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

                                    FORM 13F

                               FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: MARCH 31, 2006
                                               -----------------------

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   May 15, 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).)

List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]

    Form 13F File Number        Name

    28-03621   Advanced Investment Partners LLC
       -----   -----------------------------------------------------------------
    28-07472   Bel Air Investment Advisors LLC
       -----   -----------------------------------------------------------------
    28-99999   Shott Capital Management, LLC
       -----   -----------------------------------------------------------------
    28-04003   Ariel Capital Management, LLC
       -----   -----------------------------------------------------------------
    28-00096   Capital Guardian Trust Company
       -----   -----------------------------------------------------------------
    28-10372   Philadelphia International Advisors, L.P.
       -----   -----------------------------------------------------------------
    28-02924   Turner Investment Partners Inc. (Turner Investment Partners)
       -----   -----------------------------------------------------------------
    28-03570   AXA (Alliance Capital Management L.P.)
       -----   -----------------------------------------------------------------
    28-00115   T. Rowe Price Associates, Inc.
       -----   -----------------------------------------------------------------
    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
       -----   -----------------------------------------------------------------



                              FORM 13F SUMMARY PAGE

Report Summary:

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

Form 13F Information Table Entry Total: 3,947
                                        --------------------

Form 13F Information Table Value Total: 465,622,161
                                        --------------------
                                            (thousands)

List of Other Included Managers:

Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.

[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]

    No.    Form 13F File Number   Name

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



                         STATE STREET CORPORATION (STT)
                 FORM 13F INFORMATION TABLE AS OF MARCH 31, 2006



      COLUMN 1        COLUMN 2  COLUMN 3  COLUMN 4         COLUMN 5        COLUMN 6         COLUMN 7                COLUMN 8
-------------------- ---------- -------- ----------- -------------------- ---------- ----------------------- -----------------------
                      TITLE OF              VALUE      SHRS OR   SH/ PUT/ INVESTMENT         OTHER               VOTING AUTHORITY
   NAME OF ISSUER      CLASS     CUSIP     (x$1000)    PRN AMT   PRN CALL DISCRETION        MANAGERS            SOLE     SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- ---------- ----------------------- ----------- ------ ----
                                                                                               
1 800 FLOWERS COM    CL A       68243Q10       3,429     483,012 SH       DEFINED    1,2                         483,012
1-800 CONTACTS INC   COM        68197710       2,162     160,761 SH       DEFINED    1,2                         160,761
1ST SOURCE CORP      COM        33690110       9,749     325,187 SH       DEFINED    1,2                         325,187
21ST CENTY INS GROUP COM        90130N10       9,158     579,603 SH       DEFINED    1,2,5                       579,603
24/7 REAL MEDIA INC  COM NEW    90131420         653      62,396 SH       DEFINED    1,5                          62,396
3COM CORP            COM        88553510      38,624   7,543,796 SH       DEFINED    1,2,5,6,13                7,543,796
3-D SYS CORP DEL     COM NEW    88554D20       3,102     145,154 SH       DEFINED    1,2                         145,154
3M CO                COM        88579Y10   4,357,654  57,572,390 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  57,572,390
4 KIDS ENTMT INC     COM        35086510       5,323     309,649 SH       DEFINED    1,2,6                       309,649
8X8 INC NEW          COM        28291410          45      25,500 SH       DEFINED    1                            25,500
99 CENTS ONLY STORES COM        65440K10      11,687     861,889 SH       DEFINED    1,2,5,13                    861,889
A C MOORE ARTS & CRA COM        00086T10       3,529     191,781 SH       DEFINED    1,2,5                       191,781
A D C TELECOMMUNICAT COM NEW    00088630      77,695   3,036,158 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,036,158
A S V INC            COM        00196310      10,004     310,500 SH       DEFINED    1,2,6                       310,500
AAMES INVT CORP MD   COM        00253G10       3,019     531,445 SH       DEFINED    1,2                         531,445
AAON INC             COM PAR $0 00036020       3,073     128,529 SH       DEFINED    1,2                         128,529
AAR CORP             COM        00036110      16,984     596,332 SH       DEFINED    1,2,5,6                     596,332
AARON RENTS INC      COM        00253520      18,663     686,898 SH       DEFINED    1,2,6                       686,898
AASTROM BIOSCIENCES  COM        00253U10       2,568   1,265,167 SH       DEFINED    1,2,5                     1,265,167
ABAXIS INC           COM        00256710       6,161     271,648 SH       DEFINED    1,2                         271,648
ABB LTD              SPONSORED  00037520         585      46,644 SH       DEFINED    1                            46,644
ABBOTT LABS          COM        00282410   1,796,793  42,307,336 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  42,307,336
ABERCROMBIE & FITCH  CL A       00289620     101,183   1,735,558 SH       DEFINED    1,2,5,7,8,10,12,13,14     1,735,558
ABGENIX INC          COM        00339B10      26,588   1,181,701 SH       DEFINED    1,2,5                     1,181,701
ABIOMED INC          COM        00365410       2,743     212,658 SH       DEFINED    1,2                         212,658
ABITIBI-CONSOLIDATED COM        00392410          57      13,803 SH       DEFINED    1,13                         13,803
ABM INDS INC         COM        00095710      14,557     759,387 SH       DEFINED    1,2,5,6                     759,387
ABN AMRO HLDG NV     SPONSORED  00093710       2,878      96,334 SH       DEFINED    1                            96,334
ABRAXAS PETE CORP    COM        00383010         413      70,400 SH       DEFINED    1,2,5                        70,400
ABX AIR INC          COM        00080S10       5,135     754,076 SH       DEFINED    1,2                         754,076
ACACIA RESH CORP     ACACIA TCH 00388130         181      20,533 SH       DEFINED    1,5                          20,533
ACADIA PHARMACEUTICA COM        00422510       3,101     194,046 SH       DEFINED    1,2,5                       194,046
ACADIA RLTY TR       COM SH BEN 00423910      19,530     829,291 SH       DEFINED    1,2,3,5                     829,291
ACCELRYS INC         COM        00430U10         532      73,218 SH       DEFINED    1,2,5                        73,218
ACCENTURE LTD BERMUD CL A       G1150G11      90,329   3,003,947 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,003,947
ACCO BRANDS CORP     COM        00081T10       8,633     388,864 SH       DEFINED    1,2,5,7,8                   388,864
ACCREDITED HOME LEND COM        00437P10      12,973     253,486 SH       DEFINED    1,2,5                       253,486
ACCURIDE CORP        COM        00439810       1,614     140,325 SH       DEFINED    1,2                         140,325
ACE CASH EXPRESS INC COM        00440310       4,046     162,562 SH       DEFINED    1,2                         162,562
ACE LTD              ORD        G0070K10     406,334   7,812,618 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   7,812,618
ACETO CORP           COM        00444610         190      25,807 SH       DEFINED    1                            25,807
ACME COMMUNICATION I COM        00463110         190      45,878 SH       DEFINED    1,2                          45,878
ACTEL CORP           COM        00493410       5,536     347,278 SH       DEFINED    1,2,6                       347,278
ACTIVE POWER INC     COM        00504W10         136      27,164 SH       DEFINED    1                            27,164
ACTIVIDENTITY CORP   COM        00506P10         221      52,628 SH       DEFINED    1                            52,628
ACTIVISION INC NEW   COM NEW    00493020      52,515   3,808,220 SH       DEFINED    1,2,5,13                  3,808,220





                                                                                               
ACTUANT CORP         CL A NEW   00508X20      23,287     380,387 SH       DEFINED    1,2                         380,387
ACTUATE CORP         COM        00508B10         400      94,171 SH       DEFINED    1,5                          94,171
ACUITY BRANDS INC    COM        00508Y10      38,258     956,453 SH       DEFINED    1,2,5,6                     956,453
ACXIOM CORP          COM        00512510      57,540   2,226,782 SH       DEFINED    1,2,5,6,12,13             2,226,782
ADAMS RESPIRATORY TH COM        00635P10       6,174     155,252 SH       DEFINED    1,2                         155,252
ADAPTEC INC          COM        00651F10       9,325   1,686,292 SH       DEFINED    1,2,5,6                   1,686,292
ADE CORP MASS        COM        00089C10       3,840     125,399 SH       DEFINED    1,2                         125,399
ADECCO SA            SPONSORED  00675410         383      27,327 SH       DEFINED    1                            27,327
ADESA INC            COM        00686U10      52,347   1,957,619 SH       DEFINED    1,2,5,6,10,12,13          1,957,619
ADEZA BIOMEDICAL COR COM        00686410       1,088      51,492 SH       DEFINED    1                            51,492
ADMINISTAFF INC      COM        00709410      30,676     564,306 SH       DEFINED    1,2,5,6                     564,306
ADOBE SYS INC        COM        00724F10     564,465  16,150,657 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  16,150,657
ADOLOR CORP          COM        00724X10      13,893     583,739 SH       DEFINED    1,2,5                       583,739
ADTRAN INC           COM        00738A10      42,519   1,624,724 SH       DEFINED    1,2,5,6,12,13             1,624,724
ADVANCE AMER CASH AD COM        00739W10      12,736     885,674 SH       DEFINED    1,2                         885,674
ADVANCE AUTO PARTS I COM        00751Y10      92,797   2,228,549 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,228,549
ADVANCED ANALOGIC TE COM        00752J10       1,759     154,330 SH       DEFINED    1,2                         154,330
ADVANCED DIGITAL INF COM        00752510      14,768   1,682,026 SH       DEFINED    1,2,5                     1,682,026
ADVANCED ENERGY INDS COM        00797310       5,851     414,109 SH       DEFINED    1,2,6                       414,109
ADVANCED MAGNETICS I COM        00753P10         356       9,300 SH       DEFINED    1                             9,300
ADVANCED MEDICAL OPT COM        00763M10      48,369   1,037,068 SH       DEFINED    1,2,5,13                  1,037,068
ADVANCED MICRO DEVIC COM        00790310     399,548  12,049,101 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  12,049,101
ADVANCED SEMICONDUCT SPONSORED  00756M40       9,055   1,943,046 SH       DEFINED    1,4                       1,943,046
ADVANTA CORP         CL A       00794210         206       6,040 SH       DEFINED    1                             6,040
ADVANTA CORP         CL B       00794220      14,047     380,989 SH       DEFINED    1,2                         380,989
ADVANTEST CORP       SPONSORED  00762U10         387      13,030 SH       DEFINED    1                            13,030
ADVENT SOFTWARE INC  COM        00797410      17,974     632,430 SH       DEFINED    1,2,5,13                    632,430
ADVENTRX PHARMACEUTI COM        00764X10         227      45,800 SH       DEFINED    1,5                          45,800
ADVISORY BRD CO      COM        00762W10      13,573     243,380 SH       DEFINED    1,2                         243,380
ADVO INC             COM        00758510      18,971     592,833 SH       DEFINED    1,2,5,6                     592,833
AEGON N V            ORD AMER R 00792410       1,389      75,386 SH       DEFINED    1,2                          75,386
AEROFLEX INC         COM        00776810      15,456   1,125,735 SH       DEFINED    1,2,5,6                   1,125,735
AEROPOSTALE          COM        00786510      40,976   1,358,620 SH       DEFINED    1,2,5,13                  1,358,620
AES CORP             COM        00130H10     355,901  20,861,750 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  20,861,750
AETHER HLDGS INC     COM        00809C10         120      31,111 SH       DEFINED    1                            31,111
AETNA INC NEW        COM        00817Y10   1,617,991  32,926,146 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  32,926,146
AFC ENTERPRISES INC  COM        00104Q10       3,373     242,674 SH       DEFINED    1,2                         242,674
AFFILIATED COMPUTER  CL A       00819010     195,608   3,278,719 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,278,719
AFFILIATED MANAGERS  COM        00825210      42,412     397,822 SH       DEFINED    1,2,5                       397,822
AFFIRMATIVE INS HLDG COM        00827210         909      68,832 SH       DEFINED    1,2                          68,832
AFFORDABLE RESIDENTI COM        00827310       6,738     641,761 SH       DEFINED    1,2,3,5                     641,761
AFFYMETRIX INC       COM        00826T10      35,337   1,073,109 SH       DEFINED    1,2,5,6,12,13             1,073,109
AFLAC INC            COM        00105510     571,185  12,656,446 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  12,656,446
AFTERMARKET TECHNOLO COM        00831810      11,305     499,994 SH       DEFINED    1,2,5                       499,994
AGCO CORP            COM        00108410      39,146   1,887,448 SH       DEFINED    1,2,5,13                  1,887,448
AGERE SYS INC        COM        00845V30      30,973   2,059,400 SH       DEFINED    1,2,5,12                  2,059,400
AGILE SOFTWARE CORP  COM        00846X10       5,754     754,083 SH       DEFINED    1,2                         754,083
AGILENT TECHNOLOGIES COM        00846U10     512,484  13,648,037 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  13,648,037
AGILYSYS INC         COM        00847J10      13,736     912,093 SH       DEFINED    1,2,6                       912,093
AGL RES INC          COM        00120410      39,961   1,108,494 SH       DEFINED    1,2,5,6,13                1,108,494
AGREE REALTY CORP    COM        00849210       3,470     108,111 SH       DEFINED    1,2,3                       108,111
AIR METHODS CORP     COM PAR $. 00912830         626      21,200 SH       DEFINED    1,2                          21,200
AIR PRODS & CHEMS IN COM        00915810     891,562  13,269,260 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  13,269,260





                                                                                               
AIRGAS INC           COM        00936310      36,694     938,701 SH       DEFINED    1,2,5,13                    938,701
AIRSPAN NETWORKS INC COM        00950H10       2,563     379,771 SH       DEFINED    1,2                         379,771
AIRTRAN HLDGS INC    COM        00949P10      35,185   1,942,835 SH       DEFINED    1,2,13                    1,942,835
AIXTRON AKTIENGESELL SPONSORED  00960610          45      10,404 SH       DEFINED    1,5                          10,404
AK STL HLDG CORP     COM        00154710      32,043   2,136,232 SH       DEFINED    1,2,5                     2,136,232
AKAMAI TECHNOLOGIES  COM        00971T10      40,559   1,233,156 SH       DEFINED    1,2,5,6,12                1,233,156
AKORN INC            COM        00972810          58      11,900 SH       DEFINED    1                            11,900
AKSYS LTD            COM        01019610          36      28,193 SH       DEFINED    1                            28,193
AKZO NOBEL NV        SPONSORED  01019930         495       9,381 SH       DEFINED    1                             9,381
ALABAMA NATL BANCORP COM        01031710      12,244     178,999 SH       DEFINED    1,2                         178,999
ALAMO GROUP INC      COM        01131110       1,472      66,475 SH       DEFINED    1,2                          66,475
ALASKA AIR GROUP INC COM        01165910      38,687   1,091,323 SH       DEFINED    1,2,6,13                  1,091,323
ALASKA COMMUNICATION COM        01167P10       1,977     162,973 SH       DEFINED    1,2                         162,973
ALBANY INTL CORP     CL A       01234810      18,571     487,551 SH       DEFINED    1,2,6                       487,551
ALBANY MOLECULAR RES COM        01242310       7,812     768,914 SH       DEFINED    1,2,5                       768,914
ALBEMARLE CORP       COM        01265310      25,318     558,272 SH       DEFINED    1,2,5,13                    558,272
ALBERTO CULVER CO    COM        01306810      79,260   1,791,992 SH       DEFINED    1,2,5,6,10,12,13          1,791,992
ALBERTSONS INC       COM        01310410     242,433   9,444,197 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   9,444,197
ALCATEL              SPONSORED  01390430         818      53,116 SH       DEFINED    1                            53,116
ALCOA INC            COM        01381710     861,026  28,174,930 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  28,174,930
ALCON INC            COM SHS    H0130110      10,384      99,595 SH       DEFINED    1,5,6,12                     99,595
ALDERWOODS GROUP INC COM        01438310      21,119   1,179,825 SH       DEFINED    1,2,5                     1,179,825
ALDILA INC           COM NEW    01438420         279       8,400 SH       DEFINED    2                             8,400
ALERIS INTL INC      COM        01447710      19,331     402,147 SH       DEFINED    1,2                         402,147
ALEXANDER & BALDWIN  COM        01448210      31,591     662,553 SH       DEFINED    1,2,5,6,12,13               662,553
ALEXANDERS INC       COM        01475210      15,511      53,672 SH       DEFINED    1,2,3,5                      53,672
ALEXANDRIA REAL ESTA COM        01527110      49,525     519,510 SH       DEFINED    1,2,3,5                     519,510
ALEXION PHARMACEUTIC COM        01535110      15,230     429,971 SH       DEFINED    1,2,5                       429,971
ALFA CORP            COM        01538510       9,955     580,834 SH       DEFINED    1,2                         580,834
ALFACELL CORP        COM        01540410          86      23,193 SH       DEFINED    1                            23,193
ALICO INC            COM        01623010       2,097      46,150 SH       DEFINED    1,2                          46,150
ALIGN TECHNOLOGY INC COM        01625510       7,694     839,081 SH       DEFINED    1,2                         839,081
ALKERMES INC         COM        01642T10      42,348   1,920,532 SH       DEFINED    1,2,5                     1,920,532
ALLEGHANY CORP DEL   COM        01717510      14,706      50,797 SH       DEFINED    1,2,5                        50,797
ALLEGHENY ENERGY INC COM        01736110     165,885   4,900,580 SH       DEFINED    1,2,5,6,10,12,13          4,900,580
ALLEGHENY TECHNOLOGI COM        01741R10     135,414   2,213,374 SH       DEFINED    1,2,5,6,10,12,13          2,213,374
ALLERGAN INC         COM        01849010     412,356   3,800,513 SH       DEFINED    1,2,5,6,10,12,13          3,800,513
ALLETE INC           COM NEW    01852230      18,254     391,708 SH       DEFINED    1,2,5                       391,708
ALLIANCE DATA SYSTEM COM        01858110      56,224   1,202,135 SH       DEFINED    1,2,5,7,10,12,13,14       1,202,135
ALLIANCE FIBER OPTIC COM        01868010          24      10,841 SH       DEFINED    1                            10,841
ALLIANCE IMAGING INC COM NEW    01860620       3,335     517,888 SH       DEFINED    1,2                         517,888
ALLIANCE ONE INTL IN COM        01877210       7,178   1,476,852 SH       DEFINED    1,2,5,6                   1,476,852
ALLIANCE RES PARTNER UT LTD PAR 01877R10       1,209      33,500 SH       DEFINED    1,2,5                        33,500
ALLIANCE SEMICONDUCT COM        01877H10          62      22,459 SH       DEFINED    1                            22,459
ALLIANCEBERNSTEIN HO UNIT LTD P 01881G10      11,717     176,864 SH       DEFINED    1,2,5                       176,864
ALLIANT ENERGY CORP  COM        01880210      59,746   1,898,518 SH       DEFINED    1,2,5,12,13               1,898,518
ALLIANT TECHSYSTEMS  COM        01880410      52,313     677,895 SH       DEFINED    1,2,5,12,13                 677,895
ALLIANZ AKTIENGESELL SP ADR 1/1 01880510      22,077   1,322,784 SH       DEFINED    1                         1,322,784
ALLIED CAP CORP NEW  COM        01903Q10      48,493   1,584,747 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   1,584,747
ALLIED DEFENSE GROUP COM        01911810         213       9,694 SH       DEFINED    1,5                           9,694
ALLIED HEALTHCARE IN COM        01923A10       1,675     345,369 SH       DEFINED    1,2                         345,369
ALLIED IRISH BKS P L SPON ADR O 01922840         693      14,602 SH       DEFINED    1                            14,602
ALLIED WASTE INDS IN COM PAR$.0 01958930      62,379   5,096,326 SH       DEFINED    1,2,5,6,10,12,13          5,096,326





                                                                                               
ALLION HEALTHCARE IN COM        01961510         497      36,667 SH       DEFINED    1                            36,667
ALLOS THERAPEUTICS I COM        01977710         649     185,029 SH       DEFINED    1,2                         185,029
ALLOY INC            NEW COM    01985530       2,725     203,237 SH       DEFINED    1,2                         203,237
ALLSCRIPTS HEALTHCAR COM        01988P10       8,842     482,925 SH       DEFINED    1,2                         482,925
ALLSTATE CORP        COM        02000210   1,055,720  20,259,443 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  20,259,443
ALLTEL CORP          COM        02003910     628,066   9,699,854 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   9,699,854
ALNYLAM PHARMACEUTIC COM        02043Q10         389      22,100 SH       DEFINED    1,2,5                        22,100
ALON USA ENERGY INC  COM        02052010       2,635     107,034 SH       DEFINED    1,2                         107,034
ALPHA NATURAL RESOUR COM        02076X10       8,476     366,284 SH       DEFINED    1,2                         366,284
ALPHARMA INC         CL A       02081310      36,099   1,345,966 SH       DEFINED    1,2,5,6                   1,345,966
ALTAIR NANOTECHNOLOG COM        02137310         231      65,000 SH       DEFINED    1,5                          65,000
ALTEON INC           COM        02144G10           2      10,500 SH       DEFINED    1                            10,500
ALTERA CORP          COM        02144110     196,349   9,513,051 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   9,513,051
ALTIRIS INC          COM        02148M10       6,135     278,727 SH       DEFINED    1,2,6                       278,727
ALTRIA GROUP INC     COM        02209S10   5,750,663  81,155,284 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  81,155,284
ALUMINA LTD          SPONSORED  02220510         309      14,643 SH       DEFINED    1                            14,643
ALVARION LTD         SHS        M0861T10         204      22,696 SH       DEFINED    1,2,5                        22,696
AMAZON COM INC       COM        02313510     281,768   7,713,322 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   7,713,322
AMB PROPERTY CORP    COM        00163T10     123,130   2,268,845 SH       DEFINED    1,2,3,5,12,13             2,268,845
AMBAC FINL GROUP INC COM        02313910     236,546   2,971,682 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,971,682
AMBASSADORS GROUP IN COM        02317710       5,699     224,380 SH       DEFINED    1,2                         224,380
AMCOL INTL CORP      COM        02341W10       8,114     281,750 SH       DEFINED    1,2                         281,750
AMCORE FINL INC      COM        02391210      10,004     316,383 SH       DEFINED    1,2,5                       316,383
AMDOCS LTD           ORD        G0260210       8,092     224,408 SH       DEFINED    1,5,6,12                    224,408
AMEDISYS INC         COM        02343610       8,748     251,740 SH       DEFINED    1,2,6                       251,740
AMERADA HESS CORP    COM        02355110     341,748   2,399,913 SH       DEFINED    1,2,5,6,10,12,13          2,399,913
AMERCO               COM        02358610      14,971     151,270 SH       DEFINED    1,2                         151,270
AMEREN CORP          COM        02360810     299,949   6,020,661 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,020,661
AMERICA MOVIL S A DE SPON ADR L 02364W10      23,459     684,729 SH       DEFINED    1,2                         684,729
AMERICA SVC GROUP IN COM        02364L10       1,763     135,320 SH       DEFINED    1,2                         135,320
AMERICAN AXLE & MFG  COM        02406110      11,638     679,365 SH       DEFINED    1,2,5                       679,365
AMERICAN CAMPUS CMNT COM        02483510       9,831     379,442 SH       DEFINED    1,2,3                       379,442
AMERICAN CAPITAL STR COM        02493710      30,669     872,277 SH       DEFINED    1,2,5                       872,277
AMERICAN COMMERCIAL  COM NEW    02519520         538      11,401 SH       DEFINED    1,2                          11,401
AMERICAN DENTAL PART COM        02535310       1,908     141,364 SH       DEFINED    1,2                         141,364
AMERICAN EAGLE OUTFI COM        02553E10     125,888   4,215,956 SH       DEFINED    1,2,5,6,10,12,13          4,215,956
AMERICAN ECOLOGY COR COM NEW    02553340       2,961     145,265 SH       DEFINED    1,2                         145,265
AMERICAN ELEC PWR IN COM        02553710     496,103  14,582,675 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  14,582,675
AMERICAN EQTY INVT L COM        02567620       8,953     624,321 SH       DEFINED    1,2                         624,321
AMERICAN EXPRESS CO  COM        02581610   1,875,167  35,683,484 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  35,683,484
AMERICAN FINL GROUP  COM        02593210      65,040   1,563,075 SH       DEFINED    1,2,5,7,10,13,14          1,563,075
AMERICAN FINL RLTY T COM        02607P30      12,146   1,042,591 SH       DEFINED    1,2,3,5                   1,042,591
AMERICAN GREETINGS C CL A       02637510      37,704   1,743,928 SH       DEFINED    1,2,5,6,7,10,13,14        1,743,928
AMERICAN HOME MTG IN COM        02660R10      24,002     769,055 SH       DEFINED    1,2,5                       769,055
AMERICAN INTL GROUP  COM        02687410   4,745,499  71,803,579 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  71,803,579
AMERICAN ITALIAN PAS CL A       02707010       2,852     455,523 SH       DEFINED    1,2,5,6                     455,523
AMERICAN LD LEASE IN COM        02711810         526      19,232 SH       DEFINED    1,2,3                        19,232
AMERICAN MED SYS HLD COM        02744M10      25,011   1,111,595 SH       DEFINED    1,2,6                     1,111,595
AMERICAN NATL INS CO COM        02859110      10,712      95,573 SH       DEFINED    1,2,5                        95,573
AMERICAN PAC CORP    COM        02874010          96      10,500 SH       DEFINED    1                            10,500
AMERICAN PHARMACEUTI COM        02886P10       6,340     222,535 SH       DEFINED    1,2,12                      222,535
AMERICAN PHYSICIANS  COM        02888410       6,337     132,013 SH       DEFINED    1,2                         132,013
AMERICAN PWR CONVERS COM        02906610     110,422   4,778,118 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,778,118





                                                                                               
AMERICAN RAILCAR IND COM        02916P10         531      15,130 SH       DEFINED    1,2                          15,130
AMERICAN REAL ESTATE DEPOSITRY  02916910         723      15,690 SH       DEFINED    1,2                          15,690
AMERICAN REPROGRAPHI COM        02926310       7,653     220,620 SH       DEFINED    1,2                         220,620
AMERICAN RETIREMENT  COM        02891310       9,657     376,913 SH       DEFINED    1,2                         376,913
AMERICAN SCIENCE & E COM        02942910       9,465     101,343 SH       DEFINED    1,2                         101,343
AMERICAN SOFTWARE IN CL A       02968310          87      11,915 SH       DEFINED    1                            11,915
AMERICAN STD COS INC COM        02971210     216,705   5,056,115 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,056,115
AMERICAN STS WTR CO  COM        02989910       8,181     218,975 SH       DEFINED    1,2                         218,975
AMERICAN SUPERCONDUC COM        03011110       4,466     393,443 SH       DEFINED    1,2,5                       393,443
AMERICAN TECHNICNAL  COM        03013710         257      17,700 SH       DEFINED    1                            17,700
AMERICAN TECHNOLOGY  COM NEW    03014520         105      25,097 SH       DEFINED    1                            25,097
AMERICAN TOWER CORP  CL A       02991220     204,604   6,748,163 SH       DEFINED    1,2,5,7,8,10,12,13,14     6,748,163
AMERICAN VANGUARD CO COM        03037110       4,105     134,362 SH       DEFINED    1,2                         134,362
AMERICAN WOODMARK CO COM        03050610       5,463     153,901 SH       DEFINED    1,2                         153,901
AMERICANWEST BANCORP COM        03058P10       4,172     157,608 SH       DEFINED    1,2                         157,608
AMERICAS CAR MART IN COM        03062T10       2,282     106,134 SH       DEFINED    1,2,5                       106,134
AMERICREDIT CORP     COM        03060R10     108,128   3,518,662 SH       DEFINED    1,2,5,10,12,13            3,518,662
AMERIGROUP CORP      COM        03073T10      23,107   1,098,243 SH       DEFINED    1,2,5,6,12                1,098,243
AMERIPRISE FINL INC  COM        03076C10     292,066   6,481,713 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,481,713
AMERIS BANCORP       COM        03076K10       4,406     189,432 SH       DEFINED    1,2                         189,432
AMERISOURCEBERGEN CO COM        03073E10     520,389  10,780,799 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  10,780,799
AMERISTAR CASINOS IN COM        03070Q10       9,376     363,536 SH       DEFINED    1,2,5                       363,536
AMERIVEST PPTYS INC  COM        03071L10         159      35,900 SH       DEFINED    1,3,5                        35,900
AMERON INTL INC      COM        03071010       8,553     116,803 SH       DEFINED    1,2                         116,803
AMERUS GROUP CO      COM        03072M10      36,137     599,880 SH       DEFINED    1,2,5,13                    599,880
AMES NATL CORP       COM        03100110       2,254      92,815 SH       DEFINED    1,2                          92,815
AMETEK INC NEW       COM        03110010      52,491   1,167,505 SH       DEFINED    1,2,5,6,12,13             1,167,505
AMGEN INC            COM        03116210   2,503,076  34,406,547 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  34,406,547
AMICAS INC           COM        00171210       2,683     568,372 SH       DEFINED    1,2                         568,372
AMIS HLDGS INC       COM        03153810      16,783   1,852,454 SH       DEFINED    1,2                       1,852,454
AMKOR TECHNOLOGY INC COM        03165210      14,636   1,693,990 SH       DEFINED    1,2,5                     1,693,990
AMN HEALTHCARE SERVI COM        00174410       9,253     494,285 SH       DEFINED    1,2                         494,285
AMPCO-PITTSBURGH COR COM        03203710         206      10,300 SH       DEFINED    1                            10,300
AMPEX CORP DEL       CL A NEW   03209230       3,461     172,347 SH       DEFINED    1                           172,347
AMPHENOL CORP NEW    CL A       03209510      89,514   1,715,477 SH       DEFINED    1,2,5,7,8,10,12,13,14     1,715,477
AMR CORP             COM        00176510      57,644   2,131,012 SH       DEFINED    1,2,5                     2,131,012
AMREP CORP NEW       COM        03215910         383       9,700 SH       DEFINED    1                             9,700
AMSOUTH BANCORPORATI COM        03216510     253,255   9,362,478 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   9,362,478
AMSURG CORP          COM        03232P40      11,589     510,763 SH       DEFINED    1,2,6                       510,763
AMVESCAP PLC         SPONSORED  03235E10         202      10,705 SH       DEFINED    1                            10,705
AMYLIN PHARMACEUTICA COM        03234610      70,092   1,431,908 SH       DEFINED    1,2,5,6,12                1,431,908
ANADARKO PETE CORP   COM        03251110     730,109   7,228,085 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   7,228,085
ANADIGICS INC        COM        03251510         453      57,365 SH       DEFINED    1,5                          57,365
ANADYS PHARMACEUTICA COM        03252Q40         456      28,300 SH       DEFINED    1,5                          28,300
ANALOG DEVICES INC   COM        03265410     373,514   9,754,859 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   9,754,859
ANALOGIC CORP        COM PAR $0 03265720      14,115     213,210 SH       DEFINED    1,2,6                       213,210
ANALYSTS INTL CORP   COM        03268110          31      11,201 SH       DEFINED    1                            11,201
ANAREN INC           COM        03274410       7,117     365,525 SH       DEFINED    1,2                         365,525
ANCHOR BANCORP WIS I COM        03283910      10,017     330,499 SH       DEFINED    1,2                         330,499
ANDERSONS INC        COM        03416410       7,417      94,808 SH       DEFINED    1,2                          94,808
ANDREW CORP          COM        03442510      46,664   3,800,039 SH       DEFINED    1,2,5,6,10,12,13          3,800,039
ANDRX CORP DEL       ANDRX GROU 03455310      23,440     987,354 SH       DEFINED    1,2,5                       987,354
ANGELICA CORP        COM        03466310       2,606     126,987 SH       DEFINED    1,2,6                       126,987





