DEFINED     1               34,564
OVERLAND STORAGE INC  COM             69031010          154      16,170   SH          DEFINED     1               16,170
OVERNITE CORP         COM             69032210       13,611     316,680   SH          DEFINED     1              316,680
OVERSEAS SHIPHOLDING  COM             69036810       43,304     725,971   SH          DEFINED     1,2,13         725,971
OVERSTOCK COM INC DE  COM             69037010        5,033     141,388   SH          DEFINED     1,5            141,388
OWENS & MINOR INC NE  COM             69073210       18,009     556,695   SH          DEFINED     1,5,6          556,695
OWENS ILL INC         COM NEW         69076840      236,135   9,426,552   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           9,426,552
OXFORD INDS INC       COM             69149730        8,523     197,977   SH          DEFINED     1,6            197,977
OXIGENE INC           COM             69182810           80      17,729   SH          DEFINED     1               17,729
P A M TRANSN SVCS IN  COM             69314910          932      55,424   SH          DEFINED     1               55,424
P C CONNECTION        COM             69318J10           69      11,113   SH          DEFINED     1               11,113
P F CHANGS CHINA BIS  COM             69333Y10       25,163     426,628   SH          DEFINED     1,2,6          426,628
P T TELEKOMUNIKASI I  SPONSORED       71568410        1,720      82,505   SH          DEFINED     1,2             82,505
PACCAR INC            COM             69371810      302,311   4,445,746   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,445,746
PACER INTL INC TENN   COM             69373H10       12,052     553,084   SH          DEFINED     1,2            553,084
PACIFIC CAP BANCORP   COM             69404P10       20,154     544,703   SH          DEFINED     1,5            544,703
PACIFIC ENERGY PARTN  COM UNIT        69422R10          663      20,880   SH          DEFINED     1,2             20,880
PACIFIC ETHANOL INC   COM             69423U10        1,193     119,672   SH          DEFINED     1              119,672
PACIFIC SUNWEAR CALI  COM             69487310       29,252   1,272,368   SH          DEFINED     1,2,5,13     1,272,368
PACIFICARE HEALTH SY  COM             69511210       73,081   1,022,828   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,022,828
PACKAGING CORP AMER   COM             69515610       18,995     902,394   SH          DEFINED     1,2,5,13       902,394
PACKETEER INC         COM             69521010        8,840     626,938   SH          DEFINED     1,2            626,938
PACTIV CORP           COM             69525710       93,606   4,337,611   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,337,611
PAIN THERAPEUTICS IN  COM             69562K10        2,252     333,644   SH          DEFINED     1              333,644
PAINCARE HLDGS INC    COM             69562E10        1,766     407,928   SH          DEFINED     1              407,928
PALATIN TECHNOLOGIES  COM NEW         69607730           67      38,300   SH          DEFINED     1               38,300
PALL CORP             COM             69642930       95,376   3,141,501   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,13,14   3,141,501





                                                                                               
PALM HARBOR HOMES     COM             69663910        3,423     181,798   SH          DEFINED     1,2            181,798
PALMONE               COM             69713P10       28,007     940,764   SH          DEFINED     1,2,5          940,764
PALMSOURCE INC        COM             69715410          191      22,465   SH          DEFINED     1,5             22,465
PALOMAR MED TECHNOLO  COM NEW         69752930        3,850     160,951   SH          DEFINED     1              160,951
PAN PACIFIC RETAIL P  COM             69806L10       46,707     703,632   SH          DEFINED     1,2,3,5        703,632
PANAMSAT HLDG CORP    COM             69831Y10        6,773     330,242   SH          DEFINED     1,2            330,242
PANERA BREAD CO       CL A            69840W10       21,480     345,978   SH          DEFINED     1,2,5,6        345,978
PANTRY INC            COM             69865710       21,144     545,942   SH          DEFINED     1,2            545,942
PAPA JOHNS INTL INC   COM             69881310       12,692     317,530   SH          DEFINED     1,2,6          317,530
PAR PHARMACEUTICAL C  COM             69888P10       19,339     607,963   SH          DEFINED     1,2,5,13       607,963
PAR TECHNOLOGY CORP   COM             69888410        1,051      32,857   SH          DEFINED     1               32,857
PARADYNE NETWORKS IN  COM             69911G10           47      25,957   SH          DEFINED     1               25,957
PARALLEL PETE CORP D  COM             69915710        2,510     283,566   SH          DEFINED     1              283,566
PARAMETRIC TECHNOLOG  COM             69917310       58,327   9,142,162   SH          DEFINED     1,2,5,6,10   9,142,162
PAREXEL INTL CORP     COM             69946210        6,784     342,274   SH          DEFINED     1,6            342,274
PARK ELECTROCHEMICAL  COM             70041620        5,959     236,450   SH          DEFINED     1,2,6          236,450
PARK NATL CORP        COM             70065810       17,270     156,287   SH          DEFINED     1,2,5          156,287
PARK OHIO HLDGS CORP  COM             70066610          174      10,368   SH          DEFINED     1               10,368
PARKER DRILLING CO    COM             70108110        7,737   1,103,771   SH          DEFINED     1,2,5        1,103,771
PARKER HANNIFIN CORP  COM             70109410      209,820   3,383,643   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,383,643
PARKVALE FINL CORP    COM             70149210          241       8,832   SH          DEFINED     1                8,832
PARKWAY PPTYS INC     COM             70159Q10       13,773     275,402   SH          DEFINED     1,3            275,402
PARLUX FRAGRANCES IN  COM             70164510        1,594      57,614   SH          DEFINED     1               57,614
PARTNER COMMUNICATIO  ADR             70211M10          122      16,979   SH          DEFINED     1,7             16,979
PARTNERRE LTD         COM             G6852T10       18,231     283,009   SH          DEFINED     1,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14             283,009
PARTNERS TR FINL GRO  COM             70213F10        5,443     509,619   SH          DEFINED     1,5            509,619
PARTY CITY CORP       COM             70214510        1,514     126,131   SH          DEFINED     1,5            126,131
PATHMARK STORES INC   COM             70322A10        5,160     589,028   SH          DEFINED     1,2            589,028
PATRICK INDS INC      COM             70334310          106      10,800   SH          DEFINED     1               10,800
PATTERSON COMPANIES   COM             70339510       86,356   1,916,041   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,916,041
PATTERSON UTI ENERGY  COM             70348110       70,540   2,534,674   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,534,674
PAULA FINL DEL        COM             70358810           25      14,600   SH          DEFINED     1               14,600
PAXAR CORP            COM             70422710        7,853     442,415   SH          DEFINED     1,2,6          442,415
PAXSON COMMUNICATION  COM             70423110           18      29,844   SH          DEFINED     1               29,844
PAYCHEX INC           COM             70432610      300,109   9,228,449   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        9,228,449
PAYLESS SHOESOURCE I  COM             70437910       28,955   1,508,069   SH          DEFINED     1,2,5,13     1,508,069
PC-TEL INC            COM             69325Q10          272      34,771   SH          DEFINED     1,6             34,771
PDF SOLUTIONS INC     COM             69328210        3,219     245,694   SH          DEFINED     1,2,5          245,694
PEABODY ENERGY CORP   COM             70454910       96,468   1,853,735   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,853,735
PEAPACK-GLADSTONE FI  COM             70469910        2,514      90,749   SH          DEFINED     1               90,749
PEARSON PLC           SPONSORED       70501510          444      37,374   SH          DEFINED     1               37,374
PEDIATRIX MED GROUP   COM             70532410       27,396     372,533   SH          DEFINED     1,2,5,6        372,533
PEETS COFFEE & TEA I  COM             70556010        7,185     217,456   SH          DEFINED     1,6            217,456
PEGASUS SOLUTIONS IN  COM             70590610        3,102     278,244   SH          DEFINED     1,2,6          278,244
PEGASYSTEMS INC       COM             70557310          688     116,628   SH          DEFINED     1              116,628
PEMSTAR INC           COM             70655210           39      38,824   SH          DEFINED     1,5             38,824
PENN NATL GAMING INC  COM             70756910       43,329   1,187,088   SH          DEFINED     1,2,5        1,187,088
PENN VA CORP          COM             70788210       10,954     245,226   SH          DEFINED     1              245,226
PENN VA RESOURCES PA  COM             70788410          397       8,300   SH          DEFINED     1                8,300
PENNEY J C INC        COM             70816010    1,915,598  36,432,069   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       36,432,069
PENNFED FINL SVCS IN  COM             70816710        1,990     117,864   SH          DEFINED     1              117,864
PENNROCK FINL SVCS C  COM             70835210        3,555      99,447   SH          DEFINED     1,2             99,447
PENNSYLVANIA COMM BA  COM             70867710        1,593      48,652   SH          DEFINED     1               48,652
PENNSYLVANIA RL ESTA  SH BEN INT      70910210       33,933     714,389   SH          DEFINED     1,2,3,5        714,389
PENTAIR INC           COM             70963110       72,495   1,693,410   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,693,410
PENWEST PHARMACEUTIC  COM             70975410        2,589     219,009   SH          DEFINED     1              219,009
PEOPLES BANCORP INC   COM             70978910        4,327     161,740   SH          DEFINED     1,2            161,740
PEOPLES BK BRIDGEPOR  COM             71019810       17,285     571,578   SH          DEFINED     1,2,5,12       571,578
PEOPLES ENERGY CORP   COM             71103010       53,673   1,234,988   SH          DEFINED     1,2,5,6,
                                                                                                  10,13        1,234,988





                                                                                               
PEP BOYS MANNY MOE &  COM             71327810       11,968     883,926   SH          DEFINED     1,2,5,6        883,926
PEPCO HOLDINGS INC    COM             71329110       77,544   3,239,098   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           3,239,098
PEPSI BOTTLING GROUP  COM             71340910      465,921  16,285,254   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13,
                                                                                                  14          16,285,254
PEPSIAMERICAS INC     COM             71343P20       28,952   1,128,296   SH          DEFINED     1,2,5,6,
                                                                                                  12,13        1,128,296
PEPSICO INC           COM             71344810    2,617,145  48,528,557   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       48,528,557
PEREGRINE PHARMACEUT  COM             71366110          969   1,009,505   SH          DEFINED     1,5          1,009,505
PERFORMANCE FOOD GRO  COM             71375510       25,229     835,133   SH          DEFINED     1,2,5,6        835,133
PERFORMANCE TECHNOLO  COM             71376K10           80      14,517   SH          DEFINED     1               14,517
PERICOM SEMICONDUCTO  COM             71383110        2,282     280,283   SH          DEFINED     1,6            280,283
PERINI CORP           COM             71383910        2,930     178,432   SH          DEFINED     1              178,432
PERKINELMER INC       COM             71404610       66,128   3,498,825   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13,
                                                                                                  14           3,498,825
PERMA-FIX ENVIRONMEN  COM             71415710           24      12,500   SH          DEFINED     1               12,500
PEROT SYS CORP        CL A            71426510       19,242   1,353,141   SH          DEFINED     1,2,5        1,353,141
PERRIGO CO            COM             71429010       18,002   1,291,362   SH          DEFINED     1,2,5,13     1,291,362
PER-SE TECHNOLOGIES   COM NEW         71356930       10,151     482,924   SH          DEFINED     1,2            482,924
PERVASIVE SOFTWARE I  COM             71571010           58      13,600   SH          DEFINED     1               13,600
PETCO ANIMAL SUPPLIE  COM NEW         71601620       18,609     634,702   SH          DEFINED     1,2,5          634,702
PETROBRAS ENERGIA PA  SP ADR B S      71646M10          738      64,717   SH          DEFINED     1,2,7           64,717
PETRO-CDA             COM             71644E10        3,564      54,708   SH          DEFINED     1,5             54,708
PETROCHINA CO LTD     SPONSORED       71646E10        2,759      37,562   SH          DEFINED     1               37,562
PETROHAWK ENERGY COR  COM             71649510        2,472     228,871   SH          DEFINED     1              228,871
PETROLEO BRASILEIRO   SPONSORED       71654V10       33,750     733,065   SH          DEFINED     1,2            733,065
PETROLEO BRASILEIRO   SPONSORED       71654V40       61,584   1,181,346   SH          DEFINED     1,2,4,5      1,181,346
PETROLEUM DEV CORP    COM             71657810        7,541     236,766   SH          DEFINED     1,2,5          236,766
PETROQUEST ENERGY IN  COM             71674810        2,812     428,024   SH          DEFINED     1              428,024
PETSMART INC          COM             71676810       76,806   2,530,675   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,530,675
PFF BANCORP INC       COM             69331W10       10,519     347,283   SH          DEFINED     1,2            347,283
PFIZER INC            COM             71708110    6,248,187 226,547,747   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14      226,547,747
PG&E CORP             COM             69331C10      458,759  12,220,546   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       12,220,546
PHARMACEUTICAL PROD   COM             71712410       28,245     602,754   SH          DEFINED     1,2,5,6,12     602,754
PHARMACYCLICS INC     COM             71693310          119      15,788   SH          DEFINED     1               15,788
PHARMION CORP         COM             71715B40        6,869     295,944   SH          DEFINED     1              295,944
PHARMOS CORP          COM PAR $.      71713930           39      15,909   SH          DEFINED     1               15,909
PHASE FORWARD INC     COM             71721R40          862     126,706   SH          DEFINED     1              126,706
PHELPS DODGE CORP     COM             71726510      358,514   3,875,826   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,875,826
PHH CORP              COM NEW         69332020       18,556     721,464   SH          DEFINED     1,2,5,13       721,464
PHILADELPHIA CONS HL  COM             71752810       14,830     174,959   SH          DEFINED     1,2,5          174,959
PHILIPPINE LONG DIST  SPONSORED       71825260        4,652     160,131   SH          DEFINED     1,2,7          160,131
PHILLIPS VAN HEUSEN   COM             71859210       22,721     695,056   SH          DEFINED     1,2,6          695,056
PHOENIX COS INC NEW   COM             71902E10       19,982   1,679,163   SH          DEFINED     1,2,5        1,679,163
PHOENIX TECHNOLOGY L  COM             71915310        1,550     199,195   SH          DEFINED     1,6            199,195
PHOTON DYNAMICS INC   COM             71936410        4,550     220,787   SH          DEFINED     1,2,6          220,787
PHOTRONICS INC        COM             71940510       18,594     796,666   SH          DEFINED     1,2,5,6        796,666
PICO HLDGS INC        COM NEW         69336620        2,417      81,230   SH          DEFINED     1,2             81,230
PIEDMONT NAT GAS INC  COM             72018610       14,436     601,002   SH          DEFINED     1,2,5          601,002
PIER 1 IMPORTS INC    COM             72027910       20,575   1,449,997   SH          DEFINED     1,2,5,13     1,449,997
PILGRIMS PRIDE CORP   COM             72146710       51,585   1,511,440   SH          DEFINED     1,2,10,12,
                                                                                                  14           1,511,440
PINNACLE AIRL CORP    COM             72344310        3,407     396,595   SH          DEFINED     1,2            396,595
PINNACLE ENTMT INC    COM             72345610       11,610     593,545   SH          DEFINED     1,2,5,6        593,545
PINNACLE FINL PARTNE  COM             72346Q10        1,665      69,394   SH          DEFINED     1               69,394
PINNACLE SYS INC      COM             72348110        4,732     860,333   SH          DEFINED     1,5,6          860,333
PINNACLE WEST CAP CO  COM             72348410      130,374   2,933,059   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,933,059
PIONEER COS INC       COM NEW         72364330          981      44,625   SH          DEFINED     1               44,625
PIONEER DRILLING CO   COM             72365510        3,102     203,289   SH          DEFINED     1              203,289
PIONEER NAT RES CO    COM             72378710      107,109   2,545,376   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,545,376
PIPER JAFFRAY COS     COM             72407810        7,955     261,436   SH          DEFINED     1,2,5          261,436
PITNEY BOWES INC      COM             72447910      265,583   6,098,358   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,098,358
PIXAR                 COM             72581110       24,513     489,770   SH          DEFINED     1,2,5,6,12     489,770
PIXELWORKS INC        COM             72581M10        5,330     621,209   SH          DEFINED     1,2,5          621,209





