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

                                   FORM 13F

                              FORM 13F COVER PAGE


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

Check Here if Amendment / /; Amendment Number:
                                               ---------
   This Amendment (Check only one.):    / / is a restatement.
                                        / / adds new holdings entries.

Institutional Investment Manager Filing this Report:

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

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

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

Person Signing this Report on Behalf of Reporting Manager:

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

Signature, Place, and Date of Signing:

  /s/ PAMELA D. GORMLEY     Boston, Massachusetts   February 13, 2006
--------------------------  ---------------------   -----------------
        [Signature]             [City, State]            [Date]

Report Type (Check only one.):

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

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

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





                              FORM 13F SUMMARY PAGE

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

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


REPORT SUMMARY:


Number of Other Included Managers:      12
                                        --------------------

Form 13F Information Table Entry Total: 3943
                                        --------------------

Form 13F Information Table Value Total: 457,081,509
                                        --------------------
                                            (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.]

         Form 13F
No.      File Number           Name
-------------------------------------------------------------------------------

1        28-00733              State Street Bank and Trust Company
2        28-11338              SSgA Funds Management, Inc.
3        28-11339              Tuckerman Group, LLC
4        28-11328              Rexiter Capital Management LTD
5        28-11326              State Street Global Advisors LTD
6        28-11327              State Street Global Advisors Ltd.
7        28-11329              State Street Banque, SA
8        28-11330              State Street Global Advisors, Australia
10       28-11332              State Street Global Advisors (Japan) Co., Ltd.
12       28-11331              State Street Global Advisors Asia LTD
13       28-11334              State Street Global Advisors GmbH
14       28-11333              State Street Trust & Banking Co., Ltd.




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



                     TITLE OF                  VALUE   SHARES OR SH/ PUT/ INVESTMENT                            VOTING AUTHORITY
NAME OF ISSUER       CLASS      CUSIP        (x1000)     PRN AMT PRN CALL DISCRETION     OTHER MANAGERS             SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
                                                                                               
1 800 FLOWERS COM    CL A       68243Q10       3,084     480,332  SH      DEFINED    1,2                         480,332
1-800 CONTACTS INC   COM        68197710       1,787     152,709  SH      DEFINED    1,2                         152,709
1ST SOURCE CORP      COM        33690110       7,467     296,905  SH      DEFINED    1,2                         296,905
21ST CENTY INS GROUP COM        90130N10       9,140     564,924  SH      DEFINED    1,2,5                       564,924
24/7 REAL MEDIA INC  COM NEW    90131420         368      50,196  SH      DEFINED    1                            50,196
3COM CORP            COM        88553510      25,702   7,139,503  SH      DEFINED    1,2,5,6,13                7,139,503
3-D SYS CORP DEL     COM NEW    88554D20       2,610     145,021  SH      DEFINED    1,2                         145,021
3M CO                COM        88579Y10   4,717,413  60,869,847  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  60,869,847
4 KIDS ENTMT INC     COM        35086510       4,723     301,014  SH      DEFINED    1,2,6                       301,014
8X8 INC NEW          COM        28291410          47      25,500  SH      DEFINED    1                            25,500
99 CENTS ONLY STORES COM        65440K10       8,718     833,479  SH      DEFINED    1,2,5,13                    833,479
A C MOORE ARTS & CRA COM        00086T10       2,766     190,119  SH      DEFINED    1,2,5                       190,119
A D C TELECOMMUNICAT COM NEW    00088630      75,922   3,401,533  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,401,533
A S V INC            COM        00196310       7,494     299,980  SH      DEFINED    1,2,6                       299,980
AAMES INVT CORP MD   COM        00253G10       3,409     527,743  SH      DEFINED    1,2                         527,743
AAON INC             COM PAR $0 00036020       2,252     125,929  SH      DEFINED    1,2                         125,929
AAR CORP             COM        00036110      13,599     567,815  SH      DEFINED    1,2,5,6                     567,815
AARON RENTS INC      COM        00253520      13,694     649,609  SH      DEFINED    1,2,6                       649,609
AASTROM BIOSCIENCES  COM        00253U10       2,556   1,211,155  SH      DEFINED    1,2                       1,211,155
ABAXIS INC           COM        00256710       4,183     253,848  SH      DEFINED    1,2                         253,848
ABB LTD              SPONSORED  00037520         450      46,249  SH      DEFINED    1                            46,249
ABBOTT LABS          COM        00282410   1,743,181  44,209,511  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  44,209,511
ABERCROMBIE & FITCH  CL A       00289620     104,193   1,598,535  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,598,535
ABGENIX INC          COM        00339B10      24,682   1,148,535  SH      DEFINED    1,2,5                     1,148,535
ABIOMED INC          COM        00365410       1,803     195,103  SH      DEFINED    1,2                         195,103
ABM INDS INC         COM        00095710      13,788     705,271  SH      DEFINED    1,2,5,6                     705,271
ABN AMRO HLDG NV     SPONSORED  00093710       2,499      95,583  SH      DEFINED    1                            95,583
ABRAXAS PETE CORP    COM        00383010         187      35,400  SH      DEFINED    1,2                          35,400
ABX AIR INC          COM        00080S10       5,763     734,176  SH      DEFINED    1,2                         734,176
ACACIA RESH CORP     ACACIA TCH 00388130         111      16,033  SH      DEFINED    1,5                          16,033
ACADIA PHARMACEUTICA COM        00422510       1,608     163,246  SH      DEFINED    1,2                         163,246
ACADIA RLTY TR       COM SH BEN 00423910      15,697     782,909  SH      DEFINED    1,2,3,5                     782,909
ACCELRYS INC         COM        00430U10         480      59,718  SH      DEFINED    1,2,5                        59,718
ACCENTURE LTD BERMUD CL A       G1150G11      87,158   3,018,998  SH      DEFINED    1,2,5,7,8,10,12,13,14     3,018,998
ACCO BRANDS CORP     COM        00081T10       9,028     368,487  SH      DEFINED    1,2,5,7,8,13                368,487
ACCREDITED HOME LEND COM        00437P10      11,356     229,036  SH      DEFINED    1,2,5                       229,036
ACCURIDE CORP        COM        00439810       2,880     223,225  SH      DEFINED    1,2                         223,225
ACE CASH EXPRESS INC COM        00440310       5,394     230,994  SH      DEFINED    1,2                         230,994
ACE LTD              ORD        G0070K10     449,317   8,407,876  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   8,407,876
ACETO CORP           COM        00444610         200      30,457  SH      DEFINED    1                            30,457
ACME COMMUNICATION I COM        00463110         163      45,878  SH      DEFINED    1,2                          45,878
ACTEL CORP           COM        00493410       4,418     347,031  SH      DEFINED    1,2,6                       347,031
ACTIVCARD CORP       COM        00506J10         184      52,628  SH      DEFINED    1                            52,628
ACTIVE POWER INC     COM        00504W10          85      22,164  SH      DEFINED    1                            22,164
ACTIVISION INC NEW   COM NEW    00493020      48,098   3,500,561  SH      DEFINED    1,2,5,13                  3,500,561
ACTUANT CORP         CL A NEW   00508X20      20,898     374,511  SH      DEFINED    1,2                         374,511
ACTUATE CORP         COM        00508B10         303      96,571  SH      DEFINED    1,5                          96,571
ACUITY BRANDS INC    COM        00508Y10      20,855     655,823  SH      DEFINED    1,2,5,6                     655,823
ACXIOM CORP          COM        00512510      34,746   1,510,677  SH      DEFINED    1,2,5,12,13               1,510,677
ADAMS RESPIRATORY TH COM        00635P10       3,641      89,551  SH      DEFINED    1,2                          89,551
ADAPTEC INC          COM        00651F10       9,207   1,581,954  SH      DEFINED    1,2,5,6                   1,581,954





                                                                                               
ADE CORP MASS        COM        00089C10       2,695     112,015  SH      DEFINED    1,2                         112,015
ADECCO SA            SPONSORED  00675410         306      26,497  SH      DEFINED    1                            26,497
ADESA INC            COM        00686U10      49,412   2,023,418  SH      DEFINED    1,2,5,10,12,13            2,023,418
ADEZA BIOMEDICAL COR COM        00686410       1,039      49,382  SH      DEFINED    1                            49,382
ADMINISTAFF INC      COM        00709410      22,661     538,897  SH      DEFINED    1,2,5,6                     538,897
ADOBE SYS INC        COM        00724F10     609,636  16,494,491  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  16,494,491
ADOLOR CORP          COM        00724X10       7,165     490,754  SH      DEFINED    1,2,5                       490,754
ADTRAN INC           COM        00738A10      45,883   1,544,355  SH      DEFINED    1,2,5,12,13               1,544,355
ADVANCE AMER CASH AD COM        00739W10      10,281     829,074  SH      DEFINED    1,2                         829,074
ADVANCE AUTO PARTS I COM        00751Y10      94,270   2,169,128  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,169,128
ADVANCED ANALOGIC TE COM        00752J10       1,458     105,249  SH      DEFINED    1,2                         105,249
ADVANCED DIGITAL INF COM        00752510      13,945   1,424,440  SH      DEFINED    1,2,5                     1,424,440
ADVANCED ENERGY INDS COM        00797310       4,098     346,400  SH      DEFINED    1,2,6                       346,400
ADVANCED MEDICAL OPT COM        00763M10      41,579     994,721  SH      DEFINED    1,2,5,13                    994,721
ADVANCED MICRO DEVIC COM        00790310     324,513  10,604,998  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  10,604,998
ADVANCED SEMICONDUCT SPONSORED  00756M40         193      43,046  SH      DEFINED    1                            43,046
ADVANTA CORP         CL A       00794210         713      23,666  SH      DEFINED    1                            23,666
ADVANTA CORP         CL B       00794220      11,270     347,423  SH      DEFINED    1,2                         347,423
ADVANTEST CORP       SPONSORED  00762U10         316      12,440  SH      DEFINED    1                            12,440
ADVENT SOFTWARE INC  COM        00797410      13,897     480,186  SH      DEFINED    1,2,5,13                    480,186
ADVISORY BRD CO      COM        00762W10      11,302     237,090  SH      DEFINED    1,2                         237,090
ADVO INC             COM        00758510      17,780     630,957  SH      DEFINED    1,2,5,6                     630,957
AEGON N V            ORD AMER R 00792410       1,404      86,029  SH      DEFINED    1,2                          86,029
AEROFLEX INC         COM        00776810      11,118   1,034,275  SH      DEFINED    1,2,5,6                   1,034,275
AEROPOSTALE          COM        00786510      30,361   1,154,414  SH      DEFINED    1,2,5,13                  1,154,414
AES CORP             COM        00130H10     320,226  20,229,062  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  20,229,062
AETHER HLDGS INC     COM        00809C10         103      31,111  SH      DEFINED    1                            31,111
AETNA INC NEW        COM        00817Y10   1,601,588  16,982,161  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  16,982,161
AFC ENTERPRISES INC  COM        00104Q10       3,681     243,476  SH      DEFINED    1,2                         243,476
AFFILIATED COMPUTER  CL A       00819010     191,826   3,241,392  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,241,392
AFFILIATED MANAGERS  COM        00825210      32,254     401,913  SH      DEFINED    1,2,5                       401,913
AFFIRMATIVE INS HLDG COM        00827210       1,000      68,532  SH      DEFINED    1,2                          68,532
AFFORDABLE RESIDENTI COM        00827310       5,799     608,468  SH      DEFINED    1,2,3                       608,468
AFFYMETRIX INC       COM        00826T10      41,701     873,311  SH      DEFINED    1,2,5,12,13                 873,311
AFLAC INC            COM        00105510     638,705  13,759,271  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  13,759,271
AFTERMARKET TECHNOLO COM        00831810       8,454     434,859  SH      DEFINED    1,2,5                       434,859
AGCO CORP            COM        00108410      28,482   1,718,899  SH      DEFINED    1,2,5,13                  1,718,899
AGERE SYS INC        COM        00845V30      23,641   1,832,657  SH      DEFINED    1,2,5,13                  1,832,657
AGILE SOFTWARE CORP  COM        00846X10       4,409     737,313  SH      DEFINED    1,2                         737,313
AGILENT TECHNOLOGIES COM        00846U10     422,032  12,677,450  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  12,677,450
AGILYSYS INC         COM        00847J10      14,709     807,276  SH      DEFINED    1,2,6                       807,276
AGL RES INC          COM        00120410      36,770   1,056,297  SH      DEFINED    1,2,5,6,13                1,056,297
AGREE REALTY CORP    COM        00849210       3,016     104,361  SH      DEFINED    1,2,3                       104,361
AGRIUM INC           COM        00891610         355      16,149  SH      DEFINED    1                            16,149
AIR METHODS CORP     COM PAR $. 00912830         367      21,200  SH      DEFINED    1,2                          21,200
AIR PRODS & CHEMS IN COM        00915810     822,273  13,892,101  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  13,892,101
AIRGAS INC           COM        00936310      29,882     908,270  SH      DEFINED    1,2,5,13                    908,270
AIRSPAN NETWORKS INC COM        00950H10       1,943     341,498  SH      DEFINED    1,2                         341,498
AIRTRAN HLDGS INC    COM        00949P10      28,187   1,758,420  SH      DEFINED    1,2,13                    1,758,420
AIXTRON AKTIENGESELL SPONSORED  00960610          33      10,404  SH      DEFINED    1,5                          10,404
AK STL HLDG CORP     COM        00154710      15,691   1,973,680  SH      DEFINED    1,2,5                     1,973,680
AKAMAI TECHNOLOGIES  COM        00971T10      23,962   1,202,285  SH      DEFINED    1,2,5,12                  1,202,285
AKSYS LTD            COM        01019610          19      28,493  SH      DEFINED    1                            28,493
AKZO NOBEL NV        SPONSORED  01019930         707      15,343  SH      DEFINED    1                            15,343
ALABAMA NATL BANCORP COM        01031710      11,283     174,226  SH      DEFINED    1,2                         174,226
ALAMO GROUP INC      COM        01131110       1,379      67,275  SH      DEFINED    1,2                          67,275
ALAMOSA HLDGS INC    COM        01158910      21,695   1,165,781  SH      DEFINED    1,2,5                     1,165,781
ALASKA AIR GROUP INC COM        01165910      29,728     832,249  SH      DEFINED    1,2,6,13                    832,249
ALASKA COMMUNICATION COM        01167P10       1,294     127,373  SH      DEFINED    1,2                         127,373





                                                                                               
ALBANY INTL CORP     CL A       01234810      16,636     460,079  SH      DEFINED    1,2,6                       460,079
ALBANY MOLECULAR RES COM        01242310       8,977     738,814  SH      DEFINED    1,2,5                       738,814
ALBEMARLE CORP       COM        01265310      21,820     568,972  SH      DEFINED    1,2,5,13                    568,972
ALBERTO CULVER CO    COM        01306810      94,035   2,055,419  SH      DEFINED    1,2,5,6,10,12,13          2,055,419
ALBERTSONS INC       COM        01310410     207,314   9,710,269  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,710,269
ALCAN INC            COM        01371610         338       8,257  SH      DEFINED    1                             8,257
ALCATEL              SPONSORED  01390430         654      52,766  SH      DEFINED    1                            52,766
ALCOA INC            COM        01381710     910,535  30,792,521  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  30,792,521
ALCON INC            COM SHS    H0130110      11,990      92,514  SH      DEFINED    1,5,12                       92,514
ALDERWOODS GROUP INC COM        01438310      16,263   1,024,765  SH      DEFINED    1,2,5                     1,024,765
ALDILA INC           COM NEW    01438420         371      14,600  SH      DEFINED    2                            14,600
ALERIS INTL INC      COM        01447710      12,400     384,611  SH      DEFINED    1,2                         384,611
ALEXANDER & BALDWIN  COM        01448210      31,178     574,811  SH      DEFINED    1,2,5,12,13                 574,811
ALEXANDERS INC       COM        01475210      13,347      54,367  SH      DEFINED    1,2,3,5                      54,367
ALEXANDRIA REAL ESTA COM        01527110      39,745     493,731  SH      DEFINED    1,2,3,5                     493,731
ALEXION PHARMACEUTIC COM        01535110       7,667     378,637  SH      DEFINED    1,2,5                       378,637
ALFA CORP            COM        01538510       8,951     555,993  SH      DEFINED    1,2                         555,993
ALFACELL CORP        COM        01540410          44      23,193  SH      DEFINED    1                            23,193
ALICO INC            COM        01623010       2,023      44,767  SH      DEFINED    1,2                          44,767
ALIGN TECHNOLOGY INC COM        01625510       4,944     764,201  SH      DEFINED    1,2                         764,201
ALKERMES INC         COM        01642T10      34,164   1,786,796  SH      DEFINED    1,2,5                     1,786,796
ALLEGHANY CORP DEL   COM        01717510      14,257      50,201  SH      DEFINED    1,2,5                        50,201
ALLEGHENY ENERGY INC COM        01736110     150,313   4,749,221  SH      DEFINED    1,2,5,6,10,13             4,749,221
ALLEGHENY TECHNOLOGI COM        01741R10      80,164   2,221,842  SH      DEFINED    1,2,5,6,10,12,13          2,221,842
ALLERGAN INC         COM        01849010     376,901   3,491,115  SH      DEFINED    1,2,5,6,10,12,13          3,491,115
ALLETE INC           COM NEW    01852230      16,392     372,537  SH      DEFINED    1,2,5                       372,537
ALLIANCE CAP MGMT HL UNIT LTD P 01855A10      10,604     187,709  SH      DEFINED    1,2,5                       187,709
ALLIANCE DATA SYSTEM COM        01858110      59,619   1,674,705  SH      DEFINED    1,2,5,7,10,12,13,14       1,674,705
ALLIANCE FIBER OPTIC COM        01868010          12      10,841  SH      DEFINED    1                            10,841
ALLIANCE GAMING CORP COM NEW    01859P60       8,270     635,214  SH      DEFINED    1,2,5                       635,214
ALLIANCE IMAGING INC COM NEW    01860620       2,868     481,988  SH      DEFINED    1,2                         481,988
ALLIANCE ONE INTL IN COM        01877210       5,492   1,408,137  SH      DEFINED    1,2,5,6                   1,408,137
ALLIANCE RES PARTNER UT LTD PAR 01877R10       1,246      33,500  SH      DEFINED    1,2,5                        33,500
ALLIANCE SEMICONDUCT COM        01877H10          58      22,459  SH      DEFINED    1                            22,459
ALLIANT ENERGY CORP  COM        01880210      49,350   1,759,993  SH      DEFINED    1,2,5,12,13               1,759,993
ALLIANT TECHSYSTEMS  COM        01880410      54,201     711,575  SH      DEFINED    1,2,5,10,12,13              711,575
ALLIANZ AKTIENGESELL SP ADR 1/1 01880510      15,652   1,033,815  SH      DEFINED    1                         1,033,815
ALLIED CAP CORP NEW  COM        01903Q10      45,237   1,540,260  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   1,540,260
ALLIED DEFENSE GROUP COM        01911810         221       9,694  SH      DEFINED    1,5                           9,694
ALLIED HEALTHCARE IN COM        01923A10       2,110     343,674  SH      DEFINED    1,2                         343,674
ALLIED IRISH BKS P L SPON ADR O 01922840         593      13,792  SH      DEFINED    1                            13,792
ALLIED WASTE INDS IN COM PAR$.0 01958930      45,278   5,180,545  SH      DEFINED    1,2,5,6,10,13             5,180,545
ALLION HEALTHCARE IN COM        01961510         373      32,020  SH      DEFINED    1                            32,020
ALLOS THERAPEUTICS I COM        01977710         398     185,029  SH      DEFINED    1,2                         185,029
ALLOY INC            COM        01985510       1,588     549,639  SH      DEFINED    1,2                         549,639
ALLSCRIPTS HEALTHCAR COM        01988P10       6,205     463,071  SH      DEFINED    1,2                         463,071
ALLSTATE CORP        COM        02000210   1,150,801  21,283,535  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  21,283,535
ALLTEL CORP          COM        02003910     619,529   9,818,204  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,818,204
ALNYLAM PHARMACEUTIC COM        02043Q10         154      11,500  SH      DEFINED    2                            11,500
ALON USA ENERGY INC  COM        02052010       1,730      88,034  SH      DEFINED    1,2                          88,034
ALPHA NATURAL RESOUR COM        02076X10       7,008     364,828  SH      DEFINED    1,2                         364,828
ALPHARMA INC         CL A       02081310      30,710   1,077,180  SH      DEFINED    1,2,5,6                   1,077,180
ALTAIR NANOTECHNOLOG COM        02137310          93      45,800  SH      DEFINED    1                            45,800
ALTEON INC           COM        02144G10           2      10,500  SH      DEFINED    1                            10,500
ALTERA CORP          COM        02144110     183,958   9,927,554  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,927,554
ALTIRIS INC          COM        02148M10       4,520     267,586  SH      DEFINED    1,2,6                       267,586
ALTRIA GROUP INC     COM        02209S10   6,315,516  84,522,432  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  84,522,432
ALUMINA LTD          SPONSORED  02220510         310      14,218  SH      DEFINED    1                            14,218
ALVARION LTD         SHS        M0861T10         135      15,514  SH      DEFINED    1,2,5                        15,514





                                                                                               
AMAZON COM INC       COM        02313510     406,396   8,619,217  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   8,619,217
AMB PROPERTY CORP    COM        00163T10      95,956   1,951,518  SH      DEFINED    1,2,3,5,12,13             1,951,518
AMBAC FINL GROUP INC COM        02313910     244,786   3,176,570  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,176,570
AMBASSADORS GROUP IN COM        02317710       4,983     217,680  SH      DEFINED    1,2                         217,680
AMCOL INTL CORP      COM        02341W10       5,699     277,721  SH      DEFINED    1,2                         277,721
AMCORE FINL INC      COM        02391210       9,769     321,235  SH      DEFINED    1,2,5                       321,235
AMDOCS LTD           ORD        G0260210       6,248     227,198  SH      DEFINED    1,5,12                      227,198
AMEDISYS INC         COM        02343610      10,481     248,136  SH      DEFINED    1,2,6                       248,136
AMERADA HESS CORP    COM        02355110     298,499   2,353,720  SH      DEFINED    1,2,5,6,10,12,13          2,353,720
AMERCO               COM        02358610       9,982     138,538  SH      DEFINED    1,2                         138,538
AMEREN CORP          COM        02360810     304,802   5,948,526  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,948,526
AMERICA MOVIL S A DE SPON ADR L 02364W10      25,080     857,145  SH      DEFINED    1,2                         857,145
AMERICA SVC GROUP IN COM        02364L10       1,931     121,770  SH      DEFINED    1,2                         121,770
AMERICAN AXLE & MFG  COM        02406110      11,470     625,761  SH      DEFINED    1,2,5                       625,761
AMERICAN CAMPUS CMNT COM        02483510       8,884     358,216  SH      DEFINED    1,2,3                       358,216
AMERICAN CAPITAL STR COM        02493710      34,146     942,987  SH      DEFINED    1,2,5                       942,987
AMERICAN DENTAL PART COM        02535310       2,545     140,764  SH      DEFINED    1,2                         140,764
AMERICAN EAGLE OUTFI COM        02553E10      64,803   2,819,953  SH      DEFINED    1,2,5,12,13               2,819,953
AMERICAN ECOLOGY COR COM NEW    02553340       1,910     132,334  SH      DEFINED    1,2                         132,334
AMERICAN ELEC PWR IN COM        02553710     453,915  12,238,198  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  12,238,198
AMERICAN EQTY INVT L COM        02567620       8,392     643,027  SH      DEFINED    1,2                         643,027
AMERICAN EXPRESS CO  COM        02581610   2,006,696  38,995,258  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  38,995,258
AMERICAN FINL GROUP  COM        02593210      53,065   1,385,153  SH      DEFINED    1,2,5,7,10,12,13,14       1,385,153
AMERICAN FINL RLTY T COM        02607P30      12,377   1,031,429  SH      DEFINED    1,2,3,5                   1,031,429
AMERICAN GREETINGS C CL A       02637510      49,392   2,248,134  SH      DEFINED    1,2,5,6,7,10,12,13,14     2,248,134
AMERICAN HEALTHWAYS  COM        02649V10      23,827     526,574  SH      DEFINED    1,2,5,6                     526,574
AMERICAN HOME MTG IN COM        02660R10      22,901     703,146  SH      DEFINED    1,2,5                       703,146
AMERICAN INTL GROUP  COM        02687410   5,313,486  77,876,089  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  77,876,089
AMERICAN ITALIAN PAS CL A       02707010       3,757     552,473  SH      DEFINED    1,2,5,6                     552,473
AMERICAN LD LEASE IN COM        02711810         456      19,232  SH      DEFINED    1,2,3                        19,232
AMERICAN MED SYS HLD COM        02744M10      18,324   1,027,711  SH      DEFINED    1,2,6                     1,027,711
AMERICAN NATL INS CO COM        02859110      11,946     102,111  SH      DEFINED    1,2,5                       102,111
AMERICAN PAC CORP    COM        02874010          72      10,500  SH      DEFINED    1                            10,500
AMERICAN PHARMACEUTI COM        02886P10       8,090     208,565  SH      DEFINED    1,2,5,12                    208,565
AMERICAN PHYSICIANS  COM        02888410       6,236     136,188  SH      DEFINED    1,2                         136,188
AMERICAN PWR CONVERS COM        02906610     108,038   4,910,826  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,910,826
AMERICAN REAL ESTATE DEPOSITRY  02916910         655      16,978  SH      DEFINED    1,2                          16,978
AMERICAN REPROGRAPHI COM        02926310       4,136     162,758  SH      DEFINED    1,2                         162,758
AMERICAN RETIREMENT  COM        02891310       8,718     346,913  SH      DEFINED    1,2                         346,913
AMERICAN SCIENCE & E COM        02942910       6,009      96,343  SH      DEFINED    1,2                          96,343
AMERICAN SOFTWARE IN CL A       02968310          78      11,915  SH      DEFINED    1                            11,915
AMERICAN STD COS INC COM        02971210     212,700   5,324,153  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,324,153
AMERICAN STS WTR CO  COM        02989910       6,568     213,243  SH      DEFINED    1,2                         213,243
AMERICAN SUPERCONDUC COM        03011110       3,064     389,343  SH      DEFINED    1,2,5                       389,343
AMERICAN TECHNICNAL  COM        03013710         160      17,700  SH      DEFINED    1                            17,700
AMERICAN TECHNOLOGY  COM NEW    03014520          83      25,097  SH      DEFINED    1                            25,097
AMERICAN TOWER CORP  CL A       02991220     173,255   6,393,170  SH      DEFINED    1,2,5,7,8,10,12,13,14     6,393,170
AMERICAN VANGUARD CO COM        03037110       2,860     121,701  SH      DEFINED    1,2                         121,701
AMERICAN WOODMARK CO COM        03050610       3,634     146,606  SH      DEFINED    1,2                         146,606
AMERICANWEST BANCORP COM        03058P10       3,983     168,569  SH      DEFINED    1,2                         168,569
AMERICAS CAR MART IN COM        03062T10       1,708     103,384  SH      DEFINED    1,2,5                       103,384
AMERICREDIT CORP     COM        03060R10      62,079   2,422,119  SH      DEFINED    1,2,5,10,12,13            2,422,119
AMERIGROUP CORP      COM        03073T10      18,764     964,259  SH      DEFINED    1,2,5,6,12                  964,259
AMERIPRISE FINL INC  COM        03076C10     280,331   6,837,344  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,837,344
AMERIS BANCORP       COM        03076K10       4,201     211,743  SH      DEFINED    1,2                         211,743
AMERISOURCEBERGEN CO COM        03073E10     476,530  11,510,396  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  11,510,396
AMERISTAR CASINOS IN COM        03070Q10       8,306     365,906  SH      DEFINED    1,2,5                       365,906
AMERITRADE HLDG CORP COM        03074K10      62,487   2,603,642  SH      DEFINED    1,2,5,12                  2,603,642
AMERIVEST PPTYS INC  COM        03071L10          99      23,700  SH      DEFINED    1,3                          23,700





                                                                                               
AMERON INTL INC      COM        03071010       5,018     110,094  SH      DEFINED    1,2                         110,094
AMERUS GROUP CO      COM        03072M10      32,976     581,888  SH      DEFINED    1,2,5,13                    581,888
AMES NATL CORP       COM        03100110       2,335      90,815  SH      DEFINED    1,2                          90,815
AMETEK INC NEW       COM        03110010      49,456   1,162,574  SH      DEFINED    1,2,5,12,13               1,162,574
AMGEN INC            COM        03116210   2,965,996  37,610,908  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  37,610,908
AMICAS INC           COM        00171210       2,767     557,872  SH      DEFINED    1,2                         557,872
AMIS HLDGS INC       COM        03153810      18,678   1,753,835  SH      DEFINED    1,2                       1,753,835
AMKOR TECHNOLOGY INC COM        03165210       9,138   1,631,766  SH      DEFINED    1,2,5                     1,631,766
AMLI RESIDENTIAL PPT SH BEN INT 00173510      24,423     641,869  SH      DEFINED    1,2,3                       641,869
AMN HEALTHCARE SERVI COM        00174410       9,187     464,472  SH      DEFINED    1,2                         464,472
AMPCO-PITTSBURGH COR COM        03203710         149      10,300  SH      DEFINED    1                            10,300
AMPHENOL CORP NEW    CL A       03209510      69,006   1,559,100  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,559,100
AMR CORP             COM        00176510      47,572   2,139,983  SH      DEFINED    1,2,5                     2,139,983
AMREP CORP NEW       COM        03215910         253       9,700  SH      DEFINED    1                             9,700
AMSOUTH BANCORPORATI COM        03216510     243,826   9,302,771  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,302,771
AMSURG CORP          COM        03232P40      11,524     504,114  SH      DEFINED    1,2,6                       504,114
AMVESCAP PLC         SPONSORED  03235E10         307      19,956  SH      DEFINED    1                            19,956
AMYLIN PHARMACEUTICA COM        03234610      54,885   1,374,871  SH      DEFINED    1,2,5,12                  1,374,871
ANADARKO PETE CORP   COM        03251110     688,787   7,269,525  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   7,269,525
ANADIGICS INC        COM        03251510         227      37,865  SH      DEFINED    1,5                          37,865
ANADYS PHARMACEUTICA COM        03252Q40         226      25,700  SH      DEFINED    1                            25,700
ANALOG DEVICES INC   COM        03265410     363,684  10,138,959  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  10,138,959
ANALOGIC CORP        COM PAR $0 03265720       9,640     201,472  SH      DEFINED    1,2,6                       201,472
ANALYSTS INTL CORP   COM        03268110          27      11,201  SH      DEFINED    1                            11,201
ANAREN INC           COM        03274410       4,278     273,725  SH      DEFINED    1,2                         273,725
ANCHOR BANCORP WIS I COM        03283910       9,910     326,617  SH      DEFINED    1,2                         326,617
ANDERSONS INC        COM        03416410       3,798      88,163  SH      DEFINED    1,2                          88,163
ANDREW CORP          COM        03442510      43,101   4,016,893  SH      DEFINED    1,2,5,6,10,12,13          4,016,893
ANDRX CORP DEL       ANDRX GROU 03455310      16,285     988,185  SH      DEFINED    1,2,5                       988,185
ANGELICA CORP        COM        03466310       2,128     128,687  SH      DEFINED    1,2,6                       128,687
ANGIODYNAMICS INC    COM        03475V10       3,025     118,477  SH      DEFINED    1                           118,477
ANGLOGOLD ASHANTI LT SPONSORED  03512820         534      10,824  SH      DEFINED    1                            10,824
ANHEUSER BUSCH COS I COM        03522910     923,709  21,501,614  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  21,501,614
ANIKA THERAPEUTICS I COM        03525510         122      10,472  SH      DEFINED    1                            10,472
ANIMAS CORP DEL      COM        03525Y10       3,526     145,988  SH      DEFINED    1,2                         145,988
ANIXTER INTL INC     COM        03529010      19,645     502,163  SH      DEFINED    1,2,5,6                     502,163
ANNALY MTG MGMT INC  COM        03571040      11,277   1,030,825  SH      DEFINED    1,2,5                     1,030,825
ANNTAYLOR STORES COR COM        03611510      73,864   2,139,734  SH      DEFINED    1,2,5,10,12,13            2,139,734
ANSOFT CORP          COM        03638410       5,152     151,320  SH      DEFINED    1,2                         151,320
ANSWERTHINK INC      COM        03691610         251      59,011  SH      DEFINED    1,5                          59,011
ANSYS INC            COM        03662Q10      25,649     600,827  SH      DEFINED    1,2,6                       600,827
ANTEON INTL CORP     COM        03674E10      28,522     524,786  SH      DEFINED    1,2,13                      524,786
ANTHRACITE CAP INC   COM        03702310      13,417   1,274,145  SH      DEFINED    1,2                       1,274,145
ANTIGENICS INC DEL   COM        03703210       1,571     330,037  SH      DEFINED    1,2                         330,037
ANWORTH MORTGAGE ASS COM        03734710       4,396     602,169  SH      DEFINED    1,2,5                       602,169
AO TATNEFT           SPON ADR R 03737P30       2,479      37,567  SH      DEFINED    1,2,5                        37,567
AON CORP             COM        03738910     646,588  17,985,762  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  17,985,762
AP PHARMA INC        COM        00202J10          16      10,700  SH      DEFINED    1                            10,700
APAC CUSTOMER SERVIC COM        00185E10          34      18,498  SH      DEFINED    1                            18,498
APACHE CORP          COM        03741110     681,956   9,952,655  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,952,655
APARTMENT INVT & MGM CL A       03748R10     142,153   3,753,708  SH      DEFINED    1,2,3,5,6,7,8,10,12,13,
                                                                                     14                        3,753,708
APEX SILVER MINES LT ORD        G0407410         220      13,819  SH      DEFINED    1,5                          13,819
APHTON CORP          COM        03759P10          11      33,315  SH      DEFINED    1                            33,315
APOGEE ENTERPRISES I COM        03759810      18,699   1,152,861  SH      DEFINED    1,2,6                     1,152,861
APOLLO GROUP INC     CL A       03760410     233,058   3,854,739  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,854,739
APOLLO INVT CORP     COM        03761U10      13,397     747,188  SH      DEFINED    1,2                         747,188
APPLE COMPUTER INC   COM        03783310   1,862,559  25,908,454  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  25,908,454
APPLEBEES INTL INC   COM        03789910      25,942   1,148,400  SH      DEFINED    1,2,5,13                  1,148,400
APPLERA CORP         COM AP BIO 03802010     194,696   7,330,420  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   7,330,420





                                                                                               
APPLERA CORP         COM CE GEN 03802020      11,934   1,088,844  SH      DEFINED    1,2,5                     1,088,844
APPLICA INC          COM        03815A10          47      30,031  SH      DEFINED    1                            30,031
APPLIED DIGITAL SOLU COM NEW    03818830       1,982     692,860  SH      DEFINED    1,2                         692,860
APPLIED FILMS CORP   COM        03819710       4,103     197,560  SH      DEFINED    1,2,5                       197,560
APPLIED INDL TECHNOL COM        03820C10      17,279     512,880  SH      DEFINED    1,2,6                       512,880
APPLIED MATLS INC    COM        03822210     781,705  43,573,299  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  43,573,299
APPLIED MICRO CIRCUI COM        03822W10      24,258   9,439,061  SH      DEFINED    1,2,5,6,8,10,13           9,439,061
APPLIED SIGNAL TECHN COM        03823710       3,163     139,358  SH      DEFINED    1,2,6                       139,358
APRIA HEALTHCARE GRO COM        03793310      20,787     862,176  SH      DEFINED    1,2,5,13                    862,176
APTARGROUP INC       COM        03833610      16,332     312,868  SH      DEFINED    1,2,5                       312,868
AQUA AMERICA INC     COM        03836W10      46,280   1,695,224  SH      DEFINED    1,2,5,13                  1,695,224
AQUANTIVE INC        COM        03839G10      17,696     701,124  SH      DEFINED    1,2                         701,124
AQUILA INC           COM        03840P10      24,014   6,670,472  SH      DEFINED    1,2,5,13                  6,670,472
ARADIGM CORP         COM        03850510          10      13,942  SH      DEFINED    1                            13,942
ARAMARK CORP         CL B       03852110      40,253   1,449,002  SH      DEFINED    1,2,5,10                  1,449,002
ARBINET THEXCHANGE I COM        03875P10         412      58,729  SH      DEFINED    1,2                          58,729
ARBITRON INC         COM        03875Q10      24,007     632,089  SH      DEFINED    1,2,5,6                     632,089
ARBOR RLTY TR INC    COM        03892310       5,918     228,326  SH      DEFINED    1,2                         228,326
ARCH CAP GROUP LTD   ORD        G0450A10       2,721      49,707  SH      DEFINED    1,2,5                        49,707
ARCH CHEMICALS INC   COM        03937R10       9,638     322,345  SH      DEFINED    1,2                         322,345
ARCH COAL INC        COM        03938010      68,745     864,714  SH      DEFINED    1,2,5,13                    864,714
ARCHER DANIELS MIDLA COM        03948310     464,377  18,831,180  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  18,831,180
ARCHIPELAGO HLDG INC COM        03957A10      17,326     348,116  SH      DEFINED    1,2                         348,116
ARCHSTONE SMITH TR   COM        03958310     312,208   7,453,053  SH      DEFINED    1,2,3,5,6,7,8,10,12,13,
                                                                                     14                        7,453,053
ARCTIC CAT INC       COM        03967010       6,352     316,652  SH      DEFINED    1,2,6                       316,652
ARDEN GROUP INC      CL A       03976210       2,709      29,774  SH      DEFINED    1,2                          29,774
ARDEN RLTY INC       COM        03979310      52,285   1,166,298  SH      DEFINED    1,2,3,5                   1,166,298
ARENA PHARMACEUTICAL COM        04004710       7,376     519,050  SH      DEFINED    1,2                         519,050
ARES CAP CORP        COM        04010L10       6,377     396,822  SH      DEFINED    1,2                         396,822
ARGON ST INC         COM        04014910       3,202     103,367  SH      DEFINED    1,2                         103,367
ARGONAUT GROUP INC   COM        04015710      17,561     535,890  SH      DEFINED    1,2,5                       535,890
ARIAD PHARMACEUTICAL COM        04033A10       4,199     717,760  SH      DEFINED    1,2,5                       717,760
ARIBA INC            COM NEW    04033V20       6,867     934,232  SH      DEFINED    1,2,5                       934,232
ARISTOTLE CORP       COM NEW    04044820          79      10,427  SH      DEFINED    1                            10,427
ARKANSAS BEST CORP D COM        04079010      16,206     371,015  SH      DEFINED    1,2,6                       371,015
ARM HLDGS PLC        SPONSORED  04206810         126      20,249  SH      DEFINED    1                            20,249
ARMOR HOLDINGS INC   COM        04226010      20,935     490,867  SH      DEFINED    1,2,5,6                     490,867
ARQULE INC           COM        04269E10       2,469     403,437  SH      DEFINED    1,2,6                       403,437
ARRAY BIOPHARMA INC  COM        04269X10       2,499     356,496  SH      DEFINED    1,2,5                       356,496
ARRIS GROUP INC      COM        04269Q10      18,969   2,003,049  SH      DEFINED    1,2                       2,003,049
ARROW ELECTRS INC    COM        04273510      67,226   2,098,849  SH      DEFINED    1,2,5,6,12,13             2,098,849
ARROW FINL CORP      COM        04274410       3,400     130,009  SH      DEFINED    1,2,5                       130,009
ARROW INTL INC       COM        04276410       9,978     344,199  SH      DEFINED    1,2                         344,199
ART TECHNOLOGY GROUP COM        04289L10          82      42,031  SH      DEFINED    1                            42,031
ARTESYN TECHNOLOGIES COM        04312710       5,149     499,887  SH      DEFINED    1,2,5,6                     499,887
ARTHROCARE CORP      COM        04313610      14,856     352,543  SH      DEFINED    1,2,6                       352,543
ARVINMERITOR INC     COM        04335310      20,712   1,439,301  SH      DEFINED    1,2,5,13                  1,439,301
ASBURY AUTOMOTIVE GR COM        04343610       2,921     177,488  SH      DEFINED    1,2,5                       177,488
ASHFORD HOSPITALITY  COM SHS    04410310       5,129     488,983  SH      DEFINED    1,2,3                       488,983
ASHLAND INC NEW      COM        04420910     103,352   1,785,004  SH      DEFINED    1,2,5,6,10,12,13          1,785,004
ASHWORTH INC         COM        04516H10         513      60,713  SH      DEFINED    1,5,6                        60,713
ASIAINFO HLDGS INC   COM        04518A10       1,571     394,844  SH      DEFINED    1,2                         394,844
ASML HLDG NV         N Y SHS    N0705911         341      16,982  SH      DEFINED    1                            16,982
ASPECT MED SYS INC   COM        04523510       6,612     192,482  SH      DEFINED    1,2                         192,482
ASPEN INSURANCE HOLD SHS        G0538410       1,328      56,086  SH      DEFINED    1,2                          56,086
ASPEN TECHNOLOGY INC COM        04532710       5,253     669,121  SH      DEFINED    1,2,5                       669,121
ASSET ACCEP CAP CORP COM        04543P10       8,350     371,787  SH      DEFINED    1,2                         371,787
ASSOCIATED BANC CORP COM        04548710      73,106   2,245,975  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,245,975
ASSOCIATED ESTATES R COM        04560410       1,835     203,004  SH      DEFINED    1,3,5                       203,004





                                                                                               
ASSURANT INC         COM        04621X10      70,157   1,613,184  SH      DEFINED    1,2,5,10,12               1,613,184
ASSURED GUARANTY LTD COM        G0585R10       1,372      54,021  SH      DEFINED    1,2                          54,021
ASTA FDG INC         COM        04622010       3,251     118,903  SH      DEFINED    1,2                         118,903
ASTEC INDS INC       COM        04622410       8,231     252,007  SH      DEFINED    1,2,5,6                     252,007
ASTORIA FINL CORP    COM        04626510      42,215   1,435,900  SH      DEFINED    1,2,5,12,13               1,435,900
ASTRAZENECA PLC      SPONSORED  04635310       8,496     174,818  SH      DEFINED    1,2                         174,818
ASTRO-MED INC NEW    COM        04638F10         137      11,770  SH      DEFINED    1                            11,770
ASYST TECHNOLOGY COR COM        04648X10       3,529     616,976  SH      DEFINED    1,2,5                       616,976
AT ROAD INC          COM        04648K10         650     124,344  SH      DEFINED    1                           124,344
AT&T INC             COM        00206R10   3,252,267 132,799,785  SH      DEFINED    1,2,5,6,7,8,10,12,13,14 132,799,785
ATARI INC            COM        04651M10         611     565,972  SH      DEFINED    1,2                         565,972
ATHEROGENICS INC     COM        04743910       9,782     488,877  SH      DEFINED    1,2,5                       488,877
ATHEROS COMMUNICATIO COM        04743P10      12,327     948,249  SH      DEFINED    1,2                         948,249
ATI TECHNOLOGIES INC COM        00194110         605      35,601  SH      DEFINED    1,5,13                       35,601
ATLANTIC AMERN CORP  COM        04820910          29      10,600  SH      DEFINED    1                            10,600
ATLANTIS PLASTICS IN COM        04915610          80      11,000  SH      DEFINED    1                            11,000
ATLAS AMER INC       COM        04916710      14,840     246,428  SH      DEFINED    1,2,5                       246,428
ATLAS PIPELINE PARTN UNIT L P I 04939210         402       9,900  SH      DEFINED    1                             9,900
ATMEL CORP           COM        04951310      23,179   7,501,246  SH      DEFINED    1,2,5,13                  7,501,246
ATMI INC             COM        00207R10      14,276     510,391  SH      DEFINED    1,2,5,6                     510,391
ATMOS ENERGY CORP    COM        04956010      17,511     669,383  SH      DEFINED    1,2,5                       669,383
ATP OIL & GAS CORP   COM        00208J10       8,519     230,171  SH      DEFINED    1,2                         230,171
ATS MED INC          COM        00208310          69      24,829  SH      DEFINED    1                            24,829
ATWOOD OCEANICS INC  COM        05009510      13,023     166,898  SH      DEFINED    1,2                         166,898
AU OPTRONICS CORP    SPONSORED  00225510       1,779     118,522  SH      DEFINED    1                           118,522
AUDIBLE INC          COM NEW    05069A30       3,567     277,797  SH      DEFINED    1,2                         277,797
AUDIOVOX CORP        CL A       05075710       8,554     617,159  SH      DEFINED    1,2,5,6                     617,159
AUGUST TECHNOLOGY CO COM        05106U10       2,142     194,937  SH      DEFINED    1,2                         194,937
AUSTRALIA&NEW ZEALAN SPONSORED  05252830       1,157      13,145  SH      DEFINED    1                            13,145
AUTHENTIDATE HLDG CO COM        05266610          63      32,694  SH      DEFINED    1                            32,694
AUTOBYTEL INC        COM        05275N10       2,427     491,341  SH      DEFINED    1,2                         491,341
AUTODESK INC         COM        05276910     301,628   7,026,047  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   7,026,047
AUTOLIV INC          COM        05280010      45,438   1,000,396  SH      DEFINED    1,2,5,12                  1,000,396
AUTOMATIC DATA PROCE COM        05301510     891,756  19,428,225  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  19,428,225
AUTONATION INC       COM        05329W10     108,176   4,978,202  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,978,202
AUTOZONE INC         COM        05333210     191,618   2,088,475  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,088,475
AVALONBAY CMNTYS INC COM        05348410     149,099   1,670,574  SH      DEFINED    1,2,3,5,7,8,10,12,13,14   1,670,574
AVANEX CORP          COM        05348W10         212     154,980  SH      DEFINED    1,5                         154,980
AVANIR PHARMACEUTICA CL A       05348P10       4,276   1,242,992  SH      DEFINED    1                         1,242,992
AVANT IMMUNOTHERAPEU COM        05349110         165      87,662  SH      DEFINED    1,5                          87,662
AVATAR HLDGS INC     COM        05349410       4,036      73,496  SH      DEFINED    1,2,5                        73,496
AVAYA INC            COM        05349910     133,575  12,518,780  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  12,518,780
AVERY DENNISON CORP  COM        05361110     159,918   2,893,398  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,893,398
AVI BIOPHARMA INC    COM        00234610          64      18,552  SH      DEFINED    1                            18,552
AVIALL INC NEW       COM        05366B10      14,591     506,616  SH      DEFINED    1,2                         506,616
AVICI SYS INC        COM NEW    05367L80          45      11,583  SH      DEFINED    1                            11,583
AVID TECHNOLOGY INC  COM        05367P10      24,905     454,807  SH      DEFINED    1,2,5,6                     454,807
AVIGEN INC           COM        05369010          57      18,712  SH      DEFINED    1                            18,712
AVISTA CORP          COM        05379B10      12,459     703,526  SH      DEFINED    1,2,5                       703,526
AVNET INC            COM        05380710      57,830   2,415,629  SH      DEFINED    1,2,5,10,12,13            2,415,629
AVOCENT CORP         COM        05389310      27,459   1,009,880  SH      DEFINED    1,2,5,12,13               1,009,880
AVON PRODS INC       COM        05430310     384,012  13,450,503  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  13,450,503
AVX CORP NEW         COM        00244410       9,657     666,901  SH      DEFINED    1,2,5                       666,901
AWARE INC MASS       COM        05453N10          86      19,242  SH      DEFINED    1                            19,242
AXA                  SPONSORED  05453610       1,903      58,857  SH      DEFINED    1                            58,857
AXCELIS TECHNOLOGIES COM        05454010       6,961   1,459,301  SH      DEFINED    1,2,5,6                   1,459,301
AXIS CAPITAL HOLDING SHS        G0692U10       9,983     319,154  SH      DEFINED    1,2,5,12                    319,154
AXONYX INC           COM        05461R10          59      70,736  SH      DEFINED    1                            70,736
AZTAR CORP           COM        05480210      17,746     583,929  SH      DEFINED    1,2,5,6                     583,929





                                                                                               
B A S F  A G         SPONSORED  05526250       2,579      33,717  SH      DEFINED    1                            33,717
BADGER METER INC     COM        05652510       2,597      66,174  SH      DEFINED    1,2                          66,174
BAIDU COM INC        SPON ADR R 05675210         239       3,800  SH      DEFINED    7                             3,800
BAIRNCO CORP         COM        05709710         115      13,221  SH      DEFINED    1                            13,221
BAKER HUGHES INC     COM        05722410     665,194  10,944,284  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  10,944,284
BALCHEM CORP         COM        05766520       2,811      94,304  SH      DEFINED    1,2                          94,304
BALDOR ELEC CO       COM        05774110      11,862     462,471  SH      DEFINED    1,2,5,6                     462,471
BALDWIN & LYONS INC  CL B       05775520       4,379     180,223  SH      DEFINED    1,2                         180,223
BALL CORP            COM        05849810     122,112   3,074,332  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,074,332
BALLY TOTAL FITNESS  COM        05873K10       1,093     173,982  SH      DEFINED    1,2,5,6                     173,982
BANC CORP            COM        05944B10       1,823     159,770  SH      DEFINED    1,2,5                       159,770
BANCFIRST CORP       COM        05945F10       7,134      90,298  SH      DEFINED    1,2                          90,298
BANCO BILBAO VIZCAYA SPONSORED  05946K10       2,750     154,067  SH      DEFINED    1                           154,067
BANCO BRADESCO S A   SP ADR PFD 05946030      15,092     517,740  SH      DEFINED    1,2                         517,740
BANCO SANTANDER CENT ADR        05964H10       3,285     249,071  SH      DEFINED    1                           249,071
BANCO SANTANDER CHIL SP ADR REP 05965X10       1,209      27,110  SH      DEFINED    1,2,5,7                      27,110
BANCOLOMBIA S A      SPON ADR P 05968L10      51,056   1,770,946  SH      DEFINED    1,2,4,5,7                 1,770,946
BANCORP INC DEL      COM        05969A10       1,779     104,641  SH      DEFINED    1,2                         104,641
BANCORPSOUTH INC     COM        05969210      24,724   1,120,276  SH      DEFINED    1,2,5                     1,120,276
BANCTRUST FINANCIAL  COM        05978R10       1,791      89,119  SH      DEFINED    1,2                          89,119
BANDAG INC           COM        05981510       8,701     203,919  SH      DEFINED    1,2,13                      203,919
BANK HAWAII CORP     COM        06254010      34,975     678,601  SH      DEFINED    1,2,5,13                    678,601
BANK MUTUAL CORP NEW COM        06375010       8,359     788,609  SH      DEFINED    1,2,5                       788,609
BANK NEW YORK INC    COM        06405710     652,344  20,481,764  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  20,481,764
BANK NOVA SCOTIA HAL COM        06414910       3,918      98,901  SH      DEFINED    1,7                          98,901
BANK OF AMERICA CORP COM        06050510   5,696,269 123,429,451  SH      DEFINED    1,2,5,6,7,8,10,12,13,14 123,429,451
BANK OF GRANITE CORP COM        06240110       3,686     198,920  SH      DEFINED    1,2,5                       198,920
BANK OF THE OZARKS I COM        06390410       4,987     135,162  SH      DEFINED    1,2                         135,162
BANKATLANTIC BANCORP CL A       06590850       9,206     657,579  SH      DEFINED    1,2,5                       657,579
BANKFINANCIAL CORP   COM        06643P10       3,516     239,494  SH      DEFINED    1,2                         239,494
BANKRATE INC         COM        06646V10       3,944     133,597  SH      DEFINED    1,2                         133,597
BANKUNITED FINL CORP CL A       06652B10       9,315     350,569  SH      DEFINED    1,2                         350,569
BANNER CORP          COM        06652V10      10,663     341,753  SH      DEFINED    1,2                         341,753
BANTA CORP           COM        06682110      22,561     453,042  SH      DEFINED    1,2,5,6,13                  453,042
BARCLAYS PLC         ADR        06738E20      10,752     255,525  SH      DEFINED    1,2                         255,525
BARD C R INC         COM        06738310     224,964   3,412,676  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,412,676
BARNES & NOBLE INC   COM        06777410     198,714   4,656,999  SH      DEFINED    1,2,5,10,13               4,656,999
BARNES GROUP INC     COM        06780610       9,541     289,130  SH      DEFINED    1,2,6                       289,130
BARNWELL INDS INC    COM        06822110         264      10,500  SH      DEFINED    1                            10,500
BARR PHARMACEUTICALS COM        06830610     132,813   2,132,165  SH      DEFINED    1,2,5,10,12,13            2,132,165
BARRETT BILL CORP    COM        06846N10      11,020     285,416  SH      DEFINED    1,2                         285,416
BARRICK GOLD CORP    COM        06790110       3,077     110,412  SH      DEFINED    1,5                         110,412
BARRIER THERAPEUTICS COM        06850R10       2,630     320,675  SH      DEFINED    1,2                         320,675
BASSETT FURNITURE IN COM        07020310       3,287     177,702  SH      DEFINED    1,2,5,6                     177,702
BAUSCH & LOMB INC    COM        07170710     139,055   2,047,936  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,047,936
BAXTER INTL INC      COM        07181310     814,259  21,627,072  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  21,627,072
BAYER A G            SPONSORED  07273030       1,507      36,081  SH      DEFINED    1                            36,081
BB&T CORP            COM        05493710     611,024  14,579,436  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  14,579,436
BBVA BANCO FRANCES S SPONSORED  07329M10         765     107,040  SH      DEFINED    1,7                         107,040
BCSB BANKCORP INC    COM        05494810         129      10,000  SH      DEFINED    1                            10,000
BE AEROSPACE INC     COM        07330210      16,759     761,764  SH      DEFINED    1,2,5                       761,764
BEA SYS INC          COM        07332510      60,350   6,420,236  SH      DEFINED    1,2,5,7,8,10,12,13,14     6,420,236
BEACON ROOFING SUPPL COM        07368510       8,366     291,177  SH      DEFINED    1,2                         291,177
BEAR STEARNS COS INC COM        07390210     438,098   3,792,068  SH      DEFINED    1,2,5,6,8,10,12,13        3,792,068
BEARINGPOINT INC     COM        07400210      18,445   2,346,657  SH      DEFINED    1,2,5                     2,346,657
BEASLEY BROADCAST GR CL A       07401410       1,355     100,286  SH      DEFINED    1,2                         100,286
BEAZER HOMES USA INC COM        07556Q10      42,150     578,664  SH      DEFINED    1,2,5,13                    578,664
BEBE STORES INC      COM        07557110       2,219     158,138  SH      DEFINED    1,2                         158,138
BECKMAN COULTER INC  COM        07581110      64,444   1,132,584  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,132,584