                                                                                               
ANGIODYNAMICS INC    COM        03475V10       3,506     116,648 SH       DEFINED    1                             116,648
ANGLO AMERN PLC      ADR        03485P10         225      11,474 SH       DEFINED    1                              11,474
ANGLOGOLD ASHANTI LT SPONSORED  03512820         586      10,824 SH       DEFINED    1                              10,824
ANHEUSER BUSCH COS I COM        03522910     877,406  20,514,511 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    20,514,511
ANIKA THERAPEUTICS I COM        03525510         128      10,472 SH       DEFINED    1                              10,472
ANIXTER INTL INC     COM        03529010      21,371     447,281 SH       DEFINED    1,2,5,6                       447,281
ANNALY MTG MGMT INC  COM        03571040      12,425   1,023,459 SH       DEFINED    1,2,5                       1,023,459
ANNTAYLOR STORES COR COM        03611510     106,481   2,894,281 SH       DEFINED    1,2,5,6,10,12,13            2,894,281
ANSOFT CORP          COM        03638410       6,637     159,205 SH       DEFINED    1,2                           159,205
ANSWERTHINK INC      COM        03691610         360      56,011 SH       DEFINED    1,5                            56,011
ANSYS INC            COM        03662Q10      31,834     587,877 SH       DEFINED    1,2,6                         587,877
ANTEON INTL CORP     COM        03674E10      30,074     551,217 SH       DEFINED    1,2,13                        551,217
ANTHRACITE CAP INC   COM        03702310      14,429   1,314,116 SH       DEFINED    1,2                         1,314,116
ANTIGENICS INC DEL   COM        03703210         966     352,513 SH       DEFINED    1,2                           352,513
ANWORTH MORTGAGE ASS COM        03734710       4,988     634,668 SH       DEFINED    1,2,5                         634,668
AO TATNEFT           SPON ADR R 03737P30       3,485      33,849 SH       DEFINED    1,2,5                          33,849
AON CORP             COM        03738910     741,350  17,859,555 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    17,859,555
AP PHARMA INC        COM        00202J10          21      10,700 SH       DEFINED    1                              10,700
APAC CUSTOMER SERVIC COM        00185E10          41      18,498 SH       DEFINED    1                              18,498
APACHE CORP          COM        03741110     648,679   9,901,989 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     9,901,989
APARTMENT INVT & MGM CL A       03748R10     168,661   3,596,187 SH       DEFINED    1,2,3,5,6,7,8,10,12,13,14   3,596,187
APEX SILVER MINES LT ORD        G0407410         331      13,938 SH       DEFINED    1,2,5                          13,938
APOGEE ENTERPRISES I COM        03759810      19,515   1,156,129 SH       DEFINED    1,2,6                       1,156,129
APOLLO GROUP INC     CL A       03760410     195,017   3,713,897 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     3,713,897
APOLLO INVT CORP     COM        03761U10      13,581     762,572 SH       DEFINED    1,2                           762,572
APPLE COMPUTER INC   COM        03783310   1,571,787  25,060,375 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    25,060,375
APPLEBEES INTL INC   COM        03789910      29,956   1,220,193 SH       DEFINED    1,2,5,13                    1,220,193
APPLERA CORP         COM AP BIO 03802010     201,665   7,430,534 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     7,430,534
APPLERA CORP         COM CE GEN 03802020      14,027   1,199,900 SH       DEFINED    1,2,5                       1,199,900
APPLICA INC          COM        03815A10          96      29,561 SH       DEFINED    1                              29,561
APPLIED DIGITAL SOLU COM NEW    03818830       2,106     726,216 SH       DEFINED    1,2                           726,216
APPLIED FILMS CORP   COM        03819710       3,925     202,005 SH       DEFINED    1,2,5                         202,005
APPLIED INDL TECHNOL COM        03820C10      25,447     570,557 SH       DEFINED    1,2,6                         570,557
APPLIED MATLS INC    COM        03822210     726,018  41,463,051 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    41,463,051
APPLIED MICRO CIRCUI COM        03822W10      37,137   9,124,525 SH       DEFINED    1,2,5,6,8,10,12,13          9,124,525
APPLIED SIGNAL TECHN COM        03823710       2,850     143,728 SH       DEFINED    1,2,6                         143,728
APRIA HEALTHCARE GRO COM        03793310      22,329     971,677 SH       DEFINED    1,2,5,13                      971,677
APTARGROUP INC       COM        03833610      18,526     335,307 SH       DEFINED    1,2,5                         335,307
AQUA AMERICA INC     COM        03836W10      50,920   1,830,347 SH       DEFINED    1,2,5,6,12,13               1,830,347
AQUANTIVE INC        COM        03839G10      17,892     760,066 SH       DEFINED    1,2                           760,066
AQUILA INC           COM        03840P10      27,156   6,806,011 SH       DEFINED    1,2,5,13                    6,806,011
ARACRUZ CELULOSE S A SPON ADR P 03849620         234       4,413 SH       DEFINED    1,2                             4,413
ARAMARK CORP         CL B       03852110      43,137   1,460,288 SH       DEFINED    1,2,5,10                    1,460,288
ARBINET THEXCHANGE I COM        03875P10         653      88,741 SH       DEFINED    1,2                            88,741
ARBITRON INC         COM        03875Q10      20,182     596,754 SH       DEFINED    1,2,5,6                       596,754
ARBOR RLTY TR INC    COM        03892310       7,917     293,320 SH       DEFINED    1,2                           293,320
ARCH CAP GROUP LTD   ORD        G0450A10       2,119      36,707 SH       DEFINED    1,2,5                          36,707
ARCH CHEMICALS INC   COM        03937R10       9,694     318,886 SH       DEFINED    1,2                           318,886
ARCH COAL INC        COM        03938010      72,168     950,332 SH       DEFINED    1,2,5,6,12,13                 950,332
ARCHER DANIELS MIDLA COM        03948310     601,532  17,876,134 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    17,876,134
ARCHSTONE SMITH TR   COM        03958310     367,306   7,531,385 SH       DEFINED    1,2,3,5,6,7,8,10,12,13,14   7,531,385
ARCTIC CAT INC       COM        03967010       8,058     334,892 SH       DEFINED    1,2,6                         334,892
ARDEN GROUP INC      CL A       03976210       2,600      27,974 SH       DEFINED    1,2                            27,974





                                                                                               
ARDEN RLTY INC       COM        03979310      54,774   1,213,692 SH       DEFINED    1,2,3,5                   1,213,692
ARENA PHARMACEUTICAL COM        04004710      15,778     871,245 SH       DEFINED    1,2,5                       871,245
ARENA RESOURCES INC  COM        04004910         492      14,100 SH       DEFINED    1,5                          14,100
ARES CAP CORP        COM        04010L10       7,561     440,085 SH       DEFINED    1,2                         440,085
ARGON ST INC         COM        04014910       3,644     108,667 SH       DEFINED    1,2                         108,667
ARGONAUT GROUP INC   COM        04015710      20,753     583,756 SH       DEFINED    1,2,5                       583,756
ARIAD PHARMACEUTICAL COM        04033A10       4,851     737,284 SH       DEFINED    1,2,5                       737,284
ARIBA INC            COM NEW    04033V20      11,799   1,206,415 SH       DEFINED    1,2,5                     1,206,415
ARISTOTLE CORP       COM NEW    04044820          81      10,427 SH       DEFINED    1                            10,427
ARKANSAS BEST CORP D COM        04079010      16,707     427,070 SH       DEFINED    1,2,6                       427,070
ARLINGTON TANKERS LT COM        G0489910         244      10,600 SH       DEFINED    1                            10,600
ARM HLDGS PLC        SPONSORED  04206810         139      20,219 SH       DEFINED    1                            20,219
ARMOR HOLDINGS INC   COM        04226010      29,892     512,820 SH       DEFINED    1,2,5,6                     512,820
ARQULE INC           COM        04269E10       2,389     416,128 SH       DEFINED    1,2,6                       416,128
ARRAY BIOPHARMA INC  COM        04269X10       3,512     384,234 SH       DEFINED    1,2,5                       384,234
ARRIS GROUP INC      COM        04269Q10      24,391   1,772,599 SH       DEFINED    1,2                       1,772,599
ARROW ELECTRS INC    COM        04273510      71,414   2,213,012 SH       DEFINED    1,2,5,6,12,13             2,213,012
ARROW FINL CORP      COM        04274410       3,537     129,100 SH       DEFINED    1,2,5                       129,100
ARROW INTL INC       COM        04276410      11,475     351,233 SH       DEFINED    1,2                         351,233
ART TECHNOLOGY GROUP COM        04289L10         265      82,431 SH       DEFINED    1,5                          82,431
ARTESYN TECHNOLOGIES COM        04312710       6,749     616,341 SH       DEFINED    1,2,5,6                     616,341
ARTHROCARE CORP      COM        04313610      18,011     376,640 SH       DEFINED    1,2,6                       376,640
ARVINMERITOR INC     COM        04335310      28,878   1,936,847 SH       DEFINED    1,2,5,13                  1,936,847
ASBURY AUTOMOTIVE GR COM        04343610       3,725     188,877 SH       DEFINED    1,2,5                       188,877
ASHFORD HOSPITALITY  COM SHS    04410310      13,797   1,112,625 SH       DEFINED    1,2,3                     1,112,625
ASHLAND INC NEW      COM        04420910     124,657   1,753,762 SH       DEFINED    1,2,5,6,10,12,13          1,753,762
ASHWORTH INC         COM        04516H10         603      60,713 SH       DEFINED    1,5,6                        60,713
ASIAINFO HLDGS INC   COM        04518A10       2,194     438,845 SH       DEFINED    1,2                         438,845
ASML HLDG NV         N Y SHS    N0705911         374      18,376 SH       DEFINED    1                            18,376
ASPECT MED SYS INC   COM        04523510       5,298     193,082 SH       DEFINED    1,2                         193,082
ASPEN INSURANCE HOLD SHS        G0538410       1,185      48,040 SH       DEFINED    1,2                          48,040
ASPEN TECHNOLOGY INC COM        04532710      11,127     879,636 SH       DEFINED    1,2,5                       879,636
ASSET ACCEP CAP CORP COM        04543P10       4,746     243,779 SH       DEFINED    1,2                         243,779
ASSOCIATED BANC CORP COM        04548710      79,660   2,344,318 SH       DEFINED    1,2,5,7,8,10,12,13,14     2,344,318
ASSOCIATED ESTATES R COM        04560410       2,399     213,242 SH       DEFINED    1,3,5                       213,242
ASSURANT INC         COM        04621X10      79,028   1,604,631 SH       DEFINED    1,2,5,10,12               1,604,631
ASSURED GUARANTY LTD COM        G0585R10       1,313      52,520 SH       DEFINED    1,2                          52,520
ASTA FDG INC         COM        04622010       7,563     227,391 SH       DEFINED    1,2                         227,391
ASTEC INDS INC       COM        04622410       9,165     255,296 SH       DEFINED    1,2,5,6                     255,296
ASTORIA FINL CORP    COM        04626510      45,544   1,471,056 SH       DEFINED    1,2,5,12,13               1,471,056
ASTRAZENECA PLC      SPONSORED  04635310       7,497     149,246 SH       DEFINED    1,2                         149,246
ASTRO-MED INC NEW    COM        04638F10         128      11,770 SH       DEFINED    1                            11,770
ASYST TECHNOLOGY COR COM        04648X10      10,042     964,684 SH       DEFINED    1,2,5                       964,684
AT ROAD INC          COM        04648K10         676     133,279 SH       DEFINED    1                           133,279
AT&T INC             COM        00206R10   3,416,221 126,339,518 SH       DEFINED    1,2,5,6,7,8,10,12,13,14 126,339,518
ATARI INC            COM        04651M10         373     583,572 SH       DEFINED    1,2                         583,572
ATHEROGENICS INC     COM        04743910       9,286     569,025 SH       DEFINED    1,2,5                       569,025
ATHEROS COMMUNICATIO COM        04743P10      24,638     940,759 SH       DEFINED    1,2                         940,759
ATI TECHNOLOGIES INC COM        00194110         672      39,101 SH       DEFINED    1,5,13                       39,101
ATLANTIC AMERN CORP  COM        04820910          30      10,600 SH       DEFINED    1                            10,600
ATLANTIS PLASTICS IN COM        04915610         104      11,000 SH       DEFINED    1                            11,000
ATLAS AMER INC       COM        04916710      18,834     393,927 SH       DEFINED    1,2,5                       393,927
ATLAS PIPELINE PARTN UNIT L P I 04939210         419       9,900 SH       DEFINED    1                             9,900





                                                                                               
ATMEL CORP           COM        04951310      36,955   7,829,446 SH       DEFINED    1,2,5,13                  7,829,446
ATMI INC             COM        00207R10      15,130     500,991 SH       DEFINED    1,2,5,6                     500,991
ATMOS ENERGY CORP    COM        04956010      49,174   1,867,617 SH       DEFINED    1,2,5                     1,867,617
ATP OIL & GAS CORP   COM        00208J10      11,600     264,171 SH       DEFINED    1,2                         264,171
ATS MED INC          COM        00208310          62      24,829 SH       DEFINED    1                            24,829
ATWOOD OCEANICS INC  COM        05009510      18,390     182,058 SH       DEFINED    1,2                         182,058
AU OPTRONICS CORP    SPONSORED  00225510       1,767     118,522 SH       DEFINED    1                           118,522
AUDIBLE INC          COM NEW    05069A30       3,039     289,195 SH       DEFINED    1,2,5                       289,195
AUDIOCODES LTD       ORD        M1534210         157      11,329 SH       DEFINED    1,2,5                        11,329
AUDIOVOX CORP        CL A       05075710       6,556     549,093 SH       DEFINED    1,2,5,6                     549,093
AUSTRALIA&NEW ZEALAN SPONSORED  05252830       1,304      13,735 SH       DEFINED    1                            13,735
AUTHENTIDATE HLDG CO COM        05266610         188      48,294 SH       DEFINED    1,5                          48,294
AUTOBYTEL INC        COM        05275N10       2,579     535,108 SH       DEFINED    1,2                         535,108
AUTODESK INC         COM        05276910     239,530   6,218,341 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,218,341
AUTOLIV INC          COM        05280010      51,750     914,632 SH       DEFINED    1,2,5,12                    914,632
AUTOMATIC DATA PROCE COM        05301510     853,063  18,674,752 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  18,674,752
AUTONATION INC       COM        05329W10     111,506   5,174,293 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,174,293
AUTOZONE INC         COM        05333210     186,023   1,866,015 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   1,866,015
AVALONBAY CMNTYS INC COM        05348410     188,762   1,730,175 SH       DEFINED    1,2,3,5,7,8,10,12,13,14   1,730,175
AVANEX CORP          COM        05348W10         555     170,680 SH       DEFINED    1,5                         170,680
AVANIR PHARMACEUTICA CL A NEW   05348P40       4,894     334,722 SH       DEFINED    1,2,5                       334,722
AVANT IMMUNOTHERAPEU COM        05349110         249      99,262 SH       DEFINED    1,5                          99,262
AVATAR HLDGS INC     COM        05349410       4,558      74,723 SH       DEFINED    1,2,5                        74,723
AVAYA INC            COM        05349910     137,555  12,173,039 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  12,173,039
AVERY DENNISON CORP  COM        05361110     168,386   2,879,386 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,879,386
AVI BIOPHARMA INC    COM        00234610         385      50,752 SH       DEFINED    1,5                          50,752
AVIALL INC NEW       COM        05366B10      20,755     545,041 SH       DEFINED    1,2                         545,041
AVICI SYS INC        COM NEW    05367L80          52      11,583 SH       DEFINED    1                            11,583
AVID TECHNOLOGY INC  COM        05367P10      24,379     560,954 SH       DEFINED    1,2,5,6                     560,954
AVIGEN INC           COM        05369010          97      18,712 SH       DEFINED    1                            18,712
AVISTA CORP          COM        05379B10      14,369     695,812 SH       DEFINED    1,2,5                       695,812
AVNET INC            COM        05380710      58,492   2,304,635 SH       DEFINED    1,2,5,12,13               2,304,635
AVOCENT CORP         COM        05389310      32,614   1,027,523 SH       DEFINED    1,2,5,6,12,13             1,027,523
AVON PRODS INC       COM        05430310     397,241  12,744,324 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  12,744,324
AVX CORP NEW         COM        00244410      10,092     570,179 SH       DEFINED    1,2,5                       570,179
AWARE INC MASS       COM        05453N10         111      19,242 SH       DEFINED    1                            19,242
AXA                  SPONSORED  05453610       2,102      60,112 SH       DEFINED    1                            60,112
AXCELIS TECHNOLOGIES COM        05454010       8,558   1,460,392 SH       DEFINED    1,2,5,6                   1,460,392
AXIS CAPITAL HOLDING SHS        G0692U10       8,043     268,990 SH       DEFINED    1,2,5,12                    268,990
AXONYX INC           COM        05461R10          78      67,236 SH       DEFINED    1                            67,236
AZTAR CORP           COM        05480210      25,284     602,145 SH       DEFINED    1,2,5,6                     602,145
B A S F  A G         SPONSORED  05526250       1,646      21,000 SH       DEFINED    1                            21,000
BADGER METER INC     COM        05652510       3,896      68,374 SH       DEFINED    1,2                          68,374
BAIRNCO CORP         COM        05709710         141      13,221 SH       DEFINED    1                            13,221
BAKER HUGHES INC     COM        05722410     758,156  11,084,151 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  11,084,151
BALCHEM CORP         COM        05766520       3,341     144,803 SH       DEFINED    1,2                         144,803
BALDOR ELEC CO       COM        05774110      18,237     538,448 SH       DEFINED    1,2,5,6                     538,448
BALDWIN & LYONS INC  CL B       05775520       5,740     216,196 SH       DEFINED    1,2                         216,196
BALL CORP            COM        05849810     131,382   2,997,526 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,997,526
BALLY TECHNOLOGIES I COM        05874B10      10,832     637,574 SH       DEFINED    1,2,5                       637,574
BALLY TOTAL FITNESS  COM        05873K10       2,634     281,082 SH       DEFINED    1,2,5,6                     281,082
BANC CORP            COM        05944B10       1,899     160,270 SH       DEFINED    1,2,5                       160,270
BANCFIRST CORP       COM        05945F10      10,428     239,184 SH       DEFINED    1,2                         239,184





                                                                                               
BANCO BILBAO VIZCAYA SPONSORED  05946K10       3,266     156,657 SH       DEFINED    1                           156,657
BANCO BRADESCO S A   SP ADR PFD 05946030      17,939     499,546 SH       DEFINED    1,2                         499,546
BANCO SANTANDER CENT ADR        05964H10       1,252      85,715 SH       DEFINED    1                            85,715
BANCO SANTANDER CHIL SP ADR REP 05965X10         938      21,517 SH       DEFINED    1,2,5,7                      21,517
BANCOLOMBIA S A      SPON ADR P 05968L10      67,194   1,925,325 SH       DEFINED    1,2,4,5,7                 1,925,325
BANCORP INC DEL      COM        05969A10       2,881     117,341 SH       DEFINED    1,2                         117,341
BANCORPSOUTH INC     COM        05969210      29,068   1,210,668 SH       DEFINED    1,2,5                     1,210,668
BANCTRUST FINANCIAL  COM        05978R10       2,114      95,452 SH       DEFINED    1,2                          95,452
BANDAG INC           COM        05981510      11,275     269,274 SH       DEFINED    1,2,13                      269,274
BANK HAWAII CORP     COM        06254010      37,169     697,217 SH       DEFINED    1,2,5,13                    697,217
BANK MONTREAL QUE    COM        06367110         202       3,555 SH       DEFINED    1,8,14                        3,555
BANK MUTUAL CORP NEW COM        06375010       9,600     810,831 SH       DEFINED    1,2,5                       810,831
BANK NEW YORK INC    COM        06405710     704,192  19,539,181 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  19,539,181
BANK NOVA SCOTIA HAL COM        06414910       4,031     100,426 SH       DEFINED    1,7,8                       100,426
BANK OF AMERICA CORP COM        06050510   6,140,473 134,836,921 SH       DEFINED    1,2,5,6,7,8,10,12,13,14 134,836,921
BANK OF GRANITE CORP COM        06240110       4,261     210,220 SH       DEFINED    1,2,5                       210,220
BANK OF THE OZARKS I COM        06390410       5,015     137,398 SH       DEFINED    1,2                         137,398
BANKATLANTIC BANCORP CL A       06590850       9,718     675,320 SH       DEFINED    1,2,5                       675,320
BANKFINANCIAL CORP   COM        06643P10       4,604     289,194 SH       DEFINED    1,2                         289,194
BANKRATE INC         COM        06646V10       5,327     122,292 SH       DEFINED    1,2                         122,292
BANKUNITED FINL CORP CL A       06652B10      11,637     430,366 SH       DEFINED    1,2                         430,366
BANNER CORP          COM        06652V10      12,480     367,071 SH       DEFINED    1,2                         367,071
BANTA CORP           COM        06682110      24,668     474,572 SH       DEFINED    1,2,5,6,13                  474,572
BARCLAYS PLC         ADR        06738E20       3,818      81,587 SH       DEFINED    1,2                          81,587
BARD C R INC         COM        06738310     206,191   3,040,717 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,040,717
BARNES & NOBLE INC   COM        06777410     223,033   4,822,331 SH       DEFINED    1,2,5,10,13               4,822,331
BARNES GROUP INC     COM        06780610      12,316     304,087 SH       DEFINED    1,2,6                       304,087
BARNWELL INDS INC    COM        06822110         243      10,500 SH       DEFINED    1                            10,500
BARR PHARMACEUTICALS COM        06830610     175,093   2,780,143 SH       DEFINED    1,2,5,6,10,12,13          2,780,143
BARRETT BILL CORP    COM        06846N10       9,880     303,174 SH       DEFINED    1,2                         303,174
BARRICK GOLD CORP    COM        06790110         879      32,263 SH       DEFINED    1,5                          32,263
BARRIER THERAPEUTICS COM        06850R10       3,256     336,395 SH       DEFINED    1,2                         336,395
BASIC ENERGY SVCS IN COM        06985P10         605      20,300 SH       DEFINED    1,2                          20,300
BASSETT FURNITURE IN COM        07020310       3,622     181,575 SH       DEFINED    1,2,5,6                     181,575
BAUSCH & LOMB INC    COM        07170710      99,960   1,569,232 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   1,569,232
BAXTER INTL INC      COM        07181310     854,684  22,022,270 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  22,022,270
BAYER A G            SPONSORED  07273030       1,480      36,956 SH       DEFINED    1                            36,956
BB&T CORP            COM        05493710     545,584  13,917,964 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  13,917,964
BBVA BANCO FRANCES S SPONSORED  07329M10         768      97,256 SH       DEFINED    1,7                          97,256
BCSB BANKCORP INC    COM        05494810         130      10,000 SH       DEFINED    1                            10,000
BE AEROSPACE INC     COM        07330210      23,633     940,800 SH       DEFINED    1,2,5                       940,800
BEA SYS INC          COM        07332510      90,581   6,898,785 SH       DEFINED    1,2,5,7,8,10,12,13,14     6,898,785
BEACON ROOFING SUPPL COM        07368510      13,018     320,315 SH       DEFINED    1,2,5                       320,315
BEAR STEARNS COS INC COM        07390210     556,000   4,008,650 SH       DEFINED    1,2,5,6,8,10,12,13        4,008,650
BEARINGPOINT INC     COM        07400210      21,382   2,518,474 SH       DEFINED    1,2,5                     2,518,474
BEASLEY BROADCAST GR CL A       07401410       1,266     104,336 SH       DEFINED    1,2                         104,336
BEAZER HOMES USA INC COM        07556Q10      40,137     610,906 SH       DEFINED    1,2,5,13                    610,906
BEBE STORES INC      COM        07557110       2,829     153,598 SH       DEFINED    1,2                         153,598
BECKMAN COULTER INC  COM        07581110      65,884   1,207,336 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   1,207,336
BECTON DICKINSON & C COM        07588710     973,790  15,813,406 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  15,813,406
BED BATH & BEYOND IN COM        07589610     290,444   7,563,648 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   7,563,648
BEDFORD PPTY INVS IN COM PAR $0 07644630      11,458     425,468 SH       DEFINED    1,2,3                       425,468
BEL FUSE INC         CL B       07734730       5,280     150,742 SH       DEFINED    1,2,6                       150,742





                                                                                               
BELDEN CDT INC       COM        07745410      23,978     880,568 SH       DEFINED    1,2,5,6                     880,568
BELL MICROPRODUCTS I COM        07813710       2,286     371,030 SH       DEFINED    1,2,5,6                     371,030
BELLSOUTH CORP       COM        07986010   3,555,664 102,616,567 SH       DEFINED    1,2,5,6,7,8,10,12,13,14 102,616,567
BELO CORP            COM SER A  08055510      37,188   1,870,623 SH       DEFINED    1,2,5,13                  1,870,623
BEMIS INC            COM        08143710      83,569   2,646,257 SH       DEFINED    1,2,5,6,10,12,13          2,646,257
BENCHMARK ELECTRS IN COM        08160H10      23,262     606,579 SH       DEFINED    1,2,5,6                     606,579
BENETTON GROUP SPA   ADR NEW    08179540         279       9,370 SH       DEFINED    1                             9,370
BENIHANA INC         CL A       08204720         206       6,655 SH       DEFINED    1                             6,655
BENTLEY PHARMACEUTIC COM        08265710       3,037     230,949 SH       DEFINED    1,2                         230,949
BERKLEY W R CORP     COM        08442310     176,894   3,046,739 SH       DEFINED    1,2,5,7,8,10,12,13,14     3,046,739
BERKSHIRE HATHAWAY I CL B       08467020     465,800     154,648 SH       DEFINED    1,2,5                       154,648
BERKSHIRE HILLS BANC COM        08468010       4,051     115,945 SH       DEFINED    1,2,5                       115,945
BERRY PETE CO        CL A       08578910      17,985     262,749 SH       DEFINED    1,2                         262,749
BEST BUY INC         COM        08651610     615,558  11,005,861 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  11,005,861
BEVERLY HILLS BANCOR COM        08786610       1,428     134,688 SH       DEFINED    1,2                         134,688
BFC FINL CORP        CL A       05538420       1,288     196,625 SH       DEFINED    1,2                         196,625
BG PLC               ADR FIN IN 05543420       1,460      23,281 SH       DEFINED    1                            23,281
BHP BILLITON LTD     SPONSORED  08860610       3,083      77,374 SH       DEFINED    1                            77,374
BHP BILLITON PLC     SPONSORED  05545E20         280       7,520 SH       DEFINED    1                             7,520
BIG 5 SPORTING GOODS COM        08915P10       5,013     256,024 SH       DEFINED    1,2                         256,024
BIG LOTS INC         COM        08930210      52,491   3,760,113 SH       DEFINED    1,2,5,6,10,12,13          3,760,113
BIO RAD LABS INC     CL A       09057220      18,376     294,723 SH       DEFINED    1,2,5                       294,723
BIOCRYST PHARMACEUTI COM        09058V10         646      35,779 SH       DEFINED    1,5                          35,779
BIOENVISION INC      COM        09059N10       3,448     483,565 SH       DEFINED    1,2,5                       483,565
BIOGEN IDEC INC      COM        09062X10     448,517   9,522,647 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   9,522,647
BIOLASE TECHNOLOGY I COM        09091110       8,261     864,992 SH       DEFINED    1,5,6                       864,992
BIOMARIN PHARMACEUTI COM        09061G10      13,839   1,031,236 SH       DEFINED    1,2                       1,031,236
BIOMED REALTY TRUST  COM        09063H10      29,666   1,000,880 SH       DEFINED    1,2,3                     1,000,880
BIOMET INC           COM        09061310     236,125   6,647,669 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,647,669
BIO-REFERENCE LABS I COM $.01 N 09057G60       1,974     109,422 SH       DEFINED    1,2                         109,422
BIOSCRIP INC         COM        09069N10       3,388     469,934 SH       DEFINED    1,2,5                       469,934
BIOSITE INC          COM        09094510      16,126     310,527 SH       DEFINED    1,2,6                       310,527
BIOVAIL CORP         COM        09067J10       2,231      91,605 SH       DEFINED    1,13                         91,605
BIOVERIS CORP        COM        09067610         159      40,502 SH       DEFINED    1,5                          40,502
BISYS GROUP INC      COM        05547210      24,790   1,839,051 SH       DEFINED    1,2,5,13                  1,839,051
BJ SVCS CO           COM        05548210     367,072  10,609,018 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  10,609,018
BJS RESTAURANTS INC  COM        09180C10       5,045     186,855 SH       DEFINED    1,2                         186,855
BJS WHOLESALE CLUB I COM        05548J10      29,224     927,462 SH       DEFINED    1,2,5,13                    927,462
BKF CAP GROUP INC    COM        05548G10         926      71,243 SH       DEFINED    1,2                          71,243
BLACK & DECKER CORP  COM        09179710     226,417   2,605,786 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,605,786
BLACK BOX CORP DEL   COM        09182610      19,426     404,292 SH       DEFINED    1,2,5,6                     404,292
BLACK HILLS CORP     COM        09211310      22,840     671,767 SH       DEFINED    1,2,5,13                    671,767
BLACKBAUD INC        COM        09227Q10       4,116     194,226 SH       DEFINED    1,2                         194,226
BLACKBOARD INC       COM        09193550       6,626     233,222 SH       DEFINED    1,2                         233,222
BLACKROCK INC        CL A       09247X10      22,896     163,546 SH       DEFINED    1,2,5                       163,546
BLAIR CORP           COM        09282810       2,195      53,013 SH       DEFINED    1,2                          53,013
BLOCK H & R INC      COM        09367110     180,174   8,322,129 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   8,322,129
BLOCKBUSTER INC      CL A       09367910      11,086   2,792,397 SH       DEFINED    1,2,5                     2,792,397
BLOCKBUSTER INC      CL B       09367920          75      21,001 SH       DEFINED    1                            21,001
BLOUNT INTL INC NEW  COM        09518010       7,619     472,926 SH       DEFINED    1,2                         472,926
BLUE COAT SYSTEMS IN COM NEW    09534T50       4,533     208,514 SH       DEFINED    1,2,5,6                     208,514
BLUE NILE INC        COM        09578R10       7,358     209,104 SH       DEFINED    1,2                         209,104
BLUEGREEN CORP       COM        09623110       3,573     270,237 SH       DEFINED    1,2                         270,237





                                                                                                
BLUELINX HLDGS INC   COM        09624H10       3,944     246,506 SH       DEFINED    1,2                           246,506
BLYTH INC            COM        09643P10      11,133     529,636 SH       DEFINED    1,2,5,13                      529,636
BMC SOFTWARE INC     COM        05592110     302,498  13,965,742 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    13,965,742
BOARDWALK PIPELINE P UT LTD PAR 09662710         438      20,088 SH       DEFINED    1,2                            20,088
BOB EVANS FARMS INC  COM        09676110      20,570     692,373 SH       DEFINED    1,2,5,13                      692,373
BOC GROUP PLC        SPONSORED  05561760         864      16,112 SH       DEFINED    1                              16,112
BOEING CO            COM        09702310   6,608,337  84,798,365 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    84,798,365
BOIS D ARC ENERGY IN COM        09738U10       2,617     157,152 SH       DEFINED    1,2                           157,152
BOK FINL CORP        COM NEW    05561Q20       9,440     198,533 SH       DEFINED    1,2,5                         198,533
BOMBAY CO INC        COM        09792410       1,499     454,129 SH       DEFINED    1,2,5                         454,129
BON-TON STORES INC   COM        09776J10      12,317     380,731 SH       DEFINED    1,2                           380,731
BOOKHAM INC          COM        09856E10         635      66,549 SH       DEFINED    1,5                            66,549
BOOKS-A-MILLION INC  COM        09857010         152      13,197 SH       DEFINED    1                              13,197
BORDERS GROUP INC    COM        09970910      28,817   1,141,735 SH       DEFINED    1,2,5,13                    1,141,735
BORG WARNER INC      COM        09972410      47,793     796,025 SH       DEFINED    1,2,5,6,12,13                 796,025
BORLAND SOFTWARE COR COM        09984910       5,906   1,093,697 SH       DEFINED    1,2,5                       1,093,697
BOSTON BEER INC      CL A       10055710       4,752     182,691 SH       DEFINED    1,2                           182,691
BOSTON COMMUNICATION COM        10058210          32      12,133 SH       DEFINED    1                              12,133
BOSTON PRIVATE FINL  COM        10111910      14,870     440,078 SH       DEFINED    1,2                           440,078
BOSTON PROPERTIES IN COM        10112110     291,142   3,122,163 SH       DEFINED    1,2,3,5,6,7,8,10,12,13,14   3,122,163
BOSTON SCIENTIFIC CO COM        10113710     359,437  15,593,786 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    15,593,786
BOTTOMLINE TECH DEL  COM        10138810       2,791     203,283 SH       DEFINED    1,2                           203,283
BOWATER INC          COM        10218310      34,660   1,171,747 SH       DEFINED    1,2,5,13                    1,171,747
BOWNE & CO INC       COM        10304310       8,412     504,608 SH       DEFINED    1,2,6                         504,608
BOYD GAMING CORP     COM        10330410      30,806     616,858 SH       DEFINED    1,2,5,13                      616,858
BOYKIN LODGING CO    COM        10343010       6,595     584,185 SH       DEFINED    1,2,3,5                       584,185
BP PLC               SPONSORED  05562210   3,399,170  49,306,210 SH       DEFINED    1,2                        49,306,210
BP PRUDHOE BAY RTY T UNIT BEN I 05563010       1,757      24,849 SH       DEFINED    1,2,5                          24,849
BRADLEY PHARMACEUTIC COM        10457610       3,867     260,049 SH       DEFINED    1,6                           260,049
BRADY CORP           CL A       10467410      27,117     723,884 SH       DEFINED    1,2,5,6                       723,884
BRANDYWINE RLTY TR   SH BEN INT 10536820      64,330   2,025,490 SH       DEFINED    1,2,3,5                     2,025,490
BRASKEM S A          SP ADR PFD 10553210       2,400     160,946 SH       DEFINED    1,4                           160,946
BRE PROPERTIES INC   CL A       05564E10      49,913     891,300 SH       DEFINED    1,2,3,5                       891,300
BRIGGS & STRATTON CO COM        10904310      35,683   1,008,857 SH       DEFINED    1,2,5,6,12                  1,008,857
BRIGHAM EXPLORATION  COM        10917810       3,088     352,472 SH       DEFINED    1,2                           352,472
BRIGHT HORIZON FAMIL COM        10919510      18,115     467,727 SH       DEFINED    1,2,5                         467,727
BRIGHTPOINT INC      COM NEW    10947340      25,222     812,042 SH       DEFINED    1,2,5,6                       812,042
BRINKER INTL INC     COM        10964110      80,546   1,906,412 SH       DEFINED    1,2,5,7,8,10,12,13,14       1,906,412
BRINKS CO            COM        10969610      49,334     971,913 SH       DEFINED    1,2,5,13                      971,913
BRISTOL MYERS SQUIBB COM        11012210   1,246,671  50,657,092 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    50,657,092
BRISTOL WEST HLDGS I COM        11037M10       4,043     210,036 SH       DEFINED    1,2                           210,036
BRISTOW GROUP INC    COM        11039410      10,437     337,754 SH       DEFINED    1,2                           337,754
BRITESMILE INC       COM NEW    11041520          13      11,836 SH       DEFINED    1                              11,836
BRITISH AMERN TOB PL SPONSORED  11044810       1,489      30,636 SH       DEFINED    1                              30,636
BRITISH AWYS PLC     ADR 2ND IN 11041930         434       7,070 SH       DEFINED    1                               7,070
BRITISH SKY BROADCAS SPONSORED  11101310         407      10,764 SH       DEFINED    1                              10,764
BROADCOM CORP        CL A       11132010     523,954  12,139,797 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    12,139,797
BROADWING CORP       COM        11161E10      13,232     897,675 SH       DEFINED    1,2,5                         897,675
BROCADE COMMUNICATIO COM        11162110      34,240   5,125,733 SH       DEFINED    1,2,5                       5,125,733
BRONCO DRILLING CO I COM        11221110       1,347      51,220 SH       DEFINED    1,2                            51,220
BROOKDALE SR LIVING  COM        11246310       4,753     125,900 SH       DEFINED    1,2                           125,900
BROOKFIELD HOMES COR COM        11272310      14,568     280,901 SH       DEFINED    1,2,5                         280,901
BROOKFIELD PPTYS COR COM        11290010      11,739     343,749 SH       DEFINED    1,2,3,7                       343,749