                                                                                               
PLACER DOME INC       COM             72590610          677      44,037   SH          DEFINED     1,5             44,037
PLACER SIERRA BANCSH  COM             72607910        1,015      37,237   SH          DEFINED     1               37,237
PLAINS ALL AMERN PIP  UNIT LTD P      72650310        2,117      48,267   SH          DEFINED     1,5             48,267
PLAINS EXPL& PRODTN   COM             72650510       31,687     891,828   SH          DEFINED     1,2,5,13       891,828
PLANAR SYS INC        COM             72690010        2,746     373,640   SH          DEFINED     1,5,6          373,640
PLANTRONICS INC NEW   COM             72749310       28,408     781,304   SH          DEFINED     1,2,5,12,
                                                                                                  13             781,304
PLATINUM UNDERWRITER  COM             G7127P10          814      25,586   SH          DEFINED     1,2,5           25,586
PLATO LEARNING INC    COM             72764Y10          151      20,507   SH          DEFINED     1               20,507
PLAYBOY ENTERPRISES   CL B            72811730        2,857     220,812   SH          DEFINED     1              220,812
PLAYTEX PRODS INC     COM             72813P10        7,236     672,522   SH          DEFINED     1,2            672,522
PLEXUS CORP           COM             72913210       18,898   1,328,009   SH          DEFINED     1,2,5,13     1,328,009
PLUG POWER INC        COM             72919P10        3,485     508,808   SH          DEFINED     1,5            508,808
PLUM CREEK TIMBER CO  COM             72925110      171,782   4,732,276   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,732,276
PLUMTREE SOFTWARE IN  COM             72940Q10           81      16,680   SH          DEFINED     1               16,680
PLX TECHNOLOGY INC    COM             69341710        2,607     256,637   SH          DEFINED     1              256,637
PMA CAP CORP          CL A            69341920        3,363     380,861   SH          DEFINED     1,5            380,861
PMC COML TR           SH BEN INT      69343410          208      15,886   SH          DEFINED     1,2             15,886
PMC-SIERRA INC        COM             69344F10       45,459   4,872,308   SH          DEFINED     1,2,5,6,
                                                                                                  10,13        4,872,308
PMI GROUP INC         COM             69344M10       54,139   1,388,901   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,388,901
PNC FINL SVCS GROUP   COM             69347510      466,139   8,559,297   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        8,559,297
PNM RES INC           COM             69349H10       32,509   1,128,396   SH          DEFINED     1,2,5,13     1,128,396
POGO PRODUCING CO     COM             73044810       53,167   1,024,013   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,024,013
POINT THERAPEUTICS I  COM             73069410           43      10,341   SH          DEFINED     1               10,341
POLARIS INDS INC      COM             73106810       30,575     566,208   SH          DEFINED     1,2,5,6,12     566,208
POLO RALPH LAUREN CO  CL A            73157210       17,227     399,598   SH          DEFINED     1,2,5,12       399,598
POLYCOM INC           COM             73172K10       24,642   1,652,725   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,652,725
POLYMEDICA CORP       COM             73173810       14,165     397,220   SH          DEFINED     1,2,6          397,220
POLYONE CORP          COM             73179P10        8,486   1,281,868   SH          DEFINED     1,2,5        1,281,868
POMEROY IT SOLUTIONS  COM             73182210          128      12,641   SH          DEFINED     1               12,641
POPE & TALBOT INC     COM             73282710        2,182     196,620   SH          DEFINED     1,2,5          196,620
POPULAR INC           COM             73317410       51,940   2,061,937   SH          DEFINED     1,2,5,12     2,061,937
PORTAL SOFTWARE INC   COM NEW         73612630           54      26,979   SH          DEFINED     1               26,979
PORTALPLAYER INC      COM             73618720        2,834     136,114   SH          DEFINED     1              136,114
PORTFOLIO RECOVERY A  COM             73640Q10       13,915     331,145   SH          DEFINED     1,2            331,145
PORTUGAL TELECOM SGP  SPONSORED       73727310          370      38,713   SH          DEFINED     1               38,713
POSCO                 SPONSORED       69348310        3,548      80,691   SH          DEFINED     1               80,691
POSSIS MEDICAL INC    COM             73740710        3,470     341,500   SH          DEFINED     1,6            341,500
POST PPTYS INC        COM             73746410       30,548     845,957   SH          DEFINED     1,2,3,5        845,957
POTASH CORP SASK INC  COM             73755L10          956      10,000   SH          DEFINED     1               10,000
POTLATCH CORP         COM             73762810       32,066     612,771   SH          DEFINED     1,2,5,13       612,771
POWELL INDS INC       COM             73912810        3,367     178,426   SH          DEFINED     1              178,426
POWER INTEGRATIONS I  COM             73927610        8,844     410,002   SH          DEFINED     1,2,5,6        410,002
POWER-ONE INC         COM             73930810        5,133     813,518   SH          DEFINED     1,2,5          813,518
POWERWAVE TECHNOLOGI  COM             73936310       16,991   1,662,555   SH          DEFINED     1,2,5,13     1,662,555
POZEN INC             COM             73941U10        3,046     368,724   SH          DEFINED     1,2,5          368,724
PPG INDS INC          COM             69350610      313,349   4,992,813   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,992,813
PPL CORP              COM             69351T10      357,664   6,023,301   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,023,301
PRA INTL              COM             69353C10        3,166     118,227   SH          DEFINED     1,2            118,227
PRAECIS PHARMACEUTIC  COM             73942110           30      57,473   SH          DEFINED     1,5             57,473
PRAXAIR INC           COM             74005P10      436,322   9,363,124   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        9,363,124
PRE PAID LEGAL SVCS   COM             74006510        8,773     196,474   SH          DEFINED     1,2,6          196,474
PRECISION CASTPARTS   COM             74018910       71,832     922,109   SH          DEFINED     1,2,5,12,
                                                                                                  13             922,109
PREFERRED BK LOS ANG  COM             74036710        1,269      32,277   SH          DEFINED     1               32,277
PREFORMED LINE PRODS  COM             74044410          930      22,798   SH          DEFINED     1                22,798
PREMCOR INC           COM             74045Q10       57,615     776,698   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14             776,698
PREMIERE GLOBAL SVCS  COM             74058510       16,499   1,461,339   SH          DEFINED     1,2          1,461,339
PREMIERWEST BANCORP   COM             74092110        1,448      97,732   SH          DEFINED     1               97,732
PRENTISS PPTYS TR     SH BEN INT      74070610       32,382     888,630   SH          DEFINED     1,2,3,5        888,630
PRESIDENTIAL LIFE CO  COM             74088410        5,383     314,595   SH          DEFINED     1,2            314,595





                                                                                               
PRESSTEK INC          COM             74111310        3,956     349,471   SH          DEFINED     1,2            349,471
PRESTIGE BRANDS HLDG  COM             74112D10        5,834     299,162   SH          DEFINED     1              299,162
PRG-SCHULTZ INTERNAT  COM             69357C10        1,752     621,255   SH          DEFINED     1,2,6          621,255
PRICE COMMUNICATIONS  COM NEW         74143730       10,074     582,322   SH          DEFINED     1,2,5          582,322
PRICE T ROWE GROUP I  COM             74144T10      204,839   3,272,188   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,272,188
PRICELINE COM INC     COM NEW         74150340        8,811     377,650   SH          DEFINED     1,2,5          377,650
PRICESMART INC        COM             74151110          100      11,750   SH          DEFINED     1               11,750
PRIDE INTL INC DEL    COM             74153Q10       73,148   2,846,235   SH          DEFINED     1,2,5,10,
                                                                                                  12,13        2,846,235
PRIME GROUP REALTY T  SH BEN INT      74158J10          198      27,442   SH          DEFINED     1,5             27,442
PRIMEDIA INC          COM             74157K10        6,527   1,611,721   SH          DEFINED     1,5          1,611,721
PRIMUS TELECOMMUNICA  COM             74192910           36      56,982   SH          DEFINED     1               56,982
PRINCETON REVIEW INC  COM             74235210          152      26,010   SH          DEFINED     1,5             26,010
PRINCIPAL FINANCIAL   COM             74251V10      341,083   8,140,406   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     8,140,406
PRIORITY HEALTHCARE   CL B            74264T10       11,850     467,260   SH          DEFINED     1,2,5,6        467,260
PRIVATEBANCORP INC    COM             74296210        7,624     215,480   SH          DEFINED     1,5            215,480
PROASSURANCE CORP     COM             74267C10       14,316     342,815   SH          DEFINED     1,2,5          342,815
PROCTER & GAMBLE CO   COM             74271810    4,164,507  78,947,993   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       78,947,993
PROGENICS PHARMACEUT  COM             74318710        2,901     139,083   SH          DEFINED     1              139,083
PROGRESS ENERGY INC   COM             74326310    1,010,720  22,341,280   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       22,341,280
PROGRESS SOFTWARE CO  COM             74331210       16,859     559,166   SH          DEFINED     1,2,5,6        559,166
PROGRESSIVE CORP OHI  COM             74331510      555,461   5,621,508   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,621,508
PROLOGIS              SH BEN INT      74341010      258,494   6,423,819   SH          DEFINED     1,2,3,5,6,
                                                                                                  7,8,10,12,
                                                                                                  13,14        6,423,819
PROQUEST COMPANY      COM             74346P10        9,451     288,234   SH          DEFINED     1,5            288,234
PROSPERITY BANCSHARE  COM             74360610        7,872     275,452   SH          DEFINED     1,2            275,452
PROTECTIVE LIFE CORP  COM             74367410       57,840   1,369,978   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,369,978
PROTEIN DESIGN LABS   COM             74369L10       24,701   1,222,206   SH          DEFINED     1,2,5,13     1,222,206
PROVIDE COMM INC      COM             74373W10        2,222     102,911   SH          DEFINED     1,2            102,911
PROVIDENCE SVC CORP   COM             74381510        2,046      82,394   SH          DEFINED     1               82,394
PROVIDENT BANKSHARES  COM             74385910       17,367     544,265   SH          DEFINED     1,2,5          544,265
PROVIDENT FINL HLDGS  COM             74386810        1,731      61,587   SH          DEFINED     1               61,587
PROVIDENT FINL SVCS   COM             74386T10       20,592   1,172,021   SH          DEFINED     1,2,5        1,172,021
PROVIDIAN FINL CORP   COM             74406A10      204,561  11,603,031   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       11,603,031
PROXYMED INC          COM NEW         74429030           86      10,938   SH          DEFINED     1               10,938
PRUDENTIAL FINL INC   COM             74432010      942,449  14,353,477   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       14,353,477
PRUDENTIAL PLC        ADR             74435K20          908      50,571   SH          DEFINED     1               50,571
PS BUSINESS PKS INC   COM             69360J10       15,565     350,175   SH          DEFINED     1,2,3,5        350,175
PSS WORLD MED INC     COM             69366A10       11,001     883,654   SH          DEFINED     1,2,5          883,654
PSYCHIATRIC SOLUTION  COM             74439H10       10,230     210,024   SH          DEFINED     1              210,024
PUBLIC STORAGE INC    COM             74460D10      112,653   1,781,080   SH          DEFINED     1,2,3,5,7,
                                                                                                  8,10,12,
                                                                                                  13,14        1,781,080
PUBLIC SVC ENTERPRIS  COM             74457310      435,082   7,153,604   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        7,153,604
PUGET ENERGY INC NEW  COM             74531010       27,328   1,168,862   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,168,862
PULTE HOMES INC       COM             74586710      256,146   3,040,305   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,040,305
QAD INC               COM             74727D10          886     115,110   SH          DEFINED     1,2            115,110
QC HLDGS INC          COM             74729T10          520      36,039   SH          DEFINED     1               36,039
QLOGIC CORP           COM             74727710       92,192   2,986,450   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,986,450
QUADRAMED CORP        COM             74730W10           33      18,976   SH          DEFINED     1               18,976
QUAKER CHEM CORP      COM             74731610          800      45,854   SH          DEFINED     1,5             45,854
QUALCOMM INC          COM             74752510    1,521,466  46,091,072   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       46,091,072
QUALITY DISTR INC FL  COM             74756M10          164      18,587   SH          DEFINED     1               18,587
QUALITY SYS INC       COM             74758210        5,346     112,841   SH          DEFINED     1              112,841
QUANEX CORP           COM             74762010       18,531     349,568   SH          DEFINED     1,2            349,568
QUANTA SVCS INC       COM             74762E10       16,449   1,869,225   SH          DEFINED     1,2,5,13     1,869,225
QUANTUM CORP          COM DSSG        74790620        6,204   2,088,774   SH          DEFINED     1,2,5        2,088,774
QUANTUM FUEL SYS TEC  COM             74765E10        2,247     449,416   SH          DEFINED     1              449,416
QUEST DIAGNOSTICS IN  COM             74834L10      257,714   4,837,880   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,837,880
QUEST SOFTWARE INC    COM             74834T10       10,097     740,779   SH          DEFINED     1,2,5          740,779
QUESTAR CORP          COM             74835610       84,292   1,279,087   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,279,087
QUICKSILVER RESOURCE  COM             74837R10       21,160     330,991   SH          DEFINED     1,2,12         330,991
QUIDEL CORP           COM             74838J10          234      45,170   SH          DEFINED     1,5             45,170





                                                                                               
QUIKSILVER INC        COM             74838C10       22,313   1,396,313   SH          DEFINED     1,2,5,6      1,396,313
QUINTON CARDIOLOGY S  COM             74877310          149      18,500   SH          DEFINED     1               18,500
QWEST COMMUNICATIONS  COM             74912110      422,415 113,858,502   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14      113,858,502
R & B INC             COM             74912410        1,158      82,463   SH          DEFINED     1               82,463
R & G FINANCIAL CORP  CL B            74913610       10,632     601,034   SH          DEFINED     1,2            601,034
R H DONNELLEY CORP    COM NEW         74955W30       26,158     422,037   SH          DEFINED     1,2,5          422,037
RADIAN GROUP INC      COM             75023610       73,161   1,549,361   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,549,361
RADIANT SYSTEMS INC   COM             75025N10        2,835     248,726   SH          DEFINED     1,6            248,726
RADIATION THERAPY SV  COM             75032320        2,530      95,300   SH          DEFINED     1               95,300
RADIO ONE INC         CL A            75040P10        1,019      80,009   SH          DEFINED     1,2             80,009
RADIO ONE INC         CL D NON V      75040P40       20,190   1,581,060   SH          DEFINED     1,5          1,581,060
RADIOLOGIX INC        COM             75040K10           58      13,600   SH          DEFINED     1               13,600
RADIOSHACK CORP       COM             75043810       94,541   4,080,308   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,080,308
RADISYS CORP          COM             75045910        7,831     484,871   SH          DEFINED     1,2,5,6        484,871
RAILAMERICA INC       COM             75075310        5,210     437,834   SH          DEFINED     1              437,834
RAINDANCE COMM        COM             75086X10           41      19,600   SH          DEFINED     1               19,600
RAINMAKER SYSTEMS     COM             75087510            7      11,900   SH          DEFINED     1               11,900
RAIT INVT TR          COM             74922710        9,103     303,938   SH          DEFINED     1,2,5          303,938
RALCORP HLDGS INC NE  COM             75102810       21,007     510,490   SH          DEFINED     1,2,5,6        510,490
RAMBUS INC DEL        COM             75091710       15,208   1,136,609   SH          DEFINED     1,5,12       1,136,609
RAMCO-GERSHENSON PPT  COM SH BEN      75145220        8,874     303,075   SH          DEFINED     1,2,3          303,075
RANGE RES CORP        COM             75281A10       18,021     669,933   SH          DEFINED     1,2            669,933
RANK GROUP PLC        SPONSORED       75303710          103      10,494   SH          DEFINED     1               10,494
RARE HOSPITALITY INT  COM             75382010       16,479     540,833   SH          DEFINED     1,5,6          540,833
RAVEN INDS INC        COM             75421210        3,932     167,872   SH          DEFINED     1              167,872
RAYMOND JAMES FINANC  COM             75473010       26,154     925,808   SH          DEFINED     1,2,5,13       925,808
RAYONIER INC          COM             75490710       30,760     580,057   SH          DEFINED     1,2,5,12,
                                                                                                  13             580,057
RAYTHEON CO           COM NEW         75511150      583,509  14,915,879   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       14,915,879
RC2 CORP              COM             74938810        8,106     215,770   SH          DEFINED     1,2            215,770
RCN CORP              COM NEW         74936120        6,295     272,646   SH          DEFINED     1              272,646
READERS DIGEST ASSN   COM             75526710       26,464   1,603,888   SH          DEFINED     1,2,5,13     1,603,888
READING INTERNATIONA  CL A            75540810          141      19,390   SH          DEFINED     1               19,390
REALNETWORKS INC      COM             75605L10        6,456   1,301,601   SH          DEFINED     1,2,5        1,301,601
REALTY INCOME CORP    COM             75610910       17,752     708,937   SH          DEFINED     1,2,5,12       708,937
RECKSON ASSOCS RLTY   COM             75621K10       47,674   1,420,973   SH          DEFINED     1,2,3,5      1,420,973
RED HAT INC           COM             75657710       20,166   1,539,395   SH          DEFINED     1,2,5,12     1,539,395
RED ROBIN GOURMET BU  COM             75689M10        9,527     153,708   SH          DEFINED     1              153,708
REDBACK NETWORKS INC  COM NEW         75720950        3,081     482,896   SH          DEFINED     1,2,5          482,896
REDWOOD TR INC        COM             75807540       13,128     254,410   SH          DEFINED     1,2,5          254,410
REEBOK INTL LTD       COM             75811010       54,799   1,310,032   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     1,310,032
REED ELSEVIER N V     SPONSORED       75820410          420      15,058   SH          DEFINED     1               15,058
REED ELSEVIER P L C   SPONSORED       75820510       21,071     544,195   SH          DEFINED     1,2            544,195
REGAL BELOIT CORP     COM             75875010       12,477     427,867   SH          DEFINED     1,2,5,6        427,867
REGAL ENTMT GROUP     CL A            75876610        5,977     316,581   SH          DEFINED     1,2,5          316,581
REGENCY CTRS CORP     COM             75884910       75,327   1,316,905   SH          DEFINED     1,2,3,5,
                                                                                                  12,13        1,316,905
REGENERATION TECH IN  COM             75886N10          210      33,474   SH          DEFINED     1               33,474
REGENERON PHARMACEUT  COM             75886F10        4,511     537,721   SH          DEFINED     1,2,5,6        537,721
REGENT COMMUNICATION  COM             75886510        2,260     385,070   SH          DEFINED     1              385,070
REGIONS FINANCIAL CO  COM             7591EP10      412,743  12,182,501   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       12,182,501
REGIS CORP MINN       COM             75893210       28,692     734,175   SH          DEFINED     1,2,5,13       734,175
REGISTER COM INC      COM             75914G10          162      21,601   SH          DEFINED     1               21,601
REHABCARE GROUP INC   COM             75914810       12,227     457,429   SH          DEFINED     1,2,5,6        457,429
REINSURANCE GROUP AM  COM             75935110       15,042     323,418   SH          DEFINED     1,2,5          323,418
RELIANCE STEEL & ALU  COM             75950910       14,410     388,720   SH          DEFINED     1,5            388,720
RELIANT ENERGY INC    COM             75952B10       39,828   3,217,092   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           3,217,092
REMEC INC             COM NEW         75954320          262      40,987   SH          DEFINED     1,2             40,987
REMINGTON OIL & GAS   COM             75959430       13,683     383,279   SH          DEFINED     1,2            383,279
RENAISSANCE LEARNING  COM             75968L10        3,569     175,820   SH          DEFINED     1              175,820
RENAISSANCERE HOLDIN  COM             G7496G10       15,456     313,901   SH          DEFINED     1,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14             313,901