                                                                                               
BECTON DICKINSON & C COM        07588710     967,135  16,097,452  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  16,097,452
BED BATH & BEYOND IN COM        07589610     293,251   8,112,048  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   8,112,048
BEDFORD PPTY INVS IN COM PAR $0 07644630       8,996     410,048  SH      DEFINED    1,2,3                       410,048
BEL FUSE INC         CL B       07734730       4,967     156,197  SH      DEFINED    1,2,6                       156,197
BELDEN CDT INC       COM        07745410      20,905     855,702  SH      DEFINED    1,2,5,6                     855,702
BELL MICROPRODUCTS I COM        07813710       2,826     369,430  SH      DEFINED    1,2,5,6                     369,430
BELLSOUTH CORP       COM        07986010   3,104,090 114,542,061  SH      DEFINED    1,2,5,6,7,8,10,12,13,14 114,542,061
BELO CORP            COM SER A  08055510      36,385   1,699,460  SH      DEFINED    1,2,5,13                  1,699,460
BEMIS INC            COM        08143710      77,765   2,790,261  SH      DEFINED    1,2,5,6,10,12,13          2,790,261
BENCHMARK ELECTRS IN COM        08160H10      19,965     593,675  SH      DEFINED    1,2,5,6                     593,675
BENTLEY PHARMACEUTIC COM        08265710       3,500     213,307  SH      DEFINED    1,2                         213,307
BERKLEY W R CORP     COM        08442310     143,051   3,004,005  SH      DEFINED    1,2,5,7,8,10,12,13,14     3,004,005
BERKSHIRE HATHAWAY I CL B       08467020     464,038     158,078  SH      DEFINED    1,5                         158,078
BERKSHIRE HILLS BANC COM        08468010       3,798     113,374  SH      DEFINED    1,2,5                       113,374
BERRY PETE CO        CL A       08578910      16,226     283,679  SH      DEFINED    1,2                         283,679
BEST BUY INC         COM        08651610     514,020  11,821,994  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  11,821,994
BEVERLY ENTERPRISES  COM NEW    08785130      15,878   1,360,598  SH      DEFINED    1,2,5                     1,360,598
BEVERLY HILLS BANCOR COM        08786610       1,375     132,588  SH      DEFINED    1,2                         132,588
BFC FINL CORP        CL A       05538420       1,074     194,494  SH      DEFINED    1,2                         194,494
BG PLC               ADR FIN IN 05543420      14,908     299,804  SH      DEFINED    1                           299,804
BHP BILLITON LTD     SPONSORED  08860610       2,574      77,034  SH      DEFINED    1                            77,034
BHP BILLITON PLC     SPONSORED  05545E20         236       7,200  SH      DEFINED    1                             7,200
BIG 5 SPORTING GOODS COM        08915P10       5,917     270,324  SH      DEFINED    1,2                         270,324
BIG LOTS INC         COM        08930210      46,998   3,913,223  SH      DEFINED    1,2,5,6,10,13             3,913,223
BIMINI MTG MGMT INC  CL A       09031E40       3,099     342,393  SH      DEFINED    1,2                         342,393
BINDVIEW DEV CORP    COM        09032710          72      18,199  SH      DEFINED    1                            18,199
BIO LOGIC SYS CORP   COM        09090910         166      19,050  SH      DEFINED    1                            19,050
BIO RAD LABS INC     CL A       09057220      18,170     277,660  SH      DEFINED    1,2,5                       277,660
BIOENVISION INC      COM        09059N10       2,808     430,074  SH      DEFINED    1,2                         430,074
BIOGEN IDEC INC      COM        09062X10     441,222   9,744,296  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,744,296
BIOLASE TECHNOLOGY I COM        09091110       6,778     848,292  SH      DEFINED    1,5,6                       848,292
BIOMARIN PHARMACEUTI COM        09061G10      10,073     934,437  SH      DEFINED    1,2                         934,437
BIOMED REALTY TRUST  COM        09063H10      23,039     944,219  SH      DEFINED    1,2,3                       944,219
BIOMET INC           COM        09061310     253,359   6,928,060  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,928,060
BIO-REFERENCE LABS I COM $.01 N 09057G60       1,597      84,902  SH      DEFINED    1,2                          84,902
BIOSCRIP INC         COM        09069N10       3,540     469,534  SH      DEFINED    1,2,5                       469,534
BIOSITE INC          COM        09094510      17,191     305,392  SH      DEFINED    1,2,6                       305,392
BIOVAIL CORP         COM        09067J10       2,150      90,584  SH      DEFINED    1,13                         90,584
BIOVERIS CORP        COM        09067610         195      42,742  SH      DEFINED    1,5                          42,742
BISYS GROUP INC      COM        05547210      22,694   1,619,824  SH      DEFINED    1,2,5,13                  1,619,824
BJ SVCS CO           COM        05548210     391,388  10,673,245  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  10,673,245
BJS RESTAURANTS INC  COM        09180C10       4,119     180,189  SH      DEFINED    1,2                         180,189
BJS WHOLESALE CLUB I COM        05548J10      26,482     895,866  SH      DEFINED    1,2,5,13                    895,866
BKF CAP GROUP INC    COM        05548G10       1,288      67,943  SH      DEFINED    1,2                          67,943
BLACK & DECKER CORP  COM        09179710     243,635   2,801,686  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,801,686
BLACK BOX CORP DEL   COM        09182610      18,182     383,745  SH      DEFINED    1,2,5,6                     383,745
BLACK HILLS CORP     COM        09211310      21,090     609,350  SH      DEFINED    1,2,5,13                    609,350
BLACKBAUD INC        COM        09227Q10       3,181     186,226  SH      DEFINED    1,2                         186,226
BLACKBOARD INC       COM        09193550       6,784     234,099  SH      DEFINED    1,2                         234,099
BLACKROCK INC        CL A       09247X10      17,367     160,090  SH      DEFINED    1,2,5                       160,090
BLAIR CORP           COM        09282810       1,706      43,805  SH      DEFINED    1,2                          43,805
BLOCK H & R INC      COM        09367110     221,153   9,008,278  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,008,278
BLOCKBUSTER INC      CL A       09367910      10,283   2,742,190  SH      DEFINED    1,2,5                     2,742,190
BLOCKBUSTER INC      CL B       09367920          70      21,001  SH      DEFINED    1                            21,001
BLOUNT INTL INC NEW  COM        09518010       6,338     397,840  SH      DEFINED    1,2                         397,840
BLUE COAT SYSTEMS IN COM NEW    09534T50       9,036     197,640  SH      DEFINED    1,2                         197,640
BLUE NILE INC        COM        09578R10       8,249     204,651  SH      DEFINED    1,2                         204,651
BLUEGREEN CORP       COM        09623110       3,951     250,055  SH      DEFINED    1,2                         250,055
BLUELINX HLDGS INC   COM        09624H10         856      76,062  SH      DEFINED    1,2                          76,062





                                                                                               
BLYTH INC            COM        09643P10      10,420     497,381  SH      DEFINED    1,2,5,13                    497,381
BMC SOFTWARE INC     COM        05592110     282,917  13,807,545  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  13,807,545
BOB EVANS FARMS INC  COM        09676110      14,701     637,518  SH      DEFINED    1,2,5,13                    637,518
BOC GROUP PLC        SPONSORED  05561760         644      15,602  SH      DEFINED    1                            15,602
BOEING CO            COM        09702310   6,245,435  88,915,640  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  88,915,640
BOIS D ARC ENERGY IN COM        09738U10       2,489     156,952  SH      DEFINED    1,2                         156,952
BOK FINL CORP        COM NEW    05561Q20       8,970     197,441  SH      DEFINED    1,2,5                       197,441
BOMBAY CO INC        COM        09792410       1,301     439,381  SH      DEFINED    1,2                         439,381
BON-TON STORES INC   COM        09776J10       9,833     513,984  SH      DEFINED    1,2                         513,984
BOOKS-A-MILLION INC  COM        09857010         108      11,197  SH      DEFINED    1                            11,197
BORDERS GROUP INC    COM        09970910      24,040   1,109,382  SH      DEFINED    1,2,5,13                  1,109,382
BORG WARNER INC      COM        09972410      49,088     809,630  SH      DEFINED    1,2,5,12,13                 809,630
BORLAND SOFTWARE COR COM        09984910       6,917   1,059,313  SH      DEFINED    1,2,5                     1,059,313
BOSTON BEER INC      CL A       10055710       4,142     165,691  SH      DEFINED    1,2                         165,691
BOSTON COMMUNICATION COM        10058210          14      12,233  SH      DEFINED    1                            12,233
BOSTON PRIVATE FINL  COM        10111910      11,863     389,987  SH      DEFINED    1,2                         389,987
BOSTON PROPERTIES IN COM        10112110     181,272   2,445,332  SH      DEFINED    1,2,3,5,7,8,10,12,13,14   2,445,332
BOSTON SCIENTIFIC CO COM        10113710     405,492  16,557,433  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  16,557,433
BOTTOMLINE TECH DEL  COM        10138810       2,195     199,183  SH      DEFINED    1,2                         199,183
BOWATER INC          COM        10218310      30,661     998,067  SH      DEFINED    1,2,5,13                    998,067
BOWNE & CO INC       COM        10304310       7,393     498,187  SH      DEFINED    1,2,6                       498,187
BOYD GAMING CORP     COM        10330410      28,701     602,202  SH      DEFINED    1,2,13                      602,202
BOYKIN LODGING CO    COM        10343010       6,812     557,457  SH      DEFINED    1,2,3,5                     557,457
BP PLC               SPONSORED  05562210   3,331,871  51,882,136  SH      DEFINED    1,2                      51,882,136
BP PRUDHOE BAY RTY T UNIT BEN I 05563010       1,655      24,849  SH      DEFINED    1,2,5                        24,849
BRADLEY PHARMACEUTIC COM        10457610       2,440     256,849  SH      DEFINED    1,6                         256,849
BRADY CORP           CL A       10467410      25,318     699,769  SH      DEFINED    1,2,5,6                     699,769
BRANDYWINE RLTY TR   SH BEN INT 10536820      33,959   1,216,742  SH      DEFINED    1,2,3,5                   1,216,742
BRASKEM S A          SP ADR PFD 10553210       2,609     160,946  SH      DEFINED    1,4                         160,946
BRE PROPERTIES INC   CL A       05564E10      40,474     889,928  SH      DEFINED    1,2,3,5                     889,928
BRIGGS & STRATTON CO COM        10904310      43,857   1,130,620  SH      DEFINED    1,2,5,6,12                1,130,620
BRIGHAM EXPLORATION  COM        10917810       4,132     348,372  SH      DEFINED    1,2                         348,372
BRIGHT HORIZON FAMIL COM        10919510      14,209     383,505  SH      DEFINED    1,2,5                       383,505
BRIGHTPOINT INC      COM NEW    10947340      15,772     568,772  SH      DEFINED    1,2,6                       568,772
BRINKER INTL INC     COM        10964110      69,284   1,792,144  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,792,144
BRINKS CO            COM        10969610      42,414     885,290  SH      DEFINED    1,2,5,13                    885,290
BRISTOL MYERS SQUIBB COM        11012210   1,226,855  53,387,946  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  53,387,946
BRISTOL WEST HLDGS I COM        11037M10       3,823     200,895  SH      DEFINED    1,2                         200,895
BRITESMILE INC       COM NEW    11041520           9      11,836  SH      DEFINED    1                            11,836
BRITISH AMERN TOB PL SPONSORED  11044810       1,347      29,896  SH      DEFINED    1                            29,896
BRITISH AWYS PLC     ADR 2ND IN 11041930         398       6,915  SH      DEFINED    1                             6,915
BRITISH SKY BROADCAS SPONSORED  11101310         342       9,854  SH      DEFINED    1                             9,854
BROADCOM CORP        CL A       11132010     395,367   8,385,294  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   8,385,294
BROADVISION INC      COM NEW    11141260          16      32,669  SH      DEFINED    1,5                          32,669
BROADWING CORP       COM        11161E10       5,137     849,026  SH      DEFINED    1,2,5                       849,026
BROCADE COMMUNICATIO COM        11162110      19,250   4,729,770  SH      DEFINED    1,2,5,8                   4,729,770
BRONCO DRILLING CO I COM        11221110         868      37,720  SH      DEFINED    1,2                          37,720
BROOKDALE SR LIVING  COM        11246310       2,901      97,300  SH      DEFINED    1,2                          97,300
BROOKFIELD HOMES COR COM        11272310       9,409     189,208  SH      DEFINED    1,2,5                       189,208
BROOKFIELD PPTYS COR COM        11290010       5,857     199,085  SH      DEFINED    1,3,5,7                     199,085
BROOKLINE BANCORP IN COM        11373M10      11,796     832,439  SH      DEFINED    1,2,5                       832,439
BROOKS AUTOMATION IN COM        11434010      13,383   1,068,093  SH      DEFINED    1,2,5,6                   1,068,093
BROWN & BROWN INC    COM        11523610      61,445   2,011,948  SH      DEFINED    1,2,5,12,13               2,011,948
BROWN FORMAN CORP    CL A       11563710       2,059      29,022  SH      DEFINED    1,5,12                       29,022
BROWN FORMAN CORP    CL B       11563720     127,779   1,843,323  SH      DEFINED    1,2,5,6,10,12,13          1,843,323
BROWN SHOE INC NEW   COM        11573610      14,456     340,697  SH      DEFINED    1,2,6                       340,697
BRT RLTY TR          SH BEN INT 05564530         229       9,600  SH      DEFINED    1                             9,600
BRUKER BIOSCIENCES C COM        11679410       3,887     799,896  SH      DEFINED    1,2,5                       799,896
BRUNSWICK CORP       COM        11704310     106,086   2,609,101  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,609,101





                                                                                               
BRUSH ENGINEERED MAT COM        11742110       3,971     249,777  SH      DEFINED    1,2,5                       249,777
BT GROUP PLC         ADR        05577E10         548      14,290  SH      DEFINED    1                            14,290
BUCA INC             COM        11776910         123      22,515  SH      DEFINED    1,5                          22,515
BUCKEYE PARTNERS L P UNIT LTD P 11823010       2,087      49,443  SH      DEFINED    1,2,5                        49,443
BUCKEYE TECHNOLOGIES COM        11825510       6,557     814,494  SH      DEFINED    1,2                         814,494
BUCKLE INC           COM        11844010       3,425     106,236  SH      DEFINED    1,2                         106,236
BUCYRUS INTL INC NEW CL A       11875910      14,318     271,683  SH      DEFINED    1,2                         271,683
BUFFALO WILD WINGS I COM        11984810       2,714      81,736  SH      DEFINED    1,2                          81,736
BUILD A BEAR WORKSHO COM        12007610       3,825     129,039  SH      DEFINED    1,2                         129,039
BUILDERS FIRSTSOURCE COM        12008R10       2,823     132,122  SH      DEFINED    1,2                         132,122
BUILDING MATLS HLDG  COM        12011310      16,137     236,575  SH      DEFINED    1,2,6                       236,575
BUNGE LIMITED        COM        G1696210      37,843     668,483  SH      DEFINED    1,2,5,7,8,10,12,13,14       668,483
BUNZL PUB LTD CO     SPON ADR N 12073840         327       6,095  SH      DEFINED    1                             6,095
BURLINGTON COAT FACT COM        12157910      12,238     304,354  SH      DEFINED    1,2,6                       304,354
BURLINGTON NORTHN SA COM        12189T10     885,336  12,501,210  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  12,501,210
BURLINGTON RES INC   COM        12201410   1,206,087  13,991,732  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  13,991,732
C COR INC            COM        12501010       3,131     644,179  SH      DEFINED    1,2,5,6                     644,179
C D I CORP           COM        12507110       5,150     187,968  SH      DEFINED    1,2,6                       187,968
C D W CORP           COM        12512N10      69,787   1,212,004  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   1,212,004
C H ROBINSON WORLDWI COM NEW    12541W20      99,782   2,694,624  SH      DEFINED    1,2,5,12,13               2,694,624
C&D TECHNOLOGIES INC COM        12466110       4,333     568,594  SH      DEFINED    1,2,5,6                     568,594
CABELAS INC          COM        12680430       6,803     409,796  SH      DEFINED    1,2                         409,796
CABLEVISION SYS CORP CL A NY CA 12686C10      61,197   2,607,439  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,607,439
CABOT CORP           COM        12705510      31,394     876,925  SH      DEFINED    1,2,5,6,12,13               876,925
CABOT MICROELECTRONI COM        12709P10      27,724     946,523  SH      DEFINED    1,2,5,13                    946,523
CABOT OIL & GAS CORP COM        12709710      37,915     840,683  SH      DEFINED    1,2,5,12                    840,683
CACHE INC            COM NEW    12715030       2,338     135,013  SH      DEFINED    1,2                         135,013
CACI INTL INC        CL A       12719030      17,566     306,135  SH      DEFINED    1,2,5,6                     306,135
CADBURY SCHWEPPES PL ADR        12720930       1,252      32,685  SH      DEFINED    1                            32,685
CADENCE DESIGN SYSTE COM        12738710      90,933   5,374,316  SH      DEFINED    1,2,5,7,8,10,12,13,14     5,374,316
CAE INC              COM        12476510         139      19,000  SH      DEFINED    7                            19,000
CAL DIVE INTL INC    COM        12791410      52,499   1,462,770  SH      DEFINED    1,2,5,12                  1,462,770
CALAMOS ASSET MGMT I CL A       12811R10       8,640     274,730  SH      DEFINED    1,2                         274,730
CALAMP CORP          COM        12812610         178      16,949  SH      DEFINED    1                            16,949
CALAVO GROWERS INC   COM        12824610         205      20,200  SH      DEFINED    1                            20,200
CALGON CARBON CORP   COM        12960310       2,518     442,550  SH      DEFINED    1,2                         442,550
CALIFORNIA COASTAL C COM NEW    12991520       4,155     105,904  SH      DEFINED    1,2                         105,904
CALIFORNIA FIRST NTN COM        13022210         141      10,730  SH      DEFINED    1                            10,730
CALIFORNIA MICRO DEV COM        13043910         191      29,300  SH      DEFINED    1                            29,300
CALIFORNIA PIZZA KIT COM        13054D10       8,378     262,047  SH      DEFINED    1,2                         262,047
CALIFORNIA WTR SVC G COM        13078810       8,843     231,302  SH      DEFINED    1,2                         231,302
CALIPER LIFE SCIENCE COM        13087210       1,779     302,551  SH      DEFINED    1,2                         302,551
CALLAWAY GOLF CO     COM        13119310      19,989   1,444,310  SH      DEFINED    1,2,5,13                  1,444,310
CALLON PETE CO DEL   COM        13123X10       3,507     198,675  SH      DEFINED    1,2                         198,675
CAMBREX CORP         COM        13201110       8,156     434,516  SH      DEFINED    1,2,5,6                     434,516
CAMDEN NATL CORP     COM        13303410       3,571     108,600  SH      DEFINED    1,2,5                       108,600
CAMDEN PPTY TR       SH BEN INT 13313110      56,031     967,380  SH      DEFINED    1,2,3,5                     967,380
CAMPBELL SOUP CO     COM        13442910     176,444   5,926,914  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,926,914
CANADIAN NAT RES LTD COM        13638510         699      14,084  SH      DEFINED    1,5,7                        14,084
CANADIAN NATL RY CO  COM        13637510       3,037      37,971  SH      DEFINED    1,5,7                        37,971
CANDELA CORP         COM        13690710       4,913     340,244  SH      DEFINED    1,2                         340,244
CANON INC            ADR        13800630       2,649      45,028  SH      DEFINED    1                            45,028
CANTEL MEDICAL CORP  COM        13809810       2,436     135,809  SH      DEFINED    1,2                         135,809
CAPITAL CITY BK GROU COM        13967410       5,492     160,152  SH      DEFINED    1,2                         160,152
CAPITAL CORP OF THE  COM NEW    14006520       3,796     116,989  SH      DEFINED    1,2                         116,989
CAPITAL CROSSING BK  COM        14007110       1,886      56,480  SH      DEFINED    1,2                          56,480
CAPITAL LEASE FDG IN COM        14028810       3,632     344,921  SH      DEFINED    1,2                         344,921
CAPITAL ONE FINL COR COM        14040H10     779,959   9,027,299  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,027,299
CAPITAL SOUTHWEST CO COM        14050110       4,095      45,244  SH      DEFINED    1,2                          45,244





                                                                                               
CAPITAL SR LIVING CO COM        14047510         103      10,000  SH      DEFINED    1                            10,000
CAPITAL TRUST INC MD CL A NEW   14052H50       4,485     153,163  SH      DEFINED    1,2                         153,163
CAPITALSOURCE INC    COM        14055X10      14,632     653,221  SH      DEFINED    1,2,5                       653,221
CAPITOL BANCORP LTD  COM        14056D10       7,673     204,936  SH      DEFINED    1,2                         204,936
CAPITOL FED FINL     COM        14057C10       7,958     241,593  SH      DEFINED    1,2,5                       241,593
CAPSTEAD MTG CORP    COM NO PAR 14067E50         137      23,599  SH      DEFINED    1,5                          23,599
CAPSTONE TURBINE COR COM        14067D10         342     114,392  SH      DEFINED    1,5                         114,392
CAPTARIS INC         COM        14071N10         203      54,952  SH      DEFINED    1,6                          54,952
CARACO PHARMACEUTICA COM        14075T10         612      68,185  SH      DEFINED    1,2                          68,185
CARAUSTAR INDS INC   COM        14090910       3,686     424,180  SH      DEFINED    1,2                         424,180
CARBO CERAMICS INC   COM        14078110      24,598     435,201  SH      DEFINED    1,2                         435,201
CARDIAC SCIENCE CORP COM        14141A10         229      25,308  SH      DEFINED    1,5                          25,308
CARDINAL FINL CORP   COM        14149F10       2,968     269,810  SH      DEFINED    1,2                         269,810
CARDINAL HEALTH INC  COM        14149Y10     910,060  13,237,240  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  13,237,240
CARDIODYNAMICS INTL  COM        14159710          53      44,078  SH      DEFINED    1,5                          44,078
CAREER EDUCATION COR COM        14166510      96,188   2,852,554  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,852,554
CAREMARK RX INC      COM        14170510     701,487  13,544,837  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  13,544,837
CARLISLE COS INC     COM        14233910      29,432     425,625  SH      DEFINED    1,2,5,12,13                 425,625
CARMAX INC           COM        14313010      48,617   1,756,402  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,756,402
CARMIKE CINEMAS INC  COM        14343640       3,803     149,963  SH      DEFINED    1,2                         149,963
CARNIVAL CORP        PAIRED CTF 14365830     506,650   9,475,412  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,475,412
CARPENTER TECHNOLOGY COM        14428510      35,089     497,924  SH      DEFINED    1,2                         497,924
CARRAMERICA RLTY COR COM        14441810      38,911   1,123,635  SH      DEFINED    1,2,3,5                   1,123,635
CARREKER CORP        COM        14443310         228      45,649  SH      DEFINED    1,5,6                        45,649
CARRIAGE SVCS INC    COM        14390510         362      72,300  SH      DEFINED    1,2                          72,300
CARRIER ACCESS CORP  COM        14446010         164      33,123  SH      DEFINED    1                            33,123
CARRIZO OIL & CO INC COM        14457710       5,994     242,665  SH      DEFINED    1,2                         242,665
CARTER INC           COM        14622910      15,744     267,526  SH      DEFINED    1,2                         267,526
CASCADE BANCORP      COM        14715410       4,621     200,815  SH      DEFINED    1,2                         200,815
CASCADE CORP         COM        14719510       7,209     153,669  SH      DEFINED    1,2                         153,669
CASCADE NAT GAS CORP COM        14733910       3,170     162,499  SH      DEFINED    1,2,5                       162,499
CASELLA WASTE SYS IN CL A       14744810       3,289     257,163  SH      DEFINED    1,2                         257,163
CASEYS GEN STORES IN COM        14752810      24,992   1,007,758  SH      DEFINED    1,2,5,6                   1,007,758
CASH AMER INTL INC   COM        14754D10       9,619     414,784  SH      DEFINED    1,2                         414,784
CASTLE A M & CO      COM        14841110       3,316     151,841  SH      DEFINED    1,2                         151,841
CASUAL MALE RETAIL G COM        14871110       2,164     353,012  SH      DEFINED    1,2                         353,012
CATALINA MARKETING C COM        14886710      27,555   1,087,000  SH      DEFINED    1,2,5,13                  1,087,000
CATALYST SEMICONDUCT COM        14888110          96      19,869  SH      DEFINED    1                            19,869
CATAPULT COMMUNICATI COM        14901610       1,842     124,527  SH      DEFINED    1,2,6                       124,527
CATERPILLAR INC DEL  COM        14912310   1,361,762  23,572,123  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  23,572,123
CATHAY GENERAL BANCO COM        14915010      29,323     815,900  SH      DEFINED    1,2,5,13                    815,900
CATO CORP NEW        CL A       14920510      11,067     515,931  SH      DEFINED    1,2,6                       515,931
CAVALRY BANCORP INC  COM        14954710         224       9,400  SH      DEFINED    1                             9,400
CAVCO INDS INC DEL   COM        14956810         409      10,678  SH      DEFINED    1,5                          10,678
CB RICHARD ELLIS GRO CL A       12497T10      30,545     519,025  SH      DEFINED    1,2,5                       519,025
CBEYOND COMMUNICATIO COM        14984710         178      17,300  SH      DEFINED    1                            17,300
CBIZ INC             COM        12480510       4,940     820,669  SH      DEFINED    1,2                         820,669
CBL & ASSOC PPTYS IN COM        12483010      40,221   1,018,000  SH      DEFINED    1,2,3,5                   1,018,000
CBOT HLDGS INC       CL A       14984K10       1,234      13,160  SH      DEFINED    1,2                          13,160
CBRL GROUP INC       COM        12489V10      22,500     640,103  SH      DEFINED    1,2,5,13                    640,103
CBS CORP NEW         CL B       12485720       2,728     106,984  SH      DEFINED    1                           106,984
CCA INDS INC         COM        12486710          98      10,608  SH      DEFINED    1                            10,608
CCC INFORMATION SVCS COM        12487Q10       2,941     112,181  SH      DEFINED    1,2                         112,181
CDC CORP             SHS A      G2022L10          88      27,535  SH      DEFINED    1,5                          27,535
CDN IMPERIAL BK OF C COM        13606910         472       7,176  SH      DEFINED    1                             7,176
CEC ENTMT INC        COM        12513710      27,842     817,923  SH      DEFINED    1,2,5,6                     817,923
CEDAR FAIR L P       DEPOSITRY  15018510       2,236      78,345  SH      DEFINED    1,2,5                        78,345
CEDAR SHOPPING CTRS  COM NEW    15060220       7,472     531,085  SH      DEFINED    1,2,3                       531,085
CELADON GROUP INC    COM        15083810         250       8,671  SH      DEFINED    1                             8,671





                                                                                               
CELANESE CORP DEL    COM SER A  15087010      13,149     687,708  SH      DEFINED    1,2,5                       687,708
CELGENE CORP         COM        15102010     139,115   2,146,835  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,146,835
CELL GENESYS INC     COM        15092110       3,274     552,097  SH      DEFINED    1,2,5                       552,097
CELL THERAPEUTICS IN COM        15093410       1,577     723,559  SH      DEFINED    1,2,5                       723,559
CELLEGY PHARMACEUTIC COM        15115L10           6      10,600  SH      DEFINED    1                            10,600
CEMEX S A            SPON ADR 5 15129088      17,465     294,366  SH      DEFINED    1,2                         294,366
CENDANT CORP         COM        15131310     592,679  34,358,217  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  34,358,217
CENTENE CORP DEL     COM        15135B10      19,439     739,399  SH      DEFINED    1,2,6                       739,399
CENTENNIAL BK HLDGS  COM        15134530       7,802     630,739  SH      DEFINED    1,2                         630,739
CENTENNIAL COMMUNCTN CL A NEW   15133V20      14,725     948,771  SH      DEFINED    1,2                         948,771
CENTER BANCORP INC   COM        15140810         170      15,466  SH      DEFINED    1                            15,466
CENTER FINL CORP CAL COM        15146E10       2,863     113,793  SH      DEFINED    1,2                         113,793
CENTERPOINT ENERGY I COM        15189T10     134,034  10,430,637  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  10,430,637
CENTERPOINT PPTYS TR COM        15189510      47,214     954,203  SH      DEFINED    1,2,3,5                     954,203
CENTEX CORP          COM        15231210     310,176   4,338,728  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,338,728
CENTILLIUM COMMUNICA COM        15231910         101      28,892  SH      DEFINED    1,5                          28,892
CENTRA SOFTWARE INC  COM        15234X10          21      10,322  SH      DEFINED    1                            10,322
CENTRAL COAST BANCOR COM        15314510       3,659     147,893  SH      DEFINED    1,2                         147,893
CENTRAL EUROPEAN DIS COM        15343510       8,753     218,063  SH      DEFINED    1,2                         218,063
CENTRAL EUROPEAN MED CL A NEW   G2004520         233       4,020  SH      DEFINED    1,5                           4,020
CENTRAL GARDEN & PET COM        15352710      13,741     299,110  SH      DEFINED    1,2                         299,110
CENTRAL PAC FINL COR COM        15476010      17,389     484,108  SH      DEFINED    1,2                         484,108
CENTRAL PKG CORP     COM        15478510       5,703     415,649  SH      DEFINED    1,2,6                       415,649
CENTRAL VT PUB SVC C COM        15577110       3,468     192,584  SH      DEFINED    1,2                         192,584
CENTURY ALUM CO      COM        15643110      12,121     462,453  SH      DEFINED    1,2                         462,453
CENTURY BANCORP INC  CL A NON V 15643210         202       6,890  SH      DEFINED    1                             6,890
CENTURYTEL INC       COM        15670010     170,568   5,143,784  SH      DEFINED    1,2,5,6,7,10,12,13,14     5,143,784
CENVEO INC           COM        15670S10       8,356     634,919  SH      DEFINED    1,2,5                       634,919
CEPHALON INC         COM        15670810      60,750     938,374  SH      DEFINED    1,2,5,12,13                 938,374
CEPHEID              COM        15670R10       4,600     523,913  SH      DEFINED    1,2,5                       523,913
CERADYNE INC         COM        15671010      19,194     438,218  SH      DEFINED    1,2,5,6                     438,218
CERES GROUP INC      COM        15677210       2,092     404,682  SH      DEFINED    1,2                         404,682
CERIDIAN CORP NEW    COM        15677910      72,107   2,901,684  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,901,684
CERNER CORP          COM        15678210      60,282     663,099  SH      DEFINED    1,2,5,6,10,12               663,099
CERTEGY INC          COM        15688010      46,541   1,147,456  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,147,456
CERUS CORP           COM        15708510         103      10,162  SH      DEFINED    1                            10,162
CEVA INC             COM        15721010          76      12,073  SH      DEFINED    1                            12,073
CF INDS HLDGS INC    COM        12526910       8,400     550,837  SH      DEFINED    1,2                         550,837
CFS BANCORP INC      COM        12525D10         251      17,566  SH      DEFINED    1,5                          17,566
CH ENERGY GROUP INC  COM        12541M10      11,106     241,966  SH      DEFINED    1,2,5                       241,966
CHAD THERAPEUTICS IN COM        15722810          97      27,600  SH      DEFINED    1                            27,600
CHAMPION ENTERPRISES COM        15849610      18,180   1,334,827  SH      DEFINED    1,2,5,6                   1,334,827
CHAMPS ENTMT INC DEL COM        15878710         101      15,700  SH      DEFINED    1                            15,700
CHAPARRAL STL CO DEL COM        15942310       9,104     300,973  SH      DEFINED    1,2,5                       300,973
CHARLES & COLVARD LT COM        15976510       3,100     153,457  SH      DEFINED    1,2                         153,457
CHARLES RIV LABS INT COM        15986410      41,309     974,954  SH      DEFINED    1,2,5,13                    974,954
CHARLOTTE RUSSE HLDG COM        16104810       4,070     195,371  SH      DEFINED    1,2                         195,371
CHARMING SHOPPES INC COM        16113310      26,766   2,035,451  SH      DEFINED    1,2,5                     2,035,451
CHARTER COMMUNICATIO CL A       16117M10       5,134   4,208,199  SH      DEFINED    1,2,5                     4,208,199
CHARTER FINL CORP WE COM        16122M10       1,798      50,353  SH      DEFINED    1,2                          50,353
CHARTERMAC           SH BEN INT 16090810      12,037     568,301  SH      DEFINED    1,2,5                       568,301
CHATTEM INC          COM        16245610      13,702     376,535  SH      DEFINED    1,2                         376,535
CHECK POINT SOFTWARE ORD        M2246510       7,273     362,582  SH      DEFINED    1,2,5,12                    362,582
CHECKERS DRIVE-IN RE COM NEW    16280930         785      51,800  SH      DEFINED    1,2                          51,800
CHECKFREE CORP NEW   COM        16281310      72,017   1,568,998  SH      DEFINED    1,2,5,8,13                1,568,998
CHECKPOINT SYS INC   COM        16282510      15,725     637,914  SH      DEFINED    1,2,6                       637,914
CHEESECAKE FACTORY I COM        16307210      42,354   1,132,768  SH      DEFINED    1,2,5,13                  1,132,768
CHEMED CORP NEW      COM        16359R10      18,415     370,664  SH      DEFINED    1,2,6                       370,664
CHEMICAL FINL CORP   COM        16373110      10,472     329,708  SH      DEFINED    1,2,5                       329,708





                                                                                               
CHEMTURA CORP        COM        16389310      78,109   6,150,293  SH      DEFINED    1,2,5,13                  6,150,293
CHENIERE ENERGY INC  COM NEW    16411R20      21,654     581,778  SH      DEFINED    1,2,12                      581,778
CHEROKEE INC DEL NEW COM        16444H10       3,064      89,090  SH      DEFINED    1,2,5                        89,090
CHESAPEAKE CORP      COM        16515910       4,450     262,057  SH      DEFINED    1,2                         262,057
CHESAPEAKE ENERGY CO COM        16516710     133,141   4,196,075  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,196,075
CHESAPEAKE UTILS COR COM        16530310         373      12,122  SH      DEFINED    1,2                          12,122
CHEVRON CORP NEW     COM        16676410   4,771,012  84,041,073  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  84,041,073
CHICAGO BRIDGE & IRO N Y REGIST 16725010         347      13,774  SH      DEFINED    1                            13,774
CHICAGO MERCANTILE H CL A       16776010     153,669     418,158  SH      DEFINED    1,2,5,7,8,10,12,13,14       418,158
CHICOS FAS INC       COM        16861510     158,977   3,618,873  SH      DEFINED    1,2,5,7,8,10,12,13,14     3,618,873
CHILDRENS PL RETAIL  COM        16890510      21,656     438,211  SH      DEFINED    1,2,5,6                     438,211
CHINA ENERGY TECHNOL COM        16938W10         112      13,516  SH      DEFINED    1                            13,516
CHINA MOBILE HONG KO SPONSORED  16941M10       3,999     166,350  SH      DEFINED    1                           166,350
CHINA PETE & CHEM CO SPON ADR H 16941R10         763      15,378  SH      DEFINED    1                            15,378
CHINA TECHFAITH WIRL SPONSORED  16942410         768      56,900  SH      DEFINED    7                            56,900
CHINA UNICOM LTD     SPONSORED  16945R10         164      20,095  SH      DEFINED    1                            20,095
CHINA YUCHAI INTL LT COM        G2108210         240      30,700  SH      DEFINED    1,7                          30,700
CHIQUITA BRANDS INTL COM        17003280      18,057     902,413  SH      DEFINED    1,2                         902,413
CHIRON CORP          COM        17004010     135,920   3,058,508  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,058,508
CHITTENDEN CORP      COM        17022810      17,754     638,387  SH      DEFINED    1,2,5                       638,387
CHOICE HOTELS INTL I COM        16990510      20,205     483,835  SH      DEFINED    1,2,5                       483,835
CHOICEPOINT INC      COM        17038810      70,791   1,590,454  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,590,454
CHOLESTECH CORP      COM        17039310         164      16,533  SH      DEFINED    1                            16,533
CHORDIANT SOFTWARE I COM        17040410         243      92,793  SH      DEFINED    1                            92,793
CHRISTOPHER & BANKS  COM        17104610      16,023     853,193  SH      DEFINED    1,2,5,6                     853,193
CHUBB CORP           COM        17123210     626,826   6,419,114  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,419,114
CHUNGHWA TELECOM CO  SPONSORED  17133Q20         447      24,363  SH      DEFINED    1,4,12                       24,363
CHURCH & DWIGHT INC  COM        17134010      29,512     893,481  SH      DEFINED    1,2,5,13                    893,481
CHURCHILL DOWNS INC  COM        17148410       3,728     101,498  SH      DEFINED    1,2                         101,498
CIBA SPECIALTY CHEMI SPONSORED  17162W20         262       8,116  SH      DEFINED    1                             8,116
CIBER INC            COM        17163B10       6,971   1,056,173  SH      DEFINED    1,2,6,8                   1,056,173
CIENA CORP           COM        17177910      50,291  16,933,097  SH      DEFINED    1,2,5,6,10,13            16,933,097
CIGNA CORP           COM        12550910     587,646   5,260,930  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,260,930
CIMAREX ENERGY CO    COM        17179810      50,418   1,172,232  SH      DEFINED    1,2,5,12                  1,172,232
CINCINNATI BELL INC  COM        17187110      24,055   6,853,270  SH      DEFINED    1,2,5,6,13                6,853,270
CINCINNATI FINL CORP COM        17206210     246,312   5,512,799  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,512,799
CINERGY CORP         COM        17247410     250,134   5,891,040  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,891,040
CINTAS CORP          COM        17290810     157,108   3,819,790  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,819,790
CIPHERGEN BIOSYSTEMS COM        17252Y10          15      12,977  SH      DEFINED    1                            12,977
CIRCOR INTL INC      COM        17273K10       6,951     270,906  SH      DEFINED    1,2                         270,906
CIRCUIT CITY STORE I COM        17273710     105,736   4,680,662  SH      DEFINED    1,2,5,6,10,12,13          4,680,662
CIRRUS LOGIC INC     COM        17275510       9,216   1,379,613  SH      DEFINED    1,2,5                     1,379,613
CISCO SYS INC        COM        17275R10   3,242,559 189,401,830  SH      DEFINED    1,2,5,6,7,8,10,12,13,14 189,401,830
CIT GROUP INC        COM        12558110     461,132   8,905,600  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   8,905,600
CITADEL BROADCASTING COM        17285T10      12,178     906,117  SH      DEFINED    1,2                         906,117
CITI TRENDS INC      COM        17306X10       2,131      49,918  SH      DEFINED    1,2                          49,918
CITIGROUP INC        COM        17296710   7,714,845 158,970,639  SH      DEFINED    1,2,5,6,7,8,10,12,13,14 158,970,639
CITIZENS & NORTHN CO COM        17292210       2,569     100,222  SH      DEFINED    1,2                         100,222
CITIZENS BKG CORP MI COM        17442010      16,107     580,440  SH      DEFINED    1,2,5                       580,440
CITIZENS COMMUNICATI COM        17453B10     116,066   9,490,273  SH      DEFINED    1,2,5,6,10,12,13          9,490,273
CITIZENS FIRST BANCO COM        17461R10         378      16,050  SH      DEFINED    1,5                          16,050
CITIZENS INC         CL A       17474010       2,382     437,051  SH      DEFINED    1,2                         437,051
CITRIX SYS INC       COM        17737610     154,269   5,369,618  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,369,618
CITY BK LYNNWOOD WAS COM        17770A10       3,937     110,695  SH      DEFINED    1,2                         110,695
CITY HLDG CO         COM        17783510      11,842     329,389  SH      DEFINED    1,2                         329,389
CITY NATL CORP       COM        17856610      44,812     618,604  SH      DEFINED    1,2,5,12,13                 618,604
CKE RESTAURANTS INC  COM        12561E10      15,277   1,130,773  SH      DEFINED    1,2                       1,130,773
CKX INC              COM        12562M10       2,588     199,105  SH      DEFINED    1,2                         199,105
CLAIRES STORES INC   COM        17958410      56,812   1,944,289  SH      DEFINED    1,2,5,6,12,13             1,944,289





                                                                                               
CLARCOR INC          COM        17989510      32,698   1,100,560  SH      DEFINED    1,2,5,6                   1,100,560
CLARK INC            COM        18145710       6,080     458,869  SH      DEFINED    1,2                         458,869
CLEAN HARBORS INC    COM        18449610       6,096     211,601  SH      DEFINED    1,2                         211,601
CLEAR CHANNEL COMMUN COM        18450210     453,261  14,412,107  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  14,412,107
CLEAR CHANNEL OUTDOO CL A       18451C10       3,345     166,836  SH      DEFINED    1,2                         166,836
CLECO CORP NEW       COM        12561W10      24,361   1,168,395  SH      DEFINED    1,2,5,6                   1,168,395
CLEVELAND CLIFFS INC COM        18589610      30,996     349,957  SH      DEFINED    1,2,5                       349,957
CLICK COMMERCE INC   COM NEW    18681D20       2,248     106,948  SH      DEFINED    1,2                         106,948
CLIFTON SVGS BANCORP COM        18712Q10       1,416     140,727  SH      DEFINED    1,2                         140,727
CLOROX CO DEL        COM        18905410     234,039   4,113,889  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,113,889
CMGI INC             COM        12575010       8,895   5,894,794  SH      DEFINED    1,2,5                     5,894,794
CMS ENERGY CORP      COM        12589610     128,253   8,838,930  SH      DEFINED    1,2,5,6,10,13             8,838,930
CNA FINL CORP        COM        12611710      10,218     312,203  SH      DEFINED    1,2,5                       312,203
CNA SURETY CORP      COM        12612L10       3,914     268,604  SH      DEFINED    1,2                         268,604
CNET NETWORKS INC    COM        12613R10      25,401   1,729,108  SH      DEFINED    1,2,5                     1,729,108
CNF INC              COM        12612W10      95,306   1,705,244  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,705,244
CNS INC              COM        12613610       7,520     343,205  SH      DEFINED    1,2,6                       343,205
COACH INC            COM        18975410     360,743  10,820,132  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  10,820,132
COACHMEN INDS INC    COM        18987310       2,736     231,666  SH      DEFINED    1,2,6                       231,666
COASTAL FINL CORP DE COM        19046E10       2,431     188,998  SH      DEFINED    1,2,5                       188,998
COBIZ INC            COM        19089710       3,126     171,463  SH      DEFINED    1,2                         171,463
COBRA ELECTRS CORP   COM        19104210         136      10,200  SH      DEFINED    1                            10,200
COCA COLA BOTTLING C COM        19109810       4,339     100,912  SH      DEFINED    1,2                         100,912
COCA COLA CO         COM        19121610   2,769,922  68,715,508  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  68,715,508
COCA COLA ENTERPRISE COM        19121910     188,947   9,856,376  SH      DEFINED    1,2,5,6,10,12,13          9,856,376
COEUR D ALENE MINES  COM        19210810      12,272   3,068,097  SH      DEFINED    1,2,5                     3,068,097
COGENT COMM GROUP IN COM NEW    19239V30         208      37,874  SH      DEFINED    1,2                          37,874
COGENT INC           COM        19239Y10       6,801     299,884  SH      DEFINED    1,2,5                       299,884
COGNEX CORP          COM        19242210      17,239     572,901  SH      DEFINED    1,2,5,6                     572,901
COGNIZANT TECHNOLOGY CL A       19244610     119,180   2,370,804  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,370,804
COGNOS INC           COM        19244C10      10,023     288,760  SH      DEFINED    1,2                         288,760
COHEN & STEERS INC   COM        19247A10       1,208      64,850  SH      DEFINED    1,2                          64,850
COHERENT INC         COM        19247910      16,207     546,052  SH      DEFINED    1,2,5,6                     546,052
COHU INC             COM        19257610       7,255     317,225  SH      DEFINED    1,2,6                       317,225
COINSTAR INC         COM        19259P30      14,335     627,886  SH      DEFINED    1,2,6                       627,886
COLDWATER CREEK INC  COM        19306810      15,377     503,678  SH      DEFINED    1,2,5                       503,678
COLE KENNETH PRODTNS CL A       19329410       2,640     103,518  SH      DEFINED    1,2                         103,518
COLES MYER LTD       SPON ADR N 19387040         316       5,307  SH      DEFINED    1                             5,307
COLEY PHARMACEUTICAL COM        19388P10         719      47,440  SH      DEFINED    1,2                          47,440
COLGATE PALMOLIVE CO COM        19416210     810,059  14,768,625  SH      DEFINED    1,2,5,6,8,10,12,13       14,768,625
COLLAGENEX PHARMACEU COM        19419B10       4,466     369,979  SH      DEFINED    1                           369,979
COLLEGIATE FDG SVCS  COM        19458M10       2,486     125,851  SH      DEFINED    1,2                         125,851
COLONIAL BANCGROUP I COM        19549330      51,349   2,155,730  SH      DEFINED    1,2,5,12,13               2,155,730
COLONIAL PPTYS TR    COM SH BEN 19587210      43,296   1,031,360  SH      DEFINED    1,2,3,5                   1,031,360
COLONY BANKCORP INC  COM        19623P10       1,466      58,687  SH      DEFINED    1,2                          58,687
COLOR KINETICS INC   COM        19624P10       4,728     328,546  SH      DEFINED    1,2                         328,546
COLT TELECOM GROUP P SPONSORED  19687710          54      14,344  SH      DEFINED    1                            14,344
COLUMBIA BANCORP     COM        19722710       3,119      75,617  SH      DEFINED    1,2                          75,617
COLUMBIA BKG SYS INC COM        19723610       6,587     230,714  SH      DEFINED    1,2                         230,714
COLUMBIA EQUITY TR I COM        19762710       2,238     138,547  SH      DEFINED    1,2,3                       138,547
COLUMBIA LABS INC    COM        19777910         132      28,363  SH      DEFINED    1                            28,363
COLUMBIA SPORTSWEAR  COM        19851610       6,245     130,833  SH      DEFINED    1,2,5                       130,833
COLUMBUS MCKINNON CO COM        19933310         270      12,278  SH      DEFINED    1                            12,278
COMARCO INC          COM        20008010         125      12,500  SH      DEFINED    1                            12,500
COMCAST CORP NEW     CL A       20030N10   1,488,740  57,435,940  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  57,435,940
COMCAST CORP NEW     CL A SPL   20030N20      93,783   3,650,546  SH      DEFINED    1,5,7,8,10,12,13,14       3,650,546
COMERICA INC         COM        20034010     283,560   4,995,779  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,995,779
COMFORT SYS USA INC  COM        19990810       4,886     531,059  SH      DEFINED    1,2                         531,059
COMMERCE BANCORP INC COM        20051910     111,267   3,233,580  SH      DEFINED    1,2,5,7,8,10,12,13,14     3,233,580





                                                                                               
COMMERCE BANCSHARES  COM        20052510      37,392     717,430  SH      DEFINED    1,2,5,12                    717,430
COMMERCE GROUP INC M COM        20064110      24,465     427,108  SH      DEFINED    1,2,5                       427,108
COMMERCIAL BANKSHARE COM        20160710       2,105      59,523  SH      DEFINED    1,2                          59,523
COMMERCIAL CAP BANCO COM        20162L10      12,702     741,922  SH      DEFINED    1,2,5                       741,922
COMMERCIAL METALS CO COM        20172310      33,718     898,192  SH      DEFINED    1,2,5                       898,192
COMMERCIAL NET LEASE COM        20221810      16,278     799,094  SH      DEFINED    1,2,3,5                     799,094
COMMERCIAL VEH GROUP COM        20260810       3,671     195,498  SH      DEFINED    1,2                         195,498
COMMONWEALTH TEL ENT COM        20334910      17,282     511,762  SH      DEFINED    1,2,6                       511,762
COMMSCOPE INC        COM        20337210      34,289   1,703,386  SH      DEFINED    1,2,5,13                  1,703,386
COMMUNICATIONS SYS I COM        20390010         225      18,303  SH      DEFINED    1,2                          18,303
COMMUNITY BANCORP NE COM        20343T10       1,916      60,626  SH      DEFINED    1,2                          60,626
COMMUNITY BK SYS INC COM        20360710      10,713     475,060  SH      DEFINED    1,2                         475,060
COMMUNITY BKS INC MI COM        20362810       8,409     300,326  SH      DEFINED    1,2                         300,326
COMMUNITY HEALTH SYS COM        20366810      62,023   1,617,702  SH      DEFINED    1,2,5,12,13               1,617,702
COMMUNITY TR BANCORP COM        20414910       6,496     211,260  SH      DEFINED    1,2                         211,260
COMPANHIA BRASILEIRA SPON ADR P 20440T20      45,631   1,386,969  SH      DEFINED    1,2,4,5                   1,386,969
COMPANHIA DE BEBIDAS SPONSORED  20441W10       1,059      32,381  SH      DEFINED    1,2                          32,381
COMPANHIA DE BEBIDAS SPON ADR P 20441W20       5,771     151,667  SH      DEFINED    1,2                         151,667
COMPANHIA ENERGETICA SP ADR N-V 20440960         309       8,389  SH      DEFINED    1,2                           8,389
COMPANHIA SIDERURGIC SPONSORED  20440W10         357      16,671  SH      DEFINED    1,2                          16,671
COMPANHIA VALE DO RI SPON ADR P 20441210      37,541   1,035,600  SH      DEFINED    1,2                       1,035,600
COMPANHIA VALE DO RI SPONSORED  20441220      47,851   1,163,137  SH      DEFINED    1,2,4,5                   1,163,137
COMPANIA ANONIMA NAC SPON ADR D 20442110       2,098     146,702  SH      DEFINED    1,2,7                       146,702
COMPANIA CERVECERIAS SPONSORED  20442910         249       9,873  SH      DEFINED    1,2,5,7                       9,873
COMPANIA DE MINAS BU SPONSORED  20444810       5,066     179,008  SH      DEFINED    1,2,7                       179,008
COMPANIA DE TELECOMU SPON ADR N 20444930         475      54,026  SH      DEFINED    1,2,5,7                      54,026
COMPASS BANCSHARES I COM        20449H10     151,350   3,136,794  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,136,794
COMPASS MINERALS INT COM        20451N10       6,804     277,242  SH      DEFINED    1,2,5                       277,242
COMPEX TECHNOLOGIES  COM        20451310         131      20,000  SH      DEFINED    1                            20,000
COMPUCREDIT CORP     COM        20478N10      28,151     731,948  SH      DEFINED    1,2                         731,948
COMPUTER ASSOC INTL  COM        20491210     357,168  12,670,017  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  12,670,017
COMPUTER HORIZONS CO COM        20590810         116      26,695  SH      DEFINED    1                            26,695
COMPUTER PROGRAMS &  COM        20530610       4,196     101,283  SH      DEFINED    1,2                         101,283
COMPUTER SCIENCES CO COM        20536310     312,613   6,173,233  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,173,233
COMPUTER TASK GROUP  COM        20547710         137      34,745  SH      DEFINED    1                            34,745
COMPUWARE CORP       COM        20563810     105,129  11,720,117  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  11,720,117
COMPX INTERNATIONAL  CL A       20563P10       1,002      62,562  SH      DEFINED    1,2                          62,562
COMSTOCK HOMEBUILDIN CL A       20568410         668      47,313  SH      DEFINED    1                            47,313
COMSTOCK RES INC     COM NEW    20576820      18,276     599,026  SH      DEFINED    1,2,5                       599,026
COMSYS IT PARTNERS I COM        20581E10       1,556     140,818  SH      DEFINED    1,2                         140,818
COMTECH TELECOMMUNIC COM NEW    20582620      12,605     412,605  SH      DEFINED    1,2,5,6                     412,605
COMVERSE TECHNOLOGY  COM PAR $0 20586240     148,017   5,566,625  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,566,625
CONAGRA FOODS INC    COM        20588710     627,295  30,931,712  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  30,931,712
CONCEPTUS INC        COM        20601610         425      33,689  SH      DEFINED    1                            33,689
CONCORD CAMERA CORP  COM        20615610          47      39,309  SH      DEFINED    1,5                          39,309
CONCUR TECHNOLOGIES  COM        20670810       4,698     364,454  SH      DEFINED    1,2,5                       364,454
CONCURRENT COMPUTER  COM        20671020         101      53,409  SH      DEFINED    1,5                          53,409
CONEXANT SYSTEMS INC COM        20714210      14,459   6,397,917  SH      DEFINED    1,2,5                     6,397,917
CONMED CORP          COM        20741010      12,121     512,320  SH      DEFINED    1,2,6                       512,320
CONNECTICUT WTR SVC  COM        20779710       2,773     113,143  SH      DEFINED    1,2,5                       113,143
CONNETICS CORP       COM        20819210      10,465     724,230  SH      DEFINED    1,2,6                       724,230
CONNS INC            COM        20824210       2,385      64,699  SH      DEFINED    1,2                          64,699
CONOCOPHILLIPS       COM        20825C10   2,196,137  37,747,286  SH      DEFINED    1,2,5,6,10,12,13         37,747,286
CONOR MEDSYSTEMS INC COM        20826410       2,363     122,105  SH      DEFINED    1,2                         122,105
CONSECO INC          PFD B CV 5 20846486       4,186     147,500  SH      DEFINED    2                           147,500
CONSECO INC          COM NEW    20846488      45,416   1,960,137  SH      DEFINED    1,2,5                     1,960,137
CONSOL ENERGY INC    COM        20854P10      76,169   1,168,595  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,168,595
CONSOLIDATED COMM HL COM        20903410       1,786     137,491  SH      DEFINED    1,2                         137,491
CONSOLIDATED EDISON  COM        20911510     336,151   7,255,572  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   7,255,572





                                                                                               
CONSOLIDATED GRAPHIC COM        20934110      18,150     383,403  SH      DEFINED    1,2,6                       383,403
CONSOLIDATED TOMOKA  COM        21022610       5,187      73,155  SH      DEFINED    1,2                          73,155
CONSTAR INTL INC NEW COM        21036U10          40      11,400  SH      DEFINED    1                            11,400
CONSTELLATION BRANDS CL A       21036P10     135,129   5,151,705  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,151,705
CONSTELLATION ENERGY COM        21037110     328,895   5,709,991  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,709,991
CONSUMER PORTFOLIO S COM        21050210          64      11,100  SH      DEFINED    1                            11,100
CONTINENTAL AIRLS IN CL B       21079530      35,564   1,669,665  SH      DEFINED    1,2,5                     1,669,665
CONVERA CORP         CL A       21191910         191      19,269  SH      DEFINED    1                            19,269
CONVERGYS CORP       COM        21248510      65,905   4,158,059  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,158,059
COOPER CAMERON CORP  COM        21664010     191,186   4,618,025  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,618,025
COOPER COS INC       COM NEW    21664840      30,708     598,587  SH      DEFINED    1,2,5,6,7,8,10,12,13,14     598,587
COOPER INDS LTD      CL A       G2418210     175,067   2,398,174  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,398,174
COOPER TIRE & RUBR C COM        21683110      31,898   2,082,118  SH      DEFINED    1,2,5,6,10,13             2,082,118
COPA HOLDINGS SA     CL A       P3107610       1,362      49,900  SH      DEFINED    1,2,7                        49,900
COPANO ENERGY L L C  COM UNITS  21720210         363       9,300  SH      DEFINED    1                             9,300
COPART INC           COM        21720410      23,553   1,021,392  SH      DEFINED    1,2,5,13                  1,021,392
CORE LABORATORIES N  COM        N2271710         267       7,157  SH      DEFINED    1,5                           7,157
CORE MOLDING TECHNOL COM        21868310         129      16,900  SH      DEFINED    2                            16,900
CORILLIAN CORP       COM        21872510         132      48,618  SH      DEFINED    1,5                          48,618
CORINTHIAN COLLEGES  COM        21886810      30,386   2,581,634  SH      DEFINED    1,2,5,13                  2,581,634
CORN PRODS INTL INC  COM        21902310      35,537   1,487,526  SH      DEFINED    1,2,5,6                   1,487,526
CORNELL COMPANIES IN COM        21914110         335      24,273  SH      DEFINED    1,5                          24,273
CORNING INC          COM        21935010     783,119  39,833,101  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  39,833,101
CORPORATE EXECUTIVE  COM        21988R10      50,868     567,088  SH      DEFINED    1,2,5,12,13                 567,088
CORPORATE OFFICE PPT SH BEN INT 22002T10      32,904     925,836  SH      DEFINED    1,2,3,5                     925,836
CORRECTIONS CORP AME COM NEW    22025Y40      22,342     496,825  SH      DEFINED    1,2,5                       496,825
CORUS BANKSHARES INC COM        22087310      27,638     491,160  SH      DEFINED    1,2                         491,160
CORUS GROUP PLC      SPONSORED  22087M10         212      20,841  SH      DEFINED    1                            20,841
CORVEL CORP          COM        22100610       1,484      78,141  SH      DEFINED    1,2                          78,141
COSI INC             COM        22122P10         264      31,800  SH      DEFINED    1                            31,800
COST PLUS INC CALIF  COM        22148510       6,637     387,020  SH      DEFINED    1,2,5,6                     387,020
COSTAR GROUP INC     COM        22160N10       8,851     205,026  SH      DEFINED    1,2                         205,026
COSTCO WHSL CORP NEW COM        22160K10     641,411  12,965,664  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  12,965,664
COTHERIX INC         COM        22163T10       2,452     231,715  SH      DEFINED    1,2                         231,715
COUNTRYWIDE FINANCIA COM        22237210     628,642  18,386,715  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  18,386,715
COURIER CORP         COM        22266010       4,344     126,499  SH      DEFINED    1,2                         126,499
COUSINS PPTYS INC    COM        22279510      25,065     885,681  SH      DEFINED    1,2,3,5                     885,681
COVAD COMMUNICATIONS COM        22281420         269     274,414  SH      DEFINED    1,2                         274,414
COVANCE INC          COM        22281610      51,037   1,051,218  SH      DEFINED    1,2,5,12,13               1,051,218
COVANSYS CORP        COM        22281W10       5,778     424,563  SH      DEFINED    1,2                         424,563
COVANTA HLDG CORP    COM        22282E10      26,522   1,761,071  SH      DEFINED    1,2                       1,761,071
COVENANT TRANS INC   CL A       22284P10       1,564     111,888  SH      DEFINED    1,2                         111,888
COVENTRY HEALTH CARE COM        22286210     300,976   5,283,992  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,283,992
COX RADIO INC        CL A       22405110      11,560     820,991  SH      DEFINED    1,2,5                       820,991
CPI CORP             COM        12590210         602      32,153  SH      DEFINED    1,6                          32,153
CRA INTL INC         COM        12618T10       6,515     136,607  SH      DEFINED    1,2                         136,607
CRANE CO             COM        22439910      35,327   1,001,630  SH      DEFINED    1,2,5,13                  1,001,630
CRAWFORD & CO        CL B       22463310       1,552     269,410  SH      DEFINED    1,2                         269,410
CRAY INC             COM        22522310         142     106,400  SH      DEFINED    1,5                         106,400
CREDENCE SYS CORP    COM        22530210      11,287   1,621,645  SH      DEFINED    1,2,5,13                  1,621,645
CREDICORP LTD        COM        G2519Y10       5,489     240,835  SH      DEFINED    1,2,7                       240,835
CREDIT SUISSE GROUP  SPONSORED  22540110      20,241     397,265  SH      DEFINED    1                           397,265
CREDO PETE CORP      COM PAR $0 22543920         184      10,620  SH      DEFINED    1                            10,620
CREE INC             COM        22544710      25,747   1,020,090  SH      DEFINED    1,2,5,12,13               1,020,090
CRESCENT REAL ESTATE COM        22575610      37,040   1,868,824  SH      DEFINED    1,2,3,5,7,8,10,12,13,14   1,868,824
CRESUD S A C I F Y A SPONSORED  22640610         218      19,945  SH      DEFINED    1                            19,945
CRH PLC              ADR        12626K20      23,661     799,088  SH      DEFINED    1                           799,088
CRIIMI MAE INC       COM NEW    22660350       3,972     200,581  SH      DEFINED    1,2                         200,581
CROSS A T CO         CL A       22747810          42      10,279  SH      DEFINED    1,2                          10,279