                                                                                               
BROOKLINE BANCORP IN COM        11373M10      13,389     864,367 SH       DEFINED    1,2,5                       864,367
BROOKS AUTOMATION IN COM        11434010      15,388   1,080,637 SH       DEFINED    1,2,5,6                   1,080,637
BROWN & BROWN INC    COM        11523610      71,173   2,143,773 SH       DEFINED    1,2,5,12,13               2,143,773
BROWN FORMAN CORP    CL A       11563710       1,755      22,422 SH       DEFINED    1,5,12                       22,422
BROWN FORMAN CORP    CL B       11563720     136,517   1,773,633 SH       DEFINED    1,2,5,6,10,12,13          1,773,633
BROWN SHOE INC NEW   COM        11573610      20,605     392,628 SH       DEFINED    1,2,6                       392,628
BRT RLTY TR          SH BEN INT 05564530         245       9,600 SH       DEFINED    1                             9,600
BRUKER BIOSCIENCES C COM        11679410       5,107     945,823 SH       DEFINED    1,2,5                       945,823
BRUNSWICK CORP       COM        11704310      96,641   2,486,914 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,486,914
BRUSH ENGINEERED MAT COM        11742110       5,119     259,206 SH       DEFINED    1,2,5                       259,206
BRYN MAWR BK CORP    COM        11766510         202       9,120 SH       DEFINED    1                             9,120
BT GROUP PLC         ADR        05577E10         295       7,598 SH       DEFINED    1                             7,598
BUCA INC             COM        11776910         112      22,055 SH       DEFINED    1,5                          22,055
BUCKEYE PARTNERS L P UNIT LTD P 11823010       2,099      49,153 SH       DEFINED    1,2,5                        49,153
BUCKEYE TECHNOLOGIES COM        11825510       7,694     850,172 SH       DEFINED    1,2                         850,172
BUCKLE INC           COM        11844010       5,035     122,949 SH       DEFINED    1,2                         122,949
BUCYRUS INTL INC NEW CL A       11875910      20,317     421,602 SH       DEFINED    1,2                         421,602
BUFFALO WILD WINGS I COM        11984810       3,428      82,436 SH       DEFINED    1,2                          82,436
BUILD A BEAR WORKSHO COM        12007610       3,706     120,914 SH       DEFINED    1,2                         120,914
BUILDERS FIRSTSOURCE COM        12008R10       3,053     134,450 SH       DEFINED    1,2                         134,450
BUILDING MATLS HLDG  COM        12011310      21,191     593,745 SH       DEFINED    1,2,6                       593,745
BUNGE LIMITED        COM        G1696210      35,991     646,034 SH       DEFINED    1,2,5,7,8,10,12,13,14       646,034
BUNZL PUB LTD CO     SPON ADR N 12073840         220       3,665 SH       DEFINED    1                             3,665
BURLINGTON COAT FACT COM        12157910      13,827     304,223 SH       DEFINED    1,2,6                       304,223
BURLINGTON NORTHN SA COM        12189T10   1,054,224  12,651,199 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  12,651,199
BURLINGTON RES INC   COM        12201410   1,197,372  13,027,661 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  13,027,661
C COR INC            COM        12501010       5,703     652,469 SH       DEFINED    1,2,5,6                     652,469
C D I CORP           COM        12507110       5,486     190,672 SH       DEFINED    1,2,6                       190,672
C D W CORP           COM        12512N10      78,446   1,332,977 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   1,332,977
C H ROBINSON WORLDWI COM NEW    12541W20     141,137   2,875,057 SH       DEFINED    1,2,5,6,12,13             2,875,057
C&D TECHNOLOGIES INC COM        12466110       4,586     496,314 SH       DEFINED    1,2,5,6                     496,314
CA INC               COM        12673P10     336,077  12,351,247 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  12,351,247
CABELAS INC          COM        12680430       8,085     393,996 SH       DEFINED    1,2                         393,996
CABLEVISION SYS CORP CL A NY CA 12686C10      71,099   2,662,888 SH       DEFINED    1,2,5,7,8,10,12,13,14     2,662,888
CABOT CORP           COM        12705510      35,628   1,048,199 SH       DEFINED    1,2,5,6,12,13             1,048,199
CABOT MICROELECTRONI COM        12709P10      28,404     765,599 SH       DEFINED    1,2,5,13                    765,599
CABOT OIL & GAS CORP COM        12709710      40,530     845,605 SH       DEFINED    1,2,5,6,12                  845,605
CACHE INC            COM NEW    12715030       2,504     136,513 SH       DEFINED    1,2                         136,513
CACI INTL INC        CL A       12719030      23,132     351,814 SH       DEFINED    1,2,5,6                     351,814
CADBURY SCHWEPPES PL ADR        12720930         928      23,201 SH       DEFINED    1                            23,201
CADENCE DESIGN SYSTE COM        12738710     105,554   5,708,681 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,708,681
CAE INC              COM        12476510         150      19,000 SH       DEFINED    7                            19,000
CALAMOS ASSET MGMT I CL A       12811R10      10,657     284,950 SH       DEFINED    1,2                         284,950
CALAMP CORP          COM        12812610         199      16,949 SH       DEFINED    1                            16,949
CALAVO GROWERS INC   COM        12824610         210      20,200 SH       DEFINED    1                            20,200
CALGON CARBON CORP   COM        12960310       2,839     461,550 SH       DEFINED    1,2                         461,550
CALIFORNIA COASTAL C COM NEW    12991520       3,955     106,604 SH       DEFINED    1,2                         106,604
CALIFORNIA FIRST NTN COM        13022210         155      10,730 SH       DEFINED    1                            10,730
CALIFORNIA MICRO DEV COM        13043910         220      27,800 SH       DEFINED    1                            27,800
CALIFORNIA PIZZA KIT COM        13054D10       8,374     258,047 SH       DEFINED    1,2                         258,047
CALIFORNIA WTR SVC G COM        13078810      10,329     229,276 SH       DEFINED    1,2                         229,276
CALIPER LIFE SCIENCE COM        13087210       2,215     346,151 SH       DEFINED    1,2                         346,151
CALLAWAY GOLF CO     COM        13119310      23,739   1,380,188 SH       DEFINED    1,2,5,13                  1,380,188





                                                                                               
CALLON PETE CO DEL   COM        13123X10       4,414     209,975 SH       DEFINED    1,2                         209,975
CAMBREX CORP         COM        13201110       8,724     446,452 SH       DEFINED    1,2,5,6                     446,452
CAMDEN NATL CORP     COM        13303410       4,182     108,900 SH       DEFINED    1,2,5                       108,900
CAMDEN PPTY TR       SH BEN INT 13313110      70,805     982,718 SH       DEFINED    1,2,3,5                     982,718
CAMECO CORP          COM        13321L10         921      25,570 SH       DEFINED    1,7                          25,570
CAMPBELL SOUP CO     COM        13442910     188,694   5,823,882 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,823,882
CANADIAN NAT RES LTD COM        13638510         815      14,712 SH       DEFINED    1,5,7                        14,712
CANADIAN NATL RY CO  COM        13637510       3,013      66,539 SH       DEFINED    1,5,7                        66,539
CANDELA CORP         COM        13690710       8,670     401,386 SH       DEFINED    1,2                         401,386
CANON INC            ADR        13800630       3,019      45,713 SH       DEFINED    1                            45,713
CANTEL MEDICAL CORP  COM        13809810       2,250     137,309 SH       DEFINED    1,2                         137,309
CAPITAL BK CORP      COM        13979310         200      12,304 SH       DEFINED    1                            12,304
CAPITAL CITY BK GROU COM        13967410       5,880     165,398 SH       DEFINED    1,2                         165,398
CAPITAL CORP OF THE  COM NEW    14006520       4,366     118,889 SH       DEFINED    1,2                         118,889
CAPITAL CROSSING BK  COM        14007110       1,905      59,800 SH       DEFINED    1,2                          59,800
CAPITAL LEASE FDG IN COM        14028810       3,934     354,778 SH       DEFINED    1,2                         354,778
CAPITAL ONE FINL COR COM        14040H10     694,419   8,624,180 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   8,624,180
CAPITAL SOUTHWEST CO COM        14050110       4,374      45,799 SH       DEFINED    1,2                          45,799
CAPITAL SR LIVING CO COM        14047510         112      10,000 SH       DEFINED    1                            10,000
CAPITAL TITLE GROUP  COM        14091910          79      10,300 SH       DEFINED    1                            10,300
CAPITAL TRUST INC MD CL A NEW   14052H50       5,029     161,599 SH       DEFINED    1,2                         161,599
CAPITALSOURCE INC    COM        14055X10      28,619   1,150,283 SH       DEFINED    1,2,5                     1,150,283
CAPITOL BANCORP LTD  COM        14056D10      10,794     230,890 SH       DEFINED    1,2                         230,890
CAPITOL FED FINL     COM        14057C10       8,904     275,672 SH       DEFINED    1,2,5,10                    275,672
CAPSTEAD MTG CORP    COM NO PAR 14067E50         320      45,399 SH       DEFINED    1,5                          45,399
CAPSTONE TURBINE COR COM        14067D10         471     129,292 SH       DEFINED    1,5                         129,292
CAPTARIS INC         COM        14071N10         254      54,952 SH       DEFINED    1,6                          54,952
CARACO PHARMACEUTICA COM        14075T10       1,040      80,003 SH       DEFINED    1,2                          80,003
CARAUSTAR INDS INC   COM        14090910       4,225     410,557 SH       DEFINED    1,2                         410,557
CARBO CERAMICS INC   COM        14078110      27,544     483,995 SH       DEFINED    1,2                         483,995
CARDIAC SCIENCE CORP COM        14141A10         229      25,136 SH       DEFINED    1,5                          25,136
CARDINAL FINL CORP   COM        14149F10       3,905     288,610 SH       DEFINED    1,2                         288,610
CARDINAL HEALTH INC  COM        14149Y10     866,914  11,633,300 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  11,633,300
CARDIODYNAMICS INTL  COM        14159710          74      41,428 SH       DEFINED    1,5                          41,428
CAREER EDUCATION COR COM        14166510     112,884   2,991,893 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,991,893
CAREMARK RX INC      COM        14170510     619,229  12,591,080 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  12,591,080
CARLISLE COS INC     COM        14233910      43,012     525,824 SH       DEFINED    1,2,5,6,12,13               525,824
CARMAX INC           COM        14313010      59,619   1,824,326 SH       DEFINED    1,2,5,7,8,10,12,13,14     1,824,326
CARMIKE CINEMAS INC  COM        14343640       3,720     154,178 SH       DEFINED    1,2                         154,178
CARNIVAL CORP        PAIRED CTF 14365830     431,509   9,109,336 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   9,109,336
CARPENTER TECHNOLOGY COM        14428510      44,784     473,806 SH       DEFINED    1,2                         473,806
CARRAMERICA RLTY COR COM        14441810      46,310   1,038,102 SH       DEFINED    1,2,3,5                   1,038,102
CARREKER CORP        COM        14443310         277      43,149 SH       DEFINED    1,5,6                        43,149
CARRIAGE SVCS INC    COM        14390510         339      70,700 SH       DEFINED    1,2                          70,700
CARRIER ACCESS CORP  COM        14446010         179      29,723 SH       DEFINED    1                            29,723
CARRIZO OIL & CO INC COM        14457710       6,390     245,865 SH       DEFINED    1,2                         245,865
CARTER INC           COM        14622910      18,894     279,956 SH       DEFINED    1,2                         279,956
CASCADE BANCORP      COM        14715410       6,315     213,694 SH       DEFINED    1,2                         213,694
CASCADE CORP         COM        14719510       8,494     160,713 SH       DEFINED    1,2                         160,713
CASCADE NAT GAS CORP COM        14733910       3,331     169,069 SH       DEFINED    1,2,5                       169,069
CASELLA WASTE SYS IN CL A       14744810       3,827     269,303 SH       DEFINED    1,2                         269,303
CASEYS GEN STORES IN COM        14752810      22,565     986,685 SH       DEFINED    1,2,5,6                     986,685
CASH AMER INTL INC   COM        14754D10      13,094     436,177 SH       DEFINED    1,2                         436,177





                                                                                               
CASTLE A M & CO      COM        14841110       5,196     176,124 SH       DEFINED    1,2                         176,124
CASUAL MALE RETAIL G COM        14871110       3,338     342,713 SH       DEFINED    1,2                         342,713
CATALINA MARKETING C COM        14886710      22,370     968,379 SH       DEFINED    1,2,5,13                    968,379
CATALYST SEMICONDUCT COM        14888110          97      19,869 SH       DEFINED    1                            19,869
CATAPULT COMMUNICATI COM        14901610       1,670     125,532 SH       DEFINED    1,2,6                       125,532
CATERPILLAR INC DEL  COM        14912310   1,518,022  21,139,423 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  21,139,423
CATHAY GENERAL BANCO COM        14915010      32,343     859,279 SH       DEFINED    1,2,5,13                    859,279
CATO CORP NEW        CL A       14920510      12,801     536,521 SH       DEFINED    1,2,6                       536,521
CAVCO INDS INC DEL   COM        14956810         568      11,688 SH       DEFINED    1,5                          11,688
CB RICHARD ELLIS GRO CL A       12497T10      43,580     540,019 SH       DEFINED    1,2,5                       540,019
CBEYOND COMMUNICATIO COM        14984710         837      47,414 SH       DEFINED    1                            47,414
CBIZ INC             COM        12480510       7,258     907,283 SH       DEFINED    1,2                         907,283
CBL & ASSOC PPTYS IN COM        12483010      49,899   1,175,467 SH       DEFINED    1,2,3,5                   1,175,467
CBOT HLDGS INC       CL A       14984K10       2,939      24,615 SH       DEFINED    1,2                          24,615
CBRL GROUP INC       COM        12489V10      28,965     659,640 SH       DEFINED    1,2,5,13                    659,640
CBS CORP NEW         CL A       12485710         289      11,977 SH       DEFINED    1,5,13                       11,977
CBS CORP NEW         CL B       12485720     574,268  23,947,772 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  23,947,772
CCA INDS INC         COM        12486710         119      10,608 SH       DEFINED    1                            10,608
CDC CORP             SHS A      G2022L10         121      27,535 SH       DEFINED    1,5                          27,535
CDN IMPERIAL BK OF C COM        13606910         362       4,911 SH       DEFINED    1                             4,911
CEC ENTMT INC        COM        12513710      29,391     874,217 SH       DEFINED    1,2,5,6                     874,217
CEDAR FAIR L P       DEPOSITRY  15018510       2,200      75,204 SH       DEFINED    1,2,5                        75,204
CEDAR SHOPPING CTRS  COM NEW    15060220       9,418     594,560 SH       DEFINED    1,2,3                       594,560
CELADON GROUP INC    COM        15083810         285      13,006 SH       DEFINED    1                            13,006
CELANESE CORP DEL    COM SER A  15087010      15,424     735,518 SH       DEFINED    1,2,5                       735,518
CELGENE CORP         COM        15102010     196,781   4,450,043 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,450,043
CELL GENESYS INC     COM        15092110       4,892     613,063 SH       DEFINED    1,2,5                       613,063
CELL THERAPEUTICS IN COM        15093410       1,666     872,079 SH       DEFINED    1,2,5                       872,079
CEMEX S A            SPON ADR 5 15129088      15,360     235,291 SH       DEFINED    1,2                         235,291
CENDANT CORP         COM        15131310     465,410  26,824,758 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  26,824,758
CENTENE CORP DEL     COM        15135B10      24,039     824,098 SH       DEFINED    1,2,6                       824,098
CENTENNIAL BK HLDGS  COM        15134530       8,824     754,212 SH       DEFINED    1,2                         754,212
CENTENNIAL COMMUNCTN CL A NEW   15133V20       7,449   1,016,271 SH       DEFINED    1,2                       1,016,271
CENTER BANCORP INC   COM        15140810         184      15,466 SH       DEFINED    1                            15,466
CENTER FINL CORP CAL COM        15146E10       3,103     128,048 SH       DEFINED    1,2                         128,048
CENTERPOINT ENERGY I COM        15189T10     125,405  10,511,764 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  10,511,764
CENTEX CORP          COM        15231210     217,353   3,506,261 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,506,261
CENTILLIUM COMMUNICA COM        15231910         174      45,342 SH       DEFINED    1,5                          45,342
CENTRACORE PROPERTIE COM        15235H10       4,031     160,928 SH       DEFINED    1,2,3                       160,928
CENTRAL EUROPEAN DIS COM        15343510       8,550     222,363 SH       DEFINED    1,2                         222,363
CENTRAL EUROPEAN MED CL A NEW   G2004520         276       4,020 SH       DEFINED    1,5                           4,020
CENTRAL GARDEN & PET COM        15352710      16,446     309,489 SH       DEFINED    1,2                         309,489
CENTRAL PAC FINL COR COM        15476010      17,777     484,133 SH       DEFINED    1,2                         484,133
CENTRAL PKG CORP     COM        15478510       5,791     361,925 SH       DEFINED    1,2,6                       361,925
CENTRAL VT PUB SVC C COM        15577110       4,182     197,165 SH       DEFINED    1,2                         197,165
CENTURY ALUM CO      COM        15643110      22,904     539,552 SH       DEFINED    1,2                         539,552
CENTURY BANCORP INC  CL A NON V 15643210         200       6,890 SH       DEFINED    1                             6,890
CENTURYTEL INC       COM        15670010     185,209   4,734,393 SH       DEFINED    1,2,5,6,7,10,12,13,14     4,734,393
CENVEO INC           COM        15670S10      11,424     689,028 SH       DEFINED    1,2,5                       689,028
CEPHALON INC         COM        15670810      59,700     990,877 SH       DEFINED    1,2,5,8,12,13               990,877
CEPHEID              COM        15670R10       5,023     548,353 SH       DEFINED    1,2,5                       548,353
CERADYNE INC         COM        15671010      25,225     505,515 SH       DEFINED    1,2,5,6                     505,515
CERES GROUP INC      COM        15677210       2,287     414,282 SH       DEFINED    1,2                         414,282





                                                                                               
CERIDIAN CORP NEW    COM        15677910      76,291   2,997,667 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,997,667
CERNER CORP          COM        15678210      59,300   1,249,745 SH       DEFINED    1,2,5,6,10,12             1,249,745
CERUS CORP           COM        15708510         167      19,462 SH       DEFINED    1,5                          19,462
CEVA INC             COM        15721010          80      12,073 SH       DEFINED    1                            12,073
CF INDS HLDGS INC    COM        12526910       9,621     566,257 SH       DEFINED    1,2                         566,257
CFS BANCORP INC      COM        12525D10         263      17,566 SH       DEFINED    1,5                          17,566
CH ENERGY GROUP INC  COM        12541M10      12,004     250,092 SH       DEFINED    1,2,5                       250,092
CHAD THERAPEUTICS IN COM        15722810          76      27,600 SH       DEFINED    1                            27,600
CHAMPION ENTERPRISES COM        15849610      24,635   1,646,732 SH       DEFINED    1,2,5,6                   1,646,732
CHAMPS ENTMT INC DEL COM        15878710         130      15,700 SH       DEFINED    1                            15,700
CHAPARRAL STL CO DEL COM        15942310      20,107     309,722 SH       DEFINED    1,2,5                       309,722
CHARLES & COLVARD LT COM        15976510       2,236     206,480 SH       DEFINED    1,2,5                       206,480
CHARLES RIV LABS INT COM        15986410      50,805   1,036,406 SH       DEFINED    1,2,5,6,12,13             1,036,406
CHARLOTTE RUSSE HLDG COM        16104810       4,153     194,046 SH       DEFINED    1,2                         194,046
CHARMING SHOPPES INC COM        16113310      33,128   2,227,855 SH       DEFINED    1,2,5                     2,227,855
CHARTER COMMUNICATIO CL A       16117M10       5,153   4,727,933 SH       DEFINED    1,2,5                     4,727,933
CHARTER FINL CORP WE COM        16122M10       1,960      51,497 SH       DEFINED    1,2                          51,497
CHARTERMAC           SH BEN INT 16090810      12,400     610,861 SH       DEFINED    1,2,5                       610,861
CHATTEM INC          COM        16245610      12,649     335,964 SH       DEFINED    1,2                         335,964
CHECK POINT SOFTWARE ORD        M2246510       7,001     349,715 SH       DEFINED    1,2,5,6,12                  349,715
CHECKERS DRIVE-IN RE COM NEW    16280930         768      51,800 SH       DEFINED    1,2                          51,800
CHECKFREE CORP NEW   COM        16281310      72,173   1,429,170 SH       DEFINED    1,2,5,8,13                1,429,170
CHECKPOINT SYS INC   COM        16282510      17,393     647,048 SH       DEFINED    1,2,6                       647,048
CHEESECAKE FACTORY I COM        16307210      48,812   1,303,403 SH       DEFINED    1,2,5,8,13                1,303,403
CHEMED CORP NEW      COM        16359R10      22,191     373,960 SH       DEFINED    1,2,6                       373,960
CHEMICAL FINL CORP   COM        16373110      10,702     331,220 SH       DEFINED    1,2,5                       331,220
CHEMTURA CORP        COM        16389310      76,829   6,522,001 SH       DEFINED    1,2,5,8,13                6,522,001
CHENIERE ENERGY INC  COM NEW    16411R20      25,748     634,649 SH       DEFINED    1,2,6,12                    634,649
CHEROKEE INC DEL NEW COM        16444H10       3,660      90,890 SH       DEFINED    1,2,5                        90,890
CHESAPEAKE CORP      COM        16515910       3,692     266,014 SH       DEFINED    1,2                         266,014
CHESAPEAKE ENERGY CO COM        16516710     314,460  10,011,471 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  10,011,471
CHESAPEAKE UTILS COR COM        16530310         379      12,122 SH       DEFINED    1,2                          12,122
CHEVRON CORP NEW     COM        16676410   4,761,100  82,130,411 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  82,130,411
CHICAGO BRIDGE & IRO N Y REGIST 16725010         230       9,564 SH       DEFINED    1                             9,564
CHICAGO MERCANTILE H CL A       16776010     191,216     427,298 SH       DEFINED    1,2,5,7,8,10,12,13,14       427,298
CHICOS FAS INC       COM        16861510     154,652   3,805,416 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,805,416
CHILDRENS PL RETAIL  COM        16890510      25,629     442,635 SH       DEFINED    1,2,5,6                     442,635
CHINA ENERGY TECHNOL COM        16938W10          92      13,516 SH       DEFINED    1                            13,516
CHINA MOBILE HONG KO SPONSORED  16941M10         299      11,250 SH       DEFINED    1                            11,250
CHINA PETE & CHEM CO SPON ADR H 16941R10         897      15,378 SH       DEFINED    1                            15,378
CHINA UNICOM LTD     SPONSORED  16945R10         143      17,330 SH       DEFINED    1                            17,330
CHINA YUCHAI INTL LT COM        G2108210         147      19,200 SH       DEFINED    1,7                          19,200
CHIPOTLE MEXICAN GRI CL A       16965610         681      12,300 SH       DEFINED    1,2                          12,300
CHIQUITA BRANDS INTL COM        17003280      15,355     915,600 SH       DEFINED    1,2                         915,600
CHIRON CORP          COM        17004010     136,504   2,979,796 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,979,796
CHITTENDEN CORP      COM        17022810      20,457     706,139 SH       DEFINED    1,2,5                       706,139
CHOICE HOTELS INTL I COM        16990510      22,625     494,205 SH       DEFINED    1,2,5                       494,205
CHOICEPOINT INC      COM        17038810      74,012   1,653,903 SH       DEFINED    1,2,5,7,8,10,12,13,14     1,653,903
CHOLESTECH CORP      COM        17039310         215      16,533 SH       DEFINED    1                            16,533
CHORDIANT SOFTWARE I COM        17040410         399     114,393 SH       DEFINED    1,5                         114,393
CHRISTOPHER & BANKS  COM        17104610      21,355     920,059 SH       DEFINED    1,2,5,6                     920,059
CHUBB CORP           COM        17123210     577,771   6,053,761 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,053,761
CHUNGHWA TELECOM CO  SPONSORED  17133Q20         477      24,363 SH       DEFINED    1,4,12                       24,363





                                                                                               
CHURCH & DWIGHT INC  COM        17134010      37,641   1,019,539 SH       DEFINED    1,2,5,13                  1,019,539
CHURCHILL DOWNS INC  COM        17148410       3,967     103,528 SH       DEFINED    1,2                         103,528
CIBA SPECIALTY CHEMI SPONSORED  17162W20         266       8,961 SH       DEFINED    1                             8,961
CIBER INC            COM        17163B10       7,396   1,159,238 SH       DEFINED    1,2,6,8                   1,159,238
CIENA CORP           COM        17177910      87,316  16,759,346 SH       DEFINED    1,2,5,6,8,10,12,13       16,759,346
CIGNA CORP           COM        12550910     622,019   4,762,048 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,762,048
CIMAREX ENERGY CO    COM        17179810      49,144   1,136,006 SH       DEFINED    1,2,5,6,12                1,136,006
CINCINNATI BELL INC  COM        17187110      32,554   7,202,103 SH       DEFINED    1,2,5,6,13                7,202,103
CINCINNATI FINL CORP COM        17206210     221,816   5,272,554 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,272,554
CINERGY CORP         COM        17247410     270,782   5,963,038 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,963,038
CINTAS CORP          COM        17290810     152,978   3,589,344 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,589,344
CIPHERGEN BIOSYSTEMS COM        17252Y10          18      11,267 SH       DEFINED    1                            11,267
CIRCOR INTL INC      COM        17273K10       8,530     292,127 SH       DEFINED    1,2                         292,127
CIRCUIT CITY STORE I COM        17273710     108,888   4,448,036 SH       DEFINED    1,2,5,6,10,12,13          4,448,036
CIRRUS LOGIC INC     COM        17275510      14,858   1,752,151 SH       DEFINED    1,2,5                     1,752,151
CISCO SYS INC        COM        17275R10   3,978,124 183,577,476 SH       DEFINED    1,2,5,6,7,8,10,12,13,14 183,577,476
CIT GROUP INC        COM        12558110     457,661   8,551,216 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   8,551,216
CITADEL BROADCASTING COM        17285T10      10,538     950,251 SH       DEFINED    1,2                         950,251
CITI TRENDS INC      COM        17306X10       2,768      69,618 SH       DEFINED    1,2                          69,618
CITIGROUP INC        COM        17296710   7,009,914 148,420,792 SH       DEFINED    1,2,5,6,7,8,10,12,13,14 148,420,792
CITIZENS & NORTHN CO COM        17292210       2,556     105,616 SH       DEFINED    1,2                         105,616
CITIZENS BKG CORP MI COM        17442010      15,458     575,726 SH       DEFINED    1,2,5                       575,726
CITIZENS COMMUNICATI COM        17453B10     123,790   9,328,559 SH       DEFINED    1,2,5,6,10,12,13          9,328,559
CITIZENS FIRST BANCO COM        17461R10         454      16,050 SH       DEFINED    1,5                          16,050
CITIZENS INC         CL A       17474010       2,335     452,612 SH       DEFINED    1,2                         452,612
CITRIX SYS INC       COM        17737610     202,180   5,334,567 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,334,567
CITY BK LYNNWOOD WAS COM        17770A10       5,479     117,732 SH       DEFINED    1,2                         117,732
CITY HLDG CO         COM        17783510      12,421     337,618 SH       DEFINED    1,2                         337,618
CITY NATL CORP       COM        17856610      46,405     604,304 SH       DEFINED    1,2,5,12,13                 604,304
CKE RESTAURANTS INC  COM        12561E10      15,866     911,817 SH       DEFINED    1,2                         911,817
CKX INC              COM        12562M10       2,814     215,305 SH       DEFINED    1,2                         215,305
CLAIRES STORES INC   COM        17958410      85,187   2,346,100 SH       DEFINED    1,2,5,6,10,12,13          2,346,100
CLARCOR INC          COM        17989510      36,599   1,028,066 SH       DEFINED    1,2,5,6                   1,028,066
CLARK INC            COM        18145710       5,394     456,704 SH       DEFINED    1,2                         456,704
CLEAN HARBORS INC    COM        18449610       6,948     234,178 SH       DEFINED    1,2                         234,178
CLEAR CHANNEL COMMUN COM        18450210     393,060  13,549,135 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  13,549,135
CLEAR CHANNEL OUTDOO CL A       18451C10       6,609     281,831 SH       DEFINED    1,2                         281,831
CLECO CORP NEW       COM        12561W10      23,843   1,067,757 SH       DEFINED    1,2,5,6                   1,067,757
CLEVELAND CLIFFS INC COM        18589610      28,550     327,707 SH       DEFINED    1,2,5                       327,707
CLICK COMMERCE INC   COM NEW    18681D20       2,724     113,795 SH       DEFINED    1,2,5                       113,795
CLIFTON SVGS BANCORP COM        18712Q10       1,554     145,336 SH       DEFINED    1,2                         145,336
CLOROX CO DEL        COM        18905410     239,382   3,999,700 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,999,700
CMGI INC             COM        12575010       9,014   6,090,398 SH       DEFINED    1,2,5                     6,090,398
CMS ENERGY CORP      COM        12589610      83,040   6,412,330 SH       DEFINED    1,2,5,6,10,12,13          6,412,330
CNA FINL CORP        COM        12611710      17,917     562,715 SH       DEFINED    1,2,5                       562,715
CNA SURETY CORP      COM        12612L10       4,778     285,622 SH       DEFINED    1,2                         285,622
CNET NETWORKS INC    COM        12613R10      25,088   1,765,511 SH       DEFINED    1,2,5                     1,765,511
CNF INC              COM        12612W10      75,177   1,505,351 SH       DEFINED    1,2,5,7,8,10,13,14        1,505,351
CNH GLOBAL N V       SHS NEW    N2093520         218       8,440 SH       DEFINED    1,5                           8,440
CNS INC              COM        12613610       7,555     350,760 SH       DEFINED    1,2,6                       350,760
CNX GAS CORP         COM        12618H30         798      30,692 SH       DEFINED    1,2                          30,692
COACH INC            COM        18975410     355,437  10,278,676 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  10,278,676
COACHMEN INDS INC    COM        18987310       2,711     238,266 SH       DEFINED    1,2,6                       238,266