                                                                                               
RENAL CARE GROUP INC  COM             75993010       37,965     823,545   SH          DEFINED     1,2,5,12,
                                                                                                  13             823,545
RENASANT CORP         COM             75970E10        4,079     132,607   SH          DEFINED     1,2            132,607
RENOVIS INC           COM             75988510        5,108     334,485   SH          DEFINED     1,2            334,485
RENT A CTR INC NEW    COM             76009N10       27,124   1,164,621   SH          DEFINED     1,2,5,13     1,164,621
RENT WAY INC          COM             76009U10        3,321     337,510   SH          DEFINED     1,5            337,510
RENTECH INC           COM             76011210           24      19,400   SH          DEFINED     1               19,400
RENTRAK CORP          COM             76017410          137      15,300   SH          DEFINED     1               15,300
REPSOL YPF S A        SPONSORED       76026T20        1,187      47,243   SH          DEFINED     1               47,243
REPUBLIC AWYS HLDGS   COM             76027610        1,288      89,104   SH          DEFINED     1               89,104
REPUBLIC BANCORP INC  COM             76028210       14,488     967,830   SH          DEFINED     1,2,5          967,830
REPUBLIC BANCORP KY   CL A            76028120        3,000     138,180   SH          DEFINED     1,2            138,180
REPUBLIC FIRST BANCO  COM             76041610          173      12,935   SH          DEFINED     1               12,935
REPUBLIC SVCS INC     COM             76075910      131,001   3,637,900   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           3,637,900
RES-CARE INC          COM             76094310        6,251     460,985   SH          DEFINED     1,2            460,985
RESEARCH IN MOTION L  COM             76097510          836      11,328   SH          DEFINED     1,5             11,328
RESMED INC            COM             76115210       23,860     361,571   SH          DEFINED     1,2,5,6,12     361,571
RESOURCE AMERICA INC  CL A            76119520       10,093     261,948   SH          DEFINED     1,2,5          261,948
RESOURCES CONNECTION  COM             76122Q10       12,353     531,782   SH          DEFINED     1,2            531,782
RESPIRONICS INC       COM             76123010       26,425     731,782   SH          DEFINED     1,2,5,6,12     731,782
RESTORATION HARDWARE  COM             76098110        2,081     255,022   SH          DEFINED     1,5            255,022
RETAIL VENTURES INC   COM             76128Y10        2,229     163,398   SH          DEFINED     1              163,398
RETALIX LTD           ORD             M8215W10          632      29,390   SH          DEFINED     1,2             29,390
RETRACTABLE TECHNOLO  COM             76129W10           51      18,900   SH          DEFINED     1               18,900
REUTERS GROUP PLC     SPONSORED       76132M10          478      11,266   SH          DEFINED     1               11,266
REVLON INC            CL A            76152550        5,144   1,675,488   SH          DEFINED     1            1,675,488
REWARDS NETWORK INC   COM             76155710          112      20,807   SH          DEFINED     1               20,807
REYNOLDS & REYNOLDS   CL A            76169510       19,307     714,278   SH          DEFINED     1,2,5,13       714,278
REYNOLDS AMERICAN IN  COM             76171310      190,795   2,421,258   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     2,421,258
RF MICRODEVICES INC   COM             74994110       21,940   4,055,369   SH          DEFINED     1,2,5,13     4,055,369
RIGEL PHARMACEUTICAL  COM NEW         76655960        3,777     189,591   SH          DEFINED     1,2            189,591
RIGHTNOW TECHNOLOGIE  COM             76657R10          472      39,306   SH          DEFINED     1               39,306
RIMAGE CORP           COM             76672110        1,781      83,914   SH          DEFINED     1               83,914
RIO TINTO PLC         SPONSORED       76720410       19,659     161,249   SH          DEFINED     1,2            161,249
RITE AID CORP         COM             76775410       14,998   3,588,003   SH          DEFINED     1,2,5        3,588,003
RIVIERA HLDGS CORP    COM             76962710        1,942      85,746   SH          DEFINED     1               85,746
RLI CORP              COM             74960710      107,076   2,400,796   SH          DEFINED     1            2,400,796
ROANOKE ELEC STL COR  COM             76984110        2,115     128,041   SH          DEFINED     1              128,041
ROBBINS & MYERS INC   COM             77019610        3,127     145,380   SH          DEFINED     1,6            145,380
ROBERT HALF INTL INC  COM             77032310      108,160   4,331,590   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,331,590
ROCK OF AGES CORP     CL A            77263210           73      11,698   SH          DEFINED     1               11,698
ROCK-TENN CO          CL A            77273920        4,443     351,209   SH          DEFINED     1,2            351,209
ROCKVILLE FINL INC    COM             77418610          747      61,140   SH          DEFINED     1               61,140
ROCKWELL AUTOMATION   COM             77390310      242,506   4,978,575   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,978,575
ROCKWELL COLLINS INC  COM             77434110      253,148   5,309,305   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,309,305
ROFIN SINAR TECHNOLO  COM             77504310        8,174     249,221   SH          DEFINED     1,5            249,221
ROGERS COMMUNICATION  CL B            77510920          510      15,516   SH          DEFINED     1               15,516
ROGERS CORP           COM             77513310        9,299     229,310   SH          DEFINED     1,6            229,310
ROHM & HAAS CO        COM             77537110      244,612   5,278,630   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,278,630
ROLLINS INC           COM             77571110       10,550     526,446   SH          DEFINED     1,13           526,446
ROPER INDS INC NEW    COM             77669610       35,208     493,311   SH          DEFINED     1,2,5,6        493,311
ROSS STORES INC       COM             77829610       70,745   2,447,090   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,447,090
ROSTELECOM OPEN JT S  SPONSORED       77852910        1,249     103,615   SH          DEFINED     1,2,7          103,615
ROTONICS MFG INC      COM             77890310           36      10,400   SH          DEFINED     1               10,400
ROWAN COS INC         COM             77938210      115,398   3,884,157   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,884,157
ROYAL & SUN ALLIANCE  SPON ADR N      78004V20          102      13,302   SH          DEFINED     1               13,302
ROYAL BANCSHARES PA   CL A            78008110        1,434      60,374   SH          DEFINED     1               60,374
ROYAL BK CDA MONTREA  COM             78008710          394       6,367   SH          DEFINED     1                6,367
ROYAL CARIBBEAN CRUI  COM             V7780T10       22,437     463,957   SH          DEFINED     1,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14             463,957
ROYAL DUTCH PETE CO   NY REG EUR      78025780        9,666     148,939   SH          DEFINED     1,2            148,939





                                                                                               
ROYAL GOLD INC        COM             78028710        5,634     280,039   SH          DEFINED     1,5            280,039
RPC INC               COM             74966010        3,466     204,826   SH          DEFINED     1,2,5          204,826
RPM INTL INC          COM             74968510       24,698   1,352,589   SH          DEFINED     1,2,5,13     1,352,589
RSA SEC INC           COM             74971910       22,554   1,964,670   SH          DEFINED     1,2,5,13     1,964,670
RTI INTL METALS INC   COM             74973W10        9,008     286,772   SH          DEFINED     1,2            286,772
RUBY TUESDAY INC      COM             78118210       27,220   1,050,981   SH          DEFINED     1,2,5,13     1,050,981
RUDDICK CORP          COM             78125810       15,387     602,717   SH          DEFINED     1,2,5,13       602,717
RUDOLPH TECHNOLOGIES  COM             78127010        2,283     159,307   SH          DEFINED     1,5,6          159,307
RURAL CELLULAR CORP   CL A            78190410           61      11,642   SH          DEFINED     1               11,642
RUSH ENTERPRISES INC  CL A            78184620        2,574     192,067   SH          DEFINED     1              192,067
RUSH ENTERPRISES INC  CL B            78184630          288      21,470   SH          DEFINED     1               21,470
RUSS BERRIE & CO      COM             78223310        1,885     147,145   SH          DEFINED     1,6            147,145
RUSSELL CORP          COM             78235210        9,297     454,627   SH          DEFINED     1,2,6          454,627
RYANAIR HLDGS PLC     SPONSORED       78351310          789      17,605   SH          DEFINED     1,2,5,7         17,605
RYANS RESTAURANT GRO  COM             78352010       10,715     764,822   SH          DEFINED     1,2,5,6        764,822
RYDER SYS INC         COM             78354910       66,037   1,804,288   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     1,804,288
RYERSON TULL INC NEW  COM             78375P10        4,245     297,480   SH          DEFINED     1,2            297,480
RYLAND GROUP INC      COM             78376410       55,491     731,398   SH          DEFINED     1,2,5,12,
                                                                                                  13             731,398
S & T BANCORP INC     COM             78385910       10,927     302,693   SH          DEFINED     1,5            302,693
S Y BANCORP INC       COM             78506010        3,143     137,563   SH          DEFINED     1              137,563
S1 CORPORATION        COM             78463B10        4,148     880,640   SH          DEFINED     1,2,5          880,640
SABRE HLDGS CORP      CL A            78590510       81,748   4,097,652   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,097,652
SAFECO CORP           COM             78642910      185,910   3,421,237   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,421,237
SAFEGUARD SCIENTIFIC  COM             78644910          222     173,683   SH          DEFINED     1,2,5          173,683
SAFENET INC           COM             78645R10        9,713     285,168   SH          DEFINED     1              285,168
SAFETY INS GROUP INC  COM             78648T10        8,171     242,041   SH          DEFINED     1,2            242,041
SAFEWAY INC           COM NEW         78651420      278,042  12,308,197   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       12,308,197
SAFLINK CORP          COM NEW         78657830           29      17,301   SH          DEFINED     1               17,301
SAGA COMMUNICATIONS   CL A            78659810        2,580     184,277   SH          DEFINED     1              184,277
SAKS INC              COM             79377W10       31,364   1,653,373   SH          DEFINED     1,2,5,13     1,653,373
SALEM COMMUNICATIONS  CL A            79409310        2,189     110,315   SH          DEFINED     1              110,315
SALESFORCE COM INC    COM             79466L30        9,490     463,365   SH          DEFINED     1,2            463,365
SALIX PHARMACEUTICAL  COM             79543510        8,039     455,183   SH          DEFINED     1,2,5          455,183
SALTON INC            COM             79575710           23      19,844   SH          DEFINED     1,5             19,844
SAN PAOLO-IMI S P A   SPONSORED       79917510        7,758     283,342   SH          DEFINED     1,2            283,342
SANDERS MORRIS HARRI  COM             80000Q10        3,125     181,715   SH          DEFINED     1              181,715
SANDERSON FARMS INC   COM             80001310       10,905     239,986   SH          DEFINED     1,2,6          239,986
SANDISK CORP          COM             80004C10       63,189   2,662,843   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,662,843
SANDS REGENT          COM             80009110          106      10,900   SH          DEFINED     1               10,900
SANDY SPRING BANCORP  COM             80036310        6,339     180,961   SH          DEFINED     1,2            180,961
SANFILIPPO JOHN B &   COM             80042210        4,717     204,563   SH          DEFINED     1              204,563
SANMINA SCI CORP      COM             80090710       78,771  14,400,512   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       14,400,512
SANOFI AVENTIS        SPONSORED       80105N10       24,192     590,184   SH          DEFINED     1,2            590,184
SANTANDER BANCORP     COM             80280910        2,834     113,091   SH          DEFINED     1,2            113,091
SANTOS LIMITED        SPONSORED       80302160          218       6,366   SH          DEFINED     1                6,366
SAP AKTIENGESELLSCHA  SPONSORED       80305420        9,465     218,596   SH          DEFINED     1,2            218,596
SAPIENT CORP          COM             80306210        7,872     992,732   SH          DEFINED     1,2,5          992,732
SARA LEE CORP         COM             80311110      482,306  24,346,611   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       24,346,611
SATYAM COMPUTER SERV  ADR             80409810        3,836     147,536   SH          DEFINED     1,2,4,5        147,536
SAUER-DANFOSS INC     COM             80413710        2,777     156,263   SH          DEFINED     1,2            156,263
SAUL CTRS INC         COM             80439510        8,016     220,511   SH          DEFINED     1,3,5          220,511
SAVIENT PHARMACEUTIC  COM             80517Q10        3,153     714,909   SH          DEFINED     1,2,5,6        714,909
SAVVIS INC            COM             80542310           61      55,400   SH          DEFINED     1               55,400
SAXON CAP INC NEW     COM             80556T10       10,854     635,855   SH          DEFINED     1,2            635,855
SBA COMMUNICATIONS C  COM             78388J10       10,036     743,410   SH          DEFINED     1,2            743,410
SBC COMMUNICATIONS I  COM             78387G10    2,394,158 100,806,643   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14      100,806,643
SBS TECHNOLOGIES INC  COM             78387P10          251      27,083   SH          DEFINED     1,6             27,083
SCANA CORP NEW        COM             80589M10      116,415   2,725,700   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,725,700
SCANSOFT INC          COM             80603P10        3,873   1,027,292   SH          DEFINED     1,5          1,027,292





                                                                                               
SCANSOURCE INC        COM             80603710        8,728     203,253   SH          DEFINED     1,6            203,253
SCBT FINANCIAL CORP   COM             78401V10        2,896      91,498   SH          DEFINED     1,5             91,498
SCHAWK INC            CL A            80637310        2,855     114,191   SH          DEFINED     1              114,191
SCHEIN HENRY INC      COM             80640710       49,183   1,184,560   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,184,560
SCHERING A G          SPONSORED       80658520          580       9,406   SH          DEFINED     1                9,406
SCHERING PLOUGH CORP  COM             80660510      650,935  34,151,903   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13    34,151,903
SCHLUMBERGER LTD      COM             80685710    1,067,317  14,054,742   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       14,054,742
SCHNITZER STL INDS    CL A            80688210        5,713     241,064   SH          DEFINED     1,2,5          241,064
SCHOLASTIC CORP       COM             80706610       37,862     982,142   SH          DEFINED     1,2,5,13       982,142
SCHOOL SPECIALTY INC  COM             80786310       13,508     290,497   SH          DEFINED     1,2,5,6        290,497
SCHULMAN A INC        COM             80819410        8,364     467,544   SH          DEFINED     1,2            467,544
SCHWAB CHARLES CORP   COM             80851310      381,308  33,803,878   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       33,803,878
SCHWEITZER-MAUDUIT I  COM             80854110        4,987     160,211   SH          DEFINED     1              160,211
SCICLONE PHARMACEUTI  COM             80862K10          171      38,184   SH          DEFINED     1               38,184
SCIENTIFIC ATLANTA I  COM             80865510      138,512   4,163,273   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,163,273
SCIENTIFIC GAMES COR  CL A            80874P10       12,320     457,498   SH          DEFINED     1,2,5          457,498
SCM MICROSYSTEMS INC  COM             78401810           35      12,665   SH          DEFINED     1               12,665
SCOTTISH PWR PLC      SPON ADR F      81013T70      238,799   6,707,846   SH          DEFINED     1            6,707,846
SCOTTISH RE GROUP LT  ORD             G7885T10          245      10,123   SH          DEFINED     1,5             10,123
SCOTTS MIRACLE GRO C  CL A            81018610       32,006     449,466   SH          DEFINED     1,2,5,13       449,466
SCP POOL CORP         COM             78402810       21,681     617,857   SH          DEFINED     1,2,5,6        617,857
SCPIE HLDGS INC       COM             78402P10          157      13,751   SH          DEFINED     1,5             13,751
SCRIPPS E W CO OHIO   CL A            81105420       33,718     690,943   SH          DEFINED     1,2,5,12       690,943
SCS TRANSN INC        COM             81111T10        3,376     189,636   SH          DEFINED     1,5            189,636
SEA CONTAINERS LTD    CL A            81137170          301      18,840   SH          DEFINED     1,5             18,840
SEABOARD CORP         COM             81154310       12,453       7,484   SH          DEFINED     1                7,484
SEABRIGHT INSURANCE   COM             81165610          706      61,729   SH          DEFINED     1               61,729
SEABULK INTL INC      COM             81169P10        2,202     103,621   SH          DEFINED     1,2            103,621
SEACHANGE INTL INC    COM             81169910        4,078     580,874   SH          DEFINED     1,2,5          580,874
SEACOAST BKG CORP FL  COM             81170730        2,759     140,147   SH          DEFINED     1              140,147
SEACOR HOLDINGS INC   COM             81190410       15,460     240,429   SH          DEFINED     1,2,5          240,429
SEAGATE TECHNOLOGY    SHS             G7945J10       21,874   1,246,387   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,246,387
SEALED AIR CORP NEW   COM             81211K10      156,516   3,143,520   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,143,520
SEARS HLDGS CORP      COM             81235010      922,487   6,155,246   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,155,246
SEATTLE GENETICS INC  COM             81257810        3,744     698,544   SH          DEFINED     1,2            698,544
SECURE COMPUTING COR  COM             81370510        4,741     435,783   SH          DEFINED     1,2,5          435,783
SECURITY BANK CORP    COM             81404710        2,459     107,392   SH          DEFINED     1              107,392
SEEBEYOND TECHNOLOGI  COM             81570410        2,598     621,541   SH          DEFINED     1,5            621,541
SEI INVESTMENTS CO    COM             78411710       33,456     895,743   SH          DEFINED     1,2,5,12,
                                                                                                  13             895,743
SELECT COMFORT CORP   COM             81616X10       12,139     566,430   SH          DEFINED     1,5,6          566,430
SELECT SECTOR SPDR T  SBI HEALTH      81369Y20        1,157      37,294   SH          DEFINED     5               37,294
SELECT SECTOR SPDR T  SBI CONS S      81369Y30          282      12,411   SH          DEFINED     5               12,411
SELECT SECTOR SPDR T  SBI INT-EN      81369Y50          511      11,505   SH          DEFINED     5               11,505
SELECT SECTOR SPDR T  SBI INT-IN      81369Y70          269       9,150   SH          DEFINED     5                9,150
SELECT SECTOR SPDR T  SBI INT-UT      81369Y88          475      15,060   SH          DEFINED     5               15,060
SELECTICA INC         COM             81628810           82      26,548   SH          DEFINED     1               26,548
SELECTIVE INS GROUP   COM             81630010       26,490     534,619   SH          DEFINED     1,2,5          534,619
SEMCO ENERGY INC      COM             78412D10        1,580     263,819   SH          DEFINED     1,5            263,819
SEMITOOL INC          COM             81690910        2,213     231,981   SH          DEFINED     1,5            231,981
SEMPRA ENERGY         COM             81685110      353,454   8,556,127   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        8,556,127
SEMTECH CORP          COM             81685010       20,306   1,219,587   SH          DEFINED     1,2,5,13     1,219,587
SENIOR HSG PPTYS TR   SH BEN INT      81721M10       13,014     688,195   SH          DEFINED     1              688,195
SENOMYX INC           COM             81724Q10        3,632     219,993   SH          DEFINED     1              219,993
SENSIENT TECHNOLOGIE  COM             81725T10       17,084     828,934   SH          DEFINED     1,2,5,13       828,934
SEPRACOR INC          COM             81731510       75,693   1,261,342   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,261,342
SEQUA CORPORATION     CL A            81732010        7,277     109,970   SH          DEFINED     1,2,13         109,970
SERENA SOFTWARE INC   COM             81749210        6,690     346,623   SH          DEFINED     1,2,5,6        346,623
SEROLOGICALS CORP     COM             81752310       11,354     534,299   SH          DEFINED     1,2            534,299
SERVICE CORP INTL     COM             81756510       19,445   2,424,585   SH          DEFINED     1,2,5        2,424,585