                                                                                               
CROSS CTRY HEALTHCAR COM        22748310       8,230     461,569  SH      DEFINED    1,2,6                       461,569
CROSS TIMBERS RTY TR TR UNIT    22757R10         419       8,559  SH      DEFINED    1,2,5                         8,559
CROSSROADS SYS INC   COM        22765D10          10      12,048  SH      DEFINED    1                            12,048
CROSSTEX ENERGY INC  COM        22765Y10       5,356      84,935  SH      DEFINED    1,2                          84,935
CROSSTEX ENERGY L P  COM        22765U10         316       9,272  SH      DEFINED    1,2                           9,272
CROWN CASTLE INTL CO COM        22822710      86,512   3,214,861  SH      DEFINED    1,2,5,7,8,10,12,13,14     3,214,861
CROWN HOLDINGS INC   COM        22836810      37,885   1,939,847  SH      DEFINED    1,2,5,6                   1,939,847
CROWN MEDIA HLDGS IN CL A       22841110       1,711     186,569  SH      DEFINED    1,2                         186,569
CRYOLIFE INC         COM        22890310         140      42,034  SH      DEFINED    1,6                          42,034
CRYSTALLEX INTL CORP COM        22942F10          33      15,078  SH      DEFINED    1,5                          15,078
CSG SYS INTL INC     COM        12634910      32,327   1,448,330  SH      DEFINED    1,2,5,13                  1,448,330
CSK AUTO CORP        COM        12596510       9,275     615,041  SH      DEFINED    1,2                         615,041
CSS INDS INC         COM        12590610       2,798      91,037  SH      DEFINED    1,2                          91,037
CSX CORP             COM        12640810     310,643   6,118,639  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,118,639
CT COMMUNICATIONS IN COM NEW    12642640       3,191     262,814  SH      DEFINED    1,2                         262,814
CTS CORP             COM        12650110       6,419     580,400  SH      DEFINED    1,2,6                       580,400
CUBIC CORP           COM        22966910       4,519     226,385  SH      DEFINED    1,2,6                       226,385
CUBIST PHARMACEUTICA COM        22967810      14,000     659,139  SH      DEFINED    1,2,5                       659,139
CULLEN FROST BANKERS COM        22989910      41,173     767,008  SH      DEFINED    1,2,5,13                    767,008
CULP INC             COM        23021510          57      12,000  SH      DEFINED    1                            12,000
CUMMINS INC          COM        23102110     566,986   6,318,806  SH      DEFINED    1,2,5,6,8,10,12,13        6,318,806
CUMULUS MEDIA INC    CL A       23108210       8,900     717,164  SH      DEFINED    1,2                         717,164
CURAGEN CORP         COM        23126R10       3,187   1,034,796  SH      DEFINED    1,2,5                     1,034,796
CURATIVE HEALTH SRVC COM        23126W10           4      16,469  SH      DEFINED    1                            16,469
CURIS INC            COM        23126910       1,919     539,043  SH      DEFINED    1,2                         539,043
CURTISS WRIGHT CORP  COM        23156110      18,975     347,533  SH      DEFINED    1,2,6                       347,533
CV THERAPEUTICS INC  COM        12666710      16,522     668,090  SH      DEFINED    1,2,5                       668,090
CVB FINL CORP        COM        12660010      11,875     584,693  SH      DEFINED    1,2,5                       584,693
CVS CORP             COM        12665010     575,653  21,788,533  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  21,788,533
CYBERGUARD CORP      COM        23191010       1,898     215,000  SH      DEFINED    1,2                         215,000
CYBERONICS INC       COM        23251P10       8,974     277,827  SH      DEFINED    1,2,6                       277,827
CYBERSOURCE CORP     COM        23251J10       2,103     318,571  SH      DEFINED    1,2                         318,571
CYMER INC            COM        23257210      23,447     660,294  SH      DEFINED    1,2,5,6                     660,294
CYPRESS BIOSCIENCES  COM PAR $. 23267450       2,440     422,219  SH      DEFINED    1,2                         422,219
CYPRESS SEMICONDUCTO COM        23280610      33,630   2,360,034  SH      DEFINED    1,2,5,13                  2,360,034
CYTEC INDS INC       COM        23282010      26,486     556,070  SH      DEFINED    1,2,5,13                    556,070
CYTOGEN CORP         COM NEW    23282430          33      12,157  SH      DEFINED    1                            12,157
CYTOKINETICS INC     COM        23282W10          79      12,090  SH      DEFINED    1                            12,090
CYTYC CORP           COM        23294610      43,882   1,554,445  SH      DEFINED    1,2,5,12,13               1,554,445
D & E COMMUNICATIONS COM        23286010         261      31,291  SH      DEFINED    1,2                          31,291
D R HORTON INC       COM        23331A10     258,115   7,224,046  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   7,224,046
DADE BEHRING HLDGS I COM        23342J20      33,306     814,515  SH      DEFINED    1,2,5,12                    814,515
DAIMLERCHRYSLER AG   ORD        D1668R12       1,847      36,202  SH      DEFINED    1                            36,202
DAKTRONICS INC       COM        23426410      11,222     379,490  SH      DEFINED    1,2,6                       379,490
DANA CORP            COM        23581110      27,251   3,795,337  SH      DEFINED    1,2,5,6,10,13             3,795,337
DANAHER CORP DEL     COM        23585110     469,295   8,413,319  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   8,413,319
DARDEN RESTAURANTS I COM        23719410     331,314   8,521,456  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   8,521,456
DARLING INTL INC     COM        23726610       2,796     704,163  SH      DEFINED    1,2                         704,163
DATASCOPE CORP       COM        23811310       6,960     210,583  SH      DEFINED    1,2,6                       210,583
DATATRAK INTL INC    COM        23813410         120      12,000  SH      DEFINED    1                            12,000
DAVE & BUSTERS INC   COM        23833N10       5,683     322,715  SH      DEFINED    1,2                         322,715
DAVITA INC           COM        23918K10      64,630   1,276,258  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,276,258
DAWSON GEOPHYSICAL C COM        23935910         299       9,700  SH      DEFINED    1                             9,700
DDI CORP             COM PAR $  23316230          20      20,822  SH      DEFINED    1                            20,822
DEAN FOODS CO NEW    COM        24237010     117,106   3,109,551  SH      DEFINED    1,2,5,7,8,10,12,13,14     3,109,551
DEB SHOPS INC        COM        24272810       1,568      52,741  SH      DEFINED    1,2                          52,741
DECKERS OUTDOOR CORP COM        24353710       5,989     216,835  SH      DEFINED    1,2                         216,835
DECODE GENETICS INC  COM        24358610       5,560     673,085  SH      DEFINED    1,2                         673,085
DECORATOR INDS INC   COM PAR $0 24363120          92      11,400  SH      DEFINED    1                            11,400





                                                                                               
DEERE & CO           COM        24419910     451,585   6,630,231  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,630,231
DEERFIELD TRIARC CAP COM        24457230       3,783     276,150  SH      DEFINED    1,2                         276,150
DEL MONTE FOODS CO   COM        24522P10      38,611   3,701,925  SH      DEFINED    1,2,5,10,12               3,701,925
DELIA'S INC NEW      COM        24691110       2,155     259,601  SH      DEFINED    1,2                         259,601
DELL INC             COM        24702R10   2,159,760  72,112,179  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  72,112,179
DELPHI FINL GROUP IN CL A       24713110      18,114     393,687  SH      DEFINED    1,2,5                       393,687
DELTA & PINE LD CO   COM        24735710      16,281     707,561  SH      DEFINED    1,2,5,6                     707,561
DELTA FINANCIAL CORP COM        24791810       1,116     133,165  SH      DEFINED    1                           133,165
DELTA PETE CORP      COM NEW    24790720       8,435     387,462  SH      DEFINED    1,2                         387,462
DELTATHREE INC       COM        24783N10          58      19,900  SH      DEFINED    1                            19,900
DELTIC TIMBER CORP   COM        24785010       7,168     138,223  SH      DEFINED    1,2                         138,223
DELUXE CORP          COM        24801910      32,187   1,067,913  SH      DEFINED    1,2,5,6,12,13             1,067,913
DENBURY RES INC      COM NEW    24791620      36,534   1,603,794  SH      DEFINED    1,2,12,13                 1,603,794
DENDREON CORP        COM        24823Q10       4,505     831,161  SH      DEFINED    1,2,5                       831,161
DENDRITE INTL INC    COM        24823910       9,464     656,756  SH      DEFINED    1,2,6                       656,756
DENNYS CORP          COM        24869P10       4,353   1,080,201  SH      DEFINED    1,2                       1,080,201
DENTSPLY INTL INC NE COM        24903010      87,012   1,620,629  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,620,629
DEPOMED INC          COM        24990810          96      15,969  SH      DEFINED    1                            15,969
DESIGN WITHIN REACH  COM        25055710         519      97,898  SH      DEFINED    1,2                          97,898
DEUTSCHE BANK AG NAM ORD        D1819089         970      10,011  SH      DEFINED    1                            10,011
DEUTSCHE TELEKOM AG  SPONSORED  25156610       1,361      81,823  SH      DEFINED    1                            81,823
DEVELOPERS DIVERSIFI COM        25159110     134,856   2,868,066  SH      DEFINED    1,2,3,5,7,8,10,12,13,14   2,868,066
DEVON ENERGY CORP NE COM        25179M10   1,050,340  16,794,685  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  16,794,685
DEVRY INC DEL        COM        25189310      23,578   1,178,892  SH      DEFINED    1,2,5,6,13                1,178,892
DEX MEDIA INC        COM        25212E10      37,950   1,400,876  SH      DEFINED    1,2,5,10,12               1,400,876
DEXCOM INC           COM        25213110         555      37,169  SH      DEFINED    1,2                          37,169
DHB INDS INC         COM        23321E10       1,046     233,949  SH      DEFINED    1,2                         233,949
DIAGEO P L C         SPON ADR N 25243Q20       2,668      45,761  SH      DEFINED    1                            45,761
DIAGNOSTIC PRODS COR COM        25245010      18,616     383,450  SH      DEFINED    1,2,5,6                     383,450
DIAMOND FOODS INC    COM        25260310         945      47,820  SH      DEFINED    1,2                          47,820
DIAMOND OFFSHORE DRI COM        25271C10      43,749     628,942  SH      DEFINED    1,2,5,12                    628,942
DIAMONDCLUSTER INTL  COM        25278P10       3,572     449,859  SH      DEFINED    1,2                         449,859
DIAMONDROCK HOSPITAL COM        25278430       3,418     285,809  SH      DEFINED    1,2,3                       285,809
DICKS SPORTING GOODS COM        25339310      10,843     326,197  SH      DEFINED    1,2                         326,197
DIEBOLD INC          COM        25365110      41,381   1,088,980  SH      DEFINED    1,2,5,12,13               1,088,980
DIGENE CORP          COM        25375210       5,855     200,708  SH      DEFINED    1,2                         200,708
DIGI INTL INC        COM        25379810       3,598     343,031  SH      DEFINED    1,2,5,6                     343,031
DIGIMARC CORP        COM        25380710         127      21,531  SH      DEFINED    1                            21,531
DIGITAL GENERATION S COM        25392110          16      30,440  SH      DEFINED    1                            30,440
DIGITAL INSIGHT CORP COM        25385P10      24,072     751,789  SH      DEFINED    1,2,6                       751,789
DIGITAL RIV INC      COM        25388B10      18,312     615,750  SH      DEFINED    1,2                         615,750
DIGITAL RLTY TR INC  COM        25386810       8,947     395,350  SH      DEFINED    1,2,3                       395,350
DIGITAS INC          COM        25388K10      13,658   1,090,924  SH      DEFINED    1,2                       1,090,924
DILLARDS INC         CL A       25406710      41,914   1,688,701  SH      DEFINED    1,2,5,6,10,13             1,688,701
DIME BANCORP INC NEW *W EXP 99/ 25429Q11           9      68,821  SH      DEFINED    1                            68,821
DIME CMNTY BANCSHARE COM        25392210       6,118     418,761  SH      DEFINED    1,2,5                       418,761
DIODES INC           COM        25454310       5,944     191,438  SH      DEFINED    1,2                         191,438
DIONEX CORP          COM        25454610      20,489     417,454  SH      DEFINED    1,2,5,6                     417,454
DIRECT GEN CORP      COM        25456W20       3,394     200,855  SH      DEFINED    1,2                         200,855
DIRECTV GROUP INC    COM        25459L10     532,786  37,732,718  SH      DEFINED    1,2,5,7,8,10,12,13,14    37,732,718
DISCOVERY HOLDING CO CL A COM   25468Y10      50,502   3,333,434  SH      DEFINED    1,2,5,7,8,10,12,13,14     3,333,434
DISCOVERY LABORATORI COM        25466810       4,282     640,983  SH      DEFINED    1,2,5                       640,983
DISCOVERY PARTNERS I COM        25467510          73      27,712  SH      DEFINED    1                            27,712
DISNEY WALT CO       COM DISNEY 25468710   1,517,753  63,318,865  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  63,318,865
DISTRIBUCION Y SERVI SPONSORED  25475310         277      14,345  SH      DEFINED    1,2,5,7                      14,345
DISTRIBUTED ENERGY S COM        25475V10         174      22,945  SH      DEFINED    1,2                          22,945
DITECH COMMUNICATION COM        25500M10       4,648     556,588  SH      DEFINED    1,2,6                       556,588
DIVERSA CORP         COM        25506410       1,622     338,015  SH      DEFINED    1,2                         338,015
DIXIE GROUP INC      CL A       25551910       1,499     108,766  SH      DEFINED    1,2                         108,766





                                                                                               
DJ ORTHOPEDICS INC   COM        23325G10      11,517     417,586  SH      DEFINED    1,2,6                       417,586
DNP SELECT INCOME FD COM        23325P10       1,627     156,624  SH      DEFINED    5,12                        156,624
DOBSON COMMUNICATION CL A       25606910      12,659   1,687,834  SH      DEFINED    1,2                       1,687,834
DOCUCORP INTL INC    COM        25591110          78      12,300  SH      DEFINED    1                            12,300
DOLBY LABORATORIES I COM        25659T10       3,587     210,372  SH      DEFINED    1,2                         210,372
DOLLAR GEN CORP      COM        25666910     189,793   9,952,464  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,952,464
DOLLAR THRIFTY AUTOM COM        25674310      12,141     336,599  SH      DEFINED    1,2,5                       336,599
DOLLAR TREE STORES I COM        25674710      36,895   1,541,128  SH      DEFINED    1,2,5,12,13               1,541,128
DOMINION RES INC VA  COM        25746U10     855,406  11,080,383  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  11,080,383
DOMINOS PIZZA INC    COM        25754A20      26,436   1,092,389  SH      DEFINED    1,2                       1,092,389
DONALDSON INC        COM        25765110      31,486     990,126  SH      DEFINED    1,2,5,12,13                 990,126
DONEGAL GROUP INC    CL A       25770120       2,407     103,565  SH      DEFINED    1,2                         103,565
DONNELLEY R R & SONS COM        25786710     193,422   5,653,965  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,653,965
DORAL FINL CORP      COM        25811P10      13,371   1,261,456  SH      DEFINED    1,2,5                     1,261,456
DORCHESTER MINERALS  COM UNIT   25820R10         853      33,502  SH      DEFINED    1,2,5                        33,502
DOT HILL SYS CORP    COM        25848T10       6,496     937,366  SH      DEFINED    1,2,5                       937,366
DOV PHARMACEUTICAL I COM        25985810       3,585     244,182  SH      DEFINED    1,2                         244,182
DOVER CORP           COM        26000310     217,982   5,383,613  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,383,613
DOVER DOWNS GAMING & COM        26009510       3,018     213,299  SH      DEFINED    1,2,5                       213,299
DOVER MOTORSPORTS IN COM        26017410       1,031     168,707  SH      DEFINED    1,2,5                       168,707
DOW CHEM CO          COM        26054310   1,221,759  27,881,302  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  27,881,302
DOW JONES & CO INC   COM        26056110      67,457   1,900,724  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   1,900,724
DOWNEY FINL CORP     COM        26101810      48,940     715,598  SH      DEFINED    1,2,5                       715,598
DPL INC              COM        23329310      43,186   1,660,370  SH      DEFINED    1,2,5,13                  1,660,370
DR REDDYS LABS LTD   ADR        25613520         458      21,195  SH      DEFINED    1,2,5                        21,195
DREAMWORKS ANIMATION CL A       26153C10      12,903     525,350  SH      DEFINED    1,2,5                       525,350
DRESS BARN INC       COM        26157010      13,787     357,092  SH      DEFINED    1,2,6                       357,092
DRESSER-RAND GROUP I COM        26160810       5,328     220,364  SH      DEFINED    1,2                         220,364
DREW INDS INC        COM NEW    26168L20       6,591     233,815  SH      DEFINED    1,2,6                       233,815
DREYERS GRAND ICE CR COM A CALL 26187710       3,137      37,847  SH      DEFINED    1,2,5,12                     37,847
DRIL-QUIP INC        COM        26203710       8,982     190,301  SH      DEFINED    1,2                         190,301
DRS TECHNOLOGIES INC COM        23330X10      28,015     544,829  SH      DEFINED    1,2,5,6                     544,829
DRUGSTORE COM INC    COM        26224110       2,043     716,822  SH      DEFINED    1,2                         716,822
DSL NET INC          COM        26250610           1      26,359  SH      DEFINED    1                            26,359
DSP GROUP INC        COM        23332B10      10,197     406,905  SH      DEFINED    1,2,5,6                     406,905
DST SYS INC DEL      COM        23332610      89,267   1,490,018  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,490,018
DSW INC              CL A       23334L10       3,362     128,229  SH      DEFINED    1,2                         128,229
DTE ENERGY CO        COM        23333110     267,477   6,193,036  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,193,036
DTS INC              COM        23335C10       3,144     212,444  SH      DEFINED    1,2                         212,444
DU PONT E I DE NEMOU COM        26353410   1,765,407  41,538,987  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  41,538,987
DUCOMMUN INC DEL     COM        26414710         434      20,319  SH      DEFINED    1,5                          20,319
DUKE ENERGY CORP     COM        26439910   2,289,694  83,413,245  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  83,413,245
DUKE REALTY CORP     COM NEW    26441150     102,705   3,075,006  SH      DEFINED    1,2,3,5,7,8,10,12,13,14   3,075,006
DUN & BRADSTREET COR COM        26483E10      87,733   1,310,230  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,310,230
DUQUESNE LT HLDGS IN COM        26623310      30,575   1,873,497  SH      DEFINED    1,2,5,13                  1,873,497
DURA AUTOMOTIVE SYST CL A       26590310          68      30,522  SH      DEFINED    1,5                          30,522
DURATEK INC          COM        26658Q10       2,276     152,437  SH      DEFINED    1,2                         152,437
DURECT CORP          COM        26660510       2,561     505,042  SH      DEFINED    1,2                         505,042
DUSA PHARMACEUTICALS COM        26689810       1,819     168,934  SH      DEFINED    1,2                         168,934
DYAX CORP            COM        26746E10         214      40,554  SH      DEFINED    1                            40,554
DYCOM INDS INC       COM        26747510      18,117     823,501  SH      DEFINED    1,2,5,13                    823,501
DYNAMEX INC          COM        26784F10       2,671     140,124  SH      DEFINED    1,2                         140,124
DYNAMIC MATLS CORP   COM        26788810       1,873      62,392  SH      DEFINED    1,2                          62,392
DYNEGY INC NEW       CL A       26816Q10      40,615   8,391,458  SH      DEFINED    1,2,5,6,10,13             8,391,458
E M C CORP MASS      COM        26864810   1,014,008  74,449,956  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  74,449,956
E ON AG              SPONSORED  26878010      20,566     595,781  SH      DEFINED    1                           595,781
E TRADE FINANCIAL CO COM        26924610     220,485  10,569,727  SH      DEFINED    1,2,5,6,7,10,12,13,14    10,569,727
EAGLE BROADBAND INC  COM        26943710           2      21,780  SH      DEFINED    1                            21,780
EAGLE BULK SHIPPING  COM        Y2187A10         371      23,286  SH      DEFINED    1,2                          23,286





                                                                                               
EAGLE HOSPITALITY PP COM        26959T10         175      22,879  SH      DEFINED    1,3                          22,879
EAGLE MATERIALS INC  COM        26969P10      31,001     253,358  SH      DEFINED    1,2,5,7                     253,358
EAGLE MATERIALS INC  CL B       26969P20         905       7,687  SH      DEFINED    1,5                           7,687
EARTHLINK INC        COM        27032110      22,714   2,044,480  SH      DEFINED    1,2,5                     2,044,480
EAST WEST BANCORP IN COM        27579R10      22,154     607,117  SH      DEFINED    1,2,5                       607,117
EASTERN AMERN NAT GA SPERS RCT  27621710         251       8,800  SH      DEFINED    1                             8,800
EASTGROUP PPTY INC   COM        27727610      21,152     468,373  SH      DEFINED    1,2,3,5                     468,373
EASTMAN CHEM CO      COM        27743210     118,462   2,296,216  SH      DEFINED    1,2,5,6,7,10,12,13,14     2,296,216
EASTMAN KODAK CO     COM        27746110     171,209   7,316,635  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   7,316,635
EATON CORP           COM        27805810     281,257   4,192,239  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,192,239
EATON VANCE CORP     COM NON VT 27826510      49,020   1,791,650  SH      DEFINED    1,2,5,13                  1,791,650
EBAY INC             COM        27864210   1,333,168  30,846,088  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  30,846,088
ECC CAPITAL CORP     COM        26826M10       1,470     650,632  SH      DEFINED    1,2                         650,632
ECHELON CORP         COM        27874N10       3,451     440,698  SH      DEFINED    1,2                         440,698
ECHOSTAR COMMUNICATI CL A       27876210      79,125   2,911,158  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,911,158
ECI TELECOM LTD      ORD        26825810         169      22,578  SH      DEFINED    1,2,5                        22,578
ECLIPSYS CORP        COM        27885610       9,398     496,484  SH      DEFINED    1,2,5                       496,484
ECOLAB INC           COM        27886510     214,809   5,922,489  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,922,489
ECOLLEGE COM         COM        27887E10       3,762     208,633  SH      DEFINED    1,2                         208,633
ECOST COM INC        COM        27922W10          12      10,722  SH      DEFINED    1                            10,722
EDGE PETE CORP DEL   COM        27986210       5,361     215,211  SH      DEFINED    1,2                         215,211
EDISON INTL          COM        28102010   1,746,530  40,048,852  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  40,048,852
EDO CORP             COM        28134710       5,851     216,241  SH      DEFINED    1,2,6                       216,241
EDP ENERGIAS DE PORT SPONSORED  26835310         803      26,012  SH      DEFINED    1                            26,012
EDUCATE INC          COM        28138P10       2,712     229,808  SH      DEFINED    1,2                         229,808
EDUCATION MGMT CORP  COM        28139T10      46,074   1,374,920  SH      DEFINED    1,2,5,12,13               1,374,920
EDUCATION RLTY TR IN COM        28140H10       6,718     521,148  SH      DEFINED    1,2,3                       521,148
EDWARDS AG INC       COM        28176010      50,378   1,075,082  SH      DEFINED    1,2,5,6,12,13             1,075,082
EDWARDS LIFESCIENCES COM        28176E10      92,708   2,228,020  SH      DEFINED    1,2,5,7,10,12,13,14       2,228,020
EFJ INC              COM        26843B10         126      12,400  SH      DEFINED    1                            12,400
EFUNDS CORP          COM        28224R10      17,013     725,831  SH      DEFINED    1,2,5,6                     725,831
EGL INC              COM        26848410      34,142     908,767  SH      DEFINED    1,2,6                       908,767
EL PASO CORP         COM        28336L10     232,066  19,084,336  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  19,084,336
EL PASO ELEC CO      COM NEW    28367785      16,516     784,999  SH      DEFINED    1,2,5                       784,999
ELECTRO RENT CORP    COM        28521810       3,504     235,038  SH      DEFINED    1,2,5                       235,038
ELECTRO SCIENTIFIC I COM        28522910      10,115     418,828  SH      DEFINED    1,2,5,6                     418,828
ELECTROGLAS INC      COM        28532410          34      11,873  SH      DEFINED    1                            11,873
ELECTRONIC ARTS INC  COM        28551210     431,996   8,258,383  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   8,258,383
ELECTRONIC DATA SYS  COM        28566110     708,267  29,462,002  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  29,462,002
ELECTRONICS FOR IMAG COM        28608210      20,890     785,052  SH      DEFINED    1,2,5                       785,052
ELIZABETH ARDEN INC  COM        28660G10       9,210     459,138  SH      DEFINED    1,2                         459,138
ELKCORP              COM        28745610       9,635     286,237  SH      DEFINED    1,2,6                       286,237
ELLIS PERRY INTL INC COM        28885310       2,003     105,424  SH      DEFINED    1,2                         105,424
EMAGEON INC          COM        29076V10       2,388     150,209  SH      DEFINED    1,2                         150,209
EMBARCADERO TECHNOLO COM        29078710         290      39,878  SH      DEFINED    1,2                          39,878
EMBOTELLADORA ANDINA SPON ADR A 29081P20         203      15,560  SH      DEFINED    1,2,5,7                      15,560
EMBRAER-EMPRESA BRAS SP ADR PFD 29081M10         218       5,579  SH      DEFINED    1,2                           5,579
EMBREX INC           COM        29081710       1,758     126,845  SH      DEFINED    1                           126,845
EMC INS GROUP INC    COM        26866410       1,239      62,131  SH      DEFINED    1,2                          62,131
EMCOR GROUP INC      COM        29084Q10      17,821     263,898  SH      DEFINED    1,2,5,6                     263,898
EMCORE CORP          COM        29084610       3,480     469,042  SH      DEFINED    1,2,5                       469,042
EMDEON CORP          COM        29084910      22,506   2,660,342  SH      DEFINED    1,2,5,12                  2,660,342
EMERGE INTERACTIVE I CL A       29088W10           6      14,126  SH      DEFINED    1                            14,126
EMERITUS CORP        COM        29100510         270      12,910  SH      DEFINED    1                            12,910
EMERSON ELEC CO      COM        29101110     846,759  11,335,460  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  11,335,460
EMERSON RADIO CORP   COM NEW    29108720          50      16,300  SH      DEFINED    1                            16,300
EMISPHERE TECHNOLOGI COM        29134510          78      17,949  SH      DEFINED    1                            17,949
EMMIS COMMUNICATIONS CL A       29152510      13,389     672,462  SH      DEFINED    1,2,5,13                    672,462
EMPIRE DIST ELEC CO  COM        29164110       7,252     356,719  SH      DEFINED    1,2                         356,719





                                                                                               
EMPRESA NACIONAL DE  SPONSORED  29244T10      59,496   1,943,034  SH      DEFINED    1,2,4,5,7                 1,943,034
EMS TECHNOLOGIES INC COM        26873N10         200      11,291  SH      DEFINED    1                            11,291
EMULEX CORP          COM NEW    29247520      52,332   2,644,349  SH      DEFINED    1,2,5                     2,644,349
ENBRIDGE ENERGY MANA SHS UNITS  29250X10         563      12,411  SH      DEFINED    1,2                          12,411
ENBRIDGE ENERGY PART COM        29250R10         418       9,532  SH      DEFINED    1,5                           9,532
ENBRIDGE INC         COM        29250N10         968      30,961  SH      DEFINED    1,7                          30,961
ENCANA CORP          COM        29250510         267       5,921  SH      DEFINED    1,5                           5,921
ENCORE ACQUISITION C COM        29255W10      21,045     656,844  SH      DEFINED    1,2                         656,844
ENCORE CAP GROUP INC COM        29255410       3,274     188,696  SH      DEFINED    1,2                         188,696
ENCORE MED CORP      COM        29256E10       2,350     474,809  SH      DEFINED    1,2                         474,809
ENCORE WIRE CORP     COM        29256210       5,370     235,949  SH      DEFINED    1,2,5                       235,949
ENCYSIVE PHARMACEUTI COM        29256X10       6,025     763,562  SH      DEFINED    1,2,5                       763,562
ENDEAVOUR INTL CORP  COM        29259G10       2,653     803,998  SH      DEFINED    1,2                         803,998
ENDESA S A           SPONSORED  29258N10       1,379      53,014  SH      DEFINED    1                            53,014
ENDO PHARMACEUTICALS COM        29264F20      17,283     571,144  SH      DEFINED    1,2,5,12                    571,144
ENDOLOGIX INC        COM        29266S10         134      19,400  SH      DEFINED    1                            19,400
ENDURANCE SPECIALTY  SHS        G3039710       2,664      74,323  SH      DEFINED    1,2,5                        74,323
ENDWAVE CORP         COM NEW    29264A20         959      81,370  SH      DEFINED    1,2                          81,370
ENEL SOCIETA PER AZI ADR        29265W10         378       9,638  SH      DEFINED    1                             9,638
ENERGEN CORP         COM        29265N10      56,760   1,562,780  SH      DEFINED    1,2,5,7,10,12,14          1,562,780
ENERGIZER HLDGS INC  COM        29266R10      92,106   1,849,895  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,849,895
ENERGY CONVERSION DE COM        29265910      10,609     260,343  SH      DEFINED    1,2                         260,343
ENERGY EAST CORP     COM        29266M10      65,457   2,870,941  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,870,941
ENERGY PARTNERS LTD  COM        29270U10       9,729     446,512  SH      DEFINED    1,2,5                       446,512
ENERGY TRANSFER PRTN UNIT LTD P 29273R10         216       6,300  SH      DEFINED    1,5                           6,300
ENERGYSOUTH INC      COM        29297010       2,671      99,741  SH      DEFINED    1,2                          99,741
ENERSIS S A          SPONSORED  29274F10       1,376     125,177  SH      DEFINED    1,2,5                       125,177
ENERSYS              COM        29275Y10       7,543     578,487  SH      DEFINED    1,2                         578,487
ENESCO GROUP INC     COM        29297310          25      13,580  SH      DEFINED    1                            13,580
ENGELHARD CORP       COM        29284510     108,393   3,595,129  SH      DEFINED    1,2,5,6,10,12,13          3,595,129
ENGINEERED SUPPORT S COM        29286610      27,107     650,994  SH      DEFINED    1,2,6                       650,994
ENI S P A            SPONSORED  26874R10       1,410      10,113  SH      DEFINED    1,2                          10,113
ENNIS INC            COM        29338910       5,907     325,073  SH      DEFINED    1,2                         325,073
ENPRO INDS INC       COM        29355X10      12,250     454,540  SH      DEFINED    1,2,5,6                     454,540
ENSCO INTL INC       COM        26874Q10     112,694   2,541,004  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,541,004
ENSTAR GROUP INC GA  COM        29358R10       2,728      41,174  SH      DEFINED    1,2                          41,174
ENTEGRIS INC         COM        29362U10      16,271   1,727,284  SH      DEFINED    1,2,5                     1,727,284
ENTERASYS NETWORKS I COM NEW    29363740         416      31,318  SH      DEFINED    1,2,5                        31,318
ENTERCOM COMMUNICATI CL A       29363910      19,775     666,504  SH      DEFINED    1,2,5,13                    666,504
ENTERGY CORP NEW     COM        29364G10     456,594   6,651,046  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,651,046
ENTERPRISE FINL SVCS COM        29371210       2,354     103,773  SH      DEFINED    1,2                         103,773
ENTERPRISE GP HLDGS  UNIT LP IN 29371610         463      12,262  SH      DEFINED    1,2                          12,262
ENTERPRISE PRODS PAR COM        29379210       6,441     268,253  SH      DEFINED    1,2,5                       268,253
ENTERTAINMENT PPTYS  COM SH BEN 29380T10      13,468     330,499  SH      DEFINED    1,2,3,5                     330,499
ENTRAVISION COMMUNIC CL A       29382R10       7,468   1,048,829  SH      DEFINED    1,2,5                     1,048,829
ENTREMED INC         COM        29382F10          51      26,189  SH      DEFINED    1                            26,189
ENTRUST INC          COM        29384810       3,557     734,951  SH      DEFINED    1,2,5                       734,951
ENVIRONMENTAL TECTON COM        29409210          69      13,800  SH      DEFINED    1                            13,800
ENZO BIOCHEM INC     COM        29410010       6,878     553,779  SH      DEFINED    1,2,5,6                     553,779
ENZON PHARMACEUTICAL COM        29390410       5,941     802,772  SH      DEFINED    1,2,5                       802,772
EOG RES INC          COM        26875P10     604,050   8,232,931  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   8,232,931
EPICOR SOFTWARE CORP COM        29426L10       8,916     630,987  SH      DEFINED    1,2,5                       630,987
EPIQ SYS INC         COM        26882D10       5,512     297,325  SH      DEFINED    1,2,6                       297,325
EPIX PHARMACEUTICALS COM        26881Q10       1,092     270,200  SH      DEFINED    1,2,5                       270,200
EPLUS INC            COM        29426810         153      11,100  SH      DEFINED    1                            11,100
EQUIFAX INC          COM        29442910     169,381   4,455,044  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,455,044
EQUINIX INC          COM NEW    29444U50       9,203     225,781  SH      DEFINED    1,2                         225,781
EQUITABLE RES INC    COM        29454910      88,760   2,419,201  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,419,201
EQUITY INNS INC      COM        29470310      17,857   1,317,887  SH      DEFINED    1,2,3,5                   1,317,887





                                                                                               
EQUITY LIFESTYLE PPT COM        29472R10      34,341     771,717  SH      DEFINED    1,2,3,5                     771,717
EQUITY OFFICE PROPER COM        29474110     461,016  15,199,986  SH      DEFINED    1,2,3,5,6,7,8,10,12,13,
                                                                                     14                       15,199,986
EQUITY ONE           COM        29475210      19,609     848,125  SH      DEFINED    1,2,3                       848,125
EQUITY RESIDENTIAL   SH BEN INT 29476L10     396,063  10,124,315  SH      DEFINED    1,2,3,5,6,7,8,10,12,13,
                                                                                     14                       10,124,315
ERESEARCHTECHNOLOGY  COM        29481V10       9,648     638,941  SH      DEFINED    1,2,5                       638,941
ERICSSON L M TEL CO  ADR B SEK  29482160         565      16,423  SH      DEFINED    1,5                          16,423
ERIE INDTY CO        CL A       29530P10      18,213     342,352  SH      DEFINED    1,2,5,12                    342,352
ESB FINL CORP        COM        26884F10         273      24,315  SH      DEFINED    1,2                          24,315
ESCALA GROUP INC     COM        29605W10       1,186      58,468  SH      DEFINED    1,2                          58,468
ESCALADE INC         COM        29605610       1,626     138,151  SH      DEFINED    1,2                         138,151
ESCO TECHNOLOGIES IN COM        29631510      19,666     442,029  SH      DEFINED    1,2,5                       442,029
ESPEED INC           CL A       29664310       2,484     322,225  SH      DEFINED    1,2                         322,225
ESS TECHNOLOGY INC   COM        26915110         261      76,075  SH      DEFINED    1,5,6                        76,075
ESSEX CORP           COM        29674410       3,548     208,074  SH      DEFINED    1,2                         208,074
ESSEX PPTY TR INC    COM        29717810      39,504     428,455  SH      DEFINED    1,2,3,5                     428,455
ESTERLINE TECHNOLOGI COM        29742510      13,513     363,355  SH      DEFINED    1,2,6                       363,355
ETHAN ALLEN INTERIOR COM        29760210      28,610     783,195  SH      DEFINED    1,2,5,6                     783,195
EUROBANCSHARES INC   COM        29871610       1,107      78,110  SH      DEFINED    1,2                          78,110
EURONET WORLDWIDE IN COM        29873610      10,673     383,915  SH      DEFINED    1,2,5                       383,915
EV3 INC              COM        26928A20       1,315      89,245  SH      DEFINED    1,2                          89,245
EVANS & SUTHERLAND C COM        29909610          75      15,300  SH      DEFINED    1                            15,300
EVEREST RE GROUP LTD COM        G3223R10      65,802     655,723  SH      DEFINED    1,2,5,7,8,10,12,13,14       655,723
EVERGREEN SOLAR INC  COM        30033R10       5,936     557,330  SH      DEFINED    1,2                         557,330
EVOLVING SYS INC     COM        30049R10          39      18,630  SH      DEFINED    1                            18,630
EXACT SCIENCES CORP  COM        30063P10          47      21,354  SH      DEFINED    1                            21,354
EXACTECH INC         COM        30064E10         128      11,200  SH      DEFINED    1                            11,200
EXAR CORP            COM        30064510       6,339     506,335  SH      DEFINED    1,2,5,6                     506,335
EXCEL TECHNOLOGY INC COM        30067T10       5,954     250,373  SH      DEFINED    1,2                         250,373
EXCHANGE NATL BANCSH COM        30130910         214       7,250  SH      DEFINED    1                             7,250
EXELIXIS INC         COM        30161Q10      11,647   1,236,446  SH      DEFINED    1,2,5                     1,236,446
EXELON CORP          COM        30161N10   1,279,216  24,072,566  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  24,072,566
EXIDE TECHNOLOGIES   COM NEW    30205120          63      16,965  SH      DEFINED    1                            16,965
EXPEDIA INC DEL      COM        30212P10      78,111   3,260,059  SH      DEFINED    1,2,5,7,8,10,12,13,14     3,260,059
EXPEDITORS INTL WASH COM        30213010     131,601   1,949,350  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,949,350
EXPLORATION CO       COM NEW    30213320          90      13,887  SH      DEFINED    1                            13,887
EXPONENT INC         COM        30214U10       2,935     103,402  SH      DEFINED    1,2                         103,402
EXPRESS SCRIPTS INC  COM        30218210     506,942   6,049,426  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,049,426
EXPRESSJET HOLDINGS  CL A       30218U10      41,062   5,075,606  SH      DEFINED    1,2                       5,075,606
EXTRA SPACE STORAGE  COM        30225T10       8,818     572,597  SH      DEFINED    1,2,3                       572,597
EXTREME NETWORKS INC COM        30226D10       7,837   1,649,806  SH      DEFINED    1,2,5                     1,649,806
EXXON MOBIL CORP     COM        30231G10  10,959,202 195,107,745  SH      DEFINED    1,2,5,6,7,8,10,12,13,14 195,107,745
F M C CORP           COM NEW    30249130      49,517     931,304  SH      DEFINED    1,2,5,13                    931,304
F N B CORP VA        COM        30293010       3,302     107,649  SH      DEFINED    1,2                         107,649
F5 NETWORKS INC      COM        31561610      28,982     506,774  SH      DEFINED    1,2,13                      506,774
FACTSET RESH SYS INC COM        30307510      25,190     612,002  SH      DEFINED    1,2,5,6                     612,002
FAIR ISAAC CORP      COM        30325010      76,700   1,736,480  SH      DEFINED    1,2,5,10,12,13            1,736,480
FAIRCHILD CORP       CL A       30369810          29      11,478  SH      DEFINED    1                            11,478
FAIRCHILD SEMICONDUC COM        30372610      40,339   2,385,495  SH      DEFINED    1,2,5,8,13                2,385,495
FAIRPOINT COMMUNICAT COM        30556010       3,797     366,500  SH      DEFINED    1,2                         366,500
FALCONSTOR SOFTWARE  COM        30613710       2,602     352,063  SH      DEFINED    1,2,5                       352,063
FAMILY DLR STORES IN COM        30700010     105,182   4,242,917  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,242,917
FAMOUS DAVES AMER IN COM        30706810         178      15,760  SH      DEFINED    1,2                          15,760
FARGO ELECTRONICS IN COM        30744P10       2,907     151,029  SH      DEFINED    1,2                         151,029
FARMER BROS CO       COM        30767510       1,866      96,472  SH      DEFINED    1,2                          96,472
FARMERS CAP BK CORP  COM        30956210       2,920      94,989  SH      DEFINED    1,2                          94,989
FARO TECHNOLOGIES IN COM        31164210       2,784     139,187  SH      DEFINED    1,2                         139,187
FASTENAL CO          COM        31190010      90,899   2,323,006  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,323,006
FBL FINL GROUP INC   CL A       30239F10       7,623     232,335  SH      DEFINED    1,2                         232,335
FEATHERLITE INC      COM        31305410          62      14,595  SH      DEFINED    1                            14,595





                                                                                               
FEDDERS CORP         COM NEW    31313550          29      17,123  SH      DEFINED    1                            17,123
FEDERAL AGRIC MTG CO CL A       31314810         259      11,800  SH      DEFINED    1                            11,800
FEDERAL AGRIC MTG CO CL C       31314830       4,508     150,618  SH      DEFINED    1,2                         150,618
FEDERAL HOME LN MTG  COM        31340030   1,359,560  20,804,292  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  20,804,292
FEDERAL NATL MTG ASS COM        31358610   1,453,615  29,781,084  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  29,781,084
FEDERAL REALTY INVT  SH BEN INT 31374720      55,169     909,634  SH      DEFINED    1,2,3,5                     909,634
FEDERAL SIGNAL CORP  COM        31385510      14,633     974,876  SH      DEFINED    1,2,5,13                    974,876
FEDERATED DEPT STORE COM        31410H10     652,755   9,841,018  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,841,018
FEDERATED INVS INC P CL B       31421110      88,836   2,398,382  SH      DEFINED    1,2,5,6,10,12,13          2,398,382
FEDEX CORP           COM        31428X10     860,558   8,323,417  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   8,323,417
FEI CO               COM        30241L10       6,763     352,794  SH      DEFINED    1,2,5,6                     352,794
FELCOR LODGING TR IN COM        31430F10      32,897   1,911,497  SH      DEFINED    1,2,3,5                   1,911,497
FELDMAN MALL PPTYS I COM        31430810         137      11,433  SH      DEFINED    1,3                          11,433
FERRO CORP           COM        31540510      13,716     731,150  SH      DEFINED    1,2,5,13                    731,150
FIAT S P A           SP ADR ORD 31562188         230      26,412  SH      DEFINED    1                            26,412
FIDELITY BANKSHARES  COM        31604Q10       9,559     292,317  SH      DEFINED    1,2                         292,317
FIDELITY NATL FINL I COM        31632610     134,903   3,666,851  SH      DEFINED    1,2,5,7,8,10,12,13,14     3,666,851
FIDELITY NATL TITLE  CL A       31620R10       6,225     255,652  SH      DEFINED    1,2,5,7,12,13               255,652
FIELDSTONE INVT CORP COM        31659U30       8,460     713,344  SH      DEFINED    1,2                         713,344
FIFTH THIRD BANCORP  COM        31677310     546,803  14,496,377  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  14,496,377
FILENET CORP         COM        31686910      25,170     973,682  SH      DEFINED    1,2,5,6                     973,682
FINANCIAL FED CORP   COM        31749210      13,206     297,099  SH      DEFINED    1,2                         297,099
FINANCIAL INSTNS INC COM        31758540       3,274     166,883  SH      DEFINED    1,2                         166,883
FINISAR              COM        31787A10       5,089   2,446,505  SH      DEFINED    1,2,5                     2,446,505
FINISH LINE INC      CL A       31792310      12,008     689,313  SH      DEFINED    1,2,5,6                     689,313
FINLAY ENTERPRISES I COM NEW    31788420          98      10,036  SH      DEFINED    1                            10,036
FIRST ACCEPTANCE COR COM        31845710       2,453     238,339  SH      DEFINED    1,2                         238,339
FIRST ADVANTAGE CORP CL A       31845F10       2,103      78,721  SH      DEFINED    1,2                          78,721
FIRST ALBANY COS INC COM        31846510          82      11,835  SH      DEFINED    1                            11,835
FIRST AMERN CORP CAL COM        31852230      77,058   1,701,068  SH      DEFINED    1,2,5,12,13               1,701,068
FIRST BANCORP N C    COM        31891010       3,031     150,365  SH      DEFINED    1,2,5                       150,365
FIRST BANCORP P R    COM        31867210      15,168   1,222,242  SH      DEFINED    1,2,5                     1,222,242
FIRST BUSEY CORP     COM        31938310       3,655     174,985  SH      DEFINED    1,2,5                       174,985
FIRST CASH FINL SVCS COM        31942D10       4,364     149,644  SH      DEFINED    1,2                         149,644
FIRST CHARTER CORP   COM        31943910      10,058     425,114  SH      DEFINED    1,2,5                       425,114
FIRST CMNTY BANCORP  COM        31983B10      11,891     218,708  SH      DEFINED    1,2                         218,708
FIRST CMNTY BANCSHAR COM        31983A10       4,295     137,852  SH      DEFINED    1,2                         137,852
FIRST COMWLTH FINL C COM        31982910      12,147     939,417  SH      DEFINED    1,2,5                       939,417
FIRST CONSULTING GRO COM        31986R10         174      29,648  SH      DEFINED    1                            29,648
FIRST CTZNS BANCSHAR CL A       31946M10      18,313     104,994  SH      DEFINED    1,2,5                       104,994
FIRST DATA CORP      COM        31996310   1,091,647  25,381,235  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  25,381,235
FIRST DEFIANCE FINL  COM        32006W10       2,646      97,677  SH      DEFINED    1,2,5                        97,677
FIRST FINL BANCORP O COM        32020910       8,393     479,060  SH      DEFINED    1,2,5                       479,060
FIRST FINL BANKSHARE COM        32020R10       8,781     250,456  SH      DEFINED    1,2,5                       250,456
FIRST FINL CORP IND  COM        32021810       5,278     195,464  SH      DEFINED    1,2                         195,464
FIRST FINL HLDGS INC COM        32023910       4,965     161,608  SH      DEFINED    1,2                         161,608
FIRST HORIZON NATL C COM        32051710     127,570   3,318,677  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,318,677
FIRST HORIZON PHARMA COM        32051K10       7,527     436,372  SH      DEFINED    1,2                         436,372
FIRST IND CORP       COM        32054R10      10,026     291,636  SH      DEFINED    1,2                         291,636
FIRST INDUSTRIAL REA COM        32054K10      37,065     962,731  SH      DEFINED    1,2,3,5                     962,731
FIRST MARBLEHEAD COR COM        32077110      20,635     627,975  SH      DEFINED    1,2,5,12                    627,975
FIRST MERCHANTS CORP COM        32081710       6,692     257,382  SH      DEFINED    1,2                         257,382
FIRST MIDWEST BANCOR COM        32086710      22,264     635,021  SH      DEFINED    1,2,5                       635,021
FIRST NIAGARA FINL G COM        33582V10      22,579   1,560,375  SH      DEFINED    1,2,5                     1,560,375
FIRST OAK BROOK BANC COM        33584720       2,482      88,804  SH      DEFINED    1,2                          88,804
FIRST PL FINL CORP   COM        33610T10       9,353     388,883  SH      DEFINED    1,2                         388,883
FIRST POTOMAC RLTY T COM        33610F10      10,344     388,859  SH      DEFINED    1,2,3                       388,859
FIRST REGL BANCORP   COM        33615C10       2,093      30,984  SH      DEFINED    1,2                          30,984
FIRST REP BK SAN FRA COM        33615810      10,513     284,062  SH      DEFINED    1,2                         284,062





                                                                                               
FIRST SOUTH BANCORP  COM        33646W10       1,977      55,968  SH      DEFINED    1,2                          55,968
FIRST ST BANCORPORAT COM        33645310       8,374     349,043  SH      DEFINED    1,2                         349,043
FIRSTBANK CORP MICH  COM        33761G10       2,509     108,037  SH      DEFINED    1,5                         108,037
FIRSTENERGY CORP     COM        33793210   1,113,235  22,723,718  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  22,723,718
FIRSTFED FINL CORP   COM        33790710      16,860     309,239  SH      DEFINED    1,2,5                       309,239
FIRSTMERIT CORP      COM        33791510      31,264   1,206,639  SH      DEFINED    1,2,5,13                  1,206,639
FISERV INC           COM        33773810     266,340   6,155,313  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,155,313
FISHER COMMUNICATION COM        33775620       3,524      85,051  SH      DEFINED    1,2                          85,051
FISHER SCIENTIFIC IN COM NEW    33803220     211,045   3,411,659  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,411,659
FLAG FINL CORP       COM        33832H10         244      14,500  SH      DEFINED    1                            14,500
FLAGSTAR BANCORP INC COM        33793010      11,206     778,167  SH      DEFINED    1,2,5                       778,167
FLANDERS CORP        COM        33849410       1,433     117,845  SH      DEFINED    1,2                         117,845
FLEETWOOD ENTERPRISE COM        33909910      11,415     924,262  SH      DEFINED    1,2,6                       924,262
FLEXTRONICS INTL LTD ORD        Y2573F10      25,038   2,398,293  SH      DEFINED    1,5,7,8,10,12,13,14       2,398,293
FLIR SYS INC         COM        30244510      16,805     752,585  SH      DEFINED    1,2,5,6                     752,585
FLORIDA EAST COAST I COM        34063210      16,196     382,248  SH      DEFINED    1,2                         382,248
FLORIDA PUB UTILS CO COM        34113510         147      10,800  SH      DEFINED    1                            10,800
FLORIDA ROCK INDS IN COM        34114010      21,864     445,666  SH      DEFINED    1,2,5,12                    445,666
FLOW INTL CORP       COM        34346810         140      16,604  SH      DEFINED    1                            16,604
FLOWERS FOODS INC    COM        34349810      29,212   1,059,933  SH      DEFINED    1,2,5,6                   1,059,933
FLOWSERVE CORP       COM        34354P10      44,094   1,114,611  SH      DEFINED    1,2,5,13                  1,114,611
FLUOR CORP NEW       COM        34341210     193,270   2,501,552  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,501,552
FLUSHING FINL CORP   COM        34387310       4,135     265,560  SH      DEFINED    1,2                         265,560
FMC TECHNOLOGIES INC COM        30249U10      42,439     988,788  SH      DEFINED    1,2,5,12,13                 988,788
FNB CORP PA          COM        30252010      12,969     747,072  SH      DEFINED    1,2,5                       747,072
FNB FINANCIAL SERVIC COM        30252610         201      12,282  SH      DEFINED    1                            12,282
FOCUS ENHANCEMENTS I COM        34415910          12      20,000  SH      DEFINED    1                            20,000
FOMENTO ECONOMICO ME SPON ADR U 34441910       5,079      70,039  SH      DEFINED    1,2,7                        70,039
FONAR CORP           COM        34443710          21      30,200  SH      DEFINED    1                            30,200
FOOT LOCKER INC      COM        34484910      64,538   2,735,834  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,735,834
FORD MTR CO DEL      COM PAR $0 34537086     402,277  52,108,374  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  52,108,374
FOREST CITY ENTERPRI CL A       34555010      25,591     674,688  SH      DEFINED    1,2,5,12                    674,688
FOREST LABS INC      COM        34583810     350,111   8,606,474  SH      DEFINED    1,2,5,6,10,12,13          8,606,474
FOREST OIL CORP      COM PAR $0 34609170      42,257     927,304  SH      DEFINED    1,2,5,13                    927,304
FORGENT NETWORKS INC COM        34629U10          45      17,427  SH      DEFINED    1                            17,427
FORMFACTOR INC       COM        34637510      11,500     470,718  SH      DEFINED    1,2                         470,718
FORRESTER RESH INC   COM        34656310       7,063     376,715  SH      DEFINED    1,2                         376,715
FORTUNE BRANDS INC   COM        34963110     298,886   3,830,889  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,830,889
FORWARD AIR CORP     COM        34985310      23,485     640,801  SH      DEFINED    1,2,6                       640,801
FOSSIL INC           COM        34988210      18,977     882,258  SH      DEFINED    1,2,5,6                     882,258
FOSTER L B CO        COM        35006010         286      19,250  SH      DEFINED    1                            19,250
FOSTER WHEELER LTD   SHS NEW    G3653513       2,889      78,543  SH      DEFINED    1,2                          78,543
FOUNDATION COAL HLDG COM        35039W10      14,395     378,822  SH      DEFINED    1,2,5                       378,822
FOUNDRY NETWORKS INC COM        35063R10      29,785   2,156,756  SH      DEFINED    1,2,5,8                   2,156,756
FOUNTAIN POWERBOAT I COM NEW    35075530          81      13,400  SH      DEFINED    1                            13,400
FOXHOLLOW TECHNOLOGI COM        35166A10       5,491     184,340  SH      DEFINED    1,2                         184,340
FPIC INS GROUP INC   COM        30256310       4,937     142,273  SH      DEFINED    1,2,5                       142,273
FPL GROUP INC        COM        30257110     489,538  11,779,068  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  11,779,068
FRANCE TELECOM       SPONSORED  35177Q10         367      14,759  SH      DEFINED    1                            14,759
FRANKLIN BK CORP DEL COM        35245110       5,188     288,403  SH      DEFINED    1,2                         288,403
FRANKLIN ELEC INC    COM        35351410      11,862     300,011  SH      DEFINED    1,2                         300,011
FRANKLIN RES INC     COM        35461310     404,776   4,305,667  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,305,667
FRANKLIN STREET PPTY COM        35471R10       1,313      62,689  SH      DEFINED    1,2                          62,689
FREDS INC            CL A       35610810      10,464     643,154  SH      DEFINED    1,2,5,6                     643,154
FREEPORT-MCMORAN COP CL B       35671D85     335,893   6,243,358  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,243,358
FREESCALE SEMICONDUC COM CL A   35687M10       5,244     208,164  SH      DEFINED    1,5,12                      208,164
FREESCALE SEMICONDUC CL B       35687M20     242,740   9,644,030  SH      DEFINED    1,2,5,6,10,12,13          9,644,030
FREIGHTCAR AMER INC  COM        35702310       6,460     134,361  SH      DEFINED    1,2                         134,361
FREMONT GEN CORP     COM        35728810      24,668   1,061,922  SH      DEFINED    1,2,5                     1,061,922