                                                                                               
COASTAL FINL CORP DE COM        19046E10       2,706     196,674 SH       DEFINED    1,2,5                       196,674
COBIZ INC            COM        19089710       3,712     180,210 SH       DEFINED    1,2                         180,210
COBRA ELECTRS CORP   COM        19104210         108      10,200 SH       DEFINED    1                            10,200
COCA COLA BOTTLING C COM        19109810       4,474      97,262 SH       DEFINED    1,2                          97,262
COCA COLA CO         COM        19121610   2,699,899  64,482,897 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  64,482,897
COCA COLA ENTERPRISE COM        19121910     192,695   9,473,708 SH       DEFINED    1,2,5,6,10,12,13          9,473,708
COEUR D ALENE MINES  COM        19210810      22,238   3,389,921 SH       DEFINED    1,2,5                     3,389,921
COGENT COMM GROUP IN COM NEW    19239V30       1,075     110,250 SH       DEFINED    1,2,5                       110,250
COGENT INC           COM        19239Y10       5,711     311,393 SH       DEFINED    1,2,5                       311,393
COGNEX CORP          COM        19242210      17,920     604,592 SH       DEFINED    1,2,5,6                     604,592
COGNIZANT TECHNOLOGY CL A       19244610     153,070   2,573,044 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,573,044
COHEN & STEERS INC   COM        19247A10       1,760      71,843 SH       DEFINED    1,2                          71,843
COHERENT INC         COM        19247910      22,676     645,852 SH       DEFINED    1,2,5,6                     645,852
COHU INC             COM        19257610       6,715     316,435 SH       DEFINED    1,2,6                       316,435
COINSTAR INC         COM        19259P30      17,436     672,945 SH       DEFINED    1,2,6                       672,945
COLDWATER CREEK INC  COM        19306810      19,225     691,545 SH       DEFINED    1,2,5                       691,545
COLE KENNETH PRODTNS CL A       19329410       3,081     111,241 SH       DEFINED    1,2                         111,241
COLEY PHARMACEUTICAL COM        19388P10       1,052      69,433 SH       DEFINED    1,2                          69,433
COLGATE PALMOLIVE CO COM        19416210     880,806  15,425,682 SH       DEFINED    1,2,5,6,8,10,12,13       15,425,682
COLLAGENEX PHARMACEU COM        19419B10         213      14,400 SH       DEFINED    1,5                          14,400
COLONIAL BANCGROUP I COM        19549330      55,602   2,224,061 SH       DEFINED    1,2,5,12,13               2,224,061
COLONIAL PPTYS TR    COM SH BEN 19587210      56,225   1,121,579 SH       DEFINED    1,2,3,5                   1,121,579
COLONY BANKCORP INC  COM        19623P10       1,349      61,187 SH       DEFINED    1,2                          61,187
COLOR KINETICS INC   COM        19624P10       7,172     338,634 SH       DEFINED    1,2,5                       338,634
COLT TELECOM GROUP P SPONSORED  19687710          70      14,344 SH       DEFINED    1                            14,344
COLUMBIA BKG SYS INC COM        19723610       8,182     244,530 SH       DEFINED    1,2                         244,530
COLUMBIA EQUITY TR I COM        19762710       2,893     164,547 SH       DEFINED    1,2,3                       164,547
COLUMBIA LABS INC    COM        19777910         190      38,163 SH       DEFINED    1,5                          38,163
COLUMBIA SPORTSWEAR  COM        19851610       9,240     173,263 SH       DEFINED    1,2,5                       173,263
COLUMBUS MCKINNON CO COM        19933310         371      13,778 SH       DEFINED    1                            13,778
COMARCO INC          COM        20008010         143      12,500 SH       DEFINED    1                            12,500
COMCAST CORP NEW     CL A       20030N10   1,425,426  54,488,779 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  54,488,779
COMCAST CORP NEW     CL A SPL   20030N20      94,889   3,632,812 SH       DEFINED    1,2,5,7,8,10,12,13,14     3,632,812
COMERICA INC         COM        20034010     277,298   4,783,467 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,783,467
COMFORT SYS USA INC  COM        19990810       8,405     622,569 SH       DEFINED    1,2,5                       622,569
COMMERCE BANCORP INC COM        20051910     127,134   3,468,856 SH       DEFINED    1,2,5,7,8,10,12,13,14     3,468,856
COMMERCE BANCSHARES  COM        20052510      36,847     713,117 SH       DEFINED    1,2,5,12                    713,117
COMMERCE GROUP INC M COM        20064110      22,458     425,021 SH       DEFINED    1,2,5                       425,021
COMMERCIAL BANKSHARE COM        20160710       2,142      60,723 SH       DEFINED    1,2                          60,723
COMMERCIAL CAP BANCO COM        20162L10      10,835     770,596 SH       DEFINED    1,2,5                       770,596
COMMERCIAL METALS CO COM        20172310      48,769     911,736 SH       DEFINED    1,2,5                       911,736
COMMERCIAL NET LEASE COM        20221810      19,682     844,725 SH       DEFINED    1,2,3,5                     844,725
COMMERCIAL VEH GROUP COM        20260810       3,864     201,148 SH       DEFINED    1,2                         201,148
COMMONWEALTH TEL ENT COM        20334910      20,209     586,617 SH       DEFINED    1,2,6                       586,617
COMMSCOPE INC        COM        20337210      47,765   1,673,032 SH       DEFINED    1,2,5,13                  1,673,032
COMMUNICATIONS SYS I COM        20390010         193      18,303 SH       DEFINED    1,2                          18,303
COMMUNITY BANCORP NE COM        20343T10       2,081      67,191 SH       DEFINED    1,2                          67,191
COMMUNITY BK SYS INC COM        20360710      11,820     529,325 SH       DEFINED    1,2                         529,325
COMMUNITY BKS INC MI COM        20362810       8,827     310,153 SH       DEFINED    1,2                         310,153
COMMUNITY HEALTH SYS COM        20366810      66,291   1,833,773 SH       DEFINED    1,2,5,12,13               1,833,773
COMMUNITY TR BANCORP COM        20414910       7,478     220,587 SH       DEFINED    1,2                         220,587
COMPANHIA BRASILEIRA SPON ADR P 20440T20      53,850   1,277,587 SH       DEFINED    1,2,4,5                   1,277,587
COMPANHIA DE BEBIDAS SPONSORED  20441W10       1,031      27,465 SH       DEFINED    1,2                          27,465





                                                                                               
COMPANHIA DE BEBIDAS SPON ADR P 20441W20       3,911      91,040 SH       DEFINED    1,2                          91,040
COMPANHIA ENERGETICA SP ADR N-V 20440960         385       8,469 SH       DEFINED    1,2                           8,469
COMPANHIA SIDERURGIC SPONSORED  20440W10         528      16,801 SH       DEFINED    1,2                          16,801
COMPANHIA VALE DO RI SPON ADR P 20441210      48,012   1,110,611 SH       DEFINED    1,2                       1,110,611
COMPANHIA VALE DO RI SPONSORED  20441220      54,589   1,124,859 SH       DEFINED    1,2,4,5                   1,124,859
COMPANIA ANONIMA NAC SPON ADR D 20442110       3,093     146,029 SH       DEFINED    1,2,5,7                     146,029
COMPANIA CERVECERIAS SPONSORED  20442910         246       9,873 SH       DEFINED    1,2,5,7                       9,873
COMPANIA DE MINAS BU SPONSORED  20444810         282      11,422 SH       DEFINED    1,2,7                        11,422
COMPANIA DE TELECOMU SPON ADR N 20444930         329      36,826 SH       DEFINED    1,2,5,7                      36,826
COMPASS BANCSHARES I COM        20449H10     151,512   2,993,723 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,993,723
COMPASS MINERALS INT COM        20451N10       6,770     270,891 SH       DEFINED    1,2,5                       270,891
COMPUCREDIT CORP     COM        20478N10      25,606     695,635 SH       DEFINED    1,2                         695,635
COMPUTER HORIZONS CO COM        20590810         133      26,695 SH       DEFINED    1                            26,695
COMPUTER PROGRAMS &  COM        20530610       5,114     102,283 SH       DEFINED    1,2                         102,283
COMPUTER SCIENCES CO COM        20536310     358,327   6,450,528 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,450,528
COMPUTER TASK GROUP  COM        20547710         148      34,745 SH       DEFINED    1                            34,745
COMPUWARE CORP       COM        20563810      92,674  11,835,704 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  11,835,704
COMPX INTERNATIONAL  CL A       20563P10       1,057      65,462 SH       DEFINED    1,2                          65,462
COMSTOCK HOMEBUILDIN CL A       20568410         556      50,463 SH       DEFINED    1                            50,463
COMSTOCK RES INC     COM NEW    20576820      18,695     629,676 SH       DEFINED    1,2,5                       629,676
COMSYS IT PARTNERS I COM        20581E10       1,873     171,999 SH       DEFINED    1,2                         171,999
COMTECH TELECOMMUNIC COM NEW    20582620      10,418     357,154 SH       DEFINED    1,2,5,6                     357,154
COMVERSE TECHNOLOGY  COM PAR $0 20586240     125,063   5,315,031 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,315,031
CONAGRA FOODS INC    COM        20588710     647,081  30,152,880 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  30,152,880
CONCEPTUS INC        COM        20601610         431      32,889 SH       DEFINED    1                            32,889
CONCORD CAMERA CORP  COM        20615610          44      39,309 SH       DEFINED    1,5                          39,309
CONCUR TECHNOLOGIES  COM        20670810       7,235     390,451 SH       DEFINED    1,2,5                       390,451
CONCURRENT COMPUTER  COM        20671020         204      63,009 SH       DEFINED    1,5                          63,009
CONEXANT SYSTEMS INC COM        20714210      23,056   6,682,934 SH       DEFINED    1,2,5                     6,682,934
CONMED CORP          COM        20741010       9,634     503,103 SH       DEFINED    1,2,6                       503,103
CONNECTICUT WTR SVC  COM        20779710       3,002     114,493 SH       DEFINED    1,2,5                       114,493
CONNETICS CORP       COM        20819210      13,133     775,746 SH       DEFINED    1,2,6                       775,746
CONNS INC            COM        20824210       2,712      79,399 SH       DEFINED    1,2                          79,399
CONOCOPHILLIPS       COM        20825C10   2,328,914  36,879,081 SH       DEFINED    1,2,5,6,10,12,13         36,879,081
CONOR MEDSYSTEMS INC COM        20826410       4,526     153,958 SH       DEFINED    1,2                         153,958
CONSECO INC          PFD B CV 5 20846486       4,403     147,500 SH       DEFINED    2                           147,500
CONSECO INC          COM NEW    20846488      48,433   1,951,351 SH       DEFINED    1,2,5                     1,951,351
CONSOL ENERGY INC    COM        20854P10      87,638   1,181,737 SH       DEFINED    1,2,5,7,8,10,12,13,14     1,181,737
CONSOLIDATED COMM HL COM        20903410       2,405     147,806 SH       DEFINED    1,2                         147,806
CONSOLIDATED EDISON  COM        20911510     318,965   7,332,524 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   7,332,524
CONSOLIDATED GRAPHIC COM        20934110      22,727     436,053 SH       DEFINED    1,2,6                       436,053
CONSOLIDATED TOMOKA  COM        21022610       4,551      73,255 SH       DEFINED    1,2                          73,255
CONSTAR INTL INC NEW COM        21036U10          38      11,400 SH       DEFINED    1                            11,400
CONSTELLATION BRANDS CL A       21036P10     126,287   5,041,379 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,041,379
CONSTELLATION ENERGY COM        21037110     294,694   5,386,467 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,386,467
CONSUMER PORTFOLIO S COM        21050210          91      11,100 SH       DEFINED    1                            11,100
CONTINENTAL AIRLS IN CL B       21079530      46,417   1,725,533 SH       DEFINED    1,2,5                     1,725,533
CONVERA CORP         CL A       21191910         230      23,969 SH       DEFINED    1,5                          23,969
CONVERGYS CORP       COM        21248510      68,818   3,779,149 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,779,149
COOPER CAMERON CORP  COM        21664010     193,167   4,382,182 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,382,182
COOPER COS INC       COM NEW    21664840      33,812     625,802 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     625,802
COOPER INDS LTD      CL A       G2418210     197,842   2,276,660 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,276,660
COOPER TIRE & RUBR C COM        21683110      31,430   2,191,758 SH       DEFINED    1,2,5,6,10,12,13          2,191,758





                                                                                               
COPANO ENERGY L L C  COM UNITS  21720210         414       9,300 SH       DEFINED    1                             9,300
COPART INC           COM        21720410      30,369   1,106,347 SH       DEFINED    1,2,5,13                  1,106,347
CORE LABORATORIES N  COM        N2271710         452       9,507 SH       DEFINED    1,2,5                         9,507
CORE MOLDING TECHNOL COM        21868310          95      16,900 SH       DEFINED    2                            16,900
CORGENTECH INC       COM NEW    21872P50         264      28,747 SH       DEFINED    1,2                          28,747
CORILLIAN CORP       COM        21872510         183      47,100 SH       DEFINED    1,5                          47,100
CORINTHIAN COLLEGES  COM        21886810      41,689   2,895,074 SH       DEFINED    1,2,5,13                  2,895,074
CORN PRODS INTL INC  COM        21902310      48,273   1,632,491 SH       DEFINED    1,2,5,6                   1,632,491
CORNELL COMPANIES IN COM        21914110         351      24,273 SH       DEFINED    1,5                          24,273
CORNING INC          COM        21935010   1,052,640  39,102,530 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  39,102,530
CORPORATE EXECUTIVE  COM        21988R10      66,736     661,409 SH       DEFINED    1,2,5,6,12,13               661,409
CORPORATE OFFICE PPT SH BEN INT 22002T10      45,321     990,850 SH       DEFINED    1,2,3,5                     990,850
CORRECTIONS CORP AME COM NEW    22025Y40      24,195     535,294 SH       DEFINED    1,2,5                       535,294
CORUS BANKSHARES INC COM        22087310      32,707     550,260 SH       DEFINED    1,2                         550,260
CORUS GROUP PLC      SPONSORED  22087M10         325      21,176 SH       DEFINED    1                            21,176
CORVEL CORP          COM        22100610       1,717      77,968 SH       DEFINED    1,2                          77,968
COSI INC             COM        22122P10         345      31,400 SH       DEFINED    1                            31,400
COST PLUS INC CALIF  COM        22148510       7,008     409,845 SH       DEFINED    1,2,5,6                     409,845
COSTAR GROUP INC     COM        22160N10      11,155     214,969 SH       DEFINED    1,2                         214,969
COSTCO WHSL CORP NEW COM        22160K10     683,148  12,613,512 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  12,613,512
COTHERIX INC         COM        22163T10       2,081     227,715 SH       DEFINED    1,2,5                       227,715
COUNTRYWIDE FINANCIA COM        22237210     643,635  17,537,725 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  17,537,725
COURIER CORP         COM        22266010       5,888     132,784 SH       DEFINED    1,2                         132,784
COUSINS PPTYS INC    COM        22279510      30,622     915,995 SH       DEFINED    1,2,3,5                     915,995
COVAD COMMUNICATIONS COM        22281420         530     274,413 SH       DEFINED    1,2                         274,413
COVANCE INC          COM        22281610      68,793   1,170,947 SH       DEFINED    1,2,5,6,12,13             1,170,947
COVANSYS CORP        COM        22281W10       8,531     496,257 SH       DEFINED    1,2                         496,257
COVANTA HLDG CORP    COM        22282E10      30,884   1,852,681 SH       DEFINED    1,2                       1,852,681
COVENANT TRANS INC   CL A       22284P10       1,646     112,744 SH       DEFINED    1,2                         112,744
COVENTRY HEALTH CARE COM        22286210     252,418   4,676,135 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,676,135
COX RADIO INC        CL A       22405110      10,949     815,902 SH       DEFINED    1,2,5                       815,902
CPI CORP             COM        12590210         655      32,099 SH       DEFINED    1,6                          32,099
CRA INTL INC         COM        12618T10       6,840     138,848 SH       DEFINED    1,2                         138,848
CRANE CO             COM        22439910      49,380   1,204,095 SH       DEFINED    1,2,5,13                  1,204,095
CRAWFORD & CO        CL B       22463310       1,624     270,710 SH       DEFINED    1,2                         270,710
CRAY INC             COM        22522310         229     126,600 SH       DEFINED    1,5                         126,600
CREDENCE SYS CORP    COM        22530210      13,258   1,806,221 SH       DEFINED    1,2,5,13                  1,806,221
CREDICORP LTD        COM        G2519Y10       8,774     331,353 SH       DEFINED    1,2,7                       331,353
CREDIT SUISSE GROUP  SPONSORED  22540110      22,511     402,982 SH       DEFINED    1                           402,982
CREDO PETE CORP      COM PAR $0 22543920         231      10,620 SH       DEFINED    1                            10,620
CREE INC             COM        22544710      40,636   1,238,536 SH       DEFINED    1,2,5,6,12,13             1,238,536
CRESCENT REAL ESTATE COM        22575610      39,237   1,862,211 SH       DEFINED    1,2,3,5,7,8,10,12,13,14   1,862,211
CRESUD S A C I F Y A SPONSORED  22640610         268      18,600 SH       DEFINED    1                            18,600
CRH PLC              ADR        12626K20      30,268     852,622 SH       DEFINED    1                           852,622
CROCS INC            COM        22704610         445      17,700 SH       DEFINED    1,2                          17,700
CROSS CTRY HEALTHCAR COM        22748310       9,328     481,819 SH       DEFINED    1,2,6                       481,819
CROSS TIMBERS RTY TR TR UNIT    22757R10         399       8,559 SH       DEFINED    1,2,5                         8,559
CROSSTEX ENERGY INC  COM        22765Y10       6,616      85,429 SH       DEFINED    1,2                          85,429
CROSSTEX ENERGY L P  COM        22765U10         611      17,469 SH       DEFINED    1,2                          17,469
CROWN CASTLE INTL CO COM        22822710      91,804   3,238,239 SH       DEFINED    1,2,5,7,8,10,12,13,14     3,238,239
CROWN HOLDINGS INC   COM        22836810      33,460   1,886,132 SH       DEFINED    1,2,5,6                   1,886,132
CROWN MEDIA HLDGS IN CL A       22841110       1,184     186,769 SH       DEFINED    1,2                         186,769
CRYOLIFE INC         COM        22890310         185      42,034 SH       DEFINED    1,6                          42,034





                                                                                               
CSG SYS INTL INC     COM        12634910      40,458   1,740,122 SH       DEFINED    1,2,5,13                  1,740,122
CSK AUTO CORP        COM        12596510      10,970     790,886 SH       DEFINED    1,2                         790,886
CSS INDS INC         COM        12590610       4,671     142,663 SH       DEFINED    1,2                         142,663
CSX CORP             COM        12640810     411,357   6,878,886 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,878,886
CT COMMUNICATIONS IN COM NEW    12642640       4,104     302,018 SH       DEFINED    1,2                         302,018
CTS CORP             COM        12650110       7,557     564,818 SH       DEFINED    1,2,6                       564,818
CUBIC CORP           COM        22966910       6,597     275,561 SH       DEFINED    1,2,6                       275,561
CUBIST PHARMACEUTICA COM        22967810      16,960     738,366 SH       DEFINED    1,2,5                       738,366
CULLEN FROST BANKERS COM        22989910      43,251     804,661 SH       DEFINED    1,2,5,13                    804,661
CULP INC             COM        23021510          58      12,000 SH       DEFINED    1                            12,000
CUMMINS INC          COM        23102110     700,007   6,660,388 SH       DEFINED    1,2,5,6,8,10,12,13        6,660,388
CUMULUS MEDIA INC    CL A       23108210       8,879     788,547 SH       DEFINED    1,2                         788,547
CURAGEN CORP         COM        23126R10       5,434   1,084,677 SH       DEFINED    1,2,5                     1,084,677
CURIS INC            COM        23126910       1,337     561,842 SH       DEFINED    1,2,5                       561,842
CURTISS WRIGHT CORP  COM        23156110      23,895     360,948 SH       DEFINED    1,2,6                       360,948
CV THERAPEUTICS INC  COM        12666710      15,566     704,962 SH       DEFINED    1,2,5                       704,962
CVB FINL CORP        COM        12660010      12,519     732,107 SH       DEFINED    1,2,5                       732,107
CVS CORP             COM        12665010     628,306  21,034,679 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  21,034,679
CYBERONICS INC       COM        23251P10       9,091     352,767 SH       DEFINED    1,2,6                       352,767
CYBERSOURCE CORP     COM        23251J10       3,874     347,135 SH       DEFINED    1,2                         347,135
CYMER INC            COM        23257210      33,157     729,678 SH       DEFINED    1,2,5,6                     729,678
CYPRESS BIOSCIENCES  COM PAR $. 23267450       2,804     445,116 SH       DEFINED    1,2,5                       445,116
CYPRESS SEMICONDUCTO COM        23280610      46,413   2,738,250 SH       DEFINED    1,2,5,13                  2,738,250
CYTEC INDS INC       COM        23282010      39,841     663,909 SH       DEFINED    1,2,5,13                    663,909
CYTOGEN CORP         COM NEW    23282430          39      10,667 SH       DEFINED    1                            10,667
CYTOKINETICS INC     COM        23282W10          98      13,403 SH       DEFINED    1                            13,403
CYTYC CORP           COM        23294610      48,754   1,730,109 SH       DEFINED    1,2,5,6,12,13             1,730,109
D & E COMMUNICATIONS COM        23286010         352      31,291 SH       DEFINED    1,2                          31,291
D R HORTON INC       COM        23331A10     231,762   6,976,584 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,976,584
DADE BEHRING HLDGS I COM        23342J20      34,193     957,519 SH       DEFINED    1,2,5,6,12                  957,519
DAIMLERCHRYSLER AG   ORD        D1668R12       2,152      37,487 SH       DEFINED    1                            37,487
DAKTRONICS INC       COM        23426410      12,919     353,958 SH       DEFINED    1,2,6                       353,958
DANAHER CORP DEL     COM        23585110     507,850   7,991,346 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   7,991,346
DARDEN RESTAURANTS I COM        23719410     369,082   8,995,430 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   8,995,430
DARLING INTL INC     COM        23726610       3,412     728,960 SH       DEFINED    1,2                         728,960
DATASCOPE CORP       COM        23811310       8,431     213,929 SH       DEFINED    1,2,6                       213,929
DATATRAK INTL INC    COM        23813410          88      12,000 SH       DEFINED    1                            12,000
DAVITA INC           COM        23918K10      79,634   1,322,598 SH       DEFINED    1,2,5,7,8,10,12,13,14     1,322,598
DAWSON GEOPHYSICAL C COM        23935910         353      12,800 SH       DEFINED    1,5                          12,800
DEAN FOODS CO NEW    COM        24237010     163,673   4,215,118 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,215,118
DEB SHOPS INC        COM        24272810       1,595      53,697 SH       DEFINED    1,2                          53,697
DECKERS OUTDOOR CORP COM        24353710       7,229     178,316 SH       DEFINED    1,2                         178,316
DECODE GENETICS INC  COM        24358610       5,794     668,335 SH       DEFINED    1,2                         668,335
DECORATOR INDS INC   COM PAR $0 24363120         101      11,400 SH       DEFINED    1                            11,400
DEERE & CO           COM        24419910     492,715   6,232,960 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,232,960
DEERFIELD TRIARC CAP COM        24457230       3,746     277,679 SH       DEFINED    1,2                         277,679
DEL MONTE FOODS CO   COM        24522P10      48,277   4,070,604 SH       DEFINED    1,2,5,10,12               4,070,604
DELIA'S INC NEW      COM        24691110       2,507     268,419 SH       DEFINED    1,2                         268,419
DELL INC             COM        24702R10   2,027,720  68,135,747 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  68,135,747
DELPHI FINL GROUP IN CL A       24713110      21,073     408,155 SH       DEFINED    1,2,5                       408,155
DELTA & PINE LD CO   COM        24735710      26,960     893,898 SH       DEFINED    1,2,5,6                     893,898
DELTA FINANCIAL CORP COM        24791810       1,585     165,965 SH       DEFINED    1,2                         165,965
DELTA PETE CORP      COM NEW    24790720       9,337     444,182 SH       DEFINED    1,2                         444,182





                                                                                               
DELTATHREE INC       COM        24783N10          58      19,900 SH       DEFINED    1                            19,900
DELTIC TIMBER CORP   COM        24785010       8,273     136,517 SH       DEFINED    1,2                         136,517
DELUXE CORP          COM        24801910      25,127     960,157 SH       DEFINED    1,2,5,6,13                  960,157
DENBURY RES INC      COM NEW    24791620      51,410   1,623,290 SH       DEFINED    1,2,6,12,13               1,623,290
DENDREON CORP        COM        24823Q10       4,271     906,727 SH       DEFINED    1,2,5                       906,727
DENDRITE INTL INC    COM        24823910       8,773     642,678 SH       DEFINED    1,2,6                       642,678
DENNYS CORP          COM        24869P10       5,645   1,185,990 SH       DEFINED    1,2                       1,185,990
DENTSPLY INTL INC NE COM        24903010      99,571   1,712,306 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   1,712,306
DEPOMED INC          COM        24990810         104      15,969 SH       DEFINED    1                            15,969
DESIGN WITHIN REACH  COM        25055710         587     103,198 SH       DEFINED    1,2                         103,198
DEUTSCHE TELEKOM AG  SPONSORED  25156610       1,462      86,908 SH       DEFINED    1                            86,908
DEVELOPERS DIVERSIFI COM        25159110     164,180   2,998,715 SH       DEFINED    1,2,3,5,7,8,10,12,13,14   2,998,715
DEVON ENERGY CORP NE COM        25179M10     991,539  16,209,559 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  16,209,559
DEVRY INC DEL        COM        25189310      30,168   1,324,902 SH       DEFINED    1,2,5,6,13                1,324,902
DEXCOM INC           COM        25213110       1,325      65,367 SH       DEFINED    1,2                          65,367
DHB INDS INC         COM        23321E10       1,708     357,300 SH       DEFINED    1,2                         357,300
DIAGEO P L C         SPON ADR N 25243Q20       1,193      18,808 SH       DEFINED    1                            18,808
DIAGNOSTIC PRODS COR COM        25245010      17,180     360,690 SH       DEFINED    1,2,5,6                     360,690
DIAMOND FOODS INC    COM        25260310       1,192      69,420 SH       DEFINED    1,2                          69,420
DIAMOND OFFSHORE DRI COM        25271C10      66,864     747,082 SH       DEFINED    1,2,5,6,10,12               747,082
DIAMONDCLUSTER INTL  COM        25278P10       4,427     413,758 SH       DEFINED    1,2                         413,758
DIAMONDROCK HOSPITAL COM        25278430       4,382     317,299 SH       DEFINED    1,2,3                       317,299
DICKS SPORTING GOODS COM        25339310      13,095     330,104 SH       DEFINED    1,2                         330,104
DIEBOLD INC          COM        25365110      48,287   1,174,856 SH       DEFINED    1,2,5,12,13               1,174,856
DIGENE CORP          COM        25375210       9,847     251,841 SH       DEFINED    1,2                         251,841
DIGI INTL INC        COM        25379810       4,155     356,056 SH       DEFINED    1,2,5,6                     356,056
DIGIMARC CORP        COM        25380710         159      21,231 SH       DEFINED    1                            21,231
DIGITAL GENERATION S COM        25392110          21      30,340 SH       DEFINED    1                            30,340
DIGITAL INSIGHT CORP COM        25385P10      27,519     756,009 SH       DEFINED    1,2,6                       756,009
DIGITAL RIV INC      COM        25388B10      26,623     610,483 SH       DEFINED    1,2                         610,483
DIGITAL RLTY TR INC  COM        25386810      12,234     434,293 SH       DEFINED    1,2,3,5                     434,293
DIGITAS INC          COM        25388K10      16,083   1,116,844 SH       DEFINED    1,2                       1,116,844
DILLARDS INC         CL A       25406710      42,802   1,643,712 SH       DEFINED    1,2,5,6,10,12,13          1,643,712
DIME BANCORP INC NEW *W EXP 99/ 25429Q11          12      68,821 SH       DEFINED    1                            68,821
DIME CMNTY BANCSHARE COM        25392210       6,163     428,895 SH       DEFINED    1,2,5                       428,895
DIODES INC           COM        25454310      10,082     242,938 SH       DEFINED    1,2,6                       242,938
DIONEX CORP          COM        25454610      27,750     451,374 SH       DEFINED    1,2,5,6                     451,374
DIRECT GEN CORP      COM        25456W20       3,769     221,555 SH       DEFINED    1,2                         221,555
DIRECTV GROUP INC    COM        25459L10     568,077  34,638,851 SH       DEFINED    1,2,5,7,8,10,12,13,14    34,638,851
DISCOVERY HOLDING CO CL A COM   25468Y10      49,008   3,267,172 SH       DEFINED    1,2,5,7,8,10,12,13,14     3,267,172
DISCOVERY LABORATORI COM        25466810       5,571     760,043 SH       DEFINED    1,2,5                       760,043
DISCOVERY PARTNERS I COM        25467510          67      27,712 SH       DEFINED    1                            27,712
DISNEY WALT CO       COM DISNEY 25468710   1,736,363  62,257,543 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  62,257,543
DISTRIBUCION Y SERVI SPONSORED  25475310         265      13,680 SH       DEFINED    1,2,5,7                      13,680
DISTRIBUTED ENERGY S COM        25475V10         429      60,420 SH       DEFINED    1,2,5                        60,420
DITECH COMMUNICATION COM        25500M10       6,165     589,906 SH       DEFINED    1,2,6                       589,906
DIVERSA CORP         COM        25506410       3,240     355,615 SH       DEFINED    1,2                         355,615
DIXIE GROUP INC      CL A       25551910       1,685     112,666 SH       DEFINED    1,2                         112,666
DJ ORTHOPEDICS INC   COM        23325G10      17,882     449,739 SH       DEFINED    1,2,6                       449,739
DNP SELECT INCOME FD COM        23325P10       1,482     141,824 SH       DEFINED    5,12                        141,824
DOBSON COMMUNICATION CL A       25606910      14,605   1,821,054 SH       DEFINED    1,2,5                     1,821,054
DOCUCORP INTL INC    COM        25591110         102      12,300 SH       DEFINED    1                            12,300
DOLBY LABORATORIES I COM        25659T10       5,272     252,248 SH       DEFINED    1,2                         252,248





                                                                                               
DOLLAR GEN CORP      COM        25666910     167,153   9,459,681 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   9,459,681
DOLLAR THRIFTY AUTOM COM        25674310      16,864     371,463 SH       DEFINED    1,2,5                       371,463
DOLLAR TREE STORES I COM        25674710      56,129   2,028,507 SH       DEFINED    1,2,5,6,10,12,13          2,028,507
DOMINION RES INC VA  COM        25746U10     750,600  10,873,537 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  10,873,537
DOMINOS PIZZA INC    COM        25754A20      33,730   1,181,431 SH       DEFINED    1,2                       1,181,431
DONALDSON INC        COM        25765110      39,319   1,163,623 SH       DEFINED    1,2,5,6,12,13             1,163,623
DONEGAL GROUP INC    CL A       25770120       2,842     108,926 SH       DEFINED    1,2                         108,926
DONNELLEY R R & SONS COM        25786710     186,208   5,690,954 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,690,954
DORAL FINL CORP      COM        25811P10      15,287   1,323,580 SH       DEFINED    1,2,5                     1,323,580
DORCHESTER MINERALS  COM UNIT   25820R10       1,058      38,831 SH       DEFINED    1,2,5                        38,831
DOT HILL SYS CORP    COM        25848T10       7,132   1,004,491 SH       DEFINED    1,2,5                     1,004,491
DOV PHARMACEUTICAL I COM        25985810       4,409     275,900 SH       DEFINED    1,2                         275,900
DOVER CORP           COM        26000310     253,051   5,211,096 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,211,096
DOVER DOWNS GAMING & COM        26009510       5,806     266,678 SH       DEFINED    1,2,5                       266,678
DOVER MOTORSPORTS IN COM        26017410         930     169,407 SH       DEFINED    1,2,5                       169,407
DOW CHEM CO          COM        26054310   1,068,913  26,327,915 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  26,327,915
DOW JONES & CO INC   COM        26056110      76,249   1,940,177 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   1,940,177
DOWNEY FINL CORP     COM        26101810      59,325     881,501 SH       DEFINED    1,2,5                       881,501
DPL INC              COM        23329310      50,678   1,876,970 SH       DEFINED    1,2,5,13                  1,876,970
DREAMWORKS ANIMATION CL A       26153C10      12,640     477,884 SH       DEFINED    1,2,5                       477,884
DRESS BARN INC       COM        26157010      23,195     483,733 SH       DEFINED    1,2,6                       483,733
DRESSER-RAND GROUP I COM        26160810       7,377     296,854 SH       DEFINED    1,2                         296,854
DREW INDS INC        COM NEW    26168L20       9,203     258,873 SH       DEFINED    1,2,6                       258,873
DRIL-QUIP INC        COM        26203710      13,204     186,369 SH       DEFINED    1,2                         186,369
DRS TECHNOLOGIES INC COM        23330X10      47,210     860,397 SH       DEFINED    1,2,5,13                    860,397
DRUGSTORE COM INC    COM        26224110       2,257     730,392 SH       DEFINED    1,2                         730,392
DSP GROUP INC        COM        23332B10      12,265     422,784 SH       DEFINED    1,2,5,6                     422,784
DST SYS INC DEL      COM        23332610      85,052   1,467,930 SH       DEFINED    1,2,5,7,8,10,12,13,14     1,467,930
DSW INC              CL A       23334L10       4,289     136,929 SH       DEFINED    1,2                         136,929
DTE ENERGY CO        COM        23333110     247,430   6,171,860 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,171,860
DTS INC              COM        23335C10       4,464     227,057 SH       DEFINED    1,2                         227,057
DU PONT E I DE NEMOU COM        26353410   1,634,003  38,711,275 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  38,711,275
DUCOMMUN INC DEL     COM        26414710         451      20,319 SH       DEFINED    1,5                          20,319
DUKE ENERGY CORP     COM        26439910   2,404,768  82,496,340 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  82,496,340
DUKE REALTY CORP     COM NEW    26441150     118,409   3,120,131 SH       DEFINED    1,2,3,5,7,8,10,12,13,14   3,120,131
DUN & BRADSTREET COR COM        26483E10     105,497   1,375,811 SH       DEFINED    1,2,5,7,8,10,12,13,14     1,375,811
DUQUESNE LT HLDGS IN COM        26623310      32,610   1,976,363 SH       DEFINED    1,2,5,13                  1,976,363
DURA AUTOMOTIVE SYST CL A       26590310          73      30,522 SH       DEFINED    1,5                          30,522
DURATEK INC          COM        26658Q10       3,442     157,159 SH       DEFINED    1,2                         157,159
DURECT CORP          COM        26660510       2,793     439,159 SH       DEFINED    1,2,5                       439,159
DUSA PHARMACEUTICALS COM        26689810       1,216     172,234 SH       DEFINED    1,2                         172,234
DYAX CORP            COM        26746E10         276      47,554 SH       DEFINED    1,5                          47,554
DYCOM INDS INC       COM        26747510      17,151     807,128 SH       DEFINED    1,2,5,13                    807,128
DYNAMEX INC          COM        26784F10       2,910     150,628 SH       DEFINED    1,2                         150,628
DYNAMIC MATLS CORP   COM        26788810       2,756      77,317 SH       DEFINED    1,2,5                        77,317
DYNAVAX TECHNOLOGIES COM        26815810         139      23,091 SH       DEFINED    1,5                          23,091
DYNEGY INC NEW       CL A       26816Q10      40,425   8,421,773 SH       DEFINED    1,2,5,6,10,12,13          8,421,773
E M C CORP MASS      COM        26864810     965,609  70,844,370 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  70,844,370
E ON AG              SPONSORED  26878010      22,169     605,697 SH       DEFINED    1                           605,697
E TRADE FINANCIAL CO COM        26924610     306,657  11,366,078 SH       DEFINED    1,2,5,6,7,10,12,13,14    11,366,078
EAGLE BROADBAND INC  COM        26943710           2      21,780 SH       DEFINED    1                            21,780
EAGLE BULK SHIPPING  COM        Y2187A10         263      18,858 SH       DEFINED    1,2                          18,858
EAGLE HOSPITALITY PP COM        26959T10         266      26,379 SH       DEFINED    1,3,5                        26,379