                                                                                               
SERVICEMASTER CO      COM             81760N10       51,692   3,857,603   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           3,857,603
SFBC INTL INC         COM             78412110        7,153     185,164   SH          DEFINED     1,6            185,164
SHARPER IMAGE CORP    COM             82001310        1,713     134,557   SH          DEFINED     1              134,557
SHAW COMMUNICATIONS   CL B CONV       82028K20          726      34,977   SH          DEFINED     1,5,7           34,977
SHAW GROUP INC        COM             82028010       21,885   1,017,448   SH          DEFINED     1,2,5,6      1,017,448
SHELL TRANS & TRADIN  ADR NY SHS      82270360        4,265      73,467   SH          DEFINED     1               73,467
SHENANDOAH TELECOMMU  COM             82312B10        4,421     111,209   SH          DEFINED     1,2            111,209
SHERWIN WILLIAMS CO   COM             82434810      303,445   6,443,942   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,443,942
SHILOH INDS INC       COM             82454310          125      10,178   SH          DEFINED     1               10,178
SHIP FINANCE INTERNA  SHS             G8107510          812      42,955   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,14           42,955
SHOE CARNIVAL INC     COM             82488910        2,277     104,655   SH          DEFINED     1,2,5          104,655
SHOPKO STORES INC     COM             82491110       32,504   1,337,063   SH          DEFINED     1,2,6        1,337,063
SHUFFLE MASTER INC    COM             82554910       17,470     623,259   SH          DEFINED     1,2,6          623,259
SHURGARD STORAGE CTR  COM             82567D10       34,753     756,154   SH          DEFINED     1,2,3,5        756,154
SI INTL INC           COM             78427V10        2,132      71,173   SH          DEFINED     1               71,173
SIEBEL SYS INC        COM             82617010      117,033  13,149,825   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       13,149,825
SIEMENS A G           SPONSORED       82619750       15,662     215,580   SH          DEFINED     1,2            215,580
SIERRA BANCORP        COM             82620P10        1,138      50,162   SH          DEFINED     1               50,162
SIERRA HEALTH SVCS I  COM             82632210       30,431     425,841   SH          DEFINED     1,2,5,6        425,841
SIERRA PAC RES NEW    COM             82642810       26,008   2,089,009   SH          DEFINED     1,2,5,13     2,089,009
SIGMA ALDRICH CORP    COM             82655210      126,480   2,256,964   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,256,964
SIGMATEL INC          COM             82661W10       10,523     613,233   SH          DEFINED     1,2            613,233
SIGNATURE BK NEW YOR  COM             82669G10        2,447     100,275   SH          DEFINED     1              100,275
SILGAN HOLDINGS INC   COM             82704810       15,665     278,533   SH          DEFINED     1,2            278,533
SILICON GRAPHICS INC  COM             82705610          258     363,808   SH          DEFINED     1,2            363,808
SILICON IMAGE INC     COM             82705T10        9,622     937,822   SH          DEFINED     1,2,5          937,822
SILICON LABORATORIES  COM             82691910       17,842     680,730   SH          DEFINED     1,2,5,13       680,730
SILICON STORAGE TECH  COM             82705710        4,134   1,028,448   SH          DEFINED     1,2,5        1,028,448
SILICONWARE PRECISIO  SPONSD ADR      82708486           85      17,352   SH          DEFINED     1               17,352
SIMMONS 1ST NATL COR  CL A $1 PA      82873020        5,284     194,918   SH          DEFINED     1,2            194,918
SIMON PPTY GROUP INC  COM             82880610      553,472   7,635,149   SH          DEFINED     1,2,3,5,6,
                                                                                                  7,8,10,12,
                                                                                                  13,14        7,635,149
SIMON PPTY GROUP INC  PFD CONV I      82880680          508       8,189   SH          DEFINED     1,5              8,189
SIMPSON MANUFACTURIN  COM             82907310       17,463     571,604   SH          DEFINED     1,2,5,6        571,604
SINCLAIR BROADCAST G  CL A            82922610        7,786     857,514   SH          DEFINED     1,2            857,514
SINOPEC SHANGHAI PET  SPON ADR H      82935M10          217       6,291   SH          DEFINED     1                6,291
SIPEX CORP            COM             82990910           31      17,814   SH          DEFINED     1               17,814
SIRF TECHNOLOGY HLDG  COM             82967H10        6,275     354,948   SH          DEFINED     1              354,948
SIRIUS SATELLITE RAD  COM             82966U10       87,255  13,465,254   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14          13,465,254
SIRVA INC             COM             82967Y10        2,528     297,020   SH          DEFINED     1              297,020
SITEL CORP            COM             82980K10           95      45,206   SH          DEFINED     1               45,206
SIX FLAGS INC         COM             83001P10        5,747   1,235,989   SH          DEFINED     1,2,5        1,235,989
SIZELER PPTY INVS IN  COM             83013710        2,046     154,965   SH          DEFINED     1,5            154,965
SJW CORP              COM             78430510        4,006      85,225   SH          DEFINED     1,2             85,225
SK TELECOM LTD        SPONSORED       78440P10        2,715     133,091   SH          DEFINED     1,4            133,091
SKECHERS U S A INC    CL A            83056610        4,902     343,732   SH          DEFINED     1,2            343,732
SKY FINL GROUP INC    COM             83080P10       20,587     730,552   SH          DEFINED     1,2,5          730,552
SKYLINE CORP          COM             83083010        3,922      98,227   SH          DEFINED     1,6             98,227
SKYWEST INC           COM             83087910       15,662     861,506   SH          DEFINED     1,2,5,6        861,506
SKYWORKS SOLUTIONS I  COM             83088M10       15,762   2,138,721   SH          DEFINED     1,2,5,6      2,138,721
SL GREEN RLTY CORP    COM             78440X10       51,060     791,633   SH          DEFINED     1,2,3,5        791,633
SLM CORP              COM             78442P10      566,989  11,161,196   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       11,161,196
SM&A                  COM             78465D10          207      23,131   SH          DEFINED     1               23,131
SMART & FINAL INC     COM             83168310        1,701     138,835   SH          DEFINED     1              138,835
SMITH & NEPHEW PLC    SPDN ADR N      83175M20          261       5,287   SH          DEFINED     1                5,287
SMITH A O             COM             83186520        6,501     243,408   SH          DEFINED     1,2,6          243,408
SMITH INTL INC        COM             83211010      114,747   1,801,364   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,801,364
SMITHFIELD FOODS INC  COM             83224810       33,845   1,241,117   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,241,117
SMUCKER J M CO        COM NEW         83269640       31,210     664,894   SH          DEFINED     1,2,5,6,
                                                                                                  12,13          664,894
SMURFIT-STONE CONTAI  COM             83272710       27,192   2,673,779   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,673,779





                                                                                               
SNAP ON INC           COM             83303410       54,592   1,591,608   SH          DEFINED     1,2,5,6,
                                                                                                  10,13        1,591,608
SOCIEDAD QUIMICA MIN  SPON ADR S      83363510          558       5,578   SH          DEFINED     1,2,7            5,578
SOCKET COMMUNICATION  COM             83367210           17      15,400   SH          DEFINED     1               15,400
SOHU COM INC          COM             83408W10        7,123     324,652   SH          DEFINED     1,2            324,652
SOLECTRON CORP        COM             83418210       99,473  26,246,130   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       26,246,130
SOMANETICS CORP       COM NEW         83444540        2,066      91,966   SH          DEFINED     1               91,966
SONIC AUTOMOTIVE INC  CL A            83545G10        8,873     417,361   SH          DEFINED     1,5,6          417,361
SONIC CORP            COM             83545110       22,295     730,253   SH          DEFINED     1,2,5,6        730,253
SONIC INNOVATIONS IN  COM             83545M10           89      18,480   SH          DEFINED     1               18,480
SONIC SOLUTIONS       COM             83546010        4,852     260,853   SH          DEFINED     1,6            260,853
SONICWALL INC         COM             83547010        4,441     823,979   SH          DEFINED     1,2,5          823,979
SONOCO PRODS CO       COM             83549510      105,985   3,999,421   SH          DEFINED     1,2,5,6,13   3,999,421
SONOSITE INC          COM             83568G10        5,562     179,193   SH          DEFINED     1              179,193
SONUS NETWORKS INC    COM             83591610       13,225   2,772,453   SH          DEFINED     1,5          2,772,453
SONY CORP             ADR NEW         83569930       16,235     471,390   SH          DEFINED     1,2            471,390
SOTHEBYS HLDGS INC    CL A            83589810       16,861   1,230,699   SH          DEFINED     1,2,13       1,230,699
SOUND FED BANCORP IN  COM             83607V10        1,589      98,347   SH          DEFINED     1,2,5           98,347
SOURCE INTERLINK COS  COM NEW         83615120        3,962     320,258   SH          DEFINED     1              320,258
SOURCECORP            COM             83616710        5,006     252,596   SH          DEFINED     1,2,5,6        252,596
SOUTH FINL GROUP INC  COM             83784110       15,391     541,557   SH          DEFINED     1,2,5          541,557
SOUTH JERSEY INDS IN  COM             83851810       13,446     219,999   SH          DEFINED     1,2            219,999
SOUTHERN CO           COM             84258710      849,052  24,489,536   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       24,489,536
SOUTHERN PERU COPPER  COM             84361110       11,219     261,883   SH          DEFINED     1,2,7          261,883
SOUTHERN UN CO NEW    COM             84403010       19,705     802,638   SH          DEFINED     1,2,5          802,638
SOUTHSIDE BANCSHARES  COM             84470P10        2,063     100,633   SH          DEFINED     1              100,633
SOUTHWEST AIRLS CO    COM             84474110      242,314  17,395,084   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       17,395,084
SOUTHWEST BANCORP IN  COM             84476710        4,664     227,721   SH          DEFINED     1,2            227,721
SOUTHWEST GAS CORP    COM             84489510       12,327     483,229   SH          DEFINED     1,2,5          483,229
SOUTHWEST WTR CO      COM             84533110        2,105     177,933   SH          DEFINED     1              177,933
SOUTHWESTERN ENERGY   COM             84546710       37,205     791,924   SH          DEFINED     1,2,12         791,924
SOVEREIGN BANCORP IN  COM             84590510      226,184  10,124,636   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       10,124,636
SOVRAN SELF STORAGE   COM             84610H10       15,006     330,082   SH          DEFINED     1,3,5          330,082
SPANISH BROADCASTING  CL A            84642588        4,144     414,820   SH          DEFINED     1              414,820
SPARTAN MTRS INC      COM             84681910          114      10,600   SH          DEFINED     1,2             10,600
SPARTAN STORES INC    COM             84682210        4,716     321,450   SH          DEFINED     1,2            321,450
SPARTECH CORP         COM NEW         84722020        7,327     411,652   SH          DEFINED     1,2            411,652
SPATIALIGHT INC       COM             84724810        1,353     238,543   SH          DEFINED     1              238,543
SPDR TR               UNIT SER 1      78462F10       78,105     655,350   SH          DEFINED     1,5,6,13       655,350
SPECIALTY LABORATORI  COM             84749R10        1,090     129,615   SH          DEFINED     1              129,615
SPECTRALINK CORP      COM             84758010        2,323     220,796   SH          DEFINED     1,2            220,796
SPECTRANETICS CORP    COM             84760C10          204      30,300   SH          DEFINED     1               30,300
SPECTRASITE INC       COM             84761M10       25,492     342,503   SH          DEFINED     1,2,5          342,503
SPECTRUM BRANDS INC   COM             84762L10       23,887     723,862   SH          DEFINED     1,2,6          723,862
SPECTRUM CTL INC      COM             84761510           97      14,400   SH          DEFINED     1               14,400
SPEEDWAY MOTORSPORTS  COM             84778810        6,646     181,780   SH          DEFINED     1              181,780
SPHERION CORP         COM             84842010        5,858     887,517   SH          DEFINED     1,2,5,6        887,517
SPHERIX INC           COM             84842R10           26      15,499   SH          DEFINED     1               15,499
SPINNAKER EXPL CO     COM             84855W10       10,465     294,880   SH          DEFINED     1,2,5          294,880
SPIRIT FIN CORP       COM             84856830        8,405     715,316   SH          DEFINED     1              715,316
SPORTS AUTH INC NEW   COM             84917U10        9,091     285,867   SH          DEFINED     1              285,867
SPORTS CLUB INC       COM             84917P10           16      10,688   SH          DEFINED     1               10,688
SPRINT CORP           COM FON         85206110    1,014,150  40,420,477   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       40,420,477
SPSS INC              COM             78462K10        4,742     246,825   SH          DEFINED     1,2,5,6        246,825
SPX CORP              COM             78463510       57,570   1,252,061   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        1,252,061
SRA INTL INC          CL A            78464R10        7,608     219,120   SH          DEFINED     1,2            219,120
SRS LABS INC          COM             78464M10           74      12,100   SH          DEFINED     1               12,100
SS&C TECHNOLOGIES IN  COM             85227Q10       11,497     362,901   SH          DEFINED     1,2,6          362,901
SSA GLOBAL TECHNOLOG  COM             78465P10        1,099      91,554   SH          DEFINED     1               91,554
ST JOE CO             COM             79014810       70,971     870,387   SH          DEFINED     1,2,3,5,7,
                                                                                                  8,10,12,
                                                                                                  13,14          870,387