                                                                                               
FREQUENCY ELECTRS IN COM        35801010         112      10,700  SH      DEFINED    1                            10,700
FRESH DEL MONTE PROD ORD        G3673810         696      30,550  SH      DEFINED    1,2,5                        30,550
FRIEDMAN BILLINGS RA CL A       35843410      13,888   1,402,850  SH      DEFINED    1,2,5,12                  1,402,850
FRIEDMAN INDS INC    COM        35843510         111      18,790  SH      DEFINED    1                            18,790
FRONTIER AIRLINES IN COM        35906510       4,531     490,381  SH      DEFINED    1,2,6                       490,381
FRONTIER FINL CORP W COM        35907K10      11,076     346,115  SH      DEFINED    1,2,5                       346,115
FRONTIER OIL CORP    COM        35914P10      38,670   1,030,381  SH      DEFINED    1,2                       1,030,381
FROZEN FOOD EXPRESS  COM        35936010       2,005     181,739  SH      DEFINED    1,2                         181,739
FSI INTL INC         COM        30263310         158      34,385  SH      DEFINED    1                            34,385
FTD GROUP INC        COM        30267U10         997      95,959  SH      DEFINED    1,2                          95,959
FTI CONSULTING INC   COM        30294110      14,573     531,094  SH      DEFINED    1,2,5                       531,094
FUELCELL ENERGY INC  COM        35952H10       5,157     608,829  SH      DEFINED    1,2,5                       608,829
FUJI PHOTO FILM LTD  ADR        35958630       8,600     258,947  SH      DEFINED    1                           258,947
FULLER H B CO        COM        35969410      16,175     504,377  SH      DEFINED    1,2,5                       504,377
FULTON FINL CORP PA  COM        36027110      26,118   1,483,952  SH      DEFINED    1,2,5,12                  1,483,952
FURNITURE BRANDS INT COM        36092110      22,462   1,005,917  SH      DEFINED    1,2,5,13                  1,005,917
FX ENERGY INC        COM        30269510       3,309     414,654  SH      DEFINED    1,2                         414,654
G & K SVCS INC       CL A       36126810      11,990     305,476  SH      DEFINED    1,2,5,6                     305,476
G B & T BANCSHARES I COM        36146210       3,017     140,935  SH      DEFINED    1,2                         140,935
GAIAM INC            CL A       36268Q10         208      15,400  SH      DEFINED    1,2                          15,400
GALLAGHER ARTHUR J & COM        36357610      40,594   1,314,575  SH      DEFINED    1,2,5,12,13               1,314,575
GALLAHER GROUP PLC   SPONSORED  36359510       1,003      16,665  SH      DEFINED    1                            16,665
GAMCO INVESTORS INC  COM        36143810       4,328      99,431  SH      DEFINED    1,2                          99,431
GAMESTOP CORP NEW    CL A       36467W10      11,203     352,076  SH      DEFINED    1,2,5,13                    352,076
GAMESTOP CORP NEW    CL B       36467W20      18,866     652,820  SH      DEFINED    1,2,5                       652,820
GANNETT INC          COM        36473010     433,485   7,156,764  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   7,156,764
GAP INC DEL          COM        36476010     314,985  17,856,308  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  17,856,308
GARDNER DENVER INC   COM        36555810      21,281     431,673  SH      DEFINED    1,2,6                       431,673
GARMIN LTD           ORD        G3726010      10,607     159,858  SH      DEFINED    1,2,5,12                    159,858
GARTNER INC          COM        36665110      17,296   1,340,742  SH      DEFINED    1,2,5,13                  1,340,742
GASCO ENERGY INC     COM        36722010       5,219     799,234  SH      DEFINED    1,2                         799,234
GATEWAY INC          COM        36762610      21,649   8,625,176  SH      DEFINED    1,2,5,6,8,10,13           8,625,176
GATX CORP            COM        36144810      30,630     848,952  SH      DEFINED    1,2,5,6,13                  848,952
GAYLORD ENTMT CO NEW COM        36790510      22,199     509,267  SH      DEFINED    1,2                         509,267
GEHL CO              COM        36848310       3,615     137,731  SH      DEFINED    1,2                         137,731
GEMPLUS INTL S A     ADR        36866Y10          77      14,520  SH      DEFINED    1                            14,520
GEMSTAR-TV GUIDE INT COM        36866W10       8,929   3,421,219  SH      DEFINED    1,2,5                     3,421,219
GENAERA CORP         COM        36867G10          59      39,382  SH      DEFINED    1                            39,382
GENCORP INC          COM        36868210      13,925     784,513  SH      DEFINED    1,2,6                       784,513
GENE LOGIC INC       COM        36868910         147      43,866  SH      DEFINED    1,5                          43,866
GENENTECH INC        COM NEW    36871040     546,694   5,910,200  SH      DEFINED    1,2,5,7,8,10,12,13,14     5,910,200
GENERAL CABLE CORP D COM        36930010      10,258     520,705  SH      DEFINED    1,2,5                       520,705
GENERAL COMMUNICATIO CL A       36938510      14,954   1,447,631  SH      DEFINED    1,2,6                     1,447,631
GENERAL DYNAMICS COR COM        36955010     749,656   6,573,051  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,573,051
GENERAL ELECTRIC CO  COM        36960410  10,825,802 308,867,391  SH      DEFINED    1,2,5,6,7,8,10,12,13,14 308,867,391
GENERAL GROWTH PPTYS COM        37002110     242,584   5,162,450  SH      DEFINED    1,2,3,5,6,7,8,10,12,13,
                                                                                     14                        5,162,450
GENERAL MARITIME COR SHS        Y2692M10       6,140     165,762  SH      DEFINED    1,2,5                       165,762
GENERAL MLS INC      COM        37033410     488,326   9,901,177  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,901,177
GENERAL MTRS CORP    COM        37044210   1,813,278  93,371,689  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  93,371,689
GENESCO INC          COM        37153210      20,038     516,583  SH      DEFINED    1,2,6                       516,583
GENESEE & WYO INC    CL A       37155910      13,854     368,945  SH      DEFINED    1,2                         368,945
GENESIS HEALTHCARE C COM        37184D10      13,674     374,427  SH      DEFINED    1,2,5                       374,427
GENESIS MICROCHIP IN COM        37184C10       9,847     544,317  SH      DEFINED    1,2                         544,317
GENITOPE CORP        COM        37229P50       2,148     270,210  SH      DEFINED    1,2                         270,210
GENLYTE GROUP INC    COM        37230210      29,414     549,082  SH      DEFINED    1,2                         549,082
GEN-PROBE INC NEW    COM        36866T10      34,429     705,659  SH      DEFINED    1,2,5,12,13                 705,659
GENTA INC            COM NEW    37245M20          61      41,448  SH      DEFINED    1,5                          41,448
GENTEX CORP          COM        37190110      44,119   2,262,491  SH      DEFINED    1,2,5,12,13               2,262,491
GENTIVA HEALTH SERVI COM        37247A10       5,140     348,731  SH      DEFINED    1,2,5,6                     348,731





                                                                                               
GENUINE PARTS CO     COM        37246010     201,352   4,584,519  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,584,519
GENVEC INC           COM        37246C10          51      31,044  SH      DEFINED    1                            31,044
GENWORTH FINL INC    COM CL A   37247D10     334,336   9,668,465  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,668,465
GENZYME CORP         COM        37291710     512,256   7,237,292  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   7,237,292
GEO GROUP INC        COM        36159R10       3,158     137,728  SH      DEFINED    1,2,5                       137,728
GEORGIA GULF CORP    COM PAR $0 37320020      43,326   1,424,256  SH      DEFINED    1,2,5                     1,424,256
GEORGIA PAC CORP     COM        37329810       4,746      98,924  SH      DEFINED    1,5,7,8,12                   98,924
GERBER SCIENTIFIC IN COM        37373010         375      39,216  SH      DEFINED    1,2,6                        39,216
GERDAU S A           SPONSORED  37373710         557      33,390  SH      DEFINED    1,2,7                        33,390
GERMAN AMERN BANCORP COM        37386510         219      16,668  SH      DEFINED    1,2,5                        16,668
GERON CORP           COM        37416310       6,542     759,781  SH      DEFINED    1,2                         759,781
GETTY IMAGES INC     COM        37427610      58,589     656,316  SH      DEFINED    1,2,5,7,8,10,12,13,14       656,316
GETTY RLTY CORP NEW  COM        37429710       6,484     246,625  SH      DEFINED    1,2,3                       246,625
GEVITY HR INC        COM        37439310       9,279     360,777  SH      DEFINED    1,2,6                       360,777
GFI GROUP INC        COM        36165220       3,294      69,440  SH      DEFINED    1,2                          69,440
GIANT INDS INC       COM        37450810      11,402     219,432  SH      DEFINED    1,2                         219,432
GIBRALTAR INDS INC   COM        37468910       7,160     312,123  SH      DEFINED    1,2                         312,123
G-III APPAREL GROUP  COM        36237H10         173      12,700  SH      DEFINED    1                            12,700
GILEAD SCIENCES INC  COM        37555810     639,804  12,170,516  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  12,170,516
GLACIER BANCORP INC  COM        37637Q10      12,195     405,832  SH      DEFINED    1,2                         405,832
GLADSTONE CAPITAL CO COM        37653510       2,904     135,817  SH      DEFINED    1,2                         135,817
GLADSTONE INVT CORP  COM        37654610       1,856     136,602  SH      DEFINED    1,2                         136,602
GLAMIS GOLD LTD      COM        37677510       4,324     157,343  SH      DEFINED    1,2,13                      157,343
GLATFELTER           COM        37731610      10,514     740,938  SH      DEFINED    1,2,13                      740,938
GLAXOSMITHKLINE PLC  SPONSORED  37733W10     971,128  19,237,869  SH      DEFINED    1,2                      19,237,869
GLENAYRE TECHNOLOGIE COM        37789910       2,465     758,592  SH      DEFINED    1,2                         758,592
GLENBOROUGH RLTY TR  COM        37803P10      13,988     772,797  SH      DEFINED    1,2,3,5                     772,797
GLIMCHER RLTY TR     SH BEN INT 37930210      21,245     873,544  SH      DEFINED    1,2,3,5                     873,544
GLOBAL CASH ACCESS H COM        37896710       1,795     123,013  SH      DEFINED    1,2                         123,013
GLOBAL CROSSING LTD  SHS NEW    G3921A17         220      13,701  SH      DEFINED    1,2                          13,701
GLOBAL IMAGING SYSTE COM        37934A10      11,312     326,667  SH      DEFINED    1,2,6                       326,667
GLOBAL INDS LTD      COM        37933610      16,490   1,452,899  SH      DEFINED    1,2,5                     1,452,899
GLOBAL PMTS INC      COM        37940X10      54,939   1,178,706  SH      DEFINED    1,2,5,6,10                1,178,706
GLOBAL POWER EQUIPME COM        37941P10       2,117     468,395  SH      DEFINED    1,2,5                       468,395
GLOBAL SIGNAL INC    COM        37944Q10       6,324     146,528  SH      DEFINED    1,2,3                       146,528
GLOBALSANTAFE CORP   SHS        G3930E10      60,638   1,259,363  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,259,363
GLOBETEL COMMUNICATI COM NEW    37958F20       3,096     841,330  SH      DEFINED    1,2                         841,330
GLOBIX CORP          COM NEW    37957F20          22      16,500  SH      DEFINED    1                            16,500
GMH CMNTYS TR        COM        36188G10      13,223     852,550  SH      DEFINED    1,2,3                       852,550
GOLD BANC CORP INC   COM        37990710       9,334     512,271  SH      DEFINED    1,2,5                       512,271
GOLD KIST INC        COM        38061410      10,147     678,735  SH      DEFINED    1,2                         678,735
GOLDEN TELECOM INC   COM        38122G10       6,863     263,453  SH      DEFINED    1,2                         263,453
GOLDEN WEST FINL COR COM        38131710     497,297   7,534,809  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   7,534,809
GOLDMAN SACHS GROUP  COM        38141G10   1,762,498  13,800,780  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  13,800,780
GOLF GALAXY INC      COM        38163910         577      30,120  SH      DEFINED    1                            30,120
GOODRICH CORP        COM        38238810     131,525   3,200,129  SH      DEFINED    1,2,5,6,10,12,13          3,200,129
GOODRICH PETE CORP   COM NEW    38241040       3,239     128,790  SH      DEFINED    1,2                         128,790
GOODYEAR TIRE & RUBR COM        38255010     182,092  10,477,102  SH      DEFINED    1,2,5,6,10,13            10,477,102
GOODYS FAMILY CLOTHI COM        38258810         102      10,632  SH      DEFINED    1,5                          10,632
GOOGLE INC           CL A       38259P50   1,064,310   2,565,468  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,565,468
GOREMOTE INTERNET CO COM        38285910          30      18,300  SH      DEFINED    1                            18,300
GORMAN RUPP CO       COM        38308210       4,218     190,792  SH      DEFINED    1,2                         190,792
GOTTSCHALKS INC      COM        38348510         111      13,192  SH      DEFINED    1                            13,192
GOVERNMENT PPTYS TR  COM        38374W10       4,699     503,639  SH      DEFINED    1,2,3                       503,639
GP STRATEGIES CORP   COM        36225V10         192      23,557  SH      DEFINED    1                            23,557
GRACE W R & CO DEL N COM        38388F10       9,842   1,047,033  SH      DEFINED    1,2                       1,047,033
GRACO INC            COM        38410910      44,658   1,224,182  SH      DEFINED    1,2,5,12,13               1,224,182
GRAFTECH INTL LTD    COM        38431310       8,375   1,346,396  SH      DEFINED    1,2,5                     1,346,396
GRAINGER W W INC     COM        38480210     156,918   2,207,000  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,207,000





                                                                                               
GRAMERCY CAP CORP    COM        38487110       4,766     209,238  SH      DEFINED    1,2                         209,238
GRANITE CONSTR INC   COM        38732810      21,921     610,450  SH      DEFINED    1,2,5,13                    610,450
GRANT PRIDECO INC    COM        38821G10      84,840   1,922,943  SH      DEFINED    1,2,5,12,13               1,922,943
GRAPHIC PACKAGING CO COM        38868810       2,003     878,489  SH      DEFINED    1,2                         878,489
GRAY TELEVISION INC  COM        38937510       9,057     922,287  SH      DEFINED    1,2                         922,287
GREAT AMERN FINL RES COM        38991510       3,549     178,891  SH      DEFINED    1,2                         178,891
GREAT ATLANTIC & PAC COM        39006410      10,633     334,592  SH      DEFINED    1,2,5,6                     334,592
GREAT NORTHN IRON OR CTFS BEN I 39106410       1,836      13,188  SH      DEFINED    1,5                          13,188
GREAT PLAINS ENERGY  COM        39116410      27,669     989,589  SH      DEFINED    1,2,5,13                    989,589
GREAT SOUTHN BANCORP COM        39090510       3,550     128,563  SH      DEFINED    1,2                         128,563
GREAT WOLF RESORTS I COM        39152310       3,290     319,089  SH      DEFINED    1,2                         319,089
GREATBATCH INC       COM        39153L10      11,836     455,063  SH      DEFINED    1,2,5,6                     455,063
GREATER BAY BANCORP  COM        39164810      25,533     996,599  SH      DEFINED    1,2,5,13                    996,599
GREATER COMMUNITY BA COM        39167M10         157      10,532  SH      DEFINED    1                            10,532
GREEN MOUNTAIN PWR C COM        39315410         281       9,778  SH      DEFINED    1,2                           9,778
GREEN MTN COFFEE ROA COM        39312210       2,151      52,984  SH      DEFINED    1,2                          52,984
GREENBRIER COS INC   COM        39365710       2,585      91,029  SH      DEFINED    1,2                          91,029
GREENE CNTY BANCSHAR COM NEW    39436120       2,416      88,316  SH      DEFINED    1,2                          88,316
GREENFIELD ONLINE IN COM        39515010         945     161,284  SH      DEFINED    1,2                         161,284
GREENHILL & CO INC   COM        39525910      14,339     255,320  SH      DEFINED    1,2                         255,320
GREIF INC            CL A       39762410      17,507     264,134  SH      DEFINED    1,2                         264,134
GREY WOLF INC        COM        39788810      20,766   2,686,405  SH      DEFINED    1,2,5                     2,686,405
GRIFFON CORP         COM        39843310      10,142     425,951  SH      DEFINED    1,2,6                       425,951
GROUP 1 AUTOMOTIVE I COM        39890510      13,150     418,396  SH      DEFINED    1,2,6                       418,396
GROUPE CGI INC       CL A SUB V 39945C10         115      14,270  SH      DEFINED    1                            14,270
GROUPE DANONE        SPONSORED  39944910       1,282      60,951  SH      DEFINED    1                            60,951
GRUPO TELEVISA SA DE SP ADR REP 40049J20      11,807     146,674  SH      DEFINED    1,2                         146,674
GSI COMMERCE INC     COM        36238G10       5,868     388,845  SH      DEFINED    1,2,5                       388,845
GTC BIOTHERAPEUTICS  COM        36238T10          20      12,185  SH      DEFINED    1                            12,185
GTECH HLDGS CORP     COM        40051810      69,409   2,186,800  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,186,800
GTX INC DEL          COM        40052B10         785     103,851  SH      DEFINED    1,2                         103,851
GUESS INC            COM        40161710      16,719     469,631  SH      DEFINED    1,2                         469,631
GUIDANT CORP         COM        40169810     584,754   9,030,952  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,030,952
GUITAR CTR MGMT INC  COM        40204010      21,882     437,547  SH      DEFINED    1,2,5,6                     437,547
GULF ISLAND FABRICAT COM        40230710       3,180     130,818  SH      DEFINED    1,2                         130,818
GULFMARK OFFSHORE IN COM        40262910       7,307     246,676  SH      DEFINED    1,2,5                       246,676
GYMBOREE CORP        COM        40377710      11,827     505,441  SH      DEFINED    1,2,6                       505,441
HAEMONETICS CORP     COM        40502410      29,311     599,905  SH      DEFINED    1,2,5,6                     599,905
HAIN CELESTIAL GROUP COM        40521710      11,432     540,259  SH      DEFINED    1,2,5,6                     540,259
HALLIBURTON CO       COM        40621610     949,093  15,317,838  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  15,317,838
HANAROTELECOM INC    SPONSORED  40964920          29      12,549  SH      DEFINED    1                            12,549
HANCOCK FABRICS INC  COM        40990010         255      62,684  SH      DEFINED    1,6                          62,684
HANCOCK HLDG CO      COM        41012010      15,061     398,345  SH      DEFINED    1,2                         398,345
HANDLEMAN CO DEL     COM        41025210       3,753     302,139  SH      DEFINED    1,2                         302,139
HANGER ORTHOPEDIC GR COM NEW    41043F20         185      32,423  SH      DEFINED    1,5                          32,423
HANMI FINL CORP      COM        41049510       9,070     507,865  SH      DEFINED    1,2                         507,865
HANOVER COMPRESSOR C COM        41076810      27,463   1,946,331  SH      DEFINED    1,2,5,13                  1,946,331
HANOVER INS GROUP IN COM        41086710      35,298     845,066  SH      DEFINED    1,2,5,10,13                 845,066
HANSEN NAT CORP      COM        41131010      27,016     342,799  SH      DEFINED    1,2,6                       342,799
HANSON PLC NEW       SPONSORED  41134910         568      10,343  SH      DEFINED    1                            10,343
HARBOR FLA BANCSHARE COM        41190110      10,291     277,772  SH      DEFINED    1,2,5                       277,772
HARKEN ENERGY CORP   COM NEW    41255230          54      94,171  SH      DEFINED    1                            94,171
HARLAND JOHN H CO    COM        41269310      17,277     459,497  SH      DEFINED    1,2,5,6                     459,497
HARLEY DAVIDSON INC  COM        41282210     412,685   8,014,865  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   8,014,865
HARLEYSVILLE GROUP I COM        41282410       9,487     358,010  SH      DEFINED    1,2                         358,010
HARLEYSVILLE NATL CO COM        41285010       6,880     360,190  SH      DEFINED    1,2                         360,190
HARMAN INTL INDS INC COM        41308610     145,782   1,489,848  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,489,848
HARMONIC INC         COM        41316010       4,535     935,005  SH      DEFINED    1,2,5,6                     935,005
HARMONY GOLD MNG LTD SPONSORED  41321630         551      42,184  SH      DEFINED    1                            42,184





                                                                                               
HARRAHS ENTMT INC    COM        41361910     551,735   7,739,303  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   7,739,303
HARRIS & HARRIS GROU COM        41383310       2,858     205,598  SH      DEFINED    1,2                         205,598
HARRIS CORP DEL      COM        41387510     100,940   2,346,903  SH      DEFINED    1,2,5,10,12,13            2,346,903
HARRIS INTERACTIVE I COM        41454910       2,813     652,600  SH      DEFINED    1,2                         652,600
HARSCO CORP          COM        41586410      39,212     580,836  SH      DEFINED    1,2,5,12,13                 580,836
HARTE-HANKS INC      COM        41619610      41,269   1,563,796  SH      DEFINED    1,2,5,10,13               1,563,796
HARTFORD FINL SVCS G COM        41651510   1,585,691  18,461,886  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  18,461,886
HARTMARX CORP        COM        41711910       2,512     321,613  SH      DEFINED    1,2                         321,613
HARVARD BIOSCIENCE I COM        41690610         105      23,632  SH      DEFINED    1                            23,632
HARVEST NATURAL RESO COM        41754V10       6,623     745,838  SH      DEFINED    1,2,5                       745,838
HASBRO INC           COM        41805610     118,170   5,855,799  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,855,799
HAVAS                SPONSORED  41931310          54      12,678  SH      DEFINED    1                            12,678
HAVERTY FURNITURE IN COM        41959610       4,484     347,868  SH      DEFINED    1,2,6                       347,868
HAWAIIAN ELEC INDUST COM        41987010      32,799   1,266,359  SH      DEFINED    1,2,5,13                  1,266,359
HAWAIIAN HOLDINGS IN COM        41987910          91      22,715  SH      DEFINED    1                            22,715
HAWK CORP            CL A       42008910         205      14,000  SH      DEFINED    1                            14,000
HAWKINS INC          COM        42026110         204      14,552  SH      DEFINED    1                            14,552
HAYES LEMMERZ INTL I COM NEW    42078130       1,699     482,555  SH      DEFINED    1,2                         482,555
HCA INC              COM        40411910     564,963  11,187,387  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  11,187,387
HCC INS HLDGS INC    COM        40413210      43,144   1,453,622  SH      DEFINED    1,2,5,13                  1,453,622
HEADWATERS INC       COM        42210P10      24,280     685,112  SH      DEFINED    1,2                         685,112
HEALTH CARE PPTY INV COM        42191510      41,802   1,635,440  SH      DEFINED    1,2,3,5,7,8,10,12,13,14   1,635,440
HEALTH CARE REIT INC COM        42217K10      16,934     499,528  SH      DEFINED    1,2,3,5                     499,528
HEALTH MGMT ASSOC IN CL A       42193310     147,546   6,718,848  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,718,848
HEALTH NET INC       COM        42222G10     120,782   2,343,015  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,343,015
HEALTHCARE RLTY TR   COM        42194610      15,496     465,752  SH      DEFINED    1,2,3,5                     465,752
HEALTHCARE SVCS GRP  COM        42190610       7,482     361,282  SH      DEFINED    1,2,6                       361,282
HEALTHEXTRAS INC     COM        42221110       6,270     249,785  SH      DEFINED    1,2                         249,785
HEALTHTRONICS INC    COM        42222L10       3,200     418,351  SH      DEFINED    1,2,5                       418,351
HEARST-ARGYLE TELEVI COM        42231710      16,511     692,294  SH      DEFINED    1,2,5                       692,294
HEARTLAND EXPRESS IN COM        42234710      26,055   1,284,140  SH      DEFINED    1,2,5,6                   1,284,140
HEARTLAND FINL USA I COM        42234Q10       2,391     110,188  SH      DEFINED    1,2                         110,188
HEARTLAND PMT SYS IN COM        42235N10       1,115      51,462  SH      DEFINED    1,2                          51,462
HECLA MNG CO         COM        42270410       5,974   1,471,317  SH      DEFINED    1,2,5                     1,471,317
HECTOR COMMUNICATION COM        42273010         215       7,600  SH      DEFINED    1,2                           7,600
HEICO CORP NEW       COM        42280610       7,977     308,219  SH      DEFINED    1,2,5                       308,219
HEICO CORP NEW       CL A       42280620         425      20,733  SH      DEFINED    1,2                          20,733
HEIDRICK & STRUGGLES COM        42281910       8,915     278,149  SH      DEFINED    1,2,5,6                     278,149
HEINZ H J CO         COM        42307410     331,048   9,817,555  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,817,555
HELEN OF TROY CORP L COM        G4388N10         515      31,987  SH      DEFINED    1,2,5                        31,987
HELLENIC TELECOM ORG SPONSORED  42332530       7,217     688,627  SH      DEFINED    1                           688,627
HELMERICH & PAYNE IN COM        42345210      66,101   1,067,702  SH      DEFINED    1,2,5,6,10,12,13          1,067,702
HEMISPHERX BIOPHARMA COM        42366C10          84      38,510  SH      DEFINED    1                            38,510
HENRY JACK & ASSOC I COM        42628110      25,098   1,314,726  SH      DEFINED    1,2,5,13                  1,314,726
HERBALIFE LTD        COM USD SH G4412G10       1,120      34,432  SH      DEFINED    1,2                          34,432
HERCULES INC         COM        42705610      39,511   3,496,516  SH      DEFINED    1,2,5,6,10,13             3,496,516
HERCULES OFFSHORE IN COM        42709310       2,586      91,007  SH      DEFINED    1,2                          91,007
HERITAGE COMMERCE CO COM        42692710       2,954     137,393  SH      DEFINED    1,2                         137,393
HERITAGE PPTY INVT T COM        42725M10      28,793     862,068  SH      DEFINED    1,2,3                       862,068
HERLEY INDS INC DEL  COM        42739810       2,688     162,801  SH      DEFINED    1,2                         162,801
HERSHA HOSPITALITY T SH BEN INT 42782510       1,904     211,294  SH      DEFINED    1,2,3                       211,294
HERSHEY CO           COM        42786610     278,452   5,039,857  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,039,857
HESKA CORP           COM        42805E10          15      11,100  SH      DEFINED    1                            11,100
HEWITT ASSOCS INC    COM        42822Q10      13,017     464,721  SH      DEFINED    1,2,5,8                     464,721
HEWLETT PACKARD CO   COM        42823610   3,563,882 124,480,678  SH      DEFINED    1,2,5,6,7,8,10,12,13,14 124,480,678
HEXCEL CORP NEW      COM        42829110      13,893     769,706  SH      DEFINED    1,2                         769,706
HI / FN INC          COM        42835810         118      21,020  SH      DEFINED    1                            21,020
HIBBETT SPORTING GOO COM        42856510      25,354     890,246  SH      DEFINED    1,2,6                       890,246
HICKORY TECH CORP    COM        42906010         153      19,362  SH      DEFINED    1                            19,362





                                                                                               
HIGHLAND HOSPITALITY COM        43014110       7,447     673,900  SH      DEFINED    1,2,3                       673,900
HIGHWOODS PPTYS INC  COM        43128410      49,054   1,724,214  SH      DEFINED    1,2,3,5,13                1,724,214
HILB ROGAL & HOBBS C COM        43129410      22,850     593,346  SH      DEFINED    1,2,5                       593,346
HILFIGER TOMMY CORP  ORD        G8915Z10         794      48,867  SH      DEFINED    1,5                          48,867
HILLENBRAND INDS INC COM        43157310      50,656   1,025,214  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   1,025,214
HILTON HOTELS CORP   COM        43284810     225,727   9,362,389  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,362,389
HITACHI LIMITED      ADR 10 COM 43357850      12,045     178,702  SH      DEFINED    1                           178,702
HI-TECH PHARMACAL IN COM        42840B10       4,456     100,611  SH      DEFINED    1,2                         100,611
HITTITE MICROWAVE CO COM        43365Y10         910      39,318  SH      DEFINED    1,2                          39,318
HMS HLDGS CORP       COM        40425J10          79      10,297  SH      DEFINED    1                            10,297
HNI CORP             COM        40425110      43,243     787,231  SH      DEFINED    1,2,5,6,12,13               787,231
HOLLINGER INTL INC   CL A       43556910       6,482     723,412  SH      DEFINED    1,2,5                       723,412
HOLLIS-EDEN PHARMACE COM        43590210         119      24,500  SH      DEFINED    1                            24,500
HOLLY CORP           COM PAR $0 43575830      16,107     273,602  SH      DEFINED    1,2                         273,602
HOLLY ENERGY PARTNER COM UT LTD 43576310         402      10,899  SH      DEFINED    1,2                          10,899
HOLOGIC INC          COM        43644010      23,586     621,990  SH      DEFINED    1,2,5,6                     621,990
HOME DEPOT INC       COM        43707610   2,778,638  68,642,238  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  68,642,238
HOME PROPERTIES INC  COM        43730610      28,497     698,453  SH      DEFINED    1,2,3,5                     698,453
HOMEBANC CORP GA     COM        43738R10       5,760     770,069  SH      DEFINED    1,2                         770,069
HOMESTORE INC        COM        43785210      14,532   2,849,477  SH      DEFINED    1,2,5                     2,849,477
HONDA MOTOR LTD      AMERN SHS  43812830      11,953     412,590  SH      DEFINED    1                           412,590
HONEYWELL INTL INC   COM        43851610   3,665,727  98,408,768  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  98,408,768
HOOKER FURNITURE COR COM        43903810       1,684      98,177  SH      DEFINED    1,2                          98,177
HOOPER HOLMES INC    COM        43910410       2,200     862,744  SH      DEFINED    1,2,6                       862,744
HORACE MANN EDUCATOR COM        44032710      15,354     809,809  SH      DEFINED    1,2,5,13                    809,809
HORIZON FINL CORP WA COM        44041F10       2,950     135,071  SH      DEFINED    1,2,5                       135,071
HORIZON HEALTH CORP  COM        44041Y10       2,584     114,202  SH      DEFINED    1,2                         114,202
HORIZON LINES INC    COM        44044K10       1,230     101,380  SH      DEFINED    1,2                         101,380
HORMEL FOODS CORP    COM        44045210      46,102   1,410,720  SH      DEFINED    1,2,5,12,13               1,410,720
HORNBECK OFFSHORE SV COM        44054310       7,477     228,640  SH      DEFINED    1,2                         228,640
HOSPIRA INC          COM        44106010     216,278   5,055,578  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,055,578
HOSPITALITY PPTYS TR COM SH BEN 44106M10      75,711   1,888,053  SH      DEFINED    1,2,3,5,12,13             1,888,053
HOST MARRIOTT CORP N COM        44107P10     149,900   7,910,266  SH      DEFINED    1,2,3,5,7,8,10,12,13,14   7,910,266
HOT TOPIC INC        COM        44133910      14,526   1,019,361  SH      DEFINED    1,2,5,6                   1,019,361
HOUSEVALUES INC      COM        44183Y10         926      71,022  SH      DEFINED    1                            71,022
HOUSTON EXPL CO      COM        44212010      20,707     392,179  SH      DEFINED    1,2                         392,179
HOVNANIAN ENTERPRISE CL A       44248720      26,765     539,183  SH      DEFINED    1,2,5,13                    539,183
HRPT PPTYS TR        COM SH BEN 40426W10      62,432   6,032,118  SH      DEFINED    1,2,3,5                   6,032,118
HSBC HLDGS PLC       SPON ADR N 40428040      14,724     182,969  SH      DEFINED    1,2                         182,969
HUB GROUP INC        CL A       44332010      14,182     401,195  SH      DEFINED    1,2,6                       401,195
HUBBELL INC          CL B       44351020      39,365     872,446  SH      DEFINED    1,2,5,6,12,13               872,446
HUDSON CITY BANCORP  COM        44368310      83,382   6,879,674  SH      DEFINED    1,2,5,7,8,10,12,13,14     6,879,674
HUDSON HIGHLAND GROU COM        44379210       5,328     306,928  SH      DEFINED    1,2,5                       306,928
HUDSON UNITED BANCOR COM        44416510      27,015     648,159  SH      DEFINED    1,2,5                       648,159
HUGHES SUPPLY INC    COM        44448210      34,618     965,646  SH      DEFINED    1,2,5,6,12                  965,646
HUGOTON RTY TR TEX   UNIT BEN I 44471710         769      20,280  SH      DEFINED    1,2                          20,280
HUMAN GENOME SCIENCE COM        44490310      15,792   1,844,818  SH      DEFINED    1,2,5,8                   1,844,818
HUMANA INC           COM        44485910     314,220   5,783,549  SH      DEFINED    1,2,5,6,10,12,13          5,783,549
HUNGARIAN TEL & CABL COM        44554210         598      38,445  SH      DEFINED    1,2                          38,445
HUNT J B TRANS SVCS  COM        44565810      39,945   1,764,348  SH      DEFINED    1,2,5,12,13               1,764,348
HUNTINGTON BANCSHARE COM        44615010     160,699   6,766,279  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,766,279
HUNTSMAN CORP        COM        44701110      16,613     964,740  SH      DEFINED    1,2                         964,740
HURON CONSULTING GRO COM        44746210       1,647      68,638  SH      DEFINED    1,2                          68,638
HUTCHINSON TECHNOLOG COM        44840710      10,045     353,075  SH      DEFINED    1,2,5,6                     353,075
HUTTIG BLDG PRODS IN COM        44845110       1,136     135,273  SH      DEFINED    1,2                         135,273
HYDRIL               COM        44877410      16,400     261,980  SH      DEFINED    1,2                         261,980
HYPERCOM CORP        COM        44913M10       3,948     617,794  SH      DEFINED    1,2                         617,794
HYPERION SOLUTIONS C COM        44914M10      22,790     636,245  SH      DEFINED    1,2,5,6,12                  636,245
IAC INTERACTIVECORP  COM NEW    44919P30      93,577   3,305,450  SH      DEFINED    1,2,5,7,8,10,12,13,14     3,305,450





                                                                                               
IBERIABANK CORP      COM        45082810       6,579     128,977  SH      DEFINED    1,2,5                       128,977
ICICI BK LTD         ADR        45104G10      13,989     485,731  SH      DEFINED    1,2,4,5                     485,731
ICONIX BRAND GROUP I COM        45105510         216      21,200  SH      DEFINED    1                            21,200
ICOS CORP            COM        44929510      21,860     791,176  SH      DEFINED    1,2,5                       791,176
ICT GROUP INC        COM        44929Y10       1,942     114,600  SH      DEFINED    1                           114,600
ICU MED INC          COM        44930G10      10,839     276,440  SH      DEFINED    1,2,6                       276,440
IDACORP INC          COM        45110710      34,973   1,193,626  SH      DEFINED    1,2,5,6,13                1,193,626
IDENIX PHARMACEUTICA COM        45166R20       2,922     170,772  SH      DEFINED    1,2                         170,772
IDENTIX INC          COM        45190610       5,477   1,093,134  SH      DEFINED    1,2                       1,093,134
IDEX CORP            COM        45167R10      23,554     572,949  SH      DEFINED    1,2,5,6,12                  572,949
IDEXX LABS INC       COM        45168D10      27,266     378,796  SH      DEFINED    1,2,5,6,12                  378,796
IDT CORP             COM        44894710         557      48,202  SH      DEFINED    1,2                          48,202
IDT CORP             CL B       44894730       8,967     766,441  SH      DEFINED    1,2                         766,441
IDX SYS CORP         COM        44949110      13,267     301,994  SH      DEFINED    1,2                         301,994
I-FLOW CORP          COM NEW    44952030       3,355     229,509  SH      DEFINED    1,2                         229,509
IGATE CORP           COM        45169U10       1,201     247,191  SH      DEFINED    1,2                         247,191
IHOP CORP            COM        44962310      15,561     331,714  SH      DEFINED    1,2,6                       331,714
IHS INC              CL A       45173410       2,624     127,872  SH      DEFINED    1,2                         127,872
II VI INC            COM        90210410       5,272     295,028  SH      DEFINED    1,2                         295,028
IKANOS COMMUNICATION COM        45173E10         351      23,800  SH      DEFINED    1                            23,800
IKON OFFICE SOLUTION COM        45171310     185,924  17,860,152  SH      DEFINED    1,2,5,6                  17,860,152
ILLINOIS TOOL WKS IN COM        45230810     611,613   6,950,935  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,950,935
ILLUMINA INC         COM        45232710       6,375     452,152  SH      DEFINED    1,2                         452,152
IMATION CORP         COM        45245A10      44,241     960,300  SH      DEFINED    1,2,5,13                    960,300
IMCLONE SYS INC      COM        45245W10      25,455     743,427  SH      DEFINED    1,2,5,12                    743,427
IMMERSION CORP       COM        45252110         139      21,124  SH      DEFINED    1                            21,124
IMMTECH INTL INC     COM        45251910          76      11,000  SH      DEFINED    1                            11,000
IMMUCOR INC          COM        45252610      16,958     725,960  SH      DEFINED    1,2,6                       725,960
IMMUNOGEN INC        COM        45253H10       5,195   1,012,654  SH      DEFINED    1,2,5                     1,012,654
IMMUNOMEDICS INC     COM        45290710         139      47,593  SH      DEFINED    1,5                          47,593
IMPAC MTG HLDGS INC  COM        45254P10      10,669   1,133,826  SH      DEFINED    1,2,5                     1,133,826
IMPCO TECHNOLOGIES I COM        45255W10          54      10,389  SH      DEFINED    1                            10,389
IMPERIAL CHEM INDS P ADR NEW    45270450         410      17,990  SH      DEFINED    1                            17,990
IMPERIAL OIL LTD     COM NEW    45303840       1,036      10,398  SH      DEFINED    1                            10,398
IMPERIAL TOBACCO GRO SPONSORED  45314210         879      14,526  SH      DEFINED    1                            14,526
IMS HEALTH INC       COM        44993410     197,533   7,926,702  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   7,926,702
INAMED CORP          COM        45323510      43,011     490,544  SH      DEFINED    1,2,5,12,13                 490,544
INCO LTD             COM        45325840         364       8,356  SH      DEFINED    1                             8,356
INCYTE CORP          COM        45337C10       5,700   1,067,334  SH      DEFINED    1,2,5                     1,067,334
INDEPENDENCE CMNTY B COM        45341410      43,339   1,090,843  SH      DEFINED    1,2,5,12,13               1,090,843
INDEPENDENCE HLDG CO COM NEW    45344030       1,323      67,692  SH      DEFINED    1,2                          67,692
INDEPENDENT BANK COR COM        45383610       6,901     241,891  SH      DEFINED    1,2,5                       241,891
INDEPENDENT BANK COR COM        45383810      10,143     372,482  SH      DEFINED    1,2                         372,482
INDEVUS PHARMACEUTIC COM        45407210         295      54,837  SH      DEFINED    1,5                          54,837
INDIA FD INC         COM        45408910       5,446     137,063  SH      DEFINED    5,7                         137,063
INDUS INTL INC       COM        45578L10          56      17,900  SH      DEFINED    1                            17,900
INDYMAC BANCORP INC  COM        45660710      38,417     984,548  SH      DEFINED    1,2,5,8,10,13               984,548
INERGY L P           UNIT LTD P 45661510         795      30,674  SH      DEFINED    1,2                          30,674
INFINITY PPTY & CAS  COM        45665Q10      10,517     282,644  SH      DEFINED    1,2,5                       282,644
INFOCROSSING INC     COM        45664X10       1,915     222,400  SH      DEFINED    1,2                         222,400
INFOCUS CORP         COM        45665B10         201      50,121  SH      DEFINED    1,5                          50,121
INFORMATICA CORP     COM        45666Q10      13,343   1,111,937  SH      DEFINED    1,2,5                     1,111,937
INFORTE CORP         COM        45677R10          52      13,074  SH      DEFINED    1                            13,074
INFOSPACE INC        COM NEW    45678T20      18,559     718,775  SH      DEFINED    1,2,6                       718,775
INFOSYS TECHNOLOGIES SPONSORED  45678810      14,100     174,379  SH      DEFINED    1,2,5                       174,379
INFOUSA INC NEW      COM        45681830       6,657     609,041  SH      DEFINED    1,2                         609,041
INFRASOURCE SVCS INC COM        45684P10       1,696     129,698  SH      DEFINED    1,2                         129,698
ING GROEP N V        SPONSORED  45683710      20,443     587,103  SH      DEFINED    1,2                         587,103
INGERSOLL-RAND COMPA CL A       G4776G10     309,869   7,675,732  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   7,675,732





                                                                                               
INGLES MKTS INC      CL A       45703010       2,337     149,310  SH      DEFINED    1,2,5                       149,310
INGRAM MICRO INC     CL A       45715310      32,099   1,610,579  SH      DEFINED    1,2,5,13                  1,610,579
INLAND REAL ESTATE C COM NEW    45746120      12,041     814,149  SH      DEFINED    1,2,3                       814,149
INNKEEPERS USA TR    COM        4576J010      23,128   1,445,523  SH      DEFINED    1,2,3,5                   1,445,523
INNODATA ISOGEN INC  COM NEW    45764220          60      17,200  SH      DEFINED    1                            17,200
INNOTRAC CORP        COM        45767M10          50      11,000  SH      DEFINED    1                            11,000
INNOVATIVE SOLUTIONS COM        45769N10       4,702     367,955  SH      DEFINED    1,2                         367,955
INNOVEX INC          COM        45764710          81      23,383  SH      DEFINED    1                            23,383
INNOVO GROUP INC     COM PAR $0 45795460         192     186,420  SH      DEFINED    1,2                         186,420
INPHONIC INC         COM        45772G10       1,807     207,915  SH      DEFINED    1,2                         207,915
INPUT/OUTPUT INC     COM        45765210       6,394     909,514  SH      DEFINED    1,2                         909,514
INSIGHT ENTERPRISES  COM        45765U10      18,566     946,776  SH      DEFINED    1,2,5,6                     946,776
INSITUFORM TECHNOLOG CL A       45766710       9,836     507,771  SH      DEFINED    1,2,6                       507,771
INSMED INC           COM NEW    45766920          24      12,302  SH      DEFINED    1                            12,302
INSPIRE PHARMACEUTIC COM        45773310       2,777     546,698  SH      DEFINED    1,2                         546,698
INTEGRA BK CORP      COM        45814P10       8,773     411,115  SH      DEFINED    1,2                         411,115
INTEGRA LIFESCIENCES COM NEW    45798520      15,082     425,333  SH      DEFINED    1,2,6                       425,333
INTEGRAL SYS INC MD  COM        45810H10       2,358     125,015  SH      DEFINED    1,2                         125,015
INTEGRATED ALARM SVC COM        45890M10          71      24,630  SH      DEFINED    1                            24,630
INTEGRATED DEVICE TE COM        45811810      47,697   3,618,874  SH      DEFINED    1,2,5,13                  3,618,874
INTEGRATED ELECTRICA COM        45811E10          20      36,445  SH      DEFINED    1,5                          36,445
INTEGRATED SILICON S COM        45812P10       3,206     497,825  SH      DEFINED    1,2,5                       497,825
INTEL CORP           COM        45814010   4,788,365 191,841,538  SH      DEFINED    1,2,5,6,7,8,10,12,13,14 191,841,538
INTELLISYNC CORP     COM        45817610         327      63,468  SH      DEFINED    1,5                          63,468
INTER PARFUMS INC    COM        45833410         705      39,263  SH      DEFINED    1,2                          39,263
INTER TEL INC        COM        45837210       7,375     376,867  SH      DEFINED    1,2,6                       376,867
INTERACTIVE DATA COR COM        45840J10       7,152     314,942  SH      DEFINED    1,2,5                       314,942
INTERCHANGE FINL SVC COM        45844710       3,727     216,064  SH      DEFINED    1,2                         216,064
INTERCONTINENTAL HTL SPONSORED  45857P10         365      25,250  SH      DEFINED    1                            25,250
INTERCONTINENTALEXCH COM        45865V10       6,336     174,300  SH      DEFINED    1,2                         174,300
INTERDIGITAL COMMUNI COM        45866A10      12,802     698,816  SH      DEFINED    1,2,5                       698,816
INTERFACE INC        CL A       45866510       6,238     758,830  SH      DEFINED    1,2,5,6                     758,830
INTERGRAPH CORP      COM        45868310      32,854     659,582  SH      DEFINED    1,2,5                       659,582
INTERLAND INC        COM NEW    45872720          77      17,272  SH      DEFINED    1                            17,272
INTERLINE BRANDS INC COM        45874310       5,158     226,731  SH      DEFINED    1,2                         226,731
INTERMAGNETICS GEN C COM        45877110      13,743     430,810  SH      DEFINED    1,2,6                       430,810
INTERMUNE INC        COM        45884X10       6,616     393,781  SH      DEFINED    1,2,5                       393,781
INTERNAP NETWORK SVC COM        45885A10          88     205,359  SH      DEFINED    1                           205,359
INTERNATIONAL ALUM C COM        45888410         203       5,053  SH      DEFINED    1                             5,053
INTERNATIONAL BANCSH COM        45904410      11,950     407,027  SH      DEFINED    1,2,5                       407,027
INTERNATIONAL BUSINE COM        45920010   6,488,432  78,934,695  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  78,934,695
INTERNATIONAL COAL G COM        45928H10       1,292     136,000  SH      DEFINED    1,2                         136,000
INTERNATIONAL DISPLA COM        45941210       2,045     344,224  SH      DEFINED    1,2                         344,224
INTERNATIONAL FLAVOR COM        45950610      84,118   2,510,988  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,510,988
INTERNATIONAL GAME T COM        45990210     272,318   8,847,240  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   8,847,240
INTERNATIONAL PWR PL SPONSORED  46018M10         225       5,362  SH      DEFINED    1                             5,362
INTERNATIONAL RECTIF COM        46025410      32,525   1,019,581  SH      DEFINED    1,2,5,12,13               1,019,581
INTERNATIONAL SECS E CL A       46031W20       4,589     166,752  SH      DEFINED    1,2                         166,752
INTERNATIONAL SHIPHO COM NEW    46032120         157      10,100  SH      DEFINED    1                            10,100
INTERNATIONAL SPEEDW CL A       46033520      23,711     495,011  SH      DEFINED    1,2,5,13                    495,011
INTERNET CAP GROUP I COM NEW    46059C20       4,048     492,401  SH      DEFINED    1,2                         492,401
INTERNET SEC SYS INC COM        46060X10      22,141   1,056,867  SH      DEFINED    1,2,5,6                   1,056,867
INTERPHARM HLDGS INC COM        46058810          13      10,400  SH      DEFINED    1                            10,400
INTERPOOL INC        COM        46062R10       1,826      96,727  SH      DEFINED    1,2                          96,727
INTERPUBLIC GROUP CO COM        46069010     104,478  10,826,707  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  10,826,707
INTERSIL CORP        CL A       46069S10      52,622   2,115,024  SH      DEFINED    1,2,5,12,13               2,115,024
INTERSTATE HOTELS &  COM        46088S10          58      13,343  SH      DEFINED    1                            13,343
INTERVIDEO INC       COM        46114Y10         775      73,478  SH      DEFINED    1,2                          73,478
INTERVOICE INC NEW   COM        46114210       3,839     482,245  SH      DEFINED    1,2,5                       482,245





                                                                                               
INTERWOVEN INC       COM NEW    46114T50       4,696     554,455  SH      DEFINED    1,2,5                       554,455
INTEVAC INC          COM        46114810       3,140     237,841  SH      DEFINED    1,2                         237,841
INTL PAPER CO        COM        46014610   1,106,168  32,911,860  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  32,911,860
INTRADO INC          COM        46117A10      12,614     547,974  SH      DEFINED    1,2,6                       547,974
INTRALASE CORP       COM        46116910       2,682     150,396  SH      DEFINED    1,2                         150,396
INTROGEN THERAPEUTIC COM        46119F10         820     155,529  SH      DEFINED    1,2                         155,529
INTUIT               COM        46120210     284,260   5,333,214  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,333,214
INTUITIVE SURGICAL I COM NEW    46120E60      75,695     645,473  SH      DEFINED    1,2,12,13                   645,473
INVACARE CORP        COM        46120310      14,449     458,845  SH      DEFINED    1,2,5,6                     458,845
INVERNESS MED INNOVA COM        46126P10       6,326     266,794  SH      DEFINED    1,2,5                       266,794
INVESTMENT TECHNOLOG COM        46145F10      27,506     776,116  SH      DEFINED    1,2,5                       776,116
INVESTORS BANCORP IN COM        46146P10       4,924     446,418  SH      DEFINED    1,2                         446,418
INVESTORS FINL SERVI COM        46191510      44,056   1,196,192  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,196,192
INVESTORS REAL ESTAT SH BEN INT 46173010       5,663     613,536  SH      DEFINED    1,2,3,5                     613,536
INVITROGEN CORP      COM        46185R10     137,435   2,062,354  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,062,354
IOMEGA CORP          COM NEW    46203030         198      79,371  SH      DEFINED    1,5                          79,371
IONATRON INC         COM        46207010       3,136     310,175  SH      DEFINED    1,2                         310,175
IOWA TELECOMM SERVIC COM        46259420       4,487     289,650  SH      DEFINED    1,2                         289,650
IPASS INC            COM        46261V10       7,591   1,157,232  SH      DEFINED    1,2                       1,157,232
IPAYMENT INC         COM        46262E10      10,479     252,373  SH      DEFINED    1,2,6                       252,373
IPC HLDGS LTD        ORD        G4933P10       1,751      63,937  SH      DEFINED    1,2,5                        63,937
IPSCO INC            COM        46262210         419       5,046  SH      DEFINED    1                             5,046
IRELAND BK           SPONSORED  46267Q10         469       7,375  SH      DEFINED    1                             7,375
IRIS INTL INC        COM        46270W10       4,367     199,754  SH      DEFINED    1,2                         199,754
IROBOT CORP          COM        46272610         909      27,280  SH      DEFINED    1,2                          27,280
IRON MTN INC         COM        46284610      49,042   1,161,589  SH      DEFINED    1,2,5,12                  1,161,589
IRSA INVERSIONES Y R GLOBL DEP  45004720         448      37,077  SH      DEFINED    1                            37,077
IRVINE SENSORS CORP  COM NEW    46366450          27      11,424  SH      DEFINED    1                            11,424
IRWIN FINL CORP      COM        46411910      12,177     568,509  SH      DEFINED    1,2                         568,509
ISHARES INC          MSCI CDA I 46428650      22,448   1,025,000  SH      DEFINED    1                         1,025,000
ISHARES INC          MSCI MALAY 46428683         608      89,109  SH      DEFINED    2                            89,109
ISHARES TR           RUSSELL100 46428759       5,101      73,900  SH      DEFINED    1                            73,900
ISIS PHARMACEUTICALS COM        46433010       3,931     750,150  SH      DEFINED    1,2,5                       750,150
ISLE OF CAPRI CASINO COM        46459210       4,701     192,979  SH      DEFINED    1,2,5                       192,979
ISTA PHARMACEUTICALS COM NEW    45031X20         913     143,588  SH      DEFINED    1,2                         143,588
ISTAR FINL INC       COM        45031U10      63,810   1,789,906  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,789,906
ITC HLDGS CORP       COM        46568510       5,574     198,430  SH      DEFINED    1,2                         198,430
ITLA CAP CORP        COM        45056510       3,810      77,996  SH      DEFINED    1,2                          77,996
ITRON INC            COM        46574110      12,923     322,741  SH      DEFINED    1,2,6                       322,741
ITT EDUCATIONAL SERV COM        45068B10      40,414     683,713  SH      DEFINED    1,2,5,12,13                 683,713
ITT INDS INC IND     COM        45091110   1,005,868   9,782,803  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,782,803
IVAX CORP            COM        46582310      98,159   3,133,052  SH      DEFINED    1,2,5,12,13               3,133,052
IVAX DIAGNOSTICS INC COM        45070W10          38      10,600  SH      DEFINED    1                            10,600
IVILLAGE INC         COM        46588H10       4,353     542,725  SH      DEFINED    1,2                         542,725
IXIA                 COM        45071R10       8,933     603,571  SH      DEFINED    1,2                         603,571
IXYS CORP            COM        46600W10       6,051     517,609  SH      DEFINED    1,2,5                       517,609
J & J SNACK FOODS CO COM        46603210       8,437     142,020  SH      DEFINED    1,2,6                       142,020
J ALEXANDER CORP     COM        46609610         151      18,800  SH      DEFINED    1                            18,800
J JILL GROUP INC     COM        46618910       5,859     307,877  SH      DEFINED    1,2,5,6                     307,877
J2 GLOBAL COMMUNICAT COM NEW    46626E20      20,477     479,114  SH      DEFINED    1,2,6                       479,114
JABIL CIRCUIT INC    COM        46631310     219,530   5,918,840  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,918,840
JACK IN THE BOX INC  COM        46636710      23,740     679,641  SH      DEFINED    1,2,5,6                     679,641
JACKSON HEWITT TAX S COM        46820210      13,750     496,218  SH      DEFINED    1,2                         496,218
JACLYN INC           COM        46977210         124      16,000  SH      DEFINED    1                            16,000
JACO ELECTRS INC     COM        46978310          67      19,600  SH      DEFINED    1                            19,600
JACOBS ENGR GROUP IN COM        46981410      56,723     835,759  SH      DEFINED    1,2,5,12,13                 835,759
JACUZZI BRANDS INC   COM        46986510       8,186     974,496  SH      DEFINED    1,2                         974,496
JAKKS PAC INC        COM        47012E10       8,824     421,408  SH      DEFINED    1,2,6                       421,408
JAMDAT MOBILE INC    COM        47023T10       3,956     148,848  SH      DEFINED    1,2                         148,848