                                                                                               
EAGLE MATERIALS INC  COM        26969P10      49,192     771,523 SH       DEFINED    1,2,5,7                     771,523
EAGLE MATERIALS INC  CL B       26969P20         821      12,876 SH       DEFINED    1,5                          12,876
EARTHLINK INC        COM        27032110      19,714   2,064,344 SH       DEFINED    1,2,5                     2,064,344
EAST WEST BANCORP IN COM        27579R10      24,803     643,408 SH       DEFINED    1,2,5                       643,408
EASTERN AMERN NAT GA SPERS RCT  27621710         241       8,800 SH       DEFINED    1                             8,800
EASTGROUP PPTY INC   COM        27727610      23,614     497,762 SH       DEFINED    1,2,3,5                     497,762
EASTMAN CHEM CO      COM        27743210     102,434   2,001,446 SH       DEFINED    1,2,5,6,7,10,12,13,14     2,001,446
EASTMAN KODAK CO     COM        27746110     204,542   7,192,052 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   7,192,052
EATON CORP           COM        27805810     292,083   4,002,782 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,002,782
EATON VANCE CORP     COM NON VT 27826510      53,341   1,948,176 SH       DEFINED    1,2,5,13                  1,948,176
EBAY INC             COM        27864210   1,201,855  30,816,783 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  30,816,783
ECC CAPITAL CORP     COM        26826M10       1,099     723,236 SH       DEFINED    1,2,5                       723,236
ECHELON CORP         COM        27874N10       3,934     416,718 SH       DEFINED    1,2                         416,718
ECHOSTAR COMMUNICATI CL A       27876210      88,094   2,949,249 SH       DEFINED    1,2,5,7,8,10,12,13,14     2,949,249
ECI TELECOM LTD      ORD        26825810         169      14,883 SH       DEFINED    1,2,5                        14,883
ECLIPSYS CORP        COM        27885610      12,682     537,144 SH       DEFINED    1,2,5                       537,144
ECOLAB INC           COM        27886510     215,374   5,638,072 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,638,072
ECOLLEGE COM         COM        27887E10       4,149     220,233 SH       DEFINED    1,2                         220,233
EDGE PETE CORP DEL   COM        27986210       5,405     216,366 SH       DEFINED    1,2                         216,366
EDISON INTL          COM        28102010   1,646,884  39,992,335 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  39,992,335
EDO CORP             COM        28134710       6,775     219,621 SH       DEFINED    1,2,6                       219,621
EDP ENERGIAS DE PORT SPONSORED  26835310       1,107      28,257 SH       DEFINED    1                            28,257
EDUCATE INC          COM        28138P10       2,119     248,728 SH       DEFINED    1,2                         248,728
EDUCATION MGMT CORP  COM        28139T10      58,421   1,404,347 SH       DEFINED    1,2,5,6,12,13             1,404,347
EDUCATION RLTY TR IN COM        28140H10       8,382     547,860 SH       DEFINED    1,2,3                       547,860
EDWARDS AG INC       COM        28176010      56,418   1,131,538 SH       DEFINED    1,2,5,6,12,13             1,131,538
EDWARDS LIFESCIENCES COM        28176E10      88,765   2,040,584 SH       DEFINED    1,2,5,6,7,10,12,13,14     2,040,584
EFJ INC              COM        26843B10         134      12,400 SH       DEFINED    1                            12,400
EFUNDS CORP          COM        28224R10      19,439     752,279 SH       DEFINED    1,2,5,6                     752,279
EGL INC              COM        26848410      46,472   1,032,711 SH       DEFINED    1,2,6                     1,032,711
EL PASO CORP         COM        28336L10     226,253  18,776,223 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  18,776,223
EL PASO ELEC CO      COM NEW    28367785      15,609     819,792 SH       DEFINED    1,2,5                       819,792
ELECTRO RENT CORP    COM        28521810       4,142     243,672 SH       DEFINED    1,2,5                       243,672
ELECTRO SCIENTIFIC I COM        28522910       9,409     425,154 SH       DEFINED    1,2,5,6                     425,154
ELECTROGLAS INC      COM        28532410         100      18,373 SH       DEFINED    1,5                          18,373
ELECTRONIC ARTS INC  COM        28551210     439,395   8,029,881 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   8,029,881
ELECTRONIC DATA SYS  COM        28566110     786,624  29,318,839 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  29,318,839
ELECTRONICS FOR IMAG COM        28608210      23,127     826,860 SH       DEFINED    1,2,5                       826,860
ELIZABETH ARDEN INC  COM        28660G10      10,658     457,053 SH       DEFINED    1,2                         457,053
ELKCORP              COM        28745610       9,639     285,605 SH       DEFINED    1,2,6                       285,605
ELLIS PERRY INTL INC COM        28885310       2,515     111,124 SH       DEFINED    1,2                         111,124
EMAGEON INC          COM        29076V10       2,584     152,109 SH       DEFINED    1,2                         152,109
EMBARCADERO TECHNOLO COM        29078710         454      64,878 SH       DEFINED    1,2                          64,878
EMBOTELLADORA ANDINA SPON ADR A 29081P20         250      18,060 SH       DEFINED    1,2,5,7                      18,060
EMBRAER-EMPRESA BRAS SP ADR PFD 29081M10         209       5,659 SH       DEFINED    1,2                           5,659
EMBREX INC           COM        29081710       1,592     126,845 SH       DEFINED    1                           126,845
EMC INS GROUP INC    COM        26866410       2,484      89,131 SH       DEFINED    1,2                          89,131
EMCOR GROUP INC      COM        29084Q10      26,820     540,074 SH       DEFINED    1,2,5,6                     540,074
EMCORE CORP          COM        29084610       4,896     480,003 SH       DEFINED    1,2,5                       480,003
EMDEON CORP          COM        29084910      33,998   3,147,973 SH       DEFINED    1,2,5,6,12                3,147,973
EMERGE INTERACTIVE I CL A       29088W10           6      14,126 SH       DEFINED    1                            14,126
EMERITUS CORP        COM        29100510         305      14,110 SH       DEFINED    1                            14,110
EMERSON ELEC CO      COM        29101110     925,776  11,069,902 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  11,069,902





                                                                                               
EMERSON RADIO CORP   COM NEW    29108720          60      16,000 SH       DEFINED    1                            16,000
EMISPHERE TECHNOLOGI COM        29134510         148      17,949 SH       DEFINED    1                            17,949
EMMIS COMMUNICATIONS CL A       29152510      11,518     719,869 SH       DEFINED    1,2,5,13                    719,869
EMPIRE DIST ELEC CO  COM        29164110       8,228     370,308 SH       DEFINED    1,2                         370,308
EMPRESA NACIONAL DE  SPONSORED  29244T10      58,597   1,941,600 SH       DEFINED    1,2,4,5,7                 1,941,600
EMS TECHNOLOGIES INC COM        26873N10         241      13,348 SH       DEFINED    1                            13,348
EMULEX CORP          COM NEW    29247520      38,156   2,232,667 SH       DEFINED    1,2,5                     2,232,667
ENBRIDGE ENERGY MANA SHS UNITS  29250X10         543      12,729 SH       DEFINED    1,2                          12,729
ENBRIDGE ENERGY PART COM        29250R10         417       9,532 SH       DEFINED    1,5                           9,532
ENBRIDGE INC         COM        29250N10         827      28,631 SH       DEFINED    1,7                          28,631
ENCORE ACQUISITION C COM        29255W10      19,864     640,759 SH       DEFINED    1,2                         640,759
ENCORE CAP GROUP INC COM        29255410       3,413     231,370 SH       DEFINED    1,2                         231,370
ENCORE MED CORP      COM        29256E10       2,392     467,219 SH       DEFINED    1,2                         467,219
ENCORE WIRE CORP     COM        29256210       9,033     266,609 SH       DEFINED    1,2,5                       266,609
ENCYSIVE PHARMACEUTI COM        29256X10       3,768     770,521 SH       DEFINED    1,2,5                       770,521
ENDEAVOUR INTL CORP  COM        29259G10       2,191     753,004 SH       DEFINED    1,2                         753,004
ENDESA S A           SPONSORED  29258N10       1,740      54,111 SH       DEFINED    1                            54,111
ENDO PHARMACEUTICALS COM        29264F20      23,053     702,636 SH       DEFINED    1,2,5,6,12                  702,636
ENDOLOGIX INC        COM        29266S10         114      24,000 SH       DEFINED    1                            24,000
ENDURANCE SPECIALTY  SHS        G3039710       2,066      63,467 SH       DEFINED    1,2,5                        63,467
ENDWAVE CORP         COM NEW    29264A20       1,299      88,404 SH       DEFINED    1,2                          88,404
ENEL SOCIETA PER AZI ADR        29265W10         470      11,129 SH       DEFINED    1                            11,129
ENERGEN CORP         COM        29265N10      50,931   1,455,171 SH       DEFINED    1,2,5,7,10,14             1,455,171
ENERGIZER HLDGS INC  COM        29266R10     118,272   2,231,554 SH       DEFINED    1,2,5,7,8,10,12,13,14     2,231,554
ENERGY CONVERSION DE COM        29265910      14,343     291,635 SH       DEFINED    1,2                         291,635
ENERGY EAST CORP     COM        29266M10      75,930   3,124,683 SH       DEFINED    1,2,5,7,8,10,12,13,14     3,124,683
ENERGY PARTNERS LTD  COM        29270U10      10,912     462,782 SH       DEFINED    1,2,5                       462,782
ENERGY TRANSFER EQUI COM UT LTD 29273V10         596      24,906 SH       DEFINED    1,2                          24,906
ENERGY TRANSFER PRTN UNIT LTD P 29273R10         244       6,300 SH       DEFINED    1,5                           6,300
ENERGYSOUTH INC      COM        29297010       3,490     109,702 SH       DEFINED    1,2                         109,702
ENERSIS S A          SPONSORED  29274F10         978      82,420 SH       DEFINED    1,2,5                        82,420
ENERSYS              COM        29275Y10       8,100     586,977 SH       DEFINED    1,2                         586,977
ENESCO GROUP INC     COM        29297310          28      13,580 SH       DEFINED    1                            13,580
ENGELHARD CORP       COM        29284510     119,170   3,008,577 SH       DEFINED    1,2,5,6,10,12,13          3,008,577
ENI S P A            SPONSORED  26874R10       1,119      19,631 SH       DEFINED    1,2                          19,631
ENNIS INC            COM        29338910       6,555     336,136 SH       DEFINED    1,2                         336,136
ENPRO INDS INC       COM        29355X10      13,019     379,558 SH       DEFINED    1,2,5,6                     379,558
ENSCO INTL INC       COM        26874Q10     140,204   2,725,057 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,725,057
ENSTAR GROUP INC GA  COM        29358R10       4,493      50,072 SH       DEFINED    1,2                          50,072
ENTEGRIS INC         COM        29362U10      18,812   1,768,067 SH       DEFINED    1,2,5                     1,768,067
ENTERCOM COMMUNICATI CL A       29363910      19,767     707,983 SH       DEFINED    1,2,5,13                    707,983
ENTERGY CORP NEW     COM        29364G10     457,851   6,641,299 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,641,299
ENTERPRISE FINL SVCS COM        29371210       3,036     110,861 SH       DEFINED    1,2                         110,861
ENTERPRISE GP HLDGS  UNIT LP IN 29371610         454      12,114 SH       DEFINED    1,2                          12,114
ENTERPRISE PRODS PAR COM        29379210       8,022     324,906 SH       DEFINED    1,2,5                       324,906
ENTERTAINMENT PPTYS  COM SH BEN 29380T10      14,597     347,724 SH       DEFINED    1,2,3,5                     347,724
ENTRAVISION COMMUNIC CL A       29382R10       9,144     998,209 SH       DEFINED    1,2,5                       998,209
ENTREMED INC         COM        29382F10          68      26,189 SH       DEFINED    1                            26,189
ENTRUST INC          COM        29384810       3,581     795,743 SH       DEFINED    1,2,5                       795,743
ENVIRONMENTAL TECTON COM        29409210          69      13,800 SH       DEFINED    1                            13,800
ENZO BIOCHEM INC     COM        29410010       6,346     470,044 SH       DEFINED    1,2,5,6                     470,044
ENZON PHARMACEUTICAL COM        29390410       6,643     820,149 SH       DEFINED    1,2,5                       820,149
EOG RES INC          COM        26875P10     612,813   8,511,293 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   8,511,293





                                                                                                
EPICOR SOFTWARE CORP COM        29426L10       9,764     727,006 SH       DEFINED    1,2,5,6                       727,006
EPIQ SYS INC         COM        26882D10       5,792     304,834 SH       DEFINED    1,2,6                         304,834
EPIX PHARMACEUTICALS COM        26881Q10       1,034     295,336 SH       DEFINED    1,2,5                         295,336
EPLUS INC            COM        29426810         158      11,100 SH       DEFINED    1                              11,100
EQUIFAX INC          COM        29442910     158,073   4,244,714 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     4,244,714
EQUINIX INC          COM NEW    29444U50      15,438     240,391 SH       DEFINED    1,2                           240,391
EQUITABLE RES INC    COM        29454910     104,052   2,849,968 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     2,849,968
EQUITY INNS INC      COM        29470310      23,433   1,446,465 SH       DEFINED    1,2,3,5                     1,446,465
EQUITY LIFESTYLE PPT COM        29472R10      39,508     794,128 SH       DEFINED    1,2,3,5                       794,128
EQUITY OFFICE PROPER COM        29474110     490,004  14,592,145 SH       DEFINED    1,2,3,5,6,7,8,10,12,13,14  14,592,145
EQUITY ONE           COM        29475210      22,136     901,320 SH       DEFINED    1,2,3                         901,320
EQUITY RESIDENTIAL   SH BEN INT 29476L10     480,141  10,261,623 SH       DEFINED    1,2,3,5,6,7,8,10,12,13,14  10,261,623
ERESEARCHTECHNOLOGY  COM        29481V10       9,023     627,046 SH       DEFINED    1,2,5                         627,046
ERICSSON L M TEL CO  ADR B SEK  29482160         660      17,508 SH       DEFINED    1,5                            17,508
ERIE INDTY CO        CL A       29530P10      19,169     364,155 SH       DEFINED    1,2,5,12                      364,155
ESB FINL CORP        COM        26884F10         290      24,125 SH       DEFINED    1,2                            24,125
ESCALA GROUP INC     COM        29605W10       3,459     132,056 SH       DEFINED    1,2                           132,056
ESCALADE INC         COM        29605610       1,589     143,291 SH       DEFINED    1,2                           143,291
ESCO TECHNOLOGIES IN COM        29631510      22,456     443,355 SH       DEFINED    1,2,5                         443,355
ESPEED INC           CL A       29664310       2,612     327,697 SH       DEFINED    1,2                           327,697
ESS TECHNOLOGY INC   COM        26915110         315      94,775 SH       DEFINED    1,5,6                          94,775
ESSEX CORP           COM        29674410       4,553     206,744 SH       DEFINED    1,2                           206,744
ESSEX PPTY TR INC    COM        29717810      49,665     456,776 SH       DEFINED    1,2,3,5                       456,776
ESTERLINE TECHNOLOGI COM        29742510      16,634     389,090 SH       DEFINED    1,2,6                         389,090
ETHAN ALLEN INTERIOR COM        29760210      32,805     780,707 SH       DEFINED    1,2,5,6                       780,707
EUROBANCSHARES INC   COM        29871610         956      81,110 SH       DEFINED    1,2                            81,110
EURONET WORLDWIDE IN COM        29873610      15,204     401,915 SH       DEFINED    1,2,5                         401,915
EV3 INC              COM        26928A20       3,099     174,977 SH       DEFINED    1,2                           174,977
EVANS & SUTHERLAND C COM        29909610          98      15,300 SH       DEFINED    1                              15,300
EVCI CAREER COLLEGES COM        26926P10          18      12,500 SH       DEFINED    1,5                            12,500
EVEREST RE GROUP LTD COM        G3223R10      65,628     702,885 SH       DEFINED    1,2,5,7,8,10,12,13,14         702,885
EVERGREEN SOLAR INC  COM        30033R10       9,068     588,839 SH       DEFINED    1,2,5                         588,839
EVOLVING SYS INC     COM        30049R10          37      18,630 SH       DEFINED    1                              18,630
EXACT SCIENCES CORP  COM        30063P10          66      21,354 SH       DEFINED    1                              21,354
EXACTECH INC         COM        30064E10         157      11,200 SH       DEFINED    1                              11,200
EXAR CORP            COM        30064510       7,440     521,007 SH       DEFINED    1,2,5,6                       521,007
EXCEL TECHNOLOGY INC COM        30067T10       4,656     157,977 SH       DEFINED    1,2                           157,977
EXCHANGE NATL BANCSH COM        30130910         215       7,250 SH       DEFINED    1                               7,250
EXCO RESOURCES INC   COM        26927940       1,678     133,900 SH       DEFINED    1,2                           133,900
EXELIXIS INC         COM        30161Q10      16,554   1,378,375 SH       DEFINED    1,2,5                       1,378,375
EXELON CORP          COM        30161N10   1,264,081  23,895,672 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    23,895,672
EXIDE TECHNOLOGIES   COM NEW    30205120          49      16,965 SH       DEFINED    1                              16,965
EXPEDIA INC DEL      COM        30212P10      57,158   2,819,851 SH       DEFINED    1,2,5,7,8,10,12,13,14       2,819,851
EXPEDITORS INTL WASH COM        30213010     180,369   2,087,847 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     2,087,847
EXPLORATION CO       COM NEW    30213320         156      13,887 SH       DEFINED    1                              13,887
EXPONENT INC         COM        30214U10       3,335     105,382 SH       DEFINED    1,2                           105,382
EXPRESS SCRIPTS INC  COM        30218210     493,970   5,619,676 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     5,619,676
EXPRESSJET HOLDINGS  CL A       30218U10      14,656   1,969,906 SH       DEFINED    1,2                         1,969,906
EXTRA SPACE STORAGE  COM        30225T10      11,311     658,023 SH       DEFINED    1,2,3                         658,023
EXTREME NETWORKS INC COM        30226D10       8,070   1,607,589 SH       DEFINED    1,2,5                       1,607,589
EXXON MOBIL CORP     COM        30231G10  11,372,398 186,861,618 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   186,861,618
EZCORP INC           CL A NON V 30230110         207       7,000 SH       DEFINED    1                               7,000
F M C CORP           COM NEW    30249130      45,361     731,862 SH       DEFINED    1,2,5,13                      731,862





                                                                                               
F N B CORP VA        COM        30293010       4,057     119,399 SH       DEFINED    1,2                         119,399
F5 NETWORKS INC      COM        31561610      41,241     568,925 SH       DEFINED    1,2,5,13                    568,925
FACTSET RESH SYS INC COM        30307510      29,255     659,645 SH       DEFINED    1,2,5,6                     659,645
FAIR ISAAC CORP      COM        30325010      69,102   1,744,121 SH       DEFINED    1,2,5,6,10,12,13          1,744,121
FAIRCHILD CORP       CL A       30369810          30      11,478 SH       DEFINED    1                            11,478
FAIRCHILD SEMICONDUC COM        30372610      44,194   2,317,460 SH       DEFINED    1,2,5,8,13                2,317,460
FAIRPOINT COMMUNICAT COM        30556010       5,188     375,387 SH       DEFINED    1,2                         375,387
FALCONSTOR SOFTWARE  COM        30613710       3,359     355,462 SH       DEFINED    1,2,5                       355,462
FAMILY DLR STORES IN COM        30700010     112,734   4,238,132 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,238,132
FAMOUS DAVES AMER IN COM        30706810         206      15,760 SH       DEFINED    1,2                          15,760
FARGO ELECTRONICS IN COM        30744P10       2,593     153,344 SH       DEFINED    1,2                         153,344
FARMER BROS CO       COM        30767510       2,217      99,399 SH       DEFINED    1,2                          99,399
FARMERS CAP BK CORP  COM        30956210       3,114      98,470 SH       DEFINED    1,2                          98,470
FARO TECHNOLOGIES IN COM        31164210       2,005     140,724 SH       DEFINED    1,2                         140,724
FASTENAL CO          COM        31190010     114,032   2,408,781 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,408,781
FBL FINL GROUP INC   CL A       30239F10       8,270     240,060 SH       DEFINED    1,2                         240,060
FEATHERLITE INC      COM        31305410          73      14,595 SH       DEFINED    1                            14,595
FEDDERS CORP         COM NEW    31313550          26      17,123 SH       DEFINED    1                            17,123
FEDERAL AGRIC MTG CO CL A       31314810         230      11,800 SH       DEFINED    1                            11,800
FEDERAL AGRIC MTG CO CL C       31314830       5,084     172,795 SH       DEFINED    1,2                         172,795
FEDERAL HOME LN MTG  COM        31340030   1,226,703  20,109,892 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  20,109,892
FEDERAL NATL MTG ASS COM        31358610   1,450,982  28,229,229 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  28,229,229
FEDERAL REALTY INVT  SH BEN INT 31374720      79,425   1,056,180 SH       DEFINED    1,2,3,5                   1,056,180
FEDERAL SIGNAL CORP  COM        31385510      21,791   1,177,891 SH       DEFINED    1,2,5,13                  1,177,891
FEDERATED DEPT STORE COM        31410H10     638,854   8,751,421 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   8,751,421
FEDERATED INVS INC P CL B       31421110      85,731   2,195,422 SH       DEFINED    1,2,5,6,10,12,13          2,195,422
FEDEX CORP           COM        31428X10     906,792   8,028,970 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   8,028,970
FEI CO               COM        30241L10       7,039     354,594 SH       DEFINED    1,2,5,6                     354,594
FELCOR LODGING TR IN COM        31430F10      43,176   2,046,247 SH       DEFINED    1,2,3,5                   2,046,247
FELDMAN MALL PPTYS I COM        31430810         143      11,633 SH       DEFINED    1,3                          11,633
FERRO CORP           COM        31540510      15,577     778,873 SH       DEFINED    1,2,5,13                    778,873
FIAT S P A           SP ADR ORD 31562188         347      27,437 SH       DEFINED    1                            27,437
FIDELITY BANKSHARES  COM        31604Q10       9,993     297,157 SH       DEFINED    1,2                         297,157
FIDELITY NATL FINL I COM        31632610     134,601   3,788,375 SH       DEFINED    1,2,5,7,8,10,12,13,14     3,788,375
FIDELITY NATL INFORM COM        31620M10      91,529   2,257,188 SH       DEFINED    1,2,5,7,8,10,12,13,14     2,257,188
FIDELITY NATL TITLE  CL A       31620R10       5,936     260,686 SH       DEFINED    1,2,5,7,13                  260,686
FIELDSTONE INVT CORP COM        31659U30      12,035   1,019,921 SH       DEFINED    1,2                       1,019,921
FIFTH THIRD BANCORP  COM        31677310     542,282  13,777,499 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  13,777,499
FILENET CORP         COM        31686910      26,482     980,080 SH       DEFINED    1,2,5,6                     980,080
FINANCIAL FED CORP   COM        31749210      14,240     485,996 SH       DEFINED    1,2                         485,996
FINANCIAL INSTNS INC COM        31758540       3,705     196,123 SH       DEFINED    1,2                         196,123
FINISAR              COM        31787A10      13,675   2,779,417 SH       DEFINED    1,2,5                     2,779,417
FINISH LINE INC      CL A       31792310      12,229     743,426 SH       DEFINED    1,2,5,6                     743,426
FINLAY ENTERPRISES I COM NEW    31788420         103      10,036 SH       DEFINED    1                            10,036
FIRST ACCEPTANCE COR COM        31845710       3,255     244,739 SH       DEFINED    1,2                         244,739
FIRST ADVANTAGE CORP CL A       31845F10       2,048      84,703 SH       DEFINED    1,2                          84,703
FIRST ALBANY COS INC COM        31846510          67      11,835 SH       DEFINED    1                            11,835
FIRST AMERN CORP CAL COM        31852230      68,141   1,740,077 SH       DEFINED    1,2,5,12,13               1,740,077
FIRST BANCORP N C    COM        31891010       3,609     161,270 SH       DEFINED    1,2,5                       161,270
FIRST BANCORP P R    COM        31867210      15,688   1,269,268 SH       DEFINED    1,2,5                     1,269,268
FIRST BUSEY CORP     COM        31938310       3,909     185,261 SH       DEFINED    1,2,5                       185,261
FIRST CASH FINL SVCS COM        31942D10       6,457     322,988 SH       DEFINED    1,2                         322,988
FIRST CHARTER CORP   COM        31943910      10,450     423,075 SH       DEFINED    1,2,5                       423,075





                                                                                               
FIRST CMNTY BANCORP  COM        31983B10      13,888     240,860 SH       DEFINED    1,2                         240,860
FIRST CMNTY BANCSHAR COM        31983A10       4,488     140,352 SH       DEFINED    1,2                         140,352
FIRST COMWLTH FINL C COM        31982910      14,445     985,347 SH       DEFINED    1,2,5                       985,347
FIRST CONSULTING GRO COM        31986R10         219      29,648 SH       DEFINED    1                            29,648
FIRST CTZNS BANCSHAR CL A       31946M10      21,467     111,228 SH       DEFINED    1,2,5                       111,228
FIRST DATA CORP      COM        31996310   1,126,693  24,064,351 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  24,064,351
FIRST DEFIANCE FINL  COM        32006W10       2,599      98,677 SH       DEFINED    1,2,5                        98,677
FIRST FINL BANCORP O COM        32020910       7,467     448,725 SH       DEFINED    1,2,5                       448,725
FIRST FINL BANKSHARE COM        32020R10       9,679     252,727 SH       DEFINED    1,2,5                       252,727
FIRST FINL CORP IND  COM        32021810       6,167     206,961 SH       DEFINED    1,2                         206,961
FIRST FINL HLDGS INC COM        32023910       5,125     161,683 SH       DEFINED    1,2                         161,683
FIRST HORIZON NATL C COM        32051710     134,628   3,232,365 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,232,365
FIRST HORIZON PHARMA COM        32051K10      12,487     495,337 SH       DEFINED    1,2,6                       495,337
FIRST IND CORP       COM        32054R10      10,573     378,975 SH       DEFINED    1,2                         378,975
FIRST INDUSTRIAL REA COM        32054K10      43,576   1,020,754 SH       DEFINED    1,2,3,5                   1,020,754
FIRST MARBLEHEAD COR COM        32077110      78,243   1,809,082 SH       DEFINED    1,2,5,10,12               1,809,082
FIRST MERCHANTS CORP COM        32081710       7,048     265,762 SH       DEFINED    1,2                         265,762
FIRST MIDWEST BANCOR COM        32086710      23,613     645,696 SH       DEFINED    1,2,5                       645,696
FIRST NIAGARA FINL G COM        33582V10      31,379   2,140,427 SH       DEFINED    1,2,5,13                  2,140,427
FIRST OAK BROOK BANC COM        33584720       2,374      88,765 SH       DEFINED    1,2                          88,765
FIRST PL FINL CORP   COM        33610T10      10,588     426,919 SH       DEFINED    1,2                         426,919
FIRST POTOMAC RLTY T COM        33610F10      12,054     426,690 SH       DEFINED    1,2,3                       426,690
FIRST REGL BANCORP   COM        33615C10       3,608      40,484 SH       DEFINED    1,2                          40,484
FIRST REP BK SAN FRA COM        33615810      11,091     293,249 SH       DEFINED    1,2                         293,249
FIRST SOUTH BANCORP  COM        33646W10       2,164      57,138 SH       DEFINED    1,2                          57,138
FIRST ST BANCORPORAT COM        33645310       5,941     223,689 SH       DEFINED    1,2                         223,689
FIRST UTD CORP       COM        33741H10         210       9,200 SH       DEFINED    1                             9,200
FIRSTBANK CORP MICH  COM        33761G10       2,322      98,279 SH       DEFINED    1,5                          98,279
FIRSTENERGY CORP     COM        33793210   1,186,523  24,264,269 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  24,264,269
FIRSTFED FINL CORP   COM        33790710      20,075     335,642 SH       DEFINED    1,2,5                       335,642
FIRSTMERIT CORP      COM        33791510      28,334   1,148,977 SH       DEFINED    1,2,5,13                  1,148,977
FISERV INC           COM        33773810     247,904   5,826,176 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,826,176
FISHER COMMUNICATION COM        33775620       3,820      85,372 SH       DEFINED    1,2                          85,372
FISHER SCIENTIFIC IN COM NEW    33803220     223,893   3,290,121 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,290,121
FLAG FINL CORP       COM        33832H10         257      14,500 SH       DEFINED    1                            14,500
FLAGSTAR BANCORP INC COM        33793010      12,601     834,525 SH       DEFINED    1,2,5                       834,525
FLANDERS CORP        COM        33849410       1,639     140,345 SH       DEFINED    1,2                         140,345
FLEETWOOD ENTERPRISE COM        33909910      13,058   1,169,062 SH       DEFINED    1,2,6                     1,169,062
FLEXTRONICS INTL LTD ORD        Y2573F10      25,331   2,447,395 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,447,395
FLIR SYS INC         COM        30244510      26,675     938,941 SH       DEFINED    1,2,5,6                     938,941
FLORIDA EAST COAST I COM        34063210      22,524     417,878 SH       DEFINED    1,2                         417,878
FLORIDA PUB UTILS CO COM        34113510         153      10,800 SH       DEFINED    1                            10,800
FLORIDA ROCK INDS IN COM        34114010      38,281     680,916 SH       DEFINED    1,2,5,6,12,13               680,916
FLOW INTL CORP       COM        34346810         581      44,104 SH       DEFINED    1                            44,104
FLOWERS FOODS INC    COM        34349810      69,533   2,341,175 SH       DEFINED    1,2,5,6                   2,341,175
FLOWSERVE CORP       COM        34354P10      67,063   1,149,519 SH       DEFINED    1,2,5,13                  1,149,519
FLUOR CORP NEW       COM        34341210     205,643   2,396,773 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,396,773
FLUSHING FINL CORP   COM        34387310       4,786     274,102 SH       DEFINED    1,2                         274,102
FMC TECHNOLOGIES INC COM        30249U10      57,204   1,116,825 SH       DEFINED    1,2,5,6,12,13             1,116,825
FNB CORP PA          COM        30252010      13,099     766,040 SH       DEFINED    1,2,5                       766,040
FNB FINANCIAL SERVIC COM        30252610         197      12,282 SH       DEFINED    1                            12,282
FOCUS ENHANCEMENTS I COM        34415910          13      20,000 SH       DEFINED    1                            20,000
FOMENTO ECONOMICO ME SPON ADR U 34441910       7,837      85,500 SH       DEFINED    1,2,7                        85,500