                                                                                               
ST JUDE MED INC       COM             79084910      482,250  11,058,234   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       11,058,234
ST MARY LD & EXPL CO  COM             79222810       23,830     822,301   SH          DEFINED     1,2,5          822,301
ST PAUL TRAVELERS IN  COM             79286010      873,739  22,103,190   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       22,103,190
STAAR SURGICAL CO     COM PAR $0      85231230          110      22,189   SH          DEFINED     1               22,189
STAGE STORES INC      COM NEW         85254C30       14,489     332,308   SH          DEFINED     1,2,5,6        332,308
STAKTEK HLDGS INC     COM             85256P10           31      10,200   SH          DEFINED     1               10,200
STAMPS COM INC        COM NEW         85285720        4,050     215,978   SH          DEFINED     1              215,978
STANCORP FINL GROUP   COM             85289110       31,368     409,606   SH          DEFINED     1,2,5,13       409,606
STANDARD MICROSYSTEM  COM             85362610        5,774     246,969   SH          DEFINED     1,2,6          246,969
STANDARD MTR PRODS I  COM             85366610        2,590     196,205   SH          DEFINED     1,2,6          196,205
STANDARD PAC CORP NE  COM             85375C10       35,045     398,463   SH          DEFINED     1,2,5,6,10     398,463
STANDARD REGISTER CO  COM             85388710        3,752     237,312   SH          DEFINED     1,2,6          237,312
STANDEX INTL CORP     COM             85423110        4,617     162,504   SH          DEFINED     1,2,5,6        162,504
STANLEY FURNITURE IN  COM NEW         85430520        4,052     164,994   SH          DEFINED     1,2,5          164,994
STANLEY WKS           COM             85461610      166,137   3,648,152   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,648,152
STAPLES INC           COM             85503010      488,457  22,943,016   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       22,943,016
STAR SCIENTIFIC INC   COM             85517P10        1,161     259,721   SH          DEFINED     1              259,721
STARBUCKS CORP        COM             85524410      542,265  10,496,798   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       10,496,798
STARTEK INC           COM             85569C10        2,520     153,493   SH          DEFINED     1,6            153,493
STARWOOD HOTELS&RESO  PAIRED CTF      85590A20      430,277   7,346,372   SH          DEFINED     1,2,3,5,6,
                                                                                                  7,8,10,12,
                                                                                                  13,14        7,346,372
STATE AUTO FINL CORP  COM             85570710        5,359     172,649   SH          DEFINED     1,2            172,649
STATE BANCORP INC N.  COM             85571610        2,280     100,794   SH          DEFINED     1              100,794
STATE FINL SVCS CORP  CL A            85685510        3,407      84,628   SH          DEFINED     1,2             84,628
STATE STR CORP        COM             85747710      730,906  15,148,302   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       15,148,302
STATION CASINOS INC   COM             85768910       38,450     579,073   SH          DEFINED     1,2,5,12       579,073
STATS CHIPPAC LTD     SPONSORED       85771T10           91      12,789   SH          DEFINED     1               12,789
STEAK N SHAKE CO      COM             85787310        7,417     398,309   SH          DEFINED     1,2,6          398,309
STEEL DYNAMICS INC    COM             85811910       18,302     697,207   SH          DEFINED     1,2,13         697,207
STEEL TECHNOLOGIES I  COM             85814710        4,379     259,104   SH          DEFINED     1              259,104
STEELCASE INC         CL A            85815520        6,082     439,157   SH          DEFINED     1,2,5          439,157
STEIN MART INC        COM             85837510       11,177     508,288   SH          DEFINED     1,2,5,6        508,288
STEINWAY MUSICAL INS  COM             85849510        3,023     102,972   SH          DEFINED     1,2            102,972
STELLENT INC          COM             85856W10        1,722     229,542   SH          DEFINED     1,5            229,542
STEMCELLS INC         COM             85857R10        2,367     562,215   SH          DEFINED     1              562,215
STEPAN CO             COM             85858610        1,425      64,500   SH          DEFINED     1,5             64,500
STEREOTAXIS INC       COM             85916J10          348      43,479   SH          DEFINED     1               43,479
STERICYCLE INC        COM             85891210       26,333     523,309   SH          DEFINED     1,2,5,12,
                                                                                                  13             523,309
STERIS CORP           COM             85915210       45,620   1,770,279   SH          DEFINED     1,2,5,13     1,770,279
STERLING BANCORP      COM             85915810        4,232     198,202   SH          DEFINED     1              198,202
STERLING BANCSHARES   COM             85890710        8,566     550,508   SH          DEFINED     1,2            550,508
STERLING FINL CORP    COM             85931710        8,173     383,506   SH          DEFINED     1,2            383,506
STERLING FINL CORP W  COM             85931910       10,525     281,422   SH          DEFINED     1              281,422
STEWART & STEVENSON   COM             86034210        8,831     389,735   SH          DEFINED     1,2,6          389,735
STEWART ENTERPRISES   CL A            86037010       14,423   2,218,905   SH          DEFINED     1,2,5        2,218,905
STEWART INFORMATION   COM             86037210       11,689     278,306   SH          DEFINED     1,2            278,306
STEWART W P & CO LTD  COM             G8492210          346      14,334   SH          DEFINED     1,2,5           14,334
STIFEL FINL CORP      COM             86063010        1,555      64,366   SH          DEFINED     1               64,366
STILLWATER MNG CO     COM             86074Q10        3,906     526,358   SH          DEFINED     1,2,5          526,358
STMICROELECTRONICS N  NY REGISTR      86101210        2,547     159,817   SH          DEFINED     1              159,817
STONE ENERGY CORP     COM             86164210       14,733     301,279   SH          DEFINED     1,5,7          301,279
STONERIDGE INC        COM             86183P10          271      40,991   SH          DEFINED     1               40,991
STORA ENSO CORP       SPON ADR R      86210M10          440      34,650   SH          DEFINED     1               34,650
STORAGE TECHNOLOGY C  COM PAR $0      86211120       66,362   1,828,647   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,828,647
STRATAGENE CORP       COM             86269H10          211      24,332   SH          DEFINED     1               24,332
STRATASYS INC         COM             86268510        3,411     104,371   SH          DEFINED     1,5            104,371
STRATEGIC HOTEL CAP   COM             86272T10       12,483     693,503   SH          DEFINED     1,2,3          693,503
STRATEX NETWORKS INC  COM             86279T10          221     128,569   SH          DEFINED     1,2            128,569
STRATTEC SEC CORP     COM             86311110        2,483      45,595   SH          DEFINED     1,5             45,595
STRAYER ED INC        COM             86323610       15,107     175,135   SH          DEFINED     1,2            175,135





                                                                                               
STRIDE RITE CORP      COM             86331410        8,663     628,222   SH          DEFINED     1,2,5,6        628,222
STRYKER CORP          COM             86366710      438,441   9,218,688   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        9,218,688
STUDENT LN CORP       COM             86390210        8,045      36,603   SH          DEFINED     1,2,5,12        36,603
STURM RUGER & CO INC  COM             86415910        2,861     341,817   SH          DEFINED     1,6            341,817
SUBURBAN PROPANE PAR  UNIT LTD P      86448210          208       5,811   SH          DEFINED     1,5              5,811
SUFFOLK BANCORP       COM             86473910        4,994     154,659   SH          DEFINED     1,2            154,659
SUMMIT BANCSHARES IN  COM             86601110        1,467      84,816   SH          DEFINED     1               84,816
SUMMIT FINANCIAL GRO  COM             86606G10        1,671      51,116   SH          DEFINED     1               51,116
SUMTOTAL SYS INC      COM             86661510           58      12,578   SH          DEFINED     1               12,578
SUN BANCORP INC       COM             86663B10        2,587     125,134   SH          DEFINED     1              125,134
SUN COMMUNITIES INC   COM             86667410       12,714     341,876   SH          DEFINED     1,2,3,5        341,876
SUN HYDRAULICS CORP   COM             86694210        1,470      40,408   SH          DEFINED     1               40,408
SUN LIFE FINL INC     COM             86679610        5,054     149,967   SH          DEFINED     1,5            149,967
SUN MICROSYSTEMS INC  COM             86681010      343,090  91,981,362   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       91,981,362
SUNAIR ELECTRS INC    COM             86701710          129      11,100   SH          DEFINED     1               11,100
SUNCOM WIRELESS HLDG  CL A            86722Q10           25      11,484   SH          DEFINED     1,5             11,484
SUNCOR ENERGY INC     COM             86722910        3,802      80,344   SH          DEFINED     1               80,344
SUNGARD DATA SYS INC  COM             86736310      283,073   8,048,717   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        8,048,717
SUNLINK HEALTH SYSTE  COM             86737U10          106      13,400   SH          DEFINED     1               13,400
SUNOCO INC            COM             86764P10      637,826   5,610,715   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,610,715
SUNOCO LOGISTICS PRT  COM UNITS       86764L10          269       7,100   SH          DEFINED     1                7,100
SUNRISE SENIOR LIVIN  COM             86768K10       12,209     226,169   SH          DEFINED     1,2,6          226,169
SUNSTONE HOTEL INVS   COM             86789210        6,441     265,516   SH          DEFINED     1              265,516
SUNTERRA CORP         COM NEW         86787D20        3,424     211,207   SH          DEFINED     1,2            211,207
SUNTRON CORP          COM             86789P10           20      18,415   SH          DEFINED     1               18,415
SUNTRUST BKS INC      COM             86791410      749,589  10,376,376   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       10,376,376
SUPERGEN INC          COM             86805910        2,667     539,955   SH          DEFINED     1,5            539,955
SUPERIOR ENERGY SVCS  COM             86815710       16,196     909,882   SH          DEFINED     1,2            909,882
SUPERIOR ESSEX INC    COM             86815V10        3,016     170,285   SH          DEFINED     1              170,285
SUPERIOR INDS INTL I  COM             86816810       14,431     608,900   SH          DEFINED     1,2,5,6        608,900
SUPERTEX INC          COM             86853210        3,504     198,390   SH          DEFINED     1,2,6          198,390
SUPERVALU INC         COM             86853610      149,294   4,578,154   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13,
                                                                                                  14           4,578,154
SUPPORTSOFT INC       COM             86858710        2,204     424,609   SH          DEFINED     1,5            424,609
SUPREME INDS INC      CL A            86860710          142      19,360   SH          DEFINED     1               19,360
SUREWEST COMMUNICATI  COM             86873310        4,919     191,791   SH          DEFINED     1,2,5          191,791
SURMODICS INC         COM             86887310       11,111     256,193   SH          DEFINED     1,6            256,193
SUSQUEHANNA BANCSHAR  COM             86909910       14,418     586,346   SH          DEFINED     1,2,5          586,346
SVB FINL GROUP        COM             78486Q10       37,250     777,658   SH          DEFINED     1,2,5,13       777,658
SWIFT ENERGY CO       COM             87073810       11,993     334,823   SH          DEFINED     1,5            334,823
SWIFT TRANSN CO       COM             87075610       13,225     567,830   SH          DEFINED     1,2,5,13       567,830
SWS GROUP INC         COM             78503N10        5,379     313,098   SH          DEFINED     1,2            313,098
SYBASE INC            COM             87113010       35,219   1,919,301   SH          DEFINED     1,2,5,13     1,919,301
SYBRON DENTAL SPECIA  COM             87114210       31,722     843,228   SH          DEFINED     1,2,5,6        843,228
SYCAMORE NETWORKS IN  COM             87120610        7,405   2,146,501   SH          DEFINED     1,2,5        2,146,501
SYKES ENTERPRISES IN  COM             87123710        3,496     367,995   SH          DEFINED     1,2            367,995
SYMANTEC CORP         COM             87150310      386,681  17,786,633   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13,
                                                                                                  14          17,786,633
SYMBION INC DEL       COM             87150710        3,935     164,983   SH          DEFINED     1,2            164,983
SYMBOL TECHNOLOGIES   COM             87150810       61,565   6,237,621   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,237,621
SYMMETRICOM INC       COM             87154310        5,889     568,988   SH          DEFINED     1,5,6          568,988
SYMMETRY MED INC      COM             87154620        1,564      66,425   SH          DEFINED     1,2             66,425
SYMS CORP             COM             87155110          898      61,119   SH          DEFINED     1               61,119
SYMYX TECHNOLOGIES    COM             87155S10       10,497     375,149   SH          DEFINED     1,5            375,149
SYNAPTICS INC         COM             87157D10        7,493     350,792   SH          DEFINED     1,2,5,6        350,792
SYNGENTA AG           SPONSORED       87160A10          319      15,623   SH          DEFINED     1               15,623
SYNIVERSE HLDGS INC   COM             87163F10        1,998     142,718   SH          DEFINED     1              142,718
SYNNEX CORP           COM             87162W10        1,414      80,760   SH          DEFINED     1               80,760
SYNOPSYS INC          COM             87160710       56,098   3,365,233   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           3,365,233
SYNOVIS LIFE TECHNOL  COM             87162G10          136      17,000   SH          DEFINED     1,2             17,000
SYNOVUS FINL CORP     COM             87161C10      225,866   7,878,145   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        7,878,145





                                                                                               
SYNPLICITY INC        COM             87160Y10           88      16,299   SH          DEFINED     1               16,299
SYNTEL INC            COM             87162H10        1,135      70,803   SH          DEFINED     1,2             70,803
SYNTROLEUM CORP       COM             87163010        3,315     323,145   SH          DEFINED     1              323,145
SYPRIS SOLUTIONS INC  COM             87165510          895      72,377   SH          DEFINED     1               72,377
SYSCO CORP            COM             87182910      612,367  16,920,896   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       16,920,896
SYSTEMAX INC          COM             87185110          753     112,065   SH          DEFINED     1,2            112,065
T-3 ENERGY SRVCS INC  COM             87306E10          129      13,200   SH          DEFINED     1               13,200
TAIWAN GREATER CHINA  SH BEN INT      87403710          153      30,000   SH          DEFINED     7               30,000
TAIWAN SEMICONDUCTOR  SPONSORED       87403910       77,003   8,443,320   SH          DEFINED     1,2,4,5,7,
                                                                                                  8            8,443,320
TAKE-TWO INTERACTIVE  COM             87405410       17,687     694,990   SH          DEFINED     1,2,5,6        694,990
TALBOTS INC           COM             87416110        9,638     296,840   SH          DEFINED     1,2,5          296,840
TALISMAN ENERGY INC   COM             87425E10        1,513      40,278   SH          DEFINED     1               40,278
TALK AMERICA HLDGS I  COM NEW         87426R20        5,545     553,955   SH          DEFINED     1,2            553,955
TALX CORP             COM             87491810       10,619     367,296   SH          DEFINED     1,2,5,6        367,296
TANGER FACTORY OUTLE  COM             87546510       15,931     591,581   SH          DEFINED     1,2,3,5        591,581
TANOX INC             COM             87588Q10        3,460     295,185   SH          DEFINED     1,2            295,185
TARGET CORP           COM             87612E10    4,199,767  77,187,413   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       77,187,413
TARGETED GENETICS CO  COM             87612M10           28      34,214   SH          DEFINED     1               34,214
TARRAGON CORP         COM             87628710        3,373     133,575   SH          DEFINED     1,5            133,575
TASER INTL INC        COM             87651B10        6,676     664,894   SH          DEFINED     1,2            664,894
TATA MTRS LTD         SPONSORED       87656850          507      52,327   SH          DEFINED     1               52,327
TAUBMAN CTRS INC      COM             87666410       39,113   1,147,343   SH          DEFINED     1,2,3,5      1,147,343
TAYLOR CAP GROUP INC  COM             87685110        3,713      94,595   SH          DEFINED     1,2             94,595
TBC CORP NEW          COM             87218310        8,112     298,996   SH          DEFINED     1,6            298,996
TC PIPELINES LP       UT COM LTD      87233Q10          393      11,860   SH          DEFINED     1,5             11,860
TCF FINL CORP         COM             87227510       53,972   2,085,483   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,085,483
TD BANKNORTH INC      COM             87235A10       26,000     872,475   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14             872,475
TDK CORP              AMERN DEP       87235140          347       5,001   SH          DEFINED     1                5,001
TEAM INC              COM             87815510          217      10,100   SH          DEFINED     1               10,100
TECH DATA CORP        COM             87823710       24,452     668,087   SH          DEFINED     1,2,5,13       668,087
TECH OPS SEVCON INC   COM             87829310           73      12,400   SH          DEFINED     1               12,400
TECHNE CORP           COM             87837710       25,843     562,897   SH          DEFINED     1,2,5,13       562,897
TECHNICAL OLYMPIC US  COM             87848310        3,476     143,169   SH          DEFINED     1              143,169
TECHNITROL INC        COM             87855510        9,061     641,280   SH          DEFINED     1,2,5,6        641,280
TECHNOLOGY INVT CAP   COM             87871730          325      21,949   SH          DEFINED     1               21,949
TECHNOLOGY RESH CORP  COM NEW         87872730           57      11,800   SH          DEFINED     1               11,800
TECO ENERGY INC       COM             87237510      107,434   5,681,317   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     5,681,317
TECUMSEH PRODS CO     CL A            87889520        8,500     309,782   SH          DEFINED     1,2,5,13       309,782
TEEKAY SHIPPING MARS  COM             Y8564W10        1,806      41,142   SH          DEFINED     1,5,12          41,142
TEGAL CORP            COM             87900810           11      11,400   SH          DEFINED     1               11,400
TEJON RANCH CO DEL    COM             87908010        4,788      93,030   SH          DEFINED     1               93,030
TEKELEC               COM             87910110       11,395     678,266   SH          DEFINED     1,2,5          678,266
TEKTRONIX INC         COM             87913110       48,096   2,066,857   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     2,066,857
TELE CENTRO OESTE CE  SPON ADR P      87923P10          804      79,808   SH          DEFINED     1,2             79,808
TELE NORTE LESTE PAR  SPON ADR P      87924610       36,486   2,191,364   SH          DEFINED     1,2,4,5,7    2,191,364
TELECOM ARGENTINA S   SPON ADR R      87927320       31,428   2,632,192   SH          DEFINED     1,2,4,5,7    2,632,192
TELECOMMUNICATION SY  CL A            87929J10           23      10,000   SH          DEFINED     1               10,000
TELEDYNE TECHNOLOGIE  COM             87936010       25,201     773,525   SH          DEFINED     1,2,5,6        773,525
TELEFLEX INC          COM             87936910       25,391     427,671   SH          DEFINED     1,2,5,13       427,671
TELEFONICA MOVILES S  SPONSORED       87938V10          172      16,176   SH          DEFINED     1               16,176
TELEFONICA S A        SPONSORED       87938220       21,217     433,887   SH          DEFINED     1,2            433,887
TELEFONOS DE MEXICO   SPON ADR O      87940378       15,733     832,864   SH          DEFINED     1,2            832,864
TELEPHONE & DATA SYS  COM             87943310       46,145   1,130,740   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        1,130,740
TELEPHONE & DATA SYS  SPL COM         87943386       27,706     722,650   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14          722,650
TELESP CELULAR PART   SPON ADR P      87952L10           50      11,687   SH          DEFINED     1,2             11,687
TELETECH HOLDINGS IN  COM             87993910        6,445     790,812   SH          DEFINED     1,2            790,812
TELEWEST GLOBAL INC   COM             87956T10       36,685   1,610,389   SH          DEFINED     1,2,5,12     1,610,389
TELIK INC             COM             87959M10        9,202     566,266   SH          DEFINED     1,2            566,266
TELKONET INC          COM             87960410        1,552     314,784   SH          DEFINED     1              314,784





