UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: SEPTEMBER 30, 2005
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Check Here if Amendment / /; Amendment Number:
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This Amendment (Check only one.): / / is a restatement.
/ / adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: STATE STREET CORPORATION
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Address: ONE LINCOLN STREET
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BOSTON, MASSACHUSETTS 02111
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Form 13F File Number: 28-00399
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The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: PAMELA D. GORMLEY
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Title: EXECUTIVE VICE PRESIDENT AND CORPORATE CONTROLLER
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Phone: 617-664-7902
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Signature, Place, and Date of Signing:
/s/ PAMELA D. GORMLEY Boston, Massachusetts August 8, 2005
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[Signature] [City, State] [Date]
Report Type (Check only one.):
/ / 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
/ / 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
/X/ 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name
28-03621 Advanced Investment Partners LLC
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28-07472 Bel Air Investment Advisors LLC
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28-99999 Shott Capital Management, LLC
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28-04003 Ariel Capital Management, LLC
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28-00096 Capital Guardian Trust Company
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28-10372 Philadelphia International Advisors, L.P.
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28-02924 Turner Investment Partners Inc. (Turner Investment Partners)
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28-03570 AXA (Alliance Capital Management L.P.)
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28-00223 RCM Capital Management LLC
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28-00694 JP Morgan Chase & Co (JP Morgan Fleming Asset Management Limited)
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28-03459 Smith Asset Management Group L.P.
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28-04557 Wellington Management Company LLP
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FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 12
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Form 13F Information Table Entry Total: 3,945
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Form 13F Information Table Value Total: 447,516,023
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(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
No. Form 13F File Number Name
1 28-00733 State Street Bank and Trust Company
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2 28-11338 SSgA Funds Management, Inc.
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3 28-11339 Tuckerman Group, LLC
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4 28-11328 Rexiter Capital Management LTD
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5 28-11326 State Street Global Advisors LTD
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6 28-11327 State Street Global Advisors Ltd.
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7 28-11329 State Street Banque, SA
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8 28-11330 State Street Global Advisors, Australia
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10 28-11332 State Street Global Advisors (Japan) Co., Ltd.
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12 28-11331 State Street Global Advisors Asia LTD
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13 28-11334 State Street Global Advisors GmbH
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14 28-11333 State Street Trust & Banking Co., Ltd.
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STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2005
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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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 3,060 436,559 SH DEFINED 1,2 436,559
1-800 CONTACTS INC COM 68197710 2,482 132,359 SH DEFINED 1,2 132,359
1ST SOURCE CORP COM 33690110 5,386 232,649 SH DEFINED 1,2 232,649
21ST CENTY INS GROUP COM 90130N10 8,269 518,449 SH DEFINED 1,2,5 518,449
24/7 REAL MEDIA INC COM NEW 90131420 353 50,196 SH DEFINED 1 50,196
3COM CORP COM 88553510 29,748 7,291,296 SH DEFINED 1,2,5,6,13 7,291,296
3-D SYS CORP DEL COM NEW 88554D20 3,227 145,181 SH DEFINED 1,2 145,181
3M CO COM 88579Y10 4,424,582 60,313,273 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 60,313,273
4 KIDS ENTMT INC COM 35086510 3,691 212,264 SH DEFINED 1,2,6 212,264
7-ELEVEN INC COM NEW 81782620 7,987 224,278 SH DEFINED 1,2,5 224,278
8X8 INC NEW COM 28291410 52 25,500 SH DEFINED 1 25,500
99 CENTS ONLY STORES COM 65440K10 13,042 1,409,998 SH DEFINED 1,2,5,13 1,409,998
A C MOORE ARTS & CRA COM 00086T10 3,363 175,328 SH DEFINED 1,2,5 175,328
A D C TELECOMMUNICAT COM NEW 00088630 72,540 3,173,213 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,173,213
A S V INC COM 00196310 6,470 285,632 SH DEFINED 1,2,6 285,632
AAMES INVT CORP MD COM 00253G10 3,302 525,739 SH DEFINED 1,2 525,739
AAON INC COM PAR $0 00036020 2,314 125,919 SH DEFINED 1,2 125,919
AAR CORP COM 00036110 9,850 573,313 SH DEFINED 1,2,5,6 573,313
AARON RENTS INC COM 00253520 14,913 705,123 SH DEFINED 1,2,6 705,123
AASTROM BIOSCIENCES COM 00253U10 2,835 1,206,195 SH DEFINED 1,2 1,206,195
ABAXIS INC COM 00256710 2,845 217,978 SH DEFINED 1,2 217,978
ABB LTD SPONSORED 00037520 328 44,499 SH DEFINED 1 44,499
ABBOTT LABS COM 00282410 1,856,163 43,777,418 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 43,777,418
ABC BANCORP COM 00040010 3,499 182,343 SH DEFINED 1,2 182,343
ABERCROMBIE & FITCH CL A 00289620 81,727 1,639,464 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,639,464
ABGENIX INC COM 00339B10 14,538 1,146,549 SH DEFINED 1,2,5 1,146,549
ABIOMED INC COM 00365410 1,934 192,093 SH DEFINED 1,2 192,093
ABM INDS INC COM 00095710 13,919 668,863 SH DEFINED 1,2,5,6 668,863
ABN AMRO HLDG NV SPONSORED 00093710 2,261 94,203 SH DEFINED 1 94,203
ABRAXAS PETE CORP COM 00383010 281 35,400 SH DEFINED 1,2 35,400
ABX AIR INC COM 00080S10 5,595 682,259 SH DEFINED 1,2 682,259
ACACIA RESH CORP ACACIA TCH 00388130 98 16,033 SH DEFINED 1,5 16,033
ACADIA PHARMACEUTICA COM 00422510 1,612 141,786 SH DEFINED 1,2 141,786
ACADIA RLTY TR COM SH BEN 00423910 14,894 827,888 SH DEFINED 1,2,3,5 827,888
ACCELRYS INC COM 00430U10 359 53,042 SH DEFINED 1,2,5 53,042
ACCENTURE LTD BERMUD CL A G1150G11 70,614 2,773,526 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,773,526
ACCO BRANDS CORP COM 00081T10 11,179 396,124 SH DEFINED 1,2,5,7,12,13 396,124
ACCREDITED HOME LEND COM 00437P10 8,339 237,174 SH DEFINED 1,2,5 237,174
ACCURIDE CORP COM 00439810 1,907 138,074 SH DEFINED 1,2 138,074
ACE CASH EXPRESS INC COM 00440310 4,174 213,950 SH DEFINED 1,2 213,950
ACE LTD ORD G0070K10 381,660 8,108,356 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 8,108,356
ACETO CORP COM 00444610 194 33,607 SH DEFINED 1 33,607
ACME COMMUNICATION I COM 00463110 178 45,878 SH DEFINED 1,2 45,878
ACTEL CORP COM 00493410 5,089 351,913 SH DEFINED 1,2,6 351,913
ACTION PERFORMANCE C COM 00493310 1,749 139,923 SH DEFINED 1,6 139,923
ACTIVCARD CORP COM 00506J10 242 55,878 SH DEFINED 1 55,878
ACTIVE POWER INC COM 00504W10 92 22,164 SH DEFINED 1 22,164
ACTIVISION INC NEW COM NEW 00493020 49,040 2,398,038 SH DEFINED 1,2,5,13 2,398,038
ACTUANT CORP CL A NEW 00508X20 16,289 348,052 SH DEFINED 1,2 348,052
ACTUATE CORP COM 00508B10 282 111,421 SH DEFINED 1,2,5 111,421
ACUITY BRANDS INC COM 00508Y10 20,151 679,157 SH DEFINED 1,2,5,6 679,157
ACXIOM CORP COM 00512510 28,538 1,524,457 SH DEFINED 1,2,5,12,13 1,524,457
ADAPTEC INC COM 00651F10 6,103 1,593,422 SH DEFINED 1,2,5,6 1,593,422
ADE CORP MASS COM 00089C10 2,679 119,185 SH DEFINED 1,2 119,185
ADECCO SA SPONSORED 00675410 284 24,808 SH DEFINED 1 24,808
ADESA INC COM 00686U10 34,910 1,579,626 SH DEFINED 1,2,5,10,12,13 1,579,626
ADEZA BIOMEDICAL COR COM 00686410 565 32,462 SH DEFINED 1 32,462
ADMINISTAFF INC COM 00709410 20,454 514,704 SH DEFINED 1,2,5,6 514,704
ADOBE SYS INC COM 00724F10 413,231 13,843,589 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 13,843,589
ADOLOR CORP COM 00724X10 5,025 470,501 SH DEFINED 1,2,5 470,501
ADTRAN INC COM 00738A10 35,099 1,114,249 SH DEFINED 1,2,5,12,13 1,114,249
ADVANCE AMER CASH AD COM 00739W10 10,843 818,307 SH DEFINED 1,2 818,307
ADVANCE AUTO PARTS I COM 00751Y10 89,482 2,313,393 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,313,393
ADVANCED DIGITAL INF COM 00752510 9,420 1,002,134 SH DEFINED 1,2,5 1,002,134
ADVANCED ENERGY INDS COM 00797310 3,512 326,421 SH DEFINED 1,2,6 326,421
ADVANCED MEDICAL OPT COM 00763M10 34,423 907,054 SH DEFINED 1,2,5,13 907,054
ADVANCED MICRO DEVIC COM 00790310 257,584 10,221,581 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 10,221,581
ADVANCED NEUROMODULA COM 00757T10 13,330 280,918 SH DEFINED 1,2,6 280,918
ADVANCED SEMICONDUCT SPONSORED 00756M40 133 39,140 SH DEFINED 1 39,140
ADVANTA CORP CL A 00794210 635 24,386 SH DEFINED 1 24,386
ADVANTA CORP CL B 00794220 7,943 281,361 SH DEFINED 1,2 281,361
ADVANTEST CORP SPONSORED 00762U10 229 11,665 SH DEFINED 1 11,665
ADVENT SOFTWARE INC COM 00797410 11,003 408,432 SH DEFINED 1,2,5,13 408,432
ADVISORY BRD CO COM 00762W10 11,993 230,458 SH DEFINED 1,2 230,458
ADVO INC COM 00758510 17,092 546,259 SH DEFINED 1,2,5,6 546,259
AEGON N V ORD AMER R 00792410 1,260 84,533 SH DEFINED 1,2 84,533
AEROFLEX INC COM 00776810 9,638 1,029,729 SH DEFINED 1,2,5,6 1,029,729
AEROPOSTALE COM 00786510 25,189 1,185,353 SH DEFINED 1,2,5,13 1,185,353
AES CORP COM 00130H10 336,124 20,457,953 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 20,457,953
AETHER HLDGS INC COM 00809C10 106 31,111 SH DEFINED 1 31,111
AETNA INC NEW COM 00817Y10 1,483,532 17,222,334 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 17,222,334
AFC ENTERPRISES INC COM 00104Q10 2,763 239,409 SH DEFINED 1,2 239,409
AFFILIATED COMPUTER CL A 00819010 169,383 3,102,252 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,102,252
AFFILIATED MANAGERS COM 00825210 31,193 430,730 SH DEFINED 1,2,5 430,730
AFFIRMATIVE INS HLDG COM 00827210 999 68,622 SH DEFINED 1,2 68,622
AFFORDABLE RESIDENTI COM 00827310 5,948 588,281 SH DEFINED 1,2,3 588,281
AFFYMETRIX INC COM 00826T10 26,483 572,854 SH DEFINED 1,2,5,12 572,854
AFLAC INC COM 00105510 611,756 13,504,553 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 13,504,553
AFTERMARKET TECHNOLO COM 00831810 8,244 448,314 SH DEFINED 1,2,5 448,314
AGCO CORP COM 00108410 29,736 1,633,827 SH DEFINED 1,2,5,13 1,633,827
AGERE SYS INC COM 00845V30 18,257 1,753,817 SH DEFINED 1,2,5,7,13 1,753,817
AGILE SOFTWARE CORP COM 00846X10 5,443 759,184 SH DEFINED 1,2 759,184
AGILENT TECHNOLOGIES COM 00846U10 458,568 14,002,075 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 14,002,075
AGILYSYS INC COM 00847J10 11,393 676,564 SH DEFINED 1,2,6 676,564
AGL RES INC COM 00120410 36,111 973,091 SH DEFINED 1,2,5,6,13 973,091
AGREE REALTY CORP COM 00849210 2,902 102,729 SH DEFINED 1,2,3 102,729
AGRIUM INC COM 00891610 4,601 209,434 SH DEFINED 1 209,434
AIR METHODS CORP COM PAR $. 00912830 240 21,200 SH DEFINED 1,2 21,200
AIR PRODS & CHEMS IN COM 00915810 762,781 13,833,540 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 13,833,540
AIRGAS INC COM 00936310 24,596 830,111 SH DEFINED 1,2,5,13 830,111
AIRSPAN NETWORKS INC COM 00950H10 1,672 332,403 SH DEFINED 1,2 332,403
AIRTRAN HLDGS INC COM 00949P10 19,040 1,503,987 SH DEFINED 1,2,13 1,503,987
AIXTRON AKTIENGESELL SPONSORED 00960610 35 10,404 SH DEFINED 1,5 10,404
AK STL HLDG CORP COM 00154710 25,692 2,997,899 SH DEFINED 1,2,5 2,997,899
AKAMAI TECHNOLOGIES COM 00971T10 16,006 1,003,498 SH DEFINED 1,2,5 1,003,498
AKSYS LTD COM 01019610 60 28,593 SH DEFINED 1 28,593
AKZO NOBEL NV SPONSORED 01019930 667 15,273 SH DEFINED 1 15,273
ALABAMA NATL BANCORP COM 01031710 10,880 170,160 SH DEFINED 1,2 170,160
ALAMO GROUP INC COM 01131110 1,256 63,355 SH DEFINED 1,2 63,355
ALAMOSA HLDGS INC COM 01158910 21,913 1,280,734 SH DEFINED 1,2,5 1,280,734
ALASKA AIR GROUP INC COM 01165910 26,660 917,429 SH DEFINED 1,2,6,13 917,429
ALASKA COMMUNICATION COM 01167P10 1,376 120,293 SH DEFINED 1,2 120,293
ALBANY INTL CORP CL A 01234810 17,464 473,660 SH DEFINED 1,2,6 473,660
ALBANY MOLECULAR RES COM 01242310 7,729 634,535 SH DEFINED 1,2,5 634,535
ALBEMARLE CORP COM 01265310 20,047 531,762 SH DEFINED 1,2,5,13 531,762
ALBERTO CULVER CO COM 01306810 95,614 2,136,633 SH DEFINED 1,2,5,6,10,
12,13 2,136,633
ALBERTSONS INC COM 01310410 241,634 9,420,424 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 9,420,424
ALCAN INC COM 01371610 251 7,897 SH DEFINED 1 7,897
ALCATEL SPONSORED 01390430 694 51,681 SH DEFINED 1 51,681
ALCOA INC COM 01381710 731,256 29,944,969 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 29,944,969
ALCON INC COM SHS H0130110 12,285 96,070 SH DEFINED 1,2,5,12 96,070
ALDERWOODS GROUP INC COM 01438310 16,229 990,792 SH DEFINED 1,2,5 990,792
ALDILA INC COM NEW 01438420 354 14,600 SH DEFINED 2 14,600
ALERIS INTL INC COM 01447710 10,369 377,740 SH DEFINED 1,2 377,740
ALEXANDER & BALDWIN COM 01448210 28,505 535,410 SH DEFINED 1,2,5,12,13 535,410
ALEXANDERS INC COM 01475210 12,566 46,542 SH DEFINED 1,2,3,5 46,542
ALEXANDRIA REAL ESTA COM 01527110 38,144 461,294 SH DEFINED 1,2,3,5 461,294
ALEXION PHARMACEUTIC COM 01535110 10,511 380,162 SH DEFINED 1,2,5 380,162
ALFA CORP COM 01538510 8,165 489,528 SH DEFINED 1,2 489,528
ALFACELL CORP COM 01540410 44 23,193 SH DEFINED 1 23,193
ALICO INC COM 01623010 2,257 43,993 SH DEFINED 1,2 43,993
ALIGN TECHNOLOGY INC COM 01625510 5,092 757,664 SH DEFINED 1,2 757,664
ALKERMES INC COM 01642T10 30,310 1,804,191 SH DEFINED 1,2,5 1,804,191
ALLEGHANY CORP DEL COM 01717510 13,976 45,673 SH DEFINED 1,2,5 45,673
ALLEGHENY ENERGY INC COM 01736110 147,928 4,815,353 SH DEFINED 1,2,5,6,10,13 4,815,353
ALLEGHENY TECHNOLOGI COM 01741R10 68,456 2,209,668 SH DEFINED 1,2,5,6,10,12,
13 2,209,668
ALLERGAN INC COM 01849010 318,355 3,474,737 SH DEFINED 1,2,5,6,10,12,
13 3,474,737
ALLETE INC COM NEW 01852230 18,316 399,823 SH DEFINED 1,2,5 399,823
ALLIANCE CAP MGMT HL UNIT LTD P 01855A10 6,774 141,563 SH DEFINED 1,5 141,563
ALLIANCE DATA SYSTEM COM 01858110 68,873 1,759,199 SH DEFINED 1,2,5,7,10,12,
13,14 1,759,199
ALLIANCE FIBER OPTIC COM 01868010 10 10,841 SH DEFINED 1 10,841
ALLIANCE GAMING CORP COM NEW 01859P60 6,685 616,123 SH DEFINED 1,2,5 616,123
ALLIANCE IMAGING INC COM NEW 01860620 3,311 387,276 SH DEFINED 1,2 387,276
ALLIANCE ONE INTL IN COM 01877210 5,631 1,590,817 SH DEFINED 1,2,5,6 1,590,817
ALLIANCE RES PARTNER UT LTD PAR 01877R10 1,451 31,580 SH DEFINED 1,5 31,580
ALLIANCE SEMICONDUCT COM 01877H10 84 28,589 SH DEFINED 1,5 28,589
ALLIANT ENERGY CORP COM 01880210 44,989 1,544,437 SH DEFINED 1,2,5,12,13 1,544,437
ALLIANT TECHSYSTEMS COM 01880410 49,794 667,036 SH DEFINED 1,2,5,10,12,13 667,036
ALLIANZ AKTIENGESELL SP ADR 1/1 01880510 10,660 789,035 SH DEFINED 1 789,035
ALLIED CAP CORP NEW COM 01903Q10 42,399 1,480,916 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 1,480,916
ALLIED DEFENSE GROUP COM 01911810 219 9,694 SH DEFINED 1,5 9,694
ALLIED HEALTHCARE IN COM 01923A10 1,869 330,874 SH DEFINED 1,2 330,874
ALLIED IRISH BKS P L SPON ADR O 01922840 726 17,002 SH DEFINED 1 17,002
ALLIED WASTE INDS IN COM PAR$.0 01958930 47,201 5,585,892 SH DEFINED 1,2,5,6,10,13 5,585,892
ALLMERICA FINL CORP COM 01975410 32,659 793,845 SH DEFINED 1,2,5,10,13 793,845
ALLOS THERAPEUTICS I COM 01977710 451 185,029 SH DEFINED 1,2 185,029
ALLOY INC COM 01985510 2,449 506,009 SH DEFINED 1,2 506,009
ALLSCRIPTS HEALTHCAR COM 01988P10 8,036 445,941 SH DEFINED 1,2 445,941
ALLSTATE CORP COM 02000210 1,149,028 20,781,849 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 20,781,849
ALLTEL CORP COM 02003910 573,504 8,808,238 SH DEFINED 1,2,5,6,10,
12,13 8,808,238
ALNYLAM PHARMACEUTIC COM 02043Q10 130 11,500 SH DEFINED 2 11,500
ALON USA ENERGY INC COM 02052010 635 26,300 SH DEFINED 1 26,300
ALPHA NATURAL RESOUR COM 02076X10 11,270 375,165 SH DEFINED 1,2 375,165
ALPHARMA INC CL A 02081310 30,996 1,246,331 SH DEFINED 1,2,5,6 1,246,331
ALTAIR NANOTECHNOLOG COM 02137310 122 45,800 SH DEFINED 1 45,800
ALTEON INC COM 02144G10 3 10,600 SH DEFINED 1 10,600
ALTERA CORP COM 02144110 198,152 10,369,013 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 10,369,013
ALTIRIS INC COM 02148M10 4,128 269,959 SH DEFINED 1,2,6 269,959
ALTRIA GROUP INC COM 02209S10 6,078,036 82,458,776 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 82,458,776
ALUMINA LTD SPONSORED 02220510 263 13,928 SH DEFINED 1 13,928
AMAZON COM INC COM 02313510 166,797 3,682,046 SH DEFINED 1,2,5,7,8,10,
12,13,14 3,682,046
AMB PROPERTY CORP COM 00163T10 83,211 1,853,253 SH DEFINED 1,2,3,5,12,13 1,853,253
AMBAC FINL GROUP INC COM 02313910 219,776 3,049,899 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,049,899
AMBASSADORS GROUP IN COM 02317710 4,903 219,850 SH DEFINED 1,2 219,850
AMCOL INTL CORP COM 02341W10 5,797 303,981 SH DEFINED 1,2 303,981
AMCORE FINL INC COM 02391210 9,974 319,592 SH DEFINED 1,2,5 319,592
AMDOCS LTD ORD G0260210 7,626 275,002 SH DEFINED 1,5,12 275,002
AMEDISYS INC COM 02343610 9,349 239,707 SH DEFINED 1,2,6 239,707
AMEGY BANCORPORATION COM 02343R10 21,227 937,993 SH DEFINED 1,2,5 937,993
AMERADA HESS CORP COM 02355110 342,347 2,489,793 SH DEFINED 1,2,5,6,7,10,
12,13,14 2,489,793
AMERCO COM 02358610 7,807 134,172 SH DEFINED 1,2 134,172
AMEREN CORP COM 02360810 319,801 5,978,712 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,978,712
AMERICA MOVIL S A DE SPON ADR L 02364W10 24,127 916,694 SH DEFINED 1,2 916,694
AMERICA SVC GROUP IN COM 02364L10 2,032 122,480 SH DEFINED 1,2 122,480
AMERICAN AXLE & MFG COM 02406110 13,656 591,677 SH DEFINED 1,2,5 591,677
AMERICAN CAMPUS CMNT COM 02483510 8,279 344,666 SH DEFINED 1,2,3 344,666
AMERICAN CAPITAL STR COM 02493710 31,721 865,268 SH DEFINED 1,2,5 865,268
AMERICAN DENTAL PART COM 02535310 2,839 83,683 SH DEFINED 1,2 83,683
AMERICAN EAGLE OUTFI COM 02553E10 83,926 3,566,758 SH DEFINED 1,2,5,7,10,
12,13,14 3,566,758
AMERICAN ECOLOGY COR COM NEW 02553340 2,600 132,494 SH DEFINED 1,2 132,494
AMERICAN ELEC PWR IN COM 02553710 485,316 12,224,580 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 12,224,580
AMERICAN EQTY INVT L COM 02567620 9,674 852,374 SH DEFINED 1,2 852,374
AMERICAN EXPRESS CO COM 02581610 2,335,178 40,654,206 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 40,654,206
AMERICAN FINL GROUP COM 02593210 45,056 1,327,917 SH DEFINED 1,2,5,7,10,
12,13,14 1,327,917
AMERICAN FINL RLTY T COM 02607P30 13,753 968,518 SH DEFINED 1,2,3,5 968,518
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AMES NATL CORP COM 03100110 2,528 91,585 SH DEFINED 1,2 91,585
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AMYLIN PHARMACEUTICA COM 03234610 46,293 1,330,653 SH DEFINED 1,2,5,12 1,330,653
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ANGIODYNAMICS INC COM 03475V10 589 28,047 SH DEFINED 1 28,047
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ANSYS INC COM 03662Q10 27,790 722,014 SH DEFINED 1,2,6 722,014
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ANTIGENICS INC DEL COM 03703210 1,834 338,304 SH DEFINED 1,2 338,304
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AO TATNEFT SPON ADR R 03737P30 2,201 34,211 SH DEFINED 1,2,5 34,211
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AP PHARMA INC COM 00202J10 19 10,700 SH DEFINED 1 10,700
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APEX SILVER MINES LT ORD G0407410 217 13,819 SH DEFINED 1,5 13,819
APHTON CORP COM 03759P10 21 33,315 SH DEFINED 1 33,315
APOGEE ENTERPRISES I COM 03759810 19,876 1,162,311 SH DEFINED 1,2,6 1,162,311
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APOLLO INVT CORP COM 03761U10 14,681 741,456 SH DEFINED 1,2 741,456
APPLE COMPUTER INC COM 03783310 1,344,676 25,082,559 SH DEFINED 1,2,5,6,7,8,
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APPLEBEES INTL INC COM 03789910 21,481 1,038,230 SH DEFINED 1,2,5,13 1,038,230
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APPLERA CORP COM CE GEN 03802020 13,359 1,101,287 SH DEFINED 1,2,5 1,101,287
APPLICA INC COM 03815A10 162 97,031 SH DEFINED 1,5,6 97,031
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APRIA HEALTHCARE GRO COM 03793310 27,157 851,053 SH DEFINED 1,2,5,13 851,053
APTARGROUP INC COM 03833610 19,006 381,566 SH DEFINED 1,2,5 381,566
AQUA AMERICA INC COM 03836W10 45,137 1,187,191 SH DEFINED 1,2,5,13 1,187,191
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AQUILA INC COM 03840P10 24,222 6,116,664 SH DEFINED 1,2,5,13 6,116,664
ARACRUZ CELULOSE S A SPON ADR P 03849620 2,739 67,493 SH DEFINED 1,2 67,493
ARADIGM CORP COM 03850510 34 31,552 SH DEFINED 1 31,552
ARAMARK CORP CL B 03852110 42,317 1,584,327 SH DEFINED 1,2,5,10 1,584,327
ARBINET THEXCHANGE I COM 03875P10 431 59,809 SH DEFINED 1,2 59,809
ARBITRON INC COM 03875Q10 31,734 796,537 SH DEFINED 1,2,5,6 796,537
ARBOR RLTY TR INC COM 03892310 10,438 371,454 SH DEFINED 1,2 371,454
ARCH CAP GROUP LTD ORD G0450A10 1,959 39,496 SH DEFINED 1,5 39,496
ARCH CHEMICALS INC COM 03937R10 7,296 313,816 SH DEFINED 1,2 313,816
ARCH COAL INC COM 03938010 53,667 795,064 SH DEFINED 1,2,5,13 795,064
ARCHER DANIELS MIDLA COM 03948310 465,175 18,863,561 SH DEFINED 1,2,5,6,7,8,
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ARCHIPELAGO HLDG INC COM 03957A10 13,215 331,610 SH DEFINED 1,2 331,610
ARCHSTONE SMITH TR COM 03958310 284,969 7,147,446 SH DEFINED 1,2,3,5,6,7,8,
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ARCTIC CAT INC COM 03967010 4,858 236,502 SH DEFINED 1,2,6 236,502
ARDEN GROUP INC CL A 03976210 1,921 25,524 SH DEFINED 1 25,524
ARDEN RLTY INC COM 03979310 46,819 1,137,202 SH DEFINED 1,2,3,5 1,137,202
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ARES CAP CORP COM 04010L10 4,126 253,461 SH DEFINED 1,2 253,461
ARGON ST INC COM 04014910 2,827 96,337 SH DEFINED 1,2 96,337
ARGONAUT GROUP INC COM 04015710 12,209 452,028 SH DEFINED 1,2,5 452,028
ARGOSY GAMING CO COM 04022810 23,672 503,772 SH DEFINED 1,2,5,6 503,772
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ARIBA INC COM NEW 04033V20 5,053 886,572 SH DEFINED 1,2,5 886,572
ARISTOTLE CORP COM NEW 04044820 78 10,427 SH DEFINED 1 10,427
ARKANSAS BEST CORP D COM 04079010 15,753 451,751 SH DEFINED 1,2,6 451,751
ARM HLDGS PLC SPONSORED 04206810 126 20,034 SH DEFINED 1 20,034
ARMOR HOLDINGS INC COM 04226010 22,734 528,584 SH DEFINED 1,2,5,6 528,584
ARQULE INC COM 04269E10 3,146 401,727 SH DEFINED 1,2,6 401,727
ARRAY BIOPHARMA INC COM 04269X10 2,575 358,686 SH DEFINED 1,2,5 358,686
ARRIS GROUP INC COM 04269Q10 29,128 2,455,987 SH DEFINED 1,2 2,455,987
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ARROW INTL INC COM 04276410 10,101 358,205 SH DEFINED 1,2 358,205
ART TECHNOLOGY GROUP COM 04289L10 43 42,031 SH DEFINED 1 42,031
ARTESYN TECHNOLOGIES COM 04312710 4,829 519,270 SH DEFINED 1,2,5,6 519,270
ARTHROCARE CORP COM 04313610 15,550 386,628 SH DEFINED 1,2,6 386,628
ARVINMERITOR INC COM 04335310 21,073 1,260,362 SH DEFINED 1,2,5,13 1,260,362
ASBURY AUTOMOTIVE GR COM 04343610 2,942 172,732 SH DEFINED 1,2,5 172,732
ASHFORD HOSPITALITY COM SHS 04410310 5,001 464,746 SH DEFINED 1,2,3 464,746
ASHLAND INC NEW COM 04420910 97,090 1,757,606 SH DEFINED 1,2,5,6,10,12,
13 1,757,606
ASHWORTH INC COM 04516H10 428 62,713 SH DEFINED 1,5,6 62,713
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ASPEN TECHNOLOGY INC COM 04532710 3,375 539,951 SH DEFINED 1,2,5 539,951
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ASSOCIATED ESTATES R COM 04560410 1,924 196,283 SH DEFINED 1,3,5 196,283
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ASTRAZENECA PLC SPONSORED 04635310 8,840 187,688 SH DEFINED 1,2 187,688
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AT ROAD INC COM 04648K10 684 149,049 SH DEFINED 1 149,049
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ATHEROS COMMUNICATIO COM 04743P10 6,211 636,381 SH DEFINED 1,2 636,381
ATI TECHNOLOGIES INC COM 00194110 382 27,436 SH DEFINED 5,13 27,436
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ATLAS AMER INC COM 04916710 10,613 217,254 SH DEFINED 1,2,5 217,254
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ATMI INC COM 00207R10 20,544 662,725 SH DEFINED 1,2,5,6 662,725
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ATP OIL & GAS CORP COM 00208J10 7,426 226,126 SH DEFINED 1,2 226,126
ATS MED INC COM 00208310 92 24,829 SH DEFINED 1 24,829
ATWOOD OCEANICS INC COM 05009510 16,776 199,220 SH DEFINED 1,2 199,220
AU OPTRONICS CORP SPONSORED 00225510 881 67,960 SH DEFINED 1 67,960
AUDIBLE INC COM NEW 05069A30 3,380 275,060 SH DEFINED 1,2 275,060
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AUDIOVOX CORP CL A 05075710 6,384 456,657 SH DEFINED 1,2,5,6 456,657
AUGUST TECHNOLOGY CO COM 05106U10 2,077 194,677 SH DEFINED 1,2 194,677
AUSTRALIA&NEW ZEALAN SPONSORED 05252830 1,157 12,615 SH DEFINED 1 12,615
AUTHENTIDATE HLDG CO COM 05266610 82 32,694 SH DEFINED 1 32,694
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AUTOLIV INC COM 05280010 37,883 870,868 SH DEFINED 1,2,5,12 870,868
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AUTONATION INC COM 05329W10 99,073 4,961,099 SH DEFINED 1,2,5,6,7,8,
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AUTOZONE INC COM 05333210 186,762 2,243,383 SH DEFINED 1,2,5,6,7,8,
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AVALONBAY CMNTYS INC COM 05348410 139,651 1,629,534 SH DEFINED 1,2,3,5,7,8,
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AVANEX CORP COM 05348W10 157 161,980 SH DEFINED 1,5 161,980
AVANIR PHARMACEUTICA CL A 05348P10 3,928 1,271,135 SH DEFINED 1,2,5 1,271,135
AVANT IMMUNOTHERAPEU COM 05349110 115 88,462 SH DEFINED 1,5 88,462
AVATAR HLDGS INC COM 05349410 4,272 72,113 SH DEFINED 1,2,5 72,113
AVAYA INC COM 05349910 121,170 11,764,110 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 11,764,110
AVERY DENNISON CORP COM 05361110 148,063 2,826,170 SH DEFINED 1,2,5,6,7,8,
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AVI BIOPHARMA INC COM 00234610 49 18,552 SH DEFINED 1 18,552
AVIALL INC NEW COM 05366B10 15,410 456,176 SH DEFINED 1,2 456,176
AVICI SYS INC COM NEW 05367L80 53 11,583 SH DEFINED 1 11,583
AVID TECHNOLOGY INC COM 05367P10 20,245 489,000 SH DEFINED 1,2,5,6 489,000
AVIGEN INC COM 05369010 77 27,812 SH DEFINED 1,5 27,812
AVISTA CORP COM 05379B10 13,785 710,563 SH DEFINED 1,2,5 710,563
AVNET INC COM 05380710 59,934 2,451,307 SH DEFINED 1,2,5,10,12,13 2,451,307
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AVON PRODS INC COM 05430310 354,596 13,133,167 SH DEFINED 1,2,5,6,7,8,
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AVX CORP NEW COM 00244410 8,982 705,050 SH DEFINED 1,2,5 705,050
AWARE INC MASS COM 05453N10 107 19,242 SH DEFINED 1 19,242
AXA SPONSORED 05453610 1,543 56,037 SH DEFINED 1 56,037
AXCELIS TECHNOLOGIES COM 05454010 7,727 1,480,180 SH DEFINED 1,2,5,6 1,480,180
AXIS CAPITAL HOLDING SHS G0692U10 8,199 287,588 SH DEFINED 1,2,5,12 287,588
AXONYX INC COM 05461R10 113 98,156 SH DEFINED 1 98,156
AZTAR CORP COM 05480210 18,083 586,928 SH DEFINED 1,2,5,6 586,928
B A S F A G SPONSORED 05526250 2,481 32,902 SH DEFINED 1 32,902
BADGER METER INC COM 05652510 2,748 69,854 SH DEFINED 1,2 69,854
BAIDU COM INC SPON ADR R 05675210 730 11,400 SH DEFINED 1,2,7 11,400
BAIRNCO CORP COM 05709710 141 13,221 SH DEFINED 1 13,221
BAKER HUGHES INC COM 05722410 647,353 10,847,071 SH DEFINED 1,2,5,6,7,8,
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BALCHEM CORP COM 05766520 2,606 94,584 SH DEFINED 1,2 94,584
BALDOR ELEC CO COM 05774110 12,685 500,376 SH DEFINED 1,2,5,6 500,376
BALDWIN & LYONS INC CL B 05775520 2,885 115,268 SH DEFINED 1,2 115,268
BALL CORP COM 05849810 113,586 3,091,614 SH DEFINED 1,2,5,6,7,8,
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BALLY TOTAL FITNESS COM 05873K10 1,006 225,072 SH DEFINED 1,2,5,6 225,072
BANC CORP COM 05944B10 1,713 158,620 SH DEFINED 1,2,5 158,620
BANCFIRST CORP COM 05945F10 6,460 76,004 SH DEFINED 1,2 76,004
BANCO BILBAO VIZCAYA SPONSORED 05946K10 2,339 133,372 SH DEFINED 1 133,372
BANCO BRADESCO S A SP ADR PFD 05946030 13,425 274,433 SH DEFINED 1,2 274,433
BANCO SANTANDER CENT ADR 05964H10 2,983 226,511 SH DEFINED 1 226,511
BANCO SANTANDER CHIL SP ADR REP 05965X10 1,699 38,739 SH DEFINED 1,2,5,7 38,739
BANCOLOMBIA S A SPON ADR P 05968L10 25,191 1,147,639 SH DEFINED 1,4,5,7 1,147,639
BANCORP INC DEL COM 05969A10 1,648 103,048 SH DEFINED 1,2 103,048
BANCORPSOUTH INC COM 05969210 25,492 1,115,604 SH DEFINED 1,2,5 1,115,604
BANCTRUST FINANCIAL COM 05978R10 1,710 88,689 SH DEFINED 1,2 88,689
BANDAG INC COM 05981510 9,052 211,192 SH DEFINED 1,2,13 211,192
BANK HAWAII CORP COM 06254010 32,788 666,150 SH DEFINED 1,2,5,13 666,150
BANK MUTUAL CORP NEW COM 06375010 8,590 801,260 SH DEFINED 1,2,5 801,260
BANK NEW YORK INC COM 06405710 603,453 20,518,650 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 20,518,650
BANK NOVA SCOTIA HAL COM 06414910 3,874 103,576 SH DEFINED 1,5,7 103,576
BANK OF AMERICA CORP COM 06050510 5,174,411 122,907,614 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 122,907,614
BANK OF GRANITE CORP COM 06240110 3,704 194,518 SH DEFINED 1,2,5 194,518
BANK OF THE OZARKS I COM 06390410 4,439 129,318 SH DEFINED 1,2 129,318
BANKATLANTIC BANCORP CL A 06590850 20,043 1,179,677 SH DEFINED 1,2,5 1,179,677
BANKFINANCIAL CORP COM 06643P10 602 42,400 SH DEFINED 1 42,400
BANKRATE INC COM 06646V10 3,313 120,767 SH DEFINED 1,2 120,767
BANKUNITED FINL CORP CL A 06652B10 7,782 340,287 SH DEFINED 1,2 340,287
BANNER CORP COM 06652V10 7,183 269,631 SH DEFINED 1,2 269,631
BANTA CORP COM 06682110 22,870 449,405 SH DEFINED 1,2,5,6,13 449,405
BARCLAYS PLC ADR 06738E20 10,510 257,732 SH DEFINED 1,2 257,732
BARD C R INC COM 06738310 243,259 3,684,066 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,684,066
BARNES & NOBLE INC COM 06777410 165,243 4,383,110 SH DEFINED 1,2,5,10,13 4,383,110
BARNES GROUP INC COM 06780610 10,042 280,042 SH DEFINED 1,2,6 280,042
BARNWELL INDS INC COM 06822110 224 3,500 SH DEFINED 1 3,500
BARR PHARMACEUTICALS COM 06830610 100,727 1,834,076 SH DEFINED 1,2,5,10,12,13 1,834,076
BARRETT BILL CORP COM 06846N10 9,736 264,424 SH DEFINED 1,2 264,424
BARRICK GOLD CORP COM 06790110 5,578 192,026 SH DEFINED 1,5 192,026
BARRIER THERAPEUTICS COM 06850R10 2,505 298,545 SH DEFINED 1,2 298,545
BASSETT FURNITURE IN COM 07020310 3,079 165,339 SH DEFINED 1,2,5,6 165,339
BAUSCH & LOMB INC COM 07170710 176,797 2,191,336 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,191,336
BAXTER INTL INC COM 07181310 805,774 20,210,043 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 20,210,043
BAYER A G SPONSORED 07273030 1,256 34,126 SH DEFINED 1 34,126
BB&T CORP COM 05493710 580,875 14,875,154 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 14,875,154
BBVA BANCO FRANCES S SPONSORED 07329M10 464 59,601 SH DEFINED 1,7 59,601
BCSB BANKCORP INC COM 05494810 134 10,000 SH DEFINED 1 10,000
BE AEROSPACE INC COM 07330210 12,022 725,546 SH DEFINED 1,2,5 725,546
BEA SYS INC COM 07332510 52,653 5,856,809 SH DEFINED 1,2,5,7,8,10,
12,13,14 5,856,809
BEACON ROOFING SUPPL COM 07368510 8,095 247,788 SH DEFINED 1,2 247,788
BEAR STEARNS COS INC COM 07390210 383,389 3,493,295 SH DEFINED 1,2,5,6,8,10,
12,13 3,493,295
BEARINGPOINT INC COM 07400210 18,789 2,475,442 SH DEFINED 1,2,5 2,475,442
BEASLEY BROADCAST GR CL A 07401410 1,340 95,366 SH DEFINED 1,2 95,366
BEAZER HOMES USA INC COM 07556Q10 19,976 340,485 SH DEFINED 1,2,5 340,485
BEBE STORES INC COM 07557110 3,229 184,526 SH DEFINED 1,2 184,526
BECKMAN COULTER INC COM 07581110 54,973 1,018,396 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,018,396
BECTON DICKINSON & C COM 07588710 841,899 16,057,589 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 16,057,589
BED BATH & BEYOND IN COM 07589610 316,725 7,882,651 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 7,882,651
BEDFORD PPTY INVS IN COM PAR $0 07644630 9,234 387,331 SH DEFINED 1,2,3 387,331
BEI TECHNOLOGIES INC COM 05538P10 5,660 161,760 SH DEFINED 1,2,5 161,760
BEL FUSE INC CL B 07734730 5,518 151,458 SH DEFINED 1,2,6 151,458
BELDEN CDT INC COM 07745410 15,846 815,528 SH DEFINED 1,2,5,6 815,528
BELL MICROPRODUCTS I COM 07813710 3,792 378,032 SH DEFINED 1,2,5,6 378,032
BELLSOUTH CORP COM 07986010 3,104,018 118,023,497 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 118,023,497
BELO CORP COM SER A 08055510 32,103 1,404,309 SH DEFINED 1,2,5,13 1,404,309
BEMIS INC COM 08143710 64,673 2,618,354 SH DEFINED 1,2,5,6,10,
12,13 2,618,354
BENCHMARK ELECTRS IN COM 08160H10 18,143 602,358 SH DEFINED 1,2,5,6 602,358
BENTLEY PHARMACEUTIC COM 08265710 2,655 222,147 SH DEFINED 1,2 222,147
BERKLEY W R CORP COM 08442310 119,604 3,029,486 SH DEFINED 1,2,5,7,8,10,
12,13,14 3,029,486
BERKSHIRE HATHAWAY I CL B 08467020 431,280 157,920 SH DEFINED 1,5 157,920
BERKSHIRE HILLS BANC COM 08468010 3,863 113,609 SH DEFINED 1,2,5 113,609
BERRY PETE CO CL A 08578910 18,544 278,058 SH DEFINED 1,2 278,058
BEST BUY INC COM 08651610 532,390 12,230,412 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 12,230,412
BEVERLY ENTERPRISES COM NEW 08785130 16,691 1,362,499 SH DEFINED 1,2,5 1,362,499
BEVERLY HILLS BANCOR COM 08786610 1,356 132,158 SH DEFINED 1,2 132,158
BFC FINL CORP CL A 05538420 1,382 198,029 SH DEFINED 1,2 198,029
BG PLC ADR FIN IN 05543420 18,111 379,772 SH DEFINED 1 379,772
BHP BILLITON LTD SPONSORED 08860610 2,622 76,724 SH DEFINED 1 76,724
BIG 5 SPORTING GOODS COM 08915P10 6,147 257,616 SH DEFINED 1,2 257,616
BIG LOTS INC COM 08930210 39,169 3,564,095 SH DEFINED 1,2,5,6,10,13 3,564,095
BIMINI MTG MGMT INC CL A 09031E40 6,972 617,023 SH DEFINED 1,2 617,023
BINDVIEW DEV CORP COM 09032710 64 18,199 SH DEFINED 1 18,199
BIO LOGIC SYS CORP COM 09090910 115 19,050 SH DEFINED 1 19,050
BIO RAD LABS INC CL A 09057220 18,575 337,796 SH DEFINED 1,2,5 337,796
BIOENVISION INC COM 09059N10 3,429 427,034 SH DEFINED 1,2 427,034
BIOGEN IDEC INC COM 09062X10 366,606 9,285,857 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 9,285,857
BIOLASE TECHNOLOGY I COM 09091110 634 88,912 SH DEFINED 1,5,6 88,912
BIOMARIN PHARMACEUTI COM 09061G10 7,926 907,880 SH DEFINED 1,2 907,880
BIOMED REALTY TRUST COM 09063H10 22,742 917,019 SH DEFINED 1,2,3 917,019
BIOMET INC COM 09061310 236,576 6,815,783 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,815,783
BIO-REFERENCE LABS I COM $.01 N 09057G60 1,225 70,872 SH DEFINED 1,2 70,872
BIOSCRIP INC COM 09069N10 2,916 448,562 SH DEFINED 1,2,5 448,562
BIOSITE INC COM 09094510 15,609 252,326 SH DEFINED 1,2,6 252,326
BIOSOURCE INTL INC COM 09066H10 132 10,500 SH DEFINED 1 10,500
BIOVAIL CORP COM 09067J10 5,621 240,519 SH DEFINED 1,13 240,519
BIOVERIS CORP COM 09067610 252 43,332 SH DEFINED 1,5 43,332
BISYS GROUP INC COM 05547210 20,385 1,517,856 SH DEFINED 1,2,5,13 1,517,856
BJ SVCS CO COM 05548210 378,673 10,521,627 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 10,521,627
BJS RESTAURANTS INC COM 09180C10 3,582 175,306 SH DEFINED 1,2 175,306
BJS WHOLESALE CLUB I COM 05548J10 29,951 1,077,364 SH DEFINED 1,2,5,10,13 1,077,364
BKF CAP GROUP INC COM 05548G10 2,518 81,413 SH DEFINED 1,2 81,413
BLACK & DECKER CORP COM 09179710 236,347 2,879,124 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,879,124
BLACK BOX CORP DEL COM 09182610 12,992 309,635 SH DEFINED 1,2,5,6 309,635
BLACK HILLS CORP COM 09211310 25,849 596,000 SH DEFINED 1,2,5,13 596,000
BLACKBAUD INC COM 09227Q10 1,899 134,037 SH DEFINED 1,2 134,037
BLACKBOARD INC COM 09193550 5,516 220,538 SH DEFINED 1,2 220,538
BLACKROCK INC CL A 09247X10 13,470 151,996 SH DEFINED 1,2,5 151,996
BLAIR CORP COM 09282810 1,612 43,697 SH DEFINED 1,2 43,697
BLOCK H & R INC COM 09367110 213,004 8,882,563 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 8,882,563
BLOCKBUSTER INC CL A 09367910 11,952 2,516,183 SH DEFINED 1,2,5 2,516,183
BLOCKBUSTER INC CL B 09367920 94 21,001 SH DEFINED 1 21,001
BLOUNT INTL INC NEW COM 09518010 6,683 378,839 SH DEFINED 1,2 378,839
BLUE COAT SYSTEMS IN COM NEW 09534T50 8,229 189,250 SH DEFINED 1,2 189,250
BLUE NILE INC COM 09578R10 6,348 200,623 SH DEFINED 1,2 200,623
BLUEGREEN CORP COM 09623110 5,232 296,405 SH DEFINED 1,2 296,405
BLUELINX HLDGS INC COM 09624H10 978 72,761 SH DEFINED 1 72,761