                                                                                               
FONAR CORP           COM        34443710          20      30,200 SH       DEFINED    1                            30,200
FOOT LOCKER INC      COM        34484910      67,134   2,811,314 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,811,314
FORD MTR CO DEL      COM PAR $0 34537086     396,144  49,766,824 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  49,766,824
FOREST CITY ENTERPRI CL A       34555010      37,252     790,069 SH       DEFINED    1,2,5,12                    790,069
FOREST LABS INC      COM        34583810     355,231   7,959,463 SH       DEFINED    1,2,5,6,10,12,13          7,959,463
FOREST OIL CORP      COM PAR $0 34609170      34,304     922,659 SH       DEFINED    1,2,5,13                    922,659
FORGENT NETWORKS INC COM        34629U10          30      17,427 SH       DEFINED    1                            17,427
FORMFACTOR INC       COM        34637510      18,937     481,613 SH       DEFINED    1,2                         481,613
FORRESTER RESH INC   COM        34656310       8,976     402,155 SH       DEFINED    1,2                         402,155
FORTUNE BRANDS INC   COM        34963110     296,449   3,676,661 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,676,661
FORWARD AIR CORP     COM        34985310      22,090     592,378 SH       DEFINED    1,2,6                       592,378
FORWARD INDS INC N Y COM NEW    34986230         218      20,400 SH       DEFINED    1,5                          20,400
FOSSIL INC           COM        34988210      18,507     996,097 SH       DEFINED    1,2,5,6                     996,097
FOSTER L B CO        COM        35006010         325      16,750 SH       DEFINED    1                            16,750
FOSTER WHEELER LTD   SHS NEW    G3653513       3,406      71,998 SH       DEFINED    1,2                          71,998
FOUNDATION COAL HLDG COM        35039W10      16,230     394,500 SH       DEFINED    1,2,5                       394,500
FOUNDRY NETWORKS INC COM        35063R10      32,702   1,800,794 SH       DEFINED    1,2,5,8                   1,800,794
FOUNTAIN POWERBOAT I COM NEW    35075530          88      13,400 SH       DEFINED    1                            13,400
FOXHOLLOW TECHNOLOGI COM        35166A10       5,367     175,680 SH       DEFINED    1,2                         175,680
FPIC INS GROUP INC   COM        30256310       5,444     144,031 SH       DEFINED    1,2,5                       144,031
FPL GROUP INC        COM        30257110     480,386  11,967,772 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  11,967,772
FRANCE TELECOM       SPONSORED  35177Q10         342      15,214 SH       DEFINED    1                            15,214
FRANKLIN BK CORP DEL COM        35245110       5,630     292,753 SH       DEFINED    1,2                         292,753
FRANKLIN COVEY CO    COM        35346910         173      22,066 SH       DEFINED    1,5                          22,066
FRANKLIN ELEC INC    COM        35351410      16,126     295,080 SH       DEFINED    1,2                         295,080
FRANKLIN RES INC     COM        35461310     392,223   4,161,964 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,161,964
FRANKLIN STREET PPTY COM        35471R10       1,605      75,902 SH       DEFINED    1,2                          75,902
FREDS INC            CL A       35610810       9,661     728,607 SH       DEFINED    1,2,5,6                     728,607
FREEPORT-MCMORAN COP CL B       35671D85     395,124   6,610,748 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,610,748
FREESCALE SEMICONDUC COM CL A   35687M10       5,047     181,489 SH       DEFINED    1,2,5,6,12                  181,489
FREESCALE SEMICONDUC CL B       35687M20     249,568   8,986,964 SH       DEFINED    1,2,5,6,10,12,13          8,986,964
FREIGHTCAR AMER INC  COM        35702310      10,543     165,765 SH       DEFINED    1,2                         165,765
FREMONT GEN CORP     COM        35728810      24,607   1,141,310 SH       DEFINED    1,2,5                     1,141,310
FREQUENCY ELECTRS IN COM        35801010         150      10,700 SH       DEFINED    1                            10,700
FRESENIUS MED CARE A SPONSORED  35802910         232       5,823 SH       DEFINED    1                             5,823
FRESH DEL MONTE PROD ORD        G3673810         558      26,386 SH       DEFINED    1,2,5                        26,386
FRIEDMAN BILLINGS RA CL A       35843410      13,359   1,424,235 SH       DEFINED    1,2,5,12                  1,424,235
FRIEDMAN INDS INC    COM        35843510         175      18,790 SH       DEFINED    1                            18,790
FRONTIER AIRLINES IN COM        35906510       3,543     460,098 SH       DEFINED    1,2                         460,098
FRONTIER FINL CORP W COM        35907K10      11,903     360,262 SH       DEFINED    1,2,5                       360,262
FRONTIER OIL CORP    COM        35914P10      65,216   1,098,841 SH       DEFINED    1,2,5                     1,098,841
FROZEN FOOD EXPRESS  COM        35936010       1,910     182,822 SH       DEFINED    1,2                         182,822
FSI INTL INC         COM        30263310         169      31,985 SH       DEFINED    1                            31,985
FTD GROUP INC        COM        30267U10         904      93,297 SH       DEFINED    1,2                          93,297
FTI CONSULTING INC   COM        30294110      16,399     574,805 SH       DEFINED    1,2,5                       574,805
FUELCELL ENERGY INC  COM        35952H10       6,866     598,638 SH       DEFINED    1,2,5                       598,638
FUJI PHOTO FILM LTD  ADR        35958630         795      23,787 SH       DEFINED    1                            23,787
FULLER H B CO        COM        35969410      28,370     552,588 SH       DEFINED    1,2,5                       552,588
FULTON FINL CORP PA  COM        36027110      25,442   1,480,018 SH       DEFINED    1,2,5,12                  1,480,018
FURNITURE BRANDS INT COM        36092110      33,421   1,363,553 SH       DEFINED    1,2,5,13                  1,363,553
FX ENERGY INC        COM        30269510       2,254     431,041 SH       DEFINED    1,2,5                       431,041
G & K SVCS INC       CL A       36126810      13,862     325,849 SH       DEFINED    1,2,5,6                     325,849
G B & T BANCSHARES I COM        36146210       3,338     149,363 SH       DEFINED    1,2                         149,363





                                                                                                
GAIAM INC            CL A       36268Q10         255      15,800 SH       DEFINED    1,2                            15,800
GALLAGHER ARTHUR J & COM        36357610      42,316   1,521,612 SH       DEFINED    1,2,5,12,13                 1,521,612
GALLAHER GROUP PLC   SPONSORED  36359510         941      16,190 SH       DEFINED    1                              16,190
GAMCO INVESTORS INC  COM        36143810       3,935      98,495 SH       DEFINED    1,2                            98,495
GAMESTOP CORP NEW    CL A       36467W10      29,160     618,590 SH       DEFINED    1,2,5,13                      618,590
GAMESTOP CORP NEW    CL B       36467W20      25,370     585,631 SH       DEFINED    1,2,5                         585,631
GANNETT INC          COM        36473010     411,886   6,873,935 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     6,873,935
GAP INC DEL          COM        36476010     308,086  16,492,849 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    16,492,849
GARDNER DENVER INC   COM        36555810      28,484     436,874 SH       DEFINED    1,2,6                         436,874
GARMIN LTD           ORD        G3726010      12,026     151,404 SH       DEFINED    1,2,5,6,12                    151,404
GARTNER INC          COM        36665110      20,431   1,464,557 SH       DEFINED    1,2,5,13                    1,464,557
GASCO ENERGY INC     COM        36722010       5,516     985,049 SH       DEFINED    1,2,5                         985,049
GATEWAY INC          COM        36762610      17,510   7,995,658 SH       DEFINED    1,2,5,6,8,10,12,13          7,995,658
GATX CORP            COM        36144810      36,517     884,413 SH       DEFINED    1,2,5,6,13                    884,413
GAYLORD ENTMT CO NEW COM        36790510      23,890     526,445 SH       DEFINED    1,2                           526,445
GEHL CO              COM        36848310       4,771     144,041 SH       DEFINED    1,2                           144,041
GEMPLUS INTL S A     ADR        36866Y10          90      14,520 SH       DEFINED    1                              14,520
GEMSTAR-TV GUIDE INT COM        36866W10      10,568   3,453,574 SH       DEFINED    1,2,5                       3,453,574
GENAERA CORP         COM        36867G10         156     111,482 SH       DEFINED    1,5                           111,482
GENCORP INC          COM        36868210      16,612     808,371 SH       DEFINED    1,2,6                         808,371
GENE LOGIC INC       COM        36868910         201      43,866 SH       DEFINED    1,5                            43,866
GENELABS TECHNOLOGIE COM NEW    36870620          84      42,973 SH       DEFINED    1,5                            42,973
GENENTECH INC        COM NEW    36871040     517,970   6,129,100 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     6,129,100
GENERAL CABLE CORP D COM        36930010      17,879     589,471 SH       DEFINED    1,2,5                         589,471
GENERAL COMMUNICATIO CL A       36938510      19,760   1,634,372 SH       DEFINED    1,2,6                       1,634,372
GENERAL DYNAMICS COR COM        36955010     796,473  12,448,786 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    12,448,786
GENERAL ELECTRIC CO  COM        36960410  10,237,306 294,344,620 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   294,344,620
GENERAL GROWTH PPTYS COM        37002110     268,650   5,497,235 SH       DEFINED    1,2,3,5,6,7,8,10,12,13,14   5,497,235
GENERAL MARITIME COR SHS        Y2692M10       5,371     161,103 SH       DEFINED    1,2,5                         161,103
GENERAL MLS INC      COM        37033410     486,250   9,594,522 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     9,594,522
GENERAL MTRS CORP    COM        37044210   1,837,670  86,397,253 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    86,397,253
GENESCO INC          COM        37153210      22,648     582,372 SH       DEFINED    1,2,6                         582,372
GENESEE & WYO INC    CL A       37155910      18,062     588,716 SH       DEFINED    1,2                           588,716
GENESIS HEALTHCARE C COM        37184D10      17,261     392,827 SH       DEFINED    1,2,5,6                       392,827
GENESIS MICROCHIP IN COM        37184C10       8,503     499,017 SH       DEFINED    1,2,5                         499,017
GENITOPE CORP        COM        37229P50       2,791     320,836 SH       DEFINED    1,2                           320,836
GENLYTE GROUP INC    COM        37230210      38,224     560,961 SH       DEFINED    1,2                           560,961
GENOMIC HEALTH INC   COM        37244C10         206      19,890 SH       DEFINED    1                              19,890
GEN-PROBE INC NEW    COM        36866T10      43,289     785,354 SH       DEFINED    1,2,5,6,12,13                 785,354
GENTA INC            COM NEW    37245M20         224     103,568 SH       DEFINED    1,5                           103,568
GENTEX CORP          COM        37190110      41,523   2,378,173 SH       DEFINED    1,2,5,6,12,13               2,378,173
GENTIVA HEALTH SERVI COM        37247A10       7,268     399,131 SH       DEFINED    1,2,5,6                       399,131
GENUINE PARTS CO     COM        37246010     198,452   4,527,758 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     4,527,758
GENVEC INC           COM        37246C10         116      52,744 SH       DEFINED    1,5                            52,744
GENWORTH FINL INC    COM CL A   37247D10     335,990  10,050,542 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    10,050,542
GENZYME CORP         COM        37291710     464,554   6,910,947 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     6,910,947
GEO GROUP INC        COM        36159R10       4,535     136,035 SH       DEFINED    1,2,5                         136,035
GEORGIA GULF CORP    COM PAR $0 37320020      35,205   1,354,557 SH       DEFINED    1,2,5                       1,354,557
GERBER SCIENTIFIC IN COM        37373010       1,600     154,716 SH       DEFINED    1,2,6                         154,716
GERDAU S A           SPONSORED  37373710      10,732     476,562 SH       DEFINED    1,2,7                         476,562
GERMAN AMERN BANCORP COM        37386510         224      16,668 SH       DEFINED    1,2,5                          16,668
GERON CORP           COM        37416310       6,372     766,756 SH       DEFINED    1,2                           766,756
GETTY IMAGES INC     COM        37427610      47,619     635,938 SH       DEFINED    1,2,5,6,7,8,10,12,13,14       635,938





                                                                                               
GETTY RLTY CORP NEW  COM        37429710       7,279     250,125 SH       DEFINED    1,2,3                       250,125
GEVITY HR INC        COM        37439310       9,164     374,660 SH       DEFINED    1,2,6                       374,660
GFI GROUP INC        COM        36165220       4,073      78,471 SH       DEFINED    1,2                          78,471
GIANT INDS INC       COM        37450810      16,741     240,740 SH       DEFINED    1,2,5                       240,740
GIBRALTAR INDS INC   COM        37468910       9,501     322,512 SH       DEFINED    1,2                         322,512
G-III APPAREL GROUP  COM        36237H10         211      19,050 SH       DEFINED    1                            19,050
GILEAD SCIENCES INC  COM        37555810     738,696  11,872,331 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  11,872,331
GLACIER BANCORP INC  COM        37637Q10      12,912     415,851 SH       DEFINED    1,2                         415,851
GLADSTONE CAPITAL CO COM        37653510       2,920     135,517 SH       DEFINED    1,2                         135,517
GLADSTONE INVT CORP  COM        37654610       2,122     140,502 SH       DEFINED    1,2                         140,502
GLAMIS GOLD LTD      COM        37677510       5,108     156,313 SH       DEFINED    1,2,13                      156,313
GLATFELTER           COM        37731610      13,960     761,582 SH       DEFINED    1,2,13                      761,582
GLAXOSMITHKLINE PLC  SPONSORED  37733W10     950,492  18,170,363 SH       DEFINED    1,2                      18,170,363
GLENAYRE TECHNOLOGIE COM        37789910       4,828     919,611 SH       DEFINED    1,2                         919,611
GLENBOROUGH RLTY TR  COM        37803P10      17,182     789,959 SH       DEFINED    1,2,3,5                     789,959
GLIMCHER RLTY TR     SH BEN INT 37930210      28,055     987,854 SH       DEFINED    1,2,3,5                     987,854
GLOBAL CASH ACCESS H COM        37896710       3,445     196,621 SH       DEFINED    1,2                         196,621
GLOBAL CROSSING LTD  SHS NEW    G3921A17         249       9,401 SH       DEFINED    1,2                           9,401
GLOBAL IMAGING SYSTE COM        37934A10      13,162     346,543 SH       DEFINED    1,2,6                       346,543
GLOBAL INDS LTD      COM        37933610      22,055   1,522,089 SH       DEFINED    1,2,5                     1,522,089
GLOBAL PMTS INC      COM        37940X10     106,942   2,017,398 SH       DEFINED    1,2,5,6,10                2,017,398
GLOBAL POWER EQUIPME COM        37941P10       1,810     470,179 SH       DEFINED    1,2,5                       470,179
GLOBAL SIGNAL INC    COM        37944Q10       7,409     150,591 SH       DEFINED    1,2,3                       150,591
GLOBALSANTAFE CORP   SHS        G3930E10      72,280   1,189,798 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   1,189,798
GLOBETEL COMMUNICATI COM NEW    37958F20       2,115     849,280 SH       DEFINED    1,2                         849,280
GLOBIX CORP          COM NEW    37957F20          45      16,500 SH       DEFINED    1                            16,500
GMH CMNTYS TR        COM        36188G10      10,424     895,510 SH       DEFINED    1,2,3                       895,510
GMX RES INC          COM        38011M10         322       8,600 SH       DEFINED    1,5                           8,600
GOLD BANC CORP INC   COM        37990710       9,627     525,465 SH       DEFINED    1,2,5                       525,465
GOLD KIST INC        COM        38061410       9,659     764,123 SH       DEFINED    1,2                         764,123
GOLDEN TELECOM INC   COM        38122G10       8,079     268,853 SH       DEFINED    1,2                         268,853
GOLDEN WEST FINL COR COM        38131710     485,004   7,142,914 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   7,142,914
GOLDMAN SACHS GROUP  COM        38141G10   2,033,951  12,958,404 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  12,958,404
GOLF GALAXY INC      COM        38163910         717      32,820 SH       DEFINED    1                            32,820
GOODRICH CORP        COM        38238810     128,940   2,956,654 SH       DEFINED    1,2,5,6,10,12,13          2,956,654
GOODRICH PETE CORP   COM NEW    38241040       3,544     131,276 SH       DEFINED    1,2                         131,276
GOODYEAR TIRE & RUBR COM        38255010      65,855   4,547,971 SH       DEFINED    1,2,5,6,10,12,13          4,547,971
GOOGLE INC           CL A       38259P50   1,584,591   4,063,054 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,063,054
GORMAN RUPP CO       COM        38308210       4,658     190,892 SH       DEFINED    1,2                         190,892
GOTTSCHALKS INC      COM        38348510         121      13,192 SH       DEFINED    1                            13,192
GOVERNMENT PPTYS TR  COM        38374W10       4,751     498,039 SH       DEFINED    1,2,3,5                     498,039
GP STRATEGIES CORP   COM        36225V10         167      23,557 SH       DEFINED    1                            23,557
GRACE W R & CO DEL N COM        38388F10      13,785   1,036,473 SH       DEFINED    1,2                       1,036,473
GRACO INC            COM        38410910      55,295   1,217,148 SH       DEFINED    1,2,5,6,12,13             1,217,148
GRAFTECH INTL LTD    COM        38431310       8,392   1,375,719 SH       DEFINED    1,2,5                     1,375,719
GRAINGER W W INC     COM        38480210     152,469   2,023,474 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,023,474
GRAMERCY CAP CORP    COM        38487110       5,730     229,839 SH       DEFINED    1,2                         229,839
GRANITE CONSTR INC   COM        38732810      31,696     651,119 SH       DEFINED    1,2,5,13                    651,119
GRANT PRIDECO INC    COM        38821G10      81,743   1,908,093 SH       DEFINED    1,2,5,6,12,13             1,908,093
GRAPHIC PACKAGING CO COM        38868810       1,822     879,989 SH       DEFINED    1,2                         879,989
GRAY TELEVISION INC  COM        38937510       7,987     950,836 SH       DEFINED    1,2                         950,836
GREAT AMERN FINL RES COM        38991510       3,083     156,280 SH       DEFINED    1,2                         156,280
GREAT ATLANTIC & PAC COM        39006410      12,486     357,460 SH       DEFINED    1,2,5,6                     357,460





                                                                                               
GREAT NORTHN IRON OR CTFS BEN I 39106410       1,792      13,188 SH       DEFINED    1,5                          13,188
GREAT PLAINS ENERGY  COM        39116410      33,868   1,203,124 SH       DEFINED    1,2,5,13                  1,203,124
GREAT SOUTHN BANCORP COM        39090510       3,938     136,349 SH       DEFINED    1,2                         136,349
GREAT WOLF RESORTS I COM        39152310       3,884     335,095 SH       DEFINED    1,2                         335,095
GREATBATCH INC       COM        39153L10       8,762     399,910 SH       DEFINED    1,2,5,6                     399,910
GREATER BAY BANCORP  COM        39164810      28,851   1,040,044 SH       DEFINED    1,2,5,13                  1,040,044
GREATER COMMUNITY BA COM        39167M10         161      10,532 SH       DEFINED    1                            10,532
GREEN MOUNTAIN PWR C COM        39315410         239       8,278 SH       DEFINED    1,2                           8,278
GREEN MTN COFFEE ROA COM        39312210       2,147      54,042 SH       DEFINED    1,2                          54,042
GREENBRIER COS INC   COM        39365710       4,136     103,267 SH       DEFINED    1,2                         103,267
GREENE CNTY BANCSHAR COM NEW    39436120       2,727      93,349 SH       DEFINED    1,2                          93,349
GREENFIELD ONLINE IN COM        39515010         998     166,585 SH       DEFINED    1,2                         166,585
GREENHILL & CO INC   COM        39525910      12,595     190,520 SH       DEFINED    1,2                         190,520
GREIF INC            CL A       39762410      22,001     321,554 SH       DEFINED    1,2                         321,554
GREY WOLF INC        COM        39788810      19,950   2,681,454 SH       DEFINED    1,2,5                     2,681,454
GRIFFON CORP         COM        39843310      10,918     439,530 SH       DEFINED    1,2,6                       439,530
GROUP 1 AUTOMOTIVE I COM        39890510      30,323     637,852 SH       DEFINED    1,2,6                       637,852
GROUPE CGI INC       CL A SUB V 39945C10          95      14,270 SH       DEFINED    1                            14,270
GROUPE DANONE        SPONSORED  39944910       1,622      63,271 SH       DEFINED    1                            63,271
GRUPO TELEVISA SA DE SP ADR REP 40049J20      11,637     584,750 SH       DEFINED    1,2                         584,750
GSI COMMERCE INC     COM        36238G10       6,726     395,645 SH       DEFINED    1,2,5                       395,645
GTC BIOTHERAPEUTICS  COM        36238T10          13      12,085 SH       DEFINED    1                            12,085
GTECH HLDGS CORP     COM        40051810      75,649   2,221,709 SH       DEFINED    1,2,5,7,8,10,12,13,14     2,221,709
GTX INC DEL          COM        40052B10       1,266     115,937 SH       DEFINED    1,2                         115,937
GUESS INC            COM        40161710      20,121     514,461 SH       DEFINED    1,2                         514,461
GUIDANT CORP         COM        40169810     690,035   8,839,797 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   8,839,797
GUITAR CTR MGMT INC  COM        40204010      22,099     463,286 SH       DEFINED    1,2,5,6                     463,286
GULF ISLAND FABRICAT COM        40230710       2,976     125,718 SH       DEFINED    1,2                         125,718
GULFMARK OFFSHORE IN COM        40262910       6,978     250,995 SH       DEFINED    1,2,5                       250,995
GYMBOREE CORP        COM        40377710      14,355     551,266 SH       DEFINED    1,2,6                       551,266
H & E EQUIPMENT SERV COM        40403010         651      22,344 SH       DEFINED    1,2                          22,344
HAEMONETICS CORP     COM        40502410      32,959     649,180 SH       DEFINED    1,2,5,6                     649,180
HAIN CELESTIAL GROUP COM        40521710      16,898     645,191 SH       DEFINED    1,2,5,6                     645,191
HALLIBURTON CO       COM        40621610   1,556,666  21,318,352 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  21,318,352
HANAROTELECOM INC    SPONSORED  40964920          32      12,549 SH       DEFINED    1                            12,549
HANCOCK FABRICS INC  COM        40990010         228      62,684 SH       DEFINED    1,6                          62,684
HANCOCK HLDG CO      COM        41012010      18,446     396,517 SH       DEFINED    1,2                         396,517
HANDLEMAN CO DEL     COM        41025210       2,871     299,024 SH       DEFINED    1,2                         299,024
HANGER ORTHOPEDIC GR COM NEW    41043F20         225      32,423 SH       DEFINED    1,5                          32,423
HANMI FINL CORP      COM        41049510       9,587     530,835 SH       DEFINED    1,2                         530,835
HANOVER COMPRESSOR C COM        41076810      37,705   2,024,954 SH       DEFINED    1,2,5,13                  2,024,954
HANOVER INS GROUP IN COM        41086710      45,978     877,102 SH       DEFINED    1,2,5,10,13                 877,102
HANSEN NAT CORP      COM        41131010      38,344     304,199 SH       DEFINED    1,2,6                       304,199
HANSON PLC NEW       SPONSORED  41134910         333       5,095 SH       DEFINED    1                             5,095
HARBOR FLA BANCSHARE COM        41190110      10,543     278,408 SH       DEFINED    1,2,5                       278,408
HARKEN ENERGY CORP   COM NEW    41255230          62      94,171 SH       DEFINED    1                            94,171
HARLAND JOHN H CO    COM        41269310      20,585     523,782 SH       DEFINED    1,2,5,6                     523,782
HARLEY DAVIDSON INC  COM        41282210     376,971   7,266,202 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   7,266,202
HARLEYSVILLE GROUP I COM        41282410      11,506     387,542 SH       DEFINED    1,2                         387,542
HARLEYSVILLE NATL CO COM        41285010       8,358     367,538 SH       DEFINED    1,2                         367,538
HARMAN INTL INDS INC COM        41308610     219,803   1,977,892 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   1,977,892
HARMONIC INC         COM        41316010       7,183   1,127,595 SH       DEFINED    1,2,5,6                   1,127,595
HARMONY GOLD MNG LTD SPONSORED  41321630         670      42,184 SH       DEFINED    1                            42,184





                                                                                               
HARRAHS ENTMT INC    COM        41361910     596,706   7,654,003 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   7,654,003
HARRIS & HARRIS GROU COM        41383310       5,047     361,807 SH       DEFINED    1,2                         361,807
HARRIS CORP DEL      COM        41387510     105,555   2,232,070 SH       DEFINED    1,2,5,10,12,13            2,232,070
HARRIS INTERACTIVE I COM        41454910       3,907     695,200 SH       DEFINED    1,2                         695,200
HARSCO CORP          COM        41586410      50,268     608,420 SH       DEFINED    1,2,5,6,12,13               608,420
HARTE-HANKS INC      COM        41619610      40,884   1,494,841 SH       DEFINED    1,2,5,10,13               1,494,841
HARTFORD FINL SVCS G COM        41651510   1,452,472  18,031,932 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  18,031,932
HARTMARX CORP        COM        41711910       3,004     337,124 SH       DEFINED    1,2                         337,124
HARVARD BIOSCIENCE I COM        41690610         104      23,632 SH       DEFINED    1                            23,632
HARVEST NATURAL RESO COM        41754V10       8,143     837,747 SH       DEFINED    1,2,5                       837,747
HASBRO INC           COM        41805610     136,041   6,447,441 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,447,441
HAVAS                SPONSORED  41931310          60      12,678 SH       DEFINED    1                            12,678
HAVERTY FURNITURE IN COM        41959610       5,085     354,356 SH       DEFINED    1,2,6                       354,356
HAWAIIAN ELEC INDUST COM        41987010      32,708   1,205,608 SH       DEFINED    1,2,5,13                  1,205,608
HAWAIIAN HOLDINGS IN COM        41987910         118      22,715 SH       DEFINED    1                            22,715
HAWK CORP            CL A       42008910         195      14,000 SH       DEFINED    1                            14,000
HAWKINS INC          COM        42026110         205      14,552 SH       DEFINED    1                            14,552
HAYES LEMMERZ INTL I COM NEW    42078130       1,409     516,245 SH       DEFINED    1,2,5                       516,245
HCA INC              COM        40411910     481,334  10,511,772 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  10,511,772
HCC INS HLDGS INC    COM        40413210      53,891   1,548,586 SH       DEFINED    1,2,5,13                  1,548,586
HDFC BANK LTD        ADR REPS 3 40415F10         550      10,099 SH       DEFINED    5                            10,099
HEADWATERS INC       COM        42210P10      28,207     708,902 SH       DEFINED    1,2                         708,902
HEALTH CARE PPTY INV COM        42191510      47,434   1,670,195 SH       DEFINED    1,2,3,5,7,8,10,12,13,14   1,670,195
HEALTH CARE REIT INC COM        42217K10      18,433     483,800 SH       DEFINED    1,2,3,5                     483,800
HEALTH MGMT ASSOC IN CL A       42193310     138,039   6,399,582 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,399,582
HEALTH NET INC       COM        42222G10     142,333   2,800,732 SH       DEFINED    1,2,5,7,8,10,12,13,14     2,800,732
HEALTHCARE RLTY TR   COM        42194610      17,313     463,151 SH       DEFINED    1,2,3,5                     463,151
HEALTHCARE SVCS GRP  COM        42190610       7,591     355,382 SH       DEFINED    1,2,6                       355,382
HEALTHEXTRAS INC     COM        42221110      10,082     285,621 SH       DEFINED    1,2                         285,621
HEALTHSPRING INC     COM        42224N10         467      25,100 SH       DEFINED    1,2                          25,100
HEALTHTRONICS INC    COM        42222L10       3,705     448,040 SH       DEFINED    1,2,5                       448,040
HEALTHWAYS INC       COM        42224510      28,196     553,511 SH       DEFINED    1,2,5,6                     553,511
HEARST-ARGYLE TELEVI COM        42231710      17,319     741,407 SH       DEFINED    1,2,5                       741,407
HEARTLAND EXPRESS IN COM        42234710      30,370   1,393,765 SH       DEFINED    1,2,5,6                   1,393,765
HEARTLAND FINL USA I COM        42234Q10       2,854     120,915 SH       DEFINED    1,2                         120,915
HEARTLAND PMT SYS IN COM        42235N10       1,956      78,962 SH       DEFINED    1,2                          78,962
HECLA MNG CO         COM        42270410       9,865   1,492,416 SH       DEFINED    1,2,5                     1,492,416
HEICO CORP NEW       COM        42280610      10,414     328,619 SH       DEFINED    1,2,5                       328,619
HEICO CORP NEW       CL A       42280620         557      20,464 SH       DEFINED    1,2                          20,464
HEIDRICK & STRUGGLES COM        42281910      10,446     287,916 SH       DEFINED    1,2,5,6                     287,916
HEINZ H J CO         COM        42307410     359,223   9,473,182 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   9,473,182
HELEN OF TROY CORP L COM        G4388N10         549      25,887 SH       DEFINED    1,2,5                        25,887
HELIX ENERGY SOLUTIO COM        42330P10      51,215   1,351,329 SH       DEFINED    1,2,5,6,12                1,351,329
HELLENIC TELECOM ORG SPONSORED  42332530      11,657   1,060,652 SH       DEFINED    1                         1,060,652
HELMERICH & PAYNE IN COM        42345210      81,918   1,173,276 SH       DEFINED    1,2,5,6,10,12,13          1,173,276
HEMISPHERX BIOPHARMA COM        42366C10         139      38,510 SH       DEFINED    1                            38,510
HENRY JACK & ASSOC I COM        42628110      31,459   1,375,567 SH       DEFINED    1,2,5,13                  1,375,567
HERBALIFE LTD        COM USD SH G4412G10       1,156      34,234 SH       DEFINED    1,2                          34,234
HERCULES INC         COM        42705610      47,857   3,467,890 SH       DEFINED    1,2,5,6,10,12,13          3,467,890
HERCULES OFFSHORE IN COM        42709310       3,898     114,616 SH       DEFINED    1,2                         114,616
HERITAGE COMMERCE CO COM        42692710       3,492     139,693 SH       DEFINED    1,2                         139,693
HERITAGE FINL CORP W COM        42722X10         216       7,455 SH       DEFINED    1                             7,455
HERITAGE PPTY INVT T COM        42725M10      35,739     902,739 SH       DEFINED    1,2,3                       902,739