                                                                                               
TELLABS INC           COM             87966410      105,708  12,150,289   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       12,150,289
TELSTRA CORP LTD      SPON ADR F      87969N20          201      10,406   SH          DEFINED     1               10,406
TELULAR CORP          COM NEW         87970T20           54      17,900   SH          DEFINED     1               17,900
TELUS CORP            NON-VTG SH      87971M20          317       9,308   SH          DEFINED     1,7              9,308
TEMPLE INLAND INC     COM             87986810      124,885   3,361,654   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,361,654
TEMPUR PEDIC INTL IN  COM             88023U10       15,869     715,466   SH          DEFINED     1,2            715,466
TENARIS S A           SPONSORED       88031M10        9,980     127,503   SH          DEFINED     1,2,7          127,503
TENET HEALTHCARE COR  COM             88033G10      152,610  12,468,116   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       12,468,116
TENNANT CO            COM             88034510        3,863     109,085   SH          DEFINED     1,2            109,085
TENNECO AUTOMOTIVE I  COM             88034910       10,066     604,948   SH          DEFINED     1,2,5          604,948
TEPPCO PARTNERS L P   UT LTD PAR      87238410        2,703      65,222   SH          DEFINED     1,5             65,222
TERADYNE INC          COM             88077010       64,832   5,416,176   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        5,416,176
TERAYON COMMUNICATIO  COM             88077510        2,403     777,819   SH          DEFINED     1,5            777,819
TERCICA INC           COM             88078L10          943     108,511   SH          DEFINED     1,2            108,511
TEREX CORP NEW        COM             88077910       29,700     753,814   SH          DEFINED     1,2,5          753,814
TERRA INDS INC        COM             88091510       11,136   1,635,246   SH          DEFINED     1,2          1,635,246
TERREMARK WORLDWIDE   COM NEW         88144820        2,132     304,627   SH          DEFINED     1,5            304,627
TESORO CORP           COM             88160910       47,992   1,031,636   SH          DEFINED     1,2,5        1,031,636
TESSERA TECHNOLOGIES  COM             88164L10       17,411     521,145   SH          DEFINED     1,2            521,145
TETRA TECH INC NEW    COM             88162G10       10,308     761,875   SH          DEFINED     1,2,5,6        761,875
TETRA TECHNOLOGIES I  COM             88162F10        9,301     292,032   SH          DEFINED     1,2            292,032
TEVA PHARMACEUTICAL   ADR             88162420       31,572   1,013,884   SH          DEFINED     1,2,5,7      1,013,884
TEXAS CAPITAL BANCSH  COM             88224Q10        4,885     247,482   SH          DEFINED     1              247,482
TEXAS INDS INC        COM             88249110       27,772     493,904   SH          DEFINED     1,2,5          493,904
TEXAS INSTRS INC      COM             88250810    1,366,286  48,674,258   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       48,674,258
TEXAS REGL BANCSHARE  CL A VTG        88267310       20,041     657,526   SH          DEFINED     1,2,5,13       657,526
TEXAS ROADHOUSE INC   CL A            88268110        7,741     222,773   SH          DEFINED     1,2            222,773
TEXTRON INC           COM             88320310      322,216   4,248,070   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,248,070
THERAGENICS CORP      COM             88337510          149      46,281   SH          DEFINED     1,6             46,281
THERAVANCE INC        COM             88338T10          833      49,012   SH          DEFINED     1               49,012
THERMA-WAVE INC       COM             88343A10           54      22,768   SH          DEFINED     1               22,768
THERMO ELECTRON CORP  COM             88355610      183,227   6,819,002   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,819,002
THERMOGENESIS CORP    COM NEW         88362320        1,927     442,973   SH          DEFINED     1,5            442,973
THIRD WAVE TECHNOLOG  COM             88428W10           49      12,434   SH          DEFINED     1               12,434
THOMAS & BETTS CORP   COM             88431510       19,308     683,720   SH          DEFINED     1,2,5,6,13     683,720
THOMAS INDS INC       COM             88442510        7,540     188,695   SH          DEFINED     1,2            188,695
THOMSON               SPONSORED       88511810          273      11,380   SH          DEFINED     1               11,380
THOMSON CORP          COM             88490310        1,094      32,563   SH          DEFINED     7               32,563
THOR INDS INC         COM             88516010       18,995     604,365   SH          DEFINED     1,2,5,13       604,365
THORATEC CORP         COM NEW         88517530        9,531     621,289   SH          DEFINED     1,2,5          621,289
THORNBURG MTG INC     COM             88521810       27,935     958,963   SH          DEFINED     1,2,5          958,963
THQ INC               COM NEW         87244340       15,678     535,642   SH          DEFINED     1,2,5,6        535,642
TIBCO SOFTWARE INC    COM             88632Q10       17,039   2,605,387   SH          DEFINED     1,2,5        2,605,387
TIDEWATER INC         COM             88642310       52,638   1,380,860   SH          DEFINED     1,2,5,10,
                                                                                                  12,13        1,380,860
TIER TECHNOLOGIES IN  CL B            88650Q10          161      19,064   SH          DEFINED     1               19,064
TIERONE CORP          COM             88650R10        8,619     317,687   SH          DEFINED     1,2            317,687
TIFFANY & CO NEW      COM             88654710      122,839   3,749,670   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,749,670
TIM PARTICIPACOES S   SPONS ADR       88706P10        2,503     158,411   SH          DEFINED     1,2,7          158,411
TIMBERLAND CO         CL A            88710010      118,310   3,055,519   SH          DEFINED     1,2,5,12,
                                                                                                  13           3,055,519
TIME WARNER INC       COM             88731710    2,309,333 138,200,660   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14      138,200,660
TIME WARNER TELECOM   CL A            88731910        3,640     614,944   SH          DEFINED     1,5            614,944
TIMKEN CO             COM             88738910       17,747     768,286   SH          DEFINED     1,2,5,6        768,286
TIPPERARY CORP        COM PAR $0      88800230          801     128,089   SH          DEFINED     1              128,089
TITAN CORP            COM             88826610       22,396     984,886   SH          DEFINED     1,2,5,13       984,886
TITAN INTL INC ILL    COM             88830M10        1,478     105,707   SH          DEFINED     1              105,707
TITAN PHARMACEUTICAL  COM             88831410           37      20,117   SH          DEFINED     1               20,117
TITANIUM METALS CORP  COM NEW         88833920        4,512      79,445   SH          DEFINED     1               79,445
TIVO INC              COM             88870610        4,050     606,339   SH          DEFINED     1              606,339
TJX COS INC NEW       COM             87254010      342,694  14,073,664   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       14,073,664





                                                                                               
TNS INC               COM             87296010        2,809     120,198   SH          DEFINED     1,2            120,198
TODCO                 CL A            88889T10       16,444     640,590   SH          DEFINED     1,2            640,590
TOLL BROTHERS INC     COM             88947810      122,604   1,207,323   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,207,323
TOLLGRADE COMMUNICAT  COM             88954210          180      24,009   SH          DEFINED     1,6             24,009
TOMPKINSTRUSTCO INC   COM             89011010        4,283      98,692   SH          DEFINED     1,5             98,692
TOO INC               COM             89033310       13,463     576,067   SH          DEFINED     1,2,5,6        576,067
TOOTSIE ROLL INDS IN  COM             89051610       14,194     485,282   SH          DEFINED     1,2,5,6,13     485,282
TOPPS INC             COM             89078610        4,482     446,811   SH          DEFINED     1,2            446,811
TORCHMARK CORP        COM             89102710      164,495   3,151,237   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,151,237
TOREADOR RES CORP     COM             89105010        3,651     150,302   SH          DEFINED     1              150,302
TORO CO               COM             89109210       28,835     746,836   SH          DEFINED     1,2,5,6,12     746,836
TORONTO DOMINION BK   COM NEW         89116050        2,757      61,792   SH          DEFINED     1,7,13          61,792
TOTAL S A             SPONSORED       89151E10       27,083     231,772   SH          DEFINED     1,2            231,772
TOTAL SYS SVCS INC    COM             89190610       13,895     576,573   SH          DEFINED     1,2,5,12       576,573
TOWER GROUP INC       COM             89177710        2,448     156,627   SH          DEFINED     1              156,627
TOWN & CTRY TR        SH BEN INT      89208110       10,008     351,040   SH          DEFINED     1,2,3          351,040
TOYOTA MOTOR CORP     SP ADR REP      89233130        5,364      75,030   SH          DEFINED     1,2             75,030
TOYS R US INC         COM             89233510      182,297   6,884,310   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,884,310
TRACTOR SUPPLY CO     COM             89235610       26,877     547,396   SH          DEFINED     1,2,5,6        547,396
TRADESTATION GROUP I  COM             89267P10        1,480     172,539   SH          DEFINED     1              172,539
TRAFFIX INC           COM             89272110           68      13,700   SH          DEFINED     1               13,700
TRAMMELL CROW CO      COM             89288R10       15,428     636,481   SH          DEFINED     1,2            636,481
TRANS WORLD ENTMT CO  COM             89336Q10        6,761     571,487   SH          DEFINED     1,2            571,487
TRANSACT TECHNOLOGIE  COM             89291810           97      11,411   SH          DEFINED     1               11,411
TRANSACTION SYS ARCH  COM             89341610       19,808     804,238   SH          DEFINED     1,2,13         804,238
TRANSALTA CORP        COM             89346D10          239      14,371   SH          DEFINED     7               14,371
TRANSATLANTIC HLDGS   COM             89352110       13,472     241,353   SH          DEFINED     1,2,5,12       241,353
TRANSCAT INC          COM             89352910           86      19,200   SH          DEFINED     1               19,200
TRANSKARYOTIC THERAP  COM             89373510       14,038     383,749   SH          DEFINED     1,2,5          383,749
TRANSMETA CORP DEL    COM             89376R10          134     218,902   SH          DEFINED     1,2,5          218,902
TRANSMONTAIGNE INC    COM             89393410        7,668     730,275   SH          DEFINED     1,2            730,275
TRANSOCEAN INC        ORD             G9007810      524,439   9,717,232   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        9,717,232
TRANSPRO INC          COM             89388510           91      14,521   SH          DEFINED     1               14,521
TRANSWITCH CORP       COM             89406510        2,033     991,818   SH          DEFINED     1,5            991,818
TRAVELZOO INC         COM             89421Q10          843      25,668   SH          DEFINED     1               25,668
TRC COS INC           COM             87262510        2,470     210,379   SH          DEFINED     1              210,379
TREDEGAR CORP         COM             89465010        6,106     391,416   SH          DEFINED     1,2,6          391,416
TREND MICRO INC       SPONS ADR       89486M20          668      18,697   SH          DEFINED     1               18,697
TREX INC              COM             89531P10        3,276     127,481   SH          DEFINED     1,2            127,481
TRI CONTL CORP        COM             89543610        1,304      73,222   SH          DEFINED     1,5,12          73,222
TRI VY CORP           COM             89573510        2,758     197,977   SH          DEFINED     1              197,977
TRIAD GTY INC         COM             89592510        5,355     106,269   SH          DEFINED     1              106,269
TRIAD HOSPITALS INC   COM             89579K10       61,254   1,121,044   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,121,044
TRIARC COS INC        CL B SER 1      89592730        8,880     597,602   SH          DEFINED     1,2,6          597,602
TRIBUNE CO NEW        COM             89604710      266,367   7,571,557   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        7,571,557
TRICO BANCSHARES      COM             89609510        3,115     139,445   SH          DEFINED     1              139,445
TRIDENT MICROSYSTEMS  COM             89591910        5,897     259,899   SH          DEFINED     1              259,899
TRIMBLE NAVIGATION L  COM             89623910       20,174     517,681   SH          DEFINED     1,2,5,6        517,681
TRIMERIS INC          COM             89626310        2,069     207,313   SH          DEFINED     1,2,5          207,313
TRINITY INDS INC      COM             89652210       21,834     681,659   SH          DEFINED     1,2,5,13       681,659
TRIPATH IMAGING INC   COM             89694210        2,635     307,823   SH          DEFINED     1,5            307,823
TRIPATH TECHNOLOGY I  COM             89672P10           10      15,358   SH          DEFINED     1               15,358
TRIQUINT SEMICONDUCT  COM             89674K10        7,418   2,227,558   SH          DEFINED     1,2,5,13     2,227,558
TRIUMPH GROUP INC NE  COM             89681810        7,911     227,584   SH          DEFINED     1,2,6          227,584
TRIZEC PROPERTIES IN  COM             89687P10       33,491   1,628,152   SH          DEFINED     1,2,3,5,12   1,628,152
TRIZETTO GROUP INC    COM             89688210        9,960     710,900   SH          DEFINED     1,2            710,900
TRM CORP              COM             87263610        1,757     104,478   SH          DEFINED     1              104,478
TRUSTCO BK CORP N Y   COM             89834910       13,231   1,013,116   SH          DEFINED     1,2,5        1,013,116
TRUSTMARK CORP        COM             89840210       17,905     612,126   SH          DEFINED     1,2,5          612,126





                                                                                               
TRUSTREET PPTYS INC   COM             89840410       11,036     664,412   SH          DEFINED     1,5            664,412
TRW AUTOMOTIVE HLDGS  COM             87264S10       16,862     687,970   SH          DEFINED     1,2,5          687,970
TTM TECHNOLOGIES  IN  COM             87305R10        3,934     516,936   SH          DEFINED     1,2            516,936
TUESDAY MORNING CORP  COM NEW         89903550       12,917     409,792   SH          DEFINED     1,2,5          409,792
TUMBLEWEED COMMUNICA  COM             89969010           61      23,479   SH          DEFINED     1               23,479
TUPPERWARE CORP       COM             89989610       27,587   1,180,447   SH          DEFINED     1,2,5,13     1,180,447
TURBOCHEF TECHNOLOGI  COM NEW         90000620        2,344     130,790   SH          DEFINED     1              130,790
TURKCELL ILETISIM HI  SPON ADR N      90011120          873      69,022   SH          DEFINED     1               69,022
TUT SYSTEMS           COM             90110310           38      12,708   SH          DEFINED     1               12,708
TWEETER HOME ENTMT G  COM             90116710           75      29,819   SH          DEFINED     1,5             29,819
TXU CORP              COM             87316810      829,255   9,980,207   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        9,980,207
TYCO INTL LTD NEW     COM             90212410    1,443,919  49,449,295   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       49,449,295
TYLER TECHNOLOGIES I  COM             90225210        3,434     454,298   SH          DEFINED     1,5            454,298
TYSON FOODS INC       CL A            90249410      106,977   6,009,950   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           6,009,950
U S B HLDG INC        COM             90291010        3,316     141,717   SH          DEFINED     1              141,717
U S CONCRETE INC      COM             90333L10          252      38,960   SH          DEFINED     1,5             38,960
U S G CORP            COM NEW         90329340       31,656     744,842   SH          DEFINED     1,2,5,7        744,842
U S I HLDGS           COM             90333H10        8,019     622,566   SH          DEFINED     1              622,566
U S PHYSICAL THERAPY  COM             90337L10        5,706     297,523   SH          DEFINED     1,5            297,523
U S XPRESS ENTERPRIS  CL A            90338N10          855      71,810   SH          DEFINED     1               71,810
U STORE IT TR         COM             91274F10       10,433     547,658   SH          DEFINED     1,3            547,658
UAP HLDG CORP         COM             90344110        6,337     381,772   SH          DEFINED     1              381,772
UBIQUITEL INC         COM             90347430        8,817   1,080,495   SH          DEFINED     1,5          1,080,495
UBS AG                NAMEN AKT       H8920M85       53,345     685,228   SH          DEFINED     1,2            685,228
UCBH HOLDINGS INC     COM             90262T30       20,540   1,264,802   SH          DEFINED     1,2,5        1,264,802
UGI CORP NEW          COM             90268110       36,529   1,309,284   SH          DEFINED     1,2,5        1,309,284
UICI                  COM             90273710       17,456     586,354   SH          DEFINED     1,2,5          586,354
UIL HLDG CORP         COM             90274810       10,218     189,894   SH          DEFINED     1,2,5          189,894
ULTICOM INC           COM             90384410        1,763     166,155   SH          DEFINED     1,2,5          166,155
ULTIMATE SOFTWARE GR  COM             90385D10        3,300     201,199   SH          DEFINED     1              201,199
ULTRA PETROLEUM CORP  COM             90391410       19,618     646,189   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14             646,189
ULTRALIFE BATTERIES   COM             90389910        2,502     154,915   SH          DEFINED     1              154,915
ULTRATECH INC         COM             90403410        4,895     267,497   SH          DEFINED     1,6            267,497
UMB FINL CORP         COM             90278810       13,366     234,361   SH          DEFINED     1,2,5          234,361
UMPQUA HLDGS CORP     COM             90421410       12,603     535,392   SH          DEFINED     1,2,5          535,392
UNIBANCO-UNIAO DE BA  GDR REP PF      90458E10       31,233     808,731   SH          DEFINED     1,2,4,5        808,731
UNIFI INC             COM             90467710          229      54,070   SH          DEFINED     1,2             54,070
UNIFIRST CORP MASS    COM             90470810        7,055     174,031   SH          DEFINED     1,2,5          174,031
UNILEVER N V          N Y SHS NE      90478470        1,729      26,667   SH          DEFINED     1,2             26,667
UNILEVER PLC          SPON ADR N      90476770        1,073      27,623   SH          DEFINED     1               27,623
UNION BANKSHARES COR  COM             90539910        3,831      99,188   SH          DEFINED     1               99,188
UNION PAC CORP        COM             90781810      445,434   6,873,980   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,873,980
UNIONBANCAL CORP      COM             90890610       67,747   1,012,361   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,012,361
UNISOURCE ENERGY COR  COM             90920510       14,752     479,754   SH          DEFINED     1,2,5          479,754
UNISYS CORP           COM             90921410       53,917   8,517,679   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        8,517,679
UNIT CORP             COM             90921810       18,081     410,846   SH          DEFINED     1,2,5          410,846
UNITED AUTO GROUP IN  COM             90944010        8,455     283,741   SH          DEFINED     1              283,741
UNITED BANKSHARES IN  COM             90990710       18,403     516,798   SH          DEFINED     1,2,5          516,798
UNITED CAPITAL CORP   COM             90991210          933      35,958   SH          DEFINED     1               35,958
UNITED CMNTY BKS BLA  CAP STK         90984P10        9,161     352,067   SH          DEFINED     1,2            352,067
UNITED CMNTY FINL CO  COM             90983910        4,422     404,230   SH          DEFINED     1,2,5          404,230
UNITED DOMINION REAL  COM             91019710       62,808   2,611,579   SH          DEFINED     1,2,3,5,13   2,611,579
UNITED FIRE & CAS CO  COM             91033110        8,569     192,912   SH          DEFINED     1,2            192,912
UNITED GUARDIAN INC   COM             91057110          113      14,000   SH          DEFINED     1               14,000
UNITED INDL CORP      COM             91067110        4,390     122,841   SH          DEFINED     1              122,841
UNITED MICROELECTRON  SPONSORED       91087320        3,760     914,742   SH          DEFINED     1              914,742
UNITED NAT FOODS INC  COM             91116310       20,874     687,309   SH          DEFINED     1,2,6          687,309
UNITED ONLINE INC     COM             91126810       10,743     990,115   SH          DEFINED     1,2,5          990,115
UNITED PANAM FINANCI  COM             91130110        1,801      65,708   SH          DEFINED     1,2             65,708