BLYTH INC COM 09643P10 11,285 506,302 SH DEFINED 1,2,5,13 506,302
BMC SOFTWARE INC COM 05592110 245,037 11,613,132 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 11,613,132
BOB EVANS FARMS INC COM 09676110 15,105 665,120 SH DEFINED 1,2,5,13 665,120
BOC GROUP PLC SPONSORED 05561760 616 15,102 SH DEFINED 1 15,102
BOEING CO COM 09702310 6,005,152 88,376,037 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 88,376,037
BOIS D ARC ENERGY IN COM 09738U10 2,491 144,741 SH DEFINED 1,2 144,741
BOK FINL CORP COM NEW 05561Q20 11,298 234,537 SH DEFINED 1,2,5 234,537
BOMBAY CO INC COM 09792410 2,006 454,861 SH DEFINED 1,2 454,861
BON-TON STORES INC COM 09776J10 9,687 498,807 SH DEFINED 1,2 498,807
BOOKS-A-MILLION INC COM 09857010 101 11,197 SH DEFINED 1 11,197
BORDERS GROUP INC COM 09970910 25,516 1,150,941 SH DEFINED 1,2,5,13 1,150,941
BORG WARNER INC COM 09972410 46,449 822,688 SH DEFINED 1,2,5,12,13 822,688
BORLAND SOFTWARE COR COM 09984910 6,321 1,086,102 SH DEFINED 1,2,5 1,086,102
BOSTON BEER INC CL A 10055710 3,856 154,241 SH DEFINED 1,2 154,241
BOSTON COMMUNICATION COM 10058210 14 12,433 SH DEFINED 1 12,433
BOSTON PRIVATE FINL COM 10111910 9,353 352,403 SH DEFINED 1,2 352,403
BOSTON PROPERTIES IN COM 10112110 167,178 2,357,936 SH DEFINED 1,2,3,5,7,8,
10,12,13,14 2,357,936
BOSTON SCIENTIFIC CO COM 10113710 380,095 16,264,218 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 16,264,218
BOTTOMLINE TECH DEL COM 10138810 2,742 181,723 SH DEFINED 1,2 181,723
BOWATER INC COM 10218310 29,247 1,034,554 SH DEFINED 1,2,5,12,13 1,034,554
BOWNE & CO INC COM 10304310 6,875 481,107 SH DEFINED 1,2,6 481,107
BOYD GAMING CORP COM 10330410 23,311 540,613 SH DEFINED 1,2,13 540,613
BOYDS COLLECTION LTD COM 10335410 11 16,059 SH DEFINED 1 16,059
BOYKIN LODGING CO COM 10343010 6,645 535,021 SH DEFINED 1,2,3,5 535,021
BP PLC SPONSORED 05562210 3,562,374 50,280,512 SH DEFINED 1,2 50,280,512
BP PRUDHOE BAY RTY T UNIT BEN I 05563010 1,799 22,737 SH DEFINED 1,5 22,737
BRADLEY PHARMACEUTIC COM 10457610 464 42,449 SH DEFINED 1,6 42,449
BRADY CORP CL A 10467410 21,452 693,328 SH DEFINED 1,2,5,6 693,328
BRANDYWINE RLTY TR SH BEN INT 10536820 37,250 1,198,148 SH DEFINED 1,2,3,5 1,198,148
BRE PROPERTIES INC CL A 05564E10 39,171 880,242 SH DEFINED 1,2,3,5 880,242
BRIGGS & STRATTON CO COM 10904310 35,617 1,029,702 SH DEFINED 1,2,5,6,12 1,029,702
BRIGHAM EXPLORATION COM 10917810 4,269 332,223 SH DEFINED 1,2 332,223
BRIGHT HORIZON FAMIL COM 10919510 13,371 348,286 SH DEFINED 1,2,5 348,286
BRIGHTPOINT INC COM NEW 10947340 13,893 725,880 SH DEFINED 1,2 725,880
BRINKER INTL INC COM 10964110 77,789 2,071,072 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,071,072
BRINKS CO COM 10969610 33,960 827,072 SH DEFINED 1,2,5,13 827,072
BRISTOL MYERS SQUIBB COM 11012210 1,286,411 53,466,787 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 53,466,787
BRISTOL WEST HLDGS I COM 11037M10 3,883 212,745 SH DEFINED 1,2 212,745
BRITESMILE INC COM NEW 11041520 11 11,836 SH DEFINED 1 11,836
BRITISH AMERN TOB PL SPONSORED 11044810 1,248 29,471 SH DEFINED 1 29,471
BRITISH AWYS PLC ADR 2ND IN 11041930 338 6,535 SH DEFINED 1 6,535
BRITISH SKY BROADCAS SPONSORED 11101310 386 9,764 SH DEFINED 1 9,764
BROADCOM CORP CL A 11132010 381,565 8,132,250 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 8,132,250
BROADVISION INC COM NEW 11141260 27 32,669 SH DEFINED 1,5 32,669
BROADWING CORP COM 11161E10 4,132 828,134 SH DEFINED 1,2,5 828,134
BROCADE COMMUNICATIO COM 11162110 23,390 5,732,795 SH DEFINED 1,2,5 5,732,795
BROOKFIELD HOMES COR COM 11272310 10,603 190,940 SH DEFINED 1,2,5 190,940
BROOKFIELD PPTYS COR COM 11290010 6,352 215,546 SH DEFINED 1,3,5,7 215,546
BROOKLINE BANCORP IN COM 11373M10 12,827 810,810 SH DEFINED 1,2,5 810,810
BROOKS AUTOMATION IN COM 11434010 8,895 667,299 SH DEFINED 1,2,5,6 667,299
BROOKSTONE INC COM 11453710 5,295 265,566 SH DEFINED 1,2,5 265,566
BROOKTROUT INC COM 11458010 475 36,589 SH DEFINED 1,2,6 36,589
BROWN & BROWN INC COM 11523610 46,131 928,372 SH DEFINED 1,2,5,12,13 928,372
BROWN FORMAN CORP CL A 11563710 1,755 28,422 SH DEFINED 1,5,12 28,422
BROWN FORMAN CORP CL B 11563720 110,073 1,848,717 SH DEFINED 1,2,5,6,10,12,
13 1,848,717
BROWN SHOE INC NEW COM 11573610 10,757 325,978 SH DEFINED 1,2,6 325,978
BRT RLTY TR SH BEN INT 05564530 224 9,600 SH DEFINED 1 9,600
BRUKER BIOSCIENCES C COM 11679410 2,062 470,796 SH DEFINED 1,2,5 470,796
BRUNSWICK CORP COM 11704310 98,037 2,598,385 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,598,385
BRUSH ENGINEERED MAT COM 11742110 3,977 250,467 SH DEFINED 1,2,5 250,467
BRYN MAWR BK CORP COM 11766510 201 9,390 SH DEFINED 1 9,390
BSQUARE CORP COM 11776U10 13 18,984 SH DEFINED 1 18,984
BT GROUP PLC ADR 05577E10 564 14,220 SH DEFINED 1 14,220
BUCA INC COM 11776910 137 22,515 SH DEFINED 1,5 22,515
BUCKEYE PARTNERS L P UNIT LTD P 11823010 2,151 45,133 SH DEFINED 1,5 45,133
BUCKEYE TECHNOLOGIES COM 11825510 4,084 502,984 SH DEFINED 1,2 502,984
BUCKLE INC COM 11844010 3,896 114,699 SH DEFINED 1,2 114,699
BUCYRUS INTL INC NEW CL A 11875910 13,437 273,503 SH DEFINED 1,2 273,503
BUFFALO WILD WINGS I COM 11984810 2,125 80,191 SH DEFINED 1,2 80,191
BUILD A BEAR WORKSHO COM 12007610 2,806 125,809 SH DEFINED 1,2 125,809
BUILDERS FIRSTSOURCE COM 12008R10 842 37,700 SH DEFINED 1 37,700
BUILDING MATLS HLDG COM 12011310 24,596 263,737 SH DEFINED 1,2,6 263,737
BUNGE LIMITED COM G1696210 39,659 753,683 SH DEFINED 1,2,5,7,8,10,
12,13,14 753,683
BUNZL PUB LTD CO SPON ADR N 12073840 266 5,225 SH DEFINED 1 5,225
BURLINGTON COAT FACT COM 12157910 12,391 325,732 SH DEFINED 1,2,6 325,732
BURLINGTON NORTHN SA COM 12189T10 715,520 11,965,225 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 11,965,225
BURLINGTON RES INC COM 12201410 1,165,258 14,329,293 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 14,329,293
C COR INC COM 12501010 4,250 629,687 SH DEFINED 1,2,5,6 629,687
C D I CORP COM 12507110 5,507 186,438 SH DEFINED 1,2,6 186,438
C D W CORP COM 12512N10 74,078 1,257,272 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 1,257,272
C H ROBINSON WORLDWI COM 12541W10 72,472 1,130,087 SH DEFINED 1,2,5,12 1,130,087
C&D TECHNOLOGIES INC COM 12466110 4,462 474,226 SH DEFINED 1,2,5,6 474,226
CABELAS INC COM 12680430 7,052 383,884 SH DEFINED 1,2 383,884
CABLE & WIRELESS PUB SPONSORED 12683020 228 30,278 SH DEFINED 1 30,278
CABLEVISION SYS CORP CL A NY CA 12686C10 80,993 2,640,780 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,640,780
CABOT CORP COM 12705510 28,105 851,413 SH DEFINED 1,2,5,6,12,13 851,413
CABOT MICROELECTRONI COM 12709P10 25,757 876,680 SH DEFINED 1,2,5,13 876,680
CABOT OIL & GAS CORP COM 12709710 39,710 786,187 SH DEFINED 1,2,5,12 786,187
CACHE INC COM NEW 12715030 2,117 138,973 SH DEFINED 1,2 138,973
CACI INTL INC CL A 12719030 21,921 361,736 SH DEFINED 1,2,5,6 361,736
CADBURY SCHWEPPES PL ADR 12720930 1,257 30,850 SH DEFINED 1 30,850
CADENCE DESIGN SYSTE COM 12738710 83,405 5,161,176 SH DEFINED 1,2,5,7,8,10,
12,13,14 5,161,176
CAE INC COM 12476510 129 19,000 SH DEFINED 7 19,000
CAL DIVE INTL INC COM 12791410 56,273 887,452 SH DEFINED 1,2,5,12 887,452
CALAMOS ASSET MGMT I CL A 12811R10 6,634 268,804 SH DEFINED 1,2 268,804
CALAMP CORP COM 12812610 130 15,989 SH DEFINED 1 15,989
CALAVO GROWERS INC COM 12824610 207 20,200 SH DEFINED 1 20,200
CALGON CARBON CORP COM 12960310 3,508 444,090 SH DEFINED 1,2 444,090
CALIFORNIA COASTAL C COM NEW 12991520 3,733 105,984 SH DEFINED 1,2 105,984
CALIFORNIA FIRST NTN COM 13022210 139 10,730 SH DEFINED 1 10,730
CALIFORNIA MICRO DEV COM 13043910 226 29,300 SH DEFINED 1 29,300
CALIFORNIA PIZZA KIT COM 13054D10 7,607 260,143 SH DEFINED 1,2 260,143
CALIFORNIA WTR SVC G COM 13078810 9,455 229,499 SH DEFINED 1,2 229,499
CALIPER LIFE SCIENCE COM 13087210 1,884 267,951 SH DEFINED 1,2 267,951
CALLAWAY GOLF CO COM 13119310 21,426 1,419,885 SH DEFINED 1,2,5,13 1,419,885
CALLON PETE CO DEL COM 13123X10 3,544 169,325 SH DEFINED 1,2 169,325
CALPINE CORP COM 13134710 47,082 18,178,416 SH DEFINED 1,2,5,6,10,13 18,178,416
CAMBREX CORP COM 13201110 8,499 448,256 SH DEFINED 1,2,5,6 448,256
CAMDEN NATL CORP COM 13303410 4,007 106,380 SH DEFINED 1,2,5 106,380
CAMDEN PPTY TR SH BEN INT 13313110 53,375 957,403 SH DEFINED 1,2,3,5 957,403
CAMPBELL SOUP CO COM 13442910 173,563 5,834,052 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,834,052
CANADIAN NAT RES LTD COM 13638510 1,291 28,575 SH DEFINED 1,5,7 28,575
CANADIAN NATL RY CO COM 13637510 2,694 37,946 SH DEFINED 1,5,7 37,946
CANADIAN PAC RY LTD COM 13645T10 587 13,653 SH DEFINED 1 13,653
CANCERVAX CORP COM 13738Y10 49 14,300 SH DEFINED 1 14,300
CANDELA CORP COM 13690710 3,059 311,464 SH DEFINED 1,2 311,464
CANON INC ADR 13800630 2,403 44,278 SH DEFINED 1 44,278
CANTEL MEDICAL CORP COM 13809810 2,850 135,469 SH DEFINED 1,2 135,469
CAPITAL AUTOMOTIVE R COM SH BEN 13973310 33,229 858,411 SH DEFINED 1,2,3,5 858,411
CAPITAL CITY BK GROU COM 13967410 5,770 153,005 SH DEFINED 1,2 153,005
CAPITAL CORP OF THE COM NEW 14006520 3,611 118,203 SH DEFINED 1,2 118,203
CAPITAL CROSSING BK COM 14007110 1,763 50,760 SH DEFINED 1,2 50,760
CAPITAL LEASE FDG IN COM 14028810 2,984 288,339 SH DEFINED 1,2 288,339
CAPITAL ONE FINL COR COM 14040H10 659,493 8,293,417 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 8,293,417
CAPITAL SOUTHWEST CO COM 14050110 3,807 44,704 SH DEFINED 1,2 44,704
CAPITAL SR LIVING CO COM 14047510 108 12,900 SH DEFINED 1 12,900
CAPITAL TRUST INC MD CL A NEW 14052H50 4,861 151,142 SH DEFINED 1,2 151,142
CAPITALSOURCE INC COM 14055X10 11,925 546,998 SH DEFINED 1,2,5 546,998
CAPITOL BANCORP LTD COM 14056D10 6,029 186,079 SH DEFINED 1,2 186,079
CAPITOL FED FINL COM 14057C10 7,202 210,462 SH DEFINED 1,2,5 210,462
CAPSTEAD MTG CORP COM NO PAR 14067E50 163 23,614 SH DEFINED 1,5 23,614
CAPSTONE TURBINE COR COM 14067D10 412 116,122 SH DEFINED 1,5 116,122
CAPTARIS INC COM 14071N10 209 55,502 SH DEFINED 1,6 55,502
CARACO PHARMACEUTICA COM 14075T10 611 70,295 SH DEFINED 1,2 70,295
CARAUSTAR INDS INC COM 14090910 4,709 428,882 SH DEFINED 1,2 428,882
CARBO CERAMICS INC COM 14078110 27,811 421,437 SH DEFINED 1,2 421,437
CARDIAC SCIENCE CORP COM 14141A10 378 35,279 SH DEFINED 1,5 35,279
CARDINAL FINL CORP COM 14149F10 2,600 269,420 SH DEFINED 1,2 269,420
CARDINAL HEALTH INC COM 14149Y10 827,770 13,048,080 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 13,048,080
CARDIODYNAMICS INTL COM 14159710 60 44,078 SH DEFINED 1,5 44,078
CAREER EDUCATION COR COM 14166510 99,682 2,803,199 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,803,199
CAREMARK RX INC COM 14170510 677,251 13,564,019 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 13,564,019
CARLISLE COS INC COM 14233910 25,637 403,282 SH DEFINED 1,2,5,12,13 403,282
CARMAX INC COM 14313010 51,721 1,654,017 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,654,017
CARMIKE CINEMAS INC COM 14343640 3,339 145,561 SH DEFINED 1,2 145,561
CARNIVAL CORP PAIRED CTF 14365830 459,718 9,198,040 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 9,198,040
CARPENTER TECHNOLOGY COM 14428510 27,879 475,669 SH DEFINED 1,2 475,669
CARRAMERICA RLTY COR COM 14441810 39,040 1,085,954 SH DEFINED 1,2,3,5 1,085,954
CARREKER CORP COM 14443310 322 45,649 SH DEFINED 1,5,6 45,649
CARRIAGE SVCS INC COM 14390510 458 72,300 SH DEFINED 1,2 72,300
CARRIER ACCESS CORP COM 14446010 183 33,123 SH DEFINED 1 33,123
CARRIZO OIL & CO INC COM 14457710 6,985 238,395 SH DEFINED 1,2 238,395
CARTER INC COM 14622910 13,627 239,920 SH DEFINED 1,2 239,920
CASCADE BANCORP COM 14715410 4,194 200,755 SH DEFINED 1,2 200,755
CASCADE CORP COM 14719510 7,430 152,576 SH DEFINED 1,2 152,576
CASCADE NAT GAS CORP COM 14733910 3,634 166,920 SH DEFINED 1,2,5 166,920
CASELLA WASTE SYS IN CL A 14744810 3,244 247,096 SH DEFINED 1,2 247,096
CASEYS GEN STORES IN COM 14752810 23,313 1,004,867 SH DEFINED 1,2,5,6 1,004,867
CASH AMER INTL INC COM 14754D10 8,592 414,079 SH DEFINED 1,2 414,079
CASTLE A M & CO COM 14841110 2,345 134,001 SH DEFINED 1,2 134,001
CASUAL MALE RETAIL G COM 14871110 2,316 336,625 SH DEFINED 1,2 336,625
CATALINA MARKETING C COM 14886710 27,286 1,199,920 SH DEFINED 1,2,5,13 1,199,920
CATALYST SEMICONDUCT COM 14888110 99 19,869 SH DEFINED 1 19,869
CATAPULT COMMUNICATI COM 14901610 2,133 116,297 SH DEFINED 1,2,6 116,297
CATERPILLAR INC DEL COM 14912310 1,370,667 23,330,509 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 23,330,509
CATHAY GENERAL BANCO COM 14915010 21,005 592,360 SH DEFINED 1,2,5 592,360
CATO CORP NEW CL A 14920510 12,650 634,699 SH DEFINED 1,2,6 634,699
CAVCO INDS INC DEL COM 14956810 393 10,820 SH DEFINED 1,5 10,820
CB RICHARD ELLIS GRO CL A 12497T10 21,783 442,752 SH DEFINED 1,2,5 442,752
CBIZ INC COM 12480510 4,169 817,434 SH DEFINED 1,2 817,434
CBL & ASSOC PPTYS IN COM 12483010 38,376 936,223 SH DEFINED 1,2,3,5 936,223
CBRL GROUP INC COM 12489V10 21,993 653,376 SH DEFINED 1,2,5,13 653,376
CCA INDS INC COM 12486710 95 10,608 SH DEFINED 1 10,608
CCC INFORMATION SVCS COM 12487Q10 2,788 106,696 SH DEFINED 1,2 106,696
CDC CORP SHS A G2022L10 100 27,535 SH DEFINED 1,5 27,535
CDN IMPERIAL BK OF C COM 13606910 448 7,176 SH DEFINED 1 7,176
CEC ENTMT INC COM 12513710 28,182 887,353 SH DEFINED 1,2,5,6 887,353
CEDAR FAIR L P DEPOSITRY 15018510 2,224 74,174 SH DEFINED 1,5 74,174
CEDAR SHOPPING CTRS COM NEW 15060220 7,698 531,979 SH DEFINED 1,2,3 531,979
CELANESE CORP DEL COM SER A 15087010 7,096 411,352 SH DEFINED 1,2,5 411,352
CELGENE CORP COM 15102010 109,139 2,009,185 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,009,185
CELL GENESYS INC COM 15092110 2,855 520,932 SH DEFINED 1,2,5 520,932
CELL THERAPEUTICS IN COM 15093410 1,915 669,417 SH DEFINED 1,2,5 669,417
CELLEGY PHARMACEUTIC COM 15115L10 15 10,600 SH DEFINED 1 10,600
CEMEX S A SPON ADR 5 15129088 16,805 321,318 SH DEFINED 1,2 321,318
CENDANT CORP COM 15131310 735,644 35,641,680 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 35,641,680
CENTENE CORP DEL COM 15135B10 19,029 760,246 SH DEFINED 1,2,6 760,246
CENTENNIAL COMMUNCTN CL A NEW 15133V20 10,520 702,283 SH DEFINED 1,2 702,283
CENTER BANCORP INC COM 15140810 184 15,466 SH DEFINED 1 15,466
CENTER FINL CORP CAL COM 15146E10 2,652 112,853 SH DEFINED 1,2 112,853
CENTERPOINT ENERGY I COM 15189T10 155,418 10,451,753 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 10,451,753
CENTERPOINT PPTYS TR COM 15189510 43,328 967,143 SH DEFINED 1,2,3,5 967,143
CENTEX CORP COM 15231210 245,576 3,802,659 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,802,659
CENTILLIUM COMMUNICA COM 15231910 109 28,892 SH DEFINED 1,5 28,892
CENTRA SOFTWARE INC COM 15234X10 20 10,322 SH DEFINED 1 10,322
CENTRAL COAST BANCOR COM 15314510 2,944 138,159 SH DEFINED 1,2 138,159
CENTRAL EUROPEAN DIS COM 15343510 7,130 167,415 SH DEFINED 1,2 167,415
CENTRAL EUROPEAN MED CL A NEW G2004520 212 4,020 SH DEFINED 1,5 4,020
CENTRAL FGHT LINES I COM 15349110 24 11,440 SH DEFINED 1 11,440
CENTRAL GARDEN & PET COM 15352710 12,950 286,193 SH DEFINED 1,2 286,193
CENTRAL PAC FINL COR COM 15476010 15,760 447,981 SH DEFINED 1,2 447,981
CENTRAL PKG CORP COM 15478510 7,041 470,982 SH DEFINED 1,2,6 470,982
CENTRAL VT PUB SVC C COM 15577110 3,581 204,654 SH DEFINED 1,2 204,654
CENTURY ALUM CO COM 15643110 13,257 589,731 SH DEFINED 1,2 589,731
CENTURY BANCORP INC CL A NON V 15643210 224 7,180 SH DEFINED 1 7,180
CENTURYTEL INC COM 15670010 180,339 5,155,491 SH DEFINED 1,2,5,6,7,10,
12,13,14 5,155,491
CENVEO INC COM 15670S10 6,004 578,939 SH DEFINED 1,2,5 578,939
CEPHALON INC COM 15670810 34,840 750,530 SH DEFINED 1,2,5,12,13 750,530
CEPHEID COM 15670R10 3,681 498,142 SH DEFINED 1,2,5 498,142
CERADYNE INC COM 15671010 14,254 388,592 SH DEFINED 1,2,5,6 388,592
CERES GROUP INC COM 15677210 2,302 408,812 SH DEFINED 1,2 408,812
CERIDIAN CORP NEW COM 15677910 58,234 2,806,459 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,806,459
CERNER CORP COM 15678210 55,985 644,027 SH DEFINED 1,2,5,6,10,12 644,027
CERTEGY INC COM 15688010 44,714 1,117,284 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,117,284
CERUS CORP COM 15708510 90 10,162 SH DEFINED 1 10,162
CEVA INC COM 15721010 81 15,685 SH DEFINED 1,5 15,685
CF INDS HLDGS INC COM 12526910 2,075 140,100 SH DEFINED 1 140,100
CFS BANCORP INC COM 12525D10 235 17,566 SH DEFINED 1,5 17,566
CH ENERGY GROUP INC COM 12541M10 10,966 230,961 SH DEFINED 1,2,5 230,961
CHAD THERAPEUTICS IN COM 15722810 102 27,600 SH DEFINED 1 27,600
CHAMPION ENTERPRISES COM 15849610 20,234 1,369,018 SH DEFINED 1,2,5,6 1,369,018
CHAMPS ENTMT INC DEL COM 15878710 109 15,700 SH DEFINED 1 15,700
CHAPARRAL STL CO DEL COM 15942310 7,502 297,468 SH DEFINED 1,2,5 297,468
CHARLES & COLVARD LT COM 15976510 3,663 146,757 SH DEFINED 1,2 146,757
CHARLES RIV LABS INT COM 15986410 54,772 1,255,671 SH DEFINED 1,2,5,13 1,255,671
CHARLOTTE RUSSE HLDG COM 16104810 2,492 187,111 SH DEFINED 1,2 187,111
CHARMING SHOPPES INC COM 16113310 19,499 1,827,429 SH DEFINED 1,2,5 1,827,429
CHARTER COMMUNICATIO CL A 16117M10 5,655 3,769,922 SH DEFINED 1,2,5 3,769,922
CHARTER FINL CORP WE COM 16122M10 1,772 51,989 SH DEFINED 1,2 51,989
CHARTERMAC SH BEN INT 16090810 11,219 547,273 SH DEFINED 1,2,5 547,273
CHATTEM INC COM 16245610 17,732 499,481 SH DEFINED 1,2 499,481
CHECK POINT SOFTWARE ORD M2246510 8,472 348,360 SH DEFINED 1,2,5,12 348,360
CHECKERS DRIVE-IN RE COM NEW 16280930 792 51,800 SH DEFINED 1,2 51,800
CHECKFREE CORP NEW COM 16281310 49,879 1,318,851 SH DEFINED 1,2,5,13 1,318,851
CHECKPOINT SYS INC COM 16282510 20,854 879,194 SH DEFINED 1,2,6 879,194
CHEESECAKE FACTORY I COM 16307210 32,029 1,025,270 SH DEFINED 1,2,5,13 1,025,270
CHEMED CORP NEW COM 16359R10 16,384 378,024 SH DEFINED 1,2,6 378,024
CHEMICAL FINL CORP COM 16373110 10,605 326,303 SH DEFINED 1,2,5 326,303
CHEMTURA CORP COM 16389310 72,989 5,876,713 SH DEFINED 1,2,5,13 5,876,713
CHENIERE ENERGY INC COM NEW 16411R20 25,162 608,368 SH DEFINED 1,2,12 608,368
CHEROKEE INC DEL NEW COM 16444H10 3,100 88,610 SH DEFINED 1,2,5 88,610
CHESAPEAKE CORP COM 16515910 4,865 264,536 SH DEFINED 1,2 264,536
CHESAPEAKE ENERGY CO COM 16516710 141,550 3,700,658 SH DEFINED 1,2,5,7,8,10,
12,13,14 3,700,658
CHESAPEAKE UTILS COR COM 16530310 430 12,217 SH DEFINED 1,2 12,217
CHEVRON CORP NEW COM 16676410 5,474,178 84,569,407 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 84,569,407
CHICAGO BRIDGE & IRO N Y REGIST 16725010 297 9,564 SH DEFINED 1 9,564
CHICAGO MERCANTILE H CL A 16776010 130,521 386,959 SH DEFINED 1,2,5,7,8,10,
12,13,14 386,959
CHICOS FAS INC COM 16861510 121,537 3,302,624 SH DEFINED 1,2,5,7,8,10,
12,13,14 3,302,624
CHILDRENS PL RETAIL COM 16890510 18,802 528,299 SH DEFINED 1,2,5,6 528,299
CHINA ENERGY TECHNOL COM 16938W10 81 13,416 SH DEFINED 1 13,416
CHINA MOBILE HONG KO SPONSORED 16941M10 3,842 155,930 SH DEFINED 1 155,930
CHINA PETE & CHEM CO SPON ADR H 16941R10 696 15,378 SH DEFINED 1 15,378
CHINA TECHFAITH WIRL SPONSORED 16942410 666 70,500 SH DEFINED 7 70,500
CHINA YUCHAI INTL LT COM G2108210 316 30,700 SH DEFINED 1,7 30,700
CHIQUITA BRANDS INTL COM 17003280 27,244 974,752 SH DEFINED 1,2 974,752
CHIRON CORP COM 17004010 131,962 3,023,184 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,023,184
CHITTENDEN CORP COM 17022810 17,100 645,056 SH DEFINED 1,2,5 645,056
CHOICE HOTELS INTL I COM 16990510 13,840 214,115 SH DEFINED 1,2,5 214,115
CHOICEPOINT INC COM 17038810 64,821 1,501,524 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,501,524
CHOLESTECH CORP COM 17039310 168 16,633 SH DEFINED 1 16,633
CHORDIANT SOFTWARE I COM 17040410 264 92,793 SH DEFINED 1 92,793
CHRISTOPHER & BANKS COM 17104610 9,594 691,713 SH DEFINED 1,2,5,6 691,713
CHUBB CORP COM 17123210 588,824 6,575,369 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,575,369
CHUNGHWA TELECOM CO SPONSORED 17133Q20 186 10,063 SH DEFINED 4,12 10,063
CHURCH & DWIGHT INC COM 17134010 29,997 812,053 SH DEFINED 1,2,5,13 812,053
CHURCHILL DOWNS INC COM 17148410 5,606 158,709 SH DEFINED 1,2 158,709
CIBER INC COM 17163B10 6,524 878,062 SH DEFINED 1,2,6 878,062
CIENA CORP COM 17177910 43,473 16,466,932 SH DEFINED 1,2,5,6,10,13 16,466,932
CIGNA CORP COM 12550910 645,651 5,478,122 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,478,122
CIMAREX ENERGY CO COM 17179810 59,139 1,304,629 SH DEFINED 1,2,5,12 1,304,629
CINCINNATI BELL INC COM 17187110 26,994 6,121,044 SH DEFINED 1,2,5,6,13 6,121,044
CINCINNATI FINL CORP COM 17206210 230,329 5,498,428 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,498,428
CINERGY CORP COM 17247410 261,985 5,899,243 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,899,243
CINTAS CORP COM 17290810 156,850 3,820,962 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,820,962
CIPHERGEN BIOSYSTEMS COM 17252Y10 22 11,657 SH DEFINED 1 11,657
CIRCOR INTL INC COM 17273K10 6,226 226,806 SH DEFINED 1,2 226,806
CIRCUIT CITY STORE I COM 17273710 85,647 4,991,110 SH DEFINED 1,2,5,6,10,12,
13 4,991,110
CIRRUS LOGIC INC COM 17275510 8,964 1,181,031 SH DEFINED 1,2,5 1,181,031
CISCO SYS INC COM 17275R10 3,412,091 190,406,882 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 190,406,882
CIT GROUP INC COM 12558110 284,330 6,293,276 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,293,276
CITADEL BROADCASTING COM 17285T10 11,352 826,824 SH DEFINED 1,2 826,824
CITI TRENDS INC COM 17306X10 797 36,498 SH DEFINED 1 36,498
CITIGROUP INC COM 17296710 7,219,642 158,603,737 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 158,603,737
CITIZENS & NORTHN CO COM 17292210 2,657 99,497 SH DEFINED 1,2 99,497
CITIZENS BKG CORP MI COM 17442010 16,504 581,122 SH DEFINED 1,2,5 581,122
CITIZENS COMMUNICATI COM 17453B10 120,857 8,919,302 SH DEFINED 1,2,5,6,10,
12,13 8,919,302
CITIZENS FIRST BANCO COM 17461R10 294 13,750 SH DEFINED 1,5 13,750
CITIZENS INC CL A 17474010 2,657 413,842 SH DEFINED 1,2 413,842
CITRIX SYS INC COM 17737610 126,293 5,023,602 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,023,602
CITY BK LYNNWOOD WAS COM 17770A10 3,668 107,154 SH DEFINED 1,2 107,154
CITY HLDG CO COM 17783510 10,718 299,970 SH DEFINED 1,2 299,970
CITY NATL CORP COM 17856610 39,812 568,019 SH DEFINED 1,2,5,12,13 568,019
CKE RESTAURANTS INC COM 12561E10 19,133 1,451,639 SH DEFINED 1,2 1,451,639
CKX INC COM 12562M10 2,289 182,068 SH DEFINED 1,2 182,068
CLAIRES STORES INC COM 17958410 31,922 1,322,938 SH DEFINED 1,2,5,6,12,13 1,322,938
CLARCOR INC COM 17989510 31,726 1,104,654 SH DEFINED 1,2,5,6 1,104,654
CLARK INC COM 18145710 5,816 345,589 SH DEFINED 1,2 345,589
CLEAN HARBORS INC COM 18449610 7,678 226,152 SH DEFINED 1,2 226,152
CLEAR CHANNEL COMMUN COM 18450210 461,770 14,039,828 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 14,039,828
CLECO CORP NEW COM 12561W10 27,583 1,169,764 SH DEFINED 1,2,5,6 1,169,764
CLEVELAND CLIFFS INC COM 18589610 29,521 338,888 SH DEFINED 1,2,5 338,888
CLICK COMMERCE INC COM NEW 18681D20 1,789 97,618 SH DEFINED 1,2 97,618
CLIFTON SVGS BANCORP COM 18712Q10 1,418 137,629 SH DEFINED 1,2 137,629
CLOROX CO DEL COM 18905410 225,894 4,067,225 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,067,225
CMGI INC COM 12575010 9,801 5,868,761 SH DEFINED 1,2,5 5,868,761
CMS ENERGY CORP COM 12589610 185,876 11,299,424 SH DEFINED 1,2,5,6,10,13 11,299,424
CNA FINL CORP COM 12611710 8,683 290,703 SH DEFINED 1,2,5 290,703
CNA SURETY CORP COM 12612L10 3,807 267,725 SH DEFINED 1,2 267,725
CNET NETWORKS INC COM 12613R10 23,062 1,699,463 SH DEFINED 1,2,5 1,699,463
CNF INC COM 12612W10 90,775 1,729,042 SH DEFINED 1,2,5,7,10,12,
13,14 1,729,042
CNS INC COM 12613610 4,499 172,555 SH DEFINED 1,2 172,555
COACH INC COM 18975410 347,666 11,086,284 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 11,086,284
COACHMEN INDS INC COM 18987310 2,567 223,396 SH DEFINED 1,2,6 223,396
COASTAL FINL CORP DE COM 19046E10 2,628 174,998 SH DEFINED 1,2,5 174,998
COBIZ INC COM 19089710 3,155 169,536 SH DEFINED 1,2 169,536
COBRA ELECTRS CORP COM 19104210 84 10,200 SH DEFINED 1 10,200
COCA COLA BOTTLING C COM 19109810 4,327 88,408 SH DEFINED 1,2 88,408
COCA COLA CO COM 19121610 2,928,962 67,815,749 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 67,815,749
COCA COLA ENTERPRISE COM 19121910 192,020 9,847,205 SH DEFINED 1,2,5,6,10,12,
13 9,847,205
COEUR D ALENE MINES COM 19210810 12,770 3,018,944 SH DEFINED 1,2,5 3,018,944
COGENT COMM GROUP IN COM NEW 19239V30 178 36,494 SH DEFINED 1,2 36,494
COGENT INC COM 19239Y10 7,755 326,519 SH DEFINED 1,2,5 326,519
COGNEX CORP COM 19242210 18,885 628,043 SH DEFINED 1,2,5,6 628,043
COGNIZANT TECHNOLOGY CL A 19244610 103,314 2,217,505 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,217,505
COGNOS INC COM 19244C10 15,060 386,848 SH DEFINED 1,2 386,848
COHEN & STEERS INC COM 19247A10 1,276 63,823 SH DEFINED 1,2 63,823
COHERENT INC COM 19247910 15,932 544,135 SH DEFINED 1,2,5,6 544,135
COHU INC COM 19257610 7,786 329,227 SH DEFINED 1,2,6 329,227
COINSTAR INC COM 19259P30 8,236 444,943 SH DEFINED 1,2,6 444,943
COLDWATER CREEK INC COM 19306810 12,172 482,634 SH DEFINED 1,2,5 482,634
COLE KENNETH PRODTNS CL A 19329410 2,789 102,206 SH DEFINED 1,2 102,206
COLES MYER LTD SPON ADR N 19387040 266 4,262 SH DEFINED 1 4,262
COLGATE PALMOLIVE CO COM 19416210 726,658 13,765,075 SH DEFINED 1,2,5,6,8,10,
12,13 13,765,075
COLLAGENEX PHARMACEU COM 19419B10 2,979 300,300 SH DEFINED 1 300,300
COLLEGIATE FDG SVCS COM 19458M10 1,848 124,778 SH DEFINED 1,2 124,778
COLONIAL BANCGROUP I COM 19549330 45,954 2,051,527 SH DEFINED 1,2,5,12,13 2,051,527
COLONIAL PPTYS TR COM SH BEN 19587210 41,703 937,572 SH DEFINED 1,2,3,5 937,572
COLONY BANKCORP INC COM 19623P10 1,588 58,667 SH DEFINED 1,2 58,667
COLOR KINETICS INC COM 19624P10 3,816 254,406 SH DEFINED 1,2 254,406
COLT TELECOM GROUP P SPONSORED 19687710 59 14,344 SH DEFINED 1 14,344
COLUMBIA BANCORP COM 19722710 3,155 78,497 SH DEFINED 1,2 78,497
COLUMBIA BKG SYS INC COM 19723610 6,245 238,096 SH DEFINED 1,2 238,096
COLUMBIA EQUITY TR I COM 19762710 347 23,797 SH DEFINED 1,3 23,797
COLUMBIA LABS INC COM 19777910 107 28,363 SH DEFINED 1 28,363
COLUMBIA SPORTSWEAR COM 19851610 5,809 125,195 SH DEFINED 1,2,5 125,195
COLUMBUS MCKINNON CO COM 19933310 399 16,878 SH DEFINED 1,2 16,878
COMARCO INC COM 20008010 105 12,500 SH DEFINED 1 12,500
COMCAST CORP NEW CL A 20030N10 1,656,627 56,386,217 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 56,386,217
COMCAST CORP NEW CL A SPL 20030N20 103,651 3,601,486 SH DEFINED 1,2,5,7,8,10,
12,13,14 3,601,486
COMERICA INC COM 20034010 304,248 5,165,505 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,165,505
COMFORT SYS USA INC COM 19990810 4,025 456,829 SH DEFINED 1,2 456,829
COMMERCE BANCORP INC COM 20051910 87,958 2,866,024 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,866,024
COMMERCE BANCSHARES COM 20052510 33,397 648,744 SH DEFINED 1,2,5,12 648,744
COMMERCE GROUP INC M COM 20064110 17,544 302,377 SH DEFINED 1,2,5 302,377
COMMERCIAL BANKSHARE COM 20160710 2,213 58,872 SH DEFINED 1,2 58,872
COMMERCIAL CAP BANCO COM 20162L10 11,204 659,066 SH DEFINED 1,2,5 659,066
COMMERCIAL FEDERAL C COM 20164710 20,012 586,182 SH DEFINED 1,2,5 586,182
COMMERCIAL METALS CO COM 20172310 29,902 886,252 SH DEFINED 1,2,5 886,252
COMMERCIAL NET LEASE COM 20221810 14,369 718,429 SH DEFINED 1,2,3,5 718,429
COMMERCIAL VEH GROUP COM 20260810 4,051 193,448 SH DEFINED 1,2 193,448
COMMONWEALTH TEL ENT COM 20334910 22,230 589,657 SH DEFINED 1,2,6 589,657
COMMSCOPE INC COM 20337210 32,850 1,894,454 SH DEFINED 1,2,5,13 1,894,454
COMMUNICATIONS SYS I COM 20390010 206 18,303 SH DEFINED 1,2 18,303
COMMUNITY BANCORP NE COM 20343T10 1,881 57,006 SH DEFINED 1,2 57,006
COMMUNITY BK SYS INC COM 20360710 10,668 472,019 SH DEFINED 1,2 472,019
COMMUNITY BKS INC MI COM 20362810 8,033 285,786 SH DEFINED 1,2 285,786
COMMUNITY HEALTH SYS COM 20366810 60,107 1,548,760 SH DEFINED 1,2,5,12,13 1,548,760
COMMUNITY TR BANCORP COM 20414910 6,540 203,243 SH DEFINED 1,2 203,243
COMPANHIA BRASILEIRA SPON ADR P 20440T20 37,251 1,290,302 SH DEFINED 1,2,4,5 1,290,302
COMPANHIA DE BEBIDAS SPONSORED 20441W10 946 31,521 SH DEFINED 1,2 31,521
COMPANHIA DE BEBIDAS SPON ADR P 20441W20 6,004 161,479 SH DEFINED 1,2 161,479
COMPANHIA ENERGETICA SP ADR N-V 20440960 323 8,487 SH DEFINED 1,2 8,487
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COMPANHIA VALE DO RI SPONSORED 20441220 64,140 1,462,375 SH DEFINED 1,2,4,5 1,462,375
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COMPANIA CERVECERIAS SPONSORED 20442910 262 10,086 SH DEFINED 1,2,5,7 10,086
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COMPEX TECHNOLOGIES COM 20451310 86 20,000 SH DEFINED 1 20,000
COMPUCREDIT CORP COM 20478N10 28,653 645,058 SH DEFINED 1,2 645,058
COMPUTER ASSOC INTL COM 20491210 344,645 12,392,849 SH DEFINED 1,2,5,6,7,8,
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COMPUTER HORIZONS CO COM 20590810 118 26,695 SH DEFINED 1 26,695
COMPUTER PROGRAMS & COM 20530610 3,462 100,233 SH DEFINED 1,2 100,233
COMPUTER SCIENCES CO COM 20536310 284,824 6,020,366 SH DEFINED 1,2,5,6,7,8,
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COMPUTER TASK GROUP COM 20547710 129 34,745 SH DEFINED 1 34,745
COMPUWARE CORP COM 20563810 107,265 11,291,050 SH DEFINED 1,2,5,6,7,8,
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COMPX INTERNATIONAL CL A 20563P10 969 59,102 SH DEFINED 1,2 59,102
COMSTOCK HOMEBUILDIN CL A 20568410 966 48,493 SH DEFINED 1 48,493
COMSTOCK RES INC COM NEW 20576820 18,750 571,465 SH DEFINED 1,2,5 571,465
COMSYS IT PARTNERS I COM 20581E10 1,688 138,274 SH DEFINED 1,2 138,274
COMTECH TELECOMMUNIC COM NEW 20582620 15,745 379,683 SH DEFINED 1,2,5,6 379,683
COMVERSE TECHNOLOGY COM PAR $0 20586240 142,522 5,425,291 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,425,291
CONAGRA FOODS INC COM 20588710 755,788 30,536,889 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 30,536,889
CONCEPTUS INC COM 20601610 424 36,589 SH DEFINED 1 36,589
CONCORD CAMERA CORP COM 20615610 54 39,309 SH DEFINED 1,5 39,309
CONCUR TECHNOLOGIES COM 20670810 4,511 364,655 SH DEFINED 1,2,5 364,655
CONCURRENT COMPUTER COM 20671020 90 53,409 SH DEFINED 1,5 53,409
CONEXANT SYSTEMS INC COM 20714210 11,842 6,615,731 SH DEFINED 1,2,5 6,615,731
CONMED CORP COM 20741010 13,610 488,157 SH DEFINED 1,2,6 488,157
CONNECTICUT WTR SVC COM 20779710 2,778 112,374 SH DEFINED 1,2,5 112,374
CONNETICS CORP COM 20819210 9,461 559,468 SH DEFINED 1,2,6 559,468
CONNS INC COM 20824210 2,078 74,971 SH DEFINED 1,2 74,971
CONOCOPHILLIPS COM 20825C10 2,633,927 37,675,968 SH DEFINED 1,2,5,6,10,12,
13 37,675,968
CONOR MEDSYSTEMS INC COM 20826410 2,218 94,382 SH DEFINED 1,2 94,382
CONSECO INC PFD B CV 5 20846486 3,944 147,500 SH DEFINED 2 147,500
CONSECO INC COM NEW 20846488 28,571 1,353,420 SH DEFINED 1,2,5 1,353,420
CONSOL ENERGY INC COM 20854P10 82,923 1,087,233 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,087,233
CONSOLIDATED EDISON COM 20911510 352,575 7,262,105 SH DEFINED 1,2,5,6,7,8,
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CONSOLIDATED GRAPHIC COM 20934110 18,238 423,657 SH DEFINED 1,2,6 423,657
CONSOLIDATED TOMOKA COM 21022610 4,890 71,915 SH DEFINED 1,2 71,915
CONSTAR INTL INC NEW COM 21036U10 23 11,400 SH DEFINED 1 11,400
CONSTELLATION BRANDS CL A 21036P10 145,872 5,610,464 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,610,464
CONSTELLATION ENERGY COM 21037110 352,782 5,726,975 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,726,975
CONSUMER PORTFOLIO S COM 21050210 55 11,100 SH DEFINED 1 11,100
CONTINENTAL AIRLS IN CL B 21079530 14,070 1,456,560 SH DEFINED 1,2,5 1,456,560
CONVERA CORP CL A 21191910 272 19,269 SH DEFINED 1 19,269
CONVERGYS CORP COM 21248510 68,357 4,756,899 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,756,899
COOPER CAMERON CORP COM 21664010 154,648 2,091,819 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,091,819
COOPER COS INC COM NEW 21664840 41,388 540,238 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 540,238
COOPER INDS LTD CL A G2418210 163,565 2,365,705 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,365,705
COOPER TIRE & RUBR C COM 21683110 30,548 2,000,493 SH DEFINED 1,2,5,6,10,13 2,000,493
COPANO ENERGY L L C COM UNITS 21720210 462 11,600 SH DEFINED 1,2 11,600
COPART INC COM 21720410 22,761 953,558 SH DEFINED 1,2,5,13 953,558
CORE LABORATORIES N COM N2271710 231 7,157 SH DEFINED 1,5 7,157
CORE MOLDING TECHNOL COM 21868310 96 16,900 SH DEFINED 2 16,900
CORGENTECH INC COM 21872P10 31 13,150 SH DEFINED 1 13,150
CORILLIAN CORP COM 21872510 156 48,609 SH DEFINED 1,5 48,609
CORINTHIAN COLLEGES COM 21886810 29,709 2,238,785 SH DEFINED 1,2,5,13 2,238,785
CORN PRODS INTL INC COM 21902310 30,081 1,491,398 SH DEFINED 1,2,5,6 1,491,398
CORNELL COMPANIES IN COM 21914110 368 25,003 SH DEFINED 1,5 25,003
CORNING INC COM 21935010 725,293 37,521,647 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 37,521,647
CORPORATE EXECUTIVE COM 21988R10 39,960 512,439 SH DEFINED 1,2,5,12,13 512,439
CORPORATE OFFICE PPT SH BEN INT 22002T10 29,769 851,761 SH DEFINED 1,2,3,5 851,761
CORRECTIONAL PPTYS T COM 22025E10 4,229 143,778 SH DEFINED 1,2,3 143,778
CORRECTIONS CORP AME COM NEW 22025Y40 19,560 492,704 SH DEFINED 1,2,5 492,704
CORUS BANKSHARES INC COM 22087310 24,796 452,237 SH DEFINED 1,2 452,237
CORUS GROUP PLC SPONSORED 22087M10 132 14,306 SH DEFINED 1 14,306
CORVEL CORP COM 22100610 1,903 79,421 SH DEFINED 1,2 79,421
COSI INC COM 22122P10 312 31,800 SH DEFINED 1 31,800
COST PLUS INC CALIF COM 22148510 7,107 391,572 SH DEFINED 1,2,5,6 391,572
COSTAR GROUP INC COM 22160N10 9,937 212,701 SH DEFINED 1,2 212,701
COSTCO WHSL CORP NEW COM 22160K10 555,872 12,900,245 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 12,900,245
COTHERIX INC COM 22163T10 2,783 199,465 SH DEFINED 1,2 199,465
COTT CORP QUE COM 22163N10 636 35,960 SH DEFINED 1 35,960
COUNTRYWIDE FINANCIA COM 22237210 631,547 19,149,391 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 19,149,391
COURIER CORP COM 22266010 4,752 127,047 SH DEFINED 1,2 127,047
COUSINS PPTYS INC COM 22279510 26,675 882,706 SH DEFINED 1,2,3,5 882,706
COVAD COMMUNICATIONS COM 22281420 266 251,358 SH DEFINED 1 251,358
COVANCE INC COM 22281610 38,913 810,853 SH DEFINED 1,2,5,12,13 810,853
COVANSYS CORP COM 22281W10 5,849 366,473 SH DEFINED 1,2 366,473
COVENANT TRANS INC CL A 22284P10 1,296 107,088 SH DEFINED 1,2 107,088
COVENTRY HEALTH CARE COM 22286210 295,343 3,433,428 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,433,428
COX RADIO INC CL A 22405110 11,477 755,044 SH DEFINED 1,2,5 755,044
CPI CORP COM 12590210 720 40,953 SH DEFINED 1,6 40,953
CRA INTL INC COM 12618T10 5,520 132,405 SH DEFINED 1,2 132,405
CRANE CO COM 22439910 29,968 1,007,672 SH DEFINED 1,2,5,13 1,007,672
CRAWFORD & CO CL B 22463310 2,105 268,880 SH DEFINED 1,2 268,880
CRAY INC COM 22522310 104 113,500 SH DEFINED 1,5 113,500
CREDENCE SYS CORP COM 22530210 12,378 1,549,152 SH DEFINED 1,2,5,13 1,549,152
CREDICORP LTD COM G2519Y10 656 22,976 SH DEFINED 1,7 22,976
CREDIT SUISSE GROUP SPONSORED 22540110 17,786 399,855 SH DEFINED 1 399,855
CREE INC COM 22544710 24,223 968,140 SH DEFINED 1,2,5,12,13 968,140
CRESCENT REAL ESTATE COM 22575610 36,306 1,770,159 SH DEFINED 1,2,3,5,7,8,
10,12,13,14 1,770,159
CRESUD S A C I F Y A SPONSORED 22640610 226 16,445 SH DEFINED 1 16,445
CRH PLC ADR 12626K20 26,805 990,936 SH DEFINED 1 990,936
CRIIMI MAE INC COM NEW 22660350 3,590 208,621 SH DEFINED 1,2 208,621
CROSS A T CO CL A 22747810 50 10,479 SH DEFINED 1,2 10,479
CROSS CTRY HEALTHCAR COM 22748310 7,973 429,561 SH DEFINED 1,2,6 429,561
CROSS TIMBERS RTY TR TR UNIT 22757R10 467 8,607 SH DEFINED 1,2,5 8,607
CROSSROADS SYS INC COM 22765D10 13 12,048 SH DEFINED 1 12,048
CROSSTEX ENERGY INC COM 22765Y10 5,018 78,459 SH DEFINED 1,2 78,459
CROSSTEX ENERGY L P COM 22765U10 326 8,117 SH DEFINED 1,2 8,117
CROWN CASTLE INTL CO COM 22822710 83,808 3,402,687 SH DEFINED 1,2,5,7,8,10,
12,13,14 3,402,687
CROWN HOLDINGS INC COM 22836810 28,433 1,783,748 SH DEFINED 1,2,5 1,783,748
CROWN MEDIA HLDGS IN CL A 22841110 2,020 184,496 SH DEFINED 1,2 184,496
CRYOLIFE INC COM 22890310 529 76,134 SH DEFINED 1,6 76,134
CRYSTALLEX INTL CORP COM 22942F10 24 15,078 SH DEFINED 1,5 15,078
CSG SYS INTL INC COM 12634910 23,972 1,104,214 SH DEFINED 1,2,5,13 1,104,214
CSK AUTO CORP COM 12596510 8,982 603,629 SH DEFINED 1,2 603,629
CSS INDS INC COM 12590610 2,954 90,823 SH DEFINED 1,2 90,823
CSX CORP COM 12640810 279,679 6,017,191 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,017,191
CT COMMUNICATIONS IN COM NEW 12642640 3,092 249,924 SH DEFINED 1,2 249,924
CTS CORP COM 12650110 6,941 573,598 SH DEFINED 1,2,6 573,598
CUBIC CORP COM 22966910 3,805 222,261 SH DEFINED 1,2,6 222,261
CUBIST PHARMACEUTICA COM 22967810 14,423 669,598 SH DEFINED 1,2,5 669,598
CULLEN FROST BANKERS COM 22989910 30,390 615,930 SH DEFINED 1,2,5,13 615,930
CULP INC COM 23021510 56 12,000 SH DEFINED 1 12,000
CUMMINS INC COM 23102110 544,755 6,191,101 SH DEFINED 1,2,5,6,8,10,