                                                                                               
HERLEY INDS INC DEL  COM        42739810       3,529     169,001 SH       DEFINED    1,2                         169,001
HERSHA HOSPITALITY T SH BEN INT 42782510       2,083     212,794 SH       DEFINED    1,2,3                       212,794
HERSHEY CO           COM        42786610     252,936   4,842,738 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,842,738
HESKA CORP           COM        42805E10          13      11,100 SH       DEFINED    1                            11,100
HEWITT ASSOCS INC    COM        42822Q10      14,258     479,433 SH       DEFINED    1,2,5,8                     479,433
HEWLETT PACKARD CO   COM        42823610   3,931,256 119,491,077 SH       DEFINED    1,2,5,6,7,8,10,12,13,14 119,491,077
HEXCEL CORP NEW      COM        42829110      23,473   1,068,389 SH       DEFINED    1,2                       1,068,389
HI / FN INC          COM        42835810         164      21,020 SH       DEFINED    1                            21,020
HIBBETT SPORTING GOO COM        42856510      30,663     929,454 SH       DEFINED    1,2,6                       929,454
HICKORY TECH CORP    COM        42906010         163      19,362 SH       DEFINED    1                            19,362
HIGHLAND HOSPITALITY COM        43014110      10,680     840,289 SH       DEFINED    1,2,3                       840,289
HIGHWOODS PPTYS INC  COM        43128410      56,045   1,661,575 SH       DEFINED    1,2,3,5,13                1,661,575
HILB ROGAL & HOBBS C COM        43129410      25,730     624,216 SH       DEFINED    1,2,5                       624,216
HILFIGER TOMMY CORP  ORD        G8915Z10         822      49,887 SH       DEFINED    1,2,5                        49,887
HILLENBRAND INDS INC COM        43157310      60,014   1,091,359 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   1,091,359
HILTON HOTELS CORP   COM        43284810     234,034   9,192,230 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   9,192,230
HITACHI LIMITED      ADR 10 COM 43357850       9,944     140,427 SH       DEFINED    1                           140,427
HI-TECH PHARMACAL IN COM        42840B10       4,741     168,109 SH       DEFINED    1,2                         168,109
HITTITE MICROWAVE CO COM        43365Y10       3,766     111,718 SH       DEFINED    1,2                         111,718
HMS HLDGS CORP       COM        40425J10          90      10,297 SH       DEFINED    1                            10,297
HNI CORP             COM        40425110      65,313   1,106,999 SH       DEFINED    1,2,5,6,10,12,13          1,106,999
HOLLINGER INTL INC   CL A       43556910       6,331     755,544 SH       DEFINED    1,2,5                       755,544
HOLLIS-EDEN PHARMACE COM        43590210         185      30,000 SH       DEFINED    1,5                          30,000
HOLLY CORP           COM PAR $0 43575830      20,616     278,140 SH       DEFINED    1,2                         278,140
HOLLY ENERGY PARTNER COM UT LTD 43576310         461      10,791 SH       DEFINED    1,2                          10,791
HOLOGIC INC          COM        43644010      39,150     707,321 SH       DEFINED    1,2,5,6                     707,321
HOME DEPOT INC       COM        43707610   2,759,268  65,230,923 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  65,230,923
HOME PROPERTIES INC  COM        43730610      37,163     727,263 SH       DEFINED    1,2,3,5                     727,263
HOMEBANC CORP GA     COM        43738R10       6,797     773,245 SH       DEFINED    1,2                         773,245
HOMESTORE INC        COM        43785210      19,618   2,990,531 SH       DEFINED    1,2,5                     2,990,531
HONDA MOTOR LTD      AMERN SHS  43812830      17,798     574,870 SH       DEFINED    1                           574,870
HONEYWELL INTL INC   COM        43851610   3,813,002  89,151,326 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  89,151,326
HOOKER FURNITURE COR COM        43903810       2,023     107,045 SH       DEFINED    1,2                         107,045
HOOPER HOLMES INC    COM        43910410       2,525     873,749 SH       DEFINED    1,2,6                       873,749
HORACE MANN EDUCATOR COM        44032710      16,233     863,451 SH       DEFINED    1,2,5,13                    863,451
HORIZON FINL CORP WA COM        44041F10       3,662     143,271 SH       DEFINED    1,2,5                       143,271
HORIZON HEALTH CORP  COM        44041Y10       2,294     115,870 SH       DEFINED    1,2                         115,870
HORIZON LINES INC    COM        44044K10       1,540     118,807 SH       DEFINED    1,2                         118,807
HORMEL FOODS CORP    COM        44045210      53,408   1,580,128 SH       DEFINED    1,2,5,12,13               1,580,128
HORNBECK OFFSHORE SV COM        44054310       8,943     247,940 SH       DEFINED    1,2,5                       247,940
HOSPIRA INC          COM        44106010     189,080   4,791,690 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,791,690
HOSPITALITY PPTYS TR COM SH BEN 44106M10      86,461   1,979,873 SH       DEFINED    1,2,3,5,10,12,13          1,979,873
HOST MARRIOTT CORP N COM        44107P10     175,029   8,178,931 SH       DEFINED    1,2,3,5,7,8,10,12,13,14   8,178,931
HOT TOPIC INC        COM        44133910      15,309   1,055,795 SH       DEFINED    1,2,5,6                   1,055,795
HOUSEVALUES INC      COM        44183Y10         614      74,469 SH       DEFINED    1                            74,469
HOUSTON EXPL CO      COM        44212010      20,167     382,669 SH       DEFINED    1,2                         382,669
HOVNANIAN ENTERPRISE CL A       44248720      28,918     658,276 SH       DEFINED    1,2,5,13                    658,276
HRPT PPTYS TR        COM SH BEN 40426W10      77,984   6,642,589 SH       DEFINED    1,2,3,5,10                6,642,589
HSBC HLDGS PLC       SPON ADR N 40428040      37,357     445,894 SH       DEFINED    1,2                         445,894
HUB GROUP INC        CL A       44332010      25,602     561,695 SH       DEFINED    1,2,6                       561,695
HUBBELL INC          CL B       44351020      45,612     889,813 SH       DEFINED    1,2,5,6,12,13               889,813
HUDSON CITY BANCORP  COM        44368310     104,239   7,843,441 SH       DEFINED    1,2,5,7,8,10,12,13,14     7,843,441
HUDSON HIGHLAND GROU COM        44379210       5,862     309,509 SH       DEFINED    1,2,5                       309,509





                                                                                               
HUGOTON RTY TR TEX   UNIT BEN I 44471710         623      20,025 SH       DEFINED    1,2                          20,025
HUMAN GENOME SCIENCE COM        44490310      22,098   2,032,953 SH       DEFINED    1,2,5,8                   2,032,953
HUMANA INC           COM        44485910     274,946   5,222,152 SH       DEFINED    1,2,5,6,10,12,13          5,222,152
HUNGARIAN TEL & CABL COM        44554210         656      40,945 SH       DEFINED    1,2                          40,945
HUNT J B TRANS SVCS  COM        44565810      41,718   1,936,781 SH       DEFINED    1,2,5,6,12,13             1,936,781
HUNTINGTON BANCSHARE COM        44615010     168,961   7,002,123 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   7,002,123
HUNTSMAN CORP        COM        44701110      12,495     647,389 SH       DEFINED    1,2                         647,389
HURON CONSULTING GRO COM        44746210       2,439      80,538 SH       DEFINED    1,2                          80,538
HUTCHINSON TECHNOLOG COM        44840710      11,922     395,147 SH       DEFINED    1,2,5,6                     395,147
HUTTIG BLDG PRODS IN COM        44845110       1,253     134,573 SH       DEFINED    1,2                         134,573
HYDRIL               COM        44877410      23,957     307,337 SH       DEFINED    1,2                         307,337
HYPERCOM CORP        COM        44913M10       5,868     630,994 SH       DEFINED    1,2                         630,994
HYPERION SOLUTIONS C COM        44914M10      19,767     606,337 SH       DEFINED    1,2,5,6,12                  606,337
IAC INTERACTIVECORP  COM NEW    44919P30      86,895   2,948,579 SH       DEFINED    1,2,5,7,8,10,12,13,14     2,948,579
IBERIABANK CORP      COM        45082810       7,329     129,559 SH       DEFINED    1,2,5                       129,559
ICAD INC             COM        44934S10          16      10,300 SH       DEFINED    1,5                          10,300
ICICI BK LTD         ADR        45104G10      13,246     478,537 SH       DEFINED    1,2,4,5                     478,537
ICONIX BRAND GROUP I COM        45105510         365      25,100 SH       DEFINED    1,5                          25,100
ICOS CORP            COM        44929510      19,424     880,921 SH       DEFINED    1,2,5                       880,921
ICT GROUP INC        COM        44929Y10         318      11,700 SH       DEFINED    1                            11,700
ICU MED INC          COM        44930G10      10,298     284,540 SH       DEFINED    1,2,6                       284,540
IDACORP INC          COM        45110710      40,534   1,246,435 SH       DEFINED    1,2,5,6,13                1,246,435
IDENIX PHARMACEUTICA COM        45166R20       3,139     231,300 SH       DEFINED    1,2                         231,300
IDENTIX INC          COM        45190610       9,013   1,132,327 SH       DEFINED    1,2                       1,132,327
IDEX CORP            COM        45167R10      31,828     610,089 SH       DEFINED    1,2,5,6,12                  610,089
IDEXX LABS INC       COM        45168D10      35,647     412,775 SH       DEFINED    1,2,5,6,12                  412,775
IDT CORP             COM        44894710         243      22,199 SH       DEFINED    1,2                          22,199
IDT CORP             CL B       44894730       9,344     844,051 SH       DEFINED    1,2                         844,051
I-FLOW CORP          COM NEW    44952030       3,328     250,219 SH       DEFINED    1,2                         250,219
IGATE CORP           COM        45169U10       1,522     257,886 SH       DEFINED    1,2                         257,886
IHOP CORP            COM        44962310      16,480     343,769 SH       DEFINED    1,2,6                       343,769
IHS INC              CL A       45173410       4,710     172,215 SH       DEFINED    1,2                         172,215
II VI INC            COM        90210410       5,436     300,488 SH       DEFINED    1,2                         300,488
IKANOS COMMUNICATION COM        45173E10       2,255     114,417 SH       DEFINED    1,2                         114,417
IKON OFFICE SOLUTION COM        45171310     244,909  17,186,625 SH       DEFINED    1,2,5,6                  17,186,625
ILLINOIS TOOL WKS IN COM        45230810     649,707   6,745,996 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,745,996
ILLUMINA INC         COM        45232710      11,920     501,892 SH       DEFINED    1,2                         501,892
IMATION CORP         COM        45245A10      39,601     922,875 SH       DEFINED    1,2,5,13                    922,875
IMCLONE SYS INC      COM        45245W10      24,949     733,358 SH       DEFINED    1,2,5,6,12                  733,358
IMMERSION CORP       COM        45252110         183      21,124 SH       DEFINED    1                            21,124
IMMTECH INTL INC     COM        45251910         126      16,300 SH       DEFINED    1,5                          16,300
IMMUCOR INC          COM        45252610      24,735     862,148 SH       DEFINED    1,2,6                       862,148
IMMUNOGEN INC        COM        45253H10       2,346     540,654 SH       DEFINED    1,2,5                       540,654
IMMUNOMEDICS INC     COM        45290710         166      56,293 SH       DEFINED    1,5                          56,293
IMPAC MTG HLDGS INC  COM        45254P10      10,308   1,069,263 SH       DEFINED    1,2,5                     1,069,263
IMPCO TECHNOLOGIES I COM        45255W10          68      10,389 SH       DEFINED    1                            10,389
IMPERIAL CHEM INDS P ADR NEW    45270450         439      18,245 SH       DEFINED    1                            18,245
IMPERIAL OIL LTD     COM NEW    45303840       1,032       9,598 SH       DEFINED    1                             9,598
IMPERIAL TOBACCO GRO SPONSORED  45314210         877      14,646 SH       DEFINED    1                            14,646
IMS HEALTH INC       COM        44993410     146,945   5,702,178 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,702,178
INCYTE CORP          COM        45337C10       6,608   1,097,619 SH       DEFINED    1,2,5                     1,097,619
INDEPENDENCE CMNTY B COM        45341410      46,723   1,120,987 SH       DEFINED    1,2,5,12,13               1,120,987
INDEPENDENCE HLDG CO COM NEW    45344030       1,619      70,192 SH       DEFINED    1,2                          70,192





                                                                                               
INDEPENDENT BANK COR COM        45383610       8,008     249,085 SH       DEFINED    1,2,5                       249,085
INDEPENDENT BANK COR COM        45383810       9,064     318,591 SH       DEFINED    1,2                         318,591
INDEVUS PHARMACEUTIC COM        45407210         390      62,837 SH       DEFINED    1,5                          62,837
INDIA FD INC         COM        45408910       6,568     130,063 SH       DEFINED    5,7                         130,063
INDUS INTL INC       COM        45578L10          65      17,900 SH       DEFINED    1                            17,900
INDYMAC BANCORP INC  COM        45660710      43,963   1,074,106 SH       DEFINED    1,2,5,8,10,13             1,074,106
INERGY HLDGS L P     COM        45661Q10         446      12,714 SH       DEFINED    1,2                          12,714
INERGY L P           UNIT LTD P 45661510         835      31,219 SH       DEFINED    1,2                          31,219
INFINITY PPTY & CAS  COM        45665Q10      12,853     307,922 SH       DEFINED    1,2,5                       307,922
INFOCROSSING INC     COM        45664X10       2,821     234,100 SH       DEFINED    1,2                         234,100
INFOCUS CORP         COM        45665B10         240      50,521 SH       DEFINED    1,5                          50,521
INFORMATICA CORP     COM        45666Q10      17,196   1,105,849 SH       DEFINED    1,2,5                     1,105,849
INFORTE CORP         COM        45677R10          57      13,074 SH       DEFINED    1                            13,074
INFOSPACE INC        COM NEW    45678T20      19,607     701,485 SH       DEFINED    1,2,6                       701,485
INFOSYS TECHNOLOGIES SPONSORED  45678810      13,889     178,380 SH       DEFINED    1,2,5                       178,380
INFOUSA INC NEW      COM        45681830       9,108     701,665 SH       DEFINED    1,2                         701,665
INFRASOURCE SVCS INC COM        45684P10       2,547     147,998 SH       DEFINED    1,2                         147,998
ING GROEP N V        SPONSORED  45683710      13,347     338,761 SH       DEFINED    1,2                         338,761
INGERSOLL-RAND COMPA CL A       G4776G10     307,158   7,350,046 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   7,350,046
INGLES MKTS INC      CL A       45703010       3,672     206,058 SH       DEFINED    1,2,5                       206,058
INGRAM MICRO INC     CL A       45715310      35,910   1,795,482 SH       DEFINED    1,2,5,13                  1,795,482
INLAND REAL ESTATE C COM NEW    45746120      14,085     863,557 SH       DEFINED    1,2,3                       863,557
INNKEEPERS USA TR    COM        4576J010      26,350   1,554,586 SH       DEFINED    1,2,3,5                   1,554,586
INNODATA ISOGEN INC  COM NEW    45764220          52      17,200 SH       DEFINED    1                            17,200
INNOSPEC INC         COM        45768S10       6,612     257,981 SH       DEFINED    1,2,5                       257,981
INNOTRAC CORP        COM        45767M10          43      11,000 SH       DEFINED    1                            11,000
INNOVATIVE SOLUTIONS COM        45769N10       4,815     370,405 SH       DEFINED    1,2                         370,405
INNOVEX INC          COM        45764710         174      33,483 SH       DEFINED    1,5                          33,483
INNOVO GROUP INC     COM PAR $0 45795460         147     199,220 SH       DEFINED    1,2                         199,220
INPHONIC INC         COM        45772G10       1,508     215,711 SH       DEFINED    1,2                         215,711
INPUT/OUTPUT INC     COM        45765210       8,953     922,048 SH       DEFINED    1,2                         922,048
INSIGHT ENTERPRISES  COM        45765U10      20,742     942,388 SH       DEFINED    1,2,5,6                     942,388
INSITUFORM TECHNOLOG CL A       45766710      10,905     409,960 SH       DEFINED    1,2,6                       409,960
INSMED INC           COM NEW    45766920          24      12,302 SH       DEFINED    1                            12,302
INSPIRE PHARMACEUTIC COM        45773310       2,935     561,225 SH       DEFINED    1,2,5                       561,225
INSTEEL INDUSTRIES I COM        45774W10       1,039      18,300 SH       DEFINED    1,2                          18,300
INTEGRA BK CORP      COM        45814P10      10,144     443,739 SH       DEFINED    1,2                         443,739
INTEGRA LIFESCIENCES COM NEW    45798520      18,739     457,282 SH       DEFINED    1,2,6                       457,282
INTEGRAL SYS INC MD  COM        45810H10       3,477     128,815 SH       DEFINED    1,2                         128,815
INTEGRATED ALARM SVC COM        45890M10         137      37,230 SH       DEFINED    1,5                          37,230
INTEGRATED DEVICE TE COM        45811810      57,043   3,838,675 SH       DEFINED    1,2,5,13                  3,838,675
INTEGRATED SILICON S COM        45812P10       3,317     499,611 SH       DEFINED    1,2,5                       499,611
INTEL CORP           COM        45814010   3,403,440 174,894,137 SH       DEFINED    1,2,5,6,7,8,10,12,13,14 174,894,137
INTER PARFUMS INC    COM        45833410         842      42,263 SH       DEFINED    1,2                          42,263
INTER TEL INC        COM        45837210       8,217     383,239 SH       DEFINED    1,2,6                       383,239
INTERACTIVE DATA COR COM        45840J10       7,239     308,042 SH       DEFINED    1,2,5                       308,042
INTERCHANGE FINL SVC COM        45844710       4,286     225,597 SH       DEFINED    1,2                         225,597
INTERCONTINENTAL HTL SPONSORED  45857P10      12,452     758,360 SH       DEFINED    1                           758,360
INTERCONTINENTALEXCH COM        45865V10      17,376     251,643 SH       DEFINED    1,2                         251,643
INTERDIGITAL COMMUNI COM        45866A10      22,633     923,037 SH       DEFINED    1,2,5                       923,037
INTERFACE INC        CL A       45866510      12,310     891,357 SH       DEFINED    1,2,5,6                     891,357
INTERGRAPH CORP      COM        45868310      27,313     655,628 SH       DEFINED    1,2,5                       655,628
INTERLEUKIN GENETICS COM        45873810         107      14,900 SH       DEFINED    1                            14,900





                                                                                               
INTERLINE BRANDS INC COM        45874310       6,609     261,931 SH       DEFINED    1,2                         261,931
INTERMAGNETICS GEN C COM        45877110      16,431     655,933 SH       DEFINED    1,2,6                       655,933
INTERMEC INC         COM        45878610      19,242     630,679 SH       DEFINED    1,2,5                       630,679
INTERMUNE INC        COM        45884X10       9,891     533,475 SH       DEFINED    1,2,5                       533,475
INTERNAP NETWORK SVC COM        45885A10         244     259,259 SH       DEFINED    1,5                         259,259
INTERNATIONAL ALUM C COM        45888410         208       5,053 SH       DEFINED    1                             5,053
INTERNATIONAL BANCSH COM        45904410      12,147     422,786 SH       DEFINED    1,2,5                       422,786
INTERNATIONAL BUSINE COM        45920010   5,998,282  72,732,893 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  72,732,893
INTERNATIONAL COAL G COM        45928H10       1,594     163,616 SH       DEFINED    1,2                         163,616
INTERNATIONAL DISPLA COM        45941210       3,375     515,224 SH       DEFINED    1,2,5                       515,224
INTERNATIONAL FLAVOR COM        45950610      83,307   2,427,357 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,427,357
INTERNATIONAL GAME T COM        45990210     312,147   8,862,786 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   8,862,786
INTERNATIONAL PWR PL SPONSORED  46018M10         264       5,362 SH       DEFINED    1                             5,362
INTERNATIONAL RECTIF COM        46025410      50,940   1,229,535 SH       DEFINED    1,2,5,6,12,13             1,229,535
INTERNATIONAL SECS E CL A       46031W20       8,414     202,014 SH       DEFINED    1,2                         202,014
INTERNATIONAL SHIPHO COM NEW    46032120         156      10,100 SH       DEFINED    1                            10,100
INTERNATIONAL SPEEDW CL A       46033520      26,560     521,812 SH       DEFINED    1,2,5,13                    521,812
INTERNET CAP GROUP I COM NEW    46059C20       5,059     537,052 SH       DEFINED    1,2                         537,052
INTERNET SEC SYS INC COM        46060X10      25,400   1,059,203 SH       DEFINED    1,2,5,6                   1,059,203
INTERPHARM HLDGS INC COM        46058810          16      10,400 SH       DEFINED    1                            10,400
INTERPOOL INC        COM        46062R10       1,980      98,010 SH       DEFINED    1,2                          98,010
INTERPUBLIC GROUP CO COM        46069010     102,470  10,718,665 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  10,718,665
INTERSIL CORP        CL A       46069S10      64,050   2,214,740 SH       DEFINED    1,2,5,6,12,13             2,214,740
INTERSTATE HOTELS &  COM        46088S10          71      13,343 SH       DEFINED    1                            13,343
INTERVEST BANCSHARES CL A       46092710         343       9,500 SH       DEFINED    1,2                           9,500
INTERVIDEO INC       COM        46114Y10       1,071      98,628 SH       DEFINED    1,2                          98,628
INTERVOICE INC NEW   COM        46114210       4,205     488,345 SH       DEFINED    1,2,5                       488,345
INTERWOVEN INC       COM NEW    46114T50       5,182     576,397 SH       DEFINED    1,2,5                       576,397
INTEVAC INC          COM        46114810       6,773     235,341 SH       DEFINED    1,2,5                       235,341
INTL PAPER CO        COM        46014610   1,073,562  31,054,723 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  31,054,723
INTRADO INC          COM        46117A10      14,434     555,574 SH       DEFINED    1,2,6                       555,574
INTRALASE CORP       COM        46116910       3,742     161,304 SH       DEFINED    1,2                         161,304
INTROGEN THERAPEUTIC COM        46119F10         847     159,529 SH       DEFINED    1,2                         159,529
INTUIT               COM        46120210     272,892   5,130,514 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,130,514
INTUITIVE SURGICAL I COM NEW    46120E60      81,690     692,289 SH       DEFINED    1,2,5,6,12,13               692,289
INVACARE CORP        COM        46120310      14,747     474,796 SH       DEFINED    1,2,5,6                     474,796
INVERNESS MED INNOVA COM        46126P10       7,771     270,492 SH       DEFINED    1,2,5                       270,492
INVESTMENT TECHNOLOG COM        46145F10      34,236     687,467 SH       DEFINED    1,2,5                       687,467
INVESTOOLS INC       COM        46145P10         269      32,819 SH       DEFINED    1,5                          32,819
INVESTORS BANCORP IN COM        46146P10       8,917     639,639 SH       DEFINED    1,2                         639,639
INVESTORS FINL SERVI COM        46191510      61,190   1,305,525 SH       DEFINED    1,2,5,7,8,10,12,13,14     1,305,525
INVESTORS REAL ESTAT SH BEN INT 46173010       6,018     630,776 SH       DEFINED    1,2,3,5                     630,776
INVITROGEN CORP      COM        46185R10      93,194   1,328,878 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   1,328,878
IOMEGA CORP          COM NEW    46203030         252      76,871 SH       DEFINED    1,5                          76,871
IONATRON INC         COM        46207010       4,252     314,760 SH       DEFINED    1,2                         314,760
IOWA TELECOMM SERVIC COM        46259420       8,042     421,472 SH       DEFINED    1,2                         421,472
IPASS INC            COM        46261V10       9,975   1,245,317 SH       DEFINED    1,2                       1,245,317
IPAYMENT INC         COM        46262E10      10,996     256,611 SH       DEFINED    1,2,6                       256,611
IPC HLDGS LTD        ORD        G4933P10       1,488      53,062 SH       DEFINED    1,2,5                        53,062
IRELAND BK           SPONSORED  46267Q10         667       8,953 SH       DEFINED    1                             8,953
IRIS INTL INC        COM        46270W10       3,166     202,561 SH       DEFINED    1,2                         202,561
IROBOT CORP          COM        46272610       1,300      46,780 SH       DEFINED    1,2                          46,780
IRON MTN INC         COM        46284610      48,246   1,184,241 SH       DEFINED    1,2,5,12                  1,184,241





                                                                                               
IRSA INVERSIONES Y R GLOBL DEP  45004720         398      33,563 SH       DEFINED    1                            33,563
IRVINE SENSORS CORP  COM NEW    46366450          30      11,424 SH       DEFINED    1                            11,424
IRWIN FINL CORP      COM        46411910      11,146     576,612 SH       DEFINED    1,2                         576,612
ISHARES INC          MSCI MALAY 46428683         763     102,109 SH       DEFINED    2                           102,109
ISHARES TR           RUSSELL100 46428759       6,280      85,900 SH       DEFINED    1                            85,900
ISIS PHARMACEUTICALS COM        46433010       8,599     954,435 SH       DEFINED    1,2,5                       954,435
ISLE OF CAPRI CASINO COM        46459210       6,788     203,979 SH       DEFINED    1,2,5                       203,979
ISTA PHARMACEUTICALS COM NEW    45031X20         831     130,803 SH       DEFINED    1,2                         130,803
ISTAR FINL INC       COM        45031U10      78,040   2,038,669 SH       DEFINED    1,2,5,7,8,10,12,13,14     2,038,669
ITC HLDGS CORP       COM        46568510       5,304     202,054 SH       DEFINED    1,2                         202,054
ITLA CAP CORP        COM        45056510       3,961      82,146 SH       DEFINED    1,2                          82,146
ITRON INC            COM        46574110      20,275     338,766 SH       DEFINED    1,2,6                       338,766
ITT EDUCATIONAL SERV COM        45068B10      46,018     718,473 SH       DEFINED    1,2,5,6,12,13               718,473
ITT INDS INC IND     COM        45091110     266,027   4,731,885 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,731,885
IVILLAGE INC         COM        46588H10       4,978     591,934 SH       DEFINED    1,2,5                       591,934
IXIA                 COM        45071R10       7,511     526,731 SH       DEFINED    1,2                         526,731
IXYS CORP            COM        46600W10       4,708     510,615 SH       DEFINED    1,2,5                       510,615
J & J SNACK FOODS CO COM        46603210       9,918     295,280 SH       DEFINED    1,2,6                       295,280
J ALEXANDER CORP     COM        46609610         152      18,800 SH       DEFINED    1                            18,800
J JILL GROUP INC     COM        46618910       8,841     369,777 SH       DEFINED    1,2,5,6                     369,777
J2 GLOBAL COMMUNICAT COM NEW    46626E20      24,283     516,664 SH       DEFINED    1,2,6                       516,664
JABIL CIRCUIT INC    COM        46631310     289,620   6,757,346 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,757,346
JACK IN THE BOX INC  COM        46636710      31,830     731,726 SH       DEFINED    1,2,5,6                     731,726
JACKSON HEWITT TAX S COM        46820210      13,906     440,342 SH       DEFINED    1,2                         440,342
JACLYN INC           COM        46977210         126      16,000 SH       DEFINED    1                            16,000
JACO ELECTRS INC     COM        46978310          74      19,600 SH       DEFINED    1                            19,600
JACOBS ENGR GROUP IN COM        46981410      75,884     874,850 SH       DEFINED    1,2,5,6,12,13               874,850
JACUZZI BRANDS INC   COM        46986510      10,057   1,023,136 SH       DEFINED    1,2                       1,023,136
JAKKS PAC INC        COM        47012E10      15,247     570,200 SH       DEFINED    1,2,6                       570,200
JAMES HARDIE INDS N  SPONSORED  47030M10         203       5,980 SH       DEFINED    1                             5,980
JAMES RIV GROUP INC  COM        47035910       1,985      73,720 SH       DEFINED    1,2                          73,720
JAMES RIVER COAL CO  COM NEW    47035520       5,446     160,317 SH       DEFINED    1,2                         160,317
JAMESON INNS INC     COM        47045710         113      45,950 SH       DEFINED    1,5                          45,950
JANUS CAP GROUP INC  COM        47102X10     134,909   5,822,555 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,822,555
JARDEN CORP          COM        47110910      30,963     942,548 SH       DEFINED    1,2                         942,548
JDA SOFTWARE GROUP I COM        46612K10       6,272     434,320 SH       DEFINED    1,2,6                       434,320
JDS UNIPHASE CORP    COM        46612J10     183,403  43,981,597 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  43,981,597
JEFFERIES GROUP INC  COM        47231910      40,846     698,220 SH       DEFINED    1,2,5,13                    698,220
JEFFERSON PILOT CORP COM        47507010     186,539   3,334,626 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,334,626
JER INVT TR INC      COM        46614H30       2,444     147,056 SH       DEFINED    1,2                         147,056
JETBLUE AWYS CORP    COM        47714310      26,986   2,517,327 SH       DEFINED    1,2,5,6,13                2,517,327
JLG INDS INC         COM        46621010      51,553   1,674,336 SH       DEFINED    1,2,5,6,12                1,674,336
JO-ANN STORES INC    COM        47758P30       7,526     559,110 SH       DEFINED    1,2,6                       559,110
JOHNSON & JOHNSON    COM        47816010   7,624,501 128,748,755 SH       DEFINED    1,2,5,6,7,8,10,12,13,14 128,748,755
JOHNSON CTLS INC     COM        47836610     372,353   4,903,894 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,903,894
JONES APPAREL GROUP  COM        48007410     113,498   3,208,868 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,208,868
JONES LANG LASALLE I COM        48020Q10      42,225     551,673 SH       DEFINED    1,2,5                       551,673
JORGENSEN EARLE M CO COM        48082910       3,302     217,964 SH       DEFINED    1,2                         217,964
JOS A BANK CLOTHIERS COM        48083810      12,581     262,387 SH       DEFINED    1,2,5,6                     262,387
JOURNAL COMMUNICATIO CL A       48113010       4,836     389,982 SH       DEFINED    1,2                         389,982
JOURNAL REGISTER CO  COM        48113810       6,994     574,259 SH       DEFINED    1,2,5                       574,259
JOY GLOBAL INC       COM        48116510     103,757   1,735,938 SH       DEFINED    1,2,5,6,12,13             1,735,938
JP MORGAN CHASE & CO COM        46625H10   4,308,146 103,461,722 SH       DEFINED    1,2,5,6,7,8,10,12,13,14 103,461,722





                                                                                                
JUNIPER NETWORKS INC COM        48203R10     131,134   6,858,491 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     6,858,491
JUPITERMEDIA CORP    COM        48207D10       4,712     262,057 SH       DEFINED    1,2                           262,057
K & F INDS HLDGS INC COM        48224110       3,157     190,202 SH       DEFINED    1,2                           190,202
K TRON INTL INC      COM        48273010         224       4,600 SH       DEFINED    1                               4,600
K V PHARMACEUTICAL C CL A       48274020      12,232     507,138 SH       DEFINED    1,2,5                         507,138
K2 INC               COM        48273210      10,257     817,322 SH       DEFINED    1,2,6                         817,322
KADANT INC           COM        48282T10       5,310     233,942 SH       DEFINED    1,2                           233,942
KAMAN CORP           COM        48354810      17,703     703,622 SH       DEFINED    1,2,6                         703,622
KANBAY INTL INC      COM        48369P20       4,811     315,236 SH       DEFINED    1,2                           315,236
KANSAS CITY LIFE INS COM        48483610       4,306      84,034 SH       DEFINED    1,2                            84,034
KANSAS CITY SOUTHERN COM NEW    48517030      28,533   1,155,195 SH       DEFINED    1,2,5,6                     1,155,195
KAYDON CORP          COM        48658710      25,031     620,181 SH       DEFINED    1,2,5,6                       620,181
KB HOME              COM        48666K10     136,331   2,098,053 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     2,098,053
KCS ENERGY INC       COM        48243420      19,484     749,391 SH       DEFINED    1,2,5                         749,391
KEANE INC            COM        48666510      14,086     894,379 SH       DEFINED    1,2,5,6                       894,379
KEARNY FINL CORP     COM        48716910       3,363     244,908 SH       DEFINED    1,2                           244,908
KEITHLEY INSTRS INC  COM        48758410       2,584     168,229 SH       DEFINED    1,2,6                         168,229
KELLOGG CO           COM        48783610     320,797   7,284,219 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     7,284,219
KELLWOOD CO          COM        48804410      14,825     472,272 SH       DEFINED    1,2,5,6                       472,272
KELLY SVCS INC       CL A       48815220       9,729     358,600 SH       DEFINED    1,2,5,6,13                    358,600
KEMET CORP           COM        48836010      15,136   1,598,272 SH       DEFINED    1,2,5,13                    1,598,272
KENDLE INTERNATIONAL COM        48880L10         439      12,993 SH       DEFINED    1                              12,993
KENEXA CORP          COM        48887910       2,076      67,520 SH       DEFINED    1,2                            67,520
KENNAMETAL INC       COM        48917010      45,974     751,954 SH       DEFINED    1,2,5,13                      751,954
KENSEY NASH CORP     COM        49005710       5,481     191,657 SH       DEFINED    1,2,6                         191,657
KERR MCGEE CORP      COM        49238610     651,452   6,822,913 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     6,822,913
KERYX BIOPHARMACEUTI COM        49251510       6,995     366,042 SH       DEFINED    1,2                           366,042
KERZNER INTERNATIONA SHS        P6065Y10       2,410      30,971 SH       DEFINED    1,2,5                          30,971
KEYCORP NEW          COM        49326710     484,675  13,170,510 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    13,170,510
KEYNOTE SYS INC      COM        49330810       2,663     232,761 SH       DEFINED    1,2                           232,761
KEYSPAN CORP         COM        49337W10     218,105   5,336,543 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     5,336,543
KEYSTONE AUTOMOTIVE  COM        49338N10       8,809     208,697 SH       DEFINED    1,2                           208,697
KFORCE INC           COM        49373210       5,774     452,862 SH       DEFINED    1,2,5                         452,862
KFX INC              COM        48245L10      16,004     879,361 SH       DEFINED    1,2,5                         879,361
KILROY RLTY CORP     COM        49427F10      50,538     654,125 SH       DEFINED    1,2,3,5                       654,125
KIMBALL INTL INC     CL B       49427410       5,144     342,045 SH       DEFINED    1,2,5                         342,045
KIMBERLY CLARK CORP  COM        49436810     836,275  14,468,425 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    14,468,425
KIMCO REALTY CORP    COM        49446R10     260,039   6,398,600 SH       DEFINED    1,2,3,5,6,7,8,10,12,13,14   6,398,600
KINDER MORGAN ENERGY UT LTD PAR 49455010       1,612      33,456 SH       DEFINED    1,5                            33,456
KINDER MORGAN INC KA COM        49455P10     300,645   3,268,237 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     3,268,237
KINDER MORGAN MANAGE SHS        49455U10       2,959      67,239 SH       DEFINED    1,2,5                          67,239
KINDRED HEALTHCARE I COM        49458010      10,076     400,637 SH       DEFINED    1,2,5                         400,637
KINETIC CONCEPTS INC COM NEW    49460W20      58,408   1,418,706 SH       DEFINED    1,2,5,6,12                  1,418,706
KING PHARMACEUTICALS COM        49558210     210,218  12,186,554 SH       DEFINED    1,2,5,6,7,10,12,13,14      12,186,554
KINROSS GOLD CORP    COM NO PAR 49690240         668      61,111 SH       DEFINED    1,7,10,13                      61,111
KIRBY CORP           COM        49726610      24,048     353,073 SH       DEFINED    1,2,5,6                       353,073
KIRIN BREWERY LTD    SPONSORED  49735030         504      37,235 SH       DEFINED    1                              37,235
KIRKLANDS INC        COM        49749810         163      23,194 SH       DEFINED    1                              23,194
KITE RLTY GROUP TR   COM        49803T10       9,725     609,722 SH       DEFINED    1,2,3                         609,722
KKR FINL CORP        COM        48247630       7,365     328,333 SH       DEFINED    1,2                           328,333
KLA-TENCOR CORP      COM        48248010     248,465   5,137,813 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     5,137,813
KMG AMER CORP        COM        48256310       2,184     255,186 SH       DEFINED    1,2                           255,186
KNBT BANCORP INC     COM        48292110       6,958     425,580 SH       DEFINED    1,2                           425,580