                                                                                               
UNITED PARCEL SERVIC  CL B            91131210    1,856,147  26,838,447   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       26,838,447
UNITED RENTALS INC    COM             91136310       29,312   1,450,375   SH          DEFINED     1,2,5,13     1,450,375
UNITED SEC BANCSHARE  SHS             91145910        1,655      53,806   SH          DEFINED     1               53,806
UNITED STATES CELLUL  COM             91168410        6,590     131,950   SH          DEFINED     1,2,5          131,950
UNITED STATES STL CO  COM             91290910      157,942   4,595,343   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,595,343
UNITED STATIONERS IN  COM             91300410       24,076     490,341   SH          DEFINED     1,2,5,6        490,341
UNITED SURGICAL PART  COM             91301630       20,884     400,995   SH          DEFINED     1,2,6          400,995
UNITED TECHNOLOGIES   COM             91301710    5,701,305 111,028,337   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14      111,028,337
UNITED THERAPEUTICS   COM             91307C10       17,303     358,989   SH          DEFINED     1,2            358,989
UNITED UTILS PLC      SPONSORED       91311Q10          314      13,141   SH          DEFINED     1               13,141
UNITEDGLOBALCOM       CL A            91324750  #VALUE!         181,796   SH          DEFINED     1,5            181,796
UNITEDHEALTH GROUP I  COM             91324P10    2,009,108  38,532,958   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       38,532,958
UNITRIN INC           COM             91327510       42,096     857,358   SH          DEFINED     1,2,5,10,
                                                                                                  12,13          857,358
UNIVERSAL AMERN FINL  COM             91337710        6,724     297,243   SH          DEFINED     1              297,243
UNIVERSAL COMPRESSIO  COM             91343110        8,796     242,710   SH          DEFINED     1,2            242,710
UNIVERSAL CORP VA     COM             91345610       23,894     545,778   SH          DEFINED     1,5,13         545,778
UNIVERSAL DISPLAY CO  COM             91347P10        2,477     240,975   SH          DEFINED     1              240,975
UNIVERSAL ELECTRS IN  COM             91348310        2,642     159,240   SH          DEFINED     1,5            159,240
UNIVERSAL FST PRODS   COM             91354310        9,653     232,871   SH          DEFINED     1,6            232,871
UNIVERSAL HEALTH RLT  SH BEN INT      91359E10        6,006     157,599   SH          DEFINED     1,2            157,599
UNIVERSAL HLTH SVCS   CL B            91390310       48,368     777,874   SH          DEFINED     1,2,5,12,
                                                                                                  13             777,874
UNIVERSAL TECHNICAL   COM             91391510        7,061     212,680   SH          DEFINED     1              212,680
UNIVERSAL TRUCKLOAD   COM             91388P10          235      13,906   SH          DEFINED     1               13,906
UNIVEST CORP PA       COM             91527110        3,358     112,072   SH          DEFINED     1              112,072
UNIVISION COMMUNICAT  CL A            91490610      208,573   7,570,722   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        7,570,722
UNIZAN FINANCIAL COR  COM             91528W10        7,706     287,632   SH          DEFINED     1,2            287,632
UNOCAL CORP           COM             91528910      521,362   8,014,788   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        8,014,788
UNOVA INC             COM             91529B10       17,862     670,742   SH          DEFINED     1,2,5          670,742
UNUMPROVIDENT CORP    COM             91529Y10      215,418  11,758,604   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       11,758,604
UPM KYMMENE CORP      SPONSORED       91543610          480      25,036   SH          DEFINED     1               25,036
UQM TECHNOLOGIES INC  COM             90321310           38      11,776   SH          DEFINED     1               11,776
URBAN OUTFITTERS INC  COM             91704710       39,575     698,092   SH          DEFINED     1,2,5,12,
                                                                                                  13             698,092
UROLOGIX INC          COM             91727310           70      16,149   SH          DEFINED     1               16,149
URS CORP NEW          COM             90323610       26,163     700,470   SH          DEFINED     1,2,6          700,470
URSTADT BIDDLE PPTYS  COM             91728610          175      10,570   SH          DEFINED     1               10,570
URSTADT BIDDLE PPTYS  CL A            91728620        6,419     370,621   SH          DEFINED     1,2            370,621
US BANCORP DEL        COM NEW         90297330    1,595,027  54,624,208   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       54,624,208
US UNWIRED INC        COM             90338R10        8,851   1,520,766   SH          DEFINED     1,2          1,520,766
USA MOBILITY INC      COM             90341G10        8,492     289,252   SH          DEFINED     1,2            289,252
USA TRUCK INC         COM             90292510          976      39,444   SH          DEFINED     1               39,444
USANA HEALTH SCIENCE  COM             90328M10        6,880     162,652   SH          DEFINED     1,2            162,652
USEC INC              COM             90333E10       18,153   1,239,930   SH          DEFINED     1,2,5        1,239,930
UST INC               COM             90291110      166,088   3,637,494   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     3,637,494
UTI WORLDWIDE INC     ORD             G8721010        1,306      18,765   SH          DEFINED     1,5             18,765
UTSTARCOM INC         COM             91807610       14,073   1,878,947   SH          DEFINED     1,5,13       1,878,947
V F CORP              COM             91820410      157,631   2,754,832   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,754,832
VA SOFTWARE CORP      COM             91819B10           61      35,995   SH          DEFINED     1               35,995
VAIL RESORTS INC      COM             91879Q10       16,372     582,631   SH          DEFINED     1,2            582,631
VALASSIS COMMUNICATI  COM             91886610       30,887     833,668   SH          DEFINED     1,2,5,13       833,668
VALEANT PHARMACEUTIC  COM             91911X10       19,452   1,103,358   SH          DEFINED     1,2,5,13     1,103,358
VALENCE TECHNOLOGY I  COM             91891410        1,716     612,706   SH          DEFINED     1,5            612,706
VALERO ENERGY CORP N  COM             91913Y10      784,728   9,919,452   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        9,919,452
VALERO L P            COM UT LTD      91913W10        1,042      17,318   SH          DEFINED     1,5             17,318
VALHI INC NEW         COM             91890510        1,890     107,989   SH          DEFINED     1,2            107,989
VALLEY NATL BANCORP   COM             91979410       19,209     821,580   SH          DEFINED     1,2,5,12       821,580
VALMONT INDS INC      COM             92025310        5,637     218,484   SH          DEFINED     1,2,6          218,484
VALOR COMMUNICATIONS  COM             92025510        4,173     302,370   SH          DEFINED     1              302,370
VALSPAR CORP          COM             92035510       38,126     789,525   SH          DEFINED     1,2,5,12,
                                                                                                  13             789,525
VALUE LINE INC        COM             92043710          861      21,938   SH          DEFINED     1,2             21,938





                                                                                               
VALUECLICK INC        COM             92046N10       11,429     926,905   SH          DEFINED     1,2,5          926,905
VALUEVISION MEDIA IN  CL A            92047K10        3,599     299,694   SH          DEFINED     1,2            299,694
VARIAN INC            COM             92220610       24,046     636,310   SH          DEFINED     1,2,5,13       636,310
VARIAN MED SYS INC    COM             92220P10       83,519   2,237,315   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,237,315
VARIAN SEMICONDUCTOR  COM             92220710       17,275     466,887   SH          DEFINED     1,2,5,6        466,887
VASCO DATA SEC INTL   COM             92230Y10        2,190     225,803   SH          DEFINED     1              225,803
VCA ANTECH INC        COM             91819410       23,935     987,025   SH          DEFINED     1,2,5,12,
                                                                                                  13             987,025
VECTOR GROUP LTD      COM             92240M10        4,441     239,137   SH          DEFINED     1,5            239,137
VECTREN CORP          COM             92240G10       26,689     928,951   SH          DEFINED     1,2,5,13       928,951
VEECO INSTRS INC DEL  COM             92241710        5,774     354,670   SH          DEFINED     1,2,5,6        354,670
VENTANA MED SYS INC   COM             92276H10       15,133     376,151   SH          DEFINED     1              376,151
VENTAS INC            COM             92276F10       54,646   1,809,461   SH          DEFINED     1,2,5,10     1,809,461
VENTIV HEALTH INC     COM             92279310        5,127     265,918   SH          DEFINED     1              265,918
VERIFONE HLDGS INC    COM             92342Y10        4,204     258,721   SH          DEFINED     1              258,721
VERINT SYS INC        COM             92343X10        4,571     142,136   SH          DEFINED     1              142,136
VERISIGN INC          COM             92343E10      159,808   5,556,621   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           5,556,621
VERITAS DGC INC       COM             92343P10       24,739     891,817   SH          DEFINED     1,2,5          891,817
VERITAS SOFTWARE CO   COM             92343610      336,039  13,772,090   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       13,772,090
VERITY INC            COM             92343C10        3,498     398,871   SH          DEFINED     1,2,6          398,871
VERIZON COMMUNICATIO  COM             92343V10    2,965,045  85,818,957   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       85,818,957
VERSO TECHNOLOGIES I  COM             92531710           23      90,115   SH          DEFINED     1,5             90,115
VERTEX PHARMACEUTICA  COM             92532F10       25,366   1,505,385   SH          DEFINED     1,2,5,13     1,505,385
VERTRUE INC           COM             92534N10        8,213     210,806   SH          DEFINED     1,2,6          210,806
VESTA INS GROUP INC   COM             92539110           91      34,970   SH          DEFINED     1,5             34,970
VIACELL INC           COM             92554J10          318      29,860   SH          DEFINED     1               29,860
VIACOM INC            CL A            92552410        1,146      35,559   SH          DEFINED     1,2,5,13        35,559
VIACOM INC            CL B            92552430    1,422,340  44,420,360   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       44,420,360
VIAD CORP             COM NEW         92552R40        8,627     304,411   SH          DEFINED     1,2,5,6        304,411
VIASAT INC            COM             92552V10        5,393     265,030   SH          DEFINED     1,2,5,6        265,030
VIASYS HEALTHCARE IN  COM NEW         92553Q20       12,005     531,449   SH          DEFINED     1,2,5,6        531,449
VICAL INC             COM             92560210           79      16,235   SH          DEFINED     1               16,235
VICON INDS INC        COM             92581110           48      18,700   SH          DEFINED     1               18,700
VICOR CORP            COM             92581510        5,188     381,464   SH          DEFINED     1,2,6          381,464
VICURON PHARMACEUTIC  COM             92647110       19,056     682,996   SH          DEFINED     1,2,5          682,996
VIGNETTE CORP         COM NEW         92673440        3,756     333,841   SH          DEFINED     1,2,5          333,841
VIISAGE TECHNOLOGY I  COM             92675K10        1,479     330,102   SH          DEFINED     1              330,102
VINA CONCHA Y TORO S  SPONSORED       92719110          578       7,439   SH          DEFINED     1,2,7            7,439
VINEYARD NATL BANCOR  COM             92742610        2,219      70,325   SH          DEFINED     1               70,325
VINTAGE PETE INC      COM             92746010       29,611     971,818   SH          DEFINED     1,2,5          971,818
VION PHARMACEUTICALS  COM             92762410           56      25,731   SH          DEFINED     1               25,731
VIRAGE LOGIC CORP     COM             92763R10        1,191     115,656   SH          DEFINED     1              115,656
VIRCO MFG CO          COM             92765110           77      11,461   SH          DEFINED     1               11,461
VIRGINIA COMM BANCOR  COM             92778Q10        2,087      85,553   SH          DEFINED     1               85,553
VIRGINIA FINL GROUP   COM             92781010        3,839     109,392   SH          DEFINED     1,2            109,392
VIROLOGIC INC         COM             92823R20        3,196   1,288,569   SH          DEFINED     1            1,288,569
VISHAY INTERTECHNOLO  COM             92829810       31,945   2,691,256   SH          DEFINED     1,2,5,13     2,691,256
VISTACARE INC         CL A            92839Y10        2,219     120,122   SH          DEFINED     1,5            120,122
VISTEON CORP          COM             92839U10       21,312   3,534,358   SH          DEFINED     1,2,5,6,8,
                                                                                                  10           3,534,358
VISUAL NETWORKS INC   COM             92844410           34      21,901   SH          DEFINED     1               21,901
VITAL IMAGES INC      COM             92846N10        2,004     111,664   SH          DEFINED     1,5            111,664
VITAL SIGNS INC       COM             92846910        6,831     157,682   SH          DEFINED     1,2,6          157,682
VITESSE SEMICONDUCTO  COM             92849710        5,749   2,764,179   SH          DEFINED     1,2,5        2,764,179
VITRIA TECHNOLOGY     COM NEW         92849Q40           55      15,623   SH          DEFINED     1,5             15,623
VIVENDI UNIVERSAL     SPON ADR N      92851S20        1,779      56,794   SH          DEFINED     1               56,794
VIVUS INC             COM             92855110          109      29,503   SH          DEFINED     1,5             29,503
VNUS MED TECHNOLOGIE  COM             92856610          330      27,516   SH          DEFINED     1               27,516
VODAFONE GROUP PLC N  SPONSORED       92857W10       13,412     551,478   SH          DEFINED     1,2            551,478
VOLT INFORMATION SCI  COM             92870310        3,097     130,509   SH          DEFINED     1,2,5,6        130,509
VOLTERRA SEMICONDUCT  COM             92870810        2,217     148,922   SH          DEFINED     1              148,922