12,13 6,191,101
CUMULUS MEDIA INC CL A 23108210 9,701 776,695 SH DEFINED 1,2 776,695
CURAGEN CORP COM 23126R10 4,990 1,008,014 SH DEFINED 1,2,5 1,008,014
CURATIVE HEALTH SRVC COM 23126W10 16 16,469 SH DEFINED 1 16,469
CURIS INC COM 23126910 2,481 540,573 SH DEFINED 1,2 540,573
CURTISS WRIGHT CORP COM 23156110 19,850 321,660 SH DEFINED 1,2,6 321,660
CV THERAPEUTICS INC COM 12666710 14,812 553,704 SH DEFINED 1,2,5 553,704
CVB FINL CORP COM 12660010 10,758 578,383 SH DEFINED 1,2,5 578,383
CVS CORP COM 12665010 630,925 21,748,526 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 21,748,526
CYBERGUARD CORP COM 23191010 1,655 200,630 SH DEFINED 1,2 200,630
CYBERONICS INC COM 23251P10 10,196 341,589 SH DEFINED 1,2,6 341,589
CYBERSOURCE CORP COM 23251J10 1,869 284,040 SH DEFINED 1,2 284,040
CYMER INC COM 23257210 20,751 662,549 SH DEFINED 1,2,5,6 662,549
CYPRESS BIOSCIENCES COM PAR $. 23267450 2,235 413,215 SH DEFINED 1,2 413,215
CYPRESS SEMICONDUCTO COM 23280610 37,842 2,514,403 SH DEFINED 1,2,5,13 2,514,403
CYTEC INDS INC COM 23282010 22,284 513,688 SH DEFINED 1,2,5,13 513,688
CYTOGEN CORP COM NEW 23282430 60 14,757 SH DEFINED 1 14,757
CYTOKINETICS INC COM 23282W10 95 11,720 SH DEFINED 1 11,720
CYTYC CORP COM 23294610 40,145 1,495,153 SH DEFINED 1,2,5,12,13 1,495,153
D & E COMMUNICATIONS COM 23286010 327 35,932 SH DEFINED 1,2 35,932
D R HORTON INC COM 23331A10 249,061 6,876,331 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,876,331
DADE BEHRING HLDGS I COM 23342J20 32,086 875,229 SH DEFINED 1,2,5,12 875,229
DAIMLERCHRYSLER AG ORD D1668R12 1,952 36,751 SH DEFINED 1 36,751
DAKTRONICS INC COM 23426410 7,494 312,516 SH DEFINED 1,2,6 312,516
DANA CORP COM 23581110 32,105 3,411,801 SH DEFINED 1,2,5,6,10,13 3,411,801
DANAHER CORP DEL COM 23585110 465,618 8,649,785 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 8,649,785
DARDEN RESTAURANTS I COM 23719410 248,903 8,195,680 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 8,195,680
DARLING INTL INC COM 23726610 2,498 707,543 SH DEFINED 1,2 707,543
DATASCOPE CORP COM 23811310 6,265 201,963 SH DEFINED 1,2,6 201,963
DATATRAK INTL INC COM 23813410 135 12,000 SH DEFINED 1 12,000
DAVE & BUSTERS INC COM 23833N10 3,948 295,738 SH DEFINED 1,2 295,738
DAVITA INC COM 23918K10 55,407 1,202,669 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,202,669
DAWSON GEOPHYSICAL C COM 23935910 293 9,700 SH DEFINED 1 9,700
DDI CORP COM PAR $ 23316230 21 25,722 SH DEFINED 1 25,722
DEAN FOODS CO NEW COM 24237010 110,662 2,847,713 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,847,713
DEB SHOPS INC COM 24272810 1,178 54,170 SH DEFINED 1,2 54,170
DECKERS OUTDOOR CORP COM 24353710 4,687 194,811 SH DEFINED 1,2 194,811
DECODE GENETICS INC COM 24358610 5,594 666,695 SH DEFINED 1,2 666,695
DECORATOR INDS INC COM PAR $0 24363120 100 11,400 SH DEFINED 1 11,400
DEERE & CO COM 24419910 396,956 6,486,213 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,486,213
DEERFIELD TRIARC CAP COM 24457230 491 35,400 SH DEFINED 1 35,400
DEL MONTE FOODS CO COM 24522P10 35,873 3,343,229 SH DEFINED 1,2,5,10,12 3,343,229
DELL INC COM 24702R10 2,481,143 72,548,055 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 72,548,055
DELPHI CORP COM 24712610 169,869 61,546,729 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 61,546,729
DELPHI FINL GROUP IN CL A 24713110 18,134 387,476 SH DEFINED 1,2,5 387,476
DELTA & PINE LD CO COM 24735710 18,678 707,229 SH DEFINED 1,2,5,6 707,229
DELTA AIR LINES INC COM 24736110 88 117,236 SH DEFINED 1,5 117,236
DELTA FINANCIAL CORP COM 24791810 1,048 143,524 SH DEFINED 1 143,524
DELTA PETE CORP COM NEW 24790720 8,226 395,457 SH DEFINED 1,2 395,457
DELTATHREE INC COM 24783N10 59 19,900 SH DEFINED 1 19,900
DELTIC TIMBER CORP COM 24785010 6,932 150,531 SH DEFINED 1,2 150,531
DELUXE CORP COM 24801910 37,768 940,443 SH DEFINED 1,2,5,6,12,13 940,443
DENBURY RES INC COM NEW 24791620 38,504 763,367 SH DEFINED 1,2,12,13 763,367
DENDREON CORP COM 24823Q10 5,465 814,475 SH DEFINED 1,2,5 814,475
DENDRITE INTL INC COM 24823910 14,475 721,959 SH DEFINED 1,2,6 721,959
DENNYS CORP COM 24869P10 4,392 1,058,281 SH DEFINED 1,2 1,058,281
DENTSPLY INTL INC NE COM 24903010 76,556 1,417,171 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,417,171
DEPARTMENT 56 INC COM 24950910 1,101 88,119 SH DEFINED 1,5,6 88,119
DEPOMED INC COM 24990810 103 15,969 SH DEFINED 1 15,969
DESIGN WITHIN REACH COM 25055710 910 100,758 SH DEFINED 1,2 100,758
DEUTSCHE BANK AG NAM ORD D1819089 927 9,911 SH DEFINED 1 9,911
DEUTSCHE TELEKOM AG SPONSORED 25156610 1,781 97,646 SH DEFINED 1 97,646
DEVELOPERS DIVERSIFI COM 25159110 129,922 2,782,046 SH DEFINED 1,2,3,5,7,8,
10,12,13,14 2,782,046
DEVON ENERGY CORP NE COM 25179M10 1,160,287 16,903,950 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 16,903,950
DEVRY INC DEL COM 25189310 21,666 1,137,315 SH DEFINED 1,2,5,6,13 1,137,315
DEX MEDIA INC COM 25212E10 36,819 1,324,915 SH DEFINED 1,2,5,10,12 1,324,915
DEXCOM INC COM 25213110 215 18,545 SH DEFINED 1,2 18,545
DHB INDS INC COM 23321E10 1,001 238,979 SH DEFINED 1,2 238,979
DIAGEO P L C SPON ADR N 25243Q20 2,411 41,556 SH DEFINED 1 41,556
DIAGNOSTIC PRODS COR COM 25245010 20,807 394,591 SH DEFINED 1,2,5,6 394,591
DIAMOND OFFSHORE DRI COM 25271C10 38,187 623,458 SH DEFINED 1,2,5,12 623,458
DIAMONDCLUSTER INTL COM 25278P10 3,068 404,704 SH DEFINED 1,2 404,704
DIAMONDROCK HOSPITAL COM 25278430 3,306 281,343 SH DEFINED 1,2,3 281,343
DICKS SPORTING GOODS COM 25339310 9,911 329,164 SH DEFINED 1,2 329,164
DIEBOLD INC COM 25365110 33,560 973,869 SH DEFINED 1,2,5,12,13 973,869
DIGENE CORP COM 25375210 5,628 197,469 SH DEFINED 1,2 197,469
DIGI INTL INC COM 25379810 3,248 302,689 SH DEFINED 1,2,5,6 302,689
DIGIMARC CORP COM 25380710 149 21,931 SH DEFINED 1 21,931
DIGITAL GENERATION S COM 25392110 20 30,840 SH DEFINED 1 30,840
DIGITAL INSIGHT CORP COM 25385P10 18,877 724,378 SH DEFINED 1,2,6 724,378
DIGITAL RIV INC COM 25388B10 18,132 520,282 SH DEFINED 1,2 520,282
DIGITAL RLTY TR INC COM 25386810 6,737 374,293 SH DEFINED 1,2,3 374,293
DIGITAS INC COM 25388K10 12,105 1,065,568 SH DEFINED 1,2 1,065,568
DILLARDS INC CL A 25406710 36,218 1,734,602 SH DEFINED 1,2,5,6,10,13 1,734,602
DIME BANCORP INC NEW *W EXP 99/ 25429Q11 11 68,821 SH DEFINED 1 68,821
DIME CMNTY BANCSHARE COM 25392210 6,366 432,476 SH DEFINED 1,2,5 432,476
DIODES INC COM 25454310 4,200 115,825 SH DEFINED 1,2 115,825
DIONEX CORP COM 25454610 23,147 426,676 SH DEFINED 1,2,5,6 426,676
DIRECT GEN CORP COM 25456W20 3,963 200,855 SH DEFINED 1,2 200,855
DIRECTV GROUP INC COM 25459L10 606,626 40,495,742 SH DEFINED 1,2,5,7,8,10,
12,13,14 40,495,742
DISCOVERY HOLDING CO CL A COM 25468Y10 45,746 3,170,178 SH DEFINED 1,2,5,7,8,10,
12,13,14 3,170,178
DISCOVERY LABORATORI COM 25466810 3,951 612,495 SH DEFINED 1,2,5 612,495
DISCOVERY PARTNERS I COM 25467510 89 27,712 SH DEFINED 1 27,712
DISNEY WALT CO COM DISNEY 25468710 1,586,444 65,745,699 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 65,745,699
DISTRIBUCION Y SERVI SPONSORED 25475310 329 14,954 SH DEFINED 1,2,5,7 14,954
DISTRIBUTED ENERGY S COM 25475V10 178 21,299 SH DEFINED 1,2 21,299
DITECH COMMUNICATION COM 25500M10 3,591 532,821 SH DEFINED 1,2,6 532,821
DIVERSA CORP COM 25506410 1,934 334,035 SH DEFINED 1,2 334,035
DIXIE GROUP INC CL A 25551910 1,743 109,326 SH DEFINED 1,2 109,326
DJ ORTHOPEDICS INC COM 23325G10 13,347 461,205 SH DEFINED 1,2,6 461,205
DNP SELECT INCOME FD COM 23325P10 1,742 150,324 SH DEFINED 5,12 150,324
DOBSON COMMUNICATION CL A 25606910 11,149 1,451,716 SH DEFINED 1,2 1,451,716
DOCUCORP INTL INC COM 25591110 84 12,300 SH DEFINED 1 12,300
DOLBY LABORATORIES I COM 25659T10 3,174 198,402 SH DEFINED 1,2 198,402
DOLLAR GEN CORP COM 25666910 185,446 10,111,577 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 10,111,577
DOLLAR THRIFTY AUTOM COM 25674310 11,854 352,076 SH DEFINED 1,2,5 352,076
DOLLAR TREE STORES I COM 25674710 32,230 1,488,661 SH DEFINED 1,2,5,12,13 1,488,661
DOMINION RES INC VA COM 25746U10 1,034,498 12,009,495 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 12,009,495
DOMINOS PIZZA INC COM 25754A20 13,179 565,128 SH DEFINED 1,2 565,128
DONALDSON INC COM 25765110 29,618 970,137 SH DEFINED 1,2,5,12,13 970,137
DONEGAL GROUP INC CL A 25770120 2,107 97,092 SH DEFINED 1,2 97,092
DONNELLEY R R & SONS COM 25786710 201,712 5,441,377 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,441,377
DORAL FINL CORP COM 25811P10 19,028 1,455,874 SH DEFINED 1,2,5,12 1,455,874
DORCHESTER MINERALS COM UNIT 25820R10 920 30,015 SH DEFINED 1,5 30,015
DOT HILL SYS CORP COM 25848T10 5,832 866,625 SH DEFINED 1,2,5 866,625
DOV PHARMACEUTICAL I COM 25985810 4,102 241,602 SH DEFINED 1,2 241,602
DOVER CORP COM 26000310 217,428 5,330,416 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,330,416
DOVER DOWNS GAMING & COM 26009510 4,369 321,250 SH DEFINED 1,2,5 321,250
DOVER MOTORSPORTS IN COM 26017410 1,115 162,980 SH DEFINED 1,2,5 162,980
DOW CHEM CO COM 26054310 1,104,778 26,512,562 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 26,512,562
DOW JONES & CO INC COM 26056110 75,248 1,970,350 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 1,970,350
DOWNEY FINL CORP COM 26101810 41,773 685,934 SH DEFINED 1,2,5 685,934
DPL INC COM 23329310 49,249 1,771,559 SH DEFINED 1,2,5,13 1,771,559
DR REDDYS LABS LTD ADR 25613520 387 19,862 SH DEFINED 1,5 19,862
DREAMWORKS ANIMATION CL A 26153C10 12,489 451,511 SH DEFINED 1,2,5 451,511
DRESS BARN INC COM 26157010 8,501 373,515 SH DEFINED 1,2,6 373,515
DRESSER-RAND GROUP I COM 26160810 911 37,000 SH DEFINED 1 37,000
DREW INDS INC COM NEW 26168L20 4,771 184,840 SH DEFINED 1,2 184,840
DREYERS GRAND ICE CR COM A CALL 26187710 3,063 37,317 SH DEFINED 1,5,12 37,317
DRIL-QUIP INC COM 26203710 7,680 159,996 SH DEFINED 1,2 159,996
DRS TECHNOLOGIES INC COM 23330X10 27,177 550,587 SH DEFINED 1,2,5,6 550,587
DRUGSTORE COM INC COM 26224110 2,642 714,082 SH DEFINED 1,2 714,082
DSL NET INC COM 26250610 2 26,359 SH DEFINED 1 26,359
DSP GROUP INC COM 23332B10 11,610 452,452 SH DEFINED 1,2,5,6 452,452
DST SYS INC DEL COM 23332610 67,239 1,226,323 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,226,323
DSW INC CL A 23334L10 831 39,200 SH DEFINED 1 39,200
DTE ENERGY CO COM 23333110 252,887 5,514,320 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,514,320
DTS INC COM 23335C10 3,587 213,034 SH DEFINED 1,2 213,034
DU PONT E I DE NEMOU COM 26353410 1,660,269 42,386,235 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 42,386,235
DUCOMMUN INC DEL COM 26414710 447 20,319 SH DEFINED 1,5 20,319
DUKE ENERGY CORP COM 26439910 2,406,986 82,515,798 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 82,515,798
DUKE REALTY CORP COM NEW 26441150 98,792 2,915,930 SH DEFINED 1,2,3,5,7,8,
10,12,13,14 2,915,930
DUN & BRADSTREET COR COM 26483E10 83,855 1,273,045 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,273,045
DUQUESNE LT HLDGS IN COM 26623310 30,109 1,749,515 SH DEFINED 1,2,5,13 1,749,515
DURA AUTOMOTIVE SYST CL A 26590310 123 30,522 SH DEFINED 1,5 30,522
DURATEK INC COM 26658Q10 2,789 152,590 SH DEFINED 1,2 152,590
DURECT CORP COM 26660510 3,024 441,492 SH DEFINED 1,2 441,492
DUSA PHARMACEUTICALS COM 26689810 1,763 166,274 SH DEFINED 1,2 166,274
DYAX CORP COM 26746E10 227 40,554 SH DEFINED 1 40,554
DYCOM INDS INC COM 26747510 18,234 901,762 SH DEFINED 1,2,5,13 901,762
DYNAMEX INC COM 26784F10 2,164 138,384 SH DEFINED 1,2 138,384
DYNAMIC MATLS CORP COM 26788810 1,294 29,486 SH DEFINED 1 29,486
DYNEGY INC NEW CL A 26816Q10 40,402 8,577,981 SH DEFINED 1,2,5,6,10,13 8,577,981
E M C CORP MASS COM 26864810 906,053 70,019,545 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 70,019,545
E ON AG SPONSORED 26878010 18,392 598,128 SH DEFINED 1 598,128
E PIPHANY INC COM 26881V10 302 71,889 SH DEFINED 1,5 71,889
E TRADE FINANCIAL CO COM 26924610 166,378 9,453,290 SH DEFINED 1,2,5,6,10,12,
13 9,453,290
EAGLE BROADBAND INC COM 26943710 6 32,840 SH DEFINED 1 32,840
EAGLE BULK SHIPPING COM Y2187A10 364 21,200 SH DEFINED 1 21,200
EAGLE HOSPITALITY PP COM 26959T10 228 22,802 SH DEFINED 1,3 22,802
EAGLE MATERIALS INC COM 26969P10 28,716 236,598 SH DEFINED 1,2,5,7 236,598
EAGLE MATERIALS INC CL B 26969P20 1,017 8,794 SH DEFINED 1,2,5 8,794
EARTHLINK INC COM 27032110 31,458 2,940,034 SH DEFINED 1,2,5 2,940,034
EAST WEST BANCORP IN COM 27579R10 18,549 544,912 SH DEFINED 1,2,5 544,912
EASTERN AMERN NAT GA SPERS RCT 27621710 275 8,800 SH DEFINED 1 8,800
EASTGROUP PPTY INC COM 27727610 23,255 531,549 SH DEFINED 1,2,3,5 531,549
EASTMAN CHEM CO COM 27743210 101,713 2,165,488 SH DEFINED 1,2,5,6,7,10,
12,13,14 2,165,488
EASTMAN KODAK CO COM 27746110 175,186 7,200,395 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 7,200,395
EATON CORP COM 27805810 263,808 4,151,193 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,151,193
EATON VANCE CORP COM NON VT 27826510 41,553 1,674,161 SH DEFINED 1,2,5,13 1,674,161
EBAY INC COM 27864210 1,210,492 29,380,871 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 29,380,871
ECC CAPITAL CORP COM 26826M10 2,139 656,232 SH DEFINED 1,2 656,232
ECHELON CORP COM 27874N10 3,955 429,414 SH DEFINED 1,2 429,414
ECHOSTAR COMMUNICATI CL A 27876210 80,692 2,728,863 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,728,863
ECI TELECOM LTD ORD 26825810 165 19,803 SH DEFINED 1,2,5 19,803
ECLIPSYS CORP COM 27885610 8,294 464,895 SH DEFINED 1,2,5 464,895
ECOLAB INC COM 27886510 185,303 5,803,416 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,803,416
ECOLLEGE COM COM 27887E10 3,028 203,773 SH DEFINED 1,2 203,773
ECOST COM INC COM 27922W10 72 40,175 SH DEFINED 1 40,175
EDGE PETE CORP DEL COM 27986210 5,681 215,281 SH DEFINED 1,2 215,281
EDISON INTL COM 28102010 1,888,147 39,935,430 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 39,935,430
EDO CORP COM 28134710 6,666 221,969 SH DEFINED 1,2,6 221,969
EDP ENERGIAS DE PORT SPONSORED 26835310 668 23,957 SH DEFINED 1 23,957
EDUCATE INC COM 28138P10 3,081 205,390 SH DEFINED 1,2 205,390
EDUCATION MGMT CORP COM 28139T10 28,818 893,870 SH DEFINED 1,2,5,12,13 893,870
EDUCATION RLTY TR IN COM 28140H10 9,287 556,088 SH DEFINED 1,2,3 556,088
EDWARDS AG INC COM 28176010 48,379 1,104,302 SH DEFINED 1,2,5,6,12,13 1,104,302
EDWARDS LIFESCIENCES COM 28176E10 97,318 2,191,355 SH DEFINED 1,2,5,7,10,
12,13,14 2,191,355
EFJ INC COM 26843B10 128 12,400 SH DEFINED 1 12,400
EFUNDS CORP COM 28224R10 12,035 639,152 SH DEFINED 1,2,5,6 639,152
EGL INC COM 26848410 22,818 840,428 SH DEFINED 1,2,6 840,428
EL PASO CORP COM 28336L10 257,329 18,512,901 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 18,512,901
EL PASO ELEC CO COM NEW 28367785 18,229 874,315 SH DEFINED 1,2,5 874,315
ELECTRO RENT CORP COM 28521810 2,989 237,578 SH DEFINED 1,2,5 237,578
ELECTRO SCIENTIFIC I COM 28522910 9,819 439,133 SH DEFINED 1,2,5,6 439,133
ELECTROGLAS INC COM 28532410 40 11,873 SH DEFINED 1 11,873
ELECTRONIC ARTS INC COM 28551210 465,244 8,177,952 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 8,177,952
ELECTRONIC DATA SYS COM 28566110 649,726 28,953,904 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 28,953,904
ELECTRONICS BOUTIQUE COM 28604510 13,645 217,136 SH DEFINED 1,2,5,6 217,136
ELECTRONICS FOR IMAG COM 28608210 18,033 786,095 SH DEFINED 1,2,5 786,095
ELIZABETH ARDEN INC COM 28660G10 8,996 416,863 SH DEFINED 1,2 416,863
ELKCORP COM 28745610 11,047 308,827 SH DEFINED 1,2,6 308,827
ELLIS PERRY INTL INC COM 28885310 2,309 106,194 SH DEFINED 1,2 106,194
E-LOAN INC COM 26861P10 2,958 705,973 SH DEFINED 1,2 705,973
EMAGEON INC COM 29076V10 1,872 138,059 SH DEFINED 1,2 138,059
EMBARCADERO TECHNOLO COM 29078710 206 30,578 SH DEFINED 1 30,578
EMBOTELLADORA ANDINA SPON ADR A 29081P20 250 15,979 SH DEFINED 1,2,5,7 15,979
EMBRAER-EMPRESA BRAS SP ADR PFD 29081M10 218 5,653 SH DEFINED 1,2 5,653
EMBREX INC COM 29081710 1,994 177,283 SH DEFINED 1 177,283
EMC INS GROUP INC COM 26866410 1,093 60,574 SH DEFINED 1,2 60,574
EMCOR GROUP INC COM 29084Q10 13,862 233,761 SH DEFINED 1,2,5,6 233,761
EMCORE CORP COM 29084610 3,036 496,004 SH DEFINED 1,2,5 496,004
EMERGE INTERACTIVE I CL A 29088W10 7 14,126 SH DEFINED 1 14,126
EMERITUS CORP COM 29100510 221 12,910 SH DEFINED 1 12,910
EMERSON ELEC CO COM 29101110 818,195 11,395,469 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 11,395,469
EMERSON RADIO CORP COM NEW 29108720 138 39,400 SH DEFINED 1,5 39,400
EMISPHERE TECHNOLOGI COM 29134510 81 17,949 SH DEFINED 1 17,949
EMMIS COMMUNICATIONS CL A 29152510 15,067 681,770 SH DEFINED 1,2,5,13 681,770
EMPIRE DIST ELEC CO COM 29164110 8,109 354,560 SH DEFINED 1,2 354,560
EMPRESA NACIONAL DE SPONSORED 29244T10 52,509 1,761,443 SH DEFINED 1,2,4,5,7 1,761,443
EMS TECHNOLOGIES INC COM 26873N10 187 11,431 SH DEFINED 1 11,431
EMULEX CORP COM NEW 29247520 60,346 2,985,964 SH DEFINED 1,2,5 2,985,964
ENBRIDGE ENERGY MANA SHS UNITS 29250X10 625 11,317 SH DEFINED 1 11,317
ENBRIDGE ENERGY PART COM 29250R10 531 9,532 SH DEFINED 1,5 9,532
ENBRIDGE INC COM 29250N10 868 27,206 SH DEFINED 1,7 27,206
ENCANA CORP COM 29250510 535 9,178 SH DEFINED 1,5 9,178
ENCORE ACQUISITION C COM 29255W10 23,350 601,030 SH DEFINED 1,2 601,030
ENCORE CAP GROUP INC COM 29255410 3,358 188,244 SH DEFINED 1,2 188,244
ENCORE MED CORP COM 29256E10 2,014 428,609 SH DEFINED 1,2 428,609
ENCORE WIRE CORP COM 29256210 3,531 217,164 SH DEFINED 1,2,5 217,164
ENCYSIVE PHARMACEUTI COM 29256X10 9,058 768,911 SH DEFINED 1,2,5 768,911
ENDEAVOUR INTL CORP COM 29259G10 3,728 745,598 SH DEFINED 1,2 745,598
ENDESA S A SPONSORED 29258N10 1,181 44,104 SH DEFINED 1 44,104
ENDO PHARMACEUTICALS COM 29264F20 14,814 555,471 SH DEFINED 1,2,5,12 555,471
ENDOLOGIX INC COM 29266S10 99 19,400 SH DEFINED 1 19,400
ENDURANCE SPECIALTY SHS G3039710 4,081 119,652 SH DEFINED 1,5 119,652
ENDWAVE CORP COM NEW 29264A20 1,066 82,650 SH DEFINED 1,2 82,650
ENERGEN CORP COM 29265N10 58,121 1,343,535 SH DEFINED 1,2,5 1,343,535
ENERGIZER HLDGS INC COM 29266R10 133,867 2,360,970 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,360,970
ENERGY CONVERSION DE COM 29265910 12,555 279,744 SH DEFINED 1,2 279,744
ENERGY EAST CORP COM 29266M10 77,424 3,073,618 SH DEFINED 1,2,5,7,8,10,
12,13,14 3,073,618
ENERGY PARTNERS LTD COM 29270U10 13,804 442,140 SH DEFINED 1,2,5 442,140
ENERGY TRANSFER PRTN UNIT LTD P 29273R10 220 6,300 SH DEFINED 1,5 6,300
ENERGYSOUTH INC COM 29297010 2,742 99,379 SH DEFINED 1,2 99,379
ENERSIS S A SPONSORED 29274F10 1,124 98,291 SH DEFINED 1,2,5 98,291
ENERSYS COM 29275Y10 8,428 555,561 SH DEFINED 1,2 555,561
ENESCO GROUP INC COM 29297310 22 13,580 SH DEFINED 1 13,580
ENGELHARD CORP COM 29284510 112,986 4,048,239 SH DEFINED 1,2,5,6,10,
12,13 4,048,239
ENGINEERED SUPPORT S COM 29286610 26,047 634,670 SH DEFINED 1,2,6 634,670
ENI S P A SPONSORED 26874R10 18,863 127,370 SH DEFINED 1,2 127,370
ENNIS INC COM 29338910 5,407 321,842 SH DEFINED 1,2 321,842
ENPRO INDS INC COM 29355X10 12,106 359,344 SH DEFINED 1,2,5,6 359,344
ENSCO INTL INC COM 26874Q10 112,959 2,424,541 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,424,541
ENSTAR GROUP INC GA COM 29358R10 2,659 40,984 SH DEFINED 1,2 40,984
ENTEGRIS INC COM 29362U10 17,982 1,591,345 SH DEFINED 1,2,5 1,591,345
ENTERASYS NETWORKS I COM 29363710 213 158,792 SH DEFINED 1 158,792
ENTERCOM COMMUNICATI CL A 29363910 20,933 662,662 SH DEFINED 1,2,5,13 662,662
ENTERGY CORP NEW COM 29364G10 532,614 7,166,500 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 7,166,500
ENTERPRISE FINL SVCS COM 29371210 2,233 105,253 SH DEFINED 1,2 105,253
ENTERPRISE PRODS PAR COM 29379210 9,830 390,407 SH DEFINED 1,2,5,12 390,407
ENTERTAINMENT PPTYS COM SH BEN 29380T10 14,523 325,399 SH DEFINED 1,2,3,5 325,399
ENTRAVISION COMMUNIC CL A 29382R10 7,666 974,082 SH DEFINED 1,2,5 974,082
ENTREMED INC COM 29382F10 63 26,189 SH DEFINED 1 26,189
ENTRUST INC COM 29384810 4,261 760,934 SH DEFINED 1,2,5 760,934
ENVIRONMENTAL TECTON COM 29409210 71 13,800 SH DEFINED 1 13,800
ENZO BIOCHEM INC COM 29410010 7,903 514,526 SH DEFINED 1,2,5,6 514,526
ENZON PHARMACEUTICAL COM 29390410 5,047 764,676 SH DEFINED 1,2,5 764,676
EOG RES INC COM 26875P10 603,686 8,059,899 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 8,059,899
EPICOR SOFTWARE CORP COM 29426L10 8,095 622,728 SH DEFINED 1,2,5 622,728
EPIQ SYS INC COM 26882D10 4,360 199,825 SH DEFINED 1,2,6 199,825
EPIX PHARMACEUTICALS COM 26881Q10 2,073 269,170 SH DEFINED 1,2,5 269,170
EPLUS INC COM 29426810 145 11,100 SH DEFINED 1 11,100
EQUIFAX INC COM 29442910 151,213 4,327,783 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,327,783
EQUINIX INC COM NEW 29444U50 8,157 195,853 SH DEFINED 1,2 195,853
EQUITABLE RES INC COM 29454910 91,556 2,343,984 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,343,984
EQUITY INNS INC COM 29470310 16,863 1,249,090 SH DEFINED 1,2,3,5 1,249,090
EQUITY LIFESTYLE PPT COM 29472R10 24,342 540,936 SH DEFINED 1,2,3,5 540,936
EQUITY OFFICE PROPER COM 29474110 483,505 14,781,565 SH DEFINED 1,2,3,5,6,7,
8,10,12,13,14 14,781,565
EQUITY ONE COM 29475210 18,713 804,871 SH DEFINED 1,2,3 804,871
EQUITY RESIDENTIAL SH BEN INT 29476L10 372,800 9,849,398 SH DEFINED 1,2,3,5,6,7,8,
10,12,13,14 9,849,398
ERESEARCHTECHNOLOGY COM 29481V10 8,898 627,071 SH DEFINED 1,2,5 627,071
ERICSSON L M TEL CO ADR B SEK 29482160 387 10,516 SH DEFINED 1,5 10,516
ERIE INDTY CO CL A 29530P10 17,613 333,898 SH DEFINED 1,2,5,12 333,898
ESB FINL CORP COM 26884F10 288 24,327 SH DEFINED 1,2 24,327
ESCALADE INC COM 29605610 1,748 131,931 SH DEFINED 1,2 131,931
ESCO TECHNOLOGIES IN COM 29631510 29,404 587,253 SH DEFINED 1,2,5 587,253
ESPEED INC CL A 29664310 2,401 316,787 SH DEFINED 1,2 316,787
ESS TECHNOLOGY INC COM 26915110 541 152,456 SH DEFINED 1,2,5,6 152,456
ESSEX CORP COM 29674410 3,933 181,514 SH DEFINED 1,2 181,514
ESSEX PPTY TR INC COM 29717810 40,126 445,844 SH DEFINED 1,2,3,5 445,844
ESTERLINE TECHNOLOGI COM 29742510 14,402 380,105 SH DEFINED 1,2,6 380,105
ETHAN ALLEN INTERIOR COM 29760210 22,409 714,789 SH DEFINED 1,2,5,6 714,789
EUROBANCSHARES INC COM 29871610 1,167 78,261 SH DEFINED 1,2 78,261
EURONET WORLDWIDE IN COM 29873610 10,731 362,656 SH DEFINED 1,2,5 362,656
EV3 INC COM 26928A20 504 26,900 SH DEFINED 1 26,900
EVANS & SUTHERLAND C COM 29909610 91 15,300 SH DEFINED 1 15,300
EVEREST RE GROUP LTD COM G3223R10 59,257 605,277 SH DEFINED 1,5,7,8,10,
12,13,14 605,277
EVERGREEN SOLAR INC COM 30033R10 5,081 544,623 SH DEFINED 1,2 544,623
EVOLVING SYS INC COM 30049R10 36 18,630 SH DEFINED 1 18,630
EXACT SCIENCES CORP COM 30063P10 39 21,354 SH DEFINED 1 21,354
EXACTECH INC COM 30064E10 166 11,200 SH DEFINED 1 11,200
EXAR CORP COM 30064510 7,764 553,803 SH DEFINED 1,2,5,6 553,803
EXCEL TECHNOLOGY INC COM 30067T10 5,850 227,703 SH DEFINED 1,2 227,703
EXCHANGE NATL BANCSH COM 30130910 206 7,250 SH DEFINED 1 7,250
EXELIXIS INC COM 30161Q10 9,136 1,194,247 SH DEFINED 1,2,5 1,194,247
EXELON CORP COM 30161N10 1,315,090 24,608,713 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 24,608,713
EXIDE TECHNOLOGIES COM NEW 30205120 102 20,135 SH DEFINED 1 20,135
EXPEDIA INC DEL COM 30212P10 58,700 2,963,170 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,963,170
EXPEDITORS INTL WASH COM 30213010 105,836 1,863,972 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,863,972
EXPLORATION CO COM NEW 30213320 109 15,187 SH DEFINED 1 15,187
EXPONENT INC COM 30214U10 3,476 110,722 SH DEFINED 1,2 110,722
EXPRESS SCRIPTS INC COM 30218210 381,669 6,136,164 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,136,164
EXPRESSJET HOLDINGS CL A 30218U10 70,084 7,813,199 SH DEFINED 1,2 7,813,199
EXTRA SPACE STORAGE COM 30225T10 6,647 432,204 SH DEFINED 1,2,3 432,204
EXTREME NETWORKS INC COM 30226D10 7,200 1,618,076 SH DEFINED 1,2,5 1,618,076
EXXON MOBIL CORP COM 30231G10 12,414,825 195,385,979 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 195,385,979
EYETECH PHARMACEUTIC COM 30229710 10,390 578,496 SH DEFINED 1,2,5 578,496
F M C CORP COM NEW 30249130 52,806 922,864 SH DEFINED 1,2,5,13 922,864
F N B CORP VA COM 30293010 2,835 102,437 SH DEFINED 1,2 102,437
F5 NETWORKS INC COM 31561610 23,989 551,863 SH DEFINED 1,2,13 551,863
FACTSET RESH SYS INC COM 30307510 19,271 546,840 SH DEFINED 1,2,5,6 546,840
FAIR ISAAC CORP COM 30325010 67,349 1,503,315 SH DEFINED 1,2,5,10,12,13 1,503,315
FAIRCHILD CORP CL A 30369810 27 11,478 SH DEFINED 1 11,478
FAIRCHILD SEMICONDUC COM 30372610 33,263 2,238,457 SH DEFINED 1,2,5,8,13 2,238,457
FAIRPOINT COMMUNICAT COM 30556010 5,113 349,504 SH DEFINED 1,2 349,504
FALCONSTOR SOFTWARE COM 30613710 2,117 349,278 SH DEFINED 1,2,5 349,278
FAMILY DLR STORES IN COM 30700010 84,150 4,235,027 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,235,027
FAMOUS DAVES AMER IN COM 30706810 188 15,760 SH DEFINED 1,2 15,760
FARGO ELECTRONICS IN COM 30744P10 2,590 148,268 SH DEFINED 1,2 148,268
FARMER BROS CO COM 30767510 1,923 95,245 SH DEFINED 1,2 95,245
FARMERS CAP BK CORP COM 30956210 2,730 88,108 SH DEFINED 1,2 88,108
FARO TECHNOLOGIES IN COM 31164210 2,400 123,158 SH DEFINED 1,2 123,158
FASTENAL CO COM 31190010 65,910 1,078,897 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 1,078,897
FBL FINL GROUP INC CL A 30239F10 6,008 200,605 SH DEFINED 1,2 200,605
FEATHERLITE INC COM 31305410 50 14,595 SH DEFINED 1 14,595
FEDDERS CORP COM NEW 31313550 150 69,923 SH DEFINED 1,6 69,923
FEDERAL AGRIC MTG CO CL A 31314810 227 11,800 SH DEFINED 1 11,800
FEDERAL AGRIC MTG CO CL C 31314830 3,693 151,718 SH DEFINED 1,2 151,718
FEDERAL HOME LN MTG COM 31340030 1,135,759 20,116,162 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 20,116,162
FEDERAL NATL MTG ASS COM 31358610 1,318,100 29,408,748 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 29,408,748
FEDERAL REALTY INVT SH BEN INT 31374720 53,344 875,501 SH DEFINED 1,2,3,5 875,501
FEDERAL SIGNAL CORP COM 31385510 14,993 877,287 SH DEFINED 1,2,5,13 877,287
FEDERATED DEPT STORE COM 31410H10 668,578 9,998,172 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 9,998,172
FEDERATED INVS INC P CL B 31421110 81,098 2,440,519 SH DEFINED 1,2,5,6,10,
12,13 2,440,519
FEDEX CORP COM 31428X10 686,951 7,884,203 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 7,884,203
FEI CO COM 30241L10 6,816 354,082 SH DEFINED 1,2,5,6 354,082
FELCOR LODGING TR IN COM 31430F10 24,156 1,594,457 SH DEFINED 1,2,3,5 1,594,457
FERRO CORP COM 31540510 13,302 726,114 SH DEFINED 1,2,5,13 726,114
FIAT S P A SP ADR ORD 31562188 231 25,777 SH DEFINED 1 25,777
FIDELITY BANKSHARES COM 31604Q10 8,857 289,910 SH DEFINED 1,2 289,910
FIDELITY NATL FINL I COM 31632610 132,686 2,980,376 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,980,376
FIELDSTONE INVT CORP COM 31659U30 6,928 594,162 SH DEFINED 1,2 594,162
FIFTH THIRD BANCORP COM 31677310 528,596 14,383,574 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 14,383,574
FILENET CORP COM 31686910 21,451 768,864 SH DEFINED 1,2,5,6 768,864
FINANCIAL FED CORP COM 31749210 19,844 498,587 SH DEFINED 1,2 498,587
FINANCIAL INSTNS INC COM 31758540 2,606 141,553 SH DEFINED 1,2 141,553
FINISAR COM 31787A10 3,591 2,620,895 SH DEFINED 1,2,5 2,620,895
FINISH LINE INC CL A 31792310 10,935 749,490 SH DEFINED 1,2,5,6 749,490
FINLAY ENTERPRISES I COM NEW 31788420 91 10,036 SH DEFINED 1 10,036
FIRST ACCEPTANCE COR COM 31845710 2,407 238,088 SH DEFINED 1,2 238,088
FIRST ADVANTAGE CORP CL A 31845F10 1,162 39,533 SH DEFINED 1,2 39,533
FIRST ALBANY COS INC COM 31846510 77 11,835 SH DEFINED 1 11,835
FIRST AMERN CORP CAL COM 31852230 74,287 1,626,602 SH DEFINED 1,2,5,12,13 1,626,602
FIRST BANCORP N C COM 31891010 2,983 148,876 SH DEFINED 1,2,5 148,876
FIRST BANCORP P R COM 31867210 16,849 995,822 SH DEFINED 1,2,5 995,822
FIRST BUSEY CORP COM 31938310 3,239 166,344 SH DEFINED 1,2,5 166,344
FIRST CASH FINL SVCS COM 31942D10 3,665 139,230 SH DEFINED 1,2 139,230
FIRST CHARTER CORP COM 31943910 10,078 411,682 SH DEFINED 1,2,5 411,682
FIRST CMNTY BANCORP COM 31983B10 10,318 215,730 SH DEFINED 1,2 215,730
FIRST CMNTY BANCSHAR COM 31983A10 3,690 125,758 SH DEFINED 1,2 125,758
FIRST COMWLTH FINL C COM 31982910 12,291 922,052 SH DEFINED 1,2,5 922,052
FIRST CONSULTING GRO COM 31986R10 172 29,648 SH DEFINED 1 29,648
FIRST CTZNS BANCSHAR CL A 31946M10 16,421 96,226 SH DEFINED 1,2,5 96,226
FIRST DATA CORP COM 31996310 1,020,446 25,511,157 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 25,511,157
FIRST DEFIANCE FINL COM 32006W10 2,619 95,493 SH DEFINED 1,2,5 95,493
FIRST FINL BANCORP O COM 32020910 9,008 484,022 SH DEFINED 1,2,5 484,022
FIRST FINL BANKSHARE COM 32020R10 8,497 243,970 SH DEFINED 1,2,5 243,970
FIRST FINL CORP IND COM 32021810 5,051 187,061 SH DEFINED 1,2 187,061
FIRST FINL HLDGS INC COM 32023910 4,967 161,058 SH DEFINED 1,2 161,058
FIRST HORIZON NATL C COM 32051710 118,176 3,251,052 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,251,052
FIRST HORIZON PHARMA COM 32051K10 8,017 403,488 SH DEFINED 1,2 403,488
FIRST IND CORP COM 32054R10 8,762 257,175 SH DEFINED 1,2 257,175
FIRST INDUSTRIAL REA COM 32054K10 37,099 926,326 SH DEFINED 1,2,3,5 926,326
FIRST MARBLEHEAD COR COM 32077110 11,361 447,278 SH DEFINED 1,2,5,12 447,278
FIRST MERCHANTS CORP COM 32081710 6,396 247,635 SH DEFINED 1,2 247,635
FIRST MIDWEST BANCOR COM 32086710 26,133 701,742 SH DEFINED 1,2,5 701,742
FIRST NIAGARA FINL G COM 33582V10 23,365 1,618,098 SH DEFINED 1,2,5 1,618,098
FIRST OAK BROOK BANC COM 33584720 2,673 88,244 SH DEFINED 1,2 88,244
FIRST PL FINL CORP COM 33610T10 7,120 321,156 SH DEFINED 1,2 321,156
FIRST POTOMAC RLTY T COM 33610F10 5,331 207,419 SH DEFINED 1,2,3 207,419
FIRST REGL BANCORP COM 33615C10 2,236 28,384 SH DEFINED 1,2 28,384
FIRST REP BK SAN FRA COM 33615810 9,805 278,318 SH DEFINED 1,2 278,318
FIRST SOUTH BANCORP COM 33646W10 1,830 54,948 SH DEFINED 1,2 54,948
FIRST ST BANCORPORAT COM 33645310 7,645 360,801 SH DEFINED 1,2 360,801
FIRST UN REAL EST EQ SH BEN INT 33740010 105 23,349 SH DEFINED 1 23,349
FIRSTBANK CORP MICH COM 33761G10 2,215 87,193 SH DEFINED 1,5 87,193
FIRSTENERGY CORP COM 33793210 1,184,607 22,728,459 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 22,728,459
FIRSTFED FINL CORP COM 33790710 22,930 426,130 SH DEFINED 1,2,5 426,130
FIRSTMERIT CORP COM 33791510 28,666 1,070,018 SH DEFINED 1,2,5,13 1,070,018
FISERV INC COM 33773810 275,391 6,003,720 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,003,720
FISHER COMMUNICATION COM 33775620 3,610 77,540 SH DEFINED 1,2 77,540
FISHER SCIENTIFIC IN COM NEW 33803220 198,704 3,202,327 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,202,327
FLAG FINL CORP COM 33832H10 233 14,500 SH DEFINED 1 14,500
FLAGSTAR BANCORP INC COM 33793010 7,850 487,600 SH DEFINED 1,2,5 487,600
FLANDERS CORP COM 33849410 1,438 118,425 SH DEFINED 1,2 118,425
FLEETWOOD ENTERPRISE COM 33909910 12,120 985,377 SH DEFINED 1,2,6 985,377
FLEXTRONICS INTL LTD ORD Y2573F10 31,439 2,446,607 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,446,607
FLIR SYS INC COM 30244510 21,965 742,810 SH DEFINED 1,2,5,6 742,810
FLORIDA EAST COAST I COM 34063210 17,453 385,364 SH DEFINED 1,2 385,364
FLORIDA PUB UTILS CO COM 34113510 172 10,800 SH DEFINED 1 10,800
FLORIDA ROCK INDS IN COM 34114010 31,251 487,607 SH DEFINED 1,2,5,12 487,607
FLOW INTL CORP COM 34346810 89 11,504 SH DEFINED 1 11,504
FLOWERS FOODS INC COM 34349810 30,204 1,107,167 SH DEFINED 1,2,5,6 1,107,167
FLOWSERVE CORP COM 34354P10 44,943 1,236,405 SH DEFINED 1,2,5,13 1,236,405
FLUOR CORP NEW COM 34341210 146,249 2,271,660 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,271,660
FLUSHING FINL CORP COM 34387310 4,823 294,628 SH DEFINED 1,2 294,628
FLYI INC COM 34407T10 7 25,383 SH DEFINED 1 25,383
FMC TECHNOLOGIES INC COM 30249U10 40,732 967,273 SH DEFINED 1,2,5,12,13 967,273
FNB CORP PA COM 30252010 12,970 750,554 SH DEFINED 1,2,5 750,554
FNB FINANCIAL SERVIC COM 30252610 216 12,282 SH DEFINED 1 12,282
FOAMEX INTL INC COM 34412310 1 12,312 SH DEFINED 1 12,312
FOCUS ENHANCEMENTS I COM 34415910 21 20,000 SH DEFINED 1 20,000
FOMENTO ECONOMICO ME SPON ADR U 34441910 8,099 115,839 SH DEFINED 1,2,7 115,839
FONAR CORP COM 34443710 33 30,200 SH DEFINED 1 30,200
FOOT LOCKER INC COM 34484910 55,485 2,528,939 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,528,939
FORD MTR CO DEL COM PAR $0 34537086 523,281 53,071,051 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 53,071,051
FOREST CITY ENTERPRI CL A 34555010 24,186 634,801 SH DEFINED 1,2,5,12 634,801
FOREST LABS INC COM 34583810 329,142 8,446,035 SH DEFINED 1,2,5,6,10,12,
13 8,446,035
FOREST OIL CORP COM PAR $0 34609170 62,130 1,192,511 SH DEFINED 1,2,5,10,13 1,192,511
FORGENT NETWORKS INC COM 34629U10 24 17,427 SH DEFINED 1 17,427
FORMFACTOR INC COM 34637510 10,548 462,223 SH DEFINED 1,2 462,223
FORRESTER RESH INC COM 34656310 6,517 313,014 SH DEFINED 1,2 313,014
FORTUNE BRANDS INC COM 34963110 324,448 3,989,281 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,989,281
FORWARD AIR CORP COM 34985310 27,511 746,762 SH DEFINED 1,2,6 746,762
FORWARD INDS INC N Y COM NEW 34986230 225 9,600 SH DEFINED 1 9,600
FOSSIL INC COM 34988210 14,748 810,777 SH DEFINED 1,2,5,6 810,777
FOSTER L B CO COM 35006010 222 16,750 SH DEFINED 1 16,750
FOSTER WHEELER LTD SHS NEW G3653513 2,172 70,298 SH DEFINED 1,2 70,298
FOUNDATION COAL HLDG COM 35039W10 18,927 492,256 SH DEFINED 1,2,5 492,256
FOUNDRY NETWORKS INC COM 35063R10 21,079 1,659,754 SH DEFINED 1,2,5 1,659,754
FOUNTAIN POWERBOAT I COM NEW 35075530 52 13,400 SH DEFINED 1 13,400
FOUR SEASONS HOTEL I LTD VTG SH 35100E10 1,228 21,402 SH DEFINED 1 21,402
FOXHOLLOW TECHNOLOGI COM 35166A10 8,574 180,087 SH DEFINED 1,2 180,087
FPIC INS GROUP INC COM 30256310 6,976 193,843 SH DEFINED 1,2,5 193,843
FPL GROUP INC COM 30257110 561,561 11,797,502 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 11,797,502
FRANCE TELECOM SPONSORED 35177Q10 399 13,894 SH DEFINED 1 13,894
FRANKLIN BK CORP DEL COM 35245110 4,801 297,264 SH DEFINED 1,2 297,264
FRANKLIN ELEC INC COM 35351410 12,186 294,414 SH DEFINED 1,2 294,414
FRANKLIN RES INC COM 35461310 355,099 4,229,386 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,229,386
FRANKLIN STREET PPTY COM 35471R10 699 42,700 SH DEFINED 1 42,700
FREDS INC CL A 35610810 8,611 688,365 SH DEFINED 1,2,5,6 688,365
FREEPORT-MCMORAN COP CL B 35671D85 241,954 4,979,505 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,979,505
FREESCALE SEMICONDUC COM CL A 35687M10 3,322 141,901 SH DEFINED 1,5,12 141,901
FREESCALE SEMICONDUC CL B 35687M20 225,470 9,561,913 SH DEFINED 1,2,5,6,10,12,
13 9,561,913
FREIGHTCAR AMER INC COM 35702310 4,694 115,099 SH DEFINED 1,2 115,099
FREMONT GEN CORP COM 35728810 19,099 874,889 SH DEFINED 1,2,5 874,889
FREQUENCY ELECTRS IN COM 35801010 117 10,700 SH DEFINED 1 10,700
FRESH DEL MONTE PROD ORD G3673810 1,238 45,490 SH DEFINED 1,5 45,490
FRIEDMAN BILLINGS RA CL A 35843410 13,200 1,295,435 SH DEFINED 1,2,5,12 1,295,435
FRIEDMAN INDS INC COM 35843510 129 19,540 SH DEFINED 1 19,540
FRONTIER AIRLINES IN COM 35906510 4,755 486,188 SH DEFINED 1,2,6 486,188
FRONTIER FINL CORP W COM 35907K10 9,651 332,787 SH DEFINED 1,2,5 332,787
FRONTIER OIL CORP COM 35914P10 59,220 1,335,293 SH DEFINED 1,2 1,335,293
FROZEN FOOD EXPRESS COM 35936010 1,887 179,879 SH DEFINED 1,2 179,879
FSI INTL INC COM 30263310 145 34,515 SH DEFINED 1 34,515
FTD GROUP INC COM 30267U10 986 95,254 SH DEFINED 1,2 95,254
FTI CONSULTING INC COM 30294110 14,287 565,593 SH DEFINED 1,2,5 565,593
FUELCELL ENERGY INC COM 35952H10 6,701 610,878 SH DEFINED 1,2,5 610,878
FUJI PHOTO FILM LTD ADR 35958630 8,576 258,544 SH DEFINED 1 258,544
FULLER H B CO COM 35969410 14,534 467,625 SH DEFINED 1,2,5 467,625
FULTON FINL CORP PA COM 36027110 24,335 1,450,239 SH DEFINED 1,2,5,12 1,450,239
FURNITURE BRANDS INT COM 36092110 17,862 990,659 SH DEFINED 1,2,5,13 990,659
FX ENERGY INC COM 30269510 4,945 413,086 SH DEFINED 1,2 413,086
G & K SVCS INC CL A 36126810 11,969 304,020 SH DEFINED 1,2,5,6 304,020
G B & T BANCSHARES I COM 36146210 3,018 142,145 SH DEFINED 1,2 142,145
GABLES RESIDENTIAL T SH BEN INT 36241810 27,524 630,570 SH DEFINED 1,2,3,5 630,570
GAIAM INC CL A 36268Q10 156 15,100 SH DEFINED 1,2 15,100
GALLAGHER ARTHUR J & COM 36357610 35,646 1,237,277 SH DEFINED 1,2,5,12,13 1,237,277
GALLAHER GROUP PLC SPONSORED 36359510 17,970 289,419 SH DEFINED 1 289,419
GAMCO INVESTORS INC COM 36143810 4,291 93,592 SH DEFINED 1,2 93,592
GAMESTOP CORP CL A 36467W10 1,938 61,579 SH DEFINED 1,2,5 61,579
GAMESTOP CORP COM CL B 36467W20 25,289 890,754 SH DEFINED 1,2,5,6 890,754
GANNETT INC COM 36473010 494,105 7,178,623 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 7,178,623
GAP INC DEL COM 36476010 307,566 17,645,783 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 17,645,783
GARDNER DENVER INC COM 36555810 22,958 514,762 SH DEFINED 1,2,6 514,762
GARMIN LTD ORD G3726010 9,552 140,817 SH DEFINED 1,5,12 140,817
GARTNER INC COM 36665110 12,794 1,094,405 SH DEFINED 1,2,5,13 1,094,405