                                                                                               
JAMES RIV GROUP INC  COM        47035910         719      36,220  SH      DEFINED    1                            36,220
JAMES RIVER COAL CO  COM NEW    47035520       6,118     160,145  SH      DEFINED    1,2                         160,145
JAMESON INNS INC     COM        47045710          30      13,850  SH      DEFINED    1                            13,850
JANUS CAP GROUP INC  COM        47102X10     116,036   6,228,429  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,228,429
JARDEN CORP          COM        47110910      25,540     847,087  SH      DEFINED    1,2                         847,087
JDA SOFTWARE GROUP I COM        46612K10       7,497     440,749  SH      DEFINED    1,2,6                       440,749
JDS UNIPHASE CORP    COM        46612J10     107,388  45,503,223  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  45,503,223
JEFFERIES GROUP INC  COM        47231910      29,312     651,670  SH      DEFINED    1,2,5,13                    651,670
JEFFERSON PILOT CORP COM        47507010     206,565   3,628,411  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,628,411
JER INVT TR INC      COM        46614H30       2,592     152,892  SH      DEFINED    1,2                         152,892
JETBLUE AWYS CORP    COM        47714310      32,203   2,093,827  SH      DEFINED    1,2,5,6,13                2,093,827
JLG INDS INC         COM        46621010      34,333     751,937  SH      DEFINED    1,2,5,6                     751,937
JO-ANN STORES INC    COM        47758P30       6,135     519,902  SH      DEFINED    1,2,6                       519,902
JOHNSON & JOHNSON    COM        47816010   8,163,926 135,839,032  SH      DEFINED    1,2,5,6,7,8,10,12,13,14 135,839,032
JOHNSON CTLS INC     COM        47836610     367,672   5,042,819  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,042,819
JONES APPAREL GROUP  COM        48007410     103,706   3,375,836  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,375,836
JONES LANG LASALLE I COM        48020Q10      26,531     526,931  SH      DEFINED    1,2,5                       526,931
JORGENSEN EARLE M CO COM        48082910       1,743     188,857  SH      DEFINED    1,2                         188,857
JOS A BANK CLOTHIERS COM        48083810       9,292     214,058  SH      DEFINED    1,2,5,6                     214,058
JOURNAL COMMUNICATIO CL A       48113010       5,143     368,678  SH      DEFINED    1,2                         368,678
JOURNAL REGISTER CO  COM        48113810       8,438     564,396  SH      DEFINED    1,2,5                       564,396
JOY GLOBAL INC       COM        48116510      62,505   1,562,619  SH      DEFINED    1,2,5,12,13               1,562,619
JP MORGAN CHASE & CO COM        46625H10   4,393,256 110,689,233  SH      DEFINED    1,2,5,6,7,8,10,12,13,14 110,689,233
JUNIPER NETWORKS INC COM        48203R10     150,398   6,744,300  SH      DEFINED    1,2,5,7,8,10,12,13,14     6,744,300
JUPITERMEDIA CORP    COM        48207D10       3,828     259,010  SH      DEFINED    1,2                         259,010
K & F INDS HLDGS INC COM        48224110       2,582     168,110  SH      DEFINED    1,2                         168,110
K V PHARMACEUTICAL C CL A       48274020       9,396     456,121  SH      DEFINED    1,2,5                       456,121
K2 INC               COM        48273210       8,057     796,927  SH      DEFINED    1,2,6                       796,927
KADANT INC           COM        48282T10       3,975     214,874  SH      DEFINED    1,2                         214,874
KAMAN CORP           COM        48354810      12,512     635,463  SH      DEFINED    1,2,6                       635,463
KANBAY INTL INC      COM        48369P20       4,753     299,136  SH      DEFINED    1,2                         299,136
KANSAS CITY LIFE INS COM        48483610       3,938      78,629  SH      DEFINED    1,2                          78,629
KANSAS CITY SOUTHERN COM NEW    48517030      27,830   1,139,160  SH      DEFINED    1,2,5,6                   1,139,160
KAYDON CORP          COM        48658710      15,093     469,606  SH      DEFINED    1,2,5,6                     469,606
KB HOME              COM        48666K10     154,590   2,127,583  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,127,583
KCS ENERGY INC       COM        48243420      16,506     681,496  SH      DEFINED    1,2,5                       681,496
KEANE INC            COM        48666510       9,578     869,922  SH      DEFINED    1,2,5,6                     869,922
KEARNY FINL CORP     COM        48716910       2,980     244,264  SH      DEFINED    1,2                         244,264
KEITHLEY INSTRS INC  COM        48758410       2,181     156,035  SH      DEFINED    1,2,6                       156,035
KELLOGG CO           COM        48783610     330,611   7,649,492  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   7,649,492
KELLWOOD CO          COM        48804410      11,063     463,259  SH      DEFINED    1,2,5,6                     463,259
KELLY SVCS INC       CL A       48815220       8,811     336,059  SH      DEFINED    1,2,5,6,13                  336,059
KEMET CORP           COM        48836010      10,840   1,533,191  SH      DEFINED    1,2,5,13                  1,533,191
KENDLE INTERNATIONAL COM        48880L10         334      12,993  SH      DEFINED    1                            12,993
KENEXA CORP          COM        48887910         965      45,720  SH      DEFINED    1,2                          45,720
KENNAMETAL INC       COM        48917010      39,953     782,781  SH      DEFINED    1,2,5,13                    782,781
KENSEY NASH CORP     COM        49005710       4,184     189,906  SH      DEFINED    1,2,6                       189,906
KERR MCGEE CORP      COM        49238610     622,482   6,851,003  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,851,003
KERYX BIOPHARMACEUTI COM        49251510       5,134     350,682  SH      DEFINED    1,2                         350,682
KERZNER INTERNATIONA SHS        P6065Y10       2,439      35,481  SH      DEFINED    1,2,5                        35,481
KEYCORP NEW          COM        49326710     425,037  12,907,276  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  12,907,276
KEYNOTE SYS INC      COM        49330810       2,970     231,112  SH      DEFINED    1,2                         231,112
KEYSPAN CORP         COM        49337W10     188,057   5,269,174  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,269,174
KEYSTONE AUTOMOTIVE  COM        49338N10       5,978     189,897  SH      DEFINED    1,2                         189,897
KFORCE INC           COM        49373210       4,853     434,862  SH      DEFINED    1,2,5                       434,862
KFX INC              COM        48245L10      12,273     716,029  SH      DEFINED    1,2                         716,029
KILROY RLTY CORP     COM        49427F10      40,577     655,532  SH      DEFINED    1,2,3,5                     655,532
KIMBALL INTL INC     CL B       49427410       6,290     591,725  SH      DEFINED    1,2,5                       591,725
KIMBERLY CLARK CORP  COM        49436810     902,932  15,137,172  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  15,137,172





                                                                                               
KIMCO REALTY CORP    COM        49446R10     145,894   4,547,805  SH      DEFINED    1,2,3,5,7,8,10,12,13,14   4,547,805
KINDER MORGAN ENERGY UT LTD PAR 49455010       1,600      33,456  SH      DEFINED    1,5                          33,456
KINDER MORGAN INC KA COM        49455P10     304,323   3,309,655  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,309,655
KINDER MORGAN MANAGE SHS        49455U10       2,899      63,771  SH      DEFINED    1,2,5                        63,771
KINDRED HEALTHCARE I COM        49458010      10,016     388,813  SH      DEFINED    1,2,5                       388,813
KINETIC CONCEPTS INC COM NEW    49460W20      33,754     848,932  SH      DEFINED    1,2,5,12                    848,932
KING PHARMACEUTICALS COM        49558210     185,871  10,985,275  SH      DEFINED    1,2,5,6,7,10,12,13,14    10,985,275
KINROSS GOLD CORP    COM NO PAR 49690240         777      84,311  SH      DEFINED    1,5,7,10,13                  84,311
KIRBY CORP           COM        49726610      18,645     357,380  SH      DEFINED    1,2,5,6                     357,380
KIRIN BREWERY LTD    SPONSORED  49735030         391      33,640  SH      DEFINED    1                            33,640
KIRKLANDS INC        COM        49749810         143      23,894  SH      DEFINED    1                            23,894
KITE RLTY GROUP TR   COM        49803T10       8,963     579,360  SH      DEFINED    1,2,3                       579,360
KKR FINL CORP        COM        48247630       6,684     278,635  SH      DEFINED    1,2                         278,635
KLA-TENCOR CORP      COM        48248010     261,999   5,311,158  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,311,158
KMG AMER CORP        COM        48256310       2,356     256,686  SH      DEFINED    1,2                         256,686
KNBT BANCORP INC     COM        48292110       6,631     407,080  SH      DEFINED    1,2                         407,080
KNIGHT CAPITAL GROUP CL A       49900510      15,910   1,608,741  SH      DEFINED    1,2,5                     1,608,741
KNIGHT RIDDER INC    COM        49904010     118,310   1,869,032  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   1,869,032
KNIGHT TRANSN INC    COM        49906410      19,661     948,445  SH      DEFINED    1,2,5,6                     948,445
KNOLL INC            COM NEW    49890420       2,170     126,838  SH      DEFINED    1,2                         126,838
KNOLOGY INC          COM        49918380         126      32,900  SH      DEFINED    1                            32,900
KNOT INC             COM        49918410         180      15,700  SH      DEFINED    1                            15,700
KOHLS CORP           COM        50025510     423,613   8,716,320  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   8,716,320
KOMAG INC            COM NEW    50045320      19,148     552,443  SH      DEFINED    1,2,5,6                     552,443
KONINKLIJKE AHOLD N  SPON ADR N 50046730         325      43,220  SH      DEFINED    1                            43,220
KONINKLIJKE PHILIPS  NY REG SH  50047230       2,353      75,656  SH      DEFINED    1,2                          75,656
KOOKMIN BK NEW       SPONSORED  50049M10      59,921     802,044  SH      DEFINED    1,2,4,5                     802,044
KOPIN CORP           COM        50060010       5,630   1,052,351  SH      DEFINED    1,2,5,6                   1,052,351
KOREA ELECTRIC PWR   SPONSORED  50063110       5,058     259,527  SH      DEFINED    1,2                         259,527
KORN FERRY INTL      COM NEW    50064320      16,706     893,849  SH      DEFINED    1,2,5,13                    893,849
KOS PHARMACEUTICALS  COM        50064810      15,881     306,996  SH      DEFINED    1,2                         306,996
KOSAN BIOSCIENCES IN COM        50064W10         288      64,912  SH      DEFINED    1,2,5                        64,912
KRAFT FOODS INC      CL A       50075N10     196,369   6,970,851  SH      DEFINED    1,2,5,7,8,10,12,13,14     6,970,851
KRISPY KREME DOUGHNU COM        50101410       5,248     914,214  SH      DEFINED    1,2,5                       914,214
KROGER CO            COM        50104410     416,503  22,060,528  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  22,060,528
KRONOS INC           COM        50105210      20,105     480,295  SH      DEFINED    1,2,5,6                     480,295
KRONOS WORLDWIDE INC COM        50105F10       1,491      51,400  SH      DEFINED    1,2                          51,400
K-SWISS INC          CL A       48268610      23,997     739,743  SH      DEFINED    1,2,6                       739,743
KT CORP              SPONSORED  48268K10       6,423     298,050  SH      DEFINED    1,2                         298,050
KUBOTA CORP          ADR        50117320         465      10,935  SH      DEFINED    1                            10,935
KULICKE & SOFFA INDS COM        50124210       9,776   1,105,828  SH      DEFINED    1,2,5,6                   1,105,828
KVH INDS INC         COM        48273810         186      19,026  SH      DEFINED    1                            19,026
KYOCERA CORP         ADR        50155620         656       8,963  SH      DEFINED    1                             8,963
KYPHON INC           COM        50157710      19,479     477,071  SH      DEFINED    1,2,5                       477,071
L S B BANCSHARES N C COM        50215810         184      10,400  SH      DEFINED    1                            10,400
L-3 COMMUNICATIONS H COM        50242410     253,429   3,408,597  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,408,597
LA BARGE INC         COM        50247010       1,607     111,805  SH      DEFINED    1,2                         111,805
LA QUINTA CORP       PAIRED CTF 50419U20      32,287   2,898,313  SH      DEFINED    1,2,5                     2,898,313
LA Z BOY INC         COM        50533610      12,198     899,575  SH      DEFINED    1,2,5,6                     899,575
LABOR READY INC      COM NEW    50540120      21,096   1,013,253  SH      DEFINED    1,2,5,6                   1,013,253
LABORATORY CORP AMER COM NEW    50540R40     205,056   3,807,906  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,807,906
LABRANCHE & CO INC   COM        50544710      12,319   1,218,492  SH      DEFINED    1,2,5,13                  1,218,492
LACLEDE GROUP INC    COM        50559710       8,862     303,380  SH      DEFINED    1,2,5                       303,380
LADISH INC           COM NEW    50575420         324      14,500  SH      DEFINED    1                            14,500
LAFARGE COPPEE S A   SPON ADR N 50586140         441      19,570  SH      DEFINED    1                            19,570
LAFARGE NORTH AMERIC COM        50586210      17,927     325,824  SH      DEFINED    1,2,5,12                    325,824
LAIDLAW INTL INC     COM        50730R10      29,595   1,274,017  SH      DEFINED    1,2,5,7,10,12,14          1,274,017
LAKELAND BANCORP INC COM        51163710       2,938     199,857  SH      DEFINED    1,2                         199,857
LAKELAND FINL CORP   COM        51165610       3,282      81,278  SH      DEFINED    1,2                          81,278





                                                                                               
LAM RESEARCH CORP    COM        51280710     170,618   4,781,905  SH      DEFINED    1,2,5,7,8,10,12,13,14     4,781,905
LAMAR ADVERTISING CO CL A       51281510      53,054   1,150,089  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,150,089
LAMSON & SESSIONS CO COM        51369610         370      14,800  SH      DEFINED    1                            14,800
LANCASTER COLONY COR COM        51384710      23,333     629,783  SH      DEFINED    1,2,5,13                    629,783
LANCE INC            COM        51460610      10,842     581,969  SH      DEFINED    1,2,6                       581,969
LANDAMERICA FINL GRO COM        51493610      21,769     348,861  SH      DEFINED    1,2,5                       348,861
LANDAUER INC         COM        51476K10       7,113     154,319  SH      DEFINED    1,2                         154,319
LANDEC CORP          COM        51476610         204      26,361  SH      DEFINED    1                            26,361
LANDRYS RESTAURANTS  COM        51508L10       7,824     292,941  SH      DEFINED    1,2,6                       292,941
LANDSTAR SYS INC     COM        51509810      51,215   1,227,011  SH      DEFINED    1,2,5,6                   1,227,011
LAS VEGAS SANDS CORP COM        51783410      13,433     340,341  SH      DEFINED    1,2,5                       340,341
LASALLE HOTEL PPTYS  COM SH BEN 51794210      35,274     960,618  SH      DEFINED    1,2,3,5                     960,618
LASERCARD CORP       COM        51807U10         222      14,816  SH      DEFINED    1                            14,816
LASERSCOPE           COM        51808110       6,264     278,885  SH      DEFINED    1,2,6                       278,885
LATTICE SEMICONDUCTO COM        51841510       8,464   1,959,269  SH      DEFINED    1,2,5,13                  1,959,269
LAUDER ESTEE COS INC CL A       51843910      56,738   1,694,695  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   1,694,695
LAUREATE EDUCATION I COM        51861310      35,114     668,712  SH      DEFINED    1,2,5,12,13                 668,712
LAWSON PRODS INC     COM        52077610       8,103     214,696  SH      DEFINED    1,2,6                       214,696
LAWSON SOFTWARE INC  COM        52078010       7,841   1,066,847  SH      DEFINED    1,2                       1,066,847
LAYNE CHRISTENSEN CO COM        52105010       3,326     130,800  SH      DEFINED    1,2                         130,800
LCA-VISION INC       COM PAR $. 50180330      16,932     356,387  SH      DEFINED    1,2,6                       356,387
LEADIS TECHNOLOGY IN COM        52171N10       2,910     564,966  SH      DEFINED    1,2                         564,966
LEAP WIRELESS INTL I COM NEW    52186330       1,881      49,644  SH      DEFINED    1,2                          49,644
LEAPFROG ENTERPRISES CL A       52186N10       4,900     420,614  SH      DEFINED    1,2,5                       420,614
LEAR CORP            COM        52186510      43,490   1,528,110  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,528,110
LEARNING CARE GROUP  COM        52200L10          76      10,200  SH      DEFINED    1                            10,200
LEARNING TREE INTL I COM        52201510       1,716     133,733  SH      DEFINED    1,2                         133,733
LECG CORP            COM        52323410       3,392     195,185  SH      DEFINED    1,2                         195,185
LECROY CORP          COM        52324W10       1,924     125,837  SH      DEFINED    1,2                         125,837
LEE ENTERPRISES INC  COM        52376810      22,724     615,669  SH      DEFINED    1,2,5,6,13                  615,669
LEGG MASON INC       COM        52490110     242,122   2,022,907  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,022,907
LEGGETT & PLATT INC  COM        52466010     114,076   4,968,464  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,968,464
LEHMAN BROS HLDGS IN COM        52490810   1,139,503   8,890,563  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   8,890,563
LENNAR CORP          CL A       52605710     223,833   3,668,189  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,668,189
LENNOX INTL INC      COM        52610710      26,270     931,544  SH      DEFINED    1,2,5,6                     931,544
LENOX GROUP INC      COM        52626210       1,167      88,119  SH      DEFINED    1,5,6                        88,119
LESCO INC OHIO       COM        52687210         188      12,290  SH      DEFINED    1                            12,290
LEUCADIA NATL CORP   COM        52728810      60,570   1,276,235  SH      DEFINED    1,2,5,12,13               1,276,235
LEVEL 3 COMMUNICATIO COM        52729N10      28,311   9,864,589  SH      DEFINED    1,2,5                     9,864,589
LEVITT CORP          CL A       52742P10       9,078     399,212  SH      DEFINED    1,2,5,8                     399,212
LEXAR MEDIA INC      COM        52886P10       8,193     997,984  SH      DEFINED    1,2,5                       997,984
LEXICON GENETICS INC COM        52887210       2,671     731,894  SH      DEFINED    1,2,5                       731,894
LEXINGTON CORP PPTYS COM        52904310      14,022     658,326  SH      DEFINED    1,2,3,5                     658,326
LEXMARK INTL NEW     CL A       52977110     148,730   3,317,644  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,317,644
LG PHILIP LCD CO LTD SPONS ADR  50186V10         354      16,490  SH      DEFINED    1,2                          16,490
LHC GROUP INC        COM        50187A10         487      27,920  SH      DEFINED    1                            27,920
LIBBEY INC           COM        52989810       2,369     231,784  SH      DEFINED    1,2,6                       231,784
LIBERTY CORP S C     COM        53037010      10,193     217,758  SH      DEFINED    1,2,5                       217,758
LIBERTY GLOBAL INC   COM SER A  53055510      73,038   3,246,115  SH      DEFINED    1,2,5,7,8,10,12,13,14     3,246,115
LIBERTY GLOBAL INC   COM SER C  53055530      59,123   2,788,813  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,788,813
LIBERTY MEDIA CORP N COM SER A  53071810     264,894  33,658,709  SH      DEFINED    1,2,5,7,8,10,12,13,14    33,658,709
LIBERTY PPTY TR      SH BEN INT 53117210      92,908   2,168,225  SH      DEFINED    1,2,3,5,7,8,10,12,13,14   2,168,225
LIFE TIME FITNESS IN COM        53217R20      10,310     270,680  SH      DEFINED    1,2                         270,680
LIFECELL CORP        COM        53192710       7,693     404,030  SH      DEFINED    1,2                         404,030
LIFECORE BIOMEDICAL  COM        53218710         209      12,875  SH      DEFINED    1                            12,875
LIFELINE SYS INC     COM        53219210       5,631     154,033  SH      DEFINED    1,2                         154,033
LIFEPOINT HOSPITALS  COM        53219L10      28,508     760,203  SH      DEFINED    1,2,5,12,13                 760,203
LIFETIME BRANDS INC  COM        53222Q10       1,774      85,833  SH      DEFINED    1,2                          85,833
LIFEWAY FOODS INC    COM        53191410         144      11,600  SH      DEFINED    1                            11,600





                                                                                               
LIGHTBRIDGE INC      COM        53222610         445      53,730  SH      DEFINED    1,2                          53,730
LILLY ELI & CO       COM        53245710   1,697,420  29,995,051  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  29,995,051
LIMITED BRANDS INC   COM        53271610     211,093   9,444,886  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,444,886
LIN TV CORP          CL A       53277410       5,928     532,128  SH      DEFINED    1,2                         532,128
LINCARE HLDGS INC    COM        53279110      80,250   1,914,818  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,914,818
LINCOLN EDL SVCS COR COM        53353510         353      24,774  SH      DEFINED    1,2                          24,774
LINCOLN ELEC HLDGS I COM        53390010      20,750     523,194  SH      DEFINED    1,2,5                       523,194
LINCOLN NATL CORP IN COM        53418710     270,776   5,106,096  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,106,096
LINDSAY MFG CO       COM        53555510       2,930     152,348  SH      DEFINED    1,2,5,6                     152,348
LINEAR TECHNOLOGY CO COM        53567810     299,608   8,306,300  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   8,306,300
LINENS N THINGS INC  COM        53567910      20,324     764,078  SH      DEFINED    1,2,5,6                     764,078
LIONBRIDGE TECHNOLOG COM        53625210       4,878     694,821  SH      DEFINED    1,2                         694,821
LITHIA MTRS INC      CL A       53679710      10,562     335,955  SH      DEFINED    1,2,5                       335,955
LITTELFUSE INC       COM        53700810       9,392     344,659  SH      DEFINED    1,2,6                       344,659
LIZ CLAIBORNE INC    COM        53932010     122,617   3,423,145  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,423,145
LKQ CORP             COM        50188920       6,650     192,084  SH      DEFINED    1,2                         192,084
LLOYDS TSB GROUP PLC SPONSORED  53943910       2,061      60,967  SH      DEFINED    1                            60,967
LOCKHEED MARTIN CORP COM        53983010   5,271,294  82,842,904  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  82,842,904
LODGENET ENTMT CORP  COM        54021110       2,680     192,286  SH      DEFINED    1,2                         192,286
LODGIAN INC          COM PAR $. 54021P40       3,279     305,567  SH      DEFINED    1,2                         305,567
LOEWS CORP           COM        54042410     314,979   3,320,809  SH      DEFINED    1,2,5,6,10,12,13          3,320,809
LOEWS CORP           CAROLNA GP 54042420     144,728   3,290,015  SH      DEFINED    1,2,5,7,10,12,14          3,290,015
LOGILITY INC         COM        54140Y10         122      12,400  SH      DEFINED    1,2                          12,400
LO-JACK CORP         COM        53945110       4,963     205,667  SH      DEFINED    1,2                         205,667
LONE STAR STEAKHOUSE COM        54230710       7,261     305,859  SH      DEFINED    1,2,6                       305,859
LONE STAR TECHNOLOGI COM        54231210      29,941     579,573  SH      DEFINED    1,2                         579,573
LONGS DRUG STORES CO COM        54316210      25,238     693,544  SH      DEFINED    1,2,5,6                     693,544
LONGVIEW FIBRE CO    COM        54321310      20,154     968,500  SH      DEFINED    1,2,5,13                    968,500
LOOKSMART LTD        COM NEW    54344250          81      21,640  SH      DEFINED    1                            21,640
LORAL SPACE & COMMUN COM        54388110         283      10,000  SH      DEFINED    1,2                          10,000
LOUDEYE CORP         COM        54575410          13      32,900  SH      DEFINED    1                            32,900
LOUISIANA PAC CORP   COM        54634710     147,234   5,359,800  SH      DEFINED    1,2,5,6,7,10,12,13,14     5,359,800
LOWES COS INC        COM        54866110   3,679,137  55,192,576  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  55,192,576
LSB INDS INC         COM        50216010         125      20,248  SH      DEFINED    1                            20,248
LSI INDS INC         COM        50216C10       4,061     259,352  SH      DEFINED    1,2                         259,352
LSI LOGIC CORP       COM        50216110      98,740  12,342,557  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  12,342,557
LTC PPTYS INC        COM        50217510       8,845     420,579  SH      DEFINED    1,2,3,5                     420,579
LTX CORP             COM        50239210       3,475     772,266  SH      DEFINED    1,2,5                       772,266
LUBRIZOL CORP        COM        54927110     119,996   2,762,964  SH      DEFINED    1,2,5,13                  2,762,964
LUBYS INC            COM        54928210       4,055     304,855  SH      DEFINED    1,2                         304,855
LUCENT TECHNOLOGIES  COM        54946310     309,334 116,290,793  SH      DEFINED    1,2,5,6,7,8,10,12,13,14 116,290,793
LUFKIN INDS INC      COM        54976410       8,606     172,564  SH      DEFINED    1,2                         172,564
LUMINENT MTG CAP INC COM        55027830       4,798     638,838  SH      DEFINED    1,2                         638,838
LUMINEX CORP DEL     COM        55027E10       3,799     326,970  SH      DEFINED    1,2,5                       326,970
LUXOTTICA GROUP S P  SPONSORED  55068R20      10,270     405,761  SH      DEFINED    1                           405,761
LYDALL INC DEL       COM        55081910         293      35,915  SH      DEFINED    1,6                          35,915
LYON WILLIAM HOMES   COM        55207410       4,696      46,545  SH      DEFINED    1,2                          46,545
LYONDELL CHEMICAL CO COM        55207810      82,302   3,455,171  SH      DEFINED    1,2,5,7,8,10,12,13,14     3,455,171
M & F WORLDWIDE CORP COM        55254110       1,883     115,393  SH      DEFINED    1,2                         115,393
M & T BK CORP        COM        55261F10     234,222   2,147,837  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,147,837
M D C HLDGS INC      COM        55267610      27,128     437,694  SH      DEFINED    1,2,5,6                     437,694
M SYS FLASH DISK PIO ORD        M7061C10         676      20,415  SH      DEFINED    1,2,5,7                      20,415
M/I HOMES INC        COM        55305B10       8,354     205,655  SH      DEFINED    1,2,6                       205,655
MACATAWA BK CORP     COM        55422510       3,987     109,604  SH      DEFINED    1,2                         109,604
MACDERMID INC        COM        55427310      14,942     535,541  SH      DEFINED    1,2,5                       535,541
MACERICH CO          COM        55438210     100,906   1,502,917  SH      DEFINED    1,2,3,5,7,8,10,12,13,14   1,502,917
MAC-GRAY CORP        COM        55415310         122      10,500  SH      DEFINED    1                            10,500
MACK CALI RLTY CORP  COM        55448910      59,732   1,382,692  SH      DEFINED    1,2,3,5,13                1,382,692
MACQUARIE INFRASTRUC SH BEN INT 55607X10         879      28,551  SH      DEFINED    1,2                          28,551





                                                                                               
MACRONIX INTL LTD    SPONSORED  55610310          26      16,729  SH      DEFINED    1                            16,729
MACROVISION CORP     COM        55590410      14,768     882,740  SH      DEFINED    1,2,5,13                    882,740
MADDEN STEVEN LTD    COM        55626910      11,138     381,046  SH      DEFINED    1,2,5                       381,046
MAF BANCORP INC      COM        55261R10      18,968     458,389  SH      DEFINED    1,2,5                       458,389
MAGELLAN HEALTH SVCS COM NEW    55907920      12,789     406,659  SH      DEFINED    1,2                         406,659
MAGELLAN MIDSTREAM P COM UNIT R 55908010       2,802      86,939  SH      DEFINED    1,2,5                        86,939
MAGMA DESIGN AUTOMAT COM        55918110       4,246     504,839  SH      DEFINED    1,2                         504,839
MAGNA ENTMT CORP     CL A       55921110       3,321     465,193  SH      DEFINED    1,2                         465,193
MAGNA INTL INC       CL A       55922240         784      10,894  SH      DEFINED    1                            10,894
MAGNETEK INC         COM        55942410         204      62,766  SH      DEFINED    1,6                          62,766
MAGUIRE PPTYS INC    COM        55977510      23,110     747,901  SH      DEFINED    1,2,3,5                     747,901
MAGYAR TELEKOM LTD   SPONSORED  55977610         217       9,853  SH      DEFINED    1                             9,853
MAIDENFORM BRANDS IN COM        56030510       1,320     104,299  SH      DEFINED    1,2                         104,299
MAIN STR BKS INC NEW COM        56034R10       5,386     197,803  SH      DEFINED    1,2,5                       197,803
MAINSOURCE FINANCIAL COM        56062Y10       3,737     209,349  SH      DEFINED    1,2                         209,349
MAIR HOLDINGS INC    COM        56063510         662     140,447  SH      DEFINED    1,2                         140,447
MAJESCO ENTERTAINMEN COM NEW    56069020         155     132,778  SH      DEFINED    1,2                         132,778
MANAGEMENT NETWORK G COM        56169310          39      16,180  SH      DEFINED    1                            16,180
MANHATTAN ASSOCS INC COM        56275010       9,987     487,651  SH      DEFINED    1,2,5,6                     487,651
MANITOWOC INC        COM        56357110      27,897     555,504  SH      DEFINED    1,2,5,6                     555,504
MANNATECH INC        COM        56377110       4,402     318,745  SH      DEFINED    1,2                         318,745
MANNKIND CORP        COM        56400P20       3,061     271,829  SH      DEFINED    1,2                         271,829
MANOR CARE INC NEW   COM        56405510      78,375   1,970,708  SH      DEFINED    1,2,5,6,10,12,13          1,970,708
MANPOWER INC         COM        56418H10      70,733   1,521,140  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,521,140
MANTECH INTL CORP    CL A       56456310       8,264     296,637  SH      DEFINED    1,2,6                       296,637
MANUGISTICS GROUP IN COM        56501110         158      90,500  SH      DEFINED    1,5                          90,500
MANULIFE FINL CORP   COM        56501R10      11,406     193,981  SH      DEFINED    1,5,7,13                    193,981
MAPINFO CORP         COM        56510510       3,336     264,537  SH      DEFINED    1,2,5,6                     264,537
MARATHON OIL CORP    COM        56584910     745,272  12,223,592  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  12,223,592
MARCHEX INC          CL B       56624R10       5,197     231,074  SH      DEFINED    1,2                         231,074
MARCUS CORP          COM        56633010       7,823     332,886  SH      DEFINED    1,2,6                       332,886
MARINE PRODS CORP    COM        56842710       1,673     159,481  SH      DEFINED    1,2                         159,481
MARINEMAX INC        COM        56790810       6,784     214,875  SH      DEFINED    1,2,6                       214,875
MARITRANS INC        COM        57036310       2,779     106,816  SH      DEFINED    1,2                         106,816
MARKEL CORP          COM        57053510      29,217      92,153  SH      DEFINED    1,2,5,12                     92,153
MARKETAXESS HLDGS IN COM        57060D10       3,333     291,606  SH      DEFINED    1,2                         291,606
MARKWEST ENERGY PART UNIT LTD P 57075910         479      10,308  SH      DEFINED    1,2                          10,308
MARKWEST HYDROCARBON COM        57076210       1,493      67,832  SH      DEFINED    1,2                          67,832
MARLIN BUSINESS SVCS COM        57115710       1,639      68,590  SH      DEFINED    1,2                          68,590
MARRIOTT INTL INC NE CL A       57190320     362,697   5,415,819  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,415,819
MARSH & MCLENNAN COS COM        57174810     474,703  14,946,561  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  14,946,561
MARSH SUPERMARKETS I CL B       57178320         112      12,883  SH      DEFINED    1                            12,883
MARSHALL & ILSLEY CO COM        57183410     232,921   5,411,738  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,411,738
MARSHALL EDWARDS INC COM        57232230         583      93,290  SH      DEFINED    1,2                          93,290
MARTEK BIOSCIENCES C COM        57290110      13,281     539,864  SH      DEFINED    1,2,5,13                    539,864
MARTEN TRANS LTD     COM        57307510       3,183     174,694  SH      DEFINED    1,2                         174,694
MARTHA STEWART LIVIN CL A       57308310       4,650     266,780  SH      DEFINED    1,2                         266,780
MARTIN MARIETTA MATL COM        57328410     151,572   1,975,655  SH      DEFINED    1,2,5,12,13               1,975,655
MARVEL ENTERTAINMENT COM        57383T10      11,361     693,578  SH      DEFINED    1,2,5                       693,578
MARVELL TECHNOLOGY G ORD        G5876H10      80,463   1,434,525  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,434,525
MASCO CORP           COM        57459910     386,588  12,805,180  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  12,805,180
MASSBANK CORP READ M COM        57615210         235       7,133  SH      DEFINED    1,2                           7,133
MASSEY ENERGY CORP   COM        57620610      35,432     935,634  SH      DEFINED    1,2,5,7,8,10,12,13,14       935,634
MASTEC INC           COM        57632310       3,997     381,766  SH      DEFINED    1,2,5                       381,766
MATERIAL SCIENCES CO COM        57667410         219      15,558  SH      DEFINED    1                            15,558
MATRIA HEALTHCARE IN COM NEW    57681720       9,617     248,113  SH      DEFINED    1,2,5                       248,113
MATRIX SVC CO        COM        57685310         337      34,262  SH      DEFINED    1                            34,262
MATRIXONE INC        COM        57685P30       3,306     662,617  SH      DEFINED    1,2,5                       662,617
MATSUSHITA ELEC INDL ADR        57687920       2,102     108,456  SH      DEFINED    1                           108,456





                                                                                               
MATTEL INC           COM        57708110     169,018  10,683,824  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  10,683,824
MATTHEWS INTL CORP   CL A       57712810      20,211     555,098  SH      DEFINED    1,2,5                       555,098
MATTSON TECHNOLOGY I COM        57722310       5,245     521,394  SH      DEFINED    1,2                         521,394
MAUI LD & PINEAPPLE  COM        57734510       1,952      57,523  SH      DEFINED    1,2                          57,523
MAVERICK TUBE CORP   COM        57791410      22,232     557,746  SH      DEFINED    1,2,5                       557,746
MAX RE CAPITAL LTD H SHS        G6052F10       1,412      54,371  SH      DEFINED    1,2,5                        54,371
MAXIM INTEGRATED PRO COM        57772K10     320,148   8,834,099  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   8,834,099
MAXIM PHARMACEUTICAL COM        57772M10          38      34,735  SH      DEFINED    1,5                          34,735
MAXIMUS INC          COM        57793310      10,247     279,296  SH      DEFINED    1,2,5,6                     279,296
MAXTOR CORP          COM NEW    57772920      22,513   3,243,887  SH      DEFINED    1,2,5                     3,243,887
MAXWELL TECHNOLOGIES COM        57776710         179      12,665  SH      DEFINED    1                            12,665
MAXYGEN INC          COM        57777610       2,947     392,464  SH      DEFINED    1,2                         392,464
MAYTAG CORP          COM        57859210      42,987   2,284,098  SH      DEFINED    1,2,5,6,10,13             2,284,098
MB FINANCIAL INC NEW COM        55264U10      12,975     366,514  SH      DEFINED    1,2                         366,514
MBIA INC             COM        55262C10     265,306   4,409,999  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,409,999
MBNA CORP            COM        55262L10     981,052  36,134,495  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  36,134,495
MBT FINL CORP        COM        57887710       2,682     165,526  SH      DEFINED    1,2                         165,526
MCAFEE INC           COM        57906410     157,420   5,802,435  SH      DEFINED    1,2,5,7,10,12,13,14       5,802,435
MCCLATCHY CO         CL A       57948910      11,206     189,603  SH      DEFINED    1,2,5                       189,603
MCCORMICK & CO INC   COM NON VT 57978020     118,773   3,841,302  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,841,302
MCCORMICK & SCHMICKS COM        57979310       1,649      73,131  SH      DEFINED    1,2                          73,131
MCDATA CORP          CL A       58003120      10,379   2,731,441  SH      DEFINED    1,2,5,13                  2,731,441
MCDERMOTT INTL INC   COM        58003710       4,149      93,015  SH      DEFINED    1,2,5                        93,015
MCDONALDS CORP       COM        58013510   1,518,460  45,031,433  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  45,031,433
MCG CAPITAL CORP     COM        58047P10       9,917     679,726  SH      DEFINED    1,2                         679,726
MCGRATH RENTCORP     COM        58058910       7,268     261,442  SH      DEFINED    1,2                         261,442
MCGRAW HILL COS INC  COM        58064510     594,832  11,521,054  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  11,521,054
MCI INC              COM        55269110      50,607   2,564,991  SH      DEFINED    1,2,5,12                  2,564,991
MCKESSON CORP        COM        58155Q10     654,965  12,695,579  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  12,695,579
MCMORAN EXPLORATION  COM        58241110       5,220     264,059  SH      DEFINED    1,2                         264,059
MDU RES GROUP INC    COM        55269010      53,022   1,619,494  SH      DEFINED    1,2,5,12,13               1,619,494
MEADE INSTRUMENTS CO COM        58306210         112      41,208  SH      DEFINED    1,6                          41,208
MEADOWBROOK INS GROU COM        58319P10         139      23,753  SH      DEFINED    1                            23,753
MEADWESTVACO CORP    COM        58333410     146,523   5,227,351  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,227,351
MEASUREMENT SPECIALT COM        58342110       3,421     140,508  SH      DEFINED    1,2                         140,508
MECHANICAL TECHNOLOG COM        58353810          97      34,518  SH      DEFINED    1                            34,518
MECHEL OAO           SPONSORED  58384010       2,555     105,700  SH      DEFINED    1,2,5,7                     105,700
MEDALLION FINL CORP  COM        58392810         272      24,150  SH      DEFINED    1,2                          24,150
MEDAREX INC          COM        58391610      19,223   1,387,915  SH      DEFINED    1,2,5                     1,387,915
MEDCATH CORP         COM        58404W10       2,343     126,290  SH      DEFINED    1,2                         126,290
MEDCO HEALTH SOLUTIO COM        58405U10     482,794   8,652,217  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   8,652,217
MEDIA GEN INC        CL A       58440410      21,822     430,411  SH      DEFINED    1,2,6,13                    430,411
MEDIACOM COMMUNICATI CL A       58446K10       4,816     877,265  SH      DEFINED    1,2,5                       877,265
MEDICAL ACTION INDS  COM        58449L10         350      17,100  SH      DEFINED    1                            17,100
MEDICAL PPTYS TRUST  COM        58463J30       1,050     107,377  SH      DEFINED    1,2,3                       107,377
MEDICAL STAFFING NET COM        58463F10         183      34,060  SH      DEFINED    1,2                          34,060
MEDICINES CO         COM        58468810      10,670     611,441  SH      DEFINED    1,2,5                       611,441
MEDICIS PHARMACEUTIC CL A NEW   58469030      31,354     978,272  SH      DEFINED    1,2,5,6,12                  978,272
MEDIMMUNE INC        COM        58469910     239,489   6,838,637  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,838,637
MEDIS TECHNOLOGIES L COM        58500P10       2,864     194,709  SH      DEFINED    1,2                         194,709
MEDTRONIC INC        COM        58505510   2,066,553  35,896,347  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  35,896,347
MELLON FINL CORP     COM        58551A10     392,263  11,452,932  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  11,452,932
MEMC ELECTR MATLS IN COM        55271510      57,957   2,614,222  SH      DEFINED    1,2,5,13                  2,614,222
MENS WEARHOUSE INC   COM        58711810      18,432     626,073  SH      DEFINED    1,2,5,6                     626,073
MENTOR CORP MINN     COM        58718810      25,687     557,454  SH      DEFINED    1,2,5,6,12                  557,454
MENTOR GRAPHICS CORP COM        58720010      13,855   1,339,936  SH      DEFINED    1,2,5,13                  1,339,936
MERCANTILE BANK CORP COM        58737610       3,345      86,882  SH      DEFINED    1,2,5                        86,882
MERCANTILE BANKSHARE COM        58740510      78,302   1,387,357  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,387,357
MERCER INTL INC      SH BEN INT 58805610       2,609     331,888  SH      DEFINED    1,2                         331,888





                                                                                               
MERCK & CO INC       COM        58933110   2,398,586  75,403,522  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  75,403,522
MERCURY COMPUTER SYS COM        58937810       7,986     387,116  SH      DEFINED    1,2,5,6                     387,116
MERCURY GENL CORP NE COM        58940010      51,779     889,372  SH      DEFINED    1,2,5,12,13                 889,372
MERCURY INTERACTIVE  COM        58940510      68,363   2,459,969  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,459,969
MEREDITH CORP        COM        58943310      53,298   1,018,298  SH      DEFINED    1,2,5,6,10,13             1,018,298
MERGE TECHNOLOGIES I COM        58998110       5,706     227,859  SH      DEFINED    1,2                         227,859
MERIDIAN BIOSCIENCE  COM        58958410       7,742     384,400  SH      DEFINED    1,2                         384,400
MERIDIAN GOLD INC    COM        58997510       3,222     147,305  SH      DEFINED    1,2,12                      147,305
MERIDIAN RESOURCE CO COM        58977Q10       5,085   1,210,706  SH      DEFINED    1,2,5                     1,210,706
MERISTAR HOSPITALITY COM        58984Y10      22,695   2,414,335  SH      DEFINED    1,2,3,5                   2,414,335
MERIT MED SYS INC    COM        58988910       5,750     473,677  SH      DEFINED    1,2,6                       473,677
MERITAGE HOMES CORP  COM        59001A10      23,354     371,168  SH      DEFINED    1,2,5,6,7,10,12,14          371,168
MERIX CORP           COM        59004910         187      25,903  SH      DEFINED    1,2                          25,903
MERRILL LYNCH & CO I COM        59018810   5,736,492  84,696,476  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  84,696,476
MESA AIR GROUP INC   COM        59047910       4,548     434,772  SH      DEFINED    1,2,6                       434,772
MESTEK INC           COM        59082910         357      27,289  SH      DEFINED    1,2                          27,289
MET PRO CORP         COM        59087630         150      12,664  SH      DEFINED    1                            12,664
METAL MGMT INC       COM NEW    59109720       6,194     266,299  SH      DEFINED    1,2                         266,299
METASOLV INC         COM        59139P10         159      54,836  SH      DEFINED    1                            54,836
METHODE ELECTRS INC  COM        59152020       7,404     742,642  SH      DEFINED    1,2,6                       742,642
METLIFE INC          COM        59156R10   1,130,474  23,070,906  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  23,070,906
METROCORP BANCSHARES COM        59165010         288       9,700  SH      DEFINED    1                             9,700
METROLOGIC INSTRS IN COM        59167610       7,602     394,705  SH      DEFINED    1,2                         394,705
METTLER TOLEDO INTER COM        59268810      38,706     701,197  SH      DEFINED    1,2,5,10,12                 701,197
MFA MTG INVTS INC    COM        55272X10       6,124   1,074,394  SH      DEFINED    1,2                       1,074,394
MGE ENERGY INC       COM        55277P10       9,629     283,956  SH      DEFINED    1,2                         283,956
MGI PHARMA INC       COM        55288010      20,153   1,174,441  SH      DEFINED    1,2,5,6                   1,174,441
MGIC INVT CORP WIS   COM        55284810     196,273   2,981,959  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,981,959
MGM MIRAGE           COM        55295310      60,143   1,640,117  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,640,117
MICHAELS STORES INC  COM        59408710     144,315   4,080,140  SH      DEFINED    1,2,5,7,8,10,12,13,14     4,080,140
MICREL INC           COM        59479310      22,984   1,983,129  SH      DEFINED    1,2,5,13                  1,983,129
MICRO LINEAR CORP    COM        59485010          22      12,300  SH      DEFINED    1                            12,300
MICRO THERAPEUTICS I COM        59500W10         614      88,570  SH      DEFINED    1,2                          88,570
MICROCHIP TECHNOLOGY COM        59501710     127,620   3,969,508  SH      DEFINED    1,2,5,7,8,10,12,13,14     3,969,508
MICROMUSE INC        COM        59509410       9,659     976,628  SH      DEFINED    1,2,5                       976,628
MICRON TECHNOLOGY IN COM        59511210     213,144  16,013,799  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  16,013,799
MICROS SYS INC       COM        59490110      26,666     551,870  SH      DEFINED    1,2,6                       551,870
MICROSEMI CORP       COM        59513710      27,406     990,811  SH      DEFINED    1,2,5,6                     990,811
MICROSOFT CORP       COM        59491810   7,262,944 277,741,659  SH      DEFINED    1,2,5,6,7,8,10,12,13,14 277,741,659
MICROSTRATEGY INC    CL A NEW   59497240      24,280     293,698  SH      DEFINED    1,2,5                       293,698
MICROTEK MEDICAL HLD COM        59515B10         154      44,323  SH      DEFINED    1,5                          44,323
MICROTUNE INC DEL    COM        59514P10       2,257     541,364  SH      DEFINED    1,2                         541,364
MICROVISION INC WASH COM        59496010          77      21,310  SH      DEFINED    1                            21,310
MID-AMER APT CMNTYS  COM        59522J10      25,474     525,229  SH      DEFINED    1,2,3                       525,229
MIDAS GROUP INC      COM        59562610       5,447     296,657  SH      DEFINED    1,2,6                       296,657
MIDDLEBY CORP        COM        59627810       8,915     103,066  SH      DEFINED    1,2                         103,066
MIDDLESEX WATER CO   COM        59668010       2,599     149,890  SH      DEFINED    1,2,5                       149,890
MIDLAND CO           COM        59748610       6,680     185,344  SH      DEFINED    1,2                         185,344
MID-STATE BANCSHARES COM        59544010       8,405     314,189  SH      DEFINED    1,2                         314,189
MIDWAY GAMES INC     COM        59814810       4,756     250,728  SH      DEFINED    1,2                         250,728
MIDWEST AIR GROUP IN COM        59791110         120      21,189  SH      DEFINED    1                            21,189
MIDWEST BANC HOLDING COM        59825110       3,863     173,630  SH      DEFINED    1,2                         173,630
MIKOHN GAMING CORP   COM        59862K10       3,480     352,612  SH      DEFINED    1,2                         352,612
MILACRON INC         COM        59870910         107      84,842  SH      DEFINED    1,2,5,6                      84,842
MILLEA HOLDINGS INC  ADR        60032R10      10,822     125,798  SH      DEFINED    1                           125,798
MILLENNIUM CELL INC  COM        60038B10          20      14,948  SH      DEFINED    1                            14,948
MILLENNIUM PHARMACEU COM        59990210      55,773   5,749,803  SH      DEFINED    1,2,5,7,8,10,12,13,14     5,749,803
MILLER HERMAN INC    COM        60054410      32,042   1,136,640  SH      DEFINED    1,2,5,6,12,13             1,136,640
MILLICOM INTL CELLUL SHS NEW    L6388F11         331      12,337  SH      DEFINED    1,5                          12,337





                                                                                               
MILLIPORE CORP       COM        60107310      90,091   1,364,192  SH      DEFINED    1,2,5,6,10,12,13          1,364,192
MILLS CORP           COM        60114810      52,074   1,241,631  SH      DEFINED    1,2,3,5,12                1,241,631
MINDSPEED TECHNOLOGI COM        60268210         322     136,952  SH      DEFINED    1,5                         136,952
MINE SAFETY APPLIANC COM        60272010      17,070     471,426  SH      DEFINED    1,2,5,13                    471,426
MINERALS TECHNOLOGIE COM        60315810      57,049   1,020,735  SH      DEFINED    1,2,5,13                  1,020,735
MIPS TECHNOLOGIES IN COM        60456710       3,168     557,697  SH      DEFINED    1,2                         557,697
MISSION WEST PPTYS I COM        60520310         271      27,781  SH      DEFINED    1,3,5                        27,781
MITSUBISHI UFJ FINL  SPONSORED  60682210      15,927   1,163,374  SH      DEFINED    1                         1,163,374
MITSUI & CO LTD      ADR        60682720         912       3,578  SH      DEFINED    1                             3,578
MIVA INC             COM        55311R10       4,278     864,300  SH      DEFINED    1,5,6                       864,300
MKS INSTRUMENT INC   COM        55306N10      13,338     745,582  SH      DEFINED    1,2,5                       745,582
MOBILE MINI INC      COM        60740F10       9,118     192,353  SH      DEFINED    1,2,5,6                     192,353
MOBILE TELESYSTEMS O SPONSORED  60740910      38,789   1,108,262  SH      DEFINED    1,2,4,5                   1,108,262
MOBILITY ELECTRONICS COM        60741U10       2,863     296,397  SH      DEFINED    1,2                         296,397
MOBIUS MGMT SYSTEMS  COM        60692510         127      18,840  SH      DEFINED    1                            18,840
MOCON INC            COM        60749410          97      10,400  SH      DEFINED    1                            10,400
MODINE MFG CO        COM        60782810      29,834     915,449  SH      DEFINED    1,2,5,6,13                  915,449
MODTECH HLDGS INC    COM        60783C10         135      14,467  SH      DEFINED    1                            14,467
MOHAWK INDS INC      COM        60819010      77,837     894,884  SH      DEFINED    1,2,5,7,8,10,12,13,14       894,884
MOLECULAR DEVICES CO COM        60851C10      10,691     369,558  SH      DEFINED    1,2                         369,558
MOLEX INC            COM        60855410     102,571   3,952,625  SH      DEFINED    1,2,5,6,10,12,13          3,952,625
MOLEX INC            CL A       60855420       2,537     103,179  SH      DEFINED    1,5,12                      103,179
MOLINA HEALTHCARE IN COM        60855R10       4,277     160,560  SH      DEFINED    1,2                         160,560
MOLSON COORS BREWING CL B       60871R20      90,416   1,349,699  SH      DEFINED    1,2,5,6,10,12,13          1,349,699
MOMENTA PHARMACEUTIC COM        60877T10       2,783     126,282  SH      DEFINED    1,2                         126,282
MONACO COACH CORP    COM        60886R10       9,720     730,837  SH      DEFINED    1,2,6                       730,837
MONARCH CASINO & RES COM        60902710       2,480     109,716  SH      DEFINED    1,2                         109,716
MONEYGRAM INTL INC   COM        60935Y10      41,467   1,589,987  SH      DEFINED    1,2,5,12,13               1,589,987
MONMOUTH REAL ESTATE CL A       60972010         120      14,970  SH      DEFINED    1,3                          14,970
MONOGRAM BIOSCIENCES COM        60975U10       2,498   1,335,935  SH      DEFINED    1,2                       1,335,935
MONOLITHIC PWR SYS I COM        60983910       5,186     345,985  SH      DEFINED    1,2                         345,985
MONOLITHIC SYS TECHN COM        60984210         232      42,180  SH      DEFINED    1,2                          42,180
MONRO MUFFLER BRAKE  COM        61023610       3,795     125,164  SH      DEFINED    1,2,5                       125,164
MONSANTO CO NEW      COM        61166W10     769,271   9,922,241  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,922,241
MONSTER WORLDWIDE IN COM        61174210     126,199   3,091,598  SH      DEFINED    1,2,5,6,10,12,13          3,091,598
MONTPELIER RE HOLDIN SHS        G6218510       2,078     109,931  SH      DEFINED    1,2,5                       109,931
MOODYS CORP          COM        61536910     443,565   7,221,829  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   7,221,829
MOOG INC             CL A       61539420      16,810     592,316  SH      DEFINED    1,2,6                       592,316
MORGAN STANLEY       COM NEW    61744644   5,037,513  88,782,390  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  88,782,390
MORGAN STANLEY INDIA COM        61745C10       3,598      96,329  SH      DEFINED    7                            96,329
MORNINGSTAR INC      COM        61770010       3,856     111,327  SH      DEFINED    1,2                         111,327
MORTGAGEIT HLDGS INC COM        61915Q10       4,262     312,030  SH      DEFINED    1,2                         312,030
MOSAIC CO            COM        61945A10      18,362   1,255,105  SH      DEFINED    1,2,5                     1,255,105
MOTIVE INC           COM        61980V10         718     232,254  SH      DEFINED    1,2                         232,254
MOTOROLA INC         COM        62007610   1,726,956  76,447,808  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  76,447,808
MOVADO GROUP INC     COM        62458010       4,975     271,850  SH      DEFINED    1,2                         271,850
MOVIE GALLERY INC    COM        62458110       4,234     754,684  SH      DEFINED    1,2,6                       754,684
MPS GROUP INC        COM        55340910      27,298   1,996,951  SH      DEFINED    1,2,5,13                  1,996,951
MRO SOFTWARE INC     COM        55347W10       4,783     340,675  SH      DEFINED    1,2,5,6                     340,675
MRV COMMUNICATIONS I COM        55347710       2,729   1,331,016  SH      DEFINED    1,2,5                     1,331,016
MSC INDL DIRECT INC  CL A       55353010      26,795     666,205  SH      DEFINED    1,2,5,13                    666,205
MTC TECHNOLOGIES INC COM        55377A10       3,044     111,159  SH      DEFINED    1,2                         111,159
MTI TECHNOLOGY CORP  COM        55390310          17      13,700  SH      DEFINED    1                            13,700
MTR GAMING GROUP INC COM        55376910       2,978     286,095  SH      DEFINED    1,2,5                       286,095
MTS SYS CORP         COM        55377710      14,025     405,590  SH      DEFINED    1,2,6                       405,590
MUELLER INDS INC     COM        62475610      14,461     527,399  SH      DEFINED    1,2,5,6                     527,399
MULTI FINELINE ELECT COM        62541B10       4,798      99,602  SH      DEFINED    1,2                          99,602
MULTIMEDIA GAMES INC COM        62545310       8,416     909,886  SH      DEFINED    1,2,5,6                     909,886
MUNICIPAL MTG & EQUI GROWTH SHS 62624B10         275      10,648  SH      DEFINED    1,5                          10,648





                                                                                               
MURPHY OIL CORP      COM        62671710     229,668   4,253,900  SH      DEFINED    1,2,5,6,10,12,13          4,253,900
MWI VETERINARY SUPPL COM        55402X10       1,042      40,375  SH      DEFINED    1,2                          40,375
MYERS INDS INC       COM        62846410       5,339     366,172  SH      DEFINED    1,2                         366,172
MYLAN LABS INC       COM        62853010     110,110   5,516,519  SH      DEFINED    1,2,5,6,10,12,13          5,516,519
MYOGEN INC           COM        62856E10      19,037     632,460  SH      DEFINED    1,2                         632,460
MYRIAD GENETICS INC  COM        62855J10      10,216     491,151  SH      DEFINED    1,2,5                       491,151
NABI BIOPHARMACEUTIC COM        62951910       2,504     740,937  SH      DEFINED    1,2,5                       740,937
NABORS INDUSTRIES LT SHS        G6359F10     332,511   4,389,581  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,389,581
NACCO INDS INC       CL A       62957910       9,208      78,598  SH      DEFINED    1,2                          78,598
NALCO HOLDING COMPAN COM        62985Q10      14,924     842,699  SH      DEFINED    1,2,5                       842,699
NANOGEN INC          COM        63007510       1,236     473,401  SH      DEFINED    1,2                         473,401
NANOPHASE TCHNOLOGIE COM        63007910         118      20,950  SH      DEFINED    1                            20,950
NAPCO SEC SYS INC    COM        63040210       1,267     122,250  SH      DEFINED    1,2                         122,250
NAPSTER INC          COM        63079710         181      51,292  SH      DEFINED    1,6                          51,292
NARA BANCORP INC     COM        63080P10       8,006     450,255  SH      DEFINED    1,2,5                       450,255
NASB FINL INC        COM        62896810       1,555      39,512  SH      DEFINED    1,2                          39,512
NASDAQ STOCK MARKET  COM        63110310      31,710     901,354  SH      DEFINED    1,2                         901,354
NASH FINCH CO        COM        63115810       7,175     281,589  SH      DEFINED    1,2,6                       281,589
NASTECH PHARMACEUTIC COM PAR $0 63172840       3,538     240,337  SH      DEFINED    1,2                         240,337
NATCO GROUP INC      CL A       63227W20         395      19,300  SH      DEFINED    1,2                          19,300
NATIONAL AUSTRALIA B SPONSORED  63252540       1,471      12,389  SH      DEFINED    1                            12,389
NATIONAL BEVERAGE CO COM        63501710       1,142     116,856  SH      DEFINED    1,2                         116,856
NATIONAL BK GREECE S SPONSORED  63364340         923     107,825  SH      DEFINED    1                           107,825
NATIONAL CITY CORP   COM        63540510     538,313  16,035,546  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  16,035,546
NATIONAL FINL PARTNE COM        63607P20      22,408     426,417  SH      DEFINED    1,2                         426,417
NATIONAL FUEL GAS CO COM        63618010      49,334   1,581,721  SH      DEFINED    1,2,5,13                  1,581,721
NATIONAL GRID PLC    SPON ADR N 63627430         240       4,936  SH      DEFINED    1                             4,936
NATIONAL HEALTH INVS COM        63633D10       8,522     328,258  SH      DEFINED    1,2,3                       328,258
NATIONAL HEALTH REAL COM        63590510       1,690      91,007  SH      DEFINED    1,2,3,5                      91,007
NATIONAL HEALTHCARE  COM        63590610       3,432      91,826  SH      DEFINED    1,2,5                        91,826
NATIONAL INSTRS CORP COM        63651810      25,058     781,843  SH      DEFINED    1,2,5,13                    781,843
NATIONAL INTERSTATE  COM        63654U10         723      37,892  SH      DEFINED    1                            37,892
NATIONAL OILWELL VAR COM        63707110     311,395   4,966,433  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,966,433
NATIONAL PENN BANCSH COM        63713810      10,741     563,812  SH      DEFINED    1,2,5                       563,812
NATIONAL PRESTO INDS COM        63721510       3,765      84,900  SH      DEFINED    1,2,5,6                      84,900
NATIONAL R V HLDGS I COM        63727710          75      11,211  SH      DEFINED    1                            11,211
NATIONAL SEMICONDUCT COM        63764010     431,536  16,610,312  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  16,610,312
NATIONAL WESTN LIFE  CL A       63852210       7,266      35,119  SH      DEFINED    1,2                          35,119
NATIONWIDE FINL SVCS CL A       63861210      28,672     651,639  SH      DEFINED    1,2,5,10                    651,639
NATIONWIDE HEALTH PP COM        63862010      19,640     917,745  SH      DEFINED    1,2,3,5                     917,745
NATURAL ALTERNATIVES COM NEW    63884230          92      14,200  SH      DEFINED    1                            14,200
NATURAL RESOURCE PAR COM UNIT L 63900P10         860      17,116  SH      DEFINED    1,2                          17,116
NATURES SUNSHINE PRO COM        63902710       4,622     255,658  SH      DEFINED    1,2,6                       255,658
NAUTILUS INC         COM        63910B10      12,981     695,681  SH      DEFINED    1,2,5,6                     695,681
NAVARRE CORP         COM        63920810       1,482     268,057  SH      DEFINED    1,2                         268,057
NAVIGANT CONSULTING  COM        63935N10      18,742     852,699  SH      DEFINED    1,2,13                      852,699
NAVIGATORS GROUP INC COM        63890410       8,746     200,560  SH      DEFINED    1,2                         200,560
NAVISTAR INTL CORP N COM        63934E10      53,770   1,878,747  SH      DEFINED    1,2,5,6,10,13             1,878,747
NAVTEQ CORP          COM        63936L10      37,555     856,055  SH      DEFINED    1,2,5,12                    856,055
NBC CAP CORP         COM        62872910       2,686     112,899  SH      DEFINED    1,2,5                       112,899
NBT BANCORP INC      COM        62877810       9,204     426,329  SH      DEFINED    1,2,5                       426,329
NBTY INC             COM        62878210      18,583   1,143,567  SH      DEFINED    1,2,5,6                   1,143,567
NCI BUILDING SYS INC COM        62885210      12,967     305,250  SH      DEFINED    1,2,6                       305,250
NCO GROUP INC        COM        62885810       7,814     461,835  SH      DEFINED    1,2,6                       461,835
NCR CORP NEW         COM        62886E10     158,690   4,675,593  SH      DEFINED    1,2,5,6,10,12,13          4,675,593
NDCHEALTH CORP       COM        63948010      10,585     550,449  SH      DEFINED    1,2,5,6                     550,449
NEC CORP             ADR        62905020         693     111,920  SH      DEFINED    1                           111,920
NEENAH PAPER INC     COM        64007910       5,902     210,803  SH      DEFINED    1,2,5                       210,803
NEKTAR THERAPEUTICS  COM        64026810      18,176   1,104,232  SH      DEFINED    1,2,5                     1,104,232