                                                                                               
VOLVO AKTIEBOLAGET    ADR B           92885640          598      14,767   SH          DEFINED     1               14,767
VORNADO RLTY TR       SH BEN INT      92904210      187,884   2,336,867   SH          DEFINED     1,2,3,5,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,336,867
VULCAN MATLS CO       COM             92916010      182,196   2,803,450   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,803,450
W & T OFFSHORE INC    COM             92922P10        2,551     105,977   SH          DEFINED     1              105,977
W HLDG CO INC         COM             92925110       20,024   1,959,291   SH          DEFINED     1,5          1,959,291
W P CAREY & CO LLC    COM             92930Y10          769      26,261   SH          DEFINED     1,5             26,261
WABASH NATL CORP      COM             92956610       14,290     589,756   SH          DEFINED     1,2,6          589,756
WABTEC CORP           COM             92974010       11,817     550,145   SH          DEFINED     1,2            550,145
WACHOVIA CORP 2ND NE  COM             92990310    2,323,686  46,848,511   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       46,848,511
WADDELL & REED FINL   CL A            93005910       25,207   1,362,520   SH          DEFINED     1,2,5,13     1,362,520
WAL MART STORES INC   COM             93114210    4,333,875  89,914,416   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       89,914,416
WALGREEN CO           COM             93142210    1,247,049  27,115,648   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       27,115,648
WALTER INDS INC       COM             93317Q10       31,738     789,496   SH          DEFINED     1,2            789,496
WARNACO GROUP INC     COM NEW         93439040       12,375     532,266   SH          DEFINED     1              532,266
WARNER MUSIC GROUP C  COM             93455010        3,463     213,775   SH          DEFINED     1,2            213,775
WARREN RES INC        COM             93564A10        1,202     114,623   SH          DEFINED     1              114,623
WASHINGTON FED INC    COM             93882410       28,494   1,211,485   SH          DEFINED     1,2,5,13     1,211,485
WASHINGTON GROUP INT  COM NEW         93886220       14,695     287,465   SH          DEFINED     1,2            287,465
WASHINGTON MUT INC    COM             93932210    1,023,448  25,152,334   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       25,152,334
WASHINGTON POST CO    CL B            93964010       72,821      87,208   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14              87,208
WASHINGTON REAL ESTA  SH BEN INT      93965310       25,448     815,655   SH          DEFINED     1,2,3,5        815,655
WASHINGTON TR BANCOR  COM             94061010        4,305     155,568   SH          DEFINED     1              155,568
WASTE CONNECTIONS IN  COM             94105310       26,006     697,387   SH          DEFINED     1,2,5,6        697,387
WASTE INDUSTRIES USA  COM             94105710          873      61,750   SH          DEFINED     1               61,750
WASTE MGMT INC DEL    COM             94106L10      511,357  18,043,648   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       18,043,648
WASTE SERVICES INC D  COM             94107510        2,262     588,971   SH          DEFINED     1              588,971
WATCHGUARD TECHNOLOG  COM             94110510          202      51,524   SH          DEFINED     1,2,5           51,524
WATER PIK TECHNOLOGI  COM             94113U10        2,195     115,245   SH          DEFINED     1              115,245
WATERS CORP           COM             94184810      150,646   4,052,892   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,052,892
WATSCO INC            COM             94262220       14,271     334,992   SH          DEFINED     1,2,6          334,992
WATSON PHARMACEUTICA  COM             94268310       76,745   2,596,241   SH          DEFINED     1,2,5,6,
                                                                                                  10,12,13     2,596,241
WATSON WYATT & CO HL  CL A            94271210       12,078     471,252   SH          DEFINED     1,5,6          471,252
WATTS WATER TECHNOLO  CL A            94274910       10,642     317,759   SH          DEFINED     1,2,6          317,759
WAUSAU PAPER CORP     COM             94331510        6,868     573,261   SH          DEFINED     1,2            573,261
WAVE SYSTEMS CORP     CL A            94352610           23      29,121   SH          DEFINED     1               29,121
WCI CMNTYS INC        COM             92923C10       12,965     404,768   SH          DEFINED     1              404,768
WD-40 CO              COM             92923610        8,870     317,592   SH          DEFINED     1,2,6          317,592
WEATHERFORD INTERNAT  COM             G9508910       70,588   1,217,459   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,217,459
WEBEX COMMUNICATIONS  COM             94767L10       14,669     555,441   SH          DEFINED     1,2,5,6        555,441
WEBMD CORP            COM             94769M10       26,830   2,612,497   SH          DEFINED     1,2,5,12     2,612,497
WEBMETHODS INC        COM             94768C10        3,406     608,269   SH          DEFINED     1,2            608,269
WEBSENSE INC          COM             94768410       28,602     595,261   SH          DEFINED     1,2,5,6        595,261
WEBSIDESTORY INC      COM             94768510          660      45,046   SH          DEFINED     1               45,046
WEBSTER FINL CORP CO  COM             94789010       31,404     672,606   SH          DEFINED     1,2,5,13       672,606
WEIGHT WATCHERS INTL  COM             94862610       54,724   1,060,346   SH          DEFINED     1,2,5,10,
                                                                                                  12           1,060,346
WEINGARTEN RLTY INVS  SH BEN INT      94874110       61,238   1,561,388   SH          DEFINED     1,2,3,5,
                                                                                                  12,13        1,561,388
WEIS MKTS INC         COM             94884910        6,166     158,948   SH          DEFINED     1,2,5          158,948
WELLCARE HEALTH PLAN  COM             94946T10        6,690     188,407   SH          DEFINED     1              188,407
WELLCHOICE INC        COM             94947510       18,746     269,847   SH          DEFINED     1,2,5,12       269,847
WELLMAN INC           COM             94970210        4,448     436,530   SH          DEFINED     1,2            436,530
WELLPOINT INC         COM             94973V10    1,365,030  19,601,241   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       19,601,241
WELLS FARGO & CO NEW  COM             94974610    3,020,154  49,044,395   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       49,044,395
WELLSFORD REAL PPTYS  COM NEW         95024020          180      10,139   SH          DEFINED     1,5             10,139
WENDYS INTL INC       COM             95059010      140,506   2,948,715   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,948,715
WERNER ENTERPRISES I  COM             95075510       25,452   1,297,271   SH          DEFINED     1,2,5,13     1,297,271
WESBANCO INC          COM             95081010        9,017     300,359   SH          DEFINED     1,2            300,359
WESCO FINL CORP       COM             95081710       12,675      35,207   SH          DEFINED     1,2,5,12        35,207
WESCO INTL INC        COM             95082P10       12,824     408,665   SH          DEFINED     1,2,5          408,665
WEST BANCORPORATION   CAP STK         95123P10        3,553     188,984   SH          DEFINED     1              188,984





                                                                                               
WEST COAST BANCORP O  COM             95214510        5,065     207,501   SH          DEFINED     1,2            207,501
WEST CORP             COM             95235510       14,320     372,918   SH          DEFINED     1,2,5          372,918
WEST MARINE INC       COM             95423510        2,772     153,497   SH          DEFINED     1              153,497
WEST PHARMACEUTICAL   COM             95530610        9,712     346,231   SH          DEFINED     1              346,231
WESTAMERICA BANCORPO  COM             95709010       27,949     529,235   SH          DEFINED     1,2,5,13       529,235
WESTAR ENERGY INC     COM             95709T10       26,136   1,087,648   SH          DEFINED     1,2,5,13     1,087,648
WESTBANK CORP         COM             95711610          409      25,271   SH          DEFINED     1               25,271
WESTCORP INC          COM             95790710       10,778     205,616   SH          DEFINED     1,2,5          205,616
WESTELL TECHNOLOGIES  CL A            95754110        5,947     994,404   SH          DEFINED     1,2,5          994,404
WESTERN DIGITAL CORP  COM             95810210       70,309   5,239,157   SH          DEFINED     1,2,5,12,
                                                                                                  13           5,239,157
WESTERN GAS RES INC   COM             95825910       29,152     835,287   SH          DEFINED     1,2,5,12,
                                                                                                  13             835,287
WESTERN SIERRA BANCO  COM             95952210        2,280      67,354   SH          DEFINED     1               67,354
WESTERN WIRELESS COR  CL A            95988E20       28,238     667,564   SH          DEFINED     1,2,5          667,564
WESTFIELD FINANCIAL   COM             96008D10        1,099      45,324   SH          DEFINED     1               45,324
WESTLAKE CHEM CORP    COM             96041310        5,423     221,341   SH          DEFINED     1,2            221,341
WESTPAC BKG CORP      SPONSORED       96121430        1,207      15,897   SH          DEFINED     1               15,897
WESTWOOD ONE INC      COM             96181510       23,415   1,146,132   SH          DEFINED     1,2,5,12,
                                                                                                  13           1,146,132
WET SEAL INC          CL A            96184010        1,454     213,539   SH          DEFINED     1              213,539
WEYCO GROUP INC       COM             96214910        1,453      73,726   SH          DEFINED     1               73,726
WEYERHAEUSER CO       COM             96216610      432,315   6,792,068   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,792,068
WFS FINL INC          COM             92923B10        9,009     177,651   SH          DEFINED     1,2,5,10,
                                                                                                  12,14          177,651
WGL HLDGS INC         COM             92924F10       54,508   1,620,346   SH          DEFINED     1,2,5,6,13   1,620,346
W-H ENERGY SVCS INC   COM             92925E10        7,207     289,083   SH          DEFINED     1,5            289,083
WHEELING PITTSBURGH   COM NEW         96314230        1,497      97,328   SH          DEFINED     1               97,328
WHIRLPOOL CORP        COM             96332010      127,805   1,822,920   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        1,822,920
WHITE ELECTR DESIGNS  COM             96380110        2,315     417,200   SH          DEFINED     1,5            417,200
WHITE MTNS INS GROUP  COM             G9618E10        8,316      13,181   SH          DEFINED     1,5,12          13,181
WHITEHALL JEWELLERS   COM             96506310          102      14,892   SH          DEFINED     1               14,892
WHITING PETE CORP NE  COM             96638710       12,339     339,828   SH          DEFINED     1,2            339,828
WHITNEY HLDG CORP     COM             96661210       14,876     455,908   SH          DEFINED     1,2,5          455,908
WHOLE FOODS MKT INC   COM             96683710      125,336   1,060,282   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        1,060,282
WILD OATS MARKETS IN  COM             96808B10        3,783     330,394   SH          DEFINED     1,2            330,394
WILEY JOHN & SONS IN  CL A            96822320       19,342     486,835   SH          DEFINED     1,2,5          486,835
WILLIAMS CLAYTON ENE  COM             96949010        1,832      61,030   SH          DEFINED     1               61,030
WILLIAMS COS INC DEL  COM             96945710      310,434  16,338,622   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       16,338,622
WILLIAMS SONOMA INC   COM             96990410       64,725   1,635,703   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,635,703
WILLIS GROUP HOLDING  SHS             G9665510        2,645      80,851   SH          DEFINED     1,5,12          80,851
WILLOW GROVE BANCORP  COM             97111W10          154      10,516   SH          DEFINED     1               10,516
WILMINGTON TRUST COR  COM             97180710       26,819     744,761   SH          DEFINED     1,2,5,13       744,761
WILSHIRE BANCORP INC  COM             97186T10        2,275     158,790   SH          DEFINED     1              158,790
WILSHIRE ENTERPRISES  COM             97188910          129      17,686   SH          DEFINED     1               17,686
WILSONS THE LEATHER   COM             97246310          960     144,505   SH          DEFINED     1              144,505
WIND RIVER SYSTEMS I  COM             97314910       18,142   1,157,001   SH          DEFINED     1,2,5,13     1,157,001
WINNEBAGO INDS INC    COM             97463710       16,641     508,129   SH          DEFINED     1,2,6          508,129
WINSTON HOTELS INC    COM             97563A10        6,299     559,384   SH          DEFINED     1,2,3,5        559,384
WINTRUST FINANCIAL C  COM             97650W10       13,345     254,923   SH          DEFINED     1              254,923
WIPRO LTD             SPON ADR 1      97651M10        1,319      63,255   SH          DEFINED     1               63,255
WIRELESS FACILITIES   COM             97653A10        3,613     570,836   SH          DEFINED     1,2            570,836
WIRELESS TELECOM GRO  COM             97652410           27      10,100   SH          DEFINED     1               10,100
WISCONSIN ENERGY COR  COM             97665710       72,552   1,860,302   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           1,860,302
WITNESS SYS INC       COM             97742410        5,066     277,895   SH          DEFINED     1              277,895
WJ COMMUNICATIONS IN  COM             92928410           24      14,136   SH          DEFINED     1               14,136
WMC RES LTD           SPONSORED       92928R10          289      11,999   SH          DEFINED     1               11,999
WMS INDS INC          COM             92929710       11,840     350,827   SH          DEFINED     1,2,6          350,827
WOLSELEY PLC          SPONSORED       97786P10          211       4,967   SH          DEFINED     1                4,967
WOLVERINE TUBE INC    COM             97809310          206      35,049   SH          DEFINED     1,6             35,049
WOLVERINE WORLD WIDE  COM             97809710       29,187   1,215,601   SH          DEFINED     1,2,5,6      1,215,601
WOODHEAD INDS INC     COM             97943810          135      10,720   SH          DEFINED     1               10,720
WOODWARD GOVERNOR CO  COM             98074510       11,945     142,149   SH          DEFINED     1,2,5,6        142,149





                                                                                               
WORLD ACCEP CORP DEL  COM             98141910        6,712     223,351   SH          DEFINED     1              223,351
WORLD AIR HLDGS INC   COM             98142V10        2,489     212,345   SH          DEFINED     1              212,345
WORLD FUEL SVCS CORP  COM             98147510        6,911     295,217   SH          DEFINED     1              295,217
WORLD WRESTLING ENTM  CL A            98156Q10        2,087     182,729   SH          DEFINED     1              182,729
WORLDWIDE RESTRNT CO  COM             98160A10           89      13,700   SH          DEFINED     1               13,700
WORTHINGTON INDS INC  COM             98181110       23,678   1,498,605   SH          DEFINED     1,2,5,6,13   1,498,605
WPP GROUP PLC         SPON ADR N      92930930          813      15,920   SH          DEFINED     1               15,920
WPS RESOURCES CORP    COM             92931B10       25,064     445,583   SH          DEFINED     1,2,5,13       445,583
WPT ENTERPRISES INC   COM             98211W10          801      41,082   SH          DEFINED     1               41,082
WRIGHT EXPRESS CORP   COM             98233Q10        7,763     420,289   SH          DEFINED     1              420,289
WRIGHT MED GROUP INC  COM             98235T10        8,193     306,753   SH          DEFINED     1              306,753
WRIGLEY WM JR CO      COM             98252610      326,712   4,745,957   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        4,745,957
WSFS FINL CORP        COM             92932810        6,053     110,633   SH          DEFINED     1,2,5          110,633
WYETH                 COM             98302410    1,607,279  36,118,621   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       36,118,621
WYNDHAM INTL INC      CL A            98310110           82      73,710   SH          DEFINED     1               73,710
WYNN RESORTS LTD      COM             98313410       23,969     507,059   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14             507,059
XANSER CORP           COM             98389J10           28      12,100   SH          DEFINED     1               12,100
XCEL ENERGY INC       COM             98389B10      255,822  13,105,643   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       13,105,643
XERIUM TECHNOLOGIES   COM             98416J10        1,103      93,042   SH          DEFINED     1               93,042
XEROX CORP            COM             98412110    1,092,691  79,237,919   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       79,237,919
XILINX INC            COM             98391910      234,764   9,206,436   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        9,206,436
XL CAP LTD            CL A            G9825510      273,416   3,673,960   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        3,673,960
XM SATELLITE RADIO H  CL A            98375910       74,719   2,219,827   SH          DEFINED     1,2,5,7,8,
                                                                                                  10,12,13,
                                                                                                  14           2,219,827
XOMA LTD              ORD             G9825R10          140      83,041   SH          DEFINED     1,5             83,041
X-RITE INC            COM             98385710        3,293     286,056   SH          DEFINED     1,6            286,056
XTO ENERGY INC        COM             98385X10      347,749  10,230,909   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       10,230,909
YAHOO INC             COM             98433210    1,187,974  34,284,950   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       34,284,950
YANKEE CANDLE INC     COM             98475710       17,876     556,872   SH          DEFINED     1,2,5          556,872
YARDVILLE NATL BANCO  COM             98502110        3,615     101,115   SH          DEFINED     1,2            101,115
YELLOW ROADWAY CORP   COM             98557710      141,463   2,784,702   SH          DEFINED     1,2,5,10,
                                                                                                  12,13,14     2,784,702
YORK INTL CORP NEW    COM             98667010       27,937     735,188   SH          DEFINED     1,2,5,13       735,188
YOUNG BROADCASTING I  CL A            98743410           87      20,931   SH          DEFINED     1,2             20,931
YOUNG INNOVATIONS IN  COM             98752010        2,529      67,749   SH          DEFINED     1               67,749
YUM BRANDS INC        COM             98849810      569,362  10,932,448   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14       10,932,448
ZALE CORP NEW         COM             98885810       29,470     929,947   SH          DEFINED     1,2,5,6        929,947
ZAPATA CORP           COM PAR $       98907060          101      16,560   SH          DEFINED     1               16,560
ZEBRA TECHNOLOGIES C  CL A            98920710       39,397     899,675   SH          DEFINED     1,2,5,12,
                                                                                                  13             899,675
ZENITH NATL INS CORP  COM             98939010       14,191     209,126   SH          DEFINED     1              209,126
ZHONE TECHNOLOGIES I  COM             98950P10        2,021     603,362   SH          DEFINED     1              603,362
ZILA INC              COM PAR $0      98951320          128      44,800   SH          DEFINED     1,5             44,800
ZIMMER HLDGS INC      COM             98956P10      506,948   6,655,484   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        6,655,484
ZIONS BANCORPORATION  COM             98970110      179,643   2,443,121   SH          DEFINED     1,2,5,6,7,
                                                                                                  8,10,12,
                                                                                                  13,14        2,443,121
ZIPREALTY INC         COM             98974V10          317      24,701   SH          DEFINED     1               24,701
ZIX CORP              COM             98974P10          305      97,425   SH          DEFINED     1,6             97,425
ZOLL MED CORP         COM             98992210        3,949     155,154   SH          DEFINED     1              155,154
ZOLTEK COS INC        COM             98975W10          895      79,727   SH          DEFINED     1               79,727
ZORAN CORP            COM             98975F10        6,854     515,732   SH          DEFINED     1,5            515,732
ZUMIEZ INC            COM             98981710          614      21,069   SH          DEFINED     1               21,069
ZYGO CORP             COM             98985510          181      18,460   SH          DEFINED     1               18,460
ZYMOGENETICS INC      COM             98985T10        4,582     260,366   SH          DEFINED     1              260,366
                                      TOTAL
                                       MARKET
                                       VALUE    433,715,714