GASCO ENERGY INC COM 36722010 4,503 677,164 SH DEFINED 1,2 677,164
GATEWAY INC COM 36762610 22,039 8,162,723 SH DEFINED 1,2,5,6,8,10,
13 8,162,723
GATX CORP COM 36144810 32,807 829,519 SH DEFINED 1,2,5,6,13 829,519
GAYLORD ENTMT CO NEW COM 36790510 24,166 507,164 SH DEFINED 1,2 507,164
GEHL CO COM 36848310 3,594 128,941 SH DEFINED 1,2 128,941
GEMPLUS INTL S A ADR 36866Y10 80 14,520 SH DEFINED 1 14,520
GEMSTAR-TV GUIDE INT COM 36866W10 10,222 3,453,297 SH DEFINED 1,2,5,8 3,453,297
GENAERA CORP COM 36867G10 76 39,382 SH DEFINED 1 39,382
GENAISSANCE PHARMACE COM 36867W10 31 22,156 SH DEFINED 1 22,156
GENCORP INC COM 36868210 15,507 831,468 SH DEFINED 1,2,6 831,468
GENE LOGIC INC COM 36868910 215 43,866 SH DEFINED 1,5 43,866
GENELABS TECHNOLOGIE COM 36870610 75 116,765 SH DEFINED 1,5 116,765
GENENTECH INC COM NEW 36871040 485,497 5,765,307 SH DEFINED 1,2,5,7,8,10,
12,13,14 5,765,307
GENERAL CABLE CORP D COM 36930010 8,995 535,423 SH DEFINED 1,2,5 535,423
GENERAL COMMUNICATIO CL A 36938510 14,347 1,449,224 SH DEFINED 1,2,6 1,449,224
GENERAL DYNAMICS COR COM 36955010 799,499 6,687,574 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,687,574
GENERAL ELEC CO COM 36960410 10,297,668 305,841,056 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 305,841,056
GENERAL GROWTH PPTYS COM 37002110 218,495 4,863,020 SH DEFINED 1,2,3,5,7,8,
10,12,13,14 4,863,020
GENERAL MARITIME COR SHS Y2692M10 6,587 178,949 SH DEFINED 1,5 178,949
GENERAL MLS INC COM 37033410 448,811 9,311,427 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 9,311,427
GENERAL MTRS CORP COM 37044210 2,913,952 95,196,086 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 95,196,086
GENESCO INC COM 37153210 17,684 474,879 SH DEFINED 1,2,6 474,879
GENESEE & WYO INC CL A 37155910 9,525 300,470 SH DEFINED 1,2 300,470
GENESIS HEALTHCARE C COM 37184D10 20,495 508,319 SH DEFINED 1,2,5 508,319
GENESIS MICROCHIP IN COM 37184C10 9,705 442,122 SH DEFINED 1,2 442,122
GENITOPE CORP COM 37229P50 1,857 267,550 SH DEFINED 1,2 267,550
GENLYTE GROUP INC COM 37230210 30,793 640,461 SH DEFINED 1,2 640,461
GEN-PROBE INC NEW COM 36866T10 33,884 685,220 SH DEFINED 1,2,5,12,13 685,220
GENTA INC COM NEW 37245M20 61 40,728 SH DEFINED 1,5 40,728
GENTEX CORP COM 37190110 38,878 2,234,385 SH DEFINED 1,2,5,12,13 2,234,385
GENTIVA HEALTH SERVI COM 37247A10 6,195 341,871 SH DEFINED 1,2,5,6 341,871
GENUINE PARTS CO COM 37246010 188,655 4,397,557 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,397,557
GENVEC INC COM 37246C10 64 31,044 SH DEFINED 1 31,044
GENWORTH FINL INC COM CL A 37247D10 87,971 2,728,615 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,728,615
GENZYME CORP COM 37291710 497,406 6,943,136 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,943,136
GEO GROUP INC COM 36159R10 3,679 138,848 SH DEFINED 1,2,5 138,848
GEORGIA GULF CORP COM PAR $0 37320020 33,925 1,408,862 SH DEFINED 1,2,5 1,408,862
GEORGIA PAC CORP COM 37329810 272,973 8,014,470 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 8,014,470
GERBER SCIENTIFIC IN COM 37373010 301 38,416 SH DEFINED 1,2,6 38,416
GERDAU S A SPONSORED 37373710 267 17,866 SH DEFINED 1,2 17,866
GERMAN AMERN BANCORP COM 37386510 280 20,698 SH DEFINED 1,2,5 20,698
GERON CORP COM 37416310 6,839 665,947 SH DEFINED 1,2 665,947
GETTY IMAGES INC COM 37427610 52,541 610,660 SH DEFINED 1,2,5,7,8,10,
12,13,14 610,660
GETTY RLTY CORP NEW COM 37429710 6,772 235,286 SH DEFINED 1,2,3 235,286
GEVITY HR INC COM 37439310 8,834 324,290 SH DEFINED 1,2 324,290
GFI GROUP INC COM 36165220 2,012 48,878 SH DEFINED 1,2 48,878
GIANT INDS INC COM 37450810 9,887 168,893 SH DEFINED 1,2 168,893
GIBRALTAR INDS INC COM 37468910 7,044 308,010 SH DEFINED 1,2 308,010
G-III APPAREL GROUP COM 36237H10 143 12,700 SH DEFINED 1 12,700
GILEAD SCIENCES INC COM 37555810 583,140 11,959,386 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 11,959,386
GILLETTE CO COM 37576610 1,516,456 26,055,938 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 26,055,938
GLACIER BANCORP INC COM 37637Q10 12,153 393,698 SH DEFINED 1,2 393,698
GLADSTONE CAPITAL CO COM 37653510 2,914 129,210 SH DEFINED 1,2 129,210
GLAMIS GOLD LTD COM 37677510 4,196 189,871 SH DEFINED 1,12,13 189,871
GLATFELTER COM 37731610 10,121 718,338 SH DEFINED 1,2,13 718,338
GLAXOSMITHKLINE PLC SPONSORED 37733W10 983,243 19,173,998 SH DEFINED 1,2 19,173,998
GLENAYRE TECHNOLOGIE COM 37789910 2,745 764,652 SH DEFINED 1,2 764,652
GLENBOROUGH RLTY TR COM 37803P10 14,870 774,467 SH DEFINED 1,2,3,5 774,467
GLIMCHER RLTY TR SH BEN INT 37930210 19,848 811,112 SH DEFINED 1,2,3,5 811,112
GLOBAL CROSSING LTD SHS NEW G3921A17 179 12,200 SH DEFINED 1 12,200
GLOBAL IMAGING SYSTE COM 37934A10 10,925 320,854 SH DEFINED 1,2,6 320,854
GLOBAL INDS LTD COM 37933610 18,676 1,267,046 SH DEFINED 1,2,5 1,267,046
GLOBAL PMTS INC COM 37940X10 38,239 492,009 SH DEFINED 1,2,5,6,10 492,009
GLOBAL POWER EQUIPME COM 37941P10 3,479 487,871 SH DEFINED 1,2,5 487,871
GLOBAL SIGNAL INC COM 37944Q10 5,739 128,271 SH DEFINED 1,2,3 128,271
GLOBALSANTAFE CORP SHS G3930E10 52,118 1,142,447 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,142,447
GLOBETEL COMMUNICATI COM NEW 37958F20 870 599,790 SH DEFINED 1,2 599,790
GLOBIX CORP COM NEW 37957F20 33 16,500 SH DEFINED 1 16,500
GMH CMNTYS TR COM 36188G10 10,083 687,332 SH DEFINED 1,2,3 687,332
GOLD BANC CORP INC COM 37990710 7,572 508,185 SH DEFINED 1,2,5 508,185
GOLD KIST INC COM 38061410 13,113 670,726 SH DEFINED 1,2 670,726
GOLDEN TELECOM INC COM 38122G10 7,970 252,458 SH DEFINED 1,2 252,458
GOLDEN WEST FINL COR COM 38131710 436,653 7,352,305 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 7,352,305
GOLDMAN SACHS GROUP COM 38141G10 1,608,554 13,230,414 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 13,230,414
GOODRICH CORP COM 38238810 153,007 3,450,777 SH DEFINED 1,2,5,6,8,10,
12,13 3,450,777
GOODRICH PETE CORP COM NEW 38241040 2,994 127,550 SH DEFINED 1,2 127,550
GOODYEAR TIRE & RUBR COM 38255010 158,926 10,194,107 SH DEFINED 1,2,5,6,10,13 10,194,107
GOODYS FAMILY CLOTHI COM 38258810 2,408 318,034 SH DEFINED 1,2,5,6 318,034
GOOGLE INC CL A 38259P50 762,825 2,410,494 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,410,494
GOREMOTE INTERNET CO COM 38285910 24 18,300 SH DEFINED 1 18,300
GORMAN RUPP CO COM 38308210 5,760 239,512 SH DEFINED 1,2 239,512
GOTTSCHALKS INC COM 38348510 120 13,192 SH DEFINED 1 13,192
GOVERNMENT PPTYS TR COM 38374W10 4,563 465,629 SH DEFINED 1,2,3 465,629
GP STRATEGIES CORP COM 36225V10 212 23,557 SH DEFINED 1 23,557
GRACE W R & CO DEL N COM 38388F10 8,478 947,268 SH DEFINED 1,2 947,268
GRACO INC COM 38410910 37,516 1,094,389 SH DEFINED 1,2,5,12,13 1,094,389
GRAFTECH INTL LTD COM 38431310 7,195 1,325,138 SH DEFINED 1,2,5 1,325,138
GRAINGER W W INC COM 38480210 134,826 2,142,818 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,142,818
GRAMERCY CAP CORP COM 38487110 4,403 183,758 SH DEFINED 1,2 183,758
GRANITE CONSTR INC COM 38732810 30,733 803,692 SH DEFINED 1,2,5,13 803,692
GRANT PRIDECO INC COM 38821G10 73,291 1,802,980 SH DEFINED 1,2,5,12,13 1,802,980
GRAPHIC PACKAGING CO COM 38868810 2,472 882,930 SH DEFINED 1,2 882,930
GRAY TELEVISION INC COM 38937510 7,938 749,536 SH DEFINED 1,2 749,536
GREAT AMERN FINL RES COM 38991510 4,151 207,544 SH DEFINED 1,2 207,544
GREAT ATLANTIC & PAC COM 39006410 10,060 354,708 SH DEFINED 1,2,5,6 354,708
GREAT NORTHN IRON OR CTFS BEN I 39106410 1,569 13,188 SH DEFINED 1,5 13,188
GREAT PLAINS ENERGY COM 39116410 27,588 922,380 SH DEFINED 1,2,5,13 922,380
GREAT SOUTHN BANCORP COM 39090510 3,795 126,834 SH DEFINED 1,2 126,834
GREAT WOLF RESORTS I COM 39152310 2,884 278,957 SH DEFINED 1,2 278,957
GREATBATCH INC COM 39153L10 12,056 439,373 SH DEFINED 1,2,5,6 439,373
GREATER BAY BANCORP COM 39164810 23,328 946,742 SH DEFINED 1,2,5,13 946,742
GREATER COMMUNITY BA COM 39167M10 155 10,532 SH DEFINED 1 10,532
GREEN MOUNTAIN PWR C COM 39315410 325 9,863 SH DEFINED 1,2 9,863
GREEN MTN COFFEE ROA COM 39312210 1,583 45,503 SH DEFINED 1,2 45,503
GREENBRIER COS INC COM 39365710 2,926 88,038 SH DEFINED 1,2 88,038
GREENE CNTY BANCSHAR COM NEW 39436120 1,972 76,186 SH DEFINED 1,2 76,186
GREENFIELD ONLINE IN COM 39515010 890 163,674 SH DEFINED 1,2 163,674
GREENHILL & CO INC COM 39525910 14,531 348,559 SH DEFINED 1,2 348,559
GREIF INC CL A 39762410 14,121 234,958 SH DEFINED 1,2 234,958
GREY WOLF INC COM 39788810 28,523 3,383,527 SH DEFINED 1,2,5 3,383,527
GRIFFON CORP COM 39843310 10,680 434,146 SH DEFINED 1,2,6 434,146
GROUP 1 AUTOMOTIVE I COM 39890510 9,730 352,540 SH DEFINED 1,2,6 352,540
GROUPE CGI INC CL A SUB V 39945C10 105 14,270 SH DEFINED 1 14,270
GROUPE DANONE SPONSORED 39944910 1,192 54,666 SH DEFINED 1 54,666
GRUPO AEROPORTUARIO SPON ADR S 40051E20 1,114 27,927 SH DEFINED 1,7 27,927
GRUPO TELEVISA SA DE SP ADR REP 40049J20 12,956 180,674 SH DEFINED 1,2 180,674
GSI COMMERCE INC COM 36238G10 7,591 381,471 SH DEFINED 1,2,5 381,471
GTC BIOTHERAPEUTICS COM 36238T10 17 12,185 SH DEFINED 1 12,185
GTECH HLDGS CORP COM 40051810 62,923 1,962,655 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,962,655
GTX INC DEL COM 40052B10 955 102,621 SH DEFINED 1,2 102,621
GUESS INC COM 40161710 7,760 362,100 SH DEFINED 1,2 362,100
GUIDANT CORP COM 40169810 612,392 8,889,412 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 8,889,412
GUILFORD PHARMACEUTI COM 40182910 101 27,612 SH DEFINED 1 27,612
GUITAR CTR MGMT INC COM 40204010 24,795 449,108 SH DEFINED 1,2,5,6 449,108
GULF ISLAND FABRICAT COM 40230710 3,866 134,458 SH DEFINED 1,2 134,458
GULFMARK OFFSHORE IN COM 40262910 6,575 203,739 SH DEFINED 1,2,5 203,739
GYMBOREE CORP COM 40377710 6,706 491,618 SH DEFINED 1,2,6 491,618
HAEMONETICS CORP COM 40502410 36,941 777,212 SH DEFINED 1,2,5,6 777,212
HAGGAR CORP COM 40517310 723 25,423 SH DEFINED 1,6 25,423
HAIN CELESTIAL GROUP COM 40521710 11,021 568,110 SH DEFINED 1,2,5,6 568,110
HALLIBURTON CO COM 40621610 1,059,719 15,465,828 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 15,465,828
HANAROTELECOM INC SPONSORED 40964920 32 12,549 SH DEFINED 1 12,549
HANCOCK FABRICS INC COM 40990010 440 65,384 SH DEFINED 1,6 65,384
HANCOCK HLDG CO COM 41012010 14,563 426,555 SH DEFINED 1,2 426,555
HANDLEMAN CO DEL COM 41025210 4,285 339,254 SH DEFINED 1,2 339,254
HANGER ORTHOPEDIC GR COM NEW 41043F20 259 33,593 SH DEFINED 1,5 33,593
HANMI FINL CORP COM 41049510 8,940 498,067 SH DEFINED 1,2 498,067
HANOVER COMPRESSOR C COM 41076810 28,769 2,075,670 SH DEFINED 1,2,5,13 2,075,670
HANSEN NAT CORP COM 41131010 15,232 323,538 SH DEFINED 1,2 323,538
HANSON PLC NEW SPONSORED 41134910 468 9,008 SH DEFINED 1 9,008
HARBOR FLA BANCSHARE COM 41190110 9,662 266,387 SH DEFINED 1,2,5 266,387
HARKEN ENERGY CORP COM NEW 41255230 74 94,171 SH DEFINED 1 94,171
HARLAND JOHN H CO COM 41269310 20,933 471,468 SH DEFINED 1,2,5,6 471,468
HARLEY DAVIDSON INC COM 41282210 367,592 7,588,600 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 7,588,600
HARLEYSVILLE GROUP I COM 41282410 6,815 283,965 SH DEFINED 1,2 283,965
HARLEYSVILLE NATL CO COM 41285010 7,790 355,055 SH DEFINED 1,2 355,055
HARMAN INTL INDS INC COM 41308610 117,436 1,148,292 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,148,292
HARMONIC INC COM 41316010 6,047 1,038,960 SH DEFINED 1,2,5,6 1,038,960
HARMONY GOLD MNG LTD SPONSORED 41321630 461 42,184 SH DEFINED 1 42,184
HARRAHS ENTMT INC COM 41361910 499,070 7,655,622 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 7,655,622
HARRIS & HARRIS GROU COM 41383310 1,985 178,795 SH DEFINED 1,2 178,795
HARRIS CORP DEL COM 41387510 95,215 2,277,869 SH DEFINED 1,2,5,10,12,13 2,277,869
HARRIS INTERACTIVE I COM 41454910 2,753 644,620 SH DEFINED 1,2 644,620
HARSCO CORP COM 41586410 34,773 530,324 SH DEFINED 1,2,5,12,13 530,324
HARTE-HANKS INC COM 41619610 29,348 1,110,403 SH DEFINED 1,2,5,13 1,110,403
HARTFORD FINL SVCS G COM 41651510 1,445,301 18,728,792 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 18,728,792
HARTMARX CORP COM 41711910 2,128 324,873 SH DEFINED 1,2 324,873
HARVARD BIOSCIENCE I COM 41690610 72 23,632 SH DEFINED 1 23,632
HARVEST NATURAL RESO COM 41754V10 6,191 577,006 SH DEFINED 1,2,5 577,006
HASBRO INC COM 41805610 109,117 5,553,044 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,553,044
HAVAS SPONSORED 41931310 65 12,678 SH DEFINED 1 12,678
HAVERTY FURNITURE IN COM 41959610 3,894 318,438 SH DEFINED 1,2,6 318,438
HAWAIIAN ELEC INDUST COM 41987010 33,224 1,191,662 SH DEFINED 1,2,5,13 1,191,662
HAWAIIAN HOLDINGS IN COM 41987910 67 22,715 SH DEFINED 1 22,715
HAWK CORP CL A 42008910 175 14,000 SH DEFINED 1 14,000
HAWKINS INC COM 42026110 198 14,552 SH DEFINED 1 14,552
HAYES LEMMERZ INTL I COM NEW 42078130 2,310 515,705 SH DEFINED 1,2 515,705
HCA INC COM 40411910 556,249 11,607,872 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 11,607,872
HCC INS HLDGS INC COM 40413210 37,311 1,307,766 SH DEFINED 1,2,5,13 1,307,766
HEADWATERS INC COM 42210P10 21,493 574,688 SH DEFINED 1,2 574,688
HEALTH CARE PPTY INV COM 42191510 40,168 1,488,240 SH DEFINED 1,2,3,5,7,8,
10,12,13,14 1,488,240
HEALTH CARE REIT INC COM 42217K10 16,439 443,224 SH DEFINED 1,2,3,5 443,224
HEALTH MGMT ASSOC IN CL A 42193310 152,440 6,495,086 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,495,086
HEALTH NET INC COM 42222G10 100,053 2,114,397 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,114,397
HEALTHCARE RLTY TR COM 42194610 18,168 452,613 SH DEFINED 1,2,3,5 452,613
HEALTHCARE SVCS GRP COM 42190610 7,422 385,571 SH DEFINED 1,2,6 385,571
HEALTHEXTRAS INC COM 42221110 5,278 246,880 SH DEFINED 1,2 246,880
HEALTHTRONICS INC COM 42222L10 4,063 407,891 SH DEFINED 1,2,5 407,891
HEARST-ARGYLE TELEVI COM 42231710 16,576 645,247 SH DEFINED 1,2,5 645,247
HEARTLAND EXPRESS IN COM 42234710 22,767 1,120,436 SH DEFINED 1,2,5,6 1,120,436
HEARTLAND FINL USA I COM 42234Q10 2,107 108,448 SH DEFINED 1,2 108,448
HECLA MNG CO COM 42270410 6,410 1,463,367 SH DEFINED 1,2,5 1,463,367
HECTOR COMMUNICATION COM 42273010 209 7,200 SH DEFINED 1,2 7,200
HEICO CORP NEW COM 42280610 6,586 283,889 SH DEFINED 1,2,5 283,889
HEICO CORP NEW CL A 42280620 323 18,154 SH DEFINED 1 18,154
HEIDRICK & STRUGGLES COM 42281910 8,880 274,241 SH DEFINED 1,2,5,6 274,241
HEINZ H J CO COM 42307410 356,308 9,751,180 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 9,751,180
HELEN OF TROY CORP L COM G4388N10 617 29,877 SH DEFINED 1,5 29,877
HELIX TECHNOLOGY COR COM 42331910 5,431 368,227 SH DEFINED 1,2,6 368,227
HELLENIC TELECOM ORG SPONSORED 42332530 547 54,412 SH DEFINED 1 54,412
HELMERICH & PAYNE IN COM 42345210 62,376 1,032,878 SH DEFINED 1,2,5,6,12,13 1,032,878
HEMISPHERX BIOPHARMA COM 42366C10 77 45,510 SH DEFINED 1,5 45,510
HENRY JACK & ASSOC I COM 42628110 25,393 1,308,933 SH DEFINED 1,2,5,13 1,308,933
HERCULES INC COM 42705610 38,903 3,183,570 SH DEFINED 1,2,5,6,10,13 3,183,570
HERITAGE COMMERCE CO COM 42692710 2,669 128,306 SH DEFINED 1,2 128,306
HERITAGE PPTY INVT T COM 42725M10 32,385 925,276 SH DEFINED 1,2,3 925,276
HERLEY INDS INC DEL COM 42739810 3,040 163,204 SH DEFINED 1,2 163,204
HERSHA HOSPITALITY T SH BEN INT 42782510 2,077 209,159 SH DEFINED 1,2,3 209,159
HERSHEY CO COM 42786610 279,793 4,968,800 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,968,800
HESKA CORP COM 42805E10 10 11,100 SH DEFINED 1 11,100
HEWITT ASSOCS INC COM 42822Q10 9,303 341,030 SH DEFINED 1,2,5 341,030
HEWLETT PACKARD CO COM 42823610 3,555,692 121,770,264 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 121,770,264
HEXCEL CORP NEW COM 42829110 14,289 781,221 SH DEFINED 1,2 781,221
HI / FN INC COM 42835810 117 21,020 SH DEFINED 1 21,020
HIBBETT SPORTING GOO COM 42856510 18,505 831,690 SH DEFINED 1,2,6 831,690
HIBERNIA CORP CL A 42865610 44,452 1,479,769 SH DEFINED 1,2,5,7,10,12,
13,14 1,479,769
HICKORY TECH CORP COM 42906010 172 19,562 SH DEFINED 1 19,562
HIGHLAND HOSPITALITY COM 43014110 5,713 556,864 SH DEFINED 1,2,3 556,864
HIGHWOODS PPTYS INC COM 43128410 48,309 1,637,028 SH DEFINED 1,2,3,5,13 1,637,028
HILB ROGAL & HOBBS C COM 43129410 18,912 506,760 SH DEFINED 1,2,5 506,760
HILFIGER TOMMY CORP ORD G8915Z10 1,237 71,273 SH DEFINED 1,2,5 71,273
HILLENBRAND INDS INC COM 43157310 46,304 984,151 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 984,151
HILTON HOTELS CORP COM 43284810 265,608 11,899,987 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 11,899,987
HITACHI LIMITED ADR 10 COM 43357850 11,407 179,945 SH DEFINED 1 179,945
HI-TECH PHARMACAL IN COM 42840B10 2,261 75,180 SH DEFINED 1,2 75,180
HMS HLDGS CORP COM 40425J10 71 10,297 SH DEFINED 1 10,297
HNI CORP COM 40425110 45,910 762,365 SH DEFINED 1,2,5,6,12,13 762,365
HOLLINGER INTL INC CL A 43556910 7,008 715,101 SH DEFINED 1,2,5 715,101
HOLLIS-EDEN PHARMACE COM 43590210 207 32,450 SH DEFINED 1 32,450
HOLLY CORP COM PAR $0 43575830 18,506 289,254 SH DEFINED 1,2 289,254
HOLLY ENERGY PARTNER COM UT LTD 43576310 438 10,000 SH DEFINED 1 10,000
HOLOGIC INC COM 43644010 19,668 340,571 SH DEFINED 1,2,5,6 340,571
HOME DEPOT INC COM 43707610 2,597,940 68,115,891 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 68,115,891
HOME PROPERTIES INC COM 43730610 27,236 693,902 SH DEFINED 1,2,3,5 693,902
HOMEBANC CORP GA COM 43738R10 5,572 721,734 SH DEFINED 1,2 721,734
HOMESTORE INC COM 43785210 9,598 2,206,441 SH DEFINED 1,2,5 2,206,441
HONDA MOTOR LTD AMERN SHS 43812830 1,299 45,755 SH DEFINED 1 45,755
HONEYWELL INTL INC COM 43851610 3,740,754 99,753,440 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 99,753,440
HOOKER FURNITURE COR COM 43903810 1,644 98,917 SH DEFINED 1,2 98,917
HOOPER HOLMES INC COM 43910410 3,401 865,334 SH DEFINED 1,2,6 865,334
HORACE MANN EDUCATOR COM 44032710 15,509 784,092 SH DEFINED 1,2,5,13 784,092
HORIZON FINL CORP WA COM 44041F10 3,019 137,208 SH DEFINED 1,2,5 137,208
HORIZON HEALTH CORP COM 44041Y10 2,836 104,362 SH DEFINED 1,2 104,362
HORMEL FOODS CORP COM 44045210 42,628 1,292,161 SH DEFINED 1,2,5,12,13 1,292,161
HORNBECK OFFSHORE SV COM 44054310 6,364 173,728 SH DEFINED 1,2 173,728
HOSPIRA INC COM 44106010 196,370 4,793,021 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,793,021
HOSPITALITY PPTYS TR COM SH BEN 44106M10 64,337 1,501,103 SH DEFINED 1,2,3,5,12,13 1,501,103
HOST MARRIOTT CORP N COM 44107P10 126,791 7,502,413 SH DEFINED 1,2,3,5,7,8,
10,12,13,14 7,502,413
HOT TOPIC INC COM 44133910 12,439 809,805 SH DEFINED 1,2,5,6 809,805
HOUSEVALUES INC COM 44183Y10 1,035 72,402 SH DEFINED 1 72,402
HOUSTON EXPL CO COM 44212010 30,911 459,642 SH DEFINED 1,2 459,642
HOVNANIAN ENTERPRISE CL A 44248720 21,897 427,685 SH DEFINED 1,2,5,13 427,685
HRPT PPTYS TR COM SH BEN 40426W10 51,162 4,122,646 SH DEFINED 1,2,3,5 4,122,646
HSBC HLDGS PLC SPON ADR N 40428040 14,929 183,791 SH DEFINED 1,2 183,791
HUB GROUP INC CL A 44332010 17,651 480,828 SH DEFINED 1,2 480,828
HUBBELL INC CL B 44351020 38,287 815,830 SH DEFINED 1,2,5,6,12,13 815,830
HUDSON CITY BANCORP COM 44368310 78,781 6,620,265 SH DEFINED 1,2,5,7,8,10,
12,13,14 6,620,265
HUDSON HIGHLAND GROU COM 44379210 7,346 294,414 SH DEFINED 1,2,5 294,414
HUDSON UNITED BANCOR COM 44416510 29,903 706,435 SH DEFINED 1,2,5 706,435
HUGHES SUPPLY INC COM 44448210 31,541 967,519 SH DEFINED 1,2,5,6,12 967,519
HUGOTON RTY TR TEX UNIT BEN I 44471710 725 17,919 SH DEFINED 1 17,919
HUMAN GENOME SCIENCE COM 44490310 23,181 1,705,775 SH DEFINED 1,2,5 1,705,775
HUMANA INC COM 44485910 269,682 5,632,447 SH DEFINED 1,2,5,6,10,12,
13 5,632,447
HUNGARIAN TEL & CABL COM 44554210 394 26,325 SH DEFINED 1,2 26,325
HUNT J B TRANS SVCS COM 44565810 31,047 1,633,177 SH DEFINED 1,2,5,12,13 1,633,177
HUNTINGTON BANCSHARE COM 44615010 147,251 6,553,237 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,553,237
HUNTSMAN CORP COM 44701110 9,959 509,405 SH DEFINED 1,2 509,405
HURON CONSULTING GRO COM 44746210 1,745 65,075 SH DEFINED 1,2 65,075
HUTCHINSON TECHNOLOG COM 44840710 9,403 359,977 SH DEFINED 1,2,5,6 359,977
HUTTIG BLDG PRODS IN COM 44845110 1,229 135,823 SH DEFINED 1,2 135,823
HYDRIL COM 44877410 17,793 259,228 SH DEFINED 1,2 259,228
HYPERCOM CORP COM 44913M10 3,785 580,459 SH DEFINED 1,2 580,459
HYPERION SOLUTIONS C COM 44914M10 21,704 446,130 SH DEFINED 1,2,5,6 446,130
IAC INTERACTIVECORP COM NEW 44919P30 79,227 3,125,307 SH DEFINED 1,2,5,7,8,10,
12,13,14 3,125,307
IBERIABANK CORP COM 45082810 6,442 121,200 SH DEFINED 1,2,5 121,200
ICICI BK LTD ADR 45104G10 48,245 1,707,779 SH DEFINED 1,2,4,5 1,707,779
ICONIX BRAND GROUP I COM 45105510 169 18,800 SH DEFINED 1 18,800
ICOS CORP COM 44929510 22,790 825,113 SH DEFINED 1,2,5 825,113
ICT GROUP INC COM 44929Y10 1,378 117,400 SH DEFINED 1 117,400
ICU MED INC COM 44930G10 6,249 217,264 SH DEFINED 1,2,6 217,264
IDACORP INC COM 45110710 32,492 1,078,403 SH DEFINED 1,2,5,6,13 1,078,403
IDENIX PHARMACEUTICA COM 45166R20 4,232 168,605 SH DEFINED 1,2 168,605
IDENTIX INC COM 45190610 5,117 1,088,772 SH DEFINED 1,2 1,088,772
IDEX CORP COM 45167R10 26,126 614,000 SH DEFINED 1,2,5,6,12 614,000
IDEXX LABS INC COM 45168D10 30,725 459,411 SH DEFINED 1,2,5,6,12 459,411
IDT CORP COM 44894710 593 48,202 SH DEFINED 1,2 48,202
IDT CORP CL B 44894730 9,186 753,600 SH DEFINED 1,2 753,600
IDX SYS CORP COM 44949110 12,990 300,839 SH DEFINED 1,2 300,839
I-FLOW CORP COM NEW 44952030 3,088 225,227 SH DEFINED 1,2 225,227
IGATE CORP COM 45169U10 930 256,061 SH DEFINED 1,2 256,061
IHOP CORP COM 44962310 13,595 333,696 SH DEFINED 1,2,6 333,696
II VI INC COM 90210410 5,100 287,470 SH DEFINED 1,2 287,470
IKON OFFICE SOLUTION COM 45171310 189,219 18,959,834 SH DEFINED 1,2,5,6 18,959,834
ILLINOIS TOOL WKS IN COM 45230810 552,304 6,708,418 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,708,418
ILLUMINA INC COM 45232710 5,410 422,322 SH DEFINED 1,2 422,322
IMAGISTICS INTERNATI COM 45247T10 11,841 282,939 SH DEFINED 1,2,5,6 282,939
IMATION CORP COM 45245A10 30,534 712,257 SH DEFINED 1,2,5,13 712,257
IMAX CORP COM 45245E10 144 13,804 SH DEFINED 1 13,804
IMCLONE SYS INC COM 45245W10 21,297 677,182 SH DEFINED 1,2,5,12 677,182
IMMERSION CORP COM 45252110 148 21,124 SH DEFINED 1 21,124
IMMTECH INTL INC COM 45251910 128 11,000 SH DEFINED 1 11,000
IMMUCOR INC COM 45252610 19,483 710,026 SH DEFINED 1,2,6 710,026
IMMUNE RESPONSE CORP COM NEW 45252T20 7 16,200 SH DEFINED 1 16,200
IMMUNOGEN INC COM 45253H10 10,234 1,394,214 SH DEFINED 1,2,5 1,394,214
IMMUNOMEDICS INC COM 45290710 98 47,593 SH DEFINED 1,5 47,593
IMPAC MTG HLDGS INC COM 45254P10 13,432 1,095,599 SH DEFINED 1,2,5 1,095,599
IMPCO TECHNOLOGIES I COM 45255W10 62 10,389 SH DEFINED 1 10,389
IMPERIAL CHEM INDS P ADR NEW 45270450 361 17,080 SH DEFINED 1 17,080
IMPERIAL OIL LTD COM NEW 45303840 1,187 10,318 SH DEFINED 1 10,318
IMPERIAL TOBACCO GRO SPONSORED 45314210 848 14,577 SH DEFINED 1 14,577
IMS HEALTH INC COM 44993410 216,818 8,614,127 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 8,614,127
INAMED CORP COM 45323510 34,746 459,114 SH DEFINED 1,2,5,12,13 459,114
INCO LTD COM 45325840 1,807 38,156 SH DEFINED 1 38,156
INCYTE CORP COM 45337C10 5,010 1,065,934 SH DEFINED 1,2,5 1,065,934
INDEPENDENCE CMNTY B COM 45341410 37,284 1,093,697 SH DEFINED 1,2,5,12,13 1,093,697
INDEPENDENCE HLDG CO COM NEW 45344030 1,195 65,652 SH DEFINED 1,2 65,652
INDEPENDENT BANK COR COM 45383610 6,908 227,381 SH DEFINED 1,2,5 227,381
INDEPENDENT BANK COR COM 45383810 16,775 577,661 SH DEFINED 1,2 577,661
INDEVUS PHARMACEUTIC COM 45407210 169 58,837 SH DEFINED 1,5 58,837
INDIA FD INC COM 45408910 4,866 122,263 SH DEFINED 5,7 122,263
INDUS INTL INC COM 45578L10 48 17,900 SH DEFINED 1 17,900
INDYMAC BANCORP INC COM 45660710 77,054 1,946,780 SH DEFINED 1,2,5,8,10,13 1,946,780
INERGY L P UNIT LTD P 45661510 744 26,400 SH DEFINED 1 26,400
INFINITY PPTY & CAS COM 45665Q10 9,568 272,661 SH DEFINED 1,2,5 272,661
INFOCROSSING INC COM 45664X10 2,032 221,130 SH DEFINED 1,2 221,130
INFOCUS CORP COM 45665B10 209 60,647 SH DEFINED 1,2,5 60,647
INFORMATICA CORP COM 45666Q10 13,242 1,101,675 SH DEFINED 1,2,5 1,101,675
INFORTE CORP COM 45677R10 55 13,074 SH DEFINED 1 13,074
INFOSPACE INC COM NEW 45678T20 14,104 590,868 SH DEFINED 1,2 590,868
INFOSYS TECHNOLOGIES SPONSORED 45678810 7,603 102,351 SH DEFINED 1,2,5 102,351
INFOUSA INC NEW COM 45681830 5,799 546,021 SH DEFINED 1,2 546,021
INFRASOURCE SVCS INC COM 45684P10 1,822 125,203 SH DEFINED 1,2 125,203
ING GROUP N V SPONSORED 45683710 24,297 815,594 SH DEFINED 1,2 815,594
INGERSOLL-RAND COMPA CL A G4776G10 292,384 7,648,017 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 7,648,017
INGLES MKTS INC CL A 45703010 2,350 148,730 SH DEFINED 1,2,5 148,730
INGRAM MICRO INC CL A 45715310 19,615 1,057,998 SH DEFINED 1,2,5 1,057,998
INKINE PHARMACEUTICA COM 45721410 172 47,038 SH DEFINED 1 47,038
INLAND REAL ESTATE C COM NEW 45746120 12,702 811,139 SH DEFINED 1,2,3 811,139
INNKEEPERS USA TR COM 4576J010 19,878 1,286,571 SH DEFINED 1,2,3,5 1,286,571
INNODATA ISOGEN INC COM NEW 45764220 44 17,200 SH DEFINED 1 17,200
INNOTRAC CORP COM 45767M10 93 11,000 SH DEFINED 1 11,000
INNOVATIVE SOLUTIONS COM 45769N10 2,568 165,389 SH DEFINED 1,2 165,389
INNOVEX INC COM 45764710 99 23,383 SH DEFINED 1 23,383
INNOVO GROUP INC COM PAR $0 45795460 536 271,948 SH DEFINED 1,2 271,948
INPHONIC INC COM 45772G10 2,655 193,099 SH DEFINED 1,2 193,099
INPUT/OUTPUT INC COM 45765210 7,478 937,060 SH DEFINED 1,2 937,060
INSIGHT COMMUNICATIO CL A 45768V10 10,200 877,018 SH DEFINED 1,2,5 877,018
INSIGHT ENTERPRISES COM 45765U10 16,769 901,559 SH DEFINED 1,2,5,6 901,559
INSITUFORM TECHNOLOG CL A 45766710 10,113 584,923 SH DEFINED 1,2,6 584,923
INSMED INC COM NEW 45766920 16 12,302 SH DEFINED 1 12,302
INSPIRE PHARMACEUTIC COM 45773310 4,114 541,316 SH DEFINED 1,2 541,316
INSTINET GROUP INC COM 45775010 7,025 1,413,441 SH DEFINED 1,2,5 1,413,441
INTEGRA BK CORP COM 45814P10 7,430 342,411 SH DEFINED 1,2 342,411
INTEGRA LIFESCIENCES COM NEW 45798520 12,570 328,543 SH DEFINED 1,2,6 328,543
INTEGRAL SYS INC MD COM 45810H10 2,551 123,575 SH DEFINED 1,2 123,575
INTEGRATED ALARM SVC COM 45890M10 92 24,630 SH DEFINED 1 24,630
INTEGRATED DEVICE TE COM 45811810 37,715 3,511,657 SH DEFINED 1,2,5,13 3,511,657
INTEGRATED ELECTRICA COM 45811E10 107 38,045 SH DEFINED 1,5 38,045
INTEGRATED SILICON S COM 45812P10 4,206 500,705 SH DEFINED 1,2,5 500,705
INTEL CORP COM 45814010 4,712,812 191,189,116 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 191,189,116
INTELLISYNC CORP COM 45817610 282 63,468 SH DEFINED 1,5 63,468
INTER PARFUMS INC COM 45833410 790 40,143 SH DEFINED 1,2 40,143
INTER TEL INC COM 45837210 11,006 524,110 SH DEFINED 1,2,6 524,110
INTERACTIVE DATA COR COM 45840J10 6,738 297,481 SH DEFINED 1,2,5 297,481
INTERCHANGE FINL SVC COM 45844710 3,711 215,025 SH DEFINED 1,2 215,025
INTERCONTINENTAL HTL SPONSORED 45857P10 262 20,600 SH DEFINED 1 20,600
INTERDIGITAL COMMUNI COM 45866A10 13,782 701,734 SH DEFINED 1,2,5 701,734
INTERFACE INC CL A 45866510 6,107 739,330 SH DEFINED 1,2,5,6 739,330
INTERGRAPH CORP COM 45868310 34,349 768,258 SH DEFINED 1,2,5 768,258
INTERLAND INC COM NEW 45872720 48 17,272 SH DEFINED 1 17,272
INTERLINE BRANDS INC COM 45874310 3,735 177,792 SH DEFINED 1,2 177,792
INTERMAGNETICS GEN C COM 45877110 11,846 423,970 SH DEFINED 1,2,6 423,970
INTERMIX MEDIA INC COM 45881X10 3,360 280,909 SH DEFINED 1,2 280,909
INTERMUNE INC COM 45884X10 5,517 333,353 SH DEFINED 1,2,5 333,353
INTERNAP NETWORK SVC COM 45885A10 102 213,072 SH DEFINED 1 213,072
INTERNATIONAL BANCSH COM 45904410 12,664 426,386 SH DEFINED 1,2,5 426,386
INTERNATIONAL BUSINE COM 45920010 7,970,712 99,360,659 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 99,360,659
INTERNATIONAL DISPLA COM 45941210 2,042 343,714 SH DEFINED 1,2 343,714
INTERNATIONAL FLAVOR COM 45950610 88,336 2,478,569 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,478,569
INTERNATIONAL GAME T COM 45990210 230,540 8,538,529 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 8,538,529
INTERNATIONAL PWR PL SPONSORED 46018M10 237 5,277 SH DEFINED 1 5,277
INTERNATIONAL RECTIF COM 46025410 37,179 824,729 SH DEFINED 1,2,5,12,13 824,729
INTERNATIONAL SECS E CL A 46031W20 3,645 155,788 SH DEFINED 1,2 155,788
INTERNATIONAL SHIPHO COM NEW 46032120 172 10,100 SH DEFINED 1 10,100
INTERNATIONAL SPEEDW CL A 46033520 24,778 472,235 SH DEFINED 1,2,5,13 472,235
INTERNET CAP GROUP I COM NEW 46059C20 4,140 469,871 SH DEFINED 1,2 469,871
INTERNET SEC SYS INC COM 46060X10 26,713 1,112,576 SH DEFINED 1,2,5,6 1,112,576
INTERPHARM HLDGS INC COM 46058810 14 10,400 SH DEFINED 1 10,400
INTERPOOL INC COM 46062R10 1,653 90,560 SH DEFINED 1,2 90,560
INTERPUBLIC GROUP CO COM 46069010 121,728 10,457,719 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 10,457,719
INTERSIL CORP CL A 46069S10 43,801 2,011,068 SH DEFINED 1,2,5,12,13 2,011,068
INTERSTATE HOTELS & COM 46088S10 62 13,343 SH DEFINED 1 13,343
INTERVIDEO INC COM 46114Y10 759 75,639 SH DEFINED 1,2 75,639
INTERVOICE INC NEW COM 46114210 4,155 461,668 SH DEFINED 1,2,5 461,668
INTERWOVEN INC COM NEW 46114T50 4,323 529,145 SH DEFINED 1,2,5 529,145
INTEVAC INC COM 46114810 2,488 241,271 SH DEFINED 1,2 241,271
INTL PAPER CO COM 46014610 1,006,422 33,772,563 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 33,772,563
INTRADO INC COM 46117A10 6,192 343,409 SH DEFINED 1,2,6 343,409
INTRALASE CORP COM 46116910 2,165 147,201 SH DEFINED 1,2 147,201
INTROGEN THERAPEUTIC COM 46119F10 806 154,459 SH DEFINED 1,2 154,459
INTUIT COM 46120210 224,664 5,013,706 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,013,706
INTUITIVE SURGICAL I COM NEW 46120E60 42,350 577,845 SH DEFINED 1,2,12,13 577,845
INVACARE CORP COM 46120310 20,032 480,727 SH DEFINED 1,2,5,6 480,727
INVERNESS MED INNOVA COM 46126P10 7,080 266,861 SH DEFINED 1,2,5 266,861
INVESTMENT TECHNOLOG COM 46145F10 23,963 809,571 SH DEFINED 1,2,5 809,571
INVESTORS FINL SERVI COM 46191510 34,904 1,060,911 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,060,911
INVESTORS REAL ESTAT SH BEN INT 46173010 5,832 613,877 SH DEFINED 1,2,3,5 613,877
INVITROGEN CORP COM 46185R10 185,364 2,463,968 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,463,968
IOMEGA CORP COM NEW 46203030 324 107,612 SH DEFINED 1,2,5 107,612
IONATRON INC COM 46207010 2,673 265,185 SH DEFINED 1,2 265,185
IOWA TELECOMM SERVIC COM 46259420 4,764 283,227 SH DEFINED 1,2 283,227
IPASS INC COM 46261V10 7,738 1,438,303 SH DEFINED 1,2 1,438,303
IPAYMENT INC COM 46262E10 6,940 183,406 SH DEFINED 1,2,6 183,406
IPC HLDGS LTD ORD G4933P10 708 21,678 SH DEFINED 1,5 21,678
IPSCO INC COM 46262210 360 5,038 SH DEFINED 1 5,038
IRELAND BK SPONSORED 46267Q10 299 4,710 SH DEFINED 1 4,710
IRIS INTL INC COM 46270W10 3,539 191,899 SH DEFINED 1,2 191,899
IRON MTN INC COM 46284610 40,112 1,092,974 SH DEFINED 1,2,5,12 1,092,974
IRSA INVERSIONES Y R GLOBL DEP 45004720 556 46,107 SH DEFINED 1,7 46,107
IRVINE SENSORS CORP COM NEW 46366450 30 11,424 SH DEFINED 1 11,424
IRWIN FINL CORP COM 46411910 15,974 783,437 SH DEFINED 1,2 783,437
ISHARES INC MSCI BRAZI 46428640 1,919 57,600 SH DEFINED 2 57,600
ISHARES INC MSCI S KOR 46428677 8,667 219,700 SH DEFINED 2 219,700
ISHARES TR FTSE XNHUA 46428718 3,784 58,900 SH DEFINED 2 58,900
ISHARES TR RUSSELL100 46428759 4,433 64,400 SH DEFINED 1 64,400
ISIS PHARMACEUTICALS COM 46433010 3,708 734,283 SH DEFINED 1,2,5 734,283
ISLAND PAC INC COM 46447810 1 10,200 SH DEFINED 1 10,200
ISLE OF CAPRI CASINO COM 46459210 3,906 182,714 SH DEFINED 1,2,5 182,714
ISTA PHARMACEUTICALS COM NEW 45031X20 835 125,728 SH DEFINED 1,2 125,728
ISTAR FINL INC COM 45031U10 62,822 1,553,856 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,553,856
ITC HLDGS CORP COM 46568510 371 12,800 SH DEFINED 1 12,800
ITLA CAP CORP COM 45056510 4,130 78,676 SH DEFINED 1,2 78,676
ITRON INC COM 46574110 15,775 345,485 SH DEFINED 1,2,6 345,485
ITT EDUCATIONAL SERV COM 45068B10 29,047 588,594 SH DEFINED 1,2,5,12,13 588,594
ITT INDS INC IND COM 45091110 1,113,768 9,804,295 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 9,804,295
IVAX CORP COM 46582310 78,186 2,966,083 SH DEFINED 1,2,5,12,13 2,966,083
IVAX DIAGNOSTICS INC COM 45070W10 41 10,700 SH DEFINED 1 10,700
IVILLAGE INC COM 46588H10 3,489 480,602 SH DEFINED 1,2 480,602
IXIA COM 45071R10 7,821 531,675 SH DEFINED 1,2 531,675
IXYS CORP COM 46600W10 5,519 522,679 SH DEFINED 1,2,5 522,679
J & J SNACK FOODS CO COM 46603210 8,150 141,010 SH DEFINED 1,2,6 141,010
J ALEXANDER CORP COM 46609610 160 18,800 SH DEFINED 1 18,800
J JILL GROUP INC COM 46618910 5,197 328,531 SH DEFINED 1,2,5,6 328,531
J2 GLOBAL COMMUNICAT COM NEW 46626E20 20,805 514,726 SH DEFINED 1,2,6 514,726
JABIL CIRCUIT INC COM 46631310 185,099 5,986,390 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,986,390
JACK IN THE BOX INC COM 46636710 21,272 711,187 SH DEFINED 1,2,5,6 711,187
JACKSON HEWITT TAX S COM 46820210 10,666 446,071 SH DEFINED 1,2 446,071
JACLYN INC COM 46977210 125 16,000 SH DEFINED 1 16,000
JACO ELECTRS INC COM 46978310 74 19,600 SH DEFINED 1 19,600
JACOBS ENGR GROUP IN COM 46981410 52,314 776,167 SH DEFINED 1,2,5,12,13 776,167
JACUZZI BRANDS INC COM 46986510 7,894 979,452 SH DEFINED 1,2 979,452
JAKKS PAC INC COM 47012E10 8,082 497,976 SH DEFINED 1,2,6 497,976
JAMDAT MOBILE INC COM 47023T10 3,124 148,742 SH DEFINED 1,2 148,742
JAMES RIVER COAL CO COM NEW 47035520 7,680 152,161 SH DEFINED 1,2 152,161
JAMESON INNS INC COM 47045710 29 13,850 SH DEFINED 1 13,850
JANUS CAP GROUP INC COM 47102X10 86,807 6,007,410 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,007,410
JARDEN CORP COM 47110910 29,893 727,864 SH DEFINED 1,2 727,864
JDA SOFTWARE GROUP I COM 46612K10 6,854 451,511 SH DEFINED 1,2,6 451,511
JDS UNIPHASE CORP COM 46612J10 91,914 41,402,845 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 41,402,845
JEFFERIES GROUP INC COM 47231910 27,131 622,978 SH DEFINED 1,2,5,13 622,978
JEFFERSON PILOT CORP COM 47507010 182,431 3,565,191 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,565,191
JETBLUE AWYS CORP COM 47714310 22,626 1,285,588 SH DEFINED 1,2,5,6,13 1,285,588
JILIN CHEM INDL LTD SPON ADR H 47741810 463 15,000 SH DEFINED 1 15,000
JLG INDS INC COM 46621010 30,849 843,109 SH DEFINED 1,2,5,6 843,109
JO-ANN STORES INC COM 47758P30 8,898 514,336 SH DEFINED 1,2,6 514,336
JOHNSON & JOHNSON COM 47816010 8,474,400 133,919,094 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 133,919,094
JOHNSON CTLS INC COM 47836610 306,009 4,931,650 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,931,650
JONES APPAREL GROUP COM 48007410 91,114 3,196,966 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,196,966
JONES LANG LASALLE I COM 48020Q10 22,566 489,927 SH DEFINED 1,2,5 489,927
JORGENSEN EARLE M CO COM 48082910 1,727 181,182 SH DEFINED 1,2 181,182
JOS A BANK CLOTHIERS COM 48083810 6,784 156,974 SH DEFINED 1,2,5 156,974
JOURNAL COMMUNICATIO CL A 48113010 5,201 349,078 SH DEFINED 1,2 349,078
JOURNAL REGISTER CO COM 48113810 8,909 550,613 SH DEFINED 1,2,5 550,613
JOY GLOBAL INC COM 48116510 50,807 1,006,885 SH DEFINED 1,2,5,12,13 1,006,885
JPMORGAN & CHASE & C COM 46625H10 3,682,268 108,525,443 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 108,525,443
JUNIPER NETWORKS INC COM 48203R10 150,480 6,322,691 SH DEFINED 1,2,5,7,8,10,
12,13,14 6,322,691
JUPITERMEDIA CORP COM 48207D10 4,136 233,522 SH DEFINED 1,2 233,522
K V PHARMACEUTICAL C CL A 48274020 8,025 451,588 SH DEFINED 1,2,5 451,588
K2 INC COM 48273210 8,993 788,902 SH DEFINED 1,2,6 788,902
KADANT INC COM 48282T10 5,642 281,261 SH DEFINED 1,2 281,261
KAMAN CORP CL A 48354810 9,766 477,544 SH DEFINED 1,2,6 477,544
KANA SOFTWARE INC COM NEW 48360030 23 15,008 SH DEFINED 1 15,008
KANBAY INTL INC COM 48369P20 5,916 314,683 SH DEFINED 1,2 314,683
KANSAS CITY LIFE INS COM 48483610 3,584 70,046 SH DEFINED 1,2 70,046
KANSAS CITY SOUTHERN COM NEW 48517030 28,665 1,229,725 SH DEFINED 1,2,5,6 1,229,725
KAYDON CORP COM 48658710 11,890 418,506 SH DEFINED 1,2,5,6 418,506
KB HOME COM 48666K10 159,781 2,182,797 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,182,797
KCS ENERGY INC COM 48243420 17,152 623,019 SH DEFINED 1,2,5 623,019
KEANE INC COM 48666510 11,968 1,047,066 SH DEFINED 1,2,5,13 1,047,066
KEARNY FINL CORP COM 48716910 3,048 243,869 SH DEFINED 1,2 243,869
KEITHLEY INSTRS INC COM 48758410 2,252 154,245 SH DEFINED 1,2,6 154,245
KELLOGG CO COM 48783610 354,717 7,689,503 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 7,689,503
KELLWOOD CO COM 48804410 13,013 503,395 SH DEFINED 1,2,5,6 503,395
KELLY SVCS INC CL A 48815220 9,985 325,662 SH DEFINED 1,2,5,6,13 325,662
KEMET CORP COM 48836010 13,239 1,579,821 SH DEFINED 1,2,5,13 1,579,821
KENDLE INTERNATIONAL COM 48880L10 343 12,193 SH DEFINED 1 12,193
KENNAMETAL INC COM 48917010 43,102 878,925 SH DEFINED 1,2,5,13 878,925
KENSEY NASH CORP COM 49005710 5,990 195,357 SH DEFINED 1,2,6 195,357
KERR MCGEE CORP COM 49238610 659,291 6,789,115 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,789,115
KERYX BIOPHARMACEUTI COM 49251510 4,922 312,295 SH DEFINED 1,2 312,295