                                                                                               
NELNET INC           CL A       64031N10       8,071     198,409  SH      DEFINED    1,2                         198,409
NELSON THOMAS INC    COM        64037610       6,759     274,209  SH      DEFINED    1,2,5,6                     274,209
NEOFORMA COM INC     COM NEW    64047550         149      15,033  SH      DEFINED    1                            15,033
NEOPHARM INC         COM        64091910       2,486     230,440  SH      DEFINED    1,2                         230,440
NEORX CORP           COM PAR $0 64052030          14      18,667  SH      DEFINED    1                            18,667
NEOSE TECHNOLOGIES I COM        64052210          51      26,264  SH      DEFINED    1                            26,264
NEOWARE SYS INC      COM        64065P10       3,493     149,900  SH      DEFINED    1,5                         149,900
NESS TECHNOLOGIES IN COM        64104X10       2,276     211,334  SH      DEFINED    1,2                         211,334
NET2PHONE            COM        64108N10          53      25,878  SH      DEFINED    1                            25,878
NETBANK INC          COM        64093310       5,180     717,514  SH      DEFINED    1,2,5                       717,514
NETFLIX COM INC      COM        64110L10      13,225     488,741  SH      DEFINED    1,2,5                       488,741
NETGEAR INC          COM        64111Q10      11,024     572,689  SH      DEFINED    1,2,6                       572,689
NETIQ CORP           COM        64115P10       8,231     669,709  SH      DEFINED    1,2,5                       669,709
NETLOGIC MICROSYSTEM COM        64118B10       3,439     126,244  SH      DEFINED    1,2                         126,244
NETRATINGS INC       COM        64116M10       2,047     166,032  SH      DEFINED    1,2                         166,032
NETSCOUT SYS INC     COM        64115T10       1,627     298,450  SH      DEFINED    1,2                         298,450
NETWORK APPLIANCE IN COM        64120L10     275,831  10,215,981  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  10,215,981
NETWORK ENGINES INC  COM        64121A10          19      14,419  SH      DEFINED    1                            14,419
NETWORK EQUIP TECHNO COM        64120810         199      45,301  SH      DEFINED    1,6                          45,301
NEUROCRINE BIOSCIENC COM        64125C10      29,854     475,918  SH      DEFINED    1,2,5,12                    475,918
NEUROGEN CORP        COM        64124E10       1,628     246,987  SH      DEFINED    1,2                         246,987
NEUROMETRIX INC      COM        64125510       1,844      67,587  SH      DEFINED    1,2                          67,587
NEUSTAR INC          CL A       64126X20       9,177     300,997  SH      DEFINED    1,2                         300,997
NEW BRUNSWICK SCIENT COM        64287610         126      18,520  SH      DEFINED    1                            18,520
NEW CENTURY FINANCIA COM        6435EV10      16,529     458,249  SH      DEFINED    1,2,5                       458,249
NEW FRONTIER MEDIA I COM        64439810         129      19,757  SH      DEFINED    1                            19,757
NEW JERSEY RES       COM        64602510      15,097     360,389  SH      DEFINED    1,2,5                       360,389
NEW PLAN EXCEL RLTY  COM        64805310      52,407   2,260,850  SH      DEFINED    1,2,3,5,13                2,260,850
NEW RIV PHARMACEUTIC COM        64846820       4,404      84,882  SH      DEFINED    1,2                          84,882
NEW YORK & CO INC    COM        64929510       2,982     140,660  SH      DEFINED    1,2                         140,660
NEW YORK CMNTY BANCO COM        64944510      68,783   4,163,608  SH      DEFINED    1,2,5,7,8,10,12,13,14     4,163,608
NEW YORK TIMES CO    CL A       65011110     102,365   3,870,148  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,870,148
NEWALLIANCE BANCSHAR COM        65020310      20,578   1,415,280  SH      DEFINED    1,2,5                     1,415,280
NEWCASTLE INVT CORP  COM        65105M10      13,390     538,850  SH      DEFINED    1,2                         538,850
NEWELL RUBBERMAID IN COM        65122910     216,590   9,108,069  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,108,069
NEWFIELD EXPL CO     COM        65129010     122,811   2,452,781  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,452,781
NEWKIRK REALTY TR IN COM        65149710       1,620     104,500  SH      DEFINED    1,2                         104,500
NEWMARKET CORP       COM        65158710       6,529     266,930  SH      DEFINED    1,2,5                       266,930
NEWMONT MINING CORP  COM        65163910     707,295  13,245,220  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  13,245,220
NEWPARK RES INC      COM PAR $. 65171850       8,427   1,104,484  SH      DEFINED    1,2                       1,104,484
NEWPORT CORP         COM        65182410       9,328     688,942  SH      DEFINED    1,2,5,13                    688,942
NEWS CORP            CL A       65248E10   1,018,215  65,480,049  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  65,480,049
NEWS CORP            CL B       65248E20      43,311   2,607,508  SH      DEFINED    1,5,7,8,10,12,13,14       2,607,508
NEXSTAR BROADCASTING CL A       65336K10          73      14,490  SH      DEFINED    1                            14,490
NEXTEL PARTNERS INC  CL A       65333F10      39,550   1,415,516  SH      DEFINED    1,2,5,12                  1,415,516
NGP CAP RES CO       COM        62912R10       2,584     196,773  SH      DEFINED    1,2                         196,773
NIC INC              COM        62914B10       2,243     364,166  SH      DEFINED    1,2                         364,166
NICOR INC            COM        65408610      56,867   1,446,624  SH      DEFINED    1,2,5,6,10,13             1,446,624
NIDEC CORP           SPONSORED  65409010       4,505     208,190  SH      DEFINED    1                           208,190
NII HLDGS INC        CL B NEW   62913F20      69,415   1,589,168  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,589,168
NIKE INC             CL B       65410610     467,576   5,387,438  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,387,438
NIPPON TELEG & TEL C SPONSORED  65462410         237      10,410  SH      DEFINED    1                            10,410
NISOURCE INC         COM        65473P10     204,138   9,786,074  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,786,074
NISSAN MOTORS        SPONSORED  65474440         726      35,528  SH      DEFINED    1                            35,528
NITROMED INC         COM        65479850       2,573     184,423  SH      DEFINED    1,2                         184,423
NL INDS INC          COM NEW    62915640       1,599     113,454  SH      DEFINED    1,2                         113,454
NMS COMMUNICATIONS C COM        62924810         197      56,572  SH      DEFINED    1                            56,572
NMT MED INC          COM        62929410         204      12,716  SH      DEFINED    1                            12,716
NN INC               COM        62933710       2,444     230,588  SH      DEFINED    1,2                         230,588





                                                                                               
NOBLE CORPORATION    SHS        G6542210     287,812   4,080,119  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,080,119
NOBLE ENERGY INC     COM        65504410     122,407   3,037,386  SH      DEFINED    1,2,5,7,8,10,12,13,14     3,037,386
NOBLE INTL LTD       COM        65505310       1,667      79,974  SH      DEFINED    1,2                          79,974
NOKIA CORP           SPONSORED  65490220      10,298     562,735  SH      DEFINED    1,2                         562,735
NOMURA HLDGS INC     SPONSORED  65535H20         945      49,191  SH      DEFINED    1                            49,191
NORDSON CORP         COM        65566310      24,525     605,407  SH      DEFINED    1,2,5,13                    605,407
NORDSTROM INC        COM        65566410     336,425   8,995,325  SH      DEFINED    1,2,5,6,8,10,12,13        8,995,325
NORFOLK SOUTHERN COR COM        65584410     547,036  12,202,463  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  12,202,463
NORSK HYDRO A S      SPONSORED  65653160         302       2,930  SH      DEFINED    1                             2,930
NORTEL NETWORKS CORP COM        65656810       4,878   1,594,061  SH      DEFINED    1,2,5                     1,594,061
NORTH AMERN SCIENTIF COM        65715D10          28      13,000  SH      DEFINED    1                            13,000
NORTH FORK BANCORPOR COM        65942410     356,154  13,017,307  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  13,017,307
NORTH PITTSBURGH SYS COM        66156210       6,346     336,326  SH      DEFINED    1,2                         336,326
NORTHEAST UTILS      COM        66439710      44,465   2,258,269  SH      DEFINED    1,2,5,10,12,13            2,258,269
NORTHERN BORDER PART UNIT LTD P 66478510         427      10,160  SH      DEFINED    1,5                          10,160
NORTHERN EMPIRE BANC COM        66511210       1,985      83,890  SH      DEFINED    1,2                          83,890
NORTHERN TR CORP     COM        66585910     266,533   5,143,430  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,143,430
NORTHFIELD LABS INC  COM        66613510       3,613     269,605  SH      DEFINED    1,2                         269,605
NORTHROP GRUMMAN COR COM        66680710   2,028,576  33,747,734  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  33,747,734
NORTHSTAR RLTY FIN C COM        66704R10       2,510     246,347  SH      DEFINED    1,2                         246,347
NORTHWEST BANCORP IN COM        66732810       5,223     245,688  SH      DEFINED    1,2                         245,688
NORTHWEST NAT GAS CO COM        66765510      18,284     534,936  SH      DEFINED    1,2,5                       534,936
NORTHWESTERN CORP    COM NEW    66807430      14,144     455,245  SH      DEFINED    1,2                         455,245
NOVAMED INC DEL      COM        66986W10          95      14,552  SH      DEFINED    1                            14,552
NOVARTIS A G         SPONSORED  66987V10       5,444     103,741  SH      DEFINED    1,2                         103,741
NOVASTAR FINL INC    COM        66994740      11,979     426,159  SH      DEFINED    1,2                         426,159
NOVATEL WIRELESS INC COM NEW    66987M60       7,428     613,374  SH      DEFINED    1,2,6                       613,374
NOVAVAX INC          COM        67000210         103      26,866  SH      DEFINED    1                            26,866
NOVELL INC           COM        67000610      82,196   9,308,671  SH      DEFINED    1,2,5,6,10,13             9,308,671
NOVELLUS SYS INC     COM        67000810      91,838   3,807,529  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,807,529
NOVEN PHARMACEUTICAL COM        67000910       6,563     433,753  SH      DEFINED    1,2,6                       433,753
NOVO-NORDISK A S     ADR        67010020       1,094      19,445  SH      DEFINED    1                            19,445
NPS PHARMACEUTICALS  COM        62936P10       6,396     540,224  SH      DEFINED    1,2,5                       540,224
NRG ENERGY INC       COM NEW    62937750      35,447     752,275  SH      DEFINED    1,2,5                       752,275
NS GROUP INC         COM        62891610      14,343     343,041  SH      DEFINED    1,2,5                       343,041
NSTAR                COM        67019E10      46,884   1,633,588  SH      DEFINED    1,2,5,12,13               1,633,588
NTL INC DEL          COM        62940M10      64,093     941,440  SH      DEFINED    1,2,5,7,8,10,12,13,14       941,440
NTN COMMUNUNICATIONS COM NEW    62941030          35      23,400  SH      DEFINED    1                            23,400
NTT DOCOMO INC       SPONS ADR  62942M20       1,234      80,533  SH      DEFINED    1                            80,533
NU HORIZONS ELECTRS  COM        66990810         128      12,690  SH      DEFINED    1                            12,690
NU SKIN ENTERPRISES  CL A       67018T10      12,264     697,637  SH      DEFINED    1,2                         697,637
NUANCE COMMUNICATION COM        67020Y10      11,006   1,442,478  SH      DEFINED    1,2,5                     1,442,478
NUCO2 INC            COM        62942810       3,344     119,935  SH      DEFINED    1,2                         119,935
NUCOR CORP           COM        67034610     464,088   6,955,759  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,955,759
NUTRACEUTICAL INTL C COM        67060Y10         217      16,100  SH      DEFINED    1                            16,100
NUTRI SYS INC NEW    COM        67069D10      10,909     302,855  SH      DEFINED    1,2                         302,855
NUVASIVE INC         COM        67070410       3,179     175,650  SH      DEFINED    1,2                         175,650
NUVEEN INVTS INC     CL A       67090F10      99,217   2,327,951  SH      DEFINED    1,2,5,10                  2,327,951
NUVELO INC           COM NEW    67072M30       3,928     484,316  SH      DEFINED    1,2                         484,316
NVIDIA CORP          COM        67066G10     177,434   4,853,230  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,853,230
NVR INC              COM        62944T10     142,679     203,247  SH      DEFINED    1,2,5,6,7,8,10,12,13,14     203,247
NYMAGIC INC          COM        62948410       2,087      84,199  SH      DEFINED    1                            84,199
O CHARLEYS INC       COM        67082310       5,043     325,139  SH      DEFINED    1,2,6                       325,139
O REILLY AUTOMOTIVE  COM        68609110      44,996   1,405,686  SH      DEFINED    1,2,5,12,13               1,405,686
O2MICRO INTERNATIONA SPONS ADR  67107W10         155      15,200  SH      DEFINED    1                            15,200
OAK HILL FINL INC    COM        67133710         314       9,441  SH      DEFINED    1                             9,441
OAKLEY INC           COM        67366210       6,009     409,049  SH      DEFINED    1,2,5                       409,049
OCCIDENTAL PETE CORP COM        67459910   1,163,856  14,570,059  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  14,570,059
OCCULOGIX INC        COM        67461T10         680      94,401  SH      DEFINED    1                            94,401





                                                                                               
OCEANEERING INTL INC COM        67523210      17,633     354,213  SH      DEFINED    1,2,5                       354,213
OCEANFIRST FINL CORP COM        67523410       2,965     130,269  SH      DEFINED    1,2                         130,269
OCTEL CORP           COM        67572710       3,623     222,686  SH      DEFINED    1,2,5                       222,686
OCWEN FINL CORP      COM        67574610       5,128     589,456  SH      DEFINED    1,2                         589,456
ODYSSEY HEALTHCARE I COM        67611V10      22,365   1,199,824  SH      DEFINED    1,2,5,6                   1,199,824
ODYSSEY MARINE EXPLO COM        67611810       1,342     379,110  SH      DEFINED    1,2                         379,110
ODYSSEY RE HLDGS COR COM        67612W10       4,360     173,837  SH      DEFINED    1,2                         173,837
OFFICE DEPOT INC     COM        67622010     281,501   8,964,997  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   8,964,997
OFFICEMAX INC DEL    COM        67622P10      58,506   2,307,029  SH      DEFINED    1,2,5,6,10,12,13          2,307,029
OFFSHORE LOGISTICS I COM        67625510       8,597     294,428  SH      DEFINED    1,2                         294,428
OGE ENERGY CORP      COM        67083710      51,285   1,914,346  SH      DEFINED    1,2,5,6,13                1,914,346
OHIO CAS CORP        COM        67724010      33,903   1,197,130  SH      DEFINED    1,2,5,13                  1,197,130
OIL STS INTL INC     COM        67802610      18,062     570,145  SH      DEFINED    1,2                         570,145
OLD DOMINION FGHT LI COM        67958010      10,306     382,279  SH      DEFINED    1,2,6                       382,279
OLD NATL BANCORP IND COM        68003310      24,738   1,143,179  SH      DEFINED    1,2,5                     1,143,179
OLD REP INTL CORP    COM        68022310     118,481   4,511,856  SH      DEFINED    1,2,5,7,8,10,12,13,14     4,511,856
OLD SECOND BANCORP I COM        68027710       5,746     187,946  SH      DEFINED    1,2                         187,946
OLIN CORP            COM PAR $1 68066520      24,311   1,235,291  SH      DEFINED    1,2,5,13                  1,235,291
OLYMPIC STEEL INC    COM        68162K10         869      34,954  SH      DEFINED    1                            34,954
OM GROUP INC         COM        67087210       9,265     493,892  SH      DEFINED    1,2,5                       493,892
OMEGA FINL CORP      COM        68209210       4,886     175,308  SH      DEFINED    1,2,5                       175,308
OMEGA FLEX INC       COM        68209510         520      29,909  SH      DEFINED    1,2                          29,909
OMEGA HEALTHCARE INV COM        68193610       9,115     724,019  SH      DEFINED    1,2,3                       724,019
OMEGA PROTEIN CORP   COM        68210P10         137      20,430  SH      DEFINED    1                            20,430
OMI CORP NEW         COM        Y6476W10       2,395     131,946  SH      DEFINED    1,2,5                       131,946
OMNICARE INC         COM        68190410     114,110   1,994,226  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,994,226
OMNICELL INC         COM        68213N10       4,251     355,700  SH      DEFINED    1                           355,700
OMNICOM GROUP INC    COM        68191910     431,929   5,073,756  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,073,756
OMNIVISION TECHNOLOG COM        68212810      20,545   1,029,284  SH      DEFINED    1,2,5                     1,029,284
OMNOVA SOLUTIONS INC COM        68212910         247      51,517  SH      DEFINED    1                            51,517
ON ASSIGNMENT INC    COM        68215910         745      68,325  SH      DEFINED    1,6                          68,325
ON SEMICONDUCTOR COR COM        68218910      10,327   1,867,511  SH      DEFINED    1,2                       1,867,511
ON2 TECHNOLOGIES INC COM        68338A10          28      26,200  SH      DEFINED    1                            26,200
ONE LIBERTY PPTYS IN COM        68240610       2,535     137,674  SH      DEFINED    1,2,3                       137,674
ONEOK INC NEW        COM        68268010      39,089   1,467,874  SH      DEFINED    1,2,5,13                  1,467,874
ONLINE RES CORP      COM        68273G10       2,829     256,061  SH      DEFINED    1,2                         256,061
ONYX PHARMACEUTICALS COM        68339910      14,519     504,140  SH      DEFINED    1,2,5                       504,140
ONYX SOFTWARE CORP   COM NEW    68340220          44      10,307  SH      DEFINED    1                            10,307
OPEN JT STK CO-VIMPE SPONSORED  68370R10       6,268     141,722  SH      DEFINED    1,2,5,7                     141,722
OPEN SOLUTIONS INC   COM        68371P10       5,711     249,156  SH      DEFINED    1,2,6                       249,156
OPENTV CORP          CL A       G6754310         119      53,118  SH      DEFINED    1                            53,118
OPENWAVE SYS INC     COM NEW    68371830      19,981   1,143,758  SH      DEFINED    1,2,5                     1,143,758
OPLINK COMMUNICATION COM NEW    68375Q40       3,273     225,750  SH      DEFINED    1,2                         225,750
OPNET TECHNOLOGIES I COM        68375710         326      35,484  SH      DEFINED    1,2,5                        35,484
OPSWARE INC          COM        68383A10       6,290     926,336  SH      DEFINED    1,2,5                       926,336
OPTICAL COMMUNICATIO CL A       68382T10         386     167,114  SH      DEFINED    1,2                         167,114
OPTION CARE INC      COM        68394810       3,986     298,359  SH      DEFINED    1,2,5                       298,359
OPTIONSXPRESS HLDGS  COM        68401010       8,330     339,315  SH      DEFINED    1,2                         339,315
ORACLE CORP          COM        68389X10   1,368,766 112,102,050  SH      DEFINED    1,2,5,6,7,8,10,12,13,14 112,102,050
ORASURE TECHNOLOGIES COM        68554V10       8,537     967,951  SH      DEFINED    1,2,5                       967,951
ORBITAL SCIENCES COR COM        68556410       9,384     730,846  SH      DEFINED    1,2                         730,846
ORBOTECH LTD         ORD        M7525310         571      23,817  SH      DEFINED    1,2,5,7                      23,817
ORCHID CELLMARK INC  COM        68573C10       2,074     272,876  SH      DEFINED    1,2                         272,876
OREGON STL MLS INC   COM        68607910      13,254     450,512  SH      DEFINED    1,2                         450,512
ORIENTAL FINL GROUP  COM        68618W10       4,127     333,940  SH      DEFINED    1,2                         333,940
ORIENT-EXPRESS HOTEL CL A       G6774310       1,410      44,738  SH      DEFINED    1,2                          44,738
ORIGEN FINL INC      COM        68619E20       1,135     159,383  SH      DEFINED    1,2                         159,383
ORIX CORP            SPONSORED  68633010       1,866      14,660  SH      DEFINED    1                            14,660
ORLEANS HOMEBUILDERS COM        68658810         684      37,272  SH      DEFINED    1                            37,272





                                                                                               
ORMAT TECHNOLOGIES I COM        68668810       1,456      55,711  SH      DEFINED    1,2                          55,711
ORTHOLOGIC CORP      COM        68750J10         256      52,331  SH      DEFINED    1,5                          52,331
ORTHOVITA INC        COM        68750U10          93      23,990  SH      DEFINED    1                            23,990
OSCIENT PHARMACEUTIC COM        68812R10         166      73,060  SH      DEFINED    1                            73,060
OSHKOSH TRUCK CORP   COM        68823920      32,873     737,234  SH      DEFINED    1,2,5,6                     737,234
OSI PHARMACEUTICALS  COM        67104010      15,630     557,406  SH      DEFINED    1,2,5,12                    557,406
OSI SYSTEMS INC      COM        67104410       3,513     191,017  SH      DEFINED    1,2                         191,017
OSTEOTECH INC        COM        68858210         245      49,236  SH      DEFINED    1,5,6                        49,236
OTTER TAIL CORP      COM        68964810      11,268     388,808  SH      DEFINED    1,2,5                       388,808
OUTBACK STEAKHOUSE I COM        68989910      40,015     961,670  SH      DEFINED    1,2,5,12,13                 961,670
OUTDOOR CHANNEL HLDG COM NEW    69002720         888      65,752  SH      DEFINED    1,2                          65,752
OVERLAND STORAGE INC COM        69031010         160      19,970  SH      DEFINED    1                            19,970
OVERSEAS SHIPHOLDING COM        69036810      44,825     889,557  SH      DEFINED    1,2,7,10,12,13,14           889,557
OVERSTOCK COM INC DE COM        69037010       4,185     148,684  SH      DEFINED    1,2,5                       148,684
OWENS & MINOR INC NE COM        69073210      15,463     561,661  SH      DEFINED    1,2,5,6                     561,661
OWENS ILL INC        COM NEW    69076840     187,058   8,890,574  SH      DEFINED    1,2,5,7,8,10,12,13,14     8,890,574
OXFORD INDS INC      COM        69149730      12,617     230,651  SH      DEFINED    1,2,6                       230,651
OXIGENE INC          COM        69182810          80      20,129  SH      DEFINED    1                            20,129
P A M TRANSN SVCS IN COM        69314910       1,060      59,594  SH      DEFINED    1,2                          59,594
P C CONNECTION       COM        69318J10         100      18,585  SH      DEFINED    1                            18,585
P F CHANGS CHINA BIS COM        69333Y10      25,855     520,960  SH      DEFINED    1,2,6                       520,960
P T TELEKOMUNIKASI I SPONSORED  71568410       2,094      87,776  SH      DEFINED    1,2                          87,776
PAB BANKSHARES INC   COM        69313P10         256      14,000  SH      DEFINED    1,2                          14,000
PACCAR INC           COM        69371810     315,892   4,562,929  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,562,929
PACER INTL INC TENN  COM        69373H10      14,568     559,024  SH      DEFINED    1,2                         559,024
PACIFIC CAP BANCORP  COM        69404P10      22,187     623,067  SH      DEFINED    1,2,5                       623,067
PACIFIC ENERGY PARTN COM UNIT   69422R10         869      29,603  SH      DEFINED    1,2                          29,603
PACIFIC ETHANOL INC  COM        69423U10         688      63,582  SH      DEFINED    1,2                          63,582
PACIFIC SUNWEAR CALI COM        69487310      50,540   2,028,077  SH      DEFINED    1,2,5,13                  2,028,077
PACIFICARE HEALTH SY COM        69511210         272       3,000  SH      DEFINED    1,5                           3,000
PACKAGING CORP AMER  COM        69515610      24,019   1,046,594  SH      DEFINED    1,2,5,13                  1,046,594
PACKETEER INC        COM        69521010       4,301     553,542  SH      DEFINED    1,2                         553,542
PACTIV CORP          COM        69525710      94,462   4,293,707  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,293,707
PAC-WEST TELECOM INC COM        69371Y10          11      11,491  SH      DEFINED    1                            11,491
PAIN THERAPEUTICS IN COM        69562K10       2,479     366,665  SH      DEFINED    1,2                         366,665
PAINCARE HLDGS INC   COM        69562E10       1,523     467,234  SH      DEFINED    1,2                         467,234
PALATIN TECHNOLOGIES COM NEW    69607730         156      47,960  SH      DEFINED    1                            47,960
PALL CORP            COM        69642930      90,858   3,382,669  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,382,669
PALM HARBOR HOMES    COM        69663910       4,003     212,902  SH      DEFINED    1,2                         212,902
PALM INC NEW         COM        69664310      30,310     953,147  SH      DEFINED    1,2,5                       953,147
PALOMAR MED TECHNOLO COM NEW    69752930       7,188     205,128  SH      DEFINED    1,2                         205,128
PAN PACIFIC RETAIL P COM        69806L10      52,240     780,980  SH      DEFINED    1,2,3,5                     780,980
PANACOS PHARMACEUTIC COM        69811Q10         309      44,561  SH      DEFINED    1                            44,561
PANAMSAT HLDG CORP   COM        69831Y10      10,812     441,320  SH      DEFINED    1,2                         441,320
PANERA BREAD CO      CL A       69840W10      26,595     404,916  SH      DEFINED    1,2,5,6                     404,916
PANTRY INC           COM        69865710      20,332     432,687  SH      DEFINED    1,2                         432,687
PAPA JOHNS INTL INC  COM        69881310      24,322     410,080  SH      DEFINED    1,2,6                       410,080
PAR PHARMACEUTICAL C COM        69888P10      25,174     803,250  SH      DEFINED    1,2,5,13                    803,250
PAR TECHNOLOGY CORP  COM        69888410       1,101      39,646  SH      DEFINED    1,2                          39,646
PARALLEL PETE CORP D COM        69915710       7,022     412,842  SH      DEFINED    1,2                         412,842
PARAMETRIC TECHNOLOG COM        69917310      48,616   7,969,841  SH      DEFINED    1,2,5,6,10,12,13          7,969,841
PAREXEL INTL CORP    COM        69946210       7,501     370,238  SH      DEFINED    1,2,6                       370,238
PARK ELECTROCHEMICAL COM        70041620       7,422     285,675  SH      DEFINED    1,2,6                       285,675
PARK NATL CORP       COM        70065810      17,731     172,747  SH      DEFINED    1,2,5                       172,747
PARK OHIO HLDGS CORP COM        70066610         169      11,968  SH      DEFINED    1                            11,968
PARKER DRILLING CO   COM        70108110      13,276   1,225,849  SH      DEFINED    1,2,5                     1,225,849
PARKER HANNIFIN CORP COM        70109410     232,289   3,521,658  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,521,658
PARKVALE FINL CORP   COM        70149210         280       9,932  SH      DEFINED    1                             9,932
PARKWAY PPTYS INC    COM        70159Q10      12,487     311,092  SH      DEFINED    1,2,3                       311,092





                                                                                               
PARLUX FRAGRANCES IN COM        70164510       2,861      93,712  SH      DEFINED    1,2                          93,712
PARTNERRE LTD        COM        G6852T10      18,935     288,336  SH      DEFINED    1,2,5,7,8,10,12,13,14       288,336
PARTNERS TR FINL GRO COM        70213F10       8,367     694,329  SH      DEFINED    1,2,5                       694,329
PATHMARK STORES INC  COM        70322A10       8,631     863,997  SH      DEFINED    1,2                         863,997
PATRICK INDS INC     COM        70334310         114      10,800  SH      DEFINED    1                            10,800
PATTERSON COMPANIES  COM        70339510     117,906   3,530,123  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,530,123
PATTERSON UTI ENERGY COM        70348110     103,751   3,148,731  SH      DEFINED    1,2,5,7,8,10,12,13,14     3,148,731
PAULA FINL DEL       COM        70358810          29      14,600  SH      DEFINED    1                            14,600
PAXAR CORP           COM        70422710       9,923     505,509  SH      DEFINED    1,2,6                       505,509
PAXSON COMMUNICATION COM        70423110          34      37,701  SH      DEFINED    1                            37,701
PAYCHEX INC          COM        70432610     347,934   9,127,329  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,127,329
PAYLESS SHOESOURCE I COM        70437910      84,325   3,359,551  SH      DEFINED    1,2,5,13                  3,359,551
PC-TEL INC           COM        69325Q10         512      58,434  SH      DEFINED    1,2,6                        58,434
PDF SOLUTIONS INC    COM        69328210       4,910     302,146  SH      DEFINED    1,2,5                       302,146
PEABODY ENERGY CORP  COM        70454910     189,449   2,298,576  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,298,576
PEAPACK-GLADSTONE FI COM        70469910       2,989     107,120  SH      DEFINED    1,2                         107,120
PEARSON PLC          SPONSORED  70501510         511      43,084  SH      DEFINED    1                            43,084
PEDIATRIX MED GROUP  COM        70532410      35,784     404,020  SH      DEFINED    1,2,5,6                     404,020
PEETS COFFEE & TEA I COM        70556010       7,742     255,091  SH      DEFINED    1,2,6                       255,091
PEGASUS SOLUTIONS IN COM        70590610       2,698     300,783  SH      DEFINED    1,2,6                       300,783
PEGASYSTEMS INC      COM        70557310       1,190     162,732  SH      DEFINED    1,2                         162,732
PEMSTAR INC          COM        70655210          64      43,224  SH      DEFINED    1                            43,224
PENN NATL GAMING INC COM        70756910      28,227     856,673  SH      DEFINED    1,2,5                       856,673
PENN VA CORP         COM        70788210      15,783     274,972  SH      DEFINED    1,2                         274,972
PENN VA RESOURCES PA COM        70788410       1,416      25,486  SH      DEFINED    1,2                          25,486
PENNEY J C INC       COM        70816010   1,825,216  32,827,629  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  32,827,629
PENNFED FINL SVCS IN COM        70816710       2,342     127,159  SH      DEFINED    1,2                         127,159
PENNSYLVANIA COMM BA COM        70867710       1,604      50,360  SH      DEFINED    1,2                          50,360
PENNSYLVANIA RL ESTA SH BEN INT 70910210      29,655     793,758  SH      DEFINED    1,2,3,5                     793,758
PENTAIR INC          COM        70963110      59,591   1,726,272  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,726,272
PENWEST PHARMACEUTIC COM        70975410       5,078     260,147  SH      DEFINED    1,2                         260,147
PEOPLES BANCORP INC  COM        70978910       5,487     192,331  SH      DEFINED    1,2                         192,331
PEOPLES BK BRIDGEPOR COM        71019810      19,570     630,069  SH      DEFINED    1,2,5,12                    630,069
PEOPLES ENERGY CORP  COM        71103010      44,611   1,272,055  SH      DEFINED    1,2,5,6,10,13             1,272,055
PEP BOYS MANNY MOE & COM        71327810      14,005     940,560  SH      DEFINED    1,2,5,6                     940,560
PEPCO HOLDINGS INC   COM        71329110      88,182   3,941,960  SH      DEFINED    1,2,5,7,8,10,12,13,14     3,941,960
PEPSI BOTTLING GROUP COM        71340910     456,570  15,958,423  SH      DEFINED    1,2,5,6,7,10,12,13,14    15,958,423
PEPSIAMERICAS INC    COM        71343P20      27,455   1,180,338  SH      DEFINED    1,2,5,6,12,13             1,180,338
PEPSICO INC          COM        71344810   2,831,535  47,927,135  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  47,927,135
PEREGRINE PHARMACEUT COM        71366110         249     268,200  SH      DEFINED    1,5                         268,200
PERFORMANCE FOOD GRO COM        71375510      23,027     811,650  SH      DEFINED    1,2,5,6                     811,650
PERFORMANCE TECHNOLO COM        71376K10         146      17,817  SH      DEFINED    1                            17,817
PERICOM SEMICONDUCTO COM        71383110       2,682     336,531  SH      DEFINED    1,2,6                       336,531
PERINI CORP          COM        71383910       5,747     237,968  SH      DEFINED    1,2                         237,968
PERKINELMER INC      COM        71404610      78,116   3,315,600  SH      DEFINED    1,2,5,6,10,12,13          3,315,600
PERMA-FIX ENVIRONMEN COM        71415710          40      23,800  SH      DEFINED    1                            23,800
PEROT SYS CORP       CL A       71426510      23,368   1,652,631  SH      DEFINED    1,2,5                     1,652,631
PERRIGO CO           COM        71429010      22,559   1,513,013  SH      DEFINED    1,2,5,13                  1,513,013
PER-SE TECHNOLOGIES  COM NEW    71356930      12,181     521,440  SH      DEFINED    1,2                         521,440
PERVASIVE SOFTWARE I COM        71571010          84      19,100  SH      DEFINED    1                            19,100
PETCO ANIMAL SUPPLIE COM NEW    71601620      16,271     741,272  SH      DEFINED    1,2,5                       741,272
PETROBRAS ENERGIA PA SP ADR B S 71646M10       3,471     281,271  SH      DEFINED    1,2,5,7                     281,271
PETRO-CDA            COM        71644E10       2,802      69,883  SH      DEFINED    1,5,7                        69,883
PETROCHINA CO LTD    SPONSORED  71646E10       3,172      38,702  SH      DEFINED    1                            38,702
PETROHAWK ENERGY COR COM        71649510       9,055     684,939  SH      DEFINED    1,2                         684,939
PETROLEO BRASILEIRO  SPONSORED  71654V10      50,385     782,748  SH      DEFINED    1,2                         782,748
PETROLEO BRASILEIRO  SPONSORED  71654V40      67,296     944,241  SH      DEFINED    1,2,4,5                     944,241
PETROLEUM DEV CORP   COM        71657810      12,364     370,840  SH      DEFINED    1,2,5                       370,840
PETROQUEST ENERGY IN COM        71674810       4,853     586,089  SH      DEFINED    1,2                         586,089





                                                                                               
PETSMART INC         COM        71676810      65,961   2,570,579  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,570,579
PFF BANCORP INC      COM        69331W10      13,597     445,508  SH      DEFINED    1,2                         445,508
PFIZER INC           COM        71708110   5,438,921 233,229,890  SH      DEFINED    1,2,5,6,7,8,10,12,13,14 233,229,890
PG&E CORP            COM        69331C10     505,480  13,617,449  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  13,617,449
PHARMACEUTICAL PROD  COM        71712410      38,920     628,241  SH      DEFINED    1,2,5,6,12                  628,241
PHARMACYCLICS INC    COM        71693310          67      18,888  SH      DEFINED    1                            18,888
PHARMION CORP        COM        71715B40       5,006     281,704  SH      DEFINED    1,2                         281,704
PHARMOS CORP         COM PAR $. 71713930          29      14,233  SH      DEFINED    1                            14,233
PHASE FORWARD INC    COM        71721R40       2,977     305,322  SH      DEFINED    1,2                         305,322
PHELPS DODGE CORP    COM        71726510     586,633   4,077,520  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,077,520
PHH CORP             COM NEW    69332020      33,353   1,190,319  SH      DEFINED    1,2,5,13                  1,190,319
PHILADELPHIA CONS HL COM        71752810      17,452     180,496  SH      DEFINED    1,2,5                       180,496
PHILIPPINE LONG DIST SPONSORED  71825260       5,195     154,891  SH      DEFINED    1,2,7                       154,891
PHILLIPS VAN HEUSEN  COM        71859210      22,641     698,789  SH      DEFINED    1,2,6                       698,789
PHOENIX COS INC NEW  COM        71902E10      32,285   2,366,923  SH      DEFINED    1,2,5                     2,366,923
PHOENIX TECHNOLOGY L COM        71915310       1,591     254,115  SH      DEFINED    1,2,6                       254,115
PHOTON DYNAMICS INC  COM        71936410       4,294     234,917  SH      DEFINED    1,2,6                       234,917
PHOTRONICS INC       COM        71940510      11,413     757,814  SH      DEFINED    1,2,5,6                     757,814
PICO HLDGS INC       COM NEW    69336620       8,392     260,126  SH      DEFINED    1,2                         260,126
PIEDMONT NAT GAS INC COM        72018610      16,628     688,230  SH      DEFINED    1,2,5                       688,230
PIER 1 IMPORTS INC   COM        72027910      13,842   1,585,557  SH      DEFINED    1,2,5,13                  1,585,557
PIKE ELEC CORP       COM        72128310       1,827     112,648  SH      DEFINED    1,2                         112,648
PILGRIMS PRIDE CORP  COM        72146710      52,555   1,584,878  SH      DEFINED    1,2,7,10,12,14            1,584,878
PINNACLE AIRL CORP   COM        72344310       4,295     643,894  SH      DEFINED    1,2                         643,894
PINNACLE ENTMT INC   COM        72345610      17,000     687,992  SH      DEFINED    1,2,5,6                     687,992
PINNACLE FINL PARTNE COM        72346Q10       2,033      81,402  SH      DEFINED    1,2                          81,402
PINNACLE WEST CAP CO COM        72348410     124,686   3,015,376  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,015,376
PIONEER CORP JAPAN   SPONSORED  72364610         244      17,655  SH      DEFINED    1                            17,655
PIONEER COS INC      COM NEW    72364330       3,647     121,697  SH      DEFINED    1,2                         121,697
PIONEER DRILLING CO  COM        72365510       4,750     264,908  SH      DEFINED    1,2                         264,908
PIONEER NAT RES CO   COM        72378710     147,629   2,879,451  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,879,451
PIPER JAFFRAY COS    COM        72407810      16,814     416,184  SH      DEFINED    1,2,5                       416,184
PITNEY BOWES INC     COM        72447910     268,727   6,360,402  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,360,402
PIXAR                COM        72581110      34,455     653,540  SH      DEFINED    1,2,5,6,8,12                653,540
PIXELWORKS INC       COM        72581M10       3,430     675,128  SH      DEFINED    1,2,5                       675,128
PLACER DOME INC      COM        72590610         287      12,533  SH      DEFINED    1,5                          12,533
PLACER SIERRA BANCSH COM        72607910       1,983      71,550  SH      DEFINED    1,2                          71,550
PLAINS ALL AMERN PIP UNIT LTD P 72650310       2,901      73,317  SH      DEFINED    1,2,5                        73,317
PLAINS EXPL& PRODTN  COM        72650510      41,954   1,055,979  SH      DEFINED    1,2,5,12,13               1,055,979
PLANAR SYS INC       COM        72690010       3,243     387,510  SH      DEFINED    1,2,5,6                     387,510
PLANTRONICS INC NEW  COM        72749310      24,927     880,820  SH      DEFINED    1,2,5,12,13                 880,820
PLATINUM UNDERWRITER COM        G7127P10       2,064      66,429  SH      DEFINED    1,2,5                        66,429
PLATO LEARNING INC   COM        72764Y10         215      27,107  SH      DEFINED    1                            27,107
PLAYBOY ENTERPRISES  CL B       72811730       4,369     314,548  SH      DEFINED    1,2                         314,548
PLAYTEX PRODS INC    COM        72813P10      15,165   1,109,386  SH      DEFINED    1,2,6                     1,109,386
PLEXUS CORP          COM        72913210      18,356     807,206  SH      DEFINED    1,2,5,13                    807,206
PLUG POWER INC       COM        72919P10       3,184     620,655  SH      DEFINED    1,2,5                       620,655
PLUM CREEK TIMBER CO COM        72925110     177,773   4,931,289  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,931,289
PLX TECHNOLOGY INC   COM        69341710       2,477     288,038  SH      DEFINED    1,2                         288,038
PMA CAP CORP         CL A       69341920       4,176     457,386  SH      DEFINED    1,2,5                       457,386
PMC COML TR          SH BEN INT 69343410         212      17,238  SH      DEFINED    1,2                          17,238
PMC-SIERRA INC       COM        69344F10      38,857   5,039,813  SH      DEFINED    1,2,5,6,10,13             5,039,813
PMI GROUP INC        COM        69344M10      65,471   1,594,132  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,594,132
PNC FINL SVCS GROUP  COM        69347510     525,071   8,492,171  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   8,492,171
PNM RES INC          COM        69349H10      22,126     903,463  SH      DEFINED    1,2,5,13                    903,463
POGO PRODUCING CO    COM        73044810      61,032   1,225,300  SH      DEFINED    1,2,5,12,13               1,225,300
POINT THERAPEUTICS I COM        73069410          36      10,341  SH      DEFINED    1                            10,341
POLARIS INDS INC     COM        73106810      36,360     724,299  SH      DEFINED    1,2,5,6,12                  724,299
POLO RALPH LAUREN CO CL A       73157210      41,106     732,203  SH      DEFINED    1,2,5,12,13                 732,203





                                                                                               
POLYCOM INC          COM        73172K10      28,066   1,834,347  SH      DEFINED    1,2,5,12,13               1,834,347
POLYMEDICA CORP      COM        73173810      13,123     392,088  SH      DEFINED    1,2,6                       392,088
POLYONE CORP         COM        73179P10       9,183   1,428,083  SH      DEFINED    1,2,5                     1,428,083
POMEROY IT SOLUTIONS COM        73182210         127      15,201  SH      DEFINED    1                            15,201
POPE & TALBOT INC    COM        73282710       2,675     321,131  SH      DEFINED    1,5                         321,131
POPULAR INC          COM        73317410      55,930   2,644,448  SH      DEFINED    1,2,5,12                  2,644,448
PORTALPLAYER INC     COM        73618720       9,913     350,039  SH      DEFINED    1,2                         350,039
PORTFOLIO RECOVERY A COM        73640Q10      17,198     370,321  SH      DEFINED    1,2,6                       370,321
PORTUGAL TELECOM SGP SPONSORED  73727310         401      39,828  SH      DEFINED    1                            39,828
POSCO                SPONSORED  69348310       7,519     151,863  SH      DEFINED    1,2,5                       151,863
POSSIS MEDICAL INC   COM        73740710       5,606     563,388  SH      DEFINED    1,2,6                       563,388
POST PPTYS INC       COM        73746410      39,886     998,390  SH      DEFINED    1,2,3,5                     998,390
POTLATCH CORP        COM        73762810      26,970     529,037  SH      DEFINED    1,2,5,13                    529,037
POWELL INDS INC      COM        73912810       2,345     130,564  SH      DEFINED    1,2                         130,564
POWER INTEGRATIONS I COM        73927610       9,493     398,713  SH      DEFINED    1,2,5,6                     398,713
POWER-ONE INC        COM        73930810       5,886     977,687  SH      DEFINED    1,2,5                       977,687
POWERWAVE TECHNOLOGI COM        73936310      24,727   1,967,155  SH      DEFINED    1,2,5,13                  1,967,155
POZEN INC            COM        73941U10       3,613     376,763  SH      DEFINED    1,2,5                       376,763
PPG INDS INC         COM        69350610     286,968   4,956,275  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,956,275
PPL CORP             COM        69351T10     346,642  11,790,552  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  11,790,552
PRA INTL             COM        69353C10       5,918     210,214  SH      DEFINED    1,2                         210,214
PRAECIS PHARMACEUTIC COM NEW    73942140          56      13,955  SH      DEFINED    1,5                          13,955
PRAXAIR INC          COM        74005P10     485,634   9,169,817  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,169,817
PRE PAID LEGAL SVCS  COM        74006510      11,662     305,216  SH      DEFINED    1,2,6                       305,216
PRECISION CASTPARTS  COM        74018910     120,552   2,326,811  SH      DEFINED    1,2,5,10,12,13            2,326,811
PREFERRED BK LOS ANG COM        74036710       1,850      41,576  SH      DEFINED    1,2                          41,576
PREFORMED LINE PRODS COM        74044410       1,093      25,552  SH      DEFINED    1,2                          25,552
PREMIERE GLOBAL SVCS COM        74058510      10,633   1,307,835  SH      DEFINED    1,2                       1,307,835
PREMIERWEST BANCORP  COM        74092110       1,825     130,342  SH      DEFINED    1,2                         130,342
PREMIUM STD FARMS IN COM        74060C10       1,321      88,274  SH      DEFINED    1,2                          88,274
PRENTISS PPTYS TR    SH BEN INT 74070610      39,774     977,732  SH      DEFINED    1,2,3,5                     977,732
PRESIDENTIAL LIFE CO COM        74088410       6,324     332,160  SH      DEFINED    1,2                         332,160
PRESSTEK INC         COM        74111310       4,027     445,463  SH      DEFINED    1,2                         445,463
PRESTIGE BRANDS HLDG COM        74112D10       4,567     365,358  SH      DEFINED    1,2                         365,358
PRG-SCHULTZ INTERNAT COM        69357C10         336     551,511  SH      DEFINED    1,2                         551,511
PRICE COMMUNICATIONS COM NEW    74143730       9,669     650,229  SH      DEFINED    1,2,5                       650,229
PRICE T ROWE GROUP I COM        74144T10     248,918   3,455,756  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,455,756
PRICELINE COM INC    COM NEW    74150340      12,034     539,161  SH      DEFINED    1,2,5                       539,161
PRICESMART INC       COM        74151110          98      11,750  SH      DEFINED    1                            11,750
PRIDE INTL INC DEL   COM        74153Q10     129,328   4,205,782  SH      DEFINED    1,2,5,10,12,13            4,205,782
PRIMEDIA INC         COM        74157K10       3,173   1,971,074  SH      DEFINED    1,2,5                     1,971,074
PRIMUS TELECOMMUNICA COM        74192910          57      75,862  SH      DEFINED    1                            75,862
PRINCETON REVIEW INC COM        74235210         204      39,583  SH      DEFINED    1,5                          39,583
PRINCIPAL FINANCIAL  COM        74251V10     404,351   8,525,210  SH      DEFINED    1,2,5,6,8,10,12,13        8,525,210
PRIVATEBANCORP INC   COM        74296210       9,205     258,798  SH      DEFINED    1,2,5                       258,798
PROASSURANCE CORP    COM        74267C10      19,421     399,275  SH      DEFINED    1,2,5                       399,275
PROCTER & GAMBLE CO  COM        74271810   6,024,743 104,090,237  SH      DEFINED    1,2,5,6,7,8,10,12,13,14 104,090,237
PROGENICS PHARMACEUT COM        74318710       5,994     239,677  SH      DEFINED    1,2                         239,677
PROGRESS ENERGY INC  COM        74326310     962,524  21,915,400  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  21,915,400
PROGRESS SOFTWARE CO COM        74331210      16,719     589,111  SH      DEFINED    1,2,5,6                     589,111
PROGRESSIVE CORP OHI COM        74331510     625,650   5,357,507  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,357,507
PROLIANCE INTL INC   COM        74340R10         152      28,673  SH      DEFINED    1,2,5                        28,673
PROLOGIS             SH BEN INT 74341010     414,032   8,861,993  SH      DEFINED    1,2,3,5,6,7,8,10,12,13,
                                                                                     14                        8,861,993
PROQUEST COMPANY     COM        74346P10       9,049     324,209  SH      DEFINED    1,2,5                       324,209
PROSPERITY BANCSHARE COM        74360610       7,904     275,014  SH      DEFINED    1,2                         275,014
PROTECTIVE LIFE CORP COM        74367410      60,820   1,389,533  SH      DEFINED    1,2,5,12,13               1,389,533
PROVIDE COMM INC     COM        74373W10       5,213     157,449  SH      DEFINED    1,2                         157,449
PROVIDENCE SVC CORP  COM        74381510       3,006     104,400  SH      DEFINED    1,2                         104,400
PROVIDENT BANKSHARES COM        74385910      17,307     512,490  SH      DEFINED    1,2,5                       512,490





                                                                                               
PROVIDENT FINL HLDGS COM        74386810       1,718      65,315  SH      DEFINED    1,2                          65,315
PROVIDENT FINL SVCS  COM        74386T10      24,703   1,334,581  SH      DEFINED    1,2,5                     1,334,581
PROVIDENT NEW YORK B COM        74402810       6,147     558,279  SH      DEFINED    1,2                         558,279
PROXYMED INC         COM NEW    74429030          43      10,608  SH      DEFINED    1                            10,608
PRUDENTIAL FINL INC  COM        74432010   1,031,188  14,089,195  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  14,089,195
PRUDENTIAL PLC       ADR        74435K20       1,118      58,537  SH      DEFINED    1                            58,537
PS BUSINESS PKS INC  COM        69360J10      22,806     463,545  SH      DEFINED    1,2,3,5                     463,545
PSS WORLD MED INC    COM        69366A10      14,060     947,469  SH      DEFINED    1,2,5                       947,469
PSYCHIATRIC SOLUTION COM        74439H10      17,581     299,297  SH      DEFINED    1,2                         299,297
PUBLIC STORAGE INC   COM        74460D10     210,589   3,109,708  SH      DEFINED    1,2,3,5,6,7,8,10,12,13,
                                                                                     14                        3,109,708
PUBLIC SVC ENTERPRIS COM        74457310     473,896   7,294,072  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   7,294,072
PUBLICIS S A NEW     SPONSORED  74463M10         402      11,574  SH      DEFINED    1                            11,574
PUGET ENERGY INC NEW COM        74531010      31,861   1,560,270  SH      DEFINED    1,2,5,12,13               1,560,270
PULTE HOMES INC      COM        74586710     232,860   5,916,165  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,916,165
PVF CAPITAL CORP     COM        69365410         126      11,927  SH      DEFINED    1                            11,927
PXRE GROUP LTD       COM        G7301810         450      34,760  SH      DEFINED    1,5                          34,760
Q MED                COM        74791410         116      12,007  SH      DEFINED    1                            12,007
QAD INC              COM        74727D10       1,041     136,269  SH      DEFINED    1,2                         136,269
QC HLDGS INC         COM        74729T10         421      36,478  SH      DEFINED    1                            36,478
QLOGIC CORP          COM        74727710      85,427   2,627,712  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,627,712
QUADRAMED CORP       COM        74730W10          27      18,976  SH      DEFINED    1                            18,976
QUAKER CHEM CORP     COM        74731610         374      19,434  SH      DEFINED    1,5                          19,434
QUAKER FABRIC CORP N COM        74739910          30      13,821  SH      DEFINED    1                            13,821
QUALCOMM INC         COM        74752510   2,008,466  46,621,778  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  46,621,778
QUALITY DISTR INC FL COM        74756M10         272      34,120  SH      DEFINED    1,2                          34,120
QUALITY SYS INC      COM        74758210       9,883     128,752  SH      DEFINED    1,2,6                       128,752
QUANEX CORP          COM        74762010      21,946     439,174  SH      DEFINED    1,2                         439,174
QUANTA SVCS INC      COM        74762E10      33,020   2,507,193  SH      DEFINED    1,2,5,13                  2,507,193
QUANTUM CORP         COM DSSG   74790620       7,434   2,437,346  SH      DEFINED    1,2,5                     2,437,346
QUANTUM FUEL SYS TEC COM        74765E10       1,405     524,290  SH      DEFINED    1,2                         524,290
QUEST DIAGNOSTICS IN COM        74834L10     242,594   4,712,392  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,712,392
QUEST SOFTWARE INC   COM        74834T10      13,750     942,421  SH      DEFINED    1,2,5                       942,421
QUESTAR CORP         COM        74835610     113,561   1,500,144  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,500,144
QUICKLOGIC CORP      COM        74837P10          66      16,818  SH      DEFINED    1                            16,818
QUICKSILVER RESOURCE COM        74837R10      32,807     780,925  SH      DEFINED    1,2,12,13                   780,925
QUIDEL CORP          COM        74838J10         567      52,709  SH      DEFINED    1,5                          52,709
QUIKSILVER INC       COM        74838C10      20,642   1,491,481  SH      DEFINED    1,2,5,6                   1,491,481
QUIXOTE CORP         COM        74905610         209      10,565  SH      DEFINED    1                            10,565
QUOVADX INC          COM        74913K10          51      21,259  SH      DEFINED    1                            21,259
QWEST COMMUNICATIONS COM        74912110     613,904 108,655,554  SH      DEFINED    1,2,5,6,7,8,10,12,13,14 108,655,554
R & B INC            COM        74912410         876      92,353  SH      DEFINED    1,2                          92,353
R & G FINANCIAL CORP CL B       74913610      10,456     792,116  SH      DEFINED    1,2                         792,116
R H DONNELLEY CORP   COM NEW    74955W30      22,673     367,945  SH      DEFINED    1,2,5                       367,945
RACKABLE SYS INC     COM        75007710       1,718      60,320  SH      DEFINED    1,2                          60,320
RADIAN GROUP INC     COM        75023610     178,983   3,054,847  SH      DEFINED    1,2,5,7,8,10,12,13,14     3,054,847
RADIANT SYSTEMS INC  COM        75025N10       3,603     296,314  SH      DEFINED    1,2,6                       296,314
RADIATION THERAPY SV COM        75032320       4,679     132,498  SH      DEFINED    1,2                         132,498
RADIO ONE INC        CL A       75040P10       1,128     109,867  SH      DEFINED    1,2                         109,867
RADIO ONE INC        CL D NON V 75040P40      10,845   1,047,820  SH      DEFINED    1,2,5                     1,047,820
RADIOLOGIX INC       COM        75040K10          60      19,700  SH      DEFINED    1                            19,700
RADIOSHACK CORP      COM        75043810      77,679   3,693,701  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,693,701
RADISYS CORP         COM        75045910       6,838     394,334  SH      DEFINED    1,2,5,6                     394,334
RAILAMERICA INC      COM        75075310       5,302     482,481  SH      DEFINED    1,2                         482,481
RAINDANCE COMM       COM        75086X10          60      29,300  SH      DEFINED    1                            29,300
RAIT INVT TR         COM        74922710       8,938     344,827  SH      DEFINED    1,2,5                       344,827
RALCORP HLDGS INC NE COM        75102810      22,374     560,611  SH      DEFINED    1,2,5,6                     560,611
RAMBUS INC DEL       COM        75091710      20,760   1,282,288  SH      DEFINED    1,2,5,12                  1,282,288
RAMCO-GERSHENSON PPT COM SH BEN 75145220       9,024     338,616  SH      DEFINED    1,2,3                       338,616
RANGE RES CORP       COM        75281A10      28,907   1,097,470  SH      DEFINED    1,2                       1,097,470