KERZNER INTERNATIONA SHS P6065Y10 1,539 27,713 SH DEFINED 1,5 27,713
KEYCORP NEW COM 49326710 402,691 12,486,545 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 12,486,545
KEYNOTE SYS INC COM 49330810 3,064 236,032 SH DEFINED 1,2 236,032
KEYSPAN CORP COM 49337W10 202,136 5,495,805 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,495,805
KEYSTONE AUTOMOTIVE COM 49338N10 5,238 181,803 SH DEFINED 1,2 181,803
KFORCE INC COM 49373210 4,064 394,563 SH DEFINED 1,2,5 394,563
KFX INC COM 48245L10 12,389 724,092 SH DEFINED 1,2 724,092
KILROY RLTY CORP COM 49427F10 42,967 766,850 SH DEFINED 1,2,3,5 766,850
KIMBALL INTL INC CL B 49427410 6,628 548,259 SH DEFINED 1,2,5 548,259
KIMBERLY CLARK CORP COM 49436810 902,757 15,164,738 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 15,164,738
KIMCO REALTY CORP COM 49446R10 139,016 4,424,454 SH DEFINED 1,2,3,5,7,8,
10,12,13,14 4,424,454
KINDER MORGAN ENERGY UT LTD PAR 49455010 1,940 36,706 SH DEFINED 1,5 36,706
KINDER MORGAN INC KA COM 49455P10 293,976 3,057,154 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,057,154
KINDER MORGAN MANAGE SHS 49455U10 2,785 56,191 SH DEFINED 1,5 56,191
KINDRED HEALTHCARE I COM 49458010 20,363 683,326 SH DEFINED 1,2,5 683,326
KINETIC CONCEPTS INC COM NEW 49460W20 25,848 455,079 SH DEFINED 1,2,5,12 455,079
KING PHARMACEUTICALS COM 49558210 164,225 10,677,819 SH DEFINED 1,2,5,6,7,10,
12,13,14 10,677,819
KINROSS GOLD CORP COM NO PAR 49690240 689 89,666 SH DEFINED 1,5,7,10,12,13 89,666
KIRBY CORP COM 49726610 17,830 360,713 SH DEFINED 1,2,5,6 360,713
KIRIN BREWERY LTD SPONSORED 49735030 350 31,600 SH DEFINED 1 31,600
KIRKLANDS INC COM 49749810 188 24,724 SH DEFINED 1 24,724
KITE RLTY GROUP TR COM 49803T10 6,393 428,460 SH DEFINED 1,2,3 428,460
KKR FINL CORP COM 48247630 1,366 61,405 SH DEFINED 1 61,405
KLA-TENCOR CORP COM 48248010 249,878 5,124,654 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,124,654
KMG AMER CORP COM 48256310 1,716 214,451 SH DEFINED 1,2 214,451
KNBT BANCORP INC COM 48292110 6,755 433,819 SH DEFINED 1,2 433,819
KNIGHT CAPITAL GROUP CL A 49900510 12,371 1,488,685 SH DEFINED 1,2,5 1,488,685
KNIGHT RIDDER INC COM 49904010 109,498 1,866,021 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 1,866,021
KNIGHT TRANSN INC COM 49906410 14,835 608,983 SH DEFINED 1,2,5,6 608,983
KNOLL INC COM NEW 49890420 2,112 115,099 SH DEFINED 1,2 115,099
KNOLOGY INC COM 49918380 87 32,900 SH DEFINED 1 32,900
KOHLS CORP COM 50025510 447,967 8,927,206 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 8,927,206
KOMAG INC COM NEW 50045320 20,049 627,325 SH DEFINED 1,2,5 627,325
KONINKLIJKE AHOLD N SPON ADR N 50046730 305 40,230 SH DEFINED 1 40,230
KONINKLIJKE PHILIPS NY REG SH 50047230 2,017 75,581 SH DEFINED 1,2 75,581
KOOKMIN BK NEW SPONSORED 50049M10 56,990 961,855 SH DEFINED 1,4,5 961,855
KOPIN CORP COM 50060010 6,682 961,501 SH DEFINED 1,2,5,6 961,501
KOREA ELECTRIC PWR SPONSORED 50063110 3,496 197,391 SH DEFINED 1 197,391
KORN FERRY INTL COM NEW 50064320 14,133 862,296 SH DEFINED 1,2,5,13 862,296
KOS PHARMACEUTICALS COM 50064810 25,715 384,201 SH DEFINED 1,2 384,201
KOSAN BIOSCIENCES IN COM 50064W10 473 65,012 SH DEFINED 1,2,5 65,012
KRAFT FOODS INC CL A 50075N10 245,306 8,019,142 SH DEFINED 1,2,5,7,8,10,
12,13,14 8,019,142
KRISPY KREME DOUGHNU COM 50101410 6,640 1,060,702 SH DEFINED 1,2,5,13 1,060,702
KROGER CO COM 50104410 448,891 21,801,388 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 21,801,388
KRONOS INC COM 50105210 22,602 506,309 SH DEFINED 1,2,5,6 506,309
KRONOS WORLDWIDE INC COM 50105F10 1,646 51,867 SH DEFINED 1,2 51,867
K-SWISS INC CL A 48268610 21,941 741,990 SH DEFINED 1,2,6 741,990
KT CORP SPONSORED 48268K10 8,020 356,454 SH DEFINED 1,2 356,454
KUBOTA CORP ADR 50117320 295 8,425 SH DEFINED 1 8,425
KULICKE & SOFFA INDS COM 50124210 7,967 1,098,940 SH DEFINED 1,2,5,6 1,098,940
KVH INDS INC COM 48273810 204 20,926 SH DEFINED 1 20,926
KYOCERA CORP ADR 50155620 590 8,433 SH DEFINED 1 8,433
KYPHON INC COM 50157710 18,143 412,911 SH DEFINED 1,2,5 412,911
L S B BANCSHARES N C COM 50215810 181 10,400 SH DEFINED 1 10,400
L-3 COMMUNICATIONS H COM 50242410 292,032 3,693,330 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,693,330
LA BARGE INC COM 50247010 1,444 111,775 SH DEFINED 1,2 111,775
LA JOLLA PHARMACEUTI COM 50345910 45 59,189 SH DEFINED 1,5 59,189
LA QUINTA CORP PAIRED CTF 50419U20 24,448 2,813,391 SH DEFINED 1,2,5 2,813,391
LA Z BOY INC COM 50533610 20,136 1,526,583 SH DEFINED 1,2,5,6 1,526,583
LABONE INC NEW COM 50540L10 12,121 278,638 SH DEFINED 1,2,5,6 278,638
LABOR READY INC COM NEW 50540120 25,715 1,002,543 SH DEFINED 1,2,5,6 1,002,543
LABORATORY CORP AMER COM NEW 50540R40 182,016 3,736,727 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,736,727
LABRANCHE & CO INC COM 50544710 9,031 1,039,248 SH DEFINED 1,2,5,13 1,039,248
LACLEDE GROUP INC COM 50559710 9,540 293,622 SH DEFINED 1,2,5 293,622
LADISH INC COM NEW 50575420 190 10,900 SH DEFINED 1 10,900
LAFARGE COPPEE S A SPON ADR N 50586140 396 17,880 SH DEFINED 1 17,880
LAFARGE NORTH AMERIC COM 50586210 21,947 324,608 SH DEFINED 1,2,5,12 324,608
LAIDLAW INTL INC COM 50730R10 22,667 937,807 SH DEFINED 1,2,5 937,807
LAKELAND BANCORP INC COM 51163710 3,029 197,591 SH DEFINED 1,2 197,591
LAKELAND FINL CORP COM 51165610 3,232 78,151 SH DEFINED 1,2 78,151
LAM RESEARCH CORP COM 51280710 74,307 2,438,690 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,438,690
LAMAR ADVERTISING CO CL A 51281510 49,649 1,094,797 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,094,797
LAMSON & SESSIONS CO COM 51369610 271 14,800 SH DEFINED 1 14,800
LAN AIRLINES S A SPONSORED 50172310 349 11,233 SH DEFINED 1,7 11,233
LANCASTER COLONY COR COM 51384710 24,932 579,823 SH DEFINED 1,2,5,13 579,823
LANCE INC COM 51460610 10,043 575,192 SH DEFINED 1,2,6 575,192
LANDAMERICA FINL GRO COM 51493610 27,939 432,158 SH DEFINED 1,2,5 432,158
LANDAUER INC COM 51476K10 7,354 150,085 SH DEFINED 1,2 150,085
LANDEC CORP COM 51476610 193 26,361 SH DEFINED 1 26,361
LANDRYS RESTAURANTS COM 51508L10 9,522 324,989 SH DEFINED 1,2,6 324,989
LANDSTAR SYS INC COM 51509810 35,001 874,381 SH DEFINED 1,2,5,6 874,381
LAS VEGAS SANDS CORP COM 51783410 10,631 323,040 SH DEFINED 1,2,5 323,040
LASALLE HOTEL PPTYS COM SH BEN 51794210 28,855 837,592 SH DEFINED 1,2,3,5 837,592
LASERCARD CORP COM 51807U10 123 13,816 SH DEFINED 1 13,816
LASERSCOPE COM 51808110 6,742 239,253 SH DEFINED 1,2 239,253
LATTICE SEMICONDUCTO COM 51841510 8,251 1,927,721 SH DEFINED 1,2,5,13 1,927,721
LAUDER ESTEE COS INC CL A 51843910 57,055 1,638,098 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 1,638,098
LAUREATE EDUCATION I COM 51861310 32,979 673,450 SH DEFINED 1,2,5,12,13 673,450
LAWSON PRODS INC COM 52077610 6,775 184,504 SH DEFINED 1,2,6 184,504
LAWSON SOFTWARE INC COM 52078010 5,947 856,982 SH DEFINED 1,2 856,982
LAYNE CHRISTENSEN CO COM 52105010 2,563 108,830 SH DEFINED 1,2 108,830
LCA-VISION INC COM PAR $. 50180330 11,372 306,362 SH DEFINED 1,2,6 306,362
LEADIS TECHNOLOGY IN COM 52171N10 3,939 575,056 SH DEFINED 1,2 575,056
LEAP WIRELESS INTL I COM NEW 52186330 1,471 41,800 SH DEFINED 1 41,800
LEAPFROG ENTERPRISES CL A 52186N10 6,014 407,175 SH DEFINED 1,2,5 407,175
LEAR CORP COM 52186510 78,963 2,324,505 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,324,505
LEARNING CARE GROUP COM 52200L10 60 10,200 SH DEFINED 1 10,200
LEARNING TREE INTL I COM 52201510 1,657 125,553 SH DEFINED 1,2 125,553
LECG CORP COM 52323410 4,493 195,362 SH DEFINED 1,2 195,362
LECROY CORP COM 52324W10 1,871 125,997 SH DEFINED 1,2 125,997
LEE ENTERPRISES INC COM 52376810 28,001 659,168 SH DEFINED 1,2,5,6,13 659,168
LEGG MASON INC COM 52490110 201,920 1,840,827 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,840,827
LEGGETT & PLATT INC COM 52466010 96,595 4,781,919 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,781,919
LEHMAN BROS HLDGS IN COM 52490810 1,027,496 8,821,223 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 8,821,223
LENNAR CORP CL A 52605710 170,332 2,850,264 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,850,264
LENNOX INTL INC COM 52610710 23,933 873,157 SH DEFINED 1,2,5,6 873,157
LESCO INC OHIO COM 52687210 195 12,290 SH DEFINED 1 12,290
LEUCADIA NATL CORP COM 52728810 50,751 1,177,509 SH DEFINED 1,2,5,12,13 1,177,509
LEVEL 3 COMMUNICATIO COM 52729N10 21,899 9,439,145 SH DEFINED 1,2,5,13 9,439,145
LEVITT CORP CL A 52742P10 4,910 214,018 SH DEFINED 1,2,5 214,018
LEXAR MEDIA INC COM 52886P10 6,466 1,013,490 SH DEFINED 1,2,5 1,013,490
LEXICON GENETICS INC COM 52887210 2,890 727,920 SH DEFINED 1,2,5 727,920
LEXINGTON CORP PPTYS COM 52904310 15,603 662,563 SH DEFINED 1,2,3,5 662,563
LEXMARK INTL NEW CL A 52977110 195,460 3,201,630 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,201,630
LIBBEY INC COM 52989810 3,629 238,774 SH DEFINED 1,2,6 238,774
LIBERTY CORP S C COM 53037010 9,733 207,564 SH DEFINED 1,2,5 207,564
LIBERTY GLOBAL INC COM SER A 53055510 76,033 2,806,692 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,806,692
LIBERTY GLOBAL INC COM SER C 53055530 71,170 2,763,902 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,763,902
LIBERTY MEDIA CORP N COM SER A 53071810 261,715 32,511,139 SH DEFINED 1,2,5,7,8,10,
12,13,14 32,511,139
LIBERTY PPTY TR SH BEN INT 53117210 86,902 2,042,841 SH DEFINED 1,2,3,5,7,8,
10,12,13,14 2,042,841
LIFE TIME FITNESS IN COM 53217R20 9,094 274,410 SH DEFINED 1,2 274,410
LIFECELL CORP COM 53192710 8,377 387,267 SH DEFINED 1,2 387,267
LIFECORE BIOMEDICAL COM 53218710 156 12,875 SH DEFINED 1 12,875
LIFELINE SYS INC COM 53219210 5,140 153,752 SH DEFINED 1,2 153,752
LIFEPOINT HOSPITALS COM 53219L10 30,129 688,986 SH DEFINED 1,2,5,12,13 688,986
LIFETIME BRANDS INC COM 53222Q10 2,027 75,503 SH DEFINED 1,2 75,503
LIFEWAY FOODS INC COM 53191410 144 11,600 SH DEFINED 1 11,600
LIGHTBRIDGE INC COM 53222610 434 53,730 SH DEFINED 1,2 53,730
LILLY ELI & CO COM 53245710 1,586,795 29,648,637 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 29,648,637
LIMITED BRANDS INC COM 53271610 193,717 9,482,004 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 9,482,004
LIN TV CORP CL A 53277410 8,830 632,941 SH DEFINED 1,2 632,941
LINCARE HLDGS INC COM 53279110 72,311 1,761,546 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,761,546
LINCOLN ELEC HLDGS I COM 53390010 19,733 500,842 SH DEFINED 1,2,5 500,842
LINCOLN NATL CORP IN COM 53418710 257,461 4,949,277 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,949,277
LINDSAY MFG CO COM 53555510 3,389 153,976 SH DEFINED 1,2,5,6 153,976
LINEAR TECHNOLOGY CO COM 53567810 304,816 8,108,963 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 8,108,963
LINENS N THINGS INC COM 53567910 22,702 850,246 SH DEFINED 1,2,5,6 850,246
LIONBRIDGE TECHNOLOG COM 53625210 4,000 592,519 SH DEFINED 1,2 592,519
LITHIA MTRS INC CL A 53679710 9,937 342,890 SH DEFINED 1,2,5 342,890
LITTELFUSE INC COM 53700810 11,465 407,584 SH DEFINED 1,2,6 407,584
LIVEPERSON INC COM 53814610 56 14,789 SH DEFINED 1 14,789
LIZ CLAIBORNE INC COM 53932010 136,816 3,479,546 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,479,546
LKQ CORP COM 50188920 4,634 153,437 SH DEFINED 1,2 153,437
LLOYDS TSB GROUP PLC SPONSORED 53943910 1,926 57,962 SH DEFINED 1 57,962
LOCKHEED MARTIN CORP COM 53983010 5,150,330 84,376,308 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 84,376,308
LODGENET ENTMT CORP COM 54021110 2,803 190,276 SH DEFINED 1,2 190,276
LODGIAN INC COM PAR $. 54021P40 3,007 293,377 SH DEFINED 1,2 293,377
LOEWS CORP COM 54042410 299,821 3,244,465 SH DEFINED 1,2,5,6,10,12,
13 3,244,465
LOEWS CORP CAROLNA GP 54042420 62,224 1,570,125 SH DEFINED 1,2,5,7,10,12,
14 1,570,125
LO-JACK CORP COM 53945110 4,632 219,132 SH DEFINED 1,2 219,132
LONE STAR STEAKHOUSE COM 54230710 9,344 359,384 SH DEFINED 1,2,6 359,384
LONE STAR TECHNOLOGI COM 54231210 33,609 604,583 SH DEFINED 1,2 604,583
LONGS DRUG STORES CO COM 54316210 46,045 1,073,562 SH DEFINED 1,2,5,6 1,073,562
LONGVIEW FIBRE CO COM 54321310 18,391 943,601 SH DEFINED 1,2,5,13 943,601
LOOKSMART LTD COM 54344210 50 60,297 SH DEFINED 1 60,297
LOUDEYE CORP COM 54575410 29 32,900 SH DEFINED 1 32,900
LOUISIANA PAC CORP COM 54634710 121,504 4,388,014 SH DEFINED 1,2,5,6,7,10,
12,13,14 4,388,014
LOWES COS INC COM 54866110 3,613,040 56,103,113 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 56,103,113
LSB INDS INC COM 50216010 124 20,248 SH DEFINED 1 20,248
LSI INDS INC COM 50216C10 4,654 244,962 SH DEFINED 1,2 244,962
LSI LOGIC CORP COM 50216110 128,112 13,006,340 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 13,006,340
LTC PPTYS INC COM 50217510 9,197 433,824 SH DEFINED 1,2,3,5 433,824
LTX CORP COM 50239210 4,531 1,073,775 SH DEFINED 1,2,5,13 1,073,775
LUBRIZOL CORP COM 54927110 127,752 2,948,341 SH DEFINED 1,2,5,13 2,948,341
LUBYS INC COM 54928210 3,741 286,465 SH DEFINED 1,2 286,465
LUCENT TECHNOLOGIES COM 54946310 370,490 113,997,042 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 113,997,042
LUFKIN INDS INC COM 54976410 7,436 170,738 SH DEFINED 1,2 170,738
LUMINENT MTG CAP INC COM 55027830 4,093 542,103 SH DEFINED 1,2 542,103
LUMINEX CORP DEL COM 55027E10 3,154 314,180 SH DEFINED 1,2,5 314,180
LUXOTTICA GROUP S P SPONSORED 55068R20 10,068 404,191 SH DEFINED 1 404,191
LYDALL INC DEL COM 55081910 321 35,915 SH DEFINED 1,6 35,915
LYON WILLIAM HOMES COM 55207410 10,974 70,707 SH DEFINED 1,2 70,707
LYONDELL CHEMICAL CO COM 55207810 90,607 3,165,849 SH DEFINED 1,2,5,7,8,10,
12,13,14 3,165,849
M & F WORLDWIDE CORP COM 55254110 1,782 114,613 SH DEFINED 1,2 114,613
M & T BK CORP COM 55261F10 226,092 2,138,793 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,138,793
M D C HLDGS INC COM 55267610 29,518 374,161 SH DEFINED 1,2,5,6 374,161
M SYS FLASH DISK PIO ORD M7061C10 398 13,297 SH DEFINED 1,2,5 13,297
M/I HOMES INC COM 55305B10 11,039 203,453 SH DEFINED 1,2,6 203,453
MACATAWA BK CORP COM 55422510 3,764 110,022 SH DEFINED 1,2 110,022
MACDERMID INC COM 55427310 13,911 529,740 SH DEFINED 1,2,5 529,740
MACERICH CO COM 55438210 93,109 1,433,763 SH DEFINED 1,2,3,5,7,8,
10,12,13,14 1,433,763
MAC-GRAY CORP COM 55415310 136 10,500 SH DEFINED 1 10,500
MACK CALI RLTY CORP COM 55448910 59,279 1,319,076 SH DEFINED 1,2,3,5,13 1,319,076
MACQUARIE INFRASTRUC SH BEN INT 55607X10 1,292 45,800 SH DEFINED 1 45,800
MACROCHEM CORP DEL COM 55590310 1 10,400 SH DEFINED 1 10,400
MACROMEDIA INC COM 55610010 39,262 965,389 SH DEFINED 1,2,5,12,13 965,389
MACRONIX INTL LTD SPONSORED 55610310 18 16,729 SH DEFINED 1 16,729
MACROVISION CORP COM 55590410 16,260 851,289 SH DEFINED 1,2,5,13 851,289
MADDEN STEVEN LTD COM 55626910 6,538 285,236 SH DEFINED 1,2,5 285,236
MAF BANCORP INC COM 55261R10 18,060 440,712 SH DEFINED 1,2,5 440,712
MAGELLAN HEALTH SVCS COM NEW 55907920 14,315 407,244 SH DEFINED 1,2 407,244
MAGELLAN MIDSTREAM P COM UNIT R 55908010 2,912 84,960 SH DEFINED 1,2,5 84,960
MAGMA DESIGN AUTOMAT COM 55918110 3,732 459,598 SH DEFINED 1,2 459,598
MAGNA ENTMT CORP CL A 55921110 3,121 468,693 SH DEFINED 1,2 468,693
MAGNA INTL INC CL A 55922240 3,810 50,894 SH DEFINED 1 50,894
MAGNETEK INC COM 55942410 213 63,066 SH DEFINED 1,6 63,066
MAGUIRE PPTYS INC COM 55977510 22,756 757,273 SH DEFINED 1,2,3,5 757,273
MAGYAR TELEKOM LTD SPONSORED 55977610 254 9,853 SH DEFINED 1 9,853
MAIDENFORM BRANDS IN COM 56030510 289 21,000 SH DEFINED 1 21,000
MAIN STR BKS INC NEW COM 56034R10 5,274 196,796 SH DEFINED 1,2,5 196,796
MAINSOURCE FINANCIAL COM 56062Y10 3,412 192,443 SH DEFINED 1,2 192,443
MAIR HOLDINGS INC COM 56063510 788 135,207 SH DEFINED 1,2 135,207
MAJESCO ENTERTAINMEN COM NEW 56069020 195 146,818 SH DEFINED 1,2 146,818
MANAGEMENT NETWORK G COM 56169310 2,898 1,118,980 SH DEFINED 1 1,118,980
MANHATTAN ASSOCS INC COM 56275010 10,587 456,316 SH DEFINED 1,2,5,6 456,316
MANITOWOC INC COM 56357110 26,094 519,274 SH DEFINED 1,2,5,6 519,274
MANNATECH INC COM 56377110 2,819 237,871 SH DEFINED 1,2 237,871
MANNING GREG AUCTION COM 56382310 852 51,148 SH DEFINED 1,2 51,148
MANNKIND CORP COM 56400P20 3,586 261,927 SH DEFINED 1,2 261,927
MANOR CARE INC NEW COM 56405510 74,607 1,942,394 SH DEFINED 1,2,5,6,10,12,
13 1,942,394
MANPOWER INC COM 56418H10 63,989 1,441,514 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,441,514
MANTECH INTL CORP CL A 56456310 7,327 277,435 SH DEFINED 1,2,6 277,435
MANUGISTICS GROUP IN COM 56501110 190 95,930 SH DEFINED 1,5 95,930
MANULIFE FINL CORP COM 56501R10 10,257 192,365 SH DEFINED 1,5,7,13 192,365
MAPINFO CORP COM 56510510 3,235 264,067 SH DEFINED 1,2,5,6 264,067
MARATHON OIL CORP COM 56584910 896,947 13,012,437 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 13,012,437
MARCHEX INC CL B 56624R10 3,584 216,420 SH DEFINED 1,2 216,420
MARCUS CORP COM 56633010 7,589 378,669 SH DEFINED 1,2,6 378,669
MARINE PRODS CORP COM 56842710 1,736 157,384 SH DEFINED 1,2 157,384
MARINEMAX INC COM 56790810 3,968 155,681 SH DEFINED 1,2 155,681
MARITRANS INC COM 57036310 3,750 117,186 SH DEFINED 1,2 117,186
MARKEL CORP COM 57053510 28,373 85,849 SH DEFINED 1,2,5,12 85,849
MARKETAXESS HLDGS IN COM 57060D10 3,988 293,266 SH DEFINED 1,2 293,266
MARKWEST ENERGY PART UNIT LTD P 57075910 474 9,300 SH DEFINED 1 9,300
MARKWEST HYDROCARBON COM 57076210 1,705 68,212 SH DEFINED 1,2 68,212
MARLIN BUSINESS SVCS COM 57115710 1,519 65,908 SH DEFINED 1,2 65,908
MARRIOTT INTL INC NE CL A 57190320 400,051 6,350,014 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,350,014
MARSH & MCLENNAN COS COM 57174810 443,915 14,607,260 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 14,607,260
MARSH SUPERMARKETS I CL B 57178320 153 12,883 SH DEFINED 1 12,883
MARSHALL & ILSLEY CO COM 57183410 231,539 5,321,503 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,321,503
MARSHALL EDWARDS INC COM 57232230 437 75,170 SH DEFINED 1,2 75,170
MARTEK BIOSCIENCES C COM 57290110 18,468 525,718 SH DEFINED 1,2,5,13 525,718
MARTEN TRANS LTD COM 57307510 2,944 116,374 SH DEFINED 1,2 116,374
MARTHA STEWART LIVIN CL A 57308310 6,622 264,683 SH DEFINED 1,2 264,683
MARTIN MARIETTA MATL COM 57328410 98,442 1,254,680 SH DEFINED 1,2,5,12,13 1,254,680
MARVELL TECHNOLOGY G ORD G5876H10 63,337 1,373,598 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,373,598
MASCO CORP COM 57459910 385,602 12,568,519 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 12,568,519
MASSBANK CORP READ M COM 57615210 240 7,233 SH DEFINED 1,2 7,233
MASSEY ENERGY CORP COM 57620610 50,182 982,603 SH DEFINED 1,2,5,7,8,10,
12,13,14 982,603
MASTEC INC COM 57632310 4,101 376,206 SH DEFINED 1,2,5 376,206
MATERIAL SCIENCES CO COM 57667410 234 15,558 SH DEFINED 1 15,558
MATRIA HEALTHCARE IN COM NEW 57681720 8,971 237,652 SH DEFINED 1,2,5 237,652
MATRITECH INC COM 57681810 34 53,200 SH DEFINED 1,5 53,200
MATRIX SVC CO COM 57685310 279 34,702 SH DEFINED 1 34,702
MATRIXONE INC COM 57685P30 3,377 641,960 SH DEFINED 1,2,5 641,960
MATSUSHITA ELEC INDL ADR 57687920 1,777 103,836 SH DEFINED 1 103,836
MATTEL INC COM 57708110 178,437 10,697,682 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 10,697,682
MATTHEWS INTL CORP CL A 57712810 24,538 649,163 SH DEFINED 1,2,5 649,163
MATTSON TECHNOLOGY I COM 57722310 3,790 504,660 SH DEFINED 1,2 504,660
MAUI LD & PINEAPPLE COM 57734510 1,499 49,903 SH DEFINED 1,2 49,903
MAVERICK TUBE CORP COM 57791410 16,987 566,237 SH DEFINED 1,2,5 566,237
MAX RE CAPITAL LTD H SHS G6052F10 321 12,950 SH DEFINED 1,5 12,950
MAXIM INTEGRATED PRO COM 57772K10 363,083 8,513,092 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 8,513,092
MAXIM PHARMACEUTICAL COM 57772M10 49 36,535 SH DEFINED 1,5 36,535
MAXIMUS INC COM 57793310 11,109 310,743 SH DEFINED 1,2,5,6 310,743
MAXTOR CORP COM NEW 57772920 14,533 3,310,491 SH DEFINED 1,2,5 3,310,491
MAXWELL TECHNOLOGIES COM 57776710 179 12,665 SH DEFINED 1 12,665
MAXYGEN INC COM 57777610 3,302 398,260 SH DEFINED 1,2 398,260
MAYTAG CORP COM 57859210 42,803 2,344,071 SH DEFINED 1,2,5,6,10,13 2,344,071
MB FINANCIAL INC NEW COM 55264U10 13,730 352,229 SH DEFINED 1,2 352,229
MBIA INC COM 55262C10 237,241 3,913,572 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,913,572
MBNA CORP COM 55262L10 846,790 34,366,469 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 34,366,469
MBT FINL CORP COM 57887710 3,062 166,135 SH DEFINED 1,2 166,135
MCAFEE INC COM 57906410 170,457 5,425,119 SH DEFINED 1,2,5,7,10,12,
13,14 5,425,119
MCCLATCHY CO CL A 57948910 11,100 170,163 SH DEFINED 1,2,5 170,163
MCCORMICK & CO INC COM NON VT 57978020 125,615 3,849,689 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,849,689
MCCORMICK & SCHMICKS COM 57979310 1,458 69,011 SH DEFINED 1,2 69,011
MCDATA CORP CL A 58003120 12,603 2,405,176 SH DEFINED 1,2,5,13 2,405,176
MCDERMOTT INTL INC COM 58003710 3,359 91,763 SH DEFINED 1,2,5 91,763
MCDONALDS CORP COM 58013510 1,477,141 44,106,916 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 44,106,916
MCG CAPITAL CORP COM 58047P10 10,252 607,713 SH DEFINED 1,2 607,713
MCGRATH RENTCORP COM 58058910 7,603 268,384 SH DEFINED 1,2 268,384
MCGRAW HILL COS INC COM 58064510 552,031 11,491,080 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 11,491,080
MCI INC COM 55269110 61,600 2,424,227 SH DEFINED 1,2,5,12 2,424,227
MCKESSON CORP COM 58155Q10 600,266 12,650,504 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 12,650,504
MCMORAN EXPLORATION COM 58241110 4,992 256,780 SH DEFINED 1,2 256,780
MDS INC COM 55269P30 204 11,348 SH DEFINED 1 11,348
MDU RES GROUP INC COM 55269010 54,316 1,523,603 SH DEFINED 1,2,5,12,13 1,523,603
MEADE INSTRUMENTS CO COM 58306210 110 41,208 SH DEFINED 1,6 41,208
MEADOWBROOK INS GROU COM 58319P10 133 23,753 SH DEFINED 1 23,753
MEADWESTVACO CORP COM 58333410 139,781 5,060,871 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,060,871
MEASUREMENT SPECIALT COM 58342110 2,981 140,626 SH DEFINED 1,2 140,626
MECHANICAL TECHNOLOG COM 58353810 133 34,518 SH DEFINED 1 34,518
MECHEL STEEL GROUP O SPONSORED 58384010 4,032 110,530 SH DEFINED 1,2,5,7 110,530
MEDALLION FINL CORP COM 58392810 233 23,550 SH DEFINED 1,2 23,550
MEDAREX INC COM 58391610 13,404 1,407,947 SH DEFINED 1,2,5 1,407,947
MEDCATH CORP COM 58404W10 2,726 114,770 SH DEFINED 1,2 114,770
MEDCO HEALTH SOLUTIO COM 58405U10 471,627 8,601,623 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 8,601,623
MEDIA GEN INC CL A 58440410 24,849 428,359 SH DEFINED 1,2,6,13 428,359
MEDIACOM COMMUNICATI CL A 58446K10 6,170 836,093 SH DEFINED 1,2,5 836,093
MEDICAL ACTION INDS COM 58449L10 293 17,100 SH DEFINED 1 17,100
MEDICAL STAFFING NET COM 58463F10 212 36,080 SH DEFINED 1,2 36,080
MEDICINES CO COM 58468810 21,749 945,198 SH DEFINED 1,2,5 945,198
MEDICIS PHARMACEUTIC CL A NEW 58469030 30,232 928,487 SH DEFINED 1,2,5,6 928,487
MEDIMMUNE INC COM 58469910 223,892 6,653,542 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,653,542
MEDIS TECHNOLOGIES L COM 58500P10 3,317 184,776 SH DEFINED 1,2 184,776
MEDTRONIC INC COM 58505510 1,917,745 35,765,478 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 35,765,478
MELLON FINL CORP COM 58551A10 358,637 11,217,928 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 11,217,928
MEMC ELECTR MATLS IN COM 55271510 79,693 3,496,856 SH DEFINED 1,2,5,13 3,496,856
MENS WEARHOUSE INC COM 58711810 20,849 780,855 SH DEFINED 1,2,5,6 780,855
MENTOR CORP MINN COM 58718810 31,137 566,018 SH DEFINED 1,2,5,6,12 566,018
MENTOR GRAPHICS CORP COM 58720010 11,682 1,358,407 SH DEFINED 1,2,5,13 1,358,407
MERCANTILE BANK CORP COM 58737610 3,571 83,452 SH DEFINED 1,2,5 83,452
MERCANTILE BANKSHARE COM 58740510 70,887 1,315,647 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,315,647
MERCER INTL INC SH BEN INT 58805610 2,738 331,088 SH DEFINED 1,2 331,088
MERCK & CO INC COM 58933110 2,011,545 73,926,684 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 73,926,684
MERCURY COMPUTER SYS COM 58937810 9,236 351,836 SH DEFINED 1,2,5,6 351,836
MERCURY GENL CORP NE COM 58940010 49,222 820,497 SH DEFINED 1,2,5,12,13 820,497
MERCURY INTERACTIVE COM 58940510 92,080 2,325,264 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,325,264
MEREDITH CORP COM 58943310 49,262 987,405 SH DEFINED 1,2,5,6,10,13 987,405
MERGE TECHNOLOGIES I COM 58998110 3,177 185,870 SH DEFINED 1,2 185,870
MERIDIAN BIOSCIENCE COM 58958410 6,911 333,885 SH DEFINED 1,2 333,885
MERIDIAN GOLD INC COM 58997510 3,375 154,035 SH DEFINED 1,2,12 154,035
MERIDIAN RESOURCE CO COM 58977Q10 6,796 1,629,631 SH DEFINED 1,2,5 1,629,631
MERISTAR HOSPITALITY COM 58984Y10 19,401 2,124,939 SH DEFINED 1,2,3,5 2,124,939
MERIT MED SYS INC COM 58988910 7,211 406,500 SH DEFINED 1,2,6 406,500
MERITAGE HOMES CORP COM 59001A10 22,517 293,731 SH DEFINED 1,2,5,6 293,731
MERIX CORP COM 59004910 140 25,003 SH DEFINED 1,2 25,003
MERRILL LYNCH & CO I COM 59018810 5,291,265 86,247,189 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 86,247,189
MESA AIR GROUP INC COM 59047910 3,656 443,152 SH DEFINED 1,2,6 443,152
MESTEK INC COM 59082910 343 27,789 SH DEFINED 1,2 27,789
METAL MGMT INC COM NEW 59109720 6,229 245,719 SH DEFINED 1,2 245,719
METALS USA INC COM NEW 59132420 4,544 222,082 SH DEFINED 1,2 222,082
METASOLV INC COM 59139P10 179 54,836 SH DEFINED 1 54,836
METHODE ELECTRS INC COM 59152020 7,696 668,078 SH DEFINED 1,2,6 668,078
METLIFE INC COM 59156R10 1,135,117 22,779,782 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 22,779,782
METRIS COS INC COM 59159810 14,588 997,114 SH DEFINED 1,2,5 997,114
METROCORP BANCSHARES COM 59165010 227 9,700 SH DEFINED 1 9,700
METROLOGIC INSTRS IN COM 59167610 6,004 330,060 SH DEFINED 1,2 330,060
METTLER TOLEDO INTER COM 59268810 37,083 727,407 SH DEFINED 1,2,5,10,12 727,407
MFA MTG INVTS INC COM 55272X10 6,391 1,042,536 SH DEFINED 1,2 1,042,536
MGE ENERGY INC COM 55277P10 9,915 271,583 SH DEFINED 1,2 271,583
MGI PHARMA INC COM 55288010 27,065 1,164,601 SH DEFINED 1,2,5,6 1,164,601
MGIC INVT CORP WIS COM 55284810 188,525 2,936,521 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,936,521
MGM MIRAGE COM 55295310 73,697 1,683,729 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,683,729
MICHAELS STORES INC COM 59408710 156,255 4,726,415 SH DEFINED 1,2,5,7,8,10,
12,13,14 4,726,415
MICREL INC COM 59479310 19,890 1,771,106 SH DEFINED 1,2,5,13 1,771,106
MICRO LINEAR CORP COM 59485010 49 12,300 SH DEFINED 1 12,300
MICRO THERAPEUTICS I COM 59500W10 503 90,030 SH DEFINED 1,2 90,030
MICROCHIP TECHNOLOGY COM 59501710 112,775 3,744,204 SH DEFINED 1,2,5,7,8,10,
12,13,14 3,744,204
MICROMUSE INC COM 59509410 7,870 998,695 SH DEFINED 1,2,5 998,695
MICRON TECHNOLOGY IN COM 59511210 209,601 15,759,448 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 15,759,448
MICROS SYS INC COM 59490110 25,949 593,117 SH DEFINED 1,2,6 593,117
MICROSEMI CORP COM 59513710 26,374 1,032,636 SH DEFINED 1,2,5,6 1,032,636
MICROSOFT CORP COM 59491810 7,089,275 275,525,634 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 275,525,634
MICROSTRATEGY INC CL A NEW 59497240 25,214 358,721 SH DEFINED 1,2,5 358,721
MICROTEK MEDICAL HLD COM 59515B10 171 46,113 SH DEFINED 1,5 46,113
MICROTUNE INC DEL COM 59514P10 3,363 539,814 SH DEFINED 1,2 539,814
MICROVISION INC WASH COM 59496010 182 30,810 SH DEFINED 1 30,810
MID-AMER APT CMNTYS COM 59522J10 26,962 579,704 SH DEFINED 1,2,3 579,704
MIDAS GROUP INC COM 59562610 6,142 308,931 SH DEFINED 1,2,6 308,931
MIDDLEBY CORP COM 59627810 4,967 68,517 SH DEFINED 1,2 68,517
MIDDLESEX WATER CO COM 59668010 3,403 151,588 SH DEFINED 1,2,5 151,588
MIDLAND CO COM 59748610 5,841 162,105 SH DEFINED 1,2 162,105
MID-STATE BANCSHARES COM 59544010 8,442 306,867 SH DEFINED 1,2 306,867
MIDWAY GAMES INC COM 59814810 4,187 275,638 SH DEFINED 1,2 275,638
MIDWEST AIR GROUP IN COM 59791110 45 21,289 SH DEFINED 1 21,289
MIDWEST BANC HOLDING COM 59825110 3,781 163,943 SH DEFINED 1,2 163,943
MIKOHN GAMING CORP COM 59862K10 3,630 273,161 SH DEFINED 1,2 273,161
MILACRON INC COM 59870910 325 182,428 SH DEFINED 1,2,5,6 182,428
MILLENNIUM CELL INC COM 60038B10 30 14,948 SH DEFINED 1 14,948
MILLENNIUM PHARMACEU COM 59990210 53,462 5,730,074 SH DEFINED 1,2,5,7,8,10,
12,13,14 5,730,074
MILLER HERMAN INC COM 60054410 28,985 956,616 SH DEFINED 1,2,5,6,12,13 956,616
MILLIPORE CORP COM 60107310 83,242 1,323,608 SH DEFINED 1,2,5,6,10,12,
13 1,323,608
MILLS CORP COM 60114810 68,541 1,244,399 SH DEFINED 1,2,3,5,10,12 1,244,399
MINDSPEED TECHNOLOGI COM 60268210 441 182,976 SH DEFINED 1,2,5 182,976
MINE SAFETY APPLIANC COM 60272010 13,306 343,827 SH DEFINED 1,2,5 343,827
MINERALS TECHNOLOGIE COM 60315810 64,091 1,120,279 SH DEFINED 1,2,5,13 1,120,279
MIPS TECHNOLOGIES IN COM 60456710 3,516 514,765 SH DEFINED 1,2 514,765
MISSION WEST PPTYS I COM 60520310 454 45,220 SH DEFINED 1,3,5 45,220
MITSUBISHI TOKYO FIN ADR 60681610 15,036 1,153,919 SH DEFINED 1 1,153,919
MITSUI & CO LTD ADR 60682720 801 3,188 SH DEFINED 1 3,188
MITTAL STEEL CO N V NY REG SH 60684P10 218 7,581 SH DEFINED 1,5 7,581
MIVA INC COM 55311R10 305 50,570 SH DEFINED 1,5,6 50,570
MKS INSTRUMENT INC COM 55306N10 9,772 567,159 SH DEFINED 1,2,5 567,159
MOBILE MINI INC COM 60740F10 9,540 220,068 SH DEFINED 1,2,5,6 220,068
MOBILE TELESYSTEMS O SPONSORED 60740910 41,347 1,016,388 SH DEFINED 1,4,5 1,016,388
MOBILITY ELECTRONICS COM 60741U10 3,173 297,697 SH DEFINED 1,2 297,697
MOBIUS MGMT SYSTEMS COM 60692510 99 18,840 SH DEFINED 1 18,840
MOCON INC COM 60749410 101 10,400 SH DEFINED 1 10,400
MODINE MFG CO COM 60782810 25,615 698,329 SH DEFINED 1,2,5,6,13 698,329
MODTECH HLDGS INC COM 60783C10 141 14,467 SH DEFINED 1 14,467
MOHAWK INDS INC COM 60819010 69,892 870,928 SH DEFINED 1,2,5,7,8,10,
12,13,14 870,928
MOLECULAR DEVICES CO COM 60851C10 4,962 237,526 SH DEFINED 1,2 237,526
MOLEX INC COM 60855410 103,379 3,874,771 SH DEFINED 1,2,5,6,10,12,
13 3,874,771
MOLEX INC CL A 60855420 2,604 101,279 SH DEFINED 1,5,12 101,279
MOLINA HEALTHCARE IN COM 60855R10 3,719 148,812 SH DEFINED 1,2 148,812
MOLSON COORS BREWING CL B 60871R20 83,848 1,309,920 SH DEFINED 1,2,5,6,10,12,
13 1,309,920
MOMENTA PHARMACEUTIC COM 60877T10 4,721 173,248 SH DEFINED 1,2 173,248
MONACO COACH CORP COM 60886R10 10,962 743,675 SH DEFINED 1,2,6 743,675
MONARCH CASINO & RES COM 60902710 1,651 97,186 SH DEFINED 1,2 97,186
MONEYGRAM INTL INC COM 60935Y10 33,255 1,531,803 SH DEFINED 1,2,5,12,13 1,531,803
MONMOUTH REAL ESTATE CL A 60972010 123 14,986 SH DEFINED 1,3 14,986
MONOGRAM BIOSCIENCES COM 60975U10 3,132 1,332,705 SH DEFINED 1,2 1,332,705
MONOLITHIC PWR SYS I COM 60983910 2,335 274,975 SH DEFINED 1,2 274,975
MONOLITHIC SYS TECHN COM 60984210 238 43,560 SH DEFINED 1,2 43,560
MONRO MUFFLER BRAKE COM 61023610 3,290 125,224 SH DEFINED 1,2,5 125,224
MONSANTO CO NEW COM 61166W10 608,470 9,696,728 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 9,696,728
MONSTER WORLDWIDE IN COM 61174210 87,204 2,839,609 SH DEFINED 1,2,5,6,10,12,
13 2,839,609
MONTPELIER RE HOLDIN SHS G6218510 1,221 49,115 SH DEFINED 1,2,5 49,115
MOODYS CORP COM 61536910 377,090 7,382,342 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 7,382,342
MOOG INC CL A 61539420 16,526 559,832 SH DEFINED 1,2,6 559,832
MORGAN STANLEY COM NEW 61744644 4,754,158 88,137,892 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 88,137,892
MORGAN STANLEY INDIA COM 61745C10 4,148 96,329 SH DEFINED 7 96,329
MORNINGSTAR INC COM 61770010 3,260 101,869 SH DEFINED 1,2 101,869
MORTGAGEIT HLDGS INC COM 61915Q10 3,972 279,340 SH DEFINED 1,2 279,340
MOSAIC CO COM 61945A10 18,433 1,150,595 SH DEFINED 1,2,5 1,150,595
MOTIVE INC COM 61980V10 1,278 201,584 SH DEFINED 1,2 201,584
MOTOROLA INC COM 62007610 1,654,651 75,108,977 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 75,108,977
MOVADO GROUP INC COM 62458010 5,061 270,359 SH DEFINED 1,2 270,359
MOVIE GALLERY INC COM 62458110 5,191 499,619 SH DEFINED 1,2,6 499,619
MPS GROUP INC COM 55340910 22,243 1,884,994 SH DEFINED 1,2,5,13 1,884,994
MRO SOFTWARE INC COM 55347W10 7,637 453,523 SH DEFINED 1,2,5,6 453,523
MRV COMMUNICATIONS I COM 55347710 2,876 1,350,213 SH DEFINED 1,2,5 1,350,213
MSC INDL DIRECT INC CL A 55353010 13,521 407,628 SH DEFINED 1,2,5 407,628
MTC TECHNOLOGIES INC COM 55377A10 3,553 111,116 SH DEFINED 1,2 111,116
MTI TECHNOLOGY CORP COM 55390310 26 13,700 SH DEFINED 1 13,700
MTR GAMING GROUP INC COM 55376910 2,310 288,425 SH DEFINED 1,2,5 288,425
MTS SYS CORP COM 55377710 14,539 384,934 SH DEFINED 1,2,6 384,934
MUELLER INDS INC COM 62475610 15,992 575,872 SH DEFINED 1,2,5,6 575,872
MULTI FINELINE ELECT COM 62541B10 2,602 88,897 SH DEFINED 1,2 88,897
MULTIMEDIA GAMES INC COM 62545310 4,175 429,944 SH DEFINED 1,2,5,6 429,944
MUNICIPAL MTG & EQUI GROWTH SHS 62624B10 266 10,648 SH DEFINED 1,5 10,648
MURPHY OIL CORP COM 62671710 206,217 4,135,083 SH DEFINED 1,2,5,6,10,12,
13 4,135,083
MYERS INDS INC COM 62846410 4,129 354,746 SH DEFINED 1,2 354,746
MYLAN LABS INC COM 62853010 107,217 5,566,797 SH DEFINED 1,2,5,6,10,12,
13 5,566,797
MYOGEN INC COM 62856E10 9,542 406,040 SH DEFINED 1,2 406,040
MYRIAD GENETICS INC COM 62855J10 8,821 403,510 SH DEFINED 1,2,5 403,510
NABI BIOPHARMACEUTIC COM 62951910 10,581 807,717 SH DEFINED 1,2,5 807,717
NABORS INDUSTRIES LT SHS G6359F10 311,336 4,334,348 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,334,348
NACCO INDS INC CL A 62957910 8,847 77,297 SH DEFINED 1,2 77,297
NALCO HOLDING COMPAN COM 62985Q10 12,765 756,667 SH DEFINED 1,2,5 756,667
NANOGEN INC COM 63007510 1,580 492,111 SH DEFINED 1,2 492,111
NANOPHASE TCHNOLOGIE COM 63007910 122 20,950 SH DEFINED 1 20,950
NAPCO SEC SYS INC COM 63040210 1,112 81,500 SH DEFINED 1,2 81,500
NAPSTER INC COM 63079710 210 52,392 SH DEFINED 1,6 52,392
NARA BANCORP INC COM 63080P10 3,763 251,680 SH DEFINED 1,2,5 251,680
NASB FINL INC COM 62896810 1,569 39,222 SH DEFINED 1,2 39,222
NASDAQ STOCK MARKET COM 63110310 20,241 798,462 SH DEFINED 1,2 798,462
NASH FINCH CO COM 63115810 18,165 430,541 SH DEFINED 1,2,6 430,541
NASTECH PHARMACEUTIC COM PAR $0 63172840 3,371 238,367 SH DEFINED 1,2 238,367
NATCO GROUP INC CL A 63227W20 489 19,300 SH DEFINED 1,2 19,300
NATIONAL AUSTRALIA B SPONSORED 63252540 1,536 12,224 SH DEFINED 1 12,224
NATIONAL BEVERAGE CO COM 63501710 858 110,586 SH DEFINED 1,2 110,586
NATIONAL BK GREECE S SPONSORED 63364340 804 101,315 SH DEFINED 1 101,315
NATIONAL CITY CORP COM 63540510 561,024 16,777,042 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 16,777,042
NATIONAL FINL PARTNE COM 63607P20 19,029 421,563 SH DEFINED 1,2 421,563
NATIONAL FUEL GAS CO COM 63618010 50,498 1,476,549 SH DEFINED 1,2,5,13 1,476,549
NATIONAL HEALTH INVS COM 63633D10 8,952 324,245 SH DEFINED 1,2,3 324,245
NATIONAL HEALTH REAL COM 63590510 1,583 81,532 SH DEFINED 1,2,3,5 81,532
NATIONAL HEALTHCARE COM 63590610 3,234 92,407 SH DEFINED 1,2,5 92,407
NATIONAL INSTRS CORP COM 63651810 17,771 721,221 SH DEFINED 1,2,5,13 721,221
NATIONAL INTERSTATE COM 63654U10 648 37,472 SH DEFINED 1 37,472
NATIONAL OILWELL VAR COM 63707110 317,857 4,830,647 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,830,647
NATIONAL PENN BANCSH COM 63713810 11,191 449,629 SH DEFINED 1,2,5 449,629
NATIONAL PRESTO INDS COM 63721510 3,670 85,735 SH DEFINED 1,2,5,6 85,735
NATIONAL R V HLDGS I COM 63727710 59 11,211 SH DEFINED 1 11,211
NATIONAL SEMICONDUCT COM 63764010 410,695 15,675,372 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 15,675,372
NATIONAL WESTN LIFE CL A 63852210 7,195 34,060 SH DEFINED 1,2 34,060
NATIONWIDE FINL SVCS CL A 63861210 28,858 720,553 SH DEFINED 1,2,5,10 720,553
NATIONWIDE HEALTH PP COM 63862010 21,688 930,813 SH DEFINED 1,2,3,5 930,813
NATURAL ALTERNATIVES COM NEW 63884230 98 14,200 SH DEFINED 1 14,200
NATURAL RESOURCE PAR COM UNIT L 63900P10 250 4,000 SH DEFINED 1 4,000
NATURES SUNSHINE PRO COM 63902710 5,945 255,818 SH DEFINED 1,2,6 255,818
NAUTILUS INC COM 63910B10 12,467 564,883 SH DEFINED 1,2,5,6 564,883
NAVARRE CORP COM 63920810 1,558 269,167 SH DEFINED 1,2 269,167
NAVIGANT CONSULTING COM 63935N10 11,722 611,771 SH DEFINED 1,2 611,771
NAVIGATORS GROUP INC COM 63890410 9,158 245,379 SH DEFINED 1,2 245,379
NAVISTAR INTL CORP N COM 63934E10 53,747 1,657,338 SH DEFINED 1,2,5,6,10,13 1,657,338
NAVTEQ CORP COM 63936L10 39,959 799,980 SH DEFINED 1,2,5,12 799,980
NBC CAP CORP COM 62872910 2,533 101,002 SH DEFINED 1,2,5 101,002
NBT BANCORP INC COM 62877810 9,792 415,251 SH DEFINED 1,2,5 415,251
NBTY INC COM 62878210 26,571 1,130,702 SH DEFINED 1,2,5,6 1,130,702
NCI BUILDING SYS INC COM 62885210 11,868 290,956 SH DEFINED 1,2,6 290,956
NCO GROUP INC COM 62885810 9,685 469,022 SH DEFINED 1,2,6 469,022
NCR CORP NEW COM 62886E10 153,017 4,795,271 SH DEFINED 1,2,5,6,10,12,
13 4,795,271
NDCHEALTH CORP COM 63948010 10,705 565,817 SH DEFINED 1,2,5,6 565,817
NEC CORP ADR 62905020 590 108,900 SH DEFINED 1 108,900
NEENAH PAPER INC COM 64007910 6,076 207,367 SH DEFINED 1,2,5 207,367
NEIMAN MARCUS GROUP CL A 64020420 59,036 590,657 SH DEFINED 1,2,5,12,13 590,657
NEIMAN MARCUS GROUP CL B 64020430 1,244 12,460 SH DEFINED 1,5,12 12,460