                                                                                               
RARE HOSPITALITY INT COM        75382010      17,033     560,481  SH      DEFINED    1,2,5,6                     560,481
RAVEN INDS INC       COM        75421210       5,651     195,873  SH      DEFINED    1,2                         195,873
RAYMOND JAMES FINANC COM        75473010      42,912   1,139,150  SH      DEFINED    1,2,5,13                  1,139,150
RAYONIER INC         COM        75490710      41,263   1,035,449  SH      DEFINED    1,2,5,12,13               1,035,449
RAYTECH CORP DEL     COM        75510310          19      15,400  SH      DEFINED    1                            15,400
RAYTHEON CO          COM NEW    75511150     633,076  15,767,761  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  15,767,761
RBC BEARINGS INC     COM        75524B10       1,105      68,030  SH      DEFINED    1,2                          68,030
RC2 CORP             COM        74938810      10,252     288,633  SH      DEFINED    1,2                         288,633
RCN CORP             COM NEW    74936120       7,435     317,044  SH      DEFINED    1,2                         317,044
READERS DIGEST ASSN  COM        75526710      26,079   1,713,440  SH      DEFINED    1,2,5,13                  1,713,440
READING INTERNATIONA CL A       75540810         185      23,790  SH      DEFINED    1                            23,790
REALNETWORKS INC     COM        75605L10      11,170   1,439,446  SH      DEFINED    1,2,5                     1,439,446
REALTY INCOME CORP   COM        75610910      19,813     916,409  SH      DEFINED    1,2,3,5,12                  916,409
RECKSON ASSOCS RLTY  COM        75621K10      55,230   1,535,018  SH      DEFINED    1,2,3,5                   1,535,018
RED HAT INC          COM        75657710      96,007   3,521,912  SH      DEFINED    1,2,5,10,12               3,521,912
RED ROBIN GOURMET BU COM        75689M10      11,241     220,590  SH      DEFINED    1,2,6                       220,590
REDBACK NETWORKS INC COM NEW    75720950       9,980     709,824  SH      DEFINED    1,2,5                       709,824
REDDY ICE HLDGS INC  COM        75734R10       2,109      96,684  SH      DEFINED    1,2                          96,684
REDWOOD TR INC       COM        75807540      11,204     271,555  SH      DEFINED    1,2,5                       271,555
REEBOK INTL LTD      COM        75811010      72,083   1,237,897  SH      DEFINED    1,2,5,6,10,12,13          1,237,897
REED ELSEVIER N V    SPONSORED  75820410         564      20,193  SH      DEFINED    1                            20,193
REED ELSEVIER P L C  SPONSORED  75820510      17,372     463,139  SH      DEFINED    1                           463,139
REGAL BELOIT CORP    COM        75875010      16,805     474,731  SH      DEFINED    1,2,5,6                     474,731
REGAL ENTMT GROUP    CL A       75876610       7,622     400,729  SH      DEFINED    1,2,5                       400,729
REGENCY CTRS CORP    COM        75884910      90,687   1,538,375  SH      DEFINED    1,2,3,5,12,13             1,538,375
REGENERATION TECH IN COM        75886N10         233      32,657  SH      DEFINED    1                            32,657
REGENERON PHARMACEUT COM        75886F10      11,368     714,958  SH      DEFINED    1,2,5,6                     714,958
REGENT COMMUNICATION COM        75886510       1,980     426,724  SH      DEFINED    1,2                         426,724
REGIONS FINANCIAL CO COM        7591EP10     447,935  13,112,852  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  13,112,852
REGIS CORP MINN      COM        75893210      31,961     828,651  SH      DEFINED    1,2,5,13                    828,651
REHABCARE GROUP INC  COM        75914810       6,851     339,172  SH      DEFINED    1,2,5,6                     339,172
REINSURANCE GROUP AM COM        75935110      17,190     359,917  SH      DEFINED    1,2,5                       359,917
RELIANCE STEEL & ALU COM        75950910      27,397     448,242  SH      DEFINED    1,2,5                       448,242
RELIANT ENERGY INC   COM        75952B10      37,672   3,650,401  SH      DEFINED    1,2,5,7,8,10,12,13,14     3,650,401
REMINGTON OIL & GAS  COM        75959430      20,560     563,281  SH      DEFINED    1,2                         563,281
RENAISSANCE LEARNING COM        75968L10       1,865      98,644  SH      DEFINED    1,2                          98,644
RENAISSANCERE HOLDIN COM        G7496G10      17,341     393,140  SH      DEFINED    1,2,5,7,8,10,12,13,14       393,140
RENAL CARE GROUP INC COM        75993010      44,430     939,129  SH      DEFINED    1,2,5,12,13                 939,129
RENASANT CORP        COM        75970E10       4,388     138,740  SH      DEFINED    1,2                         138,740
RENOVIS INC          COM        75988510       7,000     457,498  SH      DEFINED    1,2                         457,498
RENT A CTR INC NEW   COM        76009N10      23,527   1,247,430  SH      DEFINED    1,2,5,13                  1,247,430
RENT WAY INC         COM        76009U10       2,228     348,603  SH      DEFINED    1,2,5                       348,603
RENTECH INC          COM        76011210         162      42,400  SH      DEFINED    1                            42,400
RENTRAK CORP         COM        76017410         163      18,300  SH      DEFINED    1                            18,300
REPLIGEN CORP        COM        75991610          62      15,513  SH      DEFINED    1                            15,513
REPSOL YPF S A       SPONSORED  76026T20       1,552      52,778  SH      DEFINED    1                            52,778
REPUBLIC AWYS HLDGS  COM        76027610       2,504     164,749  SH      DEFINED    1,2                         164,749
REPUBLIC BANCORP INC COM        76028210      12,307   1,034,242  SH      DEFINED    1,2,5                     1,034,242
REPUBLIC BANCORP KY  CL A       76028120       3,465     161,557  SH      DEFINED    1,2                         161,557
REPUBLIC COS GROUP I COM        76034910         703      45,420  SH      DEFINED    1                            45,420
REPUBLIC FIRST BANCO COM        76041610         193      14,659  SH      DEFINED    1                            14,659
REPUBLIC SVCS INC    COM        76075910     168,959   4,499,582  SH      DEFINED    1,2,5,7,8,10,12,13,14     4,499,582
RES-CARE INC         COM        76094310       7,984     459,634  SH      DEFINED    1,2                         459,634
RESEARCH IN MOTION L COM        76097510       1,199      18,167  SH      DEFINED    1,5                          18,167
RESMED INC           COM        76115210      32,105     838,039  SH      DEFINED    1,2,5,6,12                  838,039
RESOURCE AMERICA INC CL A       76119520       4,506     264,294  SH      DEFINED    1,2,5                       264,294
RESOURCES CONNECTION COM        76122Q10      16,524     632,855  SH      DEFINED    1,2                         632,855
RESPIRONICS INC      COM        76123010      28,455     767,610  SH      DEFINED    1,2,5,6,12                  767,610
RESTORATION HARDWARE COM        76098110       2,492     413,873  SH      DEFINED    1,2,5                       413,873





                                                                                               
RETAIL VENTURES INC  COM        76128Y10       2,355     189,300  SH      DEFINED    1,2                         189,300
RETALIX LTD          ORD        M8215W10         660      26,998  SH      DEFINED    1,2                          26,998
RETRACTABLE TECHNOLO COM        76129W10         109      30,500  SH      DEFINED    1                            30,500
REUTERS GROUP PLC    SPONSORED  76132M10         561      12,651  SH      DEFINED    1                            12,651
REVLON INC           CL A       76152550       5,764   1,859,438  SH      DEFINED    1,2                       1,859,438
REWARDS NETWORK INC  COM        76155710         161      25,207  SH      DEFINED    1                            25,207
REX STORES CORP      COM        76162410         180      11,964  SH      DEFINED    1                            11,964
REYNOLDS & REYNOLDS  CL A       76169510      23,979     854,264  SH      DEFINED    1,2,5,13                    854,264
REYNOLDS AMERICAN IN COM        76171310     282,760   2,966,119  SH      DEFINED    1,2,5,6,10,12,13          2,966,119
RF MICRODEVICES INC  COM        74994110      18,561   3,430,940  SH      DEFINED    1,2,5,13                  3,430,940
RICHARDSON ELECTRS L COM        76316510          76      10,450  SH      DEFINED    1                            10,450
RIGEL PHARMACEUTICAL COM NEW    76655960       2,359     282,177  SH      DEFINED    1,2                         282,177
RIGHTNOW TECHNOLOGIE COM        76657R10       2,434     131,840  SH      DEFINED    1,2                         131,840
RIMAGE CORP          COM        76672110       3,078     106,228  SH      DEFINED    1,2                         106,228
RINKER GROUP LTD     SPONSORED  76687M10         241       4,020  SH      DEFINED    1                             4,020
RIO TINTO PLC        SPONSORED  76720410      25,328     138,563  SH      DEFINED    1                           138,563
RITCHIE BROS AUCTION COM        76774410         234       5,544  SH      DEFINED    1,5                           5,544
RITE AID CORP        COM        76775410      18,213   5,233,562  SH      DEFINED    1,2,5                     5,233,562
RIVIERA HLDGS CORP   COM        76962710       1,481      90,333  SH      DEFINED    1,2                          90,333
RLI CORP             COM        74960710     113,360   2,273,110  SH      DEFINED    1,2                       2,273,110
ROANOKE ELEC STL COR COM        76984110       3,364     142,547  SH      DEFINED    1,2                         142,547
ROBBINS & MYERS INC  COM        77019610       3,189     156,723  SH      DEFINED    1,2,6                       156,723
ROBERT HALF INTL INC COM        77032310     173,709   4,584,555  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,584,555
ROCK OF AGES CORP    CL A       77263210          50      11,698  SH      DEFINED    1                            11,698
ROCK-TENN CO         CL A       77273920       7,719     565,474  SH      DEFINED    1,2                         565,474
ROCKVILLE FINL INC   COM        77418610         929      71,151  SH      DEFINED    1,2                          71,151
ROCKWELL AUTOMATION  COM        77390310     298,357   5,043,226  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,043,226
ROCKWELL COLLINS INC COM        77434110     256,879   5,527,839  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,527,839
ROCKWOOD HLDGS INC   COM        77441510       4,821     244,367  SH      DEFINED    1,2                         244,367
ROFIN SINAR TECHNOLO COM        77504310      12,138     279,235  SH      DEFINED    1,2,5                       279,235
ROGERS COMMUNICATION CL B       77510920         691      16,361  SH      DEFINED    1,5                          16,361
ROGERS CORP          COM        77513310       8,868     226,340  SH      DEFINED    1,2,6                       226,340
ROHM & HAAS CO       COM        77537110     233,163   4,815,437  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,815,437
ROLLINS INC          COM        77571110       9,938     504,233  SH      DEFINED    1,2,13                      504,233
ROPER INDS INC NEW   COM        77669610      40,110   1,015,177  SH      DEFINED    1,2,5,6                   1,015,177
ROSS STORES INC      COM        77829610      72,980   2,525,256  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,525,256
ROSTELECOM OPEN JT S SPONSORED  77852910         260      19,043  SH      DEFINED    1,2                          19,043
ROTONICS MFG INC     COM        77890310          28      10,400  SH      DEFINED    1                            10,400
ROWAN COS INC        COM        77938210     150,094   4,211,390  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,211,390
ROYAL & SUN ALLIANCE SPON ADR N 78004V20         165      15,152  SH      DEFINED    1                            15,152
ROYAL BANCSHARES PA  CL A       78008110       1,539      66,434  SH      DEFINED    1,2                          66,434
ROYAL BK CDA MONTREA COM        78008710         532       6,816  SH      DEFINED    1                             6,816
ROYAL CARIBBEAN CRUI COM        V7780T10      27,690     614,506  SH      DEFINED    1,2,5,7,8,10,12,13,14       614,506
ROYAL DUTCH SHELL PL SPON ADR B 78025910       4,125      63,928  SH      DEFINED    1                            63,928
ROYAL DUTCH SHELL PL SPONS ADR  78025920       7,885     128,231  SH      DEFINED    1,2                         128,231
ROYAL GOLD INC       COM        78028710      11,455     329,842  SH      DEFINED    1,2,5                       329,842
RPC INC              COM        74966010       9,735     369,600  SH      DEFINED    1,2,5                       369,600
RPM INTL INC         COM        74968510      33,589   1,933,711  SH      DEFINED    1,2,5,13                  1,933,711
RSA SEC INC          COM        74971910      24,049   2,149,136  SH      DEFINED    1,2,5,13                  2,149,136
RTI INTL METALS INC  COM        74973W10      12,109     319,088  SH      DEFINED    1,2                         319,088
RUBY TUESDAY INC     COM        78118210      29,917   1,155,558  SH      DEFINED    1,2,5,13                  1,155,558
RUDDICK CORP         COM        78125810      12,844     603,565  SH      DEFINED    1,2,5,13                    603,565
RUDOLPH TECHNOLOGIES COM        78127010       2,049     159,065  SH      DEFINED    1,2,5,6                     159,065
RURAL / METRO CORP   COM        78174810         225      24,900  SH      DEFINED    1                            24,900
RURAL CELLULAR CORP  CL A       78190410         201      13,742  SH      DEFINED    1                            13,742
RUSH ENTERPRISES INC CL A       78184620       5,163     346,944  SH      DEFINED    1,2                         346,944
RUSH ENTERPRISES INC CL B       78184630         290      20,170  SH      DEFINED    1                            20,170
RUSS BERRIE & CO     COM        78223310       2,338     204,691  SH      DEFINED    1,2,6                       204,691
RUSSELL CORP         COM        78235210       7,785     578,376  SH      DEFINED    1,2,6                       578,376





                                                                                               
RUTHS CHRIS STEAK HS COM        78333210       2,018     111,561  SH      DEFINED    1,2                         111,561
RYANAIR HLDGS PLC    SPONSORED  78351310       1,044      18,653  SH      DEFINED    1,2,5,7                      18,653
RYANS RESTAURANT GRO COM        78352010       8,676     719,380  SH      DEFINED    1,2,5,6                     719,380
RYDER SYS INC        COM        78354910      67,256   1,639,585  SH      DEFINED    1,2,5,6,10,12,13          1,639,585
RYERSON TULL INC NEW COM        78375P10       8,128     334,229  SH      DEFINED    1,2                         334,229
RYLAND GROUP INC     COM        78376410      49,423     685,195  SH      DEFINED    1,2,5,12,13                 685,195
S & T BANCORP INC    COM        78385910      12,640     343,302  SH      DEFINED    1,2,5                       343,302
S Y BANCORP INC      COM        78506010       3,710     148,300  SH      DEFINED    1,2                         148,300
S1 CORPORATION       COM        78463B10       3,943     906,413  SH      DEFINED    1,2,5                       906,413
SABRE HLDGS CORP     CL A       78590510      94,328   3,912,397  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,912,397
SAFECO CORP          COM        78642910     192,644   3,409,623  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,409,623
SAFEGUARD SCIENTIFIC COM        78644910         342     177,056  SH      DEFINED    1,5                         177,056
SAFENET INC          COM        78645R10       9,994     310,190  SH      DEFINED    1,2                         310,190
SAFETY INS GROUP INC COM        78648T10      11,086     274,614  SH      DEFINED    1,2                         274,614
SAFEWAY INC          COM NEW    78651420     365,382  15,443,045  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  15,443,045
SAFLINK CORP         COM NEW    78657830          18      22,701  SH      DEFINED    1                            22,701
SAGA COMMUNICATIONS  CL A       78659810       2,218     204,041  SH      DEFINED    1,2                         204,041
SAKS INC             COM        79377W10      31,222   1,851,861  SH      DEFINED    1,2,5,10,13               1,851,861
SALEM COMMUNICATIONS CL A       79409310       2,802     160,201  SH      DEFINED    1,2                         160,201
SALESFORCE COM INC   COM        79466L30      18,634     581,413  SH      DEFINED    1,2                         581,413
SALIX PHARMACEUTICAL COM        79543510       9,495     540,101  SH      DEFINED    1,2,5                       540,101
SALTON INC           COM        79575710          26      12,644  SH      DEFINED    1                            12,644
SAN PAOLO-IMI S P A  SPONSORED  79917510       7,555     241,758  SH      DEFINED    1                           241,758
SANDERS MORRIS HARRI COM        80000Q10       2,555     155,918  SH      DEFINED    1,2                         155,918
SANDERSON FARMS INC  COM        80001310      10,853     355,474  SH      DEFINED    1,2,6                       355,474
SANDISK CORP         COM        80004C10     205,019   3,263,599  SH      DEFINED    1,2,5,7,8,10,12,13,14     3,263,599
SANDS REGENT         COM        80009110         111      10,900  SH      DEFINED    1                            10,900
SANDY SPRING BANCORP COM        80036310       7,160     205,272  SH      DEFINED    1,2                         205,272
SANFILIPPO JOHN B &  COM        80042210       3,817     295,192  SH      DEFINED    1,2                         295,192
SANGAMO BIOSCIENCES  COM        80067710          65      16,137  SH      DEFINED    1                            16,137
SANMINA SCI CORP     COM        80090710      66,817  15,684,646  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  15,684,646
SANOFI AVENTIS       SPONSORED  80105N10      22,053     502,341  SH      DEFINED    1                           502,341
SANTANDER BANCORP    COM        80280910       2,299      91,536  SH      DEFINED    1,2                          91,536
SANTOS LIMITED       SPONSORED  80302160         242       6,757  SH      DEFINED    1                             6,757
SANYO ELEC LTD       ADR 5 COM  80303830         192      13,710  SH      DEFINED    1                            13,710
SAP AKTIENGESELLSCHA SPONSORED  80305420      12,160     269,799  SH      DEFINED    1,2                         269,799
SAPIENT CORP         COM        80306210       6,131   1,077,442  SH      DEFINED    1,2,5                     1,077,442
SARA LEE CORP        COM        80311110     421,448  22,298,853  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  22,298,853
SATYAM COMPUTER SERV ADR        80409810      19,567     534,765  SH      DEFINED    1,2,4,5,7                   534,765
SAUER-DANFOSS INC    COM        80413710       3,268     173,756  SH      DEFINED    1,2                         173,756
SAUL CTRS INC        COM        80439510       9,000     249,294  SH      DEFINED    1,2,3,5                     249,294
SAVIENT PHARMACEUTIC COM        80517Q10       3,081     823,771  SH      DEFINED    1,2,5,6                     823,771
SAVVIS INC           COM        80542310          57      76,300  SH      DEFINED    1                            76,300
SAXON CAP INC NEW    COM        80556T10       8,069     712,190  SH      DEFINED    1,2                         712,190
SBA COMMUNICATIONS C COM        78388J10      18,193   1,016,352  SH      DEFINED    1,2                       1,016,352
SBS TECHNOLOGIES INC COM        78387P10         374      37,134  SH      DEFINED    1,6                          37,134
SCANA CORP NEW       COM        80589M10     115,919   2,943,612  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,943,612
SCANSOURCE INC       COM        80603710      12,290     224,769  SH      DEFINED    1,2,6                       224,769
SCBT FINANCIAL CORP  COM        78401V10       3,242      96,998  SH      DEFINED    1,2,5                        96,998
SCHAWK INC           CL A       80637310       2,771     133,531  SH      DEFINED    1,2                         133,531
SCHEIN HENRY INC     COM        80640710      55,228   1,265,532  SH      DEFINED    1,2,5,12,13               1,265,532
SCHERING A G         SPONSORED  80658520         659       9,856  SH      DEFINED    1                             9,856
SCHERING PLOUGH CORP COM        80660510     718,963  34,482,628  SH      DEFINED    1,2,5,6,10,12,13         34,482,628
SCHIFF NUTRITION INT COM        80669310          56      11,000  SH      DEFINED    1                            11,000
SCHLUMBERGER LTD     COM        80685710   1,378,003  14,184,277  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  14,184,277
SCHNITZER STL INDS   CL A       80688210       9,063     296,275  SH      DEFINED    1,2,5                       296,275
SCHOLASTIC CORP      COM        80706610      25,640     899,326  SH      DEFINED    1,2,5,13                    899,326
SCHOOL SPECIALTY INC COM        80786310      11,387     312,493  SH      DEFINED    1,2,5,6                     312,493
SCHULMAN A INC       COM        80819410      10,132     470,833  SH      DEFINED    1,2                         470,833





                                                                                               
SCHWAB CHARLES CORP  COM        80851310     473,913  32,304,934  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  32,304,934
SCHWEITZER-MAUDUIT I COM        80854110       4,128     166,583  SH      DEFINED    1,2                         166,583
SCICLONE PHARMACEUTI COM        80862K10         101      43,695  SH      DEFINED    1                            43,695
SCIENTIFIC ATLANTA I COM        80865510     248,414   5,767,685  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,767,685
SCIENTIFIC GAMES COR CL A       80874P10      15,075     552,612  SH      DEFINED    1,2,5                       552,612
SCM MICROSYSTEMS INC COM        78401810          59      17,355  SH      DEFINED    1                            17,355
SCOTTISH PWR PLC     SPON ADR F 81013T70     230,637   6,170,052  SH      DEFINED    1                         6,170,052
SCOTTISH RE GROUP LT ORD        G7885T10       1,197      48,751  SH      DEFINED    1,2,5                        48,751
SCOTTS MIRACLE GRO C CL A       81018610      52,507   1,160,643  SH      DEFINED    1,2,5,12,13               1,160,643
SCP POOL CORP        COM        78402810      27,229     731,568  SH      DEFINED    1,2,5,6                     731,568
SCPIE HLDGS INC      COM        78402P10         332      15,951  SH      DEFINED    1,5                          15,951
SCRIPPS E W CO OHIO  CL A       81105420      92,829   1,933,127  SH      DEFINED    1,2,5,6,10,12,13          1,933,127
SCS TRANSN INC       COM        81111T10       4,427     208,321  SH      DEFINED    1,2,5                       208,321
SEA CONTAINERS LTD   CL A       81137170         236      18,840  SH      DEFINED    1,5                          18,840
SEABOARD CORP        COM        81154310      14,808       9,800  SH      DEFINED    1,2                           9,800
SEABRIGHT INSURANCE  COM        81165610       2,593     155,924  SH      DEFINED    1,2                         155,924
SEACHANGE INTL INC   COM        81169910       2,702     341,967  SH      DEFINED    1,2,5                       341,967
SEACOAST BKG CORP FL COM        81170730       3,451     150,351  SH      DEFINED    1,2                         150,351
SEACOR HOLDINGS INC  COM        81190410      18,138     266,339  SH      DEFINED    1,2,5                       266,339
SEAGATE TECHNOLOGY   SHS        G7945J10      39,826   1,992,315  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,992,315
SEALED AIR CORP NEW  COM        81211K10     155,279   2,764,442  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,764,442
SEARS HLDGS CORP     COM        81235010     686,445   5,941,700  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,941,700
SEATTLE GENETICS INC COM        81257810       2,047     433,681  SH      DEFINED    1,2                         433,681
SECURE COMPUTING COR COM        81370510       6,128     499,862  SH      DEFINED    1,2,5,6                     499,862
SECURITY BANK CORP   COM        81404710       2,690     115,512  SH      DEFINED    1,2                         115,512
SEI INVESTMENTS CO   COM        78411710      37,171   1,004,628  SH      DEFINED    1,2,5,12,13               1,004,628
SELECT COMFORT CORP  COM        81616X10      17,632     644,692  SH      DEFINED    1,2,5,6                     644,692
SELECT SECTOR SPDR T SBI HEALTH 81369Y20         522      16,450  SH      DEFINED    5                            16,450
SELECT SECTOR SPDR T SBI CONS D 81369Y40         986      30,191  SH      DEFINED    5                            30,191
SELECT SECTOR SPDR T SBI INT-EN 81369Y50       2,449      48,670  SH      DEFINED    5                            48,670
SELECT SECTOR SPDR T SBI INT-IN 81369Y70         347      11,050  SH      DEFINED    5                            11,050
SELECT SECTOR SPDR T SBI INT-UT 81369Y88       1,130      35,987  SH      DEFINED    5                            35,987
SELECTICA INC        COM        81628810         102      35,748  SH      DEFINED    1                            35,748
SELECTIVE INS GROUP  COM        81630010      26,459     498,291  SH      DEFINED    1,2,5                       498,291
SEMCO ENERGY INC     COM        78412D10       1,916     340,919  SH      DEFINED    1,5                         340,919
SEMITOOL INC         COM        81690910       2,736     251,440  SH      DEFINED    1,2,5                       251,440
SEMPRA ENERGY        COM        81685110     410,203   9,148,138  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,148,138
SEMTECH CORP         COM        81685010      23,294   1,275,661  SH      DEFINED    1,2,5,13                  1,275,661
SENIOR HSG PPTYS TR  SH BEN INT 81721M10      13,399     792,385  SH      DEFINED    1,2,3                       792,385
SENOMYX INC          COM        81724Q10       3,081     254,220  SH      DEFINED    1,2                         254,220
SENSIENT TECHNOLOGIE COM        81725T10      18,377   1,026,637  SH      DEFINED    1,2,5,13                  1,026,637
SEPRACOR INC         COM        81731510      78,892   1,528,922  SH      DEFINED    1,2,5,12,13               1,528,922
SEQUA CORPORATION    CL A       81732010       8,178     118,437  SH      DEFINED    1,2,13                      118,437
SEQUENOM INC         COM        81733710           9      13,797  SH      DEFINED    1                            13,797
SERENA SOFTWARE INC  COM        81749210       8,788     375,066  SH      DEFINED    1,2,5,6                     375,066
SEROLOGICALS CORP    COM        81752310      10,891     551,706  SH      DEFINED    1,2                         551,706
SERVICE CORP INTL    COM        81756510      22,756   2,781,940  SH      DEFINED    1,2,5                     2,781,940
SERVICEMASTER CO     COM        81760N10      51,192   4,283,844  SH      DEFINED    1,2,5,7,8,10,12,13,14     4,283,844
SFBC INTL INC        COM        78412110       5,216     325,775  SH      DEFINED    1,2,6                       325,775
SHARPER IMAGE CORP   COM        82001310       1,417     145,511  SH      DEFINED    1,2                         145,511
SHAW COMMUNICATIONS  CL B CONV  82028K20         725      33,442  SH      DEFINED    1,5,7                        33,442
SHAW GROUP INC       COM        82028010      34,013   1,169,230  SH      DEFINED    1,2,5,6                   1,169,230
SHENANDOAH TELECOMMU COM        82312B10       4,668     117,167  SH      DEFINED    1,2                         117,167
SHERWIN WILLIAMS CO  COM        82434810     201,360   4,433,295  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,433,295
SHILOH INDS INC      COM        82454310         196      14,678  SH      DEFINED    1                            14,678
SHIP FINANCE INTERNA SHS        G8107510       1,712     101,290  SH      DEFINED    1,2,7                       101,290
SHIRE PLC            SPONSORED  82481R10         276       7,119  SH      DEFINED    1                             7,119
SHOE CARNIVAL INC    COM        82488910       2,192     100,009  SH      DEFINED    1,2,5                       100,009
SHOPKO STORES INC    COM        82491110       2,631      90,700  SH      DEFINED    6                            90,700





                                                                                               
SHUFFLE MASTER INC   COM        82554910      20,623     820,309  SH      DEFINED    1,2,6                       820,309
SHURGARD STORAGE CTR COM        82567D10      44,703     788,268  SH      DEFINED    1,2,3,5                     788,268
SI INTL INC          COM        78427V10       3,234     105,801  SH      DEFINED    1,2                         105,801
SIEBEL SYS INC       COM        82617010     143,780  13,602,641  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  13,602,641
SIEMENS A G          SPONSORED  82619750      12,145     141,898  SH      DEFINED    1,2                         141,898
SIERRA BANCORP       COM        82620P10       1,326      58,170  SH      DEFINED    1,2                          58,170
SIERRA HEALTH SVCS I COM        82632210      34,154     427,133  SH      DEFINED    1,2,5,6,12                  427,133
SIERRA PAC RES NEW   COM        82642810      40,671   3,118,910  SH      DEFINED    1,2,5,13                  3,118,910
SIGMA ALDRICH CORP   COM        82655210     148,085   2,339,791  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,339,791
SIGMA DESIGNS INC    COM        82656510         205      13,300  SH      DEFINED    1                            13,300
SIGMATEL INC         COM        82661W10      14,893   1,136,901  SH      DEFINED    1,2                       1,136,901
SIGNATURE BK NEW YOR COM        82669G10       4,542     161,823  SH      DEFINED    1,2                         161,823
SILGAN HOLDINGS INC  COM        82704810      27,112     750,598  SH      DEFINED    1,2                         750,598
SILICON IMAGE INC    COM        82705T10       9,498   1,047,158  SH      DEFINED    1,2,5                     1,047,158
SILICON LABORATORIES COM        82691910      35,176     959,531  SH      DEFINED    1,2,5,13                    959,531
SILICON STORAGE TECH COM        82705710       5,924   1,168,369  SH      DEFINED    1,2,5                     1,168,369
SILICONWARE PRECISIO SPONSD ADR 82708486         511      73,637  SH      DEFINED    1                            73,637
SILVERLEAF RESORTS I COM        82839510         136      41,700  SH      DEFINED    1,2                          41,700
SIMMONS 1ST NATL COR CL A $1 PA 82873020       6,349     229,202  SH      DEFINED    1,2                         229,202
SIMON PPTY GROUP INC COM        82880610     559,524   7,301,627  SH      DEFINED    1,2,3,5,6,7,8,10,12,13,
                                                                                     14                        7,301,627
SIMON PPTY GROUP INC PFD CONV I 82880680         526       8,174  SH      DEFINED    1,5                           8,174
SIMPSON MANUFACTURIN COM        82907310      22,421     616,805  SH      DEFINED    1,2,5,6                     616,805
SINCLAIR BROADCAST G CL A       82922610      12,688   1,379,082  SH      DEFINED    1,2                       1,379,082
SINOPEC SHANGHAI PET SPON ADR H 82935M10         239       6,291  SH      DEFINED    1                             6,291
SIRENZA MICRODEVICES COM        82966T10          80      17,422  SH      DEFINED    1                            17,422
SIRF TECHNOLOGY HLDG COM        82967H10      12,575     421,975  SH      DEFINED    1,2                         421,975
SIRIUS SATELLITE RAD COM        82966U10     104,455  15,590,236  SH      DEFINED    1,2,5,7,8,10,12,13,14    15,590,236
SIRNA THERAPEUTICS I COM        82966910          41      13,437  SH      DEFINED    1                            13,437
SIRVA INC            COM        82967Y10       3,089     386,071  SH      DEFINED    1,2                         386,071
SITEL CORP           COM        82980K10         146      46,861  SH      DEFINED    1                            46,861
SIX FLAGS INC        COM        83001P10       9,763   1,266,268  SH      DEFINED    1,2,5                     1,266,268
SIZELER PPTY INVS IN COM        83013710       2,935     228,407  SH      DEFINED    1,2,3,5                     228,407
SJW CORP             COM        78430510       4,436      97,504  SH      DEFINED    1,2                          97,504
SK TELECOM LTD       SPONSORED  78440P10      12,763     629,048  SH      DEFINED    1,2,4                       629,048
SKECHERS U S A INC   CL A       83056610       6,582     429,644  SH      DEFINED    1,2                         429,644
SKY FINL GROUP INC   COM        83080P10      23,151     832,187  SH      DEFINED    1,2,5                       832,187
SKYLINE CORP         COM        83083010       4,177     114,741  SH      DEFINED    1,2,6                       114,741
SKYWEST INC          COM        83087910      24,344     906,314  SH      DEFINED    1,2,5,6                     906,314
SKYWORKS SOLUTIONS I COM        83088M10      12,049   2,367,106  SH      DEFINED    1,2,5,6                   2,367,106
SL GREEN RLTY CORP   COM        78440X10      64,077     838,819  SH      DEFINED    1,2,3,5                     838,819
SLM CORP             COM        78442P10     620,256  11,258,952  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  11,258,952
SM&A                 COM        78465D10         220      26,731  SH      DEFINED    1                            26,731
SMART & FINAL INC    COM        83168310       2,055     159,547  SH      DEFINED    1,2                         159,547
SMITH & NEPHEW PLC   SPDN ADR N 83175M20         273       5,888  SH      DEFINED    1                             5,888
SMITH A O            COM        83186520      10,201     290,640  SH      DEFINED    1,2,6                       290,640
SMITH INTL INC       COM        83211010     152,354   4,105,467  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,105,467
SMITHFIELD FOODS INC COM        83224810      46,200   1,509,790  SH      DEFINED    1,2,5,12,13               1,509,790
SMUCKER J M CO       COM NEW    83269640      32,788     745,171  SH      DEFINED    1,2,5,6,12,13               745,171
SMURFIT-STONE CONTAI COM        83272710      47,281   3,336,690  SH      DEFINED    1,2,5,7,8,10,12,13,14     3,336,690
SNAP ON INC          COM        83303410      63,387   1,687,621  SH      DEFINED    1,2,5,6,10,13             1,687,621
SOCIEDAD QUIMICA MIN SPON ADR S 83363510         859       7,868  SH      DEFINED    1,2,5,7                       7,868
SOCKET COMMUNICATION COM        83367210          24      21,600  SH      DEFINED    1                            21,600
SOHU COM INC         COM        83408W10       6,855     373,796  SH      DEFINED    1,2                         373,796
SOLECTRON CORP       COM        83418210     107,029  29,242,933  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  29,242,933
SOMANETICS CORP      COM NEW    83444540       4,272     133,501  SH      DEFINED    1,2                         133,501
SOMERA COMMUNICATION COM        83445810          19      24,408  SH      DEFINED    1                            24,408
SONIC AUTOMOTIVE INC CL A       83545G10      10,652     478,094  SH      DEFINED    1,2,5,6                     478,094
SONIC CORP           COM        83545110      23,721     804,095  SH      DEFINED    1,2,5,6                     804,095
SONIC INNOVATIONS IN COM        83545M10          96      22,580  SH      DEFINED    1                            22,580





                                                                                               
SONIC SOLUTIONS      COM        83546010       4,394     290,983  SH      DEFINED    1,2,6                       290,983
SONICWALL INC        COM        83547010       8,511   1,074,590  SH      DEFINED    1,2,5                     1,074,590
SONOCO PRODS CO      COM        83549510     114,048   3,879,182  SH      DEFINED    1,2,5,6,13                3,879,182
SONOSITE INC         COM        83568G10       6,806     194,411  SH      DEFINED    1,2                         194,411
SONUS NETWORKS INC   COM        83591610      11,423   3,070,651  SH      DEFINED    1,2,5                     3,070,651
SONUS PHARMACEUTICAL COM        83569210          74      14,700  SH      DEFINED    1                            14,700
SONY CORP            ADR NEW    83569930       1,496      36,677  SH      DEFINED    1                            36,677
SOTHEBYS HLDGS INC   CL A       83589810      23,019   1,253,755  SH      DEFINED    1,2,13                    1,253,755
SOUND FED BANCORP IN COM        83607V10       2,273     118,990  SH      DEFINED    1,2,5                       118,990
SOURCE INTERLINK COS COM NEW    83615120       4,547     408,885  SH      DEFINED    1,2                         408,885
SOURCECORP           COM        83616710       7,513     313,312  SH      DEFINED    1,2,5,6                     313,312
SOUTH FINL GROUP INC COM        83784110      17,469     634,319  SH      DEFINED    1,2,5                       634,319
SOUTH JERSEY INDS IN COM        83851810      15,037     516,040  SH      DEFINED    1,2                         516,040
SOUTHERN CO          COM        84258710     784,998  22,733,788  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  22,733,788
SOUTHERN COPPER CORP COM        84265V10      35,957     536,832  SH      DEFINED    1,2,5,7                     536,832
SOUTHERN UN CO NEW   COM        84403010      23,375     989,226  SH      DEFINED    1,2,5                       989,226
SOUTHSIDE BANCSHARES COM        84470P10       2,171     107,485  SH      DEFINED    1,2                         107,485
SOUTHWEST AIRLS CO   COM        84474110     287,719  17,511,783  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  17,511,783
SOUTHWEST BANCORP IN COM        84476710       5,115     255,757  SH      DEFINED    1,2                         255,757
SOUTHWEST GAS CORP   COM        84489510      14,482     548,560  SH      DEFINED    1,2,5                       548,560
SOUTHWEST WTR CO     COM        84533110       3,120     218,050  SH      DEFINED    1,2                         218,050
SOUTHWESTERN ENERGY  COM        84546710      83,176   2,314,302  SH      DEFINED    1,2,5,12,13               2,314,302
SOVEREIGN BANCORP IN COM        84590510     207,167   9,582,213  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,582,213
SOVRAN SELF STORAGE  COM        84610H10      17,918     381,479  SH      DEFINED    1,2,3,5                     381,479
SPANISH BROADCASTING CL A       84642588       2,505     490,273  SH      DEFINED    1,2                         490,273
SPARTAN MTRS INC     COM        84681910         127      12,350  SH      DEFINED    1,2                          12,350
SPARTAN STORES INC   COM        84682210       2,374     227,816  SH      DEFINED    1,2                         227,816
SPARTECH CORP        COM NEW    84722020       9,449     430,490  SH      DEFINED    1,2                         430,490
SPATIALIGHT INC      COM        84724810       1,109     319,665  SH      DEFINED    1,2                         319,665
SPDR TR              UNIT SER 1 78462F10      37,815     303,714  SH      DEFINED    1,5,6,13                    303,714
SPECIALTY LABORATORI COM        84749R10       1,669     127,866  SH      DEFINED    1,2                         127,866
SPECTRALINK CORP     COM        84758010       2,929     246,742  SH      DEFINED    1,2                         246,742
SPECTRANETICS CORP   COM        84760C10         377      33,500  SH      DEFINED    1                            33,500
SPECTRUM BRANDS INC  COM        84762L10      11,293     556,019  SH      DEFINED    1,2,6                       556,019
SPECTRUM CTL INC     COM        84761510         107      17,200  SH      DEFINED    1                            17,200
SPEEDWAY MOTORSPORTS COM        84778810       6,911     199,348  SH      DEFINED    1,2                         199,348
SPHERION CORP        COM        84842010      13,677   1,366,363  SH      DEFINED    1,2,5,6                   1,366,363
SPHERIX INC          COM        84842R10          62      18,099  SH      DEFINED    1                            18,099
SPIRIT FIN CORP      COM        84856830       9,910     873,137  SH      DEFINED    1,2,3                       873,137
SPORT CHALET INC     CL A       84916320         113      13,713  SH      DEFINED    1                            13,713
SPORTS AUTH INC NEW  COM        84917U10      15,341     492,816  SH      DEFINED    1,2                         492,816
SPORTS RESORTS INTL  COM        84918U10           8      10,000  SH      DEFINED    1                            10,000
SPORTSMANS GUIDE INC COM NEW    84890720         287      12,050  SH      DEFINED    1,2                          12,050
SPRINT NEXTEL CORP   COM FON    85206110   2,041,449  87,390,786  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  87,390,786
SPSS INC             COM        78462K10       8,726     282,108  SH      DEFINED    1,2,5,6                     282,108
SPX CORP             COM        78463510      60,551   1,322,946  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   1,322,946
SRA INTL INC         CL A       78464R10      13,810     452,187  SH      DEFINED    1,2,13                      452,187
SRS LABS INC         COM        78464M10         111      16,900  SH      DEFINED    1                            16,900
SSA GLOBAL TECHNOLOG COM        78465P10       1,699      93,402  SH      DEFINED    1,2                          93,402
ST JOE CO            COM        79014810      64,410     958,190  SH      DEFINED    1,2,3,5,7,8,10,12,13,14     958,190
ST JUDE MED INC      COM        79084910     567,710  11,308,964  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  11,308,964
ST MARY LD & EXPL CO COM        79222810      34,651     941,349  SH      DEFINED    1,2,5,12                    941,349
ST PAUL TRAVELERS IN COM        79286010     903,631  20,229,045  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  20,229,045
STAAR SURGICAL CO    COM PAR $0 85231230         211      26,689  SH      DEFINED    1                            26,689
STAGE STORES INC     COM NEW    85254C30      16,777     563,366  SH      DEFINED    1,2,5,6                     563,366
STAMPS COM INC       COM NEW    85285720       5,062     220,476  SH      DEFINED    1,2                         220,476
STANCORP FINL GROUP  COM        85289110      52,967   1,060,402  SH      DEFINED    1,2,5,13                  1,060,402
STANDARD MICROSYSTEM COM        85362610       8,400     292,796  SH      DEFINED    1,2,6                       292,796
STANDARD MTR PRODS I COM        85366610       2,016     218,442  SH      DEFINED    1,2,6                       218,442





                                                                                               
STANDARD PAC CORP NE COM        85375C10      31,541     857,098  SH      DEFINED    1,2,5,6                     857,098
STANDARD REGISTER CO COM        85388710       4,463     282,264  SH      DEFINED    1,2,6                       282,264
STANDEX INTL CORP    COM        85423110       5,140     185,169  SH      DEFINED    1,2,5,6                     185,169
STANLEY FURNITURE IN COM NEW    85430520       4,674     201,631  SH      DEFINED    1,2,5                       201,631
STANLEY WKS          COM        85461610     144,605   3,010,105  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,010,105
STAPLES INC          COM        85503010     504,709  22,224,086  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  22,224,086
STAR SCIENTIFIC INC  COM        85517P10         622     264,501  SH      DEFINED    1,2                         264,501
STARBUCKS CORP       COM        85524410     614,799  20,486,482  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  20,486,482
STARTEK INC          COM        85569C10       3,093     171,843  SH      DEFINED    1,2,6                       171,843
STARWOOD HOTELS&RESO PAIRED CTF 85590A20     453,717   7,104,865  SH      DEFINED    1,2,3,5,6,7,8,10,12,13,
                                                                                     14                        7,104,865
STATE AUTO FINL CORP COM        85570710      11,900     326,375  SH      DEFINED    1,2                         326,375
STATE BANCORP INC N. COM        85571610       2,070     123,667  SH      DEFINED    1,2                         123,667
STATE NATIONAL BANCS COM        85712410         761      28,500  SH      DEFINED    1,2                          28,500
STATE STR CORP       COM        85747710     811,139  14,630,938  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  14,630,938
STATION CASINOS INC  COM        85768910      33,861     499,427  SH      DEFINED    1,2,5,12                    499,427
STATOIL ASA          SPONSORED  85771P10       6,788     295,660  SH      DEFINED    1                           295,660
STEAK N SHAKE CO     COM        85787310       7,370     434,830  SH      DEFINED    1,2,6                       434,830
STEEL DYNAMICS INC   COM        85811910      27,585     776,831  SH      DEFINED    1,2,13                      776,831
STEEL TECHNOLOGIES I COM        85814710       5,747     205,312  SH      DEFINED    1,2                         205,312
STEELCASE INC        CL A       85815520       8,470     535,074  SH      DEFINED    1,2,5                       535,074
STEIN MART INC       COM        85837510       8,282     456,317  SH      DEFINED    1,2,5,6                     456,317
STEINER LEISURE LTD  ORD        P8744Y10         744      20,925  SH      DEFINED    1,2,5                        20,925
STEINWAY MUSICAL INS COM        85849510       3,039     119,140  SH      DEFINED    1,2                         119,140
STELLENT INC         COM        85856W10       3,008     302,947  SH      DEFINED    1,2,5                       302,947
STEMCELLS INC        COM        85857R10       2,589     750,340  SH      DEFINED    1,2                         750,340
STEPAN CO            COM        85858610       1,853      68,896  SH      DEFINED    1,2,5                        68,896
STEPHAN CO           COM        85860310          35      10,099  SH      DEFINED    1                            10,099
STEREOTAXIS INC      COM        85916J10         962     111,755  SH      DEFINED    1,2                         111,755
STERICYCLE INC       COM        85891210      36,907     626,821  SH      DEFINED    1,2,5,12,13                 626,821
STERIS CORP          COM        85915210      32,887   1,314,436  SH      DEFINED    1,2,5,13                  1,314,436
STERLING BANCORP     COM        85915810       4,746     240,572  SH      DEFINED    1,2                         240,572
STERLING BANCSHARES  COM        85890710       9,478     613,833  SH      DEFINED    1,2                         613,833
STERLING FINL CORP   COM        85931710       8,787     443,781  SH      DEFINED    1,2                         443,781
STERLING FINL CORP W COM        85931910      11,605     464,576  SH      DEFINED    1,2                         464,576
STEWART & STEVENSON  COM        86034210       8,876     420,077  SH      DEFINED    1,2,6                       420,077
STEWART ENTERPRISES  CL A       86037010      10,423   1,926,572  SH      DEFINED    1,2,5                     1,926,572
STEWART INFORMATION  COM        86037210      16,011     328,975  SH      DEFINED    1,2                         328,975
STEWART W P & CO LTD COM        G8492210         584      24,759  SH      DEFINED    1,2,5                        24,759
STIFEL FINL CORP     COM        86063010       4,032     107,250  SH      DEFINED    1,2                         107,250
STILLWATER MNG CO    COM        86074Q10      11,939   1,031,886  SH      DEFINED    1,2,5                     1,031,886
STMICROELECTRONICS N NY REGISTR 86101210         357      19,817  SH      DEFINED    1                            19,817
STONE ENERGY CORP    COM        86164210      17,926     393,709  SH      DEFINED    1,2,5                       393,709
STONERIDGE INC       COM        86183P10         118      17,879  SH      DEFINED    1                            17,879
STORA ENSO CORP      SPON ADR R 86210M10         478      35,366  SH      DEFINED    1                            35,366
STRATAGENE CORP      COM        86269H10         816      81,306  SH      DEFINED    1                            81,306
STRATASYS INC        COM        86268510       3,156     126,209  SH      DEFINED    1,2,5                       126,209
STRATEGIC HOTEL CAP  COM        86272T10      21,921   1,065,181  SH      DEFINED    1,2,3                     1,065,181
STRATEX NETWORKS INC COM        86279T10         425     118,712  SH      DEFINED    1                           118,712
STRATTEC SEC CORP    COM        86311110       2,236      55,319  SH      DEFINED    1,2,5                        55,319
STRAYER ED INC       COM        86323610      17,771     189,656  SH      DEFINED    1,2                         189,656
STREETTRACKS SER TR  DJ WL LG C 86330E20       2,196      31,314  SH      DEFINED    1                            31,314
STRIDE RITE CORP     COM        86331410       9,213     679,392  SH      DEFINED    1,2,5,6                     679,392
STRYKER CORP         COM        86366710     347,688   7,825,519  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   7,825,519
STUDENT LN CORP      COM        86390210       9,427      45,057  SH      DEFINED    1,2,5,12                     45,057
STURM RUGER & CO INC COM        86415910       2,474     352,911  SH      DEFINED    1,2,6                       352,911
SUEZ                 SPONSORED  86468610         227       7,260  SH      DEFINED    1                             7,260
SUFFOLK BANCORP      COM        86473910       5,876     174,004  SH      DEFINED    1,2                         174,004
SUMMIT BANCSHARES IN COM        86601110       1,886     104,920  SH      DEFINED    1,2                         104,920
SUMMIT FINANCIAL GRO COM        86606G10       1,540      67,009  SH      DEFINED    1,2                          67,009





                                                                                               
SUMTOTAL SYS INC     COM        86661510          69      15,391  SH      DEFINED    1                            15,391
SUN BANCORP INC      COM        86663B10       3,068     155,366  SH      DEFINED    1,2                         155,366
SUN COMMUNITIES INC  COM        86667410      11,877     378,254  SH      DEFINED    1,2,3,5                     378,254
SUN HYDRAULICS CORP  COM        86694210       1,376      71,199  SH      DEFINED    1,2                          71,199
SUN LIFE FINL INC    COM        86679610       5,981     149,051  SH      DEFINED    1,5                         149,051
SUN MICROSYSTEMS INC COM        86681010     379,776  90,638,662  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  90,638,662
SUNAIR SERVICES CORP COM        86701710          58      11,100  SH      DEFINED    1                            11,100
SUNCOM WIRELESS HLDG CL A       86722Q10          39      14,001  SH      DEFINED    1,5                          14,001
SUNCOR ENERGY INC    COM        86722910         538       8,517  SH      DEFINED    1                             8,517
SUNLINK HEALTH SYSTE COM        86737U10         143      13,400  SH      DEFINED    1                            13,400
SUNOCO INC           COM        86764P10     829,654  10,585,022  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  10,585,022
SUNOCO LOGISTICS PRT COM UNITS  86764L10         500      12,880  SH      DEFINED    1,2                          12,880
SUNPOWER CORP        COM CL A   86765210       2,012      59,199  SH      DEFINED    1,2                          59,199
SUNRISE SENIOR LIVIN COM        86768K10      20,638     612,232  SH      DEFINED    1,2,6                       612,232
SUNRISE TELECOM INC  COM        86769Y10          20      11,617  SH      DEFINED    1                            11,617
SUNSTONE HOTEL INVS  COM        86789210      20,985     789,800  SH      DEFINED    1,2,3                       789,800
SUNTECH PWR HLDGS CO ADR        86800C10         992      36,400  SH      DEFINED    1,2,7                        36,400
SUNTERRA CORP        COM NEW    86787D20       3,135     220,433  SH      DEFINED    1,2                         220,433
SUNTRON CORP         COM        86789P10          22      18,215  SH      DEFINED    1                            18,215
SUNTRUST BKS INC     COM        86791410     790,586  10,865,663  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  10,865,663
SUPERCONDUCTOR TECHN COM        86793110          11      26,734  SH      DEFINED    1                            26,734
SUPERGEN INC         COM        86805910       3,025     598,979  SH      DEFINED    1,2,5                       598,979
SUPERIOR ENERGY SVCS COM        86815710      21,101   1,002,411  SH      DEFINED    1,2                       1,002,411
SUPERIOR ESSEX INC   COM        86815V10       5,055     250,730  SH      DEFINED    1,2                         250,730
SUPERIOR INDS INTL I COM        86816810       7,992     359,015  SH      DEFINED    1,2,5,6                     359,015
SUPERIOR UNIFORM GP  COM        86835810         113      11,004  SH      DEFINED    1                            11,004
SUPERIOR WELL SVCS I COM        86837X10       1,177      49,542  SH      DEFINED    1,2                          49,542
SUPERTEX INC         COM        86853210      10,977     248,060  SH      DEFINED    1,2,6                       248,060
SUPERVALU INC        COM        86853610     166,712   5,132,746  SH      DEFINED    1,2,5,6,7,10,12,13,14     5,132,746
SUPPORTSOFT INC      COM        86858710       2,157     511,245  SH      DEFINED    1,2,5                       511,245
SUPREME INDS INC     CL A       86860710         152      19,692  SH      DEFINED    1                            19,692
SUREWEST COMMUNICATI COM        86873310       5,441     206,331  SH      DEFINED    1,2,5                       206,331
SURMODICS INC        COM        86887310      11,064     299,095  SH      DEFINED    1,2,6                       299,095
SUSQUEHANNA BANCSHAR COM        86909910      15,031     634,773  SH      DEFINED    1,2,5                       634,773
SVB FINL GROUP       COM        78486Q10      30,060     641,755  SH      DEFINED    1,2,5,13                    641,755
SWIFT ENERGY CO      COM        87073810      22,832     506,595  SH      DEFINED    1,2,5                       506,595
SWIFT TRANSN CO      COM        87075610      14,224     700,704  SH      DEFINED    1,2,5,13                    700,704
SWS GROUP INC        COM        78503N10       7,970     380,621  SH      DEFINED    1,2                         380,621
SYBASE INC           COM        87113010      45,576   2,084,913  SH      DEFINED    1,2,5,7,10,12,13,14       2,084,913
SYBRON DENTAL SPECIA COM        87114210      26,364     662,240  SH      DEFINED    1,2,5,6                     662,240
SYCAMORE NETWORKS IN COM        87120610      12,729   2,946,526  SH      DEFINED    1,2,5,8                   2,946,526
SYKES ENTERPRISES IN COM        87123710       6,865     513,453  SH      DEFINED    1,2                         513,453
SYMANTEC CORP        COM        87150310     470,217  26,869,543  SH      DEFINED    1,2,5,6,7,10,12,13,14    26,869,543
SYMBION INC DEL      COM        87150710       5,998     260,781  SH      DEFINED    1,2                         260,781
SYMBOL TECHNOLOGIES  COM        87150810      86,345   6,735,195  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,735,195
SYMMETRICOM INC      COM        87154310       5,694     672,243  SH      DEFINED    1,2,5,6                     672,243
SYMMETRY MED INC     COM        87154620       2,398     123,667  SH      DEFINED    1,2                         123,667
SYMS CORP            COM        87155110       1,560     108,021  SH      DEFINED    1,2                         108,021
SYMYX TECHNOLOGIES   COM        87155S10      10,617     389,052  SH      DEFINED    1,2,5                       389,052
SYNAGRO TECHNOLOGIES COM NEW    87156220         297      70,200  SH      DEFINED    1                            70,200
SYNAPTICS INC        COM        87157D10      12,381     500,856  SH      DEFINED    1,2,5,6                     500,856
SYNGENTA AG          SPONSORED  87160A10         454      18,223  SH      DEFINED    1                            18,223
SYNIVERSE HLDGS INC  COM        87163F10       8,925     427,039  SH      DEFINED    1,2                         427,039
SYNNEX CORP          COM        87162W10       1,498      99,136  SH      DEFINED    1,2                          99,136
SYNOPSYS INC         COM        87160710      81,268   4,051,259  SH      DEFINED    1,2,5,7,8,10,12,13,14     4,051,259
SYNOVUS FINL CORP    COM        87161C10     221,063   8,184,469  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   8,184,469
SYNPLICITY INC       COM        87160Y10         173      20,799  SH      DEFINED    1                            20,799
SYNTEL INC           COM        87162H10       1,635      78,501  SH      DEFINED    1,2                          78,501
SYNTROLEUM CORP      COM        87163010       4,245     470,087  SH      DEFINED    1,2                         470,087





                                                                                               
SYPRIS SOLUTIONS INC COM        87165510         825      82,631  SH      DEFINED    1,2                          82,631
SYSCO CORP           COM        87182910     521,897  16,808,264  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  16,808,264
SYSTEMAX INC         COM        87185110         741     118,830  SH      DEFINED    1,2                         118,830
T-3 ENERGY SRVCS INC COM        87306E10         231      23,800  SH      DEFINED    1,2                          23,800
TAIWAN GREATER CHINA SH BEN INT 87403710         159      30,000  SH      DEFINED    7                            30,000
TAIWAN SEMICONDUCTOR SPONSORED  87403910     104,806  10,575,782  SH      DEFINED    1,2,4,5,7,8              10,575,782
TAKE-TWO INTERACTIVE COM        87405410      15,502     875,801  SH      DEFINED    1,2,5,6                     875,801
TAL INTL GROUP INC   COM        87408310       1,781      86,234  SH      DEFINED    1,2                          86,234
TALBOTS INC          COM        87416110      11,151     400,843  SH      DEFINED    1,2,5                       400,843
TALEO CORP           CL A       87424N10         215      16,160  SH      DEFINED    1                            16,160
TALK AMERICA HLDGS I COM NEW    87426R20       5,031     582,915  SH      DEFINED    1,2                         582,915
TALX CORP            COM        87491810      19,153     419,020  SH      DEFINED    1,2,5,6                     419,020
TANGER FACTORY OUTLE COM        87546510      22,217     773,025  SH      DEFINED    1,2,3,5                     773,025
TANOX INC            COM        87588Q10       5,559     339,557  SH      DEFINED    1,2                         339,557
TARGET CORP          COM        87612E10   4,274,078  77,752,926  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  77,752,926
TARGETED GENETICS CO COM        87612M10          23      46,114  SH      DEFINED    1                            46,114
TARRAGON CORP        COM        87628710       2,977     144,371  SH      DEFINED    1,2,5                       144,371
TASER INTL INC       COM        87651B10       6,479     930,883  SH      DEFINED    1,2                         930,883
TATA MTRS LTD        SPONSORED  87656850         943      65,626  SH      DEFINED    1,2,5                        65,626
TAUBMAN CTRS INC     COM        87666410      46,329   1,333,196  SH      DEFINED    1,2,3,5                   1,333,196
TAYLOR CAP GROUP INC COM        87685110       5,333     132,001  SH      DEFINED    1,2                         132,001
TC PIPELINES LP      UT COM LTD 87233Q10         758      23,394  SH      DEFINED    1,2,5                        23,394
TCF FINL CORP        COM        87227510      64,248   2,367,270  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,367,270
TD BANKNORTH INC     COM        87235A10      34,987   1,204,378  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,204,378
TDC A/S              SPONSORED  87236N10         300      10,048  SH      DEFINED    1                            10,048
TDK CORP             AMERN DEP  87235140         367       5,301  SH      DEFINED    1                             5,301
TEAM INC             COM        87815510         226      10,700  SH      DEFINED    1                            10,700
TECH DATA CORP       COM        87823710      40,605   1,025,114  SH      DEFINED    1,2,5,8,13                1,025,114
TECH OPS SEVCON INC  COM        87829310          68      12,400  SH      DEFINED    1                            12,400
TECHNE CORP          COM        87837710      43,031     767,310  SH      DEFINED    1,2,5,12,13                 767,310
TECHNICAL OLYMPIC US COM        87848310       3,993     189,313  SH      DEFINED    1,2                         189,313
TECHNITROL INC       COM        87855510      10,293     601,948  SH      DEFINED    1,2,5,6                     601,948
TECHNOLOGY INVT CAP  COM        87871730       1,916     126,903  SH      DEFINED    1,2                         126,903
TECHNOLOGY RESH CORP COM NEW    87872730          55      12,900  SH      DEFINED    1                            12,900
TECO ENERGY INC      COM        87237510      98,013   5,705,082  SH      DEFINED    1,2,5,6,10,12,13          5,705,082
TECUMSEH PRODS CO    CL A       87889520       6,970     303,563  SH      DEFINED    1,2,5,13                    303,563
TEEKAY SHIPPING MARS COM        Y8564W10       4,690     117,533  SH      DEFINED    1,2,5,12                    117,533
TEGAL CORP           COM        87900810           6      11,400  SH      DEFINED    1                            11,400
TEJON RANCH CO DEL   COM        87908010       4,276     107,103  SH      DEFINED    1,2                         107,103
TEKELEC              COM        87910110      12,290     884,202  SH      DEFINED    1,2,5                       884,202
TEKTRONIX INC        COM        87913110      60,981   2,161,666  SH      DEFINED    1,2,5,6,10,12,13          2,161,666
TELE NORTE LESTE PAR SPON ADR P 87924610      48,715   2,718,450  SH      DEFINED    1,2,4,5,7                 2,718,450
TELECOM ARGENTINA S  SPON ADR R 87927320      10,557     819,010  SH      DEFINED    1,2,5,7                     819,010
TELECOMMUNICATION SY CL A       87929J10          31      14,000  SH      DEFINED    1                            14,000
TELEDYNE TECHNOLOGIE COM        87936010      17,654     606,664  SH      DEFINED    1,2,5,6                     606,664
TELEFLEX INC         COM        87936910      49,118     755,896  SH      DEFINED    1,2,5,13                    755,896
TELEFONICA MOVILES S SPONSORED  87938V10         169      16,176  SH      DEFINED    1                            16,176
TELEFONICA S A       SPONSORED  87938220      15,282     339,453  SH      DEFINED    1,2                         339,453
TELEFONOS DE MEXICO  SPON ADR O 87940378      17,353     703,138  SH      DEFINED    1,2                         703,138
TELEPHONE & DATA SYS COM        87943310      66,767   1,853,084  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   1,853,084
TELEPHONE & DATA SYS SPL COM    87943386       9,922     286,676  SH      DEFINED    1,5,6,7,8,10,12,13,14       286,676
TELESP CELULAR PART  SPON ADR P 87952L10          42      11,183  SH      DEFINED    1,2                          11,183
TELETECH HOLDINGS IN COM        87993910      12,789   1,061,338  SH      DEFINED    1,2                       1,061,338
TELEWEST GLOBAL INC  COM        87956T10      45,582   1,913,611  SH      DEFINED    1,2,5,12                  1,913,611
TELIK INC            COM        87959M10      10,844     638,239  SH      DEFINED    1,2                         638,239
TELKONET INC         COM        87960410       1,741     419,419  SH      DEFINED    1,2                         419,419
TELLABS INC          COM        87966410     139,821  12,827,654  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  12,827,654
TELSTRA CORP LTD     SPON ADR F 87969N20         153      10,656  SH      DEFINED    1                            10,656
TELULAR CORP         COM NEW    87970T20          77      23,100  SH      DEFINED    1                            23,100