NEKTAR THERAPEUTICS COM 64026810 19,515 1,151,330 SH DEFINED 1,2,5 1,151,330
NELNET INC CL A 64031N10 11,921 313,640 SH DEFINED 1,2 313,640
NELSON THOMAS INC COM 64037610 3,962 211,205 SH DEFINED 1,2,5,6 211,205
NEOFORMA COM INC COM NEW 64047550 133 15,553 SH DEFINED 1 15,553
NEOPHARM INC COM 64091910 2,878 232,060 SH DEFINED 1,2 232,060
NEORX CORP COM PAR $0 64052030 17 18,667 SH DEFINED 1 18,667
NEOSE TECHNOLOGIES I COM 64052210 62 26,364 SH DEFINED 1 26,364
NEOWARE SYS INC COM 64065P10 3,211 191,800 SH DEFINED 1,5 191,800
NESS TECHNOLOGIES IN COM 64104X10 1,729 172,944 SH DEFINED 1,2 172,944
NET2PHONE COM 64108N10 45 25,658 SH DEFINED 1 25,658
NETBANK INC COM 64093310 5,857 704,760 SH DEFINED 1,2,5 704,760
NETFLIX COM INC COM 64110L10 12,779 491,696 SH DEFINED 1,2,5 491,696
NETGEAR INC COM 64111Q10 14,599 606,755 SH DEFINED 1,2,6 606,755
NETIQ CORP COM 64115P10 9,642 787,746 SH DEFINED 1,2,5 787,746
NETLOGIC MICROSYSTEM COM 64118B10 2,543 117,804 SH DEFINED 1,2 117,804
NETRATINGS INC COM 64116M10 2,320 152,406 SH DEFINED 1,2 152,406
NETSCOUT SYS INC COM 64115T10 1,718 316,440 SH DEFINED 1,2 316,440
NETWORK APPLIANCE IN COM 64120L10 229,713 9,676,206 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 9,676,206
NETWORK ENGINES INC COM 64121A10 21 14,419 SH DEFINED 1 14,419
NETWORK EQUIP TECHNO COM 64120810 210 45,621 SH DEFINED 1,6 45,621
NEUROCRINE BIOSCIENC COM 64125C10 24,358 495,174 SH DEFINED 1,2,5 495,174
NEUROGEN CORP COM 64124E10 1,726 250,807 SH DEFINED 1,2 250,807
NEUROMETRIX INC COM 64125510 1,403 47,112 SH DEFINED 1,2 47,112
NEUSTAR INC CL A 64126X20 1,875 58,600 SH DEFINED 1 58,600
NEW BRUNSWICK SCIENT COM 64287610 111 18,520 SH DEFINED 1 18,520
NEW CENTURY FINANCIA COM 6435EV10 27,377 754,812 SH DEFINED 1,2,5 754,812
NEW FRONTIER MEDIA I COM 64439810 119 19,757 SH DEFINED 1 19,757
NEW JERSEY RES COM 64602510 16,458 357,933 SH DEFINED 1,2,5 357,933
NEW PLAN EXCEL RLTY COM 64805310 48,529 2,114,563 SH DEFINED 1,2,3,5,13 2,114,563
NEW RIV PHARMACEUTIC COM 64846820 4,182 87,241 SH DEFINED 1,2 87,241
NEW YORK & CO INC COM 64929510 2,263 137,973 SH DEFINED 1,2 137,973
NEW YORK CMNTY BANCO COM 64944510 65,071 3,967,716 SH DEFINED 1,2,5,7,8,10,
12,13,14 3,967,716
NEW YORK TIMES CO CL A 65011110 119,652 4,021,909 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,021,909
NEWALLIANCE BANCSHAR COM 65020310 21,128 1,443,159 SH DEFINED 1,2,5 1,443,159
NEWCASTLE INVT CORP COM 65105M10 14,902 534,115 SH DEFINED 1,2 534,115
NEWELL RUBBERMAID IN COM 65122910 202,181 8,926,329 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 8,926,329
NEWFIELD EXPL CO COM 65129010 102,727 2,092,190 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,092,190
NEWMARKET CORP COM 65158710 3,980 229,524 SH DEFINED 1,2,5 229,524
NEWMONT MINING CORP COM 65163910 587,096 12,446,391 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 12,446,391
NEWPARK RES INC COM PAR $. 65171850 9,521 1,130,788 SH DEFINED 1,2 1,130,788
NEWPORT CORP COM 65182410 9,927 712,633 SH DEFINED 1,2,5,13 712,633
NEWS CORP CL A 65248E10 1,017,976 65,296,755 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 65,296,755
NEWS CORP CL B 65248E20 42,987 2,605,253 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,605,253
NEXSTAR BROADCASTING CL A 65336K10 92 16,100 SH DEFINED 1 16,100
NEXTEL PARTNERS INC CL A 65333F10 30,733 1,224,433 SH DEFINED 1,2,5,12 1,224,433
NGP CAP RES CO COM 62912R10 2,694 178,866 SH DEFINED 1,2 178,866
NIC INC COM 62914B10 2,360 360,242 SH DEFINED 1,2 360,242
NICOR INC COM 65408610 60,007 1,427,726 SH DEFINED 1,2,5,6,10,13 1,427,726
NIDEC CORP SPONSORED 65409010 8,086 265,114 SH DEFINED 1 265,114
NII HLDGS INC CL B NEW 62913F20 60,521 716,643 SH DEFINED 1,2,5,7,8,10,
12,13,14 716,643
NIKE INC CL B 65410610 435,427 5,330,893 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,330,893
NISOURCE INC COM 65473P10 214,500 8,845,344 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 8,845,344
NISSAN MOTORS SPONSORED 65474440 795 34,588 SH DEFINED 1 34,588
NITROMED INC COM 65479850 3,256 180,900 SH DEFINED 1,2 180,900
NL INDS INC COM NEW 62915640 2,130 113,359 SH DEFINED 1,2 113,359
NMS COMMUNICATIONS C COM 62924810 225 60,772 SH DEFINED 1 60,772
NMT MED INC COM 62929410 299 27,112 SH DEFINED 1 27,112
NN INC COM 62933710 2,449 204,248 SH DEFINED 1,2 204,248
NOBLE CORPORATION SHS G6542210 278,440 4,067,199 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,067,199
NOBLE ENERGY INC COM 65504410 129,119 2,753,080 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,753,080
NOBLE INTL LTD COM 65505310 1,811 74,954 SH DEFINED 1,2 74,954
NOKIA CORP SPONSORED 65490220 8,614 509,392 SH DEFINED 1,2 509,392
NORDSON CORP COM 65566310 19,639 516,409 SH DEFINED 1,2,5,13 516,409
NORDSTROM INC COM 65566410 296,707 8,645,309 SH DEFINED 1,2,5,6,10,12,
13 8,645,309
NORFOLK SOUTHERN COR COM 65584410 475,930 11,733,982 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 11,733,982
NORSK HYDRO A S SPONSORED 65653160 266 2,390 SH DEFINED 1 2,390
NORTEL NETWORKS CORP COM 65656810 1,969 604,115 SH DEFINED 1,2,5 604,115
NORTH AMERN SCIENTIF COM 65715D10 34 13,000 SH DEFINED 1 13,000
NORTH FORK BANCORPOR COM 65942410 323,758 12,696,387 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 12,696,387
NORTH PITTSBURGH SYS COM 66156210 6,102 298,979 SH DEFINED 1,2 298,979
NORTHEAST UTILS COM 66439710 41,331 2,071,712 SH DEFINED 1,2,5,10,12,13 2,071,712
NORTHERN BORDER PART UNIT LTD P 66478510 486 10,160 SH DEFINED 1,5 10,160
NORTHERN EMPIRE BANC COM 66511210 2,092 83,960 SH DEFINED 1,2 83,960
NORTHERN TR CORP COM 66585910 255,656 5,057,491 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,057,491
NORTHFIELD LABS INC COM 66613510 3,409 264,241 SH DEFINED 1,2 264,241
NORTHROP GRUMMAN COR COM 66680710 1,843,546 33,919,889 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 33,919,889
NORTHSTAR RLTY FIN C COM 66704R10 2,120 225,731 SH DEFINED 1,2,3 225,731
NORTHWEST AIRLS CORP CL A 66728010 12 18,640 SH DEFINED 1,2,5 18,640
NORTHWEST BANCORP IN COM 66732810 5,190 244,221 SH DEFINED 1,2 244,221
NORTHWEST NAT GAS CO COM 66765510 17,738 476,565 SH DEFINED 1,2,5 476,565
NORTHWESTERN CORP COM NEW 66807430 12,490 413,698 SH DEFINED 1,2 413,698
NOVAMED INC DEL COM 66986W10 99 14,552 SH DEFINED 1 14,552
NOVARTIS A G SPONSORED 66987V10 4,076 79,928 SH DEFINED 1,2 79,928
NOVASTAR FINL INC COM 66994740 12,237 370,936 SH DEFINED 1,2 370,936
NOVATEL WIRELESS INC COM NEW 66987M60 4,784 330,628 SH DEFINED 1,2 330,628
NOVAVAX INC COM 67000210 47 26,866 SH DEFINED 1 26,866
NOVELIS INC COM 67000X10 1,971 91,945 SH DEFINED 1 91,945
NOVELL INC COM 67000610 65,300 8,765,075 SH DEFINED 1,2,5,6,10,13 8,765,075
NOVELLUS SYS INC COM 67000810 88,279 3,519,892 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,519,892
NOVEN PHARMACEUTICAL COM 67000910 5,000 357,119 SH DEFINED 1,2,6 357,119
NOVO-NORDISK A S ADR 67010020 948 19,115 SH DEFINED 1 19,115
NPS PHARMACEUTICALS COM 62936P10 5,165 510,869 SH DEFINED 1,2,5 510,869
NRG ENERGY INC COM NEW 62937750 31,482 739,021 SH DEFINED 1,2,5 739,021
NS GROUP INC COM 62891610 19,920 507,517 SH DEFINED 1,2,5 507,517
NSTAR COM 67019E10 43,315 1,497,744 SH DEFINED 1,2,5,12,13 1,497,744
NTL INC DEL COM 62940M10 61,393 919,058 SH DEFINED 1,2,5,7,8,10,
12,13,14 919,058
NTN COMMUNUNICATIONS COM NEW 62941030 36 23,400 SH DEFINED 1 23,400
NTT DOCOMO INC SPONS ADR 62942M20 1,357 75,456 SH DEFINED 1 75,456
NU HORIZONS ELECTRS COM 66990810 92 12,690 SH DEFINED 1 12,690
NU SKIN ENTERPRISES CL A 67018T10 12,776 670,660 SH DEFINED 1,2 670,660
NUCO2 INC COM 62942810 3,092 120,095 SH DEFINED 1,2 120,095
NUCOR CORP COM 67034610 348,874 5,914,119 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,914,119
NUTRACEUTICAL INTL C COM 67060Y10 229 16,100 SH DEFINED 1 16,100
NUTRI SYS INC NEW COM 67069D10 7,382 295,057 SH DEFINED 1,2 295,057
NUVASIVE INC COM 67070410 3,134 167,222 SH DEFINED 1,2 167,222
NUVEEN INVTS INC CL A 67090F10 26,968 684,639 SH DEFINED 1,2,5 684,639
NUVELO INC COM NEW 67072M30 4,587 477,861 SH DEFINED 1,2 477,861
NVIDIA CORP COM 67066G10 159,954 4,666,099 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,666,099
NVR INC COM 62944T10 213,901 241,710 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 241,710
NYFIX INC COM 67071210 325 56,307 SH DEFINED 1,5,6 56,307
NYMAGIC INC COM 62948410 2,476 101,759 SH DEFINED 1,2 101,759
O CHARLEYS INC COM 67082310 4,999 349,323 SH DEFINED 1,2,6 349,323
O REILLY AUTOMOTIVE COM 68609110 37,564 1,332,999 SH DEFINED 1,2,5,12,13 1,332,999
OAK HILL FINL INC COM 67133710 288 9,581 SH DEFINED 1 9,581
OAKLEY INC COM 67366210 6,622 381,910 SH DEFINED 1,2,5 381,910
OCA INC COM 67083Q10 968 645,159 SH DEFINED 1,2,5 645,159
OCCIDENTAL PETE CORP COM 67459910 1,211,497 14,181,163 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 14,181,163
OCCULOGIX INC COM 67461T10 564 88,261 SH DEFINED 1 88,261
OCEANEERING INTL INC COM 67523210 20,997 393,121 SH DEFINED 1,2,5 393,121
OCEANFIRST FINL CORP COM 67523410 3,240 134,220 SH DEFINED 1,2 134,220
OCTEL CORP COM 67572710 3,206 192,296 SH DEFINED 1,2,5 192,296
OCWEN FINL CORP COM 67574610 4,396 633,405 SH DEFINED 1,2 633,405
ODYSSEY HEALTHCARE I COM 67611V10 14,754 869,391 SH DEFINED 1,2,5,6 869,391
ODYSSEY MARINE EXPLO COM 67611810 1,416 383,870 SH DEFINED 1,2 383,870
ODYSSEY RE HLDGS COR COM 67612W10 4,199 164,394 SH DEFINED 1,2 164,394
OFFICE DEPOT INC COM 67622010 263,241 8,863,345 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 8,863,345
OFFICEMAX INC DEL COM 67622P10 75,445 2,382,210 SH DEFINED 1,2,5,6,10,12,
13 2,382,210
OFFSHORE LOGISTICS I COM 67625510 10,790 291,626 SH DEFINED 1,2 291,626
OGE ENERGY CORP COM 67083710 45,511 1,619,596 SH DEFINED 1,2,5,6,13 1,619,596
OHIO CAS CORP COM 67724010 33,144 1,222,117 SH DEFINED 1,2,5,13 1,222,117
OIL STS INTL INC COM 67802610 18,661 513,925 SH DEFINED 1,2 513,925
OLD DOMINION FGHT LI COM 67958010 9,320 278,297 SH DEFINED 1,2,6 278,297
OLD NATL BANCORP IND COM 68003310 22,116 1,042,223 SH DEFINED 1,2,5 1,042,223
OLD REP INTL CORP COM 68022310 116,267 4,359,453 SH DEFINED 1,2,5,7,8,10,
12,13,14 4,359,453
OLD SECOND BANCORP I COM 68027710 5,509 184,628 SH DEFINED 1,2 184,628
OLIN CORP COM PAR $1 68066520 23,940 1,260,664 SH DEFINED 1,2,5,13 1,260,664
OLYMPIC STEEL INC COM 68162K10 611 34,954 SH DEFINED 1 34,954
OM GROUP INC COM 67087210 11,855 588,921 SH DEFINED 1,2,5 588,921
OMEGA FINL CORP COM 68209210 4,813 171,696 SH DEFINED 1,2,5 171,696
OMEGA FLEX INC COM 68209510 444 27,789 SH DEFINED 1,2 27,789
OMEGA HEALTHCARE INV COM 68193610 9,555 686,424 SH DEFINED 1,2,3 686,424
OMEGA PROTEIN CORP COM 68210P10 158 20,760 SH DEFINED 1 20,760
OMI CORP NEW COM Y6476W10 2,673 149,561 SH DEFINED 1,2,5 149,561
OMNICARE INC COM 68190410 100,175 1,781,515 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,781,515
OMNICELL INC COM 68213N10 2,916 299,700 SH DEFINED 1 299,700
OMNICOM GROUP INC COM 68191910 419,223 5,012,830 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,012,830
OMNIVISION TECHNOLOG COM 68212810 13,673 1,083,454 SH DEFINED 1,2,5 1,083,454
OMNOVA SOLUTIONS INC COM 68212910 470 107,617 SH DEFINED 1 107,617
ON ASSIGNMENT INC COM 68215910 475 55,525 SH DEFINED 1,6 55,525
ON SEMICONDUCTOR COR COM 68218910 9,241 1,794,464 SH DEFINED 1,2 1,794,464
ON2 TECHNOLOGIES INC COM 68338A10 22 26,200 SH DEFINED 1 26,200
ONE LIBERTY PPTYS IN COM 68240610 2,303 115,689 SH DEFINED 1,2,3 115,689
ONEOK INC NEW COM 68268010 57,023 1,676,149 SH DEFINED 1,2,5,13 1,676,149
ONLINE RES CORP COM 68273G10 2,637 249,291 SH DEFINED 1,2 249,291
ONYX PHARMACEUTICALS COM 68339910 11,296 452,393 SH DEFINED 1,2,5 452,393
ONYX SOFTWARE CORP COM NEW 68340220 37 10,307 SH DEFINED 1 10,307
OPEN JT STK CO-VIMPE SPONSORED 68370R10 6,259 140,846 SH DEFINED 1,2,5,7 140,846
OPEN SOLUTIONS INC COM 68371P10 4,683 214,606 SH DEFINED 1,2 214,606
OPENTV CORP CL A G6754310 152 53,118 SH DEFINED 1 53,118
OPENWAVE SYS INC COM NEW 68371830 15,663 871,118 SH DEFINED 1,2,5 871,118
OPLINK COMMUNICATION COM 68375Q10 2,113 1,389,999 SH DEFINED 1,2 1,389,999
OPNET TECHNOLOGIES I COM 68375710 299 35,484 SH DEFINED 1,2,5 35,484
OPSWARE INC COM 68383A10 4,768 918,743 SH DEFINED 1,2,5 918,743
OPTICAL COMMUNICATIO CL A 68382T10 286 152,104 SH DEFINED 1,2 152,104
OPTION CARE INC COM 68394810 4,552 310,956 SH DEFINED 1,2,5 310,956
OPTIONSXPRESS HLDGS COM 68401010 5,015 263,375 SH DEFINED 1,2 263,375
ORACLE CORP COM 68389X10 1,389,985 112,095,590 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 112,095,590
ORASURE TECHNOLOGIES COM 68554V10 8,044 851,269 SH DEFINED 1,2,5 851,269
ORBITAL SCIENCES COR COM 68556410 9,102 728,134 SH DEFINED 1,2 728,134
ORBOTECH LTD ORD M7525310 774 30,919 SH DEFINED 1,2,5,7 30,919
ORCHID CELLMARK INC COM 68573C10 2,296 270,086 SH DEFINED 1,2 270,086
OREGON STL MLS INC COM 68607910 13,305 476,887 SH DEFINED 1,2 476,887
ORIENTAL FINL GROUP COM 68618W10 3,743 305,817 SH DEFINED 1,2 305,817
ORIGEN FINL INC COM 68619E20 1,120 147,973 SH DEFINED 1,2 147,973
ORIX CORP SPONSORED 68633010 1,203 13,275 SH DEFINED 1 13,275
ORLEANS HOMEBUILDERS COM 68658810 876 35,542 SH DEFINED 1 35,542
ORMAT TECHNOLOGIES I COM 68668810 1,164 52,599 SH DEFINED 1,2 52,599
ORTHOFIX INTL N V COM N6748L10 327 7,494 SH DEFINED 1 7,494
ORTHOLOGIC CORP COM 68750J10 220 57,331 SH DEFINED 1,5 57,331
ORTHOVITA INC COM 68750U10 128 30,000 SH DEFINED 1 30,000
OSCIENT PHARMACEUTIC COM 68812R10 162 76,380 SH DEFINED 1 76,380
OSHKOSH TRUCK CORP COM 68823920 39,550 916,350 SH DEFINED 1,2,5,6,10 916,350
OSI PHARMACEUTICALS COM 67104010 13,269 453,788 SH DEFINED 1,2,5,12 453,788
OSI SYSTEMS INC COM 67104410 2,863 181,212 SH DEFINED 1,2 181,212
OSTEOTECH INC COM 68858210 282 49,236 SH DEFINED 1,5,6 49,236
OTTER TAIL CORP COM 68964810 11,882 384,039 SH DEFINED 1,2,5 384,039
OUTBACK STEAKHOUSE I COM 68989910 33,923 926,861 SH DEFINED 1,2,5,12,13 926,861
OUTDOOR CHANNEL HLDG COM NEW 69002720 988 66,954 SH DEFINED 1,2 66,954
OVERLAND STORAGE INC COM 69031010 164 20,140 SH DEFINED 1 20,140
OVERSEAS SHIPHOLDING COM 69036810 47,925 821,611 SH DEFINED 1,2,10,13 821,611
OVERSTOCK COM INC DE COM 69037010 5,500 143,403 SH DEFINED 1,2,5 143,403
OWENS & MINOR INC NE COM 69073210 18,201 620,153 SH DEFINED 1,2,5,6 620,153
OWENS ILL INC COM NEW 69076840 186,971 9,067,444 SH DEFINED 1,2,5,7,8,10,
12,13,14 9,067,444
OXFORD INDS INC COM 69149730 10,192 225,876 SH DEFINED 1,2,6 225,876
OXIGENE INC COM 69182810 106 20,129 SH DEFINED 1 20,129
P A M TRANSN SVCS IN COM 69314910 980 60,624 SH DEFINED 1,2 60,624
P C CONNECTION COM 69318J10 103 18,975 SH DEFINED 1 18,975
P F CHANGS CHINA BIS COM 69333Y10 21,919 488,926 SH DEFINED 1,2,6 488,926
P T TELEKOMUNIKASI I SPONSORED 71568410 1,717 82,505 SH DEFINED 1,2 82,505
PAB BANKSHARES INC COM 69313P10 219 14,000 SH DEFINED 1,2 14,000
PACCAR INC COM 69371810 301,571 4,442,057 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,442,057
PACER INTL INC TENN COM 69373H10 16,790 636,960 SH DEFINED 1,2 636,960
PACIFIC CAP BANCORP COM 69404P10 20,581 618,236 SH DEFINED 1,2,5 618,236
PACIFIC ENERGY PARTN COM UNIT 69422R10 793 24,899 SH DEFINED 1,2 24,899
PACIFIC ETHANOL INC COM 69423U10 1,212 117,474 SH DEFINED 1,2 117,474
PACIFIC SUNWEAR CALI COM 69487310 45,570 2,125,459 SH DEFINED 1,2,5,13 2,125,459
PACIFICARE HEALTH SY COM 69511210 89,855 1,126,286 SH DEFINED 1,2,5,12,13 1,126,286
PACKAGING CORP AMER COM 69515610 18,032 929,001 SH DEFINED 1,2,5,13 929,001
PACKETEER INC COM 69521010 8,330 663,734 SH DEFINED 1,2 663,734
PACTIV CORP COM 69525710 73,668 4,204,783 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,204,783
PAC-WEST TELECOM INC COM 69371Y10 9 11,491 SH DEFINED 1 11,491
PAIN THERAPEUTICS IN COM 69562K10 2,203 350,305 SH DEFINED 1,2 350,305
PAINCARE HLDGS INC COM 69562E10 1,587 423,174 SH DEFINED 1,2 423,174
PALATIN TECHNOLOGIES COM NEW 69607730 110 47,960 SH DEFINED 1 47,960
PALL CORP COM 69642930 89,261 3,245,840 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,245,840
PALM HARBOR HOMES COM 69663910 4,050 208,462 SH DEFINED 1,2 208,462
PALM INC NEW COM 69664310 30,532 1,077,713 SH DEFINED 1,2,5 1,077,713
PALMSOURCE INC COM 69715410 386 21,385 SH DEFINED 1,5 21,385
PALOMAR MED TECHNOLO COM NEW 69752930 4,807 183,267 SH DEFINED 1,2 183,267
PAN PACIFIC RETAIL P COM 69806L10 50,044 759,389 SH DEFINED 1,2,3,5 759,389
PANACOS PHARMACEUTIC COM 69811Q10 401 41,139 SH DEFINED 1 41,139
PANAMSAT HLDG CORP COM 69831Y10 8,940 369,442 SH DEFINED 1,2 369,442
PANERA BREAD CO CL A 69840W10 20,157 393,850 SH DEFINED 1,2,5,6 393,850
PANTRY INC COM 69865710 21,598 577,939 SH DEFINED 1,2 577,939
PAPA JOHNS INTL INC COM 69881310 22,247 443,879 SH DEFINED 1,2,6 443,879
PAR PHARMACEUTICAL C COM 69888P10 18,305 687,653 SH DEFINED 1,2,5,13 687,653
PAR TECHNOLOGY CORP COM 69888410 859 37,353 SH DEFINED 1,2 37,353
PARALLEL PETE CORP D COM 69915710 5,789 413,522 SH DEFINED 1,2 413,522
PARAMETRIC TECHNOLOG COM 69917310 63,768 9,148,854 SH DEFINED 1,2,5,6,10,13 9,148,854
PAREXEL INTL CORP COM 69946210 7,400 368,331 SH DEFINED 1,2,6 368,331
PARK ELECTROCHEMICAL COM 70041620 7,320 274,686 SH DEFINED 1,2,6 274,686
PARK NATL CORP COM 70065810 18,790 173,544 SH DEFINED 1,2,5 173,544
PARK OHIO HLDGS CORP COM 70066610 210 11,968 SH DEFINED 1 11,968
PARKER DRILLING CO COM 70108110 11,209 1,209,197 SH DEFINED 1,2,5 1,209,197
PARKER HANNIFIN CORP COM 70109410 220,911 3,435,094 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,435,094
PARKVALE FINL CORP COM 70149210 272 9,932 SH DEFINED 1 9,932
PARKWAY PPTYS INC COM 70159Q10 14,289 304,535 SH DEFINED 1,2,3 304,535
PARLUX FRAGRANCES IN COM 70164510 2,825 96,947 SH DEFINED 1,2 96,947
PARTNER COMMUNICATIO ADR 70211M10 146 16,979 SH DEFINED 1,7 16,979
PARTNERRE LTD COM G6852T10 22,563 352,269 SH DEFINED 1,5,7,8,10,12,
13,14 352,269
PARTNERS TR FINL GRO COM 70213F10 6,644 577,237 SH DEFINED 1,2,5 577,237
PARTY CITY CORP COM 70214510 2,299 135,852 SH DEFINED 1,2,5 135,852
PATHMARK STORES INC COM 70322A10 7,069 626,671 SH DEFINED 1,2 626,671
PATRICK INDS INC COM 70334310 116 10,800 SH DEFINED 1 10,800
PATTERSON COMPANIES COM 70339510 84,491 2,110,697 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,110,697
PATTERSON UTI ENERGY COM 70348110 98,593 2,732,631 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,732,631
PAULA FINL DEL COM 70358810 35 14,600 SH DEFINED 1 14,600
PAXAR CORP COM 70422710 8,233 488,622 SH DEFINED 1,2,6 488,622
PAXSON COMMUNICATION COM 70423110 18 38,921 SH DEFINED 1 38,921
PAYCHEX INC COM 70432610 334,322 9,013,800 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 9,013,800
PAYLESS SHOESOURCE I COM 70437910 34,338 1,973,431 SH DEFINED 1,2,5,13 1,973,431
PC-TEL INC COM 69325Q10 545 58,004 SH DEFINED 1,2,6 58,004
PDF SOLUTIONS INC COM 69328210 4,572 275,447 SH DEFINED 1,2,5 275,447
PEABODY ENERGY CORP COM 70454910 177,815 2,108,056 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,108,056
PEAPACK-GLADSTONE FI COM 70469910 2,564 93,426 SH DEFINED 1,2 93,426
PEARSON PLC SPONSORED 70501510 501 42,679 SH DEFINED 1 42,679
PEDIATRIX MED GROUP COM 70532410 29,533 384,447 SH DEFINED 1,2,5,6 384,447
PEETS COFFEE & TEA I COM 70556010 7,882 257,495 SH DEFINED 1,2,6 257,495
PEGASUS SOLUTIONS IN COM 70590610 2,687 299,203 SH DEFINED 1,2,6 299,203
PEGASYSTEMS INC COM 70557310 740 123,462 SH DEFINED 1,2 123,462
PEMSTAR INC COM 70655210 56 51,824 SH DEFINED 1,5 51,824
PENN NATL GAMING INC COM 70756910 22,105 710,549 SH DEFINED 1,2,5 710,549
PENN VA CORP COM 70788210 15,062 260,997 SH DEFINED 1,2 260,997
PENN VA RESOURCES PA COM 70788410 1,321 24,700 SH DEFINED 1,2 24,700
PENNEY J C INC COM 70816010 1,657,420 34,951,927 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 34,951,927
PENNFED FINL SVCS IN COM 70816710 2,335 127,729 SH DEFINED 1,2 127,729
PENNSYLVANIA COMM BA COM 70867710 1,800 50,440 SH DEFINED 1,2 50,440
PENNSYLVANIA RL ESTA SH BEN INT 70910210 33,048 783,494 SH DEFINED 1,2,3,5 783,494
PENTAIR INC COM 70963110 58,769 1,610,098 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,610,098
PENWEST PHARMACEUTIC COM 70975410 4,673 266,567 SH DEFINED 1,2 266,567
PEOPLES BANCORP INC COM 70978910 4,607 166,751 SH DEFINED 1,2 166,751
PEOPLES BK BRIDGEPOR COM 71019810 19,638 677,645 SH DEFINED 1,2,5,12 677,645
PEOPLES ENERGY CORP COM 71103010 49,363 1,253,517 SH DEFINED 1,2,5,6,10,13 1,253,517
PEP BOYS MANNY MOE & COM 71327810 13,814 998,126 SH DEFINED 1,2,5,6 998,126
PEPCO HOLDINGS INC COM 71329110 80,708 3,468,319 SH DEFINED 1,2,5,7,8,10,
12,13,14 3,468,319
PEPSI BOTTLING GROUP COM 71340910 454,016 15,902,497 SH DEFINED 1,2,5,6,7,10,
12,13,14 15,902,497
PEPSIAMERICAS INC COM 71343P20 26,218 1,153,472 SH DEFINED 1,2,5,6,12,13 1,153,472
PEPSICO INC COM 71344810 2,778,529 48,995,402 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 48,995,402
PEREGRINE PHARMACEUT COM 71366110 475 474,797 SH DEFINED 1,5 474,797
PERFORMANCE FOOD GRO COM 71375510 27,462 870,965 SH DEFINED 1,2,5,6 870,965
PERFORMANCE TECHNOLO COM 71376K10 127 17,817 SH DEFINED 1 17,817
PERICOM SEMICONDUCTO COM 71383110 2,915 330,141 SH DEFINED 1,2,6 330,141
PERINI CORP COM 71383910 4,007 220,143 SH DEFINED 1,2 220,143
PERKINELMER INC COM 71404610 68,965 3,385,594 SH DEFINED 1,2,5,6,10,12,
13 3,385,594
PERMA-FIX ENVIRONMEN COM 71415710 52 23,800 SH DEFINED 1 23,800
PEROT SYS CORP CL A 71426510 21,551 1,523,056 SH DEFINED 1,2,5 1,523,056
PERRIGO CO COM 71429010 22,006 1,537,809 SH DEFINED 1,2,5,13 1,537,809
PER-SE TECHNOLOGIES COM NEW 71356930 11,958 578,784 SH DEFINED 1,2 578,784
PERVASIVE SOFTWARE I COM 71571010 80 19,100 SH DEFINED 1 19,100
PETCO ANIMAL SUPPLIE COM NEW 71601620 14,768 697,922 SH DEFINED 1,2,5 697,922
PETROBRAS ENERGIA PA SP ADR B S 71646M10 2,980 184,659 SH DEFINED 1,2,5,7 184,659
PETRO-CDA COM 71644E10 4,063 97,365 SH DEFINED 1,5,7,8 97,365
PETROCHINA CO LTD SPONSORED 71646E10 3,204 38,432 SH DEFINED 1 38,432
PETROHAWK ENERGY COR COM 71649510 9,647 669,477 SH DEFINED 1,2 669,477
PETROLEO BRASILEIRO SPONSORED 71654V10 46,733 733,065 SH DEFINED 1,2 733,065
PETROLEO BRASILEIRO SPONSORED 71654V40 68,353 956,114 SH DEFINED 1,2,4,5 956,114
PETROLEUM DEV CORP COM 71657810 9,514 248,160 SH DEFINED 1,2,5 248,160
PETROLEUM HELICOPTER COM NON VT 71660420 232 7,493 SH DEFINED 1 7,493
PETROQUEST ENERGY IN COM 71674810 5,686 544,669 SH DEFINED 1,2 544,669
PETSMART INC COM 71676810 53,061 2,436,215 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,436,215
PFF BANCORP INC COM 69331W10 12,220 403,842 SH DEFINED 1,2 403,842
PFIZER INC COM 71708110 5,750,998 230,316,299 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 230,316,299
PG&E CORP COM 69331C10 571,897 14,570,612 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 14,570,612
PHARMACEUTICAL PROD COM 71712410 37,446 651,113 SH DEFINED 1,2,5,6,12 651,113
PHARMACYCLICS INC COM 71693310 195 21,588 SH DEFINED 1 21,588
PHARMION CORP COM 71715B40 7,539 345,668 SH DEFINED 1,2 345,668
PHARMOS CORP COM PAR $. 71713930 36 16,733 SH DEFINED 1 16,733
PHASE FORWARD INC COM 71721R40 2,822 258,171 SH DEFINED 1,2 258,171
PHELPS DODGE CORP COM 71726510 539,557 4,152,678 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,152,678
PHH CORP COM NEW 69332020 29,634 1,079,173 SH DEFINED 1,2,5,13 1,079,173
PHILADELPHIA CONS HL COM 71752810 15,969 188,088 SH DEFINED 1,2,5 188,088
PHILIPPINE LONG DIST SPONSORED 71825260 5,022 164,930 SH DEFINED 1,2,7 164,930
PHILLIPS VAN HEUSEN COM 71859210 26,603 857,618 SH DEFINED 1,2,6 857,618
PHOENIX COS INC NEW COM 71902E10 22,265 1,824,964 SH DEFINED 1,2,5 1,824,964
PHOENIX TECHNOLOGY L COM 71915310 1,883 250,085 SH DEFINED 1,2,6 250,085
PHOTON DYNAMICS INC COM 71936410 4,572 238,769 SH DEFINED 1,2,6 238,769
PHOTRONICS INC COM 71940510 19,273 993,455 SH DEFINED 1,2,5,6 993,455
PICO HLDGS INC COM NEW 69336620 4,886 139,036 SH DEFINED 1,2 139,036
PIEDMONT NAT GAS INC COM 72018610 16,180 642,812 SH DEFINED 1,2,5 642,812
PIER 1 IMPORTS INC COM 72027910 18,242 1,618,641 SH DEFINED 1,2,5,13 1,618,641
PIKE ELEC CORP COM 72128310 626 33,400 SH DEFINED 1 33,400
PILGRIMS PRIDE CORP COM 72146710 67,020 1,841,209 SH DEFINED 1,2,7,10,12,14 1,841,209
PINNACLE AIRL CORP COM 72344310 2,378 365,824 SH DEFINED 1,2 365,824
PINNACLE ENTMT INC COM 72345610 12,365 674,579 SH DEFINED 1,2,5,6 674,579
PINNACLE FINL PARTNE COM 72346Q10 2,027 80,482 SH DEFINED 1,2 80,482
PINNACLE WEST CAP CO COM 72348410 131,414 2,981,269 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,981,269
PIONEER CORP JAPAN SPONSORED 72364610 210 14,775 SH DEFINED 1 14,775
PIONEER COS INC COM NEW 72364330 2,821 117,257 SH DEFINED 1,2 117,257
PIONEER DRILLING CO COM 72365510 5,014 256,866 SH DEFINED 1,2 256,866
PIONEER NAT RES CO COM 72378710 145,947 2,657,455 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,657,455
PIPER JAFFRAY COS COM 72407810 8,797 294,614 SH DEFINED 1,2,5 294,614
PITNEY BOWES INC COM 72447910 255,326 6,117,061 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,117,061
PIXAR COM 72581110 25,101 563,948 SH DEFINED 1,2,5,6,12 563,948
PIXELWORKS INC COM 72581M10 4,696 712,524 SH DEFINED 1,2,5 712,524
PLACER DOME INC COM 72590610 1,104 64,392 SH DEFINED 1,5 64,392
PLACER SIERRA BANCSH COM 72607910 2,031 73,944 SH DEFINED 1,2 73,944
PLAINS ALL AMERN PIP UNIT LTD P 72650310 2,718 63,767 SH DEFINED 1,5 63,767
PLAINS EXPL& PRODTN COM 72650510 42,107 983,356 SH DEFINED 1,2,5,12,13 983,356
PLANAR SYS INC COM 72690010 3,570 434,360 SH DEFINED 1,2,5,6 434,360
PLANTRONICS INC NEW COM 72749310 25,848 838,960 SH DEFINED 1,2,5,12,13 838,960
PLATINUM UNDERWRITER COM G7127P10 360 12,040 SH DEFINED 1,5 12,040
PLATO LEARNING INC COM 72764Y10 210 27,567 SH DEFINED 1 27,567
PLAYBOY ENTERPRISES CL B 72811730 3,661 259,678 SH DEFINED 1,2 259,678
PLAYTEX PRODS INC COM 72813P10 8,172 742,903 SH DEFINED 1,2 742,903
PLEXUS CORP COM 72913210 14,096 824,837 SH DEFINED 1,2,5,13 824,837
PLUG POWER INC COM 72919P10 4,041 594,237 SH DEFINED 1,2,5 594,237
PLUM CREEK TIMBER CO COM 72925110 184,742 4,873,173 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,873,173
PLUMTREE SOFTWARE IN COM 72940Q10 123 22,480 SH DEFINED 1 22,480
PLX TECHNOLOGY INC COM 69341710 2,398 287,558 SH DEFINED 1,2 287,558
PMA CAP CORP CL A 69341920 3,802 433,056 SH DEFINED 1,2,5 433,056
PMC COML TR SH BEN INT 69343410 235 17,465 SH DEFINED 1,2 17,465
PMC-SIERRA INC COM 69344F10 42,275 4,798,530 SH DEFINED 1,2,5,6,10,13 4,798,530
PMI GROUP INC COM 69344M10 59,204 1,484,935 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,484,935
PNC FINL SVCS GROUP COM 69347510 491,755 8,475,605 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 8,475,605
PNM RES INC COM 69349H10 29,736 1,037,177 SH DEFINED 1,2,5,13 1,037,177
POGO PRODUCING CO COM 73044810 70,415 1,194,692 SH DEFINED 1,2,5,12,13 1,194,692
POINT THERAPEUTICS I COM 73069410 43 10,341 SH DEFINED 1 10,341
POLARIS INDS INC COM 73106810 32,063 647,092 SH DEFINED 1,2,5,6,12 647,092
POLO RALPH LAUREN CO CL A 73157210 35,136 698,523 SH DEFINED 1,2,5,12,13 698,523
POLYCOM INC COM 73172K10 28,810 1,781,684 SH DEFINED 1,2,5,12,13 1,781,684
POLYMEDICA CORP COM 73173810 12,637 361,664 SH DEFINED 1,2,6 361,664
POLYONE CORP COM 73179P10 8,468 1,397,366 SH DEFINED 1,2,5 1,397,366
POMEROY IT SOLUTIONS COM 73182210 176 15,501 SH DEFINED 1,2 15,501
POPE & TALBOT INC COM 73282710 2,759 270,220 SH DEFINED 1,2,5 270,220
POPULAR INC COM 73317410 58,973 2,434,887 SH DEFINED 1,2,5,12 2,434,887
PORTALPLAYER INC COM 73618720 8,750 318,983 SH DEFINED 1,2 318,983
PORTFOLIO RECOVERY A COM 73640Q10 15,204 352,099 SH DEFINED 1,2 352,099
PORTUGAL TELECOM SGP SPONSORED 73727310 360 39,603 SH DEFINED 1 39,603
POSCO SPONSORED 69348310 6,538 115,586 SH DEFINED 1,5 115,586
POSSIS MEDICAL INC COM 73740710 2,884 263,168 SH DEFINED 1,2,6 263,168
POST PPTYS INC COM 73746410 33,755 906,168 SH DEFINED 1,2,3,5 906,168
POTLATCH CORP COM 73762810 34,122 654,678 SH DEFINED 1,2,5,13 654,678
POWELL INDS INC COM 73912810 3,792 173,222 SH DEFINED 1,2 173,222
POWER INTEGRATIONS I COM 73927610 9,384 431,657 SH DEFINED 1,2,5,6 431,657
POWER-ONE INC COM 73930810 5,220 942,230 SH DEFINED 1,2,5 942,230
POWERWAVE TECHNOLOGI COM 73936310 23,940 1,842,989 SH DEFINED 1,2,5,13 1,842,989
POZEN INC COM 73941U10 4,174 379,761 SH DEFINED 1,2,5 379,761
PPG INDS INC COM 69350610 286,887 4,846,880 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,846,880
PPL CORP COM 69351T10 387,128 11,974,261 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 11,974,261
PRA INTL COM 69353C10 5,046 166,482 SH DEFINED 1,2 166,482
PRAECIS PHARMACEUTIC COM 73942110 36 76,247 SH DEFINED 1,5 76,247
PRAXAIR INC COM 74005P10 437,286 9,123,420 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 9,123,420
PRE PAID LEGAL SVCS COM 74006510 8,185 211,508 SH DEFINED 1,2,6 211,508
PRECISION CASTPARTS COM 74018910 116,820 2,199,999 SH DEFINED 1,2,5,10,12,13 2,199,999
PREFERRED BK LOS ANG COM 74036710 1,332 33,154 SH DEFINED 1,2 33,154
PREFORMED LINE PRODS COM 74044410 1,156 24,492 SH DEFINED 1,2 24,492
PREMIERE GLOBAL SVCS COM 74058510 13,755 1,681,508 SH DEFINED 1,2 1,681,508
PREMIERWEST BANCORP COM 74092110 1,773 117,392 SH DEFINED 1,2 117,392
PRENTISS PPTYS TR SH BEN INT 74070610 39,082 962,623 SH DEFINED 1,2,3,5 962,623
PRESIDENTIAL LIFE CO COM 74088410 6,057 336,522 SH DEFINED 1,2 336,522
PRESSTEK INC COM 74111310 5,322 410,038 SH DEFINED 1,2 410,038
PRESTIGE BRANDS HLDG COM 74112D10 4,493 364,731 SH DEFINED 1,2 364,731
PRG-SCHULTZ INTERNAT COM 69357C10 1,965 655,129 SH DEFINED 1,2,6 655,129
PRICE COMMUNICATIONS COM NEW 74143730 10,601 644,423 SH DEFINED 1,2,5 644,423
PRICE T ROWE GROUP I COM 74144T10 220,342 3,374,297 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,374,297
PRICELINE COM INC COM NEW 74150340 8,077 418,080 SH DEFINED 1,2,5 418,080
PRICESMART INC COM 74151110 99 11,750 SH DEFINED 1 11,750
PRIDE INTL INC DEL COM 74153Q10 86,452 3,032,333 SH DEFINED 1,2,5,10,12,13 3,032,333
PRIMEDIA INC COM 74157K10 7,943 1,942,163 SH DEFINED 1,2,5 1,942,163
PRIMUS TELECOMMUNICA COM 74192910 78 76,402 SH DEFINED 1 76,402
PRINCETON REVIEW INC COM 74235210 239 39,793 SH DEFINED 1,5 39,793
PRINCIPAL FINANCIAL COM 74251V10 380,348 8,029,292 SH DEFINED 1,2,5,6,10,12,
13 8,029,292
PRIORITY HEALTHCARE CL B 74264T10 15,447 554,463 SH DEFINED 1,2,5,6 554,463
PRIVATEBANCORP INC COM 74296210 7,776 226,844 SH DEFINED 1,2,5 226,844
PROASSURANCE CORP COM 74267C10 25,112 538,071 SH DEFINED 1,2,5 538,071
PROCTER & GAMBLE CO COM 74271810 4,638,246 78,006,148 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 78,006,148
PROGENICS PHARMACEUT COM 74318710 4,487 189,239 SH DEFINED 1,2 189,239
PROGRESS ENERGY INC COM 74326310 992,467 22,178,038 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 22,178,038
PROGRESS SOFTWARE CO COM 74331210 19,197 604,250 SH DEFINED 1,2,5,6 604,250
PROGRESSIVE CORP OHI COM 74331510 575,224 5,490,349 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,490,349
PROLIANCE INTL INC COM 74340R10 172 31,311 SH DEFINED 1,2,5,6,13 31,311
PROLOGIS SH BEN INT 74341010 382,330 8,628,526 SH DEFINED 1,2,3,5,6,7,8,
10,12,13,14 8,628,526
PROQUEST COMPANY COM 74346P10 11,544 318,884 SH DEFINED 1,2,5 318,884
PROSPERITY BANCSHARE COM 74360610 8,248 272,656 SH DEFINED 1,2 272,656
PROTECTIVE LIFE CORP COM 74367410 54,703 1,328,377 SH DEFINED 1,2,5,12,13 1,328,377
PROTEIN DESIGN LABS COM 74369L10 37,235 1,329,806 SH DEFINED 1,2,5,12,13 1,329,806
PROVIDE COMM INC COM 74373W10 3,369 138,819 SH DEFINED 1,2 138,819
PROVIDENCE SVC CORP COM 74381510 3,190 104,270 SH DEFINED 1,2 104,270
PROVIDENT BANKSHARES COM 74385910 19,965 574,047 SH DEFINED 1,2,5 574,047
PROVIDENT FINL HLDGS COM 74386810 1,860 66,315 SH DEFINED 1,2 66,315
PROVIDENT FINL SVCS COM 74386T10 21,778 1,237,386 SH DEFINED 1,2,5 1,237,386
PROVIDENT NEW YORK B COM 74402810 6,504 557,326 SH DEFINED 1,2 557,326
PROVIDIAN FINL CORP COM 74406A10 228,162 12,905,072 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 12,905,072
PROXYMED INC COM NEW 74429030 55 10,808 SH DEFINED 1 10,808
PRUDENTIAL FINL INC COM 74432010 964,855 14,281,457 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 14,281,457
PRUDENTIAL PLC ADR 74435K20 932 50,571 SH DEFINED 1 50,571
PS BUSINESS PKS INC COM 69360J10 18,385 401,409 SH DEFINED 1,2,3,5 401,409
PSS WORLD MED INC COM 69366A10 12,102 907,199 SH DEFINED 1,2,5 907,199
PSYCHIATRIC SOLUTION COM 74439H10 14,034 258,785 SH DEFINED 1,2 258,785
PUBLIC STORAGE INC COM 74460D10 204,519 3,052,519 SH DEFINED 1,2,3,5,6,7,8,
10,12,13,14 3,052,519
PUBLIC SVC ENTERPRIS COM 74457310 461,229 7,166,397 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 7,166,397
PUGET ENERGY INC NEW COM 74531010 31,010 1,320,697 SH DEFINED 1,2,5,12,13 1,320,697
PULTE HOMES INC COM 74586710 247,480 5,766,070 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,766,070
PVF CAPITAL CORP COM 69365410 134 11,927 SH DEFINED 1 11,927
Q MED COM 74791410 151 12,007 SH DEFINED 1 12,007
QAD INC COM 74727D10 1,070 129,129 SH DEFINED 1,2 129,129
QC HLDGS INC COM 74729T10 500 38,358 SH DEFINED 1 38,358
QLOGIC CORP COM 74727710 94,048 2,749,939 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,749,939
QUADRAMED CORP COM 74730W10 35 18,976 SH DEFINED 1 18,976
QUAKER CHEM CORP COM 74731610 348 20,034 SH DEFINED 1,5 20,034
QUAKER FABRIC CORP N COM 74739910 39 13,921 SH DEFINED 1 13,921
QUALCOMM INC COM 74752510 2,042,030 45,631,952 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 45,631,952
QUALITY DISTR INC FL COM 74756M10 359 44,940 SH DEFINED 1,2 44,940
QUALITY SYS INC COM 74758210 6,657 96,357 SH DEFINED 1,2 96,357
QUANEX CORP COM 74762010 24,490 369,824 SH DEFINED 1,2 369,824
QUANTA SVCS INC COM 74762E10 29,336 2,299,098 SH DEFINED 1,2,5,13 2,299,098
QUANTUM CORP COM DSSG 74790620 7,496 2,425,926 SH DEFINED 1,2,5 2,425,926
QUANTUM FUEL SYS TEC COM 74765E10 2,160 526,930 SH DEFINED 1,2 526,930
QUEST DIAGNOSTICS IN COM 74834L10 235,298 4,655,683 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,655,683
QUEST SOFTWARE INC COM 74834T10 13,006 863,028 SH DEFINED 1,2,5 863,028
QUESTAR CORP COM 74835610 127,463 1,446,475 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,446,475
QUICKLOGIC CORP COM 74837P10 59 16,818 SH DEFINED 1 16,818
QUICKSILVER RESOURCE COM 74837R10 26,834 561,501 SH DEFINED 1,2,12 561,501
QUIDEL CORP COM 74838J10 500 52,829 SH DEFINED 1,5 52,829
QUIKSILVER INC COM 74838C10 23,910 1,654,681 SH DEFINED 1,2,5,6 1,654,681
QUIXOTE CORP COM 74905610 227 10,615 SH DEFINED 1 10,615
QUOVADX INC COM 74913K10 64 21,259 SH DEFINED 1 21,259
QWEST COMMUNICATIONS COM 74912110 451,580 110,141,436 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 110,141,436
R & B INC COM 74912410 895 87,323 SH DEFINED 1,2 87,323
R & G FINANCIAL CORP CL B 74913610 8,826 641,917 SH DEFINED 1,2 641,917
R H DONNELLEY CORP COM NEW 74955W30 27,349 432,330 SH DEFINED 1,2,5 432,330
RADIAN GROUP INC COM 75023610 89,865 1,692,364 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,692,364
RADIANT SYSTEMS INC COM 75025N10 3,377 327,234 SH DEFINED 1,2,6 327,234
RADIATION THERAPY SV COM 75032320 4,530 142,188 SH DEFINED 1,2 142,188
RADIO ONE INC CL A 75040P10 1,314 99,919 SH DEFINED 1,2 99,919
RADIO ONE INC CL D NON V 75040P40 14,250 1,083,652 SH DEFINED 1,2,5 1,083,652
RADIOLOGIX INC COM 75040K10 72 19,700 SH DEFINED 1 19,700
RADIOSHACK CORP COM 75043810 92,952 3,748,068 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,748,068
RADISYS CORP COM 75045910 9,610 495,360 SH DEFINED 1,2,5,6 495,360
RAILAMERICA INC COM 75075310 5,735 481,969 SH DEFINED 1,2 481,969
RAINDANCE COMM COM 75086X10 68 29,300 SH DEFINED 1 29,300
RAINMAKER SYSTEMS COM 75087510 7 11,900 SH DEFINED 1 11,900
RAIT INVT TR COM 74922710 9,157 321,294 SH DEFINED 1,2,5 321,294
RALCORP HLDGS INC NE COM 75102810 23,478 560,072 SH DEFINED 1,2,5,6 560,072
RAMBUS INC DEL COM 75091710 15,254 1,260,685 SH DEFINED 1,2,5,12 1,260,685
RAMCO-GERSHENSON PPT COM SH BEN 75145220 9,370 321,009 SH DEFINED 1,2,3 321,009
RANGE RES CORP COM 75281A10 28,657 742,229 SH DEFINED 1,2 742,229
RARE HOSPITALITY INT COM 75382010 15,757 613,099 SH DEFINED 1,2,5,6 613,099
RAVEN INDS INC COM 75421210 5,535 189,228 SH DEFINED 1,2 189,228
RAYMOND JAMES FINANC COM 75473010 32,471 1,010,929 SH DEFINED 1,2,5,13 1,010,929
RAYONIER INC COM 75490710 37,580 652,199 SH DEFINED 1,2,5,12,13 652,199
RAYTECH CORP DEL COM 75510310 19 15,400 SH DEFINED 1 15,400
RAYTHEON CO COM NEW 75511150 578,591 15,218,063 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 15,218,063
RC2 CORP COM 74938810 8,508 252,009 SH DEFINED 1,2 252,009
RCN CORP COM NEW 74936120 6,356 299,542 SH DEFINED 1,2 299,542
READERS DIGEST ASSN COM 75526710 27,413 1,716,543 SH DEFINED 1,2,5,13 1,716,543
READING INTERNATIONA CL A 75540810 196 24,580 SH DEFINED 1 24,580
REALNETWORKS INC COM 75605L10 8,304 1,454,222 SH DEFINED 1,2,5 1,454,222
REALTY INCOME CORP COM 75610910 19,442 813,152 SH DEFINED 1,2,3,5,12 813,152