                                                                                               
TELUS CORP           NON-VTG SH 87971M20         388       9,625  SH      DEFINED    1,5,7                         9,625
TEMPLE INLAND INC    COM        87986810     177,990   3,968,555  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,968,555
TEMPUR PEDIC INTL IN COM        88023U10       4,259     370,323  SH      DEFINED    1,2                         370,323
TENARIS S A          SPONSORED  88031M10      29,249     255,454  SH      DEFINED    1,2,5,7                     255,454
TENET HEALTHCARE COR COM        88033G10      94,184  12,295,595  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  12,295,595
TENNANT CO           COM        88034510       7,076     136,074  SH      DEFINED    1,2                         136,074
TENNECO INC          COM        88034910      11,666     594,887  SH      DEFINED    1,2,5                       594,887
TEPPCO PARTNERS L P  UT LTD PAR 87238410       3,207      92,053  SH      DEFINED    1,2,5                        92,053
TERADYNE INC         COM        88077010      77,895   5,346,236  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   5,346,236
TERAYON COMMUNICATIO COM        88077510       2,195     950,064  SH      DEFINED    1,2,5                       950,064
TERCICA INC          COM        88078L10       1,022     142,548  SH      DEFINED    1,2                         142,548
TEREX CORP NEW       COM        88077910      48,043     808,813  SH      DEFINED    1,2,5,8                     808,813
TERRA INDS INC       COM        88091510       8,459   1,510,447  SH      DEFINED    1,2                       1,510,447
TERREMARK WORLDWIDE  COM NEW    88144820       1,526     328,089  SH      DEFINED    1,2,5                       328,089
TESORO CORP          COM        88160910      82,224   1,335,886  SH      DEFINED    1,2,5,8,10                1,335,886
TESSERA TECHNOLOGIES COM        88164L10      13,821     534,652  SH      DEFINED    1,2                         534,652
TETRA TECH INC NEW   COM        88162G10      15,348     979,470  SH      DEFINED    1,2,5,6                     979,470
TETRA TECHNOLOGIES I COM        88162F10      13,001     425,978  SH      DEFINED    1,2                         425,978
TEVA PHARMACEUTICAL  ADR        88162420      45,127   1,049,213  SH      DEFINED    1,2,5,7                   1,049,213
TEXAS CAPITAL BANCSH COM        88224Q10       6,288     280,976  SH      DEFINED    1,2                         280,976
TEXAS INDS INC       COM        88249110      21,160     424,551  SH      DEFINED    1,2,5                       424,551
TEXAS INSTRS INC     COM        88250810   1,688,307  52,644,448  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  52,644,448
TEXAS REGL BANCSHARE CL A VTG   88267310      20,517     724,999  SH      DEFINED    1,2,5,13                    724,999
TEXAS ROADHOUSE INC  CL A       88268110       7,936     510,344  SH      DEFINED    1,2                         510,344
TEXTRON INC          COM        88320310     330,725   4,296,248  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,296,248
THERAGENICS CORP     COM        88337510         164      54,381  SH      DEFINED    1,6                          54,381
THERAVANCE INC       COM        88338T10       1,100      48,834  SH      DEFINED    1,2                          48,834
THERMA-WAVE INC      COM        88343A10          40      28,168  SH      DEFINED    1                            28,168
THERMO ELECTRON CORP COM        88355610     147,681   4,901,460  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,901,460
THERMOGENESIS CORP   COM NEW    88362320       2,364     489,422  SH      DEFINED    1,2,5                       489,422
THIRD WAVE TECHNOLOG COM        88428W10          58      19,464  SH      DEFINED    1                            19,464
THOMAS & BETTS CORP  COM        88431510      32,595     776,804  SH      DEFINED    1,2,5,6,12,13               776,804
THOMAS PPTYS GROUP I COM        88445310         180      14,400  SH      DEFINED    1                            14,400
THOMSON              SPONSORED  88511810         240      11,480  SH      DEFINED    1                            11,480
THOMSON CORP         COM        88490310       1,158      33,463  SH      DEFINED    7,10                         33,463
THOR INDS INC        COM        88516010      25,089     626,120  SH      DEFINED    1,2,5,13                    626,120
THORATEC CORP        COM NEW    88517530      16,389     792,116  SH      DEFINED    1,2,5                       792,116
THORNBURG MTG INC    COM        88521810      29,430   1,123,301  SH      DEFINED    1,2,5                     1,123,301
THQ INC              COM NEW    87244340      21,309     893,456  SH      DEFINED    1,2,5,6                     893,456
THRESHOLD PHARMACEUT COM        88580710       1,310      90,685  SH      DEFINED    1,2                          90,685
TIBCO SOFTWARE INC   COM        88632Q10      21,282   2,848,963  SH      DEFINED    1,2,5                     2,848,963
TIDEWATER INC        COM        88642310      36,974     831,626  SH      DEFINED    1,2,5,12,13                 831,626
TIER TECHNOLOGIES IN CL B       88650Q10         177      24,164  SH      DEFINED    1                            24,164
TIERONE CORP         COM        88650R10       9,571     325,443  SH      DEFINED    1,2                         325,443
TIFFANY & CO NEW     COM        88654710     157,200   4,105,518  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,105,518
TIM PARTICIPACOES S  SPONS ADR  88706P10       4,703     186,042  SH      DEFINED    1,2,7                       186,042
TIMBERLAND CO        CL A       88710010      36,234   1,113,192  SH      DEFINED    1,2,5,12,13               1,113,192
TIME WARNER INC      COM        88731710   2,466,153 141,407,880  SH      DEFINED    1,2,5,6,7,8,10,12,13,14 141,407,880
TIME WARNER TELECOM  CL A       88731910      11,687   1,186,521  SH      DEFINED    1,2,5                     1,186,521
TIMKEN CO            COM        88738910      37,241   1,163,051  SH      DEFINED    1,2,5,8,13                1,163,051
TITAN INTL INC ILL   COM        88830M10       2,931     169,930  SH      DEFINED    1,2                         169,930
TITAN PHARMACEUTICAL COM        88831410          42      29,117  SH      DEFINED    1                            29,117
TITANIUM METALS CORP COM NEW    88833920       9,240     146,059  SH      DEFINED    1,2                         146,059
TIVO INC             COM        88870610       3,536     690,711  SH      DEFINED    1,2                         690,711
TJX COS INC NEW      COM        87254010     301,623  12,984,184  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  12,984,184
TNS INC              COM        87296010       2,691     140,297  SH      DEFINED    1,2                         140,297
TODCO                CL A       88889T10      36,520     959,549  SH      DEFINED    1,2                         959,549
TOLL BROTHERS INC    COM        88947810      70,343   2,030,698  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,030,698
TOLLGRADE COMMUNICAT COM        88954210         296      27,036  SH      DEFINED    1,6                          27,036





                                                                                               
TOMPKINSTRUSTCO INC  COM        89011010       4,719     105,336  SH      DEFINED    1,2,5                       105,336
TOO INC              COM        89033310      19,915     705,969  SH      DEFINED    1,2,5,6                     705,969
TOOTSIE ROLL INDS IN COM        89051610      13,288     459,324  SH      DEFINED    1,2,5,6,13                  459,324
TOPPS INC            COM        89078610       3,552     478,023  SH      DEFINED    1,2                         478,023
TORCHMARK CORP       COM        89102710     177,966   3,200,819  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,200,819
TOREADOR RES CORP    COM        89105010       3,811     180,879  SH      DEFINED    1,2                         180,879
TORO CO              COM        89109210      31,206     712,952  SH      DEFINED    1,2,5,6,12                  712,952
TORONTO DOMINION BK  COM NEW    89116050       3,123      59,262  SH      DEFINED    1                            59,262
TOTAL S A            SPONSORED  89151E10      31,906     252,417  SH      DEFINED    1,2                         252,417
TOTAL SYS SVCS INC   COM        89190610      13,299     671,993  SH      DEFINED    1,2,5,12                    671,993
TOWER GROUP INC      COM        89177710       5,106     232,315  SH      DEFINED    1,2                         232,315
TOWN & CTRY TR       SH BEN INT 89208110      13,663     404,106  SH      DEFINED    1,2,3                       404,106
TOYOTA MOTOR CORP    SP ADR REP 89233130       7,409      70,820  SH      DEFINED    1,2                          70,820
TRACTOR SUPPLY CO    COM        89235610      29,802     562,933  SH      DEFINED    1,2,5,6                     562,933
TRADESTATION GROUP I COM        89267P10       3,109     251,155  SH      DEFINED    1,2                         251,155
TRAFFIX INC          COM        89272110          94      18,400  SH      DEFINED    1                            18,400
TRAMMELL CROW CO     COM        89288R10      18,734     730,387  SH      DEFINED    1,2                         730,387
TRANS WORLD ENTMT CO COM        89336Q10       3,800     666,634  SH      DEFINED    1,2                         666,634
TRANSACT TECHNOLOGIE COM        89291810         102      12,961  SH      DEFINED    1                            12,961
TRANSACTION SYS ARCH COM        89341610      24,717     858,527  SH      DEFINED    1,2,13                      858,527
TRANSALTA CORP       COM        89346D10         316      14,471  SH      DEFINED    1,7                          14,471
TRANSATLANTIC HLDGS  COM        89352110      17,944     267,020  SH      DEFINED    1,2,5,12                    267,020
TRANSCAT INC         COM        89352910         103      19,200  SH      DEFINED    1                            19,200
TRANSMETA CORP DEL   COM        89376R10         253     224,062  SH      DEFINED    1,5                         224,062
TRANSMONTAIGNE INC   COM        89393410       7,023   1,064,137  SH      DEFINED    1,2                       1,064,137
TRANSOCEAN INC       ORD        G9007810     710,053  10,188,734  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  10,188,734
TRANSPORTADORA DE GA SPON ADR B 89387020         617     117,076  SH      DEFINED    1,5                         117,076
TRANSWITCH CORP      COM        89406510       2,136   1,167,289  SH      DEFINED    1,2,5                     1,167,289
TRAVELZOO INC        COM        89421Q10         885      40,237  SH      DEFINED    1,2                          40,237
TRC COS INC          COM        87262510       3,428     313,105  SH      DEFINED    1                           313,105
TREDEGAR CORP        COM        89465010       5,046     391,475  SH      DEFINED    1,2,6                       391,475
TREEHOUSE FOODS INC  COM        89469A10       7,818     417,604  SH      DEFINED    1,2,5,6                     417,604
TREND MICRO INC      SPONS ADR  89486M20       6,806     177,012  SH      DEFINED    1                           177,012
TREX INC             COM        89531P10       4,109     146,493  SH      DEFINED    1,2                         146,493
TRI CONTL CORP       COM        89543610       1,909     102,718  SH      DEFINED    5,12                        102,718
TRI VY CORP          COM        89573510       1,924     247,306  SH      DEFINED    1,2                         247,306
TRIAD GTY INC        COM        89592510       5,157     117,228  SH      DEFINED    1,2                         117,228
TRIAD HOSPITALS INC  COM        89579K10      56,231   1,433,362  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,433,362
TRIARC COS INC       CL B SER 1 89592730      10,403     700,523  SH      DEFINED    1,2,6                       700,523
TRIBUNE CO NEW       COM        89604710     219,286   7,246,730  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   7,246,730
TRICO BANCSHARES     COM        89609510       3,555     151,975  SH      DEFINED    1,2                         151,975
TRICO MARINE SERVICE COM NEW    89610620         229       8,800  SH      DEFINED    1,2                           8,800
TRIDENT MICROSYSTEMS COM        89591910      11,078     615,434  SH      DEFINED    1,2                         615,434
TRIMBLE NAVIGATION L COM        89623910      17,781     501,007  SH      DEFINED    1,2,5,6,12                  501,007
TRIMERIS INC         COM        89626310       2,920     254,140  SH      DEFINED    1,2,5                       254,140
TRINITY INDS INC     COM        89652210      34,104     773,862  SH      DEFINED    1,2,5,13                    773,862
TRIPATH IMAGING INC  COM        89694210       2,238     370,598  SH      DEFINED    1,2,5                       370,598
TRIQUINT SEMICONDUCT COM        89674K10      11,233   2,524,208  SH      DEFINED    1,2,5,13                  2,524,208
TRIUMPH GROUP INC NE COM        89681810       9,418     257,244  SH      DEFINED    1,2,6                       257,244
TRIZEC PROPERTIES IN COM        89687P10      40,687   1,775,162  SH      DEFINED    1,2,3,5,12                1,775,162
TRIZETTO GROUP INC   COM        89688210      18,573   1,093,173  SH      DEFINED    1,2                       1,093,173
TRM CORP             COM        87263610         917     123,146  SH      DEFINED    1,2                         123,146
TRONOX INC           CL A       89705110       1,703     130,300  SH      DEFINED    1,2                         130,300
TRUMP ENTMT RESORTS  COM        89816T10         494      24,522  SH      DEFINED    1                            24,522
TRUSTCO BK CORP N Y  COM        89834910      12,068     971,684  SH      DEFINED    1,2,5                       971,684
TRUSTMARK CORP       COM        89840210      18,132     660,057  SH      DEFINED    1,2,5                       660,057
TRUSTREET PPTYS INC  COM        89840410      11,687     799,398  SH      DEFINED    1,2,3,5                     799,398
TRW AUTOMOTIVE HLDGS COM        87264S10      15,593     591,751  SH      DEFINED    1,2,5                       591,751
TTM TECHNOLOGIES  IN COM        87305R10       5,431     577,742  SH      DEFINED    1,2                         577,742





                                                                                               
TUESDAY MORNING CORP COM NEW    89903550      10,416     497,894  SH      DEFINED    1,2,5                       497,894
TUMBLEWEED COMMUNICA COM        89969010         102      33,219  SH      DEFINED    1                            33,219
TUPPERWARE BRANDS CO COM        89989610      22,652   1,011,238  SH      DEFINED    1,2,5,13                  1,011,238
TURBOCHEF TECHNOLOGI COM NEW    90000620       2,303     160,347  SH      DEFINED    1,2                         160,347
TURKCELL ILETISIM HI SPON ADR N 90011120       1,228      79,976  SH      DEFINED    1,2                          79,976
TUT SYSTEMS          COM        90110310          55      18,418  SH      DEFINED    1                            18,418
TWEETER HOME ENTMT G COM        90116710         157      27,419  SH      DEFINED    1                            27,419
TWIN DISC INC        COM        90147610         290       6,500  SH      DEFINED    1,2                           6,500
TXU CORP             COM        87316810     988,971  19,704,538  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  19,704,538
TYCO INTL LTD NEW    COM        90212410   1,445,423  50,083,971  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  50,083,971
TYLER TECHNOLOGIES I COM        90225210       4,178     475,883  SH      DEFINED    1,2,5                       475,883
TYSON FOODS INC      CL A       90249410     137,236   8,025,493  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   8,025,493
U S AIRWAYS GROUP IN COM        90341W10       1,714      46,155  SH      DEFINED    1                            46,155
U S B HLDG INC       COM        90291010       3,517     162,368  SH      DEFINED    1,2                         162,368
U S CONCRETE INC     COM        90333L10         698      73,660  SH      DEFINED    1,2,5                        73,660
U S G CORP           COM NEW    90329340      33,866     521,011  SH      DEFINED    1,2,5,7,10,12,14            521,011
U S PHYSICAL THERAPY COM        90337L10       4,500     243,664  SH      DEFINED    1,2,5                       243,664
U S SHIPPING PARTNER COM UNIT   90341710         257      11,699  SH      DEFINED    1,2                          11,699
U S XPRESS ENTERPRIS CL A       90338N10       1,467      84,484  SH      DEFINED    1,2                          84,484
U STORE IT TR        COM        91274F10      19,049     904,921  SH      DEFINED    1,2,3                       904,921
UAP HLDG CORP        COM        90344110      10,829     530,333  SH      DEFINED    1,2                         530,333
UBIQUITEL INC        COM        90347430      10,308   1,042,238  SH      DEFINED    1,2,5                     1,042,238
UBS AG               NAMEN AKT  H8920M85      63,622     668,654  SH      DEFINED    1,2                         668,654
UCBH HOLDINGS INC    COM        90262T30      25,384   1,419,682  SH      DEFINED    1,2,5                     1,419,682
UGI CORP NEW         COM        90268110      29,002   1,407,875  SH      DEFINED    1,2,5                     1,407,875
UICI                 COM        90273710      21,001     591,398  SH      DEFINED    1,2,5                       591,398
UIL HLDG CORP        COM        90274810      10,130     220,273  SH      DEFINED    1,2,5                       220,273
ULTICOM INC          COM        90384410       1,807     184,203  SH      DEFINED    1,2,5                       184,203
ULTIMATE SOFTWARE GR COM        90385D10       5,199     272,605  SH      DEFINED    1,2                         272,605
ULTRA PETROLEUM CORP COM        90391410      42,924     769,242  SH      DEFINED    1,2,5,7,8,10,12,13,14       769,242
ULTRALIFE BATTERIES  COM        90389910       1,977     164,746  SH      DEFINED    1,2                         164,746
ULTRATECH INC        COM        90403410       5,200     316,674  SH      DEFINED    1,2,6                       316,674
UMB FINL CORP        COM        90278810      20,306     317,730  SH      DEFINED    1,2,5                       317,730
UMPQUA HLDGS CORP    COM        90421410      16,913     592,816  SH      DEFINED    1,2,5                       592,816
UNDER ARMOUR INC     CL A       90431110       3,869     100,983  SH      DEFINED    1,2                         100,983
UNIBANCO-UNIAO DE BA GDR REP PF 90458E10      53,395     839,945  SH      DEFINED    1,2,4,5,7                   839,945
UNICA CORP           COM        90458310         494      41,020  SH      DEFINED    1                            41,020
UNIFI INC            COM        90467710         145      47,834  SH      DEFINED    1                            47,834
UNIFIRST CORP MASS   COM        90470810       7,849     252,378  SH      DEFINED    1,2,5                       252,378
UNILEVER N V         N Y SHS NE 90478470       1,793      26,117  SH      DEFINED    1                            26,117
UNILEVER PLC         SPON ADR N 90476770       1,172      29,223  SH      DEFINED    1                            29,223
UNION BANKSHARES COR COM        90539910       4,764     110,534  SH      DEFINED    1,2                         110,534
UNION DRILLING INC   COM        90653P10         744      51,200  SH      DEFINED    1,2                          51,200
UNION PAC CORP       COM        90781810     554,657   6,889,297  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,889,297
UNIONBANCAL CORP     COM        90890610      59,296     862,862  SH      DEFINED    1,2,5,7,8,10,12,13,14       862,862
UNISOURCE ENERGY COR COM        90920510      14,752     472,816  SH      DEFINED    1,2,5                       472,816
UNISYS CORP          COM        90921410      54,312   9,316,023  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,316,023
UNIT CORP            COM        90921810      24,145     438,761  SH      DEFINED    1,2,5,12                    438,761
UNITED AUTO GROUP IN COM        90944010      14,091     368,878  SH      DEFINED    1,2                         368,878
UNITED BANKSHARES IN COM        90990710      20,109     570,639  SH      DEFINED    1,2,5                       570,639
UNITED CAPITAL CORP  COM        90991210         935      37,900  SH      DEFINED    1,2                          37,900
UNITED CMNTY BKS BLA CAP STK    90984P10      11,012     413,062  SH      DEFINED    1,2                         413,062
UNITED CMNTY FINL CO COM        90983910       7,381     624,972  SH      DEFINED    1,2,5                       624,972
UNITED DOMINION REAL COM        91019710      70,239   2,996,533  SH      DEFINED    1,2,3,5,13                2,996,533
UNITED FINANCIAL BAN COM        91030R10         779      67,530  SH      DEFINED    1                            67,530
UNITED FIRE & CAS CO COM        91033110       8,749     216,401  SH      DEFINED    1,2                         216,401
UNITED GUARDIAN INC  COM        91057110         124      14,000  SH      DEFINED    1                            14,000
UNITED INDL CORP     COM        91067110       5,449     131,703  SH      DEFINED    1,2                         131,703
UNITED MICROELECTRON SPONSORED  91087320       4,090   1,310,931  SH      DEFINED    1                         1,310,931





                                                                                               
UNITED NAT FOODS INC COM        91116310      18,593     704,287  SH      DEFINED    1,2,6                       704,287
UNITED ONLINE INC    COM        91126810      17,699   1,244,627  SH      DEFINED    1,2,5                     1,244,627
UNITED PANAM FINANCI COM        91130110       1,580      61,073  SH      DEFINED    1,2                          61,073
UNITED PARCEL SERVIC CL B       91131210   2,053,107  27,320,122  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  27,320,122
UNITED RENTALS INC   COM        91136310      31,869   1,362,509  SH      DEFINED    1,2,5,13                  1,362,509
UNITED RETAIL GROUP  COM        91138010         271      20,600  SH      DEFINED    1,2                          20,600
UNITED SEC BANCSHARE SHS        91145910       1,668      62,208  SH      DEFINED    1,2                          62,208
UNITED STATES CELLUL COM        91168410       8,396     169,968  SH      DEFINED    1,2,5                       169,968
UNITED STATES STL CO COM        91290910     193,085   4,016,744  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,016,744
UNITED STATIONERS IN COM        91300410      27,712     571,373  SH      DEFINED    1,2,5,6                     571,373
UNITED SURGICAL PART COM        91301630      22,392     696,481  SH      DEFINED    1,2,6                       696,481
UNITED TECHNOLOGIES  COM        91301710   6,167,004 110,302,343  SH      DEFINED    1,2,5,6,7,8,10,12,13,14 110,302,343
UNITED THERAPEUTICS  COM        91307C10      24,833     359,278  SH      DEFINED    1,2                         359,278
UNITED UTILS PLC     SPONSORED  91311Q10         357      15,291  SH      DEFINED    1                            15,291
UNITEDHEALTH GROUP I COM        91324P10   2,548,107  41,005,906  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  41,005,906
UNITIL CORP          COM        91325910         229       9,084  SH      DEFINED    1,2                           9,084
UNITRIN INC          COM        91327510      41,141     913,237  SH      DEFINED    1,2,5,10,12,13              913,237
UNIVERSAL AMERN FINL COM        91337710       5,137     340,645  SH      DEFINED    1,2                         340,645
UNIVERSAL COMPRESSIO COM        91343110      12,389     301,297  SH      DEFINED    1,2                         301,297
UNIVERSAL CORP VA    COM        91345610      29,237     674,281  SH      DEFINED    1,2,5,13                    674,281
UNIVERSAL DISPLAY CO COM        91347P10       2,982     283,755  SH      DEFINED    1,2                         283,755
UNIVERSAL ELECTRS IN COM        91348310       2,840     164,817  SH      DEFINED    1,2,5                       164,817
UNIVERSAL FST PRODS  COM        91354310      13,868     251,010  SH      DEFINED    1,2,6                       251,010
UNIVERSAL HEALTH RLT SH BEN INT 91359E10       5,077     161,985  SH      DEFINED    1,2,3                       161,985
UNIVERSAL HLTH SVCS  CL B       91390310      37,930     811,505  SH      DEFINED    1,2,5,7,10,12,13,14         811,505
UNIVERSAL TECHNICAL  COM        91391510       7,664     247,691  SH      DEFINED    1,2                         247,691
UNIVERSAL TRUCKLOAD  COM        91388P10       1,012      44,003  SH      DEFINED    1,2                          44,003
UNIVEST CORP PA      COM        91527110       2,773     114,262  SH      DEFINED    1,2                         114,262
UNIVISION COMMUNICAT CL A       91490610     190,415   6,478,892  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,478,892
UNIZAN FINANCIAL COR COM        91528W10       8,308     312,817  SH      DEFINED    1,2                         312,817
UNUMPROVIDENT CORP   COM        91529Y10     335,651  14,753,869  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  14,753,869
UPM KYMMENE CORP     SPONSORED  91543610         493      25,136  SH      DEFINED    1                            25,136
UQM TECHNOLOGIES INC COM        90321310          72      18,576  SH      DEFINED    1                            18,576
URBAN OUTFITTERS INC COM        91704710      40,337   1,593,703  SH      DEFINED    1,2,5,12,13               1,593,703
UROLOGIX INC         COM        91727310          71      18,400  SH      DEFINED    1                            18,400
URS CORP NEW         COM        90323610      27,211     723,514  SH      DEFINED    1,2,6                       723,514
URSTADT BIDDLE PPTYS COM        91728610         182      11,570  SH      DEFINED    1                            11,570
URSTADT BIDDLE PPTYS CL A       91728620       6,648     410,093  SH      DEFINED    1,2,3                       410,093
US BANCORP DEL       COM NEW    90297330   1,692,231  56,615,278  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  56,615,278
US LEC CORP          CL A       90331S10          23      13,600  SH      DEFINED    1                            13,600
USA MOBILITY INC     COM        90341G10      10,012     361,170  SH      DEFINED    1,2                         361,170
USA TRUCK INC        COM        90292510       1,842      63,248  SH      DEFINED    1,2                          63,248
USANA HEALTH SCIENCE COM        90328M10      12,549     327,133  SH      DEFINED    1,2,6                       327,133
USEC INC             COM        90333E10      18,108   1,515,274  SH      DEFINED    1,2,5                     1,515,274
USI HLDGS CORP       COM        90333H10       7,826     568,360  SH      DEFINED    1,2                         568,360
UST INC              COM        90291110     155,534   3,809,302  SH      DEFINED    1,2,5,6,8,10,12,13        3,809,302
UTAH MED PRODS INC   COM        91748810         358      11,200  SH      DEFINED    1,2                          11,200
UTI WORLDWIDE INC    ORD        G8721010       2,382      25,662  SH      DEFINED    1,2,5                        25,662
UTSTARCOM INC        COM        91807610      14,688   1,822,277  SH      DEFINED    1,2,5,13                  1,822,277
V F CORP             COM        91820410     162,322   2,933,168  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,933,168
VA SOFTWARE CORP     COM        91819B10          94      53,045  SH      DEFINED    1                            53,045
VAIL RESORTS INC     COM        91879Q10      19,780     598,863  SH      DEFINED    1,2                         598,863
VALASSIS COMMUNICATI COM        91886610      28,028     964,160  SH      DEFINED    1,2,5,13                    964,160
VALEANT PHARMACEUTIC COM        91911X10      25,773   1,425,496  SH      DEFINED    1,2,5,13                  1,425,496
VALENCE TECHNOLOGY I COM        91891410       1,019     661,507  SH      DEFINED    1,2,5                       661,507
VALERO ENERGY CORP N COM        91913Y10   1,141,198  22,116,241  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  22,116,241
VALERO L P           COM UT LTD 91913W10       2,684      51,862  SH      DEFINED    1,2,5                        51,862
VALHI INC NEW        COM        91890510       2,023     109,339  SH      DEFINED    1,2                         109,339
VALLEY NATL BANCORP  COM        91979410      22,907     950,486  SH      DEFINED    1,2,5,12                    950,486





                                                                                               
VALMONT INDS INC     COM        92025310      10,789     322,441  SH      DEFINED    1,2,6                       322,441
VALOR COMMUNICATIONS COM        92025510       4,231     371,097  SH      DEFINED    1,2                         371,097
VALSPAR CORP         COM        92035510      39,139   1,586,495  SH      DEFINED    1,2,5,12,13               1,586,495
VALUE LINE INC       COM        92043710         776      21,983  SH      DEFINED    1,2                          21,983
VALUECLICK INC       COM        92046N10      20,119   1,110,948  SH      DEFINED    1,2,5                     1,110,948
VALUEVISION MEDIA IN CL A       92047K10       4,879     387,222  SH      DEFINED    1,2                         387,222
VARIAN INC           COM        92220610      24,302     610,756  SH      DEFINED    1,2,5,13                    610,756
VARIAN MED SYS INC   COM        92220P10     130,071   2,583,852  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,583,852
VARIAN SEMICONDUCTOR COM        92220710      23,058     524,890  SH      DEFINED    1,2,5,6                     524,890
VASCO DATA SEC INTL  COM        92230Y10       2,800     283,962  SH      DEFINED    1,2                         283,962
VCA ANTECH INC       COM        91819410      33,281   1,180,179  SH      DEFINED    1,2,5,12,13               1,180,179
VECTOR GROUP LTD     COM        92240M10      11,834     651,292  SH      DEFINED    1,2,5                       651,292
VECTREN CORP         COM        92240G10      32,880   1,210,604  SH      DEFINED    1,2,5,13                  1,210,604
VEECO INSTRS INC DEL COM        92241710       6,465     373,024  SH      DEFINED    1,2,5,6                     373,024
VENTANA MED SYS INC  COM        92276H10      16,885     398,690  SH      DEFINED    1,2                         398,690
VENTAS INC           COM        92276F10      51,224   1,599,737  SH      DEFINED    1,2,3,5,10                1,599,737
VENTIV HEALTH INC    COM        92279310       7,603     321,881  SH      DEFINED    1,2                         321,881
VERIFONE HLDGS INC   COM        92342Y10       7,984     315,564  SH      DEFINED    1,2                         315,564
VERINT SYS INC       COM        92343X10       5,431     157,543  SH      DEFINED    1,2                         157,543
VERISIGN INC         COM        92343E10      92,918   4,242,843  SH      DEFINED    1,2,5,7,8,10,12,13,14     4,242,843
VERITAS DGC INC      COM        92343P10      32,053     903,161  SH      DEFINED    1,2,5                       903,161
VERITY INC           COM        92343C10         807      59,885  SH      DEFINED    1,6                          59,885
VERIZON COMMUNICATIO COM        92343V10   2,684,425  89,124,345  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  89,124,345
VERSO TECHNOLOGIES I COM NEW    92531720          22      21,922  SH      DEFINED    1,5                          21,922
VERTEX PHARMACEUTICA COM        92532F10      51,400   1,857,603  SH      DEFINED    1,2,5,8,13                1,857,603
VERTRUE INC          COM        92534N10      11,814     334,394  SH      DEFINED    1,2,6                       334,394
VESTA INS GROUP INC  COM        92539110          39      39,469  SH      DEFINED    1,5                          39,469
VIACELL INC          COM        92554J10         624     111,100  SH      DEFINED    1                           111,100
VIACOM INC           CL A       92552410         912      27,851  SH      DEFINED    1,5,13                       27,851
VIACOM INC           CL B       92552430   1,508,479  46,272,350  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  46,272,350
VIACOM INC NEW       CL B       92553P20       3,500      85,060  SH      DEFINED    1                            85,060
VIAD CORP            COM NEW    92552R40       9,888     337,114  SH      DEFINED    1,2,5,6                     337,114
VIASAT INC           COM        92552V10       8,521     318,777  SH      DEFINED    1,2,5,6                     318,777
VIASYS HEALTHCARE IN COM NEW    92553Q20      15,646     608,810  SH      DEFINED    1,2,5,6                     608,810
VICAL INC            COM        92560210          85      20,235  SH      DEFINED    1                            20,235
VICON INDS INC       COM        92581110          57      18,700  SH      DEFINED    1                            18,700
VICOR CORP           COM        92581510       6,913     437,261  SH      DEFINED    1,2,6                       437,261
VIDESH SANCHAR NIGAM SPON ADR N 92659G60         176      10,446  SH      DEFINED    1,2                          10,446
VIEWPOINT CORP       COM        92672P10          24      21,847  SH      DEFINED    1                            21,847
VIGNETTE CORP        COM NEW    92673440       6,078     372,625  SH      DEFINED    1,2,5                       372,625
VINA CONCHA Y TORO S SPONSORED  92719110         581      19,799  SH      DEFINED    1,2,5,7                      19,799
VINEYARD NATL BANCOR COM        92742610       3,156     102,344  SH      DEFINED    1,2                         102,344
VINTAGE PETE INC     COM        92746010      36,063     676,229  SH      DEFINED    1,2,5,12                    676,229
VION PHARMACEUTICALS COM        92762410          48      28,831  SH      DEFINED    1                            28,831
VIRAGE LOGIC CORP    COM        92763R10       1,206     122,098  SH      DEFINED    1,2                         122,098
VIRCO MFG CO         COM        92765110          81      14,761  SH      DEFINED    1                            14,761
VIRGINIA COMM BANCOR COM        92778Q10       3,392     116,600  SH      DEFINED    1,2                         116,600
VIRGINIA FINL GROUP  COM        92781010       4,557     126,470  SH      DEFINED    1,2                         126,470
VIROPHARMA INC       COM        92824110       1,149      62,113  SH      DEFINED    1                            62,113
VISHAY INTERTECHNOLO COM        92829810      33,139   2,408,341  SH      DEFINED    1,2,5,13                  2,408,341
VISTACARE INC        CL A       92839Y10       1,966     157,264  SH      DEFINED    1,2,5                       157,264
VISTEON CORP         COM        92839U10      10,852   1,733,555  SH      DEFINED    1,2,5,6,8,10              1,733,555
VISUAL NETWORKS INC  COM        92844410          56      31,201  SH      DEFINED    1                            31,201
VITAL IMAGES INC     COM        92846N10       3,639     139,164  SH      DEFINED    1,2,5                       139,164
VITAL SIGNS INC      COM        92846910       9,137     213,371  SH      DEFINED    1,2,6                       213,371
VITESSE SEMICONDUCTO COM        92849710       7,121   3,708,934  SH      DEFINED    1,2,5,8                   3,708,934
VITRIA TECHNOLOGY    COM NEW    92849Q40          41      15,548  SH      DEFINED    1                            15,548
VIVENDI UNIVERSAL    SPON ADR N 92851S20       1,655      52,694  SH      DEFINED    1                            52,694
VIVUS INC            COM        92855110         120      40,403  SH      DEFINED    1,5                          40,403





                                                                                               
VNUS MED TECHNOLOGIE COM        92856610         250      29,806  SH      DEFINED    1                            29,806
VODAFONE GROUP PLC N SPONSORED  92857W10      11,591     539,860  SH      DEFINED    1,2                         539,860
VOLCOM INC           COM        92864N10       1,412      41,528  SH      DEFINED    1,2                          41,528
VOLT INFORMATION SCI COM        92870310       2,766     145,420  SH      DEFINED    1,2,5,6                     145,420
VOLTERRA SEMICONDUCT COM        92870810       2,583     172,187  SH      DEFINED    1,2                         172,187
VOLVO AKTIEBOLAGET   ADR B      92885640         763      16,198  SH      DEFINED    1                            16,198
VORNADO RLTY TR      SH BEN INT 92904210     366,720   4,393,432  SH      DEFINED    1,2,3,5,6,7,8,10,12,13,
                                                                                     14                        4,393,432
VULCAN MATLS CO      COM        92916010     197,020   2,908,044  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,908,044
W & T OFFSHORE INC   COM        92922P10       4,974     169,196  SH      DEFINED    1,2                         169,196
W HLDG CO INC        COM        92925110      12,717   1,545,246  SH      DEFINED    1,2,5                     1,545,246
W P CAREY & CO LLC   COM        92930Y10         925      36,457  SH      DEFINED    1,2,5                        36,457
WABASH NATL CORP     COM        92956610      11,643     611,156  SH      DEFINED    1,2,6                       611,156
WABTEC CORP          COM        92974010      16,935     629,562  SH      DEFINED    1,2                         629,562
WACHOVIA CORP 2ND NE COM        92990310   2,481,252  46,940,066  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  46,940,066
WADDELL & REED FINL  CL A       93005910      30,472   1,453,140  SH      DEFINED    1,2,5,13                  1,453,140
WAL MART STORES INC  COM        93114210   3,676,201  78,551,311  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  78,551,311
WALGREEN CO          COM        93142210   1,217,939  27,517,820  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  27,517,820
WALTER INDS INC      COM        93317Q10      33,089     665,512  SH      DEFINED    1,2                         665,512
WARNACO GROUP INC    COM NEW    93439040      15,365     575,040  SH      DEFINED    1,2                         575,040
WARNER MUSIC GROUP C COM        93455010       5,395     279,962  SH      DEFINED    1,2                         279,962
WARREN RES INC       COM        93564A10       4,722     298,496  SH      DEFINED    1,2                         298,496
WASHINGTON FED INC   COM        93882410      28,751   1,250,590  SH      DEFINED    1,2,5,13                  1,250,590
WASHINGTON GROUP INT COM NEW    93886220      18,326     345,969  SH      DEFINED    1,2                         345,969
WASHINGTON MUT INC   COM        93932210   1,353,608  31,117,434  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  31,117,434
WASHINGTON POST CO   CL B       93964010      79,646     104,113  SH      DEFINED    1,2,5,7,8,10,12,13,14       104,113
WASHINGTON REAL ESTA SH BEN INT 93965310      26,842     884,404  SH      DEFINED    1,2,3,5                     884,404
WASHINGTON TR BANCOR COM        94061010       4,341     165,817  SH      DEFINED    1,2                         165,817
WASTE CONNECTIONS IN COM        94105310      26,095     757,269  SH      DEFINED    1,2,5,6                     757,269
WASTE INDUSTRIES USA COM        94105710         938      72,822  SH      DEFINED    1,2                          72,822
WASTE MGMT INC DEL   COM        94106L10     626,442  20,640,598  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  20,640,598
WASTE SERVICES INC D COM        94107510       2,404     721,924  SH      DEFINED    1,2                         721,924
WATCHGUARD TECHNOLOG COM        94110510         194      52,525  SH      DEFINED    1,5                          52,525
WATER PIK TECHNOLOGI COM        94113U10       3,115     145,082  SH      DEFINED    1,2                         145,082
WATERS CORP          COM        94184810     163,935   4,336,894  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,336,894
WATSCO INC           COM        94262220      19,819     331,369  SH      DEFINED    1,2,6                       331,369
WATSON PHARMACEUTICA COM        94268310     178,688   5,496,386  SH      DEFINED    1,2,5,6,10,12,13          5,496,386
WATSON WYATT & CO HL CL A       94271210      16,292     583,934  SH      DEFINED    1,2,5,6                     583,934
WATTS WATER TECHNOLO CL A       94274910      10,772     355,615  SH      DEFINED    1,2,6                       355,615
WAUSAU PAPER CORP    COM        94331510       6,821     575,581  SH      DEFINED    1,2                         575,581
WAUWATOSA HLDGS INC  COM        94348P10         609      53,244  SH      DEFINED    1,2                          53,244
WAVE SYSTEMS CORP    CL A       94352610          33      47,821  SH      DEFINED    1                            47,821
WCI CMNTYS INC       COM        92923C10      12,262     456,667  SH      DEFINED    1,2                         456,667
WD-40 CO             COM        92923610       8,792     334,807  SH      DEFINED    1,2,6                       334,807
WEATHERFORD INTERNAT COM        G9508910     297,125   8,207,874  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   8,207,874
WEBEX COMMUNICATIONS COM        94767L10      10,842     501,260  SH      DEFINED    1,2,5,6                     501,260
WEBMD HEALTH CORP    CL A       94770V10       1,690      58,167  SH      DEFINED    1,2                          58,167
WEBMETHODS INC       COM        94768C10       5,275     684,183  SH      DEFINED    1,2                         684,183
WEBSENSE INC         COM        94768410      39,265     598,187  SH      DEFINED    1,2,5,6                     598,187
WEBSIDESTORY INC     COM        94768510       3,312     182,698  SH      DEFINED    1,2                         182,698
WEBSTER FINL CORP CO COM        94789010      33,631     717,075  SH      DEFINED    1,2,5,13                    717,075
WEIGHT WATCHERS INTL COM        94862610      48,965     990,599  SH      DEFINED    1,2,5,10,12                 990,599
WEINGARTEN RLTY INVS SH BEN INT 94874110      68,496   1,811,594  SH      DEFINED    1,2,3,5,12,13             1,811,594
WEIS MKTS INC        COM        94884910       7,911     183,808  SH      DEFINED    1,2,5                       183,808
WELLCARE HEALTH PLAN COM        94946T10      10,502     257,082  SH      DEFINED    1,2                         257,082
WELLMAN INC          COM        94970210       2,900     427,662  SH      DEFINED    1,2                         427,662
WELLPOINT INC        COM        94973V10   1,567,946  19,650,913  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  19,650,913
WELLS FARGO & CO NEW COM        94974610   3,139,821  49,973,283  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  49,973,283
WELLSFORD REAL PPTYS COM NEW    95024020         140      23,339  SH      DEFINED    1,2,5                        23,339
WENDYS INTL INC      COM        95059010     167,601   3,032,962  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,032,962





                                                                                               
WERNER ENTERPRISES I COM        95075510      18,511     939,620  SH      DEFINED    1,2,5,13                    939,620
WESBANCO INC         COM        95081010      11,553     379,902  SH      DEFINED    1,2                         379,902
WESCO FINL CORP      COM        95081710      18,982      49,304  SH      DEFINED    1,2,5,12                     49,304
WESCO INTL INC       COM        95082P10      23,170     542,246  SH      DEFINED    1,2,5                       542,246
WEST BANCORPORATION  CAP STK    95123P10       3,849     205,803  SH      DEFINED    1,2                         205,803
WEST COAST BANCORP O COM        95214510       7,428     280,839  SH      DEFINED    1,2                         280,839
WEST CORP            COM        95235510      22,017     522,350  SH      DEFINED    1,2,5                       522,350
WEST MARINE INC      COM        95423510       2,265     162,044  SH      DEFINED    1,2                         162,044
WEST PHARMACEUTICAL  COM        95530610       9,520     380,340  SH      DEFINED    1,2                         380,340
WESTAMERICA BANCORPO COM        95709010      30,675     578,016  SH      DEFINED    1,2,5,13                    578,016
WESTAR ENERGY INC    COM        95709T10      30,245   1,406,730  SH      DEFINED    1,2,5,13                  1,406,730
WESTBANK CORP        COM        95711610         380      26,356  SH      DEFINED    1                            26,356
WESTCORP INC         COM        95790710      15,391     231,062  SH      DEFINED    1,2,5                       231,062
WESTELL TECHNOLOGIES CL A       95754110       5,842   1,298,192  SH      DEFINED    1,2,5                     1,298,192
WESTERN ALLIANCE BAN COM        95763810         992      33,197  SH      DEFINED    1,2                          33,197
WESTERN DIGITAL CORP COM        95810210      63,849   3,430,916  SH      DEFINED    1,2,5,12,13               3,430,916
WESTERN GAS RES INC  COM        95825910      43,332     920,200  SH      DEFINED    1,2,5,12,13                 920,200
WESTERN SIERRA BANCO COM        95952210       2,521      69,287  SH      DEFINED    1,2                          69,287
WESTFIELD FINANCIAL  COM        96008D10       1,077      44,848  SH      DEFINED    1,2                          44,848
WESTLAKE CHEM CORP   COM        96041310       8,880     308,210  SH      DEFINED    1,2                         308,210
WESTPAC BKG CORP     SPONSORED  96121430       1,383      16,547  SH      DEFINED    1                            16,547
WESTWOOD ONE INC     COM        96181510      21,093   1,294,058  SH      DEFINED    1,2,5,12,13               1,294,058
WET SEAL INC         CL A       96184010       2,016     453,944  SH      DEFINED    1,2                         453,944
WEYCO GROUP INC      COM        96214910       1,522      79,702  SH      DEFINED    1,2                          79,702
WEYERHAEUSER CO      COM        96216610     464,530   7,002,262  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   7,002,262
WFS FINL INC         COM        92923B10      11,561     151,814  SH      DEFINED    1,2,5,7,10,12,14            151,814
WGL HLDGS INC        COM        92924F10      51,570   1,715,563  SH      DEFINED    1,2,5,6,13                1,715,563
W-H ENERGY SVCS INC  COM        92925E10      13,311     402,377  SH      DEFINED    1,2,5                       402,377
WHEELING PITTSBURGH  COM NEW    96314230         996     110,412  SH      DEFINED    1,2                         110,412
WHIRLPOOL CORP       COM        96332010     148,148   1,768,720  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   1,768,720
WHITE ELECTR DESIGNS COM        96380110       2,908     570,100  SH      DEFINED    1,5                         570,100
WHITE MTNS INS GROUP COM        G9618E10      10,609      18,994  SH      DEFINED    1,2,5,12                     18,994
WHITING PETE CORP NE COM        96638710      18,186     454,640  SH      DEFINED    1,2                         454,640
WHITNEY HLDG CORP    COM        96661210      14,464     524,835  SH      DEFINED    1,2,5                       524,835
WHOLE FOODS MKT INC  COM        96683710     296,102   3,826,103  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   3,826,103
WILD OATS MARKETS IN COM        96808B10       4,290     355,112  SH      DEFINED    1,2                         355,112
WILEY JOHN & SONS IN CL A       96822320      23,066     590,819  SH      DEFINED    1,2,5                       590,819
WILLIAMS CLAYTON ENE COM        96949010       5,752     137,813  SH      DEFINED    1,2                         137,813
WILLIAMS COS INC DEL COM        96945710     385,273  16,628,082  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  16,628,082
WILLIAMS SCOTSMAN IN COM        96950G10       2,030     117,268  SH      DEFINED    1,2                         117,268
WILLIAMS SONOMA INC  COM        96990410      82,045   1,901,388  SH      DEFINED    1,2,5,7,8,10,12,13,14     1,901,388
WILLIS GROUP HOLDING SHS        G9665510       4,583     124,061  SH      DEFINED    1,5,12                      124,061
WILLOW GROVE BANCORP COM        97111W10         284      18,823  SH      DEFINED    1                            18,823
WILMINGTON TRUST COR COM        97180710      33,281     855,340  SH      DEFINED    1,2,5,13                    855,340
WILSHIRE BANCORP INC COM        97186T10       3,110     180,925  SH      DEFINED    1,2                         180,925
WILSHIRE ENTERPRISES COM        97188910         138      17,686  SH      DEFINED    1                            17,686
WILSONS THE LEATHER  COM        97246310       1,130     311,298  SH      DEFINED    1,2                         311,298
WIMM BILL DANN FOODS SPONSORED  97263M10         275      11,457  SH      DEFINED    1,2,5                        11,457
WIND RIVER SYSTEMS I COM        97314910      18,549   1,255,873  SH      DEFINED    1,2,5,13                  1,255,873
WINDROSE MED PPTYS T COM        97349110         150      10,107  SH      DEFINED    1,3                          10,107
WINNEBAGO INDS INC   COM        97463710      21,545     647,390  SH      DEFINED    1,2,6                       647,390
WINSTON HOTELS INC   COM        97563A10       6,178     624,025  SH      DEFINED    1,2,3,5                     624,025
WINTHROP RLTY TR     SH BEN INT 97639110         133      23,349  SH      DEFINED    1                            23,349
WINTRUST FINANCIAL C COM        97650W10      17,309     315,291  SH      DEFINED    1,2                         315,291
WIPRO LTD            SPON ADR 1 97651M10       1,690     141,407  SH      DEFINED    1,2,5                       141,407
WIRELESS FACILITIES  COM        97653A10       3,670     719,570  SH      DEFINED    1,2                         719,570
WIRELESS TELECOM GRO COM        97652410          50      18,700  SH      DEFINED    1                            18,700
WISCONSIN ENERGY COR COM        97665710      83,905   2,148,094  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,148,094
WITNESS SYS INC      COM        97742410       6,768     344,094  SH      DEFINED    1,2                         344,094





                                                                                               
WJ COMMUNICATIONS IN COM        92928410          38      23,536  SH      DEFINED    1                            23,536
WMS INDS INC         COM        92929710       9,252     368,752  SH      DEFINED    1,2,6                       368,752
WOLSELEY PLC         SPONSORED  97786P10         217       5,067  SH      DEFINED    1                             5,067
WOLVERINE TUBE INC   COM        97809310         129      25,449  SH      DEFINED    1,6                          25,449
WOLVERINE WORLD WIDE COM        97809710      26,021   1,158,542  SH      DEFINED    1,2,5,6                   1,158,542
WOODHEAD INDS INC    COM        97943810         194      13,963  SH      DEFINED    1                            13,963
WOODWARD GOVERNOR CO COM        98074510      16,759     194,852  SH      DEFINED    1,2,5,6                     194,852
WORLD ACCEP CORP DEL COM        98141910       8,526     299,150  SH      DEFINED    1,2                         299,150
WORLD AIR HLDGS INC  COM        98142V10       2,839     295,122  SH      DEFINED    1,2                         295,122
WORLD FUEL SVCS CORP COM        98147510      13,193     391,250  SH      DEFINED    1,2                         391,250
WORLD WRESTLING ENTM CL A       98156Q10       4,270     290,890  SH      DEFINED    1,2                         290,890
WORLDSPACE INC       CL A       98157910       1,439      99,170  SH      DEFINED    1,2                          99,170
WORTHINGTON INDS INC COM        98181110      26,535   1,381,334  SH      DEFINED    1,2,5,6,13                1,381,334
WPP GROUP PLC        SPON ADR 0 92930940       3,038      56,259  SH      DEFINED    1                            56,259
WPS RESOURCES CORP   COM        92931B10      29,943     541,368  SH      DEFINED    1,2,5,13                    541,368
WPT ENTERPRISES INC  COM        98211W10         296      49,888  SH      DEFINED    1                            49,888
WRIGHT EXPRESS CORP  COM        98233Q10      16,574     753,385  SH      DEFINED    1,2                         753,385
WRIGHT MED GROUP INC COM        98235T10       6,994     342,858  SH      DEFINED    1,2                         342,858
WRIGLEY WM JR CO     COM        98252610     305,746   4,598,376  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,598,376
WSFS FINL CORP       COM        92932810       7,896     128,920  SH      DEFINED    1,2,5                       128,920
WYETH                COM        98302410   1,674,479  36,346,399  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  36,346,399
WYNN RESORTS LTD     COM        98313410      34,493     628,854  SH      DEFINED    1,2,5,7,8,10,12,13,14       628,854
XANSER CORP          COM        98389J10          82      28,000  SH      DEFINED    1                            28,000
XCEL ENERGY INC      COM        98389B10     228,280  12,366,213  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  12,366,213
XENOPORT INC         COM        98411C10         774      43,120  SH      DEFINED    1,2                          43,120
XERIUM TECHNOLOGIES  COM        98416J10         970     115,318  SH      DEFINED    1,2                         115,318
XEROX CORP           COM        98412110   1,080,280  73,739,270  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  73,739,270
XILINX INC           COM        98391910     235,735   9,350,857  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   9,350,857
XL CAP LTD           CL A       G9825510     270,352   4,012,341  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   4,012,341
XM SATELLITE RADIO H CL A       98375910      70,221   2,574,072  SH      DEFINED    1,2,5,7,8,10,12,13,14     2,574,072
XOMA LTD             ORD        G9825R10         157      98,041  SH      DEFINED    1,5                          98,041
X-RITE INC           COM        98385710       3,147     314,698  SH      DEFINED    1,2,6                       314,698
XTO ENERGY INC       COM        98385X10     464,149  10,563,253  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  10,563,253
YAHOO INC            COM        98433210   1,327,683  33,886,746  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  33,886,746
YANKEE CANDLE INC    COM        98475710      16,751     654,317  SH      DEFINED    1,2,5                       654,317
YARDVILLE NATL BANCO COM        98502110       3,694     106,621  SH      DEFINED    1,2                         106,621
YOUBET COM INC       COM        98741310          73      15,473  SH      DEFINED    1                            15,473
YOUNG BROADCASTING I CL A       98743410          49      18,745  SH      DEFINED    1                            18,745
YOUNG INNOVATIONS IN COM        98752010       2,531      74,261  SH      DEFINED    1,2                          74,261
YUM BRANDS INC       COM        98849810     511,066  10,901,583  SH      DEFINED    1,2,5,6,7,8,10,12,13,14  10,901,583
ZALE CORP NEW        COM        98885810      28,340   1,126,836  SH      DEFINED    1,2,5,6                   1,126,836
ZAPATA CORP          COM PAR $  98907060         114      19,760  SH      DEFINED    1                            19,760
ZEBRA TECHNOLOGIES C CL A       98920710      54,399   1,269,523  SH      DEFINED    1,2,5,12,13               1,269,523
ZENITH NATL INS CORP COM        98939010      17,137     371,567  SH      DEFINED    1,2                         371,567
ZHONE TECHNOLOGIES I COM        98950P10       2,647   1,248,513  SH      DEFINED    1,2                       1,248,513
ZILA INC             COM PAR $0 98951320         188      48,800  SH      DEFINED    1,5                          48,800
ZIMMER HLDGS INC     COM        98956P10     455,221   6,750,011  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   6,750,011
ZIONS BANCORPORATION COM        98970110     213,429   2,824,633  SH      DEFINED    1,2,5,6,7,8,10,12,13,14   2,824,633
ZIPREALTY INC        COM        98974V10         376      44,684  SH      DEFINED    1                            44,684
ZIX CORP             COM        98974P10          71      37,065  SH      DEFINED    1                            37,065
ZOLL MED CORP        COM        98992210       5,692     225,958  SH      DEFINED    1,2                         225,958
ZOLTEK COS INC       COM        98975W10         939     106,972  SH      DEFINED    1                           106,972
ZOMAX INC MINN       COM        98992910          35      17,011  SH      DEFINED    1                            17,011
ZORAN CORP           COM        98975F10       9,133     563,405  SH      DEFINED    1,2,5                       563,405
ZUMIEZ INC           COM        98981710       1,019      23,582  SH      DEFINED    1,2                          23,582
ZYGO CORP            COM        98985510         304      20,699  SH      DEFINED    1                            20,699
ZYMOGENETICS INC     COM        98985T10       6,418     377,300  SH      DEFINED    1,2                         377,300
                     TOTAL
                     MARKET
                     VALUE               457,081,509