RECKSON ASSOCS RLTY COM 75621K10 52,375 1,515,912 SH DEFINED 1,2,3,5 1,515,912
RED HAT INC COM 75657710 61,483 2,901,509 SH DEFINED 1,2,5,10,12 2,901,509
RED ROBIN GOURMET BU COM 75689M10 10,992 239,795 SH DEFINED 1,2,6 239,795
REDBACK NETWORKS INC COM NEW 75720950 7,119 717,669 SH DEFINED 1,2,5 717,669
REDDY ICE HLDGS INC COM 75734R10 219 10,700 SH DEFINED 1 10,700
REDWOOD TR INC COM 75807540 14,143 290,952 SH DEFINED 1,2,5 290,952
REEBOK INTL LTD COM 75811010 67,942 1,201,031 SH DEFINED 1,2,5,6,10,12,
13 1,201,031
REED ELSEVIER N V SPONSORED 75820410 524 18,953 SH DEFINED 1 18,953
REED ELSEVIER P L C SPONSORED 75820510 17,200 466,238 SH DEFINED 1 466,238
REFCO INC COM 75866G10 885 31,300 SH DEFINED 1 31,300
REGAL BELOIT CORP COM 75875010 13,976 430,814 SH DEFINED 1,2,5,6 430,814
REGAL ENTMT GROUP CL A 75876610 7,315 365,021 SH DEFINED 1,2,5 365,021
REGENCY CTRS CORP COM 75884910 82,144 1,429,840 SH DEFINED 1,2,3,5,12,13 1,429,840
REGENERATION TECH IN COM 75886N10 290 35,457 SH DEFINED 1 35,457
REGENERON PHARMACEUT COM 75886F10 6,047 637,222 SH DEFINED 1,2,5,6 637,222
REGENT COMMUNICATION COM 75886510 2,155 409,784 SH DEFINED 1,2 409,784
REGIONS FINANCIAL CO COM 7591EP10 376,287 12,091,474 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 12,091,474
REGIS CORP MINN COM 75893210 30,782 813,896 SH DEFINED 1,2,5,13 813,896
REGISTER COM INC COM 75914G10 467 60,303 SH DEFINED 1,2 60,303
REHABCARE GROUP INC COM 75914810 8,310 404,978 SH DEFINED 1,2,5,6 404,978
REINSURANCE GROUP AM COM 75935110 14,518 324,777 SH DEFINED 1,2,5 324,777
RELIANCE STEEL & ALU COM 75950910 20,186 381,379 SH DEFINED 1,2,5 381,379
RELIANT ENERGY INC COM 75952B10 64,715 4,191,408 SH DEFINED 1,2,5,7,8,10,
12,13,14 4,191,408
REMEC INC COM NEW 75954320 61 49,504 SH DEFINED 1,2 49,504
REMINGTON OIL & GAS COM 75959430 17,507 421,848 SH DEFINED 1,2 421,848
RENAISSANCE LEARNING COM 75968L10 3,285 184,524 SH DEFINED 1,2 184,524
RENAISSANCERE HOLDIN COM G7496G10 15,044 344,024 SH DEFINED 1,5,7,8,10,12,
13,14 344,024
RENAL CARE GROUP INC COM 75993010 41,397 874,834 SH DEFINED 1,2,5,12,13 874,834
RENASANT CORP COM 75970E10 4,386 138,584 SH DEFINED 1,2 138,584
RENOVIS INC COM 75988510 5,264 389,048 SH DEFINED 1,2 389,048
RENT A CTR INC NEW COM 76009N10 25,928 1,342,729 SH DEFINED 1,2,5,13 1,342,729
RENT WAY INC COM 76009U10 2,410 350,873 SH DEFINED 1,2,5 350,873
RENTECH INC COM 76011210 107 42,400 SH DEFINED 1 42,400
RENTRAK CORP COM 76017410 174 18,300 SH DEFINED 1 18,300
REPLIGEN CORP COM 75991610 48 15,513 SH DEFINED 1 15,513
REPSOL YPF S A SPONSORED 76026T20 1,526 47,243 SH DEFINED 1 47,243
REPUBLIC AWYS HLDGS COM 76027610 1,934 135,132 SH DEFINED 1,2 135,132
REPUBLIC BANCORP INC COM 76028210 14,646 1,035,798 SH DEFINED 1,2,5 1,035,798
REPUBLIC BANCORP KY CL A 76028120 3,173 151,696 SH DEFINED 1,2 151,696
REPUBLIC FIRST BANCO COM 76041610 181 14,659 SH DEFINED 1 14,659
REPUBLIC SVCS INC COM 76075910 153,937 4,362,069 SH DEFINED 1,2,5,7,8,10,
12,13,14 4,362,069
RES-CARE INC COM 76094310 7,471 485,414 SH DEFINED 1,2 485,414
RESEARCH IN MOTION L COM 76097510 817 11,963 SH DEFINED 1,5 11,963
RESMED INC COM 76115210 33,933 426,027 SH DEFINED 1,2,5,6,12 426,027
RESOURCE AMERICA INC CL A 76119520 4,820 272,152 SH DEFINED 1,2,5 272,152
RESOURCES CONNECTION COM 76122Q10 17,481 589,977 SH DEFINED 1,2 589,977
RESPIRONICS INC COM 76123010 34,488 817,638 SH DEFINED 1,2,5,6,12 817,638
RESTORATION HARDWARE COM 76098110 2,133 337,558 SH DEFINED 1,2,5 337,558
RETAIL VENTURES INC COM 76128Y10 2,143 195,170 SH DEFINED 1,2 195,170
RETALIX LTD ORD M8215W10 708 29,390 SH DEFINED 1,2 29,390
RETRACTABLE TECHNOLO COM 76129W10 106 23,200 SH DEFINED 1 23,200
REUTERS GROUP PLC SPONSORED 76132M10 446 11,266 SH DEFINED 1 11,266
REVLON INC CL A 76152550 5,816 1,806,141 SH DEFINED 1,2 1,806,141
REWARDS NETWORK INC COM 76155710 172 25,207 SH DEFINED 1 25,207
REX STORES CORP COM 76162410 164 11,964 SH DEFINED 1 11,964
REYNOLDS & REYNOLDS CL A 76169510 21,985 802,087 SH DEFINED 1,2,5,13 802,087
REYNOLDS AMERICAN IN COM 76171310 170,325 2,051,615 SH DEFINED 1,2,5,6,10,12,
13 2,051,615
RF MICRODEVICES INC COM 74994110 18,895 3,344,214 SH DEFINED 1,2,5,13 3,344,214
RICHARDSON ELECTRS L COM 76316510 83 10,900 SH DEFINED 1 10,900
RIGEL PHARMACEUTICAL COM NEW 76655960 6,829 287,293 SH DEFINED 1,2 287,293
RIGHTNOW TECHNOLOGIE COM 76657R10 1,221 82,968 SH DEFINED 1,2 82,968
RIMAGE CORP COM 76672110 2,812 105,442 SH DEFINED 1,2 105,442
RIO TINTO PLC SPONSORED 76720410 22,970 139,808 SH DEFINED 1 139,808
RITCHIE BROS AUCTION COM 76774410 244 5,544 SH DEFINED 1,5 5,544
RITE AID CORP COM 76775410 16,297 4,200,311 SH DEFINED 1,2,5 4,200,311
RIVIERA HLDGS CORP COM 76962710 2,052 92,503 SH DEFINED 1,2 92,503
RLI CORP COM 74960710 106,600 2,304,372 SH DEFINED 1,2 2,304,372
ROANOKE ELEC STL COR COM 76984110 2,862 142,907 SH DEFINED 1,2 142,907
ROBBINS & MYERS INC COM 77019610 3,478 154,721 SH DEFINED 1,2,6 154,721
ROBERT HALF INTL INC COM 77032310 158,805 4,462,056 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,462,056
ROCK OF AGES CORP CL A 77263210 63 11,698 SH DEFINED 1 11,698
ROCK-TENN CO CL A 77273920 6,685 442,726 SH DEFINED 1,2 442,726
ROCKVILLE FINL INC COM 77418610 942 70,621 SH DEFINED 1 70,621
ROCKWELL AUTOMATION COM 77390310 265,548 5,019,811 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,019,811
ROCKWELL COLLINS INC COM 77434110 258,747 5,354,855 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,354,855
ROCKWOOD HLDGS INC COM 77441510 1,745 91,600 SH DEFINED 1 91,600
ROFIN SINAR TECHNOLO COM 77504310 10,511 276,675 SH DEFINED 1,2,5 276,675
ROGERS COMMUNICATION CL B 77510920 648 16,416 SH DEFINED 1,5 16,416
ROGERS CORP COM 77513310 9,230 238,504 SH DEFINED 1,2,6 238,504
ROHM & HAAS CO COM 77537110 183,462 4,460,540 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,460,540
ROLLINS INC COM 77571110 9,644 494,062 SH DEFINED 1,2,13 494,062
ROPER INDS INC NEW COM 77669610 46,865 1,192,807 SH DEFINED 1,2,5,6 1,192,807
ROSS STORES INC COM 77829610 61,233 2,583,661 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,583,661
ROSTELECOM OPEN JT S SPONSORED 77852910 312 20,802 SH DEFINED 1,2 20,802
ROTONICS MFG INC COM 77890310 27 10,400 SH DEFINED 1 10,400
ROWAN COS INC COM 77938210 140,559 3,960,522 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,960,522
ROYAL & SUN ALLIANCE SPON ADR N 78004V20 115 13,302 SH DEFINED 1 13,302
ROYAL BANCSHARES PA CL A 78008110 1,445 64,701 SH DEFINED 1,2 64,701
ROYAL BK CDA MONTREA COM 78008710 570 7,803 SH DEFINED 1 7,803
ROYAL CARIBBEAN CRUI COM V7780T10 22,978 531,890 SH DEFINED 1,5,7,8,10,
12,13,14 531,890
ROYAL DUTCH PETE CO NY REG EUR 78025780 2,148 34,210 SH DEFINED 1 34,210
ROYAL DUTCH SHELL PL SPON ADR B 78025910 4,059 58,932 SH DEFINED 1 58,932
ROYAL DUTCH SHELL PL SPONS ADR 78025920 6,858 104,481 SH DEFINED 1,2 104,481
ROYAL GOLD INC COM 78028710 7,665 285,172 SH DEFINED 1,2,5 285,172
RPC INC COM 74966010 5,585 216,821 SH DEFINED 1,2,5 216,821
RPM INTL INC COM 74968510 27,592 1,499,576 SH DEFINED 1,2,5,13 1,499,576
RSA SEC INC COM 74971910 27,353 2,152,057 SH DEFINED 1,2,5,13 2,152,057
RTI INTL METALS INC COM 74973W10 12,441 316,162 SH DEFINED 1,2 316,162
RUBY TUESDAY INC COM 78118210 24,527 1,127,171 SH DEFINED 1,2,5,13 1,127,171
RUDDICK CORP COM 78125810 14,410 625,146 SH DEFINED 1,2,5,13 625,146
RUDOLPH TECHNOLOGIES COM 78127010 2,625 194,885 SH DEFINED 1,2,5,6 194,885
RURAL / METRO CORP COM 78174810 220 24,900 SH DEFINED 1 24,900
RURAL CELLULAR CORP CL A 78190410 167 13,742 SH DEFINED 1 13,742
RUSH ENTERPRISES INC CL A 78184620 3,390 221,874 SH DEFINED 1,2 221,874
RUSH ENTERPRISES INC CL B 78184630 364 24,240 SH DEFINED 1 24,240
RUSS BERRIE & CO COM 78223310 3,475 246,098 SH DEFINED 1,2,6 246,098
RUSSELL CORP COM 78235210 8,405 598,639 SH DEFINED 1,2,6 598,639
RYANAIR HLDGS PLC SPONSORED 78351310 884 19,426 SH DEFINED 1,2,5,7 19,426
RYANS RESTAURANT GRO COM 78352010 8,456 724,597 SH DEFINED 1,2,5,6 724,597
RYDER SYS INC COM 78354910 50,899 1,487,414 SH DEFINED 1,2,5,6,10,12,
13 1,487,414
RYERSON TULL INC NEW COM 78375P10 6,976 327,510 SH DEFINED 1,2 327,510
RYLAND GROUP INC COM 78376410 46,508 679,750 SH DEFINED 1,2,5,12,13 679,750
S & T BANCORP INC COM 78385910 12,601 333,360 SH DEFINED 1,2,5 333,360
S Y BANCORP INC COM 78506010 3,437 144,549 SH DEFINED 1,2 144,549
S1 CORPORATION COM 78463B10 3,617 927,490 SH DEFINED 1,2,5 927,490
SABRE HLDGS CORP CL A 78590510 74,137 3,655,695 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,655,695
SAFECO CORP COM 78642910 183,545 3,439,104 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,439,104
SAFEGUARD SCIENTIFIC COM 78644910 351 203,116 SH DEFINED 1,2,5 203,116
SAFENET INC COM 78645R10 11,360 312,860 SH DEFINED 1,2 312,860
SAFETY INS GROUP INC COM 78648T10 8,189 230,085 SH DEFINED 1,2 230,085
SAFEWAY INC COM NEW 78651420 371,286 14,503,349 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 14,503,349
SAFLINK CORP COM NEW 78657830 30 25,901 SH DEFINED 1 25,901
SAGA COMMUNICATIONS CL A 78659810 2,630 197,756 SH DEFINED 1,2 197,756
SAKS INC COM 79377W10 36,053 1,948,801 SH DEFINED 1,2,5,10,13 1,948,801
SALEM COMMUNICATIONS CL A 79409310 2,726 147,831 SH DEFINED 1,2 147,831
SALESFORCE COM INC COM 79466L30 13,731 593,905 SH DEFINED 1,2 593,905
SALIX PHARMACEUTICAL COM 79543510 10,502 494,200 SH DEFINED 1,2,5 494,200
SALTON INC COM 79575710 75 22,844 SH DEFINED 1,5 22,844
SAN PAOLO-IMI S P A SPONSORED 79917510 7,795 250,558 SH DEFINED 1 250,558
SANDERS MORRIS HARRI COM 80000Q10 2,896 177,129 SH DEFINED 1,2 177,129
SANDERSON FARMS INC COM 80001310 10,987 295,678 SH DEFINED 1,2,6 295,678
SANDISK CORP COM 80004C10 145,851 3,023,445 SH DEFINED 1,2,5,7,8,10,
12,13,14 3,023,445
SANDS REGENT COM 80009110 102 10,900 SH DEFINED 1 10,900
SANDY SPRING BANCORP COM 80036310 6,613 196,217 SH DEFINED 1,2 196,217
SANFILIPPO JOHN B & COM 80042210 5,012 286,412 SH DEFINED 1,2 286,412
SANGAMO BIOSCIENCES COM 80067710 71 16,137 SH DEFINED 1 16,137
SANMINA SCI CORP COM 80090710 67,060 15,631,812 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 15,631,812
SANOFI AVENTIS SPONSORED 80105N10 21,071 507,116 SH DEFINED 1 507,116
SANTANDER BANCORP COM 80280910 2,953 119,902 SH DEFINED 1,2 119,902
SANTOS LIMITED SPONSORED 80302160 275 7,237 SH DEFINED 1 7,237
SANYO ELEC LTD ADR 5 COM 80303830 260 21,015 SH DEFINED 1 21,015
SAP AKTIENGESELLSCHA SPONSORED 80305420 8,924 205,948 SH DEFINED 1,2 205,948
SAPIENT CORP COM 80306210 6,826 1,092,134 SH DEFINED 1,2,5 1,092,134
SARA LEE CORP COM 80311110 433,221 22,861,282 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 22,861,282
SATYAM COMPUTER SERV ADR 80409810 13,574 449,187 SH DEFINED 1,2,4,5 449,187
SAUER-DANFOSS INC COM 80413710 3,305 165,233 SH DEFINED 1,2 165,233
SAUL CTRS INC COM 80439510 8,298 230,556 SH DEFINED 1,2,3,5 230,556
SAVIENT PHARMACEUTIC COM 80517Q10 3,168 840,421 SH DEFINED 1,2,5,6 840,421
SAVVIS INC COM 80542310 60 76,300 SH DEFINED 1 76,300
SAXON CAP INC NEW COM 80556T10 8,314 701,642 SH DEFINED 1,2 701,642
SBA COMMUNICATIONS C COM 78388J10 13,927 902,592 SH DEFINED 1,2 902,592
SBC COMMUNICATIONS I COM 78387G10 2,453,898 102,373,704 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 102,373,704
SBS TECHNOLOGIES INC COM 78387P10 360 37,424 SH DEFINED 1,6 37,424
SCANA CORP NEW COM 80589M10 115,141 2,725,873 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,725,873
SCANSOFT INC COM 67020Y10 6,016 1,128,658 SH DEFINED 1,2,5 1,128,658
SCANSOURCE INC COM 80603710 12,321 252,798 SH DEFINED 1,2,6 252,798
SCBT FINANCIAL CORP COM 78401V10 3,015 95,456 SH DEFINED 1,2,5 95,456
SCHAWK INC CL A 80637310 2,690 134,581 SH DEFINED 1,2 134,581
SCHEIN HENRY INC COM 80640710 54,100 1,269,347 SH DEFINED 1,2,5,12,13 1,269,347
SCHERING A G SPONSORED 80658520 874 13,791 SH DEFINED 1 13,791
SCHERING PLOUGH CORP COM 80660510 718,287 34,122,917 SH DEFINED 1,2,5,6,10,12,
13 34,122,917
SCHLUMBERGER LTD COM 80685710 1,174,497 13,919,135 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 13,919,135
SCHNITZER STL INDS CL A 80688210 9,048 277,787 SH DEFINED 1,2,5 277,787
SCHOLASTIC CORP COM 80706610 35,642 964,329 SH DEFINED 1,2,5,13 964,329
SCHOOL SPECIALTY INC COM 80786310 15,083 309,196 SH DEFINED 1,2,5,6 309,196
SCHULMAN A INC COM 80819410 9,091 506,480 SH DEFINED 1,2 506,480
SCHWAB CHARLES CORP COM 80851310 472,044 32,712,676 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 32,712,676
SCHWEITZER-MAUDUIT I COM 80854110 3,719 166,607 SH DEFINED 1,2 166,607
SCICLONE PHARMACEUTI COM 80862K10 288 51,095 SH DEFINED 1 51,095
SCIENTIFIC ATLANTA I COM 80865510 212,042 5,652,942 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,652,942
SCIENTIFIC GAMES COR CL A 80874P10 16,521 532,944 SH DEFINED 1,2,5 532,944
SCM MICROSYSTEMS INC COM 78401810 46 17,355 SH DEFINED 1 17,355
SCOTTISH PWR PLC SPON ADR F 81013T70 257,972 6,410,841 SH DEFINED 1 6,410,841
SCOTTISH RE GROUP LT ORD G7885T10 839 35,203 SH DEFINED 1,5 35,203
SCOTTS MIRACLE GRO C CL A 81018610 41,526 472,265 SH DEFINED 1,2,5,12,13 472,265
SCP POOL CORP COM 78402810 25,312 724,635 SH DEFINED 1,2,5,6 724,635
SCPIE HLDGS INC COM 78402P10 228 15,951 SH DEFINED 1,5 15,951
SCRIPPS E W CO OHIO CL A 81105420 38,377 768,006 SH DEFINED 1,2,5,12 768,006
SCS TRANSN INC COM 81111T10 3,124 198,841 SH DEFINED 1,2,5 198,841
SEA CONTAINERS LTD CL A 81137170 221 18,840 SH DEFINED 1,5 18,840
SEABOARD CORP COM 81154310 13,105 9,545 SH DEFINED 1,2 9,545
SEABRIGHT INSURANCE COM 81165610 1,027 79,379 SH DEFINED 1,2 79,379
SEACHANGE INTL INC COM 81169910 2,429 381,902 SH DEFINED 1,2,5 381,902
SEACOAST BKG CORP FL COM 81170730 3,464 147,841 SH DEFINED 1,2 147,841
SEACOR HOLDINGS INC COM 81190410 19,127 263,534 SH DEFINED 1,2,5 263,534
SEAGATE TECHNOLOGY SHS G7945J10 33,438 2,109,669 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,109,669
SEALED AIR CORP NEW COM 81211K10 130,497 2,749,619 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,749,619
SEARS HLDGS CORP COM 81235010 757,233 6,085,615 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,085,615
SEATTLE GENETICS INC COM 81257810 3,691 703,081 SH DEFINED 1,2 703,081
SECURE COMPUTING COR COM 81370510 5,262 463,632 SH DEFINED 1,2,5 463,632
SECURITY BANK CORP COM 81404710 2,907 116,792 SH DEFINED 1,2 116,792
SEI INVESTMENTS CO COM 78411710 36,251 964,646 SH DEFINED 1,2,5,12,13 964,646
SELECT COMFORT CORP COM 81616X10 12,617 631,460 SH DEFINED 1,2,5,6 631,460
SELECT SECTOR SPDR T SBI HEALTH 81369Y20 966 30,825 SH DEFINED 5 30,825
SELECT SECTOR SPDR T SBI CONS S 81369Y30 240 10,300 SH DEFINED 5 10,300
SELECT SECTOR SPDR T SBI CONS D 81369Y40 1,169 35,991 SH DEFINED 5 35,991
SELECT SECTOR SPDR T SBI INT-EN 81369Y50 4,151 77,349 SH DEFINED 5 77,349
SELECT SECTOR SPDR T SBI INT-IN 81369Y70 382 12,650 SH DEFINED 5 12,650
SELECT SECTOR SPDR T SBI INT-UT 81369Y88 1,015 30,210 SH DEFINED 5 30,210
SELECTICA INC COM 81628810 115 35,748 SH DEFINED 1 35,748
SELECTIVE INS GROUP COM 81630010 28,535 583,534 SH DEFINED 1,2,5 583,534
SEMCO ENERGY INC COM 78412D10 1,897 287,919 SH DEFINED 1,5 287,919
SEMITOOL INC COM 81690910 1,902 239,260 SH DEFINED 1,2,5 239,260
SEMPRA ENERGY COM 81685110 443,294 9,419,758 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 9,419,758
SEMTECH CORP COM 81685010 21,009 1,275,617 SH DEFINED 1,2,5,13 1,275,617
SENIOR HSG PPTYS TR SH BEN INT 81721M10 14,650 771,071 SH DEFINED 1,2,3 771,071
SENOMYX INC COM 81724Q10 4,183 245,613 SH DEFINED 1,2 245,613
SENSIENT TECHNOLOGIE COM 81725T10 19,288 1,017,812 SH DEFINED 1,2,5,13 1,017,812
SEPRACOR INC COM 81731510 83,654 1,418,111 SH DEFINED 1,2,5,12,13 1,418,111
SEQUA CORPORATION CL A 81732010 7,150 121,186 SH DEFINED 1,2,13 121,186
SEQUENOM INC COM 81733710 13 13,797 SH DEFINED 1 13,797
SERENA SOFTWARE INC COM 81749210 7,909 396,855 SH DEFINED 1,2,5,6 396,855
SEROLOGICALS CORP COM 81752310 12,072 535,099 SH DEFINED 1,2 535,099
SERVICE CORP INTL COM 81756510 22,259 2,685,039 SH DEFINED 1,2,5 2,685,039
SERVICEMASTER CO COM 81760N10 55,731 4,116,026 SH DEFINED 1,2,5,7,8,10,
12,13,14 4,116,026
SFBC INTL INC COM 78412110 10,003 225,343 SH DEFINED 1,2,6 225,343
SHARPER IMAGE CORP COM 82001310 1,838 145,841 SH DEFINED 1,2 145,841
SHAW COMMUNICATIONS CL B CONV 82028K20 701 33,442 SH DEFINED 1,5,7 33,442
SHAW GROUP INC COM 82028010 28,681 1,163,067 SH DEFINED 1,2,5,6 1,163,067
SHENANDOAH TELECOMMU COM 82312B10 4,883 118,547 SH DEFINED 1,2 118,547
SHERWIN WILLIAMS CO COM 82434810 255,242 5,791,739 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,791,739
SHILOH INDS INC COM 82454310 197 14,678 SH DEFINED 1 14,678
SHIP FINANCE INTERNA SHS G8107510 4,235 211,735 SH DEFINED 1,2,5,7,14 211,735
SHIRE PHARMACEUTICAL SPONSORED 82481R10 224 6,069 SH DEFINED 1 6,069
SHOE CARNIVAL INC COM 82488910 1,658 104,219 SH DEFINED 1,2,5 104,219
SHOPKO STORES INC COM 82491110 33,395 1,308,584 SH DEFINED 1,2,6 1,308,584
SHUFFLE MASTER INC COM 82554910 18,004 681,702 SH DEFINED 1,2,6 681,702
SHURGARD STORAGE CTR COM 82567D10 45,664 817,328 SH DEFINED 1,2,3,5 817,328
SI INTL INC COM 78427V10 3,133 101,168 SH DEFINED 1,2 101,168
SIEBEL SYS INC COM 82617010 136,092 13,174,400 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 13,174,400
SIEMENS A G SPONSORED 82619750 11,468 148,300 SH DEFINED 1,2 148,300
SIERRA BANCORP COM 82620P10 1,367 59,950 SH DEFINED 1,2 59,950
SIERRA HEALTH SVCS I COM 82632210 30,066 436,555 SH DEFINED 1,2,5,6 436,555
SIERRA PAC RES NEW COM 82642810 35,629 2,399,245 SH DEFINED 1,2,5,13 2,399,245
SIGMA ALDRICH CORP COM 82655210 142,189 2,219,616 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,219,616
SIGMA DESIGNS INC COM 82656510 146 13,300 SH DEFINED 1 13,300
SIGMATEL INC COM 82661W10 20,527 1,014,159 SH DEFINED 1,2 1,014,159
SIGNATURE BK NEW YOR COM 82669G10 4,075 150,974 SH DEFINED 1,2 150,974
SILGAN HOLDINGS INC COM 82704810 20,339 611,516 SH DEFINED 1,2 611,516
SILICON GRAPHICS INC COM 82705610 340 435,418 SH DEFINED 1,2 435,418
SILICON IMAGE INC COM 82705T10 9,070 1,020,298 SH DEFINED 1,2,5 1,020,298
SILICON LABORATORIES COM 82691910 22,254 732,288 SH DEFINED 1,2,5,13 732,288
SILICON STORAGE TECH COM 82705710 6,346 1,179,554 SH DEFINED 1,2,5 1,179,554
SILICONWARE PRECISIO SPONSD ADR 82708486 381 73,637 SH DEFINED 1 73,637
SIMMONS 1ST NATL COR CL A $1 PA 82873020 5,945 208,448 SH DEFINED 1,2 208,448
SIMON PPTY GROUP INC COM 82880610 529,300 7,141,123 SH DEFINED 1,2,3,5,6,7,
8,10,12,13,14 7,141,123
SIMON PPTY GROUP INC PFD CONV I 82880680 517 8,189 SH DEFINED 1,5 8,189
SIMPSON MANUFACTURIN COM 82907310 23,975 612,548 SH DEFINED 1,2,5,6 612,548
SINCLAIR BROADCAST G CL A 82922610 9,048 1,020,119 SH DEFINED 1,2 1,020,119
SINOPEC SHANGHAI PET SPON ADR H 82935M10 222 6,291 SH DEFINED 1 6,291
SIRENZA MICRODEVICES COM 82966T10 57 17,422 SH DEFINED 1 17,422
SIRF TECHNOLOGY HLDG COM 82967H10 12,765 423,657 SH DEFINED 1,2 423,657
SIRIUS SATELLITE RAD COM 82966U10 95,656 14,626,281 SH DEFINED 1,2,5,7,8,10,
12,13,14 14,626,281
SIRNA THERAPEUTICS I COM 82966910 59 13,437 SH DEFINED 1 13,437
SIRVA INC COM 82967Y10 2,615 350,524 SH DEFINED 1,2 350,524
SITEL CORP COM 82980K10 141 50,251 SH DEFINED 1 50,251
SIX FLAGS INC COM 83001P10 9,057 1,259,708 SH DEFINED 1,2,5 1,259,708
SIZELER PPTY INVS IN COM 83013710 2,842 234,074 SH DEFINED 1,2,3,5 234,074
SJW CORP COM 78430510 4,519 93,604 SH DEFINED 1,2 93,604
SK TELECOM LTD SPONSORED 78440P10 2,907 133,091 SH DEFINED 1,4 133,091
SKECHERS U S A INC CL A 83056610 6,250 381,796 SH DEFINED 1,2 381,796
SKY FINL GROUP INC COM 83080P10 21,975 781,733 SH DEFINED 1,2,5 781,733
SKYLINE CORP COM 83083010 4,591 112,972 SH DEFINED 1,2,6 112,972
SKYWEST INC COM 83087910 26,095 972,951 SH DEFINED 1,2,5,6 972,951
SKYWORKS SOLUTIONS I COM 83088M10 16,656 2,372,703 SH DEFINED 1,2,5,6 2,372,703
SL GREEN RLTY CORP COM 78440X10 57,650 845,553 SH DEFINED 1,2,3,5 845,553
SLM CORP COM 78442P10 595,604 11,103,731 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 11,103,731
SM&A COM 78465D10 236 26,731 SH DEFINED 1 26,731
SMART & FINAL INC COM 83168310 1,969 152,167 SH DEFINED 1,2 152,167
SMITH & NEPHEW PLC SPDN ADR N 83175M20 225 5,288 SH DEFINED 1 5,288
SMITH A O COM 83186520 7,153 250,965 SH DEFINED 1,2,6 250,965
SMITH INTL INC COM 83211010 127,490 3,827,387 SH DEFINED 1,2,5,7,8,10,
12,13,14 3,827,387
SMITHFIELD FOODS INC COM 83224810 40,031 1,348,764 SH DEFINED 1,2,5,12,13 1,348,764
SMUCKER J M CO COM NEW 83269640 34,236 705,309 SH DEFINED 1,2,5,6,12,13 705,309
SMURFIT-STONE CONTAI COM 83272710 32,750 3,161,198 SH DEFINED 1,2,5,7,8,10,
12,13,14 3,161,198
SNAP ON INC COM 83303410 58,894 1,630,503 SH DEFINED 1,2,5,6,10,13 1,630,503
SOCIEDAD QUIMICA MIN SPON ADR S 83363510 990 7,840 SH DEFINED 1,2,5,7 7,840
SOCKET COMMUNICATION COM 83367210 27 21,600 SH DEFINED 1 21,600
SOHU COM INC COM 83408W10 6,799 396,916 SH DEFINED 1,2 396,916
SOLECTRON CORP COM 83418210 111,606 28,543,839 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 28,543,839
SOMANETICS CORP COM NEW 83444540 2,989 119,570 SH DEFINED 1,2 119,570
SOMERA COMMUNICATION COM 83445810 24 24,408 SH DEFINED 1 24,408
SONIC AUTOMOTIVE INC CL A 83545G10 11,120 500,471 SH DEFINED 1,2,5,6 500,471
SONIC CORP COM 83545110 22,132 809,197 SH DEFINED 1,2,5,6 809,197
SONIC INNOVATIONS IN COM 83545M10 100 22,580 SH DEFINED 1 22,580
SONIC SOLUTIONS COM 83546010 6,885 320,238 SH DEFINED 1,2,6 320,238
SONICWALL INC COM 83547010 5,904 929,698 SH DEFINED 1,2,5 929,698
SONOCO PRODS CO COM 83549510 108,451 3,971,115 SH DEFINED 1,2,5,6,13 3,971,115
SONOSITE INC COM 83568G10 5,767 194,310 SH DEFINED 1,2 194,310
SONUS NETWORKS INC COM 83591610 17,427 3,009,847 SH DEFINED 1,2,5 3,009,847
SONUS PHARMACEUTICAL COM 83569210 62 14,700 SH DEFINED 1 14,700
SONY CORP ADR NEW 83569930 1,533 46,188 SH DEFINED 1 46,188
SOTHEBYS HLDGS INC CL A 83589810 21,636 1,294,041 SH DEFINED 1,2,13 1,294,041
SOUND FED BANCORP IN COM 83607V10 1,958 117,190 SH DEFINED 1,2,5 117,190
SOURCE INTERLINK COS COM NEW 83615120 4,229 382,324 SH DEFINED 1,2 382,324
SOURCECORP COM 83616710 6,062 282,747 SH DEFINED 1,2,5,6 282,747
SOUTH FINL GROUP INC COM 83784110 16,824 626,810 SH DEFINED 1,2,5 626,810
SOUTH JERSEY INDS IN COM 83851810 13,576 465,898 SH DEFINED 1,2 465,898
SOUTHERN CO COM 84258710 843,507 23,587,998 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 23,587,998
SOUTHERN PERU COPPER COM 84265V10 19,922 356,012 SH DEFINED 1,2,5,7 356,012
SOUTHERN UN CO NEW COM 84403010 21,327 827,576 SH DEFINED 1,2,5 827,576
SOUTHSIDE BANCSHARES COM 84470P10 1,999 105,158 SH DEFINED 1,2 105,158
SOUTHWEST AIRLS CO COM 84474110 254,273 17,122,730 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 17,122,730
SOUTHWEST BANCORP IN COM 84476710 5,931 269,957 SH DEFINED 1,2 269,957
SOUTHWEST GAS CORP COM 84489510 14,472 528,360 SH DEFINED 1,2,5 528,360
SOUTHWEST WTR CO COM 84533110 2,837 195,633 SH DEFINED 1,2 195,633
SOUTHWESTERN ENERGY COM 84546710 54,685 745,024 SH DEFINED 1,2,5,12 745,024
SOVEREIGN BANCORP IN COM 84590510 211,020 9,574,389 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 9,574,389
SOVRAN SELF STORAGE COM 84610H10 17,603 359,619 SH DEFINED 1,2,3,5 359,619
SPANISH BROADCASTING CL A 84642588 3,486 485,465 SH DEFINED 1,2 485,465
SPARTAN MTRS INC COM 84681910 128 11,950 SH DEFINED 1,2 11,950
SPARTAN STORES INC COM 84682210 2,441 236,948 SH DEFINED 1,2 236,948
SPARTECH CORP COM NEW 84722020 8,235 421,441 SH DEFINED 1,2 421,441
SPATIALIGHT INC COM 84724810 1,420 323,465 SH DEFINED 1,2 323,465
SPDR TR UNIT SER 1 78462F10 106,536 865,862 SH DEFINED 1,5,6,13 865,862
SPECIALTY LABORATORI COM 84749R10 1,712 129,416 SH DEFINED 1,2 129,416
SPECTRALINK CORP COM 84758010 3,121 244,790 SH DEFINED 1,2 244,790
SPECTRANETICS CORP COM 84760C10 315 33,500 SH DEFINED 1 33,500
SPECTRUM BRANDS INC COM 84762L10 12,512 531,292 SH DEFINED 1,2,6 531,292
SPECTRUM CTL INC COM 84761510 127 17,200 SH DEFINED 1 17,200
SPEEDWAY MOTORSPORTS COM 84778810 7,047 193,984 SH DEFINED 1,2 193,984
SPHERION CORP COM 84842010 7,016 923,106 SH DEFINED 1,2,5,6 923,106
SPHERIX INC COM 84842R10 29 18,099 SH DEFINED 1 18,099
SPINNAKER EXPL CO COM 84855W10 21,010 324,786 SH DEFINED 1,2,5 324,786
SPIRIT FIN CORP COM 84856830 9,544 848,382 SH DEFINED 1,2,3 848,382
SPORTS AUTH INC NEW COM 84917U10 20,849 708,194 SH DEFINED 1,2 708,194
SPORTS CLUB INC COM 84917P10 16 10,688 SH DEFINED 1 10,688
SPORTS RESORTS INTL COM 84918U10 10 10,200 SH DEFINED 1 10,200
SPORTSMANS GUIDE INC COM NEW 84890720 356 13,050 SH DEFINED 1,2 13,050
SPRINT NEXTEL CORP COM FON 85206110 2,066,698 86,909,083 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 86,909,083
SPSS INC COM 78462K10 6,432 268,018 SH DEFINED 1,2,5,6 268,018
SPX CORP COM 78463510 61,153 1,330,851 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 1,330,851
SRA INTL INC CL A 78464R10 14,085 396,978 SH DEFINED 1,2,13 396,978
SRS LABS INC COM 78464M10 108 16,900 SH DEFINED 1 16,900
SS&C TECHNOLOGIES IN COM 85227Q10 10,153 277,115 SH DEFINED 1,2,6 277,115
SSA GLOBAL TECHNOLOG COM 78465P10 1,285 73,020 SH DEFINED 1,2 73,020
ST JOE CO COM 79014810 59,585 954,129 SH DEFINED 1,2,3,5,7,8,
10,12,13,14 954,129
ST JUDE MED INC COM 79084910 521,935 11,152,459 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 11,152,459
ST MARY LD & EXPL CO COM 79222810 32,214 880,164 SH DEFINED 1,2,5,12 880,164
ST PAUL TRAVELERS IN COM 79286010 882,150 19,660,127 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 19,660,127
STAAR SURGICAL CO COM PAR $0 85231230 147 26,689 SH DEFINED 1 26,689
STAGE STORES INC COM NEW 85254C30 14,982 557,567 SH DEFINED 1,2,5,6 557,567
STAMPS COM INC COM NEW 85285720 3,949 229,458 SH DEFINED 1,2 229,458
STANCORP FINL GROUP COM 85289110 39,544 469,649 SH DEFINED 1,2,5,13 469,649
STANDARD MICROSYSTEM COM 85362610 9,274 310,060 SH DEFINED 1,2,6 310,060
STANDARD MTR PRODS I COM 85366610 1,613 198,829 SH DEFINED 1,2,6 198,829
STANDARD PAC CORP NE COM 85375C10 50,475 1,215,968 SH DEFINED 1,2,5,6,10 1,215,968
STANDARD REGISTER CO COM 85388710 4,229 282,854 SH DEFINED 1,2,6 282,854
STANDEX INTL CORP COM 85423110 4,559 173,137 SH DEFINED 1,2,5,6 173,137
STANLEY FURNITURE IN COM NEW 85430520 5,122 195,557 SH DEFINED 1,2,5 195,557
STANLEY WKS COM 85461610 153,138 3,280,593 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,280,593
STAPLES INC COM 85503010 500,555 23,478,211 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 23,478,211
STAR SCIENTIFIC INC COM 85517P10 892 265,335 SH DEFINED 1,2 265,335
STARBUCKS CORP COM 85524410 515,277 10,284,961 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 10,284,961
STARTEK INC COM 85569C10 2,200 166,663 SH DEFINED 1,2,6 166,663
STARWOOD HOTELS&RESO PAIRED CTF 85590A20 409,642 7,165,327 SH DEFINED 1,2,3,5,6,7,8,
10,12,13,14 7,165,327
STATE AUTO FINL CORP COM 85570710 6,686 211,326 SH DEFINED 1,2 211,326
STATE BANCORP INC N. COM 85571610 2,239 124,944 SH DEFINED 1,2 124,944
STATE FINL SVCS CORP CL A 85685510 3,243 88,790 SH DEFINED 1,2 88,790
STATE STR CORP COM 85747710 724,464 14,809,166 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 14,809,166
STATION CASINOS INC COM 85768910 42,291 637,297 SH DEFINED 1,2,5,12 637,297
STEAK N SHAKE CO COM 85787310 8,339 459,459 SH DEFINED 1,2,6 459,459
STEEL DYNAMICS INC COM 85811910 25,671 755,917 SH DEFINED 1,2,13 755,917
STEEL TECHNOLOGIES I COM 85814710 6,785 261,672 SH DEFINED 1,2 261,672
STEELCASE INC CL A 85815520 7,764 536,933 SH DEFINED 1,2,5 536,933
STEIN MART INC COM 85837510 10,119 498,487 SH DEFINED 1,2,5,6 498,487
STEINWAY MUSICAL INS COM 85849510 2,806 106,490 SH DEFINED 1,2 106,490
STELLENT INC COM 85856W10 2,122 247,657 SH DEFINED 1,2,5 247,657
STEMCELLS INC COM 85857R10 4,117 745,920 SH DEFINED 1,2 745,920
STEPAN CO COM 85858610 1,706 68,066 SH DEFINED 1,2,5 68,066
STEPHAN CO COM 85860310 39 10,099 SH DEFINED 1 10,099
STEREOTAXIS INC COM 85916J10 793 107,055 SH DEFINED 1 107,055
STERICYCLE INC COM 85891210 33,209 581,078 SH DEFINED 1,2,5,12,13 581,078
STERIS CORP COM 85915210 34,636 1,455,916 SH DEFINED 1,2,5,13 1,455,916
STERLING BANCORP COM 85915810 5,186 230,394 SH DEFINED 1,2 230,394
STERLING BANCSHARES COM 85890710 8,879 604,011 SH DEFINED 1,2 604,011
STERLING FINL CORP COM 85931710 8,193 406,601 SH DEFINED 1,2 406,601
STERLING FINL CORP W COM 85931910 10,351 459,013 SH DEFINED 1,2 459,013
STEWART & STEVENSON COM 86034210 9,715 407,343 SH DEFINED 1,2,6 407,343
STEWART ENTERPRISES CL A 86037010 15,477 2,334,394 SH DEFINED 1,2,5 2,334,394
STEWART INFORMATION COM 86037210 15,039 293,722 SH DEFINED 1,2 293,722
STEWART W P & CO LTD COM G8492210 356 15,934 SH DEFINED 1,2,5 15,934
STIFEL FINL CORP COM 86063010 3,333 92,850 SH DEFINED 1,2 92,850
STILLWATER MNG CO COM 86074Q10 6,267 684,906 SH DEFINED 1,2,5 684,906
STMICROELECTRONICS N NY REGISTR 86101210 3,487 201,802 SH DEFINED 1 201,802
STONE ENERGY CORP COM 86164210 21,268 348,429 SH DEFINED 1,2,5 348,429
STONERIDGE INC COM 86183P10 159 19,319 SH DEFINED 1 19,319
STORA ENSO CORP SPON ADR R 86210M10 479 34,650 SH DEFINED 1 34,650
STRATAGENE CORP COM 86269H10 323 35,812 SH DEFINED 1 35,812
STRATASYS INC COM 86268510 3,726 125,465 SH DEFINED 1,2,5 125,465
STRATEGIC HOTEL CAP COM 86272T10 18,401 1,007,734 SH DEFINED 1,2,3 1,007,734
STRATEX NETWORKS INC COM 86279T10 397 152,576 SH DEFINED 1,2 152,576
STRATTEC SEC CORP COM 86311110 2,709 52,239 SH DEFINED 1,2,5 52,239
STRAYER ED INC COM 86323610 18,110 191,599 SH DEFINED 1,2 191,599
STREETTRACKS SER TR DJ LRG CAP 86330E20 2,178 31,389 SH DEFINED 1 31,389
STRIDE RITE CORP COM 86331410 8,822 688,182 SH DEFINED 1,2,5,6 688,182
STRYKER CORP COM 86366710 381,310 7,714,134 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 7,714,134
STUDENT LN CORP COM 86390210 10,481 44,248 SH DEFINED 1,2,5,12 44,248
STURM RUGER & CO INC COM 86415910 3,344 363,521 SH DEFINED 1,2,6 363,521
SUEZ SPONSORED 86468610 290 9,995 SH DEFINED 1 9,995
SUFFOLK BANCORP COM 86473910 5,163 161,811 SH DEFINED 1,2 161,811
SUMMIT BANCSHARES IN COM 86601110 1,851 100,780 SH DEFINED 1,2 100,780
SUMMIT FINANCIAL GRO COM 86606G10 1,836 67,389 SH DEFINED 1,2 67,389
SUMTOTAL SYS INC COM 86661510 75 15,391 SH DEFINED 1 15,391
SUN BANCORP INC COM 86663B10 3,266 154,880 SH DEFINED 1,2 154,880
SUN COMMUNITIES INC COM 86667410 11,911 363,584 SH DEFINED 1,2,3,5 363,584
SUN HYDRAULICS CORP COM 86694210 1,871 76,980 SH DEFINED 1,2 76,980
SUN LIFE FINL INC COM 86679610 5,070 135,248 SH DEFINED 1,5 135,248
SUN MICROSYSTEMS INC COM 86681010 347,290 88,368,895 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 88,368,895
SUNAIR ELECTRS INC COM 86701710 83 11,100 SH DEFINED 1 11,100
SUNCOM WIRELESS HLDG CL A 86722Q10 56 16,411 SH DEFINED 1,5 16,411
SUNCOR ENERGY INC COM 86722910 2,971 49,077 SH DEFINED 1 49,077
SUNLINK HEALTH SYSTE COM 86737U10 116 13,400 SH DEFINED 1 13,400
SUNOCO INC COM 86764P10 777,676 9,944,701 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 9,944,701
SUNOCO LOGISTICS PRT COM UNITS 86764L10 433 11,200 SH DEFINED 1 11,200
SUNRISE SENIOR LIVIN COM 86768K10 17,280 258,914 SH DEFINED 1,2,6 258,914
SUNRISE TELECOM INC COM 86769Y10 25 11,617 SH DEFINED 1 11,617
SUNSTONE HOTEL INVS COM 86789210 16,925 693,917 SH DEFINED 1,2,3 693,917
SUNTERRA CORP COM NEW 86787D20 2,907 221,417 SH DEFINED 1,2 221,417
SUNTRON CORP COM 86789P10 25 18,415 SH DEFINED 1 18,415
SUNTRUST BKS INC COM 86791410 743,565 10,706,482 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 10,706,482
SUPERCONDUCTOR TECHN COM 86793110 16 26,834 SH DEFINED 1 26,834
SUPERGEN INC COM 86805910 3,612 573,299 SH DEFINED 1,2,5 573,299
SUPERIOR ENERGY SVCS COM 86815710 22,296 965,600 SH DEFINED 1,2 965,600
SUPERIOR ESSEX INC COM 86815V10 3,568 198,108 SH DEFINED 1,2 198,108
SUPERIOR INDS INTL I COM 86816810 14,716 683,845 SH DEFINED 1,2,5,6 683,845
SUPERIOR UNIFORM GP COM 86835810 142 11,004 SH DEFINED 1 11,004
SUPERTEX INC COM 86853210 6,591 219,770 SH DEFINED 1,2,6 219,770
SUPERVALU INC COM 86853610 155,340 4,991,659 SH DEFINED 1,2,5,6,7,10,
12,13,14 4,991,659
SUPPORTSOFT INC COM 86858710 2,702 536,195 SH DEFINED 1,2,5 536,195
SUPREME INDS INC CL A 86860710 185 19,692 SH DEFINED 1 19,692
SUREWEST COMMUNICATI COM 86873310 5,919 206,381 SH DEFINED 1,2,5 206,381
SURMODICS INC COM 86887310 10,469 270,584 SH DEFINED 1,2,6 270,584
SUSQUEHANNA BANCSHAR COM 86909910 15,242 634,276 SH DEFINED 1,2,5 634,276
SVB FINL GROUP COM 78486Q10 40,534 833,352 SH DEFINED 1,2,5,13 833,352
SWIFT ENERGY CO COM 87073810 17,179 375,502 SH DEFINED 1,2,5 375,502
SWIFT TRANSN CO COM 87075610 10,586 598,086 SH DEFINED 1,2,5,13 598,086
SWISSCOM AG SPONSORED 87101310 259 7,903 SH DEFINED 1 7,903
SWS GROUP INC COM 78503N10 5,412 330,002 SH DEFINED 1,2 330,002
SYBASE INC COM 87113010 48,005 2,049,726 SH DEFINED 1,2,5,7,10,12,
13,14 2,049,726
SYBRON DENTAL SPECIA COM 87114210 38,574 927,695 SH DEFINED 1,2,5,6 927,695
SYCAMORE NETWORKS IN COM 87120610 9,204 2,441,247 SH DEFINED 1,2,5 2,441,247
SYKES ENTERPRISES IN COM 87123710 5,882 494,270 SH DEFINED 1,2 494,270
SYMANTEC CORP COM 87150310 671,102 29,616,173 SH DEFINED 1,2,5,6,7,10,
12,13,14 29,616,173
SYMBION INC DEL COM 87150710 6,179 238,846 SH DEFINED 1,2 238,846
SYMBOL TECHNOLOGIES COM 87150810 63,875 6,598,661 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,598,661
SYMMETRICOM INC COM 87154310 4,932 637,166 SH DEFINED 1,2,5,6 637,166
SYMMETRY MED INC COM 87154620 2,744 115,770 SH DEFINED 1,2 115,770
SYMS CORP COM 87155110 881 65,801 SH DEFINED 1,2 65,801
SYMYX TECHNOLOGIES COM 87155S10 10,820 414,242 SH DEFINED 1,2,5 414,242
SYNAGRO TECHNOLOGIES COM NEW 87156220 362 77,000 SH DEFINED 1,2 77,000
SYNAPTICS INC COM 87157D10 7,016 373,191 SH DEFINED 1,2,5,6 373,191
SYNGENTA AG SPONSORED 87160A10 328 15,623 SH DEFINED 1 15,623
SYNIVERSE HLDGS INC COM 87163F10 3,613 234,635 SH DEFINED 1,2 234,635
SYNNEX CORP COM 87162W10 1,884 111,906 SH DEFINED 1,2 111,906
SYNOPSYS INC COM 87160710 72,272 3,823,907 SH DEFINED 1,2,5,7,8,10,
12,13,14 3,823,907
SYNOVUS FINL CORP COM 87161C10 215,532 7,775,338 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 7,775,338
SYNPLICITY INC COM 87160Y10 137 20,799 SH DEFINED 1 20,799
SYNTEL INC COM 87162H10 1,624 83,344 SH DEFINED 1,2 83,344
SYNTROLEUM CORP COM 87163010 6,750 463,608 SH DEFINED 1,2 463,608
SYPRIS SOLUTIONS INC COM 87165510 843 78,531 SH DEFINED 1,2 78,531
SYSCO CORP COM 87182910 530,252 16,903,151 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 16,903,151
SYSTEMAX INC COM 87185110 851 120,830 SH DEFINED 1,2 120,830
T-3 ENERGY SRVCS INC COM 87306E10 332 20,000 SH DEFINED 1,2 20,000
TAIWAN GREATER CHINA SH BEN INT 87403710 146 30,000 SH DEFINED 7 30,000
TAIWAN SEMICONDUCTOR SPONSORED 87403910 71,839 8,739,496 SH DEFINED 1,2,4,5,7,8 8,739,496
TAKE-TWO INTERACTIVE COM 87405410 18,392 832,597 SH DEFINED 1,2,5,6 832,597
TALBOTS INC COM 87416110 13,961 466,619 SH DEFINED 1,2,5 466,619
TALK AMERICA HLDGS I COM NEW 87426R20 6,390 677,614 SH DEFINED 1,2 677,614
TALX CORP COM 87491810 12,320 375,715 SH DEFINED 1,2,5,6 375,715
TANGER FACTORY OUTLE COM 87546510 17,825 640,972 SH DEFINED 1,2,3,5 640,972
TANOX INC COM 87588Q10 4,971 339,297 SH DEFINED 1,2 339,297
TARGET CORP COM 87612E10 4,065,319 78,284,598 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 78,284,598
TARGETED GENETICS CO COM 87612M10 31 46,114 SH DEFINED 1 46,114
TARRAGON CORP COM 87628710 2,668 143,739 SH DEFINED 1,2,5 143,739
TASER INTL INC COM 87651B10 4,545 736,554 SH DEFINED 1,2 736,554
TATA MTRS LTD SPONSORED 87656850 709 57,504 SH DEFINED 1,5 57,504
TAUBMAN CTRS INC COM 87666410 37,979 1,198,067 SH DEFINED 1,2,3,5 1,198,067
TAYLOR CAP GROUP INC COM 87685110 4,104 108,519 SH DEFINED 1,2 108,519
TBC CORP NEW COM 87218310 12,312 356,966 SH DEFINED 1,2,6 356,966
TC PIPELINES LP UT COM LTD 87233Q10 744 21,260 SH DEFINED 1,5 21,260
TCF FINL CORP COM 87227510 63,627 2,378,578 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,378,578
TD BANKNORTH INC COM 87235A10 37,539 1,245,496 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,245,496
TDC A/S SPONSORED 87236N10 250 9,248 SH DEFINED 1 9,248
TDK CORP AMERN DEP 87235140 511 7,111 SH DEFINED 1 7,111
TEAM INC COM 87815510 241 10,700 SH DEFINED 1 10,700
TECH DATA CORP COM 87823710 26,438 720,175 SH DEFINED 1,2,5,13 720,175
TECH OPS SEVCON INC COM 87829310 74 12,400 SH DEFINED 1 12,400
TECHNE CORP COM 87837710 35,374 620,807 SH DEFINED 1,2,5,12,13 620,807
TECHNICAL OLYMPIC US COM 87848310 4,632 177,073 SH DEFINED 1,2 177,073
TECHNITROL INC COM 87855510 10,566 689,709 SH DEFINED 1,2,5,6 689,709
TECHNOLOGY INVT CAP COM 87871730 1,812 114,750 SH DEFINED 1,2 114,750
TECHNOLOGY RESH CORP COM NEW 87872730 50 12,900 SH DEFINED 1 12,900
TECO ENERGY INC COM 87237510 104,801 5,815,797 SH DEFINED 1,2,5,6,10,12,
13 5,815,797
TECUMSEH PRODS CO CL A 87889520 7,367 342,320 SH DEFINED 1,2,5,13 342,320
TEEKAY SHIPPING MARS COM Y8564W10 7,417 172,290 SH DEFINED 1,5,12 172,290
TEGAL CORP COM 87900810 8 11,400 SH DEFINED 1 11,400
TEJON RANCH CO DEL COM 87908010 4,959 105,505 SH DEFINED 1,2 105,505
TEKELEC COM 87910110 16,728 798,460 SH DEFINED 1,2,5 798,460
TEKTRONIX INC COM 87913110 54,445 2,157,939 SH DEFINED 1,2,5,6,10,12,
13 2,157,939
TELE NORTE LESTE PAR SPON ADR P 87924610 41,528 2,512,260 SH DEFINED 1,2,4,5,7 2,512,260
TELECOM ARGENTINA S SPON ADR R 87927320 2,148 166,364 SH DEFINED 1,2,5,7 166,364
TELECOM CORP NEW ZEA SPONSORED 87927820 207 6,155 SH DEFINED 1 6,155
TELECOMMUNICATION SY CL A 87929J10 37 14,000 SH DEFINED 1 14,000
TELEDYNE TECHNOLOGIE COM 87936010 28,826 836,261 SH DEFINED 1,2,5,6 836,261
TELEFLEX INC COM 87936910 36,305 514,963 SH DEFINED 1,2,5,13 514,963
TELEFONICA MOVILES S SPONSORED 87938V10 179 16,176 SH DEFINED 1 16,176
TELEFONICA S A SPONSORED 87938220 24,861 504,076 SH DEFINED 1,2 504,076
TELEFONOS DE MEXICO SPON ADR O 87940378 18,372 863,730 SH DEFINED 1,2 863,730
TELEPHONE & DATA SYS COM 87943310 69,031 1,770,038 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 1,770,038
TELEPHONE & DATA SYS SPL COM 87943386 13,245 352,736 SH DEFINED 1,5,6,7,8,10,
12,13,14 352,736
TELESP CELULAR PART SPON ADR P 87952L10 46 11,687 SH DEFINED 1,2 11,687
TELETECH HOLDINGS IN COM 87993910 8,186 816,966 SH DEFINED 1,2 816,966
TELEWEST GLOBAL INC COM 87956T10 40,766 1,776,316 SH DEFINED 1,2,5,12 1,776,316
TELIK INC COM 87959M10 10,546 644,607 SH DEFINED 1,2 644,607
TELKONET INC COM 87960410 1,424 363,289 SH DEFINED 1,2 363,289
TELLABS INC COM 87966410 130,613 12,415,671 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 12,415,671
TELSTRA CORP LTD SPON ADR F 87969N20 162 10,406 SH DEFINED 1 10,406
TELULAR CORP COM NEW 87970T20 91 23,100 SH DEFINED 1 23,100
TELUS CORP NON-VTG SH 87971M20 412 10,108 SH DEFINED 1,5,7 10,108
TEMPLE INLAND INC COM 87986810 132,536 3,244,466 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,244,466
TEMPUR PEDIC INTL IN COM 88023U10 3,951 333,718 SH DEFINED 1,2 333,718
TENARIS S A SPONSORED 88031M10 27,858 202,103 SH DEFINED 1,2,5,7 202,103
TENET HEALTHCARE COR COM 88033G10 140,660 12,525,402 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 12,525,402
TENNANT CO COM 88034510 5,256 128,255 SH DEFINED 1,2 128,255
TENNECO AUTOMOTIVE I COM 88034910 10,271 586,551 SH DEFINED 1,2,5 586,551
TEPPCO PARTNERS L P UT LTD PAR 87238410 3,545 87,322 SH DEFINED 1,5 87,322
TERADYNE INC COM 88077010 85,397 5,175,605 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 5,175,605
TERAYON COMMUNICATIO COM 88077510 3,679 943,294 SH DEFINED 1,2,5 943,294
TERCICA INC COM 88078L10 1,657 146,933 SH DEFINED 1,2 146,933
TEREX CORP NEW COM 88077910 44,857 907,480 SH DEFINED 1,2,5 907,480
TERRA INDS INC COM 88091510 11,976 1,800,917 SH DEFINED 1,2 1,800,917
TERREMARK WORLDWIDE COM NEW 88144820 1,422 323,860 SH DEFINED 1,2,5 323,860
TESORO CORP COM 88160910 77,471 1,152,161 SH DEFINED 1,2,5,8,10 1,152,161
TESSERA TECHNOLOGIES COM 88164L10 16,394 548,097 SH DEFINED 1,2 548,097
TETRA TECH INC NEW COM 88162G10 15,295 909,333 SH DEFINED 1,2,5,6 909,333
TETRA TECHNOLOGIES I COM 88162F10 15,619 500,285 SH DEFINED 1,2 500,285
TEVA PHARMACEUTICAL ADR 88162420 36,167 1,082,206 SH DEFINED 1,2,5,7 1,082,206
TEXAS CAPITAL BANCSH COM 88224Q10 5,937 280,721 SH DEFINED 1,2 280,721
TEXAS INDS INC COM 88249110 29,198 536,731 SH DEFINED 1,2,5 536,731
TEXAS INSTRS INC COM 88250810 1,765,820 52,089,083 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 52,089,083
TEXAS REGL BANCSHARE CL A VTG 88267310 20,197 701,540 SH DEFINED 1,2,5,13 701,540
TEXAS ROADHOUSE INC CL A 88268110 7,798 523,336 SH DEFINED 1,2 523,336
TEXTRON INC COM 88320310 320,768 4,472,498 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,472,498
THERAGENICS CORP COM 88337510 160 54,381 SH DEFINED 1,6 54,381
THERAVANCE INC COM 88338T10 882 41,942 SH DEFINED 1 41,942
THERMA-WAVE INC COM 88343A10 50 28,168 SH DEFINED 1 28,168
THERMO ELECTRON CORP COM 88355610 206,462 6,681,630 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,681,630
THERMOGENESIS CORP COM NEW 88362320 2,481 468,062 SH DEFINED 1,2,5 468,062
THIRD WAVE TECHNOLOG COM 88428W10 111 22,364 SH DEFINED 1 22,364
THOMAS & BETTS CORP COM 88431510 25,216 732,806 SH DEFINED 1,2,5,6,12,13 732,806
THOMAS PPTYS GROUP I COM 88445310 187 14,400 SH DEFINED 1 14,400
THOMSON SPONSORED 88511810 258 12,380 SH DEFINED 1 12,380
THOMSON CORP COM 88490310 1,221 32,563 SH DEFINED 7 32,563
THOR INDS INC COM 88516010 20,897 614,610 SH DEFINED 1,2,5,13 614,610
THORATEC CORP COM NEW 88517530 12,012 676,368 SH DEFINED 1,2,5 676,368
THORNBURG MTG INC COM 88521810 27,693 1,105,074 SH DEFINED 1,2,5 1,105,074
THQ INC COM NEW 87244340 19,860 931,520 SH DEFINED 1,2,5,6 931,520
THRESHOLD PHARMACEUT COM 88580710 733 53,665 SH DEFINED 1,2 53,665
TIBCO SOFTWARE INC COM 88632Q10 24,461 2,925,924 SH DEFINED 1,2,5 2,925,924
TIDEWATER INC COM 88642310 38,310 787,145 SH DEFINED 1,2,5,12,13 787,145
TIER TECHNOLOGIES IN CL B 88650Q10 217 25,074 SH DEFINED 1 25,074
TIERONE CORP COM 88650R10 8,670 329,533 SH DEFINED 1,2 329,533
TIFFANY & CO NEW COM 88654710 148,532 3,734,772 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,734,772
TIM PARTICIPACOES S SPONS ADR 88706P10 3,853 207,385 SH DEFINED 1,2,7 207,385
TIMBERLAND CO CL A 88710010 59,490 1,761,104 SH DEFINED 1,2,5,12,13 1,761,104
TIME WARNER INC COM 88731710 2,523,394 139,337,046 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 139,337,046
TIME WARNER TELECOM CL A 88731910 6,200 794,897 SH DEFINED 1,2,5 794,897
TIMKEN CO COM 88738910 32,680 1,102,938 SH DEFINED 1,2,5,13 1,102,938
TIPPERARY CORP COM PAR $0 88800230 1,047 142,061 SH DEFINED 1,2 142,061
TITAN INTL INC ILL COM 88830M10 1,809 131,770 SH DEFINED 1,2 131,770
TITAN PHARMACEUTICAL COM 88831410 52 29,117 SH DEFINED 1 29,117
TITANIUM METALS CORP COM NEW 88833920 6,569 166,050 SH DEFINED 1,2 166,050
TIVO INC COM 88870610 3,758 685,818 SH DEFINED 1,2 685,818
TJX COS INC NEW COM 87254010 282,211 13,779,858 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 13,779,858
TNS INC COM 87296010 2,800 115,483 SH DEFINED 1,2 115,483
TODCO CL A 88889T10 29,901 716,875 SH DEFINED 1,2 716,875
TOLL BROTHERS INC COM 88947810 120,653 2,700,988 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,700,988
TOLLGRADE COMMUNICAT COM 88954210 229 27,036 SH DEFINED 1,6 27,036
TOMPKINSTRUSTCO INC COM 89011010 4,439 102,643 SH DEFINED 1,2,5 102,643
TOO INC COM 89033310 18,164 662,211 SH DEFINED 1,2,5,6 662,211
TOOTSIE ROLL INDS IN COM 89051610 14,389 453,201 SH DEFINED 1,2,5,6,13 453,201
TOPPS INC COM 89078610 3,897 474,669 SH DEFINED 1,2 474,669
TORCHMARK CORP COM 89102710 165,268 3,128,295 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,128,295
TOREADOR RES CORP COM 89105010 6,251 176,584 SH DEFINED 1,2 176,584
TORO CO COM 89109210 28,214 767,520 SH DEFINED 1,2,5,6,12 767,520
TORONTO DOMINION BK COM NEW 89116050 3,294 66,798 SH DEFINED 1,7 66,798
TOTAL S A SPONSORED 89151E10 28,539 210,127 SH DEFINED 1,2 210,127
TOTAL SYS SVCS INC COM 89190610 14,608 626,688 SH DEFINED 1,2,5,12 626,688
TOWER GROUP INC COM 89177710 3,101 205,125 SH DEFINED 1,2 205,125
TOWN & CTRY TR SH BEN INT 89208110 11,269 388,305 SH DEFINED 1,2,3 388,305
TOYOTA MOTOR CORP SP ADR REP 89233130 7,285 78,865 SH DEFINED 1,2 78,865
TRACTOR SUPPLY CO COM 89235610 28,200 617,748 SH DEFINED 1,2,5,6 617,748
TRADESTATION GROUP I COM 89267P10 2,173 214,317 SH DEFINED 1,2 214,317
TRAFFIX INC COM 89272110 115 18,400 SH DEFINED 1 18,400
TRAMMELL CROW CO COM 89288R10 16,502 668,654 SH DEFINED 1,2 668,654
TRANS WORLD ENTMT CO COM 89336Q10 4,513 571,932 SH DEFINED 1,2 571,932
TRANSACT TECHNOLOGIE COM 89291810 99 13,061 SH DEFINED 1 13,061
TRANSACTION SYS ARCH COM 89341610 22,760 817,249 SH DEFINED 1,2,13 817,249
TRANSALTA CORP COM 89346D10 284 14,371 SH DEFINED 7 14,371
TRANSATLANTIC HLDGS COM 89352110 16,694 292,885 SH DEFINED 1,2,5,12 292,885
TRANSCAT INC COM 89352910 84 19,200 SH DEFINED 1 19,200
TRANSMETA CORP DEL COM 89376R10 398 280,502 SH DEFINED 1,2,5 280,502
TRANSMONTAIGNE INC COM 89393410 6,575 822,877 SH DEFINED 1,2 822,877
TRANSOCEAN INC ORD G9007810 605,029 9,868,352 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 9,868,352
TRANSPORTADORA DE GA SPON ADR B 89387020 447 68,076 SH DEFINED 1,5 68,076
TRANSWITCH CORP COM 89406510 1,980 1,151,419 SH DEFINED 1,2,5 1,151,419
TRAVELZOO INC COM 89421Q10 860 38,767 SH DEFINED 1,2 38,767
TRC COS INC COM 87262510 3,888 249,225 SH DEFINED 1 249,225
TREDEGAR CORP COM 89465010 5,261 404,344 SH DEFINED 1,2,6 404,344
TREEHOUSE FOODS INC COM 89469A10 11,823 439,855 SH DEFINED 1,2,5,6,12 439,855
TREND MICRO INC SPONS ADR 89486M20 599 18,697 SH DEFINED 1 18,697
TREX INC COM 89531P10 3,481 145,048 SH DEFINED 1,2 145,048
TRI CONTL CORP COM 89543610 2,283 125,018 SH DEFINED 5,12 125,018
TRI VY CORP COM 89573510 2,439 245,106 SH DEFINED 1,2 245,106
TRIAD GTY INC COM 89592510 4,525 115,363 SH DEFINED 1,2 115,363
TRIAD HOSPITALS INC COM 89579K10 60,103 1,327,666 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,327,666
TRIARC COS INC CL B SER 1 89592730 12,380 810,765 SH DEFINED 1,2,6 810,765
TRIBUNE CO NEW COM 89604710 239,109 7,055,450 SH DEFINED 1,2,5,6,7,8,
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TRICO BANCSHARES COM 89609510 3,235 150,326 SH DEFINED 1,2 150,326
TRIDENT MICROSYSTEMS COM 89591910 9,316 292,868 SH DEFINED 1,2 292,868
TRIMBLE NAVIGATION L COM 89623910 19,284 572,404 SH DEFINED 1,2,5,6,12 572,404
TRIMERIS INC COM 89626310 3,476 226,580 SH DEFINED 1,2,5 226,580
TRINITY INDS INC COM 89652210 31,319 773,500 SH DEFINED 1,2,5,13 773,500
TRIPATH IMAGING INC COM 89694210 2,608 369,467 SH DEFINED 1,2,5 369,467
TRIPATH TECHNOLOGY I COM 89672P10 16 23,158 SH DEFINED 1 23,158
TRIQUINT SEMICONDUCT COM 89674K10 8,649 2,457,011 SH DEFINED 1,2,5,13 2,457,011
TRIUMPH GROUP INC NE COM 89681810 9,042 243,259 SH DEFINED 1,2,6 243,259
TRIZEC PROPERTIES IN COM 89687P10 40,526 1,757,411 SH DEFINED 1,2,3,5,12 1,757,411
TRIZETTO GROUP INC COM 89688210 11,934 845,212 SH DEFINED 1,2 845,212
TRM CORP COM 87263610 1,893 124,596 SH DEFINED 1,2 124,596
TRUSTCO BK CORP N Y COM 89834910 13,725 1,095,381 SH DEFINED 1,2,5 1,095,381
TRUSTMARK CORP COM 89840210 18,389 660,284 SH DEFINED 1,2,5 660,284
TRUSTREET PPTYS INC COM 89840410 11,518 735,975 SH DEFINED 1,2,3,5 735,975
TRW AUTOMOTIVE HLDGS COM 87264S10 19,191 654,087 SH DEFINED 1,2,5 654,087
TTM TECHNOLOGIES IN COM 87305R10 3,936 550,478 SH DEFINED 1,2 550,478
TUESDAY MORNING CORP COM NEW 89903550 11,648 450,244 SH DEFINED 1,2,5 450,244
TUMBLEWEED COMMUNICA COM 89969010 141 33,219 SH DEFINED 1 33,219
TUPPERWARE CORP COM 89989610 28,974 1,271,925 SH DEFINED 1,2,5,13 1,271,925
TURBOCHEF TECHNOLOGI COM NEW 90000620 2,510 160,997 SH DEFINED 1,2 160,997
TURKCELL ILETISIM HI SPON ADR N 90011120 688 50,423 SH DEFINED 1 50,423
TUT SYSTEMS COM 90110310 59 18,418 SH DEFINED 1 18,418
TWEETER HOME ENTMT G COM 90116710 113 34,219 SH DEFINED 1,5 34,219
TWIN DISC INC COM 90147610 233 5,700 SH DEFINED 1 5,700
TXU CORP COM 87316810 1,118,527 9,908,995 SH DEFINED 1,2,5,6,7,8,
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TYCO INTL LTD NEW COM 90212410 1,372,623 49,286,286 SH DEFINED 1,2,5,6,7,8,
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TYLER TECHNOLOGIES I COM 90225210 3,934 475,127 SH DEFINED 1,2,5 475,127
TYSON FOODS INC CL A 90249410 142,234 7,880,005 SH DEFINED 1,2,5,6,7,8,
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U S B HLDG INC COM 90291010 3,684 161,598 SH DEFINED 1,2 161,598
U S CONCRETE INC COM 90333L10 523 67,820 SH DEFINED 1,2,5 67,820
U S G CORP COM NEW 90329340 70,158 1,020,919 SH DEFINED 1,2,5 1,020,919
U S PHYSICAL THERAPY COM 90337L10 5,981 329,365 SH DEFINED 1,2,5 329,365
U S SHIPPING PARTNER COM UNIT 90341710 273 10,800 SH DEFINED 1 10,800
U S XPRESS ENTERPRIS CL A 90338N10 904 77,554 SH DEFINED 1,2 77,554
U STORE IT TR COM 91274F10 12,068 595,360 SH DEFINED 1,2,3 595,360
UAP HLDG CORP COM 90344110 8,904 491,929 SH DEFINED 1,2 491,929
UBIQUITEL INC COM 90347430 9,082 1,039,114 SH DEFINED 1,2,5 1,039,114
UBS AG NAMEN AKT H8920M85 56,336 658,904 SH DEFINED 1,2 658,904
UCBH HOLDINGS INC COM 90262T30 24,992 1,363,426 SH DEFINED 1,2,5 1,363,426
UGI CORP NEW COM 90268110 42,156 1,497,558 SH DEFINED 1,2,5 1,497,558
UICI COM 90273710 21,601 600,020 SH DEFINED 1,2,5 600,020
UIL HLDG CORP COM 90274810 10,754 205,574 SH DEFINED 1,2,5 205,574
ULTICOM INC COM 90384410 1,916 173,672 SH DEFINED 1,2,5 173,672
ULTIMATE SOFTWARE GR COM 90385D10 4,620 250,807 SH DEFINED 1,2 250,807
ULTRA PETROLEUM CORP COM 90391410 42,466 746,583 SH DEFINED 1,2,5,7,8,10,
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ULTRALIFE BATTERIES COM 90389910 2,145 165,996 SH DEFINED 1,2 165,996
ULTRATECH INC COM 90403410 4,863 311,910 SH DEFINED 1,2,6 311,910
UMB FINL CORP COM 90278810 17,796 270,943 SH DEFINED 1,2,5 270,943
UMPQUA HLDGS CORP COM 90421410 14,686 603,848 SH DEFINED 1,2,5 603,848
UNIBANCO-UNIAO DE BA GDR REP PF 90458E10 50,306 956,381 SH DEFINED 1,2,4,5 956,381
UNIFI INC COM 90467710 250 74,770 SH DEFINED 1,2 74,770
UNIFIRST CORP MASS COM 90470810 6,435 183,492 SH DEFINED 1,2,5 183,492
UNILEVER N V N Y SHS NE 90478470 2,002 28,017 SH DEFINED 1 28,017
UNILEVER PLC SPON ADR N 90476770 1,360 32,223 SH DEFINED 1 32,223
UNION BANKSHARES COR COM 90539910 4,458 106,704 SH DEFINED 1,2 106,704
UNION PAC CORP COM 90781810 501,073 6,988,464 SH DEFINED 1,2,5,6,7,8,
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UNIONBANCAL CORP COM 90890610 71,853 1,030,595 SH DEFINED 1,2,5,7,8,10,
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UNISOURCE ENERGY COR COM 90920510 16,428 494,225 SH DEFINED 1,2,5 494,225
UNISYS CORP COM 90921410 59,901 9,021,212 SH DEFINED 1,2,5,6,7,8,
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UNIT CORP COM 90921810 26,094 472,035 SH DEFINED 1,2,5,12 472,035
UNITED AUTO GROUP IN COM 90944010 10,890 329,611 SH DEFINED 1,2 329,611
UNITED BANKSHARES IN COM 90990710 19,468 557,023 SH DEFINED 1,2,5 557,023
UNITED CAPITAL CORP COM 90991210 894 38,100 SH DEFINED 1,2 38,100
UNITED CMNTY BKS BLA CAP STK 90984P10 11,784 413,457 SH DEFINED 1,2 413,457
UNITED CMNTY FINL CO COM 90983910 5,273 469,954 SH DEFINED 1,2,5 469,954
UNITED DOMINION REAL COM 91019710 66,419 2,802,469 SH DEFINED 1,2,3,5,13 2,802,469
UNITED FIRE & CAS CO COM 91033110 11,078 245,580 SH DEFINED 1,2 245,580
UNITED GUARDIAN INC COM 91057110 115 14,000 SH DEFINED 1 14,000
UNITED INDL CORP COM 91067110 4,668 130,567 SH DEFINED 1,2 130,567
UNITED MICROELECTRON SPONSORED 91087320 3,638 1,010,450 SH DEFINED 1 1,010,450
UNITED NAT FOODS INC COM 91116310 28,253 799,009 SH DEFINED 1,2,6 799,009
UNITED ONLINE INC COM 91126810 17,691 1,277,308 SH DEFINED 1,2,5 1,277,308
UNITED PANAM FINANCI COM 91130110 1,742 69,753 SH DEFINED 1,2 69,753
UNITED PARCEL SERVIC CL B 91131210 1,849,563 26,754,856 SH DEFINED 1,2,5,6,7,8,
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UNITED RENTALS INC COM 91136310 32,208 1,634,071 SH DEFINED 1,2,5,13 1,634,071
UNITED RETAIL GROUP COM 91138010 79 10,300 SH DEFINED 1,2 10,300
UNITED SEC BANCSHARE SHS 91145910 1,695 61,768 SH DEFINED 1,2 61,768
UNITED STATES CELLUL COM 91168410 8,136 152,300 SH DEFINED 1,2,5 152,300
UNITED STATES STL CO COM 91290910 171,228 4,043,158 SH DEFINED 1,2,5,6,7,8,
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UNITED STATIONERS IN COM 91300410 27,482 574,216 SH DEFINED 1,2,5,6 574,216
UNITED SURGICAL PART COM 91301630 26,647 681,324 SH DEFINED 1,2,6 681,324
UNITED TECHNOLOGIES COM 91301710 5,765,705 111,221,160 SH DEFINED 1,2,5,6,7,8,
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UNITED THERAPEUTICS COM 91307C10 29,015 415,691 SH DEFINED 1,2 415,691
UNITED UTILS PLC SPONSORED 91311Q10 308 13,141 SH DEFINED 1 13,141
UNITEDHEALTH GROUP I COM 91324P10 2,147,900 38,218,870 SH DEFINED 1,2,5,6,7,8,
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UNITIL CORP COM 91325910 258 9,192 SH DEFINED 1,2 9,192
UNITRIN INC COM 91327510 43,024 906,528 SH DEFINED 1,2,5,10,12,13 906,528
UNIVERSAL AMERN FINL COM 91337710 7,555 332,220 SH DEFINED 1,2 332,220
UNIVERSAL COMPRESSIO COM 91343110 10,585 266,163 SH DEFINED 1,2 266,163
UNIVERSAL CORP VA COM 91345610 22,445 578,021 SH DEFINED 1,2,5,13 578,021
UNIVERSAL DISPLAY CO COM 91347P10 3,219 288,675 SH DEFINED 1,2 288,675
UNIVERSAL ELECTRS IN COM 91348310 2,857 165,267 SH DEFINED 1,2,5 165,267
UNIVERSAL FST PRODS COM 91354310 15,196 265,109 SH DEFINED 1,2,6 265,109
UNIVERSAL HEALTH RLT SH BEN INT 91359E10 5,462 164,273 SH DEFINED 1,2,3 164,273
UNIVERSAL HLTH SVCS CL B 91390310 43,413 911,466 SH DEFINED 1,2,5,7,10,12,
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UNIVERSAL TECHNICAL COM 91391510 8,430 236,723 SH DEFINED 1,2 236,723
UNIVERSAL TRUCKLOAD COM 91388P10 772 41,533 SH DEFINED 1 41,533
UNIVEST CORP PA COM 91527110 3,184 115,147 SH DEFINED 1,2 115,147
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UNIZAN FINANCIAL COR COM 91528W10 7,385 305,027 SH DEFINED 1,2 305,027
UNOVA INC COM 91529B10 22,283 637,019 SH DEFINED 1,2,5 637,019
UNUMPROVIDENT CORP COM 91529Y10 255,309 12,454,110 SH DEFINED 1,2,5,6,7,8,
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UPM KYMMENE CORP SPONSORED 91543610 571 28,391 SH DEFINED 1 28,391
UQM TECHNOLOGIES INC COM 90321310 77 18,576 SH DEFINED 1 18,576
URBAN OUTFITTERS INC COM 91704710 44,929 1,528,206 SH DEFINED 1,2,5,12,13 1,528,206
UROLOGIX INC COM 91727310 98 23,058 SH DEFINED 1 23,058
URS CORP NEW COM 90323610 31,259 773,936 SH DEFINED 1,2,6 773,936
URSTADT BIDDLE PPTYS COM 91728610 186 11,570 SH DEFINED 1 11,570
URSTADT BIDDLE PPTYS CL A 91728620 5,965 393,466 SH DEFINED 1,2,3 393,466
US BANCORP DEL COM NEW 90297330 1,553,906 55,338,549 SH DEFINED 1,2,5,6,7,8,
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US LEC CORP CL A 90331S10 26 13,600 SH DEFINED 1 13,600
USA MOBILITY INC COM 90341G10 8,952 331,807 SH DEFINED 1,2 331,807
USA TRUCK INC COM 90292510 1,383 54,665 SH DEFINED 1,2 54,665
USANA HEALTH SCIENCE COM 90328M10 11,600 243,197 SH DEFINED 1,2,6 243,197
USEC INC COM 90333E10 18,640 1,670,265 SH DEFINED 1,2,5 1,670,265
USI HLDGS CORP COM 90333H10 9,327 718,023 SH DEFINED 1,2 718,023
UST INC COM 90291110 154,025 3,679,537 SH DEFINED 1,2,5,6,8,10,
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UTAH MED PRODS INC COM 91748810 274 11,200 SH DEFINED 1,2 11,200
UTI WORLDWIDE INC ORD G8721010 1,085 13,965 SH DEFINED 1,5 13,965
UTSTARCOM INC COM 91807610 16,749 2,050,050 SH DEFINED 1,2,5,13 2,050,050
V F CORP COM 91820410 161,346 2,783,261 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,783,261
VA SOFTWARE CORP COM 91819B10 80 53,045 SH DEFINED 1 53,045
VAIL RESORTS INC COM 91879Q10 17,698 615,578 SH DEFINED 1,2 615,578
VALASSIS COMMUNICATI COM 91886610 34,271 879,203 SH DEFINED 1,2,5,13 879,203
VALEANT PHARMACEUTIC COM 91911X10 24,242 1,207,284 SH DEFINED 1,2,5,13 1,207,284
VALENCE TECHNOLOGY I COM 91891410 1,821 672,067 SH DEFINED 1,2,5 672,067
VALERO ENERGY CORP N COM 91913Y10 1,250,823 11,063,354 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 11,063,354
VALERO L P COM UT LTD 91913W10 1,506 26,425 SH DEFINED 1,5 26,425
VALHI INC NEW COM 91890510 1,760 97,876 SH DEFINED 1,2 97,876
VALLEY NATL BANCORP COM 91979410 21,581 942,421 SH DEFINED 1,2,5,12 942,421
VALMONT INDS INC COM 92025310 7,609 259,176 SH DEFINED 1,2,6 259,176
VALOR COMMUNICATIONS COM 92025510 4,951 363,248 SH DEFINED 1,2 363,248
VALSPAR CORP COM 92035510 38,037 1,701,123 SH DEFINED 1,2,5,12,13 1,701,123
VALUE LINE INC COM 92043710 887 22,653 SH DEFINED 1,2 22,653
VALUECLICK INC COM 92046N10 17,782 1,040,469 SH DEFINED 1,2,5 1,040,469
VALUEVISION MEDIA IN CL A 92047K10 4,143 365,034 SH DEFINED 1,2 365,034
VARIAN INC COM 92220610 23,624 688,347 SH DEFINED 1,2,5,13 688,347
VARIAN MED SYS INC COM 92220P10 91,803 2,323,541 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,323,541
VARIAN SEMICONDUCTOR COM 92220710 22,948 541,615 SH DEFINED 1,2,5,6 541,615
VASCO DATA SEC INTL COM 92230Y10 2,461 271,372 SH DEFINED 1,2 271,372
VCA ANTECH INC COM 91819410 29,612 1,160,330 SH DEFINED 1,2,5,12,13 1,160,330
VECTOR GROUP LTD COM 92240M10 8,399 419,755 SH DEFINED 1,2,5 419,755
VECTREN CORP COM 92240G10 29,302 1,033,588 SH DEFINED 1,2,5,13 1,033,588
VEECO INSTRS INC DEL COM 92241710 6,028 375,825 SH DEFINED 1,2,5,6 375,825
VELOCITY EXPRESS COR COM PAR $0 92257T60 119 36,218 SH DEFINED 1,2 36,218
VENTANA MED SYS INC COM 92276H10 16,047 421,525 SH DEFINED 1,2 421,525
VENTAS INC COM 92276F10 71,863 2,231,768 SH DEFINED 1,2,3,5,10 2,231,768
VENTIV HEALTH INC COM 92279310 7,979 304,439 SH DEFINED 1,2 304,439
VERIFONE HLDGS INC COM 92342Y10 5,697 283,279 SH DEFINED 1,2 283,279
VERINT SYS INC COM 92343X10 6,262 152,952 SH DEFINED 1,2 152,952
VERISIGN INC COM 92343E10 113,449 5,308,788 SH DEFINED 1,2,5,7,8,10,
12,13,14 5,308,788
VERITAS DGC INC COM 92343P10 32,613 890,581 SH DEFINED 1,2,5 890,581
VERITY INC COM 92343C10 5,303 499,353 SH DEFINED 1,2,6 499,353
VERIZON COMMUNICATIO COM 92343V10 2,852,833 87,269,279 SH DEFINED 1,2,5,6,7,8,
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VERSO TECHNOLOGIES I COM 92531710 15 40,915 SH DEFINED 1 40,915
VERTEX PHARMACEUTICA COM 92532F10 39,995 1,789,504 SH DEFINED 1,2,5,8,13 1,789,504
VERTRUE INC COM 92534N10 9,634 265,034 SH DEFINED 1,2,6 265,034
VESTA INS GROUP INC COM 92539110 83 40,289 SH DEFINED 1,5 40,289
VIACELL INC COM 92554J10 588 101,380 SH DEFINED 1 101,380
VIACOM INC CL A 92552410 1,843 55,491 SH DEFINED 1,2,5,13 55,491
VIACOM INC CL B 92552430 1,444,190 43,750,080 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 43,750,080
VIAD CORP COM NEW 92552R40 9,905 362,152 SH DEFINED 1,2,5,6 362,152
VIASAT INC COM 92552V10 7,796 303,923 SH DEFINED 1,2,5,6 303,923
VIASYS HEALTHCARE IN COM NEW 92553Q20 14,713 588,770 SH DEFINED 1,2,5,6 588,770
VICAL INC COM 92560210 100 20,235 SH DEFINED 1 20,235
VICON INDS INC COM 92581110 58 18,700 SH DEFINED 1 18,700
VICOR CORP COM 92581510 5,588 368,839 SH DEFINED 1,2,6 368,839
VIEWPOINT CORP COM 92672P10 31 21,847 SH DEFINED 1 21,847
VIGNETTE CORP COM NEW 92673440 5,800 364,529 SH DEFINED 1,2,5 364,529
VIISAGE TECHNOLOGY I COM 92675K10 1,440 346,897 SH DEFINED 1,2 346,897
VINA CONCHA Y TORO S SPONSORED 92719110 687 8,085 SH DEFINED 1,2,5,7 8,085
VINEYARD NATL BANCOR COM 92742610 2,392 80,931 SH DEFINED 1,2 80,931
VINTAGE PETE INC COM 92746010 42,715 935,511 SH DEFINED 1,2,5,12 935,511
VION PHARMACEUTICALS COM 92762410 86 39,631 SH DEFINED 1 39,631
VIRAGE LOGIC CORP COM 92763R10 935 120,688 SH DEFINED 1,2 120,688
VIRCO MFG CO COM 92765110 112 14,761 SH DEFINED 1 14,761
VIRGINIA COMM BANCOR COM 92778Q10 3,047 112,532 SH DEFINED 1,2 112,532
VIRGINIA FINL GROUP COM 92781010 4,054 112,450 SH DEFINED 1,2 112,450
VIROPHARMA INC COM 92824110 560 26,913 SH DEFINED 1 26,913
VISHAY INTERTECHNOLO COM 92829810 30,360 2,540,565 SH DEFINED 1,2,5,13 2,540,565
VISTACARE INC CL A 92839Y10 2,326 160,749 SH DEFINED 1,2,5 160,749
VISTEON CORP COM 92839U10 36,138 3,695,102 SH DEFINED 1,2,5,6,8,10,
13 3,695,102
VISUAL NETWORKS INC COM 92844410 43 31,201 SH DEFINED 1 31,201
VITAL IMAGES INC COM 92846N10 2,926 131,434 SH DEFINED 1,2,5 131,434
VITAL SIGNS INC COM 92846910 7,835 169,991 SH DEFINED 1,2,6 169,991
VITESSE SEMICONDUCTO COM 92849710 5,720 3,058,655 SH DEFINED 1,2,5 3,058,655
VITRIA TECHNOLOGY COM NEW 92849Q40 79 23,548 SH DEFINED 1,5 23,548
VIVENDI UNIVERSAL SPON ADR N 92851S20 1,859 56,794 SH DEFINED 1 56,794
VIVUS INC COM 92855110 145 40,403 SH DEFINED 1,5 40,403
VNUS MED TECHNOLOGIE COM 92856610 298 28,626 SH DEFINED 1 28,626
VODAFONE GROUP PLC N SPONSORED 92857W10 13,958 537,448 SH DEFINED 1,2 537,448
VOLT INFORMATION SCI COM 92870310 2,827 139,114 SH DEFINED 1,2,5,6 139,114
VOLTERRA SEMICONDUCT COM 92870810 1,901 154,927 SH DEFINED 1,2 154,927
VOLVO AKTIEBOLAGET ADR B 92885640 785 17,958 SH DEFINED 1 17,958
VORNADO RLTY TR SH BEN INT 92904210 369,946 4,270,911 SH DEFINED 1,2,3,5,6,7,8,
10,12,13,14 4,270,911
VULCAN MATLS CO COM 92916010 208,921 2,815,263 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,815,263
W & T OFFSHORE INC COM 92922P10 5,902 181,996 SH DEFINED 1,2 181,996
W HLDG CO INC COM 92925110 14,851 1,553,428 SH DEFINED 1,2,5 1,553,428
W P CAREY & CO LLC COM 92930Y10 885 32,861 SH DEFINED 1,5 32,861
WABASH NATL CORP COM 92956610 12,271 624,179 SH DEFINED 1,2,6 624,179
WABTEC CORP COM 92974010 16,555 606,837 SH DEFINED 1,2 606,837
WACHOVIA CORP 2ND NE COM 92990310 2,233,456 46,931,210 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 46,931,210
WADDELL & REED FINL CL A 93005910 26,673 1,377,741 SH DEFINED 1,2,5,13 1,377,741
WAL MART STORES INC COM 93114210 3,420,306 78,053,544 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 78,053,544
WALGREEN CO COM 93142210 1,188,466 27,352,504 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 27,352,504
WALTER INDS INC COM 93317Q10 42,022 859,001 SH DEFINED 1,2 859,001
WARNACO GROUP INC COM NEW 93439040 12,855 586,735 SH DEFINED 1,2 586,735
WARNER MUSIC GROUP C COM 93455010 4,446 240,205 SH DEFINED 1,2 240,205
WARREN RES INC COM 93564A10 3,851 229,916 SH DEFINED 1,2 229,916
WASHINGTON FED INC COM 93882410 30,236 1,340,270 SH DEFINED 1,2,5,13 1,340,270
WASHINGTON GROUP INT COM NEW 93886220 17,347 321,891 SH DEFINED 1,2 321,891
WASHINGTON MUT INC COM 93932210 1,047,508 26,708,528 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 26,708,528
WASHINGTON POST CO CL B 93964010 73,531 91,627 SH DEFINED 1,2,5,7,8,10,
12,13,14 91,627
WASHINGTON REAL ESTA SH BEN INT 93965310 27,149 872,680 SH DEFINED 1,2,3,5 872,680
WASHINGTON TR BANCOR COM 94061010 4,470 164,400 SH DEFINED 1,2 164,400
WASTE CONNECTIONS IN COM 94105310 26,069 743,129 SH DEFINED 1,2,5,6 743,129
WASTE INDUSTRIES USA COM 94105710 863 64,902 SH DEFINED 1,2 64,902
WASTE MGMT INC DEL COM 94106L10 524,441 18,330,685 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 18,330,685
WASTE SERVICES INC D COM 94107510 2,569 694,404 SH DEFINED 1,2 694,404
WATCHGUARD TECHNOLOG COM 94110510 266 62,080 SH DEFINED 1,2,5 62,080
WATER PIK TECHNOLOGI COM 94113U10 2,957 145,682 SH DEFINED 1,2 145,682
WATERS CORP COM 94184810 161,446 3,880,925 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,880,925
WATSCO INC COM 94262220 19,298 363,368 SH DEFINED 1,2,6 363,368
WATSON PHARMACEUTICA COM 94268310 182,663 4,989,439 SH DEFINED 1,2,5,6,10,
12,13 4,989,439
WATSON WYATT & CO HL CL A 94271210 15,075 559,381 SH DEFINED 1,2,5,6 559,381
WATTS WATER TECHNOLO CL A 94274910 10,127 351,025 SH DEFINED 1,2,6 351,025
WAUSAU PAPER CORP COM 94331510 7,550 603,483 SH DEFINED 1,2 603,483
WAVE SYSTEMS CORP CL A 94352610 44 47,821 SH DEFINED 1 47,821
WCI CMNTYS INC COM 92923C10 12,898 454,641 SH DEFINED 1,2 454,641
WD-40 CO COM 92923610 9,703 366,001 SH DEFINED 1,2,6 366,001
WEATHERFORD INTERNAT COM G9508910 223,272 3,251,845 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,251,845
WEBEX COMMUNICATIONS COM 94767L10 18,288 746,149 SH DEFINED 1,2,5,6 746,149
WEBMD CORP COM 94769M10 33,204 2,996,759 SH DEFINED 1,2,5,12 2,996,759
WEBMETHODS INC COM 94768C10 5,243 741,525 SH DEFINED 1,2 741,525
WEBSENSE INC COM 94768410 33,130 646,953 SH DEFINED 1,2,5,6 646,953
WEBSIDESTORY INC COM 94768510 2,452 138,378 SH DEFINED 1,2 138,378
WEBSTER FINL CORP CO COM 94789010 31,242 694,888 SH DEFINED 1,2,5,13 694,888
WEIDER NUTRITION INT CL A 94860310 58 11,000 SH DEFINED 1 11,000
WEIGHT WATCHERS INTL COM 94862610 59,462 1,152,819 SH DEFINED 1,2,5,10,12 1,152,819
WEINGARTEN RLTY INVS SH BEN INT 94874110 64,109 1,693,778 SH DEFINED 1,2,3,5,12,13 1,693,778
WEIS MKTS INC COM 94884910 7,118 177,910 SH DEFINED 1,2,5 177,910
WELLCARE HEALTH PLAN COM 94946T10 9,611 259,394 SH DEFINED 1,2 259,394
WELLCHOICE INC COM 94947510 24,730 325,825 SH DEFINED 1,2,5,12 325,825
WELLMAN INC COM 94970210 2,751 434,563 SH DEFINED 1,2 434,563
WELLPOINT INC COM 94973V10 1,468,791 19,372,083 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 19,372,083
WELLS FARGO & CO NEW COM 94974610 2,886,358 49,280,486 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 49,280,486
WELLSFORD REAL PPTYS COM NEW 95024020 443 23,339 SH DEFINED 1,2,5 23,339
WENDYS INTL INC COM 95059010 133,878 2,965,179 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,965,179
WERNER ENTERPRISES I COM 95075510 15,960 923,098 SH DEFINED 1,2,5,13 923,098
WESBANCO INC COM 95081010 9,085 330,375 SH DEFINED 1,2 330,375
WESCO FINL CORP COM 95081710 13,371 39,085 SH DEFINED 1,2,5,12 39,085
WESCO INTL INC COM 95082P10 16,000 472,398 SH DEFINED 1,2,5 472,398
WEST BANCORPORATION CAP STK 95123P10 3,653 197,250 SH DEFINED 1,2 197,250
WEST COAST BANCORP O COM 95214510 5,599 223,973 SH DEFINED 1,2 223,973
WEST CORP COM 95235510 14,879 397,943 SH DEFINED 1,2,5 397,943
WEST MARINE INC COM 95423510 2,365 160,041 SH DEFINED 1,2 160,041
WEST PHARMACEUTICAL COM 95530610 10,920 368,043 SH DEFINED 1,2 368,043
WESTAMERICA BANCORPO COM 95709010 29,549 572,108 SH DEFINED 1,2,5,13 572,108
WESTAR ENERGY INC COM 95709T10 31,777 1,316,914 SH DEFINED 1,2,5,13 1,316,914
WESTBANK CORP COM 95711610 381 26,356 SH DEFINED 1 26,356
WESTCORP INC COM 95790710 12,733 216,186 SH DEFINED 1,2,5 216,186
WESTELL TECHNOLOGIES CL A 95754110 10,722 2,945,612 SH DEFINED 1,2,5 2,945,612
WESTERN DIGITAL CORP COM 95810210 90,644 7,010,386 SH DEFINED 1,2,5,12,13 7,010,386
WESTERN GAS RES INC COM 95825910 45,214 882,570 SH DEFINED 1,2,5,12,13 882,570
WESTERN SIERRA BANCO COM 95952210 2,403 69,767 SH DEFINED 1,2 69,767
WESTFIELD FINANCIAL COM 96008D10 1,067 45,388 SH DEFINED 1,2 45,388
WESTLAKE CHEM CORP COM 96041310 11,303 417,384 SH DEFINED 1,2 417,384
WESTMORELAND COAL CO COM 96087810 216 7,800 SH DEFINED 1 7,800
WESTPAC BKG CORP SPONSORED 96121430 1,616 19,992 SH DEFINED 1 19,992
WESTWOOD ONE INC COM 96181510 23,465 1,179,741 SH DEFINED 1,2,5,12,13 1,179,741
WET SEAL INC CL A 96184010 1,503 333,927 SH DEFINED 1,2 333,927
WEYCO GROUP INC COM 96214910 1,554 79,702 SH DEFINED 1,2 79,702
WEYERHAEUSER CO COM 96216610 467,847 6,805,045 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,805,045
WFS FINL INC COM 92923B10 13,875 206,498 SH DEFINED 1,2,5,7,10,12,
14 206,498
WGL HLDGS INC COM 92924F10 53,859 1,676,290 SH DEFINED 1,2,5,6,13 1,676,290
W-H ENERGY SVCS INC COM 92925E10 10,738 331,214 SH DEFINED 1,2,5 331,214
WHEELING PITTSBURGH COM NEW 96314230 1,736 103,782 SH DEFINED 1,2 103,782
WHIRLPOOL CORP COM 96332010 134,096 1,769,774 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 1,769,774
WHITE ELECTR DESIGNS COM 96380110 2,405 471,600 SH DEFINED 1,5 471,600
WHITE MTNS INS GROUP COM G9618E10 11,113 18,399 SH DEFINED 1,5,12 18,399
WHITEHALL JEWELLERS COM 96506310 31 18,292 SH DEFINED 1 18,292
WHITING PETE CORP NE COM 96638710 16,516 376,741 SH DEFINED 1,2 376,741
WHITNEY HLDG CORP COM 96661210 13,561 501,524 SH DEFINED 1,2,5 501,524
WHOLE FOODS MKT INC COM 96683710 157,267 1,169,707 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 1,169,707
WILD OATS MARKETS IN COM 96808B10 4,639 360,739 SH DEFINED 1,2 360,739
WILEY JOHN & SONS IN CL A 96822320 21,596 517,385 SH DEFINED 1,2,5 517,385
WILLIAMS CLAYTON ENE COM 96949010 4,028 93,243 SH DEFINED 1,2 93,243
WILLIAMS COS INC DEL COM 96945710 417,010 16,647,125 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 16,647,125
WILLIAMS SONOMA INC COM 96990410 67,221 1,752,837 SH DEFINED 1,2,5,7,8,10,
12,13,14 1,752,837
WILLIS GROUP HOLDING SHS G9665510 4,128 109,946 SH DEFINED 1,5,12 109,946
WILLOW GROVE BANCORP COM 97111W10 295 18,825 SH DEFINED 1 18,825
WILMINGTON TRUST COR COM 97180710 29,593 811,880 SH DEFINED 1,2,5,13 811,880
WILSHIRE BANCORP INC COM 97186T10 2,288 149,535 SH DEFINED 1,2 149,535
WILSHIRE ENTERPRISES COM 97188910 145 17,686 SH DEFINED 1 17,686
WILSONS THE LEATHER COM 97246310 1,915 313,938 SH DEFINED 1,2 313,938
WIMM BILL DANN FOODS SPONSORED 97263M10 216 11,246 SH DEFINED 1,5 11,246
WIND RIVER SYSTEMS I COM 97314910 16,098 1,245,032 SH DEFINED 1,2,5,13 1,245,032
WINDROSE MED PPTYS T COM 97349110 153 10,002 SH DEFINED 1,3 10,002
WINNEBAGO INDS INC COM 97463710 19,670 678,988 SH DEFINED 1,2,6 678,988
WINSTON HOTELS INC COM 97563A10 6,385 638,480 SH DEFINED 1,2,3,5 638,480
WINTRUST FINANCIAL C COM 97650W10 14,128 281,093 SH DEFINED 1,2 281,093
WIPRO LTD SPON ADR 1 97651M10 1,354 130,710 SH DEFINED 1,5 130,710
WIRELESS FACILITIES COM 97653A10 3,977 685,740 SH DEFINED 1,2 685,740
WIRELESS TELECOM GRO COM 97652410 50 18,700 SH DEFINED 1 18,700
WISCONSIN ENERGY COR COM 97665710 80,294 2,011,385 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,011,385
WITNESS SYS INC COM 97742410 6,897 330,176 SH DEFINED 1,2 330,176
WJ COMMUNICATIONS IN COM 92928410 29 23,836 SH DEFINED 1 23,836
WMS INDS INC COM 92929710 11,203 398,255 SH DEFINED 1,2,6 398,255
WOLSELEY PLC SPONSORED 97786P10 214 4,967 SH DEFINED 1 4,967
WOLVERINE TUBE INC COM 97809310 269 35,909 SH DEFINED 1,6 35,909
WOLVERINE WORLD WIDE COM 97809710 27,917 1,326,205 SH DEFINED 1,2,5,6 1,326,205
WOODHEAD INDS INC COM 97943810 200 14,583 SH DEFINED 1 14,583
WOODWARD GOVERNOR CO COM 98074510 14,404 169,357 SH DEFINED 1,2,5,6 169,357
WORLD ACCEP CORP DEL COM 98141910 6,158 242,356 SH DEFINED 1,2 242,356
WORLD AIR HLDGS INC COM 98142V10 2,885 272,167 SH DEFINED 1,2 272,167
WORLD FUEL SVCS CORP COM 98147510 10,540 324,805 SH DEFINED 1,2 324,805
WORLD WRESTLING ENTM CL A 98156Q10 3,246 249,679 SH DEFINED 1,2 249,679
WORTHINGTON INDS INC COM 98181110 29,307 1,393,594 SH DEFINED 1,2,5,6,13 1,393,594
WPP GROUP PLC SPON ADR N 92930930 243 4,763 SH DEFINED 1 4,763
WPS RESOURCES CORP COM 92931B10 27,953 483,624 SH DEFINED 1,2,5,13 483,624
WPT ENTERPRISES INC COM 98211W10 445 50,468 SH DEFINED 1 50,468
WRIGHT EXPRESS CORP COM 98233Q10 11,060 512,265 SH DEFINED 1,2 512,265
WRIGHT MED GROUP INC COM 98235T10 8,520 345,234 SH DEFINED 1,2 345,234
WRIGLEY WM JR CO COM 98252610 331,063 4,605,776 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 4,605,776
WSFS FINL CORP COM 92932810 6,737 114,400 SH DEFINED 1,2,5 114,400
WYETH COM 98302410 1,669,782 36,087,784 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 36,087,784
WYNN RESORTS LTD COM 98313410 30,302 671,133 SH DEFINED 1,2,5,7,8,10,
12,13,14 671,133
XANSER CORP COM 98389J10 87 28,000 SH DEFINED 1 28,000
XCEL ENERGY INC COM 98389B10 252,663 12,884,397 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 12,884,397
XERIUM TECHNOLOGIES COM 98416J10 1,319 114,873 SH DEFINED 1,2 114,873
XEROX CORP COM 98412110 1,031,975 75,602,535 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 75,602,535
XILINX INC COM 98391910 252,329 9,060,304 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 9,060,304
XL CAP LTD CL A G9825510 244,875 3,599,508 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 3,599,508
XM SATELLITE RADIO H CL A 98375910 88,306 2,459,080 SH DEFINED 1,2,5,7,8,10,
12,13,14 2,459,080
XOMA LTD ORD G9825R10 173 98,041 SH DEFINED 1,5 98,041
X-RITE INC COM 98385710 3,934 317,228 SH DEFINED 1,2,6 317,228
XTO ENERGY INC COM 98385X10 468,928 10,347,046 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 10,347,046
YAHOO INC COM 98433210 1,111,723 32,852,339 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 32,852,339
YANKEE CANDLE INC COM 98475710 19,520 796,721 SH DEFINED 1,2,5 796,721
YARDVILLE NATL BANCO COM 98502110 3,772 106,997 SH DEFINED 1,2 106,997
YELLOW ROADWAY CORP COM 98557710 84,428 2,038,350 SH DEFINED 1,2,5,7,10,
12,13,14 2,038,350
YORK INTL CORP NEW COM 98667010 43,027 767,383 SH DEFINED 1,2,5,13 767,383
YOUBET COM INC COM 98741310 89 15,473 SH DEFINED 1 15,473
YOUNG BROADCASTING I CL A 98743410 72 20,615 SH DEFINED 1 20,615
YOUNG INNOVATIONS IN COM 98752010 2,660 70,259 SH DEFINED 1,2 70,259
YUM BRANDS INC COM 98849810 525,221 10,849,422 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 10,849,422
ZALE CORP NEW COM 98885810 28,488 1,048,129 SH DEFINED 1,2,5,6 1,048,129
ZAPATA CORP COM PAR $ 98907060 141 19,760 SH DEFINED 1 19,760
ZEBRA TECHNOLOGIES C CL A 98920710 40,618 1,039,091 SH DEFINED 1,2,5,12,13 1,039,091
ZENITH NATL INS CORP COM 98939010 16,190 258,262 SH DEFINED 1,2 258,262
ZHONE TECHNOLOGIES I COM 98950P10 3,336 1,277,992 SH DEFINED 1,2 1,277,992
ZILA INC COM PAR $0 98951320 191 54,800 SH DEFINED 1,5 54,800
ZIMMER HLDGS INC COM 98956P10 458,857 6,660,718 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 6,660,718
ZIONS BANCORPORATION COM 98970110 174,195 2,445,874 SH DEFINED 1,2,5,6,7,8,
10,12,13,14 2,445,874
ZIPREALTY INC COM 98974V10 562 44,094 SH DEFINED 1 44,094
ZIX CORP COM 98974P10 187 93,625 SH DEFINED 1,6 93,625
ZOLL MED CORP COM 98992210 5,239 199,728 SH DEFINED 1,2 199,728
ZOLTEK COS INC COM 98975W10 1,310 99,632 SH DEFINED 1 99,632
ZOMAX INC MINN COM 98992910 55 17,011 SH DEFINED 1 17,011
ZORAN CORP COM 98975F10 8,335 582,838 SH DEFINED 1,2,5 582,838
ZUMIEZ INC COM 98981710 766 23,479 SH DEFINED 1 23,479
ZYGO CORP COM 98985510 351 22,939 SH DEFINED 1 22,939
ZYMOGENETICS INC COM 98985T10 6,237 377,984 SH DEFINED 1,2 377,984
TOTAL MARKET VALUE 447,516,023