                                                                                               
KNIGHT CAPITAL GROUP CL A       49900510      22,267   1,598,504 SH       DEFINED    1,2,5                     1,598,504
KNIGHT RIDDER INC    COM        49904010     109,572   1,733,461 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   1,733,461
KNIGHT TRANSN INC    COM        49906410      20,926   1,059,569 SH       DEFINED    1,2,5,6                   1,059,569
KNOLL INC            COM NEW    49890420       2,883     135,238 SH       DEFINED    1,2                         135,238
KNOLOGY INC          COM        49918380         225      32,900 SH       DEFINED    1                            32,900
KNOT INC             COM        49918410         284      15,700 SH       DEFINED    1                            15,700
KOHLS CORP           COM        50025510     434,844   8,203,049 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   8,203,049
KOMAG INC            COM NEW    50045320      31,153     654,478 SH       DEFINED    1,2,5,6                     654,478
KONINKLIJKE AHOLD N  SPON ADR N 50046730         401      51,360 SH       DEFINED    1                            51,360
KONINKLIJKE PHILIPS  NY REG SH  50047230       2,449      72,780 SH       DEFINED    1,2                          72,780
KOOKMIN BK NEW       SPONSORED  50049M10      68,180     797,246 SH       DEFINED    1,2,4,5                     797,246
KOPIN CORP           COM        50060010       5,620   1,121,729 SH       DEFINED    1,2,5,6                   1,121,729
KOREA ELECTRIC PWR   SPONSORED  50063110       3,871     179,202 SH       DEFINED    1,2                         179,202
KORN FERRY INTL      COM NEW    50064320      23,070   1,131,429 SH       DEFINED    1,2,5,13                  1,131,429
KOS PHARMACEUTICALS  COM        50064810       8,065     168,831 SH       DEFINED    1,2                         168,831
KOSAN BIOSCIENCES IN COM        50064W10         382      64,812 SH       DEFINED    1,2,5                        64,812
KRAFT FOODS INC      CL A       50075N10     204,932   6,761,199 SH       DEFINED    1,2,5,7,8,10,12,13,14     6,761,199
KRISPY KREME DOUGHNU COM        50101410       8,275     921,502 SH       DEFINED    1,2,5                       921,502
KROGER CO            COM        50104410     464,288  22,803,947 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  22,803,947
KRONOS INC           COM        50105210      17,660     472,314 SH       DEFINED    1,2,5,6                     472,314
KRONOS WORLDWIDE INC COM        50105F10       1,650      54,361 SH       DEFINED    1,2                          54,361
K-SWISS INC          CL A       48268610      22,733     754,241 SH       DEFINED    1,2,6                       754,241
KT CORP              SPONSORED  48268K10       4,790     224,875 SH       DEFINED    1,2                         224,875
KUBOTA CORP          ADR        50117320         678      12,455 SH       DEFINED    1                            12,455
KULICKE & SOFFA INDS COM        50124210      10,846   1,136,903 SH       DEFINED    1,2,5,6                   1,136,903
KVH INDS INC         COM        48273810         207      18,726 SH       DEFINED    1                            18,726
KYOCERA CORP         ADR        50155620         885      10,043 SH       DEFINED    1                            10,043
KYPHON INC           COM        50157710      15,584     418,920 SH       DEFINED    1,2,5                       418,920
L S B BANCSHARES N C COM        50215810         187      10,400 SH       DEFINED    1                            10,400
L-3 COMMUNICATIONS H COM        50242410     280,918   3,274,490 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,274,490
LA BARGE INC         COM        50247010       1,707     114,205 SH       DEFINED    1,2                         114,205
LA JOLLA PHARMACEUTI COM NEW    50345930          59      11,838 SH       DEFINED    1,5                          11,838
LA Z BOY INC         COM        50533610      17,108   1,006,361 SH       DEFINED    1,2,5,6                   1,006,361
LABOR READY INC      COM NEW    50540120      24,392   1,018,468 SH       DEFINED    1,2,5,6                   1,018,468
LABORATORY CORP AMER COM NEW    50540R40     209,094   3,575,485 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,575,485
LABRANCHE & CO INC   COM        50544710      16,553   1,047,004 SH       DEFINED    1,2,5                     1,047,004
LACLEDE GROUP INC    COM        50559710      11,711     340,225 SH       DEFINED    1,2,5                       340,225
LADENBURG THALMAN FI COM        50575Q10         153     106,117 SH       DEFINED    1,5                         106,117
LADISH INC           COM NEW    50575420         423      14,600 SH       DEFINED    1                            14,600
LAFARGE COPPEE S A   SPON ADR N 50586140         608      21,360 SH       DEFINED    1                            21,360
LAFARGE NORTH AMERIC COM        50586210      27,422     326,455 SH       DEFINED    1,2,5,6,12                  326,455
LAIDLAW INTL INC     COM        50730R10      35,478   1,304,339 SH       DEFINED    1,2,5,7,10,14             1,304,339
LAKELAND BANCORP INC COM        51163710       3,477     223,457 SH       DEFINED    1,2                         223,457
LAKELAND FINL CORP   COM        51165610       5,218     111,610 SH       DEFINED    1,2                         111,610
LAM RESEARCH CORP    COM        51280710     254,016   5,907,345 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,907,345
LAMAR ADVERTISING CO CL A       51281510      63,854   1,213,722 SH       DEFINED    1,2,5,7,8,10,12,13,14     1,213,722
LAMSON & SESSIONS CO COM        51369610         476      17,100 SH       DEFINED    1,5                          17,100
LANCASTER COLONY COR COM        51384710      21,994     523,671 SH       DEFINED    1,2,5,13                    523,671
LANCE INC            COM        51460610      13,012     578,291 SH       DEFINED    1,2,6                       578,291
LANDAMERICA FINL GRO COM        51493610      27,081     399,136 SH       DEFINED    1,2,5                       399,136
LANDAUER INC         COM        51476K10       7,753     154,390 SH       DEFINED    1,2                         154,390
LANDEC CORP          COM        51476610         210      26,361 SH       DEFINED    1                            26,361
LANDRYS RESTAURANTS  COM        51508L10      10,631     300,914 SH       DEFINED    1,2,6                       300,914





                                                                                               
LANDSTAR SYS INC     COM        51509810      48,379   1,096,536 SH       DEFINED    1,2,5,6                   1,096,536
LAS VEGAS SANDS CORP COM        51783410      20,512     362,022 SH       DEFINED    1,2,5,12                    362,022
LASALLE HOTEL PPTYS  COM SH BEN 51794210      42,844   1,044,976 SH       DEFINED    1,2,3,5                   1,044,976
LASERCARD CORP       COM        51807U10         313      13,916 SH       DEFINED    1                            13,916
LASERSCOPE           COM        51808110       6,792     287,185 SH       DEFINED    1,2,6                       287,185
LATTICE SEMICONDUCTO COM        51841510      13,828   2,076,241 SH       DEFINED    1,2,5,13                  2,076,241
LAUDER ESTEE COS INC CL A       51843910     117,243   3,152,545 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,152,545
LAUREATE EDUCATION I COM        51861310      37,822     709,083 SH       DEFINED    1,2,5,6,12,13               709,083
LAWSON PRODS INC     COM        52077610       8,970     219,151 SH       DEFINED    1,2,6                       219,151
LAWSON SOFTWARE INC  COM        52078010       9,919   1,293,209 SH       DEFINED    1,2                       1,293,209
LAYNE CHRISTENSEN CO COM        52105010       4,661     139,065 SH       DEFINED    1,2                         139,065
LAZARD LTD           SHS A      G5405010         301       6,800 SH       DEFINED    1                             6,800
LCA-VISION INC       COM PAR $. 50180330      14,286     285,087 SH       DEFINED    1,2,6                       285,087
LEADIS TECHNOLOGY IN COM        52171N10         841     148,006 SH       DEFINED    1,2                         148,006
LEAP WIRELESS INTL I COM NEW    52186330       2,213      50,769 SH       DEFINED    1,2                          50,769
LEAPFROG ENTERPRISES CL A       52186N10       4,644     437,270 SH       DEFINED    1,2,5                       437,270
LEAR CORP            COM        52186510      24,193   1,364,543 SH       DEFINED    1,2,5,7,8,10,12,13,14     1,364,543
LEARNING TREE INTL I COM        52201510       1,663     137,241 SH       DEFINED    1,2                         137,241
LECG CORP            COM        52323410       3,806     197,485 SH       DEFINED    1,2                         197,485
LECROY CORP          COM        52324W10       2,637     168,472 SH       DEFINED    1,2                         168,472
LEE ENTERPRISES INC  COM        52376810      21,353     641,415 SH       DEFINED    1,2,5,6,13                  641,415
LEGG MASON INC       COM        52490110     287,598   2,294,723 SH       DEFINED    1,2,5,7,8,10,12,13,14     2,294,723
LEGGETT & PLATT INC  COM        52466010     116,291   4,771,900 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,771,900
LEHMAN BROS HLDGS IN COM        52490810   1,224,725   8,473,845 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   8,473,845
LENNAR CORP          CL A       52605710     218,278   3,615,071 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,615,071
LENNOX INTL INC      COM        52610710      30,348   1,016,330 SH       DEFINED    1,2,5,6                   1,016,330
LENOX GROUP INC      COM        52626210       1,154      88,119 SH       DEFINED    1,5,6                        88,119
LESCO INC OHIO       COM        52687210         210      12,290 SH       DEFINED    1                            12,290
LEUCADIA NATL CORP   COM        52728810      79,240   1,328,189 SH       DEFINED    1,2,5,12,13               1,328,189
LEVEL 3 COMMUNICATIO COM        52729N10      58,483  11,290,104 SH       DEFINED    1,2,5,12                 11,290,104
LEVITT CORP          CL A       52742P10       8,853     401,693 SH       DEFINED    1,2,5,8                     401,693
LEXAR MEDIA INC      COM        52886P10       9,035   1,052,994 SH       DEFINED    1,2,5                     1,052,994
LEXICON GENETICS INC COM        52887210       4,884     881,538 SH       DEFINED    1,2,5                       881,538
LEXINGTON CORP PPTYS COM        52904310      14,401     690,703 SH       DEFINED    1,2,3,5                     690,703
LEXMARK INTL NEW     CL A       52977110     139,994   3,084,927 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,084,927
LG PHILIP LCD CO LTD SPONS ADR  50186V10         372      16,380 SH       DEFINED    1,2                          16,380
LHC GROUP INC        COM        50187A10         690      43,120 SH       DEFINED    1                            43,120
LIBBEY INC           COM        52989810       1,739     245,572 SH       DEFINED    1,2,6                       245,572
LIBERTY GLOBAL INC   COM SER A  53055510      71,916   3,513,234 SH       DEFINED    1,2,5,7,8,10,12,13,14     3,513,234
LIBERTY GLOBAL INC   COM SER C  53055530      52,630   2,664,786 SH       DEFINED    1,2,5,7,8,10,12,13,14     2,664,786
LIBERTY MEDIA CORP N COM SER A  53071810     276,699  33,702,637 SH       DEFINED    1,2,5,7,8,10,12,13,14    33,702,637
LIBERTY PPTY TR      SH BEN INT 53117210     107,571   2,280,978 SH       DEFINED    1,2,3,5,7,8,10,12,13,14   2,280,978
LIFE TIME FITNESS IN COM        53217R20      13,445     286,970 SH       DEFINED    1,2                         286,970
LIFECELL CORP        COM        53192710      10,332     458,200 SH       DEFINED    1,2                         458,200
LIFECORE BIOMEDICAL  COM        53218710         151      12,875 SH       DEFINED    1                            12,875
LIFEPOINT HOSPITALS  COM        53219L10      26,282     845,086 SH       DEFINED    1,2,5,13                    845,086
LIFETIME BRANDS INC  COM        53222Q10       2,752      97,633 SH       DEFINED    1,2                          97,633
LIFEWAY FOODS INC    COM        53191410         142      11,600 SH       DEFINED    1                            11,600
LIGHTBRIDGE INC      COM        53222610         596      53,730 SH       DEFINED    1,2                          53,730
LILLY ELI & CO       COM        53245710   1,576,585  28,509,682 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  28,509,682
LIMITED BRANDS INC   COM        53271610     222,000   9,076,059 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   9,076,059
LIN TV CORP          CL A       53277410       4,777     530,798 SH       DEFINED    1,2                         530,798
LINCARE HLDGS INC    COM        53279110      77,906   1,999,653 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   1,999,653





                                                                                               
LINCOLN EDL SVCS COR COM        53353510         474      27,974 SH       DEFINED    1,2                          27,974
LINCOLN ELEC HLDGS I COM        53390010      31,122     576,446 SH       DEFINED    1,2,5                       576,446
LINCOLN NATL CORP IN COM        53418710     284,933   5,219,518 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,219,518
LINDSAY MFG CO       COM        53555510       4,476     165,222 SH       DEFINED    1,2,5,6                     165,222
LINEAR TECHNOLOGY CO COM        53567810     287,604   8,198,512 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   8,198,512
LIONBRIDGE TECHNOLOG COM        53625210       6,062     766,392 SH       DEFINED    1,2                         766,392
LITHIA MTRS INC      CL A       53679710       7,130     205,474 SH       DEFINED    1,2,5                       205,474
LITTELFUSE INC       COM        53700810      11,646     341,218 SH       DEFINED    1,2,6                       341,218
LIVE NATION INC      COM        53803410      23,424   1,180,651 SH       DEFINED    1,2,5,6,7,13              1,180,651
LIZ CLAIBORNE INC    COM        53932010     134,844   3,290,473 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,290,473
LKQ CORP             COM        50188920      13,255     636,945 SH       DEFINED    1,2,6                       636,945
LLOYDS TSB GROUP PLC SPONSORED  53943910       2,375      61,707 SH       DEFINED    1                            61,707
LOCKHEED MARTIN CORP COM        53983010   6,030,031  80,261,300 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  80,261,300
LODGENET ENTMT CORP  COM        54021110       3,043     195,346 SH       DEFINED    1,2                         195,346
LODGIAN INC          COM PAR $. 54021P40       4,707     338,852 SH       DEFINED    1,2                         338,852
LOEWS CORP           COM        54042410     351,240   3,470,755 SH       DEFINED    1,2,5,6,10,12,13          3,470,755
LOEWS CORP           CAROLNA GP 54042420     156,380   3,308,226 SH       DEFINED    1,2,5,7,10,14             3,308,226
LOGILITY INC         COM        54140Y10         507      46,900 SH       DEFINED    1,2                          46,900
LO-JACK CORP         COM        53945110       5,062     211,082 SH       DEFINED    1,2                         211,082
LONE STAR STEAKHOUSE COM        54230710      10,000     351,858 SH       DEFINED    1,2,6                       351,858
LONE STAR TECHNOLOGI COM        54231210      28,739     518,660 SH       DEFINED    1,2                         518,660
LONGS DRUG STORES CO COM        54316210      33,160     716,518 SH       DEFINED    1,2,5,6                     716,518
LONGVIEW FIBRE CO    COM        54321310      25,025     968,479 SH       DEFINED    1,2,5,13                    968,479
LOOKSMART LTD        COM NEW    54344250         109      20,180 SH       DEFINED    1                            20,180
LORAL SPACE & COMMUN COM        54388110         417      14,500 SH       DEFINED    1,2                          14,500
LOUDEYE CORP         COM        54575410          17      32,900 SH       DEFINED    1                            32,900
LOUISIANA PAC CORP   COM        54634710     221,350   8,137,882 SH       DEFINED    1,2,5,6,7,10,12,13,14     8,137,882
LOWES COS INC        COM        54866110   3,468,623  53,827,173 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  53,827,173
LSB INDS INC         COM        50216010         146      20,248 SH       DEFINED    1                            20,248
LSI INDS INC         COM        50216C10       4,580     268,752 SH       DEFINED    1,2                         268,752
LSI LOGIC CORP       COM        50216110     130,254  11,267,659 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  11,267,659
LTC PPTYS INC        COM        50217510      10,006     430,191 SH       DEFINED    1,2,3,5                     430,191
LTX CORP             COM        50239210       4,439     822,091 SH       DEFINED    1,2,5                       822,091
LUBRIZOL CORP        COM        54927110     130,447   3,044,263 SH       DEFINED    1,2,5,13                  3,044,263
LUBYS INC            COM        54928210       5,113     409,348 SH       DEFINED    1,2                         409,348
LUCENT TECHNOLOGIES  COM        54946310     339,828 111,419,115 SH       DEFINED    1,2,5,6,7,8,10,12,13,14 111,419,115
LUFKIN INDS INC      COM        54976410       9,451     170,464 SH       DEFINED    1,2                         170,464
LUMINENT MTG CAP INC COM        55027830       5,407     666,726 SH       DEFINED    1,2,5                       666,726
LUMINEX CORP DEL     COM        55027E10       5,226     351,659 SH       DEFINED    1,2,5                       351,659
LUXOTTICA GROUP S P  SPONSORED  55068R20      11,909     433,221 SH       DEFINED    1                           433,221
LYDALL INC DEL       COM        55081910         346      35,815 SH       DEFINED    1,6                          35,815
LYON WILLIAM HOMES   COM        55207410       3,471      36,280 SH       DEFINED    1,2                          36,280
LYONDELL CHEMICAL CO COM        55207810      76,776   3,858,104 SH       DEFINED    1,2,5,7,8,10,12,13,14     3,858,104
M & F WORLDWIDE CORP COM        55254110       1,903     133,293 SH       DEFINED    1,2                         133,293
M & T BK CORP        COM        55261F10     235,028   2,059,119 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,059,119
M D C HLDGS INC      COM        55267610      32,681     508,181 SH       DEFINED    1,2,5,13                    508,181
M SYS FLASH DISK PIO ORD        M7061C10         453      17,513 SH       DEFINED    1,2,5,7                      17,513
M/I HOMES INC        COM        55305B10      12,962     275,788 SH       DEFINED    1,2,6                       275,788
MACATAWA BK CORP     COM        55422510       4,716     124,404 SH       DEFINED    1,2                         124,404
MACDERMID INC        COM        55427310      17,920     557,395 SH       DEFINED    1,2,5                       557,395
MACERICH CO          COM        55438210     134,969   1,825,140 SH       DEFINED    1,2,3,5,7,8,10,12,13,14   1,825,140
MAC-GRAY CORP        COM        55415310         125      10,500 SH       DEFINED    1                            10,500
MACK CALI RLTY CORP  COM        55448910      69,055   1,438,644 SH       DEFINED    1,2,3,5,13                1,438,644





                                                                                               
MACQUARIE INFRASTRUC SH BEN INT 55607X10         917      28,208 SH       DEFINED    1,2                          28,208
MACRONIX INTL LTD    SPONSORED  55610310          22      16,729 SH       DEFINED    1                            16,729
MACROVISION CORP     COM        55590410      24,769   1,118,228 SH       DEFINED    1,2,5,13                  1,118,228
MADDEN STEVEN LTD    COM        55626910      16,315     459,588 SH       DEFINED    1,2,5                       459,588
MAF BANCORP INC      COM        55261R10      22,080     504,465 SH       DEFINED    1,2,5                       504,465
MAGELLAN HEALTH SVCS COM NEW    55907920      21,639     534,704 SH       DEFINED    1,2                         534,704
MAGELLAN MIDSTREAM H COM LP INT 55907R10         582      25,300 SH       DEFINED    1,2                          25,300
MAGELLAN MIDSTREAM P COM UNIT R 55908010       2,840      86,388 SH       DEFINED    1,2,5                        86,388
MAGMA DESIGN AUTOMAT COM        55918110       4,559     527,039 SH       DEFINED    1,2                         527,039
MAGNA ENTMT CORP     CL A       55921110       3,536     520,819 SH       DEFINED    1,2                         520,819
MAGNA INTL INC       CL A       55922240         832      10,994 SH       DEFINED    1                            10,994
MAGNETEK INC         COM        55942410         281      70,866 SH       DEFINED    1,5,6                        70,866
MAGUIRE PPTYS INC    COM        55977510      29,590     810,674 SH       DEFINED    1,2,3,5                     810,674
MAGYAR TELEKOM TELEC SPONSORED  55977610         215       9,853 SH       DEFINED    1                             9,853
MAIDENFORM BRANDS IN COM        56030510       1,212     110,099 SH       DEFINED    1,2                         110,099
MAIN STR BKS INC NEW COM        56034R10       5,225     201,880 SH       DEFINED    1,2,5                       201,880
MAINSOURCE FINANCIAL COM        56062Y10       4,097     216,749 SH       DEFINED    1,2                         216,749
MAIR HOLDINGS INC    COM        56063510         547     116,819 SH       DEFINED    1,2                         116,819
MAJESCO ENTERTAINMEN COM NEW    56069020         211     152,728 SH       DEFINED    1,2                         152,728
MANAGEMENT NETWORK G COM        56169310          36      16,180 SH       DEFINED    1                            16,180
MANHATTAN ASSOCS INC COM        56275010      10,736     488,019 SH       DEFINED    1,2,5,6                     488,019
MANITOWOC INC        COM        56357110      46,351     508,517 SH       DEFINED    1,2,5,6                     508,517
MANNATECH INC        COM        56377110       6,649     382,591 SH       DEFINED    1,2                         382,591
MANNKIND CORP        COM        56400P20       7,327     358,466 SH       DEFINED    1,2                         358,466
MANOR CARE INC NEW   COM        56405510      81,963   1,848,092 SH       DEFINED    1,2,5,6,10,12,13          1,848,092
MANPOWER INC         COM        56418H10      90,311   1,579,420 SH       DEFINED    1,2,5,7,8,10,12,13,14     1,579,420
MANTECH INTL CORP    CL A       56456310       9,472     285,137 SH       DEFINED    1,2,6                       285,137
MANUGISTICS GROUP IN COM        56501110         190      88,100 SH       DEFINED    1,5                          88,100
MANULIFE FINL CORP   COM        56501R10      10,476     166,894 SH       DEFINED    1,5,7,13,14                 166,894
MAPINFO CORP         COM        56510510       3,866     275,737 SH       DEFINED    1,2,5,6                     275,737
MARATHON OIL CORP    COM        56584910     932,876  12,247,287 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  12,247,287
MARCHEX INC          CL B       56624R10       5,286     245,874 SH       DEFINED    1,2                         245,874
MARCUS CORP          COM        56633010       7,319     366,853 SH       DEFINED    1,2,6                       366,853
MARINE PRODS CORP    COM        56842710       1,787     162,581 SH       DEFINED    1,2                         162,581
MARINEMAX INC        COM        56790810       8,208     244,875 SH       DEFINED    1,2,6                       244,875
MARINER ENERGY INC   COM        56845T30       9,443     460,405 SH       DEFINED    1,2,5                       460,405
MARITRANS INC        COM        57036310       3,260     133,440 SH       DEFINED    1,2                         133,440
MARKEL CORP          COM        57053510      36,760     108,860 SH       DEFINED    1,2,5,12                    108,860
MARKETAXESS HLDGS IN COM        57060D10       3,575     297,182 SH       DEFINED    1,2                         297,182
MARKWEST ENERGY PART UNIT LTD P 57075910         477      10,202 SH       DEFINED    1,2                          10,202
MARKWEST HYDROCARBON COM        57076210       1,588      69,326 SH       DEFINED    1,2                          69,326
MARLIN BUSINESS SVCS COM        57115710       1,861      84,190 SH       DEFINED    1,2                          84,190
MARRIOTT INTL INC NE CL A       57190320     347,457   5,064,975 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,064,975
MARSH & MCLENNAN COS COM        57174810     419,112  14,274,934 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  14,274,934
MARSH SUPERMARKETS I CL B       57178320         106      12,883 SH       DEFINED    1                            12,883
MARSHALL & ILSLEY CO COM        57183410     227,678   5,224,378 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,224,378
MARSHALL EDWARDS INC COM        57232230         541      96,990 SH       DEFINED    1,2                          96,990
MARTEK BIOSCIENCES C COM        57290110      22,448     683,771 SH       DEFINED    1,2,5,13                    683,771
MARTEN TRANS LTD     COM        57307510       3,475     192,092 SH       DEFINED    1,2                         192,092
MARTHA STEWART LIVIN CL A       57308310       4,750     281,880 SH       DEFINED    1,2                         281,880
MARTIN MARIETTA MATL COM        57328410     205,259   1,917,774 SH       DEFINED    1,2,5,6,12,13             1,917,774
MARVEL ENTERTAINMENT COM        57383T10      14,577     724,527 SH       DEFINED    1,2,5                       724,527
MARVELL TECHNOLOGY G ORD        G5876H10      76,776   1,419,150 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   1,419,150





                                                                                               
MASCO CORP           COM        57459910     389,607  11,991,585 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  11,991,585
MASSBANK CORP READ M COM        57615210         235       7,133 SH       DEFINED    1,2                           7,133
MASSEY ENERGY CORP   COM        57620610      36,417   1,009,625 SH       DEFINED    1,2,5,7,8,10,12,13,14     1,009,625
MASTEC INC           COM        57632310       6,942     489,921 SH       DEFINED    1,2,5                       489,921
MATERIAL SCIENCES CO COM        57667410         188      15,558 SH       DEFINED    1                            15,558
MATRIA HEALTHCARE IN COM NEW    57681720      10,909     287,377 SH       DEFINED    1,2,5,6                     287,377
MATRIX SVC CO        COM        57685310         677      58,962 SH       DEFINED    1,5                          58,962
MATRIXONE INC        COM        57685P30       5,137     717,513 SH       DEFINED    1,2,5                       717,513
MATSUSHITA ELEC INDL ADR        57687920       2,435     109,961 SH       DEFINED    1                           109,961
MATTEL INC           COM        57708110     183,216  10,105,682 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  10,105,682
MATTHEWS INTL CORP   CL A       57712810      20,548     537,058 SH       DEFINED    1,2,5                       537,058
MATTSON TECHNOLOGY I COM        57722310       7,868     655,694 SH       DEFINED    1,2                         655,694
MAUI LD & PINEAPPLE  COM        57734510       2,202      58,323 SH       DEFINED    1,2                          58,323
MAVERICK TUBE CORP   COM        57791410      30,737     580,056 SH       DEFINED    1,2,5                       580,056
MAX RE CAPITAL LTD H SHS        G6052F10       1,120      47,075 SH       DEFINED    1,2,5                        47,075
MAXIM INTEGRATED PRO COM        57772K10     317,565   8,548,194 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   8,548,194
MAXIMUS INC          COM        57793310      10,776     299,513 SH       DEFINED    1,2,5,6                     299,513
MAXTOR CORP          COM NEW    57772920      31,913   3,338,197 SH       DEFINED    1,2,5                     3,338,197
MAXWELL TECHNOLOGIES COM        57776710         237      12,165 SH       DEFINED    1                            12,165
MAXYGEN INC          COM        57777610       3,412     412,092 SH       DEFINED    1,2                         412,092
MAYTAG CORP          COM        57859210      45,076   2,113,260 SH       DEFINED    1,2,5,6,10,12,13          2,113,260
MB FINANCIAL INC NEW COM        55264U10      11,543     326,076 SH       DEFINED    1,2                         326,076
MBIA INC             COM        55262C10     249,753   4,153,549 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,153,549
MBT FINL CORP        COM        57887710       3,090     183,926 SH       DEFINED    1,2                         183,926
MCAFEE INC           COM        57906410     117,653   4,835,720 SH       DEFINED    1,2,5,6,7,10,12,13,14     4,835,720
MCCLATCHY CO         CL A       57948910       8,680     177,692 SH       DEFINED    1,2,5                       177,692
MCCORMICK & CO INC   COM NON VT 57978020     125,728   3,713,176 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,713,176
MCCORMICK & SCHMICKS COM        57979310       2,255      88,519 SH       DEFINED    1,2                          88,519
MCDATA CORP          CL A       58003120      13,321   2,883,288 SH       DEFINED    1,2,5,13                  2,883,288
MCDERMOTT INTL INC   COM        58003710       4,967      91,227 SH       DEFINED    1,2,5,6,12                   91,227
MCDONALDS CORP       COM        58013510   1,494,363  43,491,353 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  43,491,353
MCG CAPITAL CORP     COM        58047P10       9,773     692,626 SH       DEFINED    1,2                         692,626
MCGRATH RENTCORP     COM        58058910       7,944     264,263 SH       DEFINED    1,2                         264,263
MCGRAW HILL COS INC  COM        58064510     630,407  10,940,761 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  10,940,761
MCKESSON CORP        COM        58155Q10     610,654  11,714,068 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  11,714,068
MCMORAN EXPLORATION  COM        58241110       5,250     294,284 SH       DEFINED    1,2                         294,284
MDU RES GROUP INC    COM        55269010      57,624   1,722,676 SH       DEFINED    1,2,5,6,12,13             1,722,676
MEADOWBROOK INS GROU COM        58319P10         166      23,753 SH       DEFINED    1                            23,753
MEADWESTVACO CORP    COM        58333410     142,529   5,218,938 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,218,938
MEASUREMENT SPECIALT COM        58342110       3,846     147,059 SH       DEFINED    1,2                         147,059
MECHANICAL TECHNOLOG COM        58353810         177      47,314 SH       DEFINED    1,5                          47,314
MECHEL OAO           SPONSORED  58384010       2,454      95,483 SH       DEFINED    1,2,5,7                      95,483
MEDALLION FINL CORP  COM        58392810         327      24,150 SH       DEFINED    1,2                          24,150
MEDAREX INC          COM        58391610      20,967   1,586,018 SH       DEFINED    1,2,5                     1,586,018
MEDCATH CORP         COM        58404W10       2,506     131,049 SH       DEFINED    1,2                         131,049
MEDCO HEALTH SOLUTIO COM        58405U10     465,660   8,138,070 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   8,138,070
MEDIA GEN INC        CL A       58440410      22,099     474,034 SH       DEFINED    1,2,6,13                    474,034
MEDIACOM COMMUNICATI CL A       58446K10       4,999     869,365 SH       DEFINED    1,2,5                       869,365
MEDICAL ACTION INDS  COM        58449L10         393      16,400 SH       DEFINED    1                            16,400
MEDICAL PPTYS TRUST  COM        58463J30       1,640     151,888 SH       DEFINED    1,2,3                       151,888
MEDICAL STAFFING NET COM        58463F10         177      34,060 SH       DEFINED    1,2                          34,060
MEDICINES CO         COM        58468810      12,997     631,821 SH       DEFINED    1,2,5                       631,821
MEDICIS PHARMACEUTIC CL A NEW   58469030      34,055   1,044,626 SH       DEFINED    1,2,5,13                  1,044,626





                                                                                               
MEDIMMUNE INC        COM        58469910     243,272   6,650,412 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,650,412
MEDIS TECHNOLOGIES L COM        58500P10       4,278     183,383 SH       DEFINED    1,2                         183,383
MEDTRONIC INC        COM        58505510   1,748,100  34,445,324 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  34,445,324
MELLON FINL CORP     COM        58551A10     388,866  10,923,213 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  10,923,213
MEMC ELECTR MATLS IN COM        55271510     100,875   2,732,271 SH       DEFINED    1,2,5,6,12,13             2,732,271
MENS WEARHOUSE INC   COM        58711810      23,586     656,272 SH       DEFINED    1,2,5,6                     656,272
MENTOR CORP MINN     COM        58718810      25,085     553,639 SH       DEFINED    1,2,5,6,12                  553,639
MENTOR GRAPHICS CORP COM        58720010      15,934   1,441,977 SH       DEFINED    1,2,5,13                  1,441,977
MERCANTILE BANK CORP COM        58737610       3,619      92,553 SH       DEFINED    1,2,5                        92,553
MERCANTILE BANKSHARE COM        58740510      83,045   2,159,828 SH       DEFINED    1,2,5,7,8,10,12,13,14     2,159,828
MERCER INTL INC      COM        58805610       3,254     349,523 SH       DEFINED    1,2                         349,523
MERCK & CO INC       COM        58933110   2,502,065  71,020,863 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  71,020,863
MERCURY COMPUTER SYS COM        58937810       6,429     396,876 SH       DEFINED    1,2,5,6                     396,876
MERCURY GENL CORP NE COM        58940010      50,243     915,167 SH       DEFINED    1,2,5,12,13                 915,167
MEREDITH CORP        COM        58943310      55,887   1,001,744 SH       DEFINED    1,2,5,6,10,12,13          1,001,744
MERGE TECHNOLOGIES I COM        58998110       4,082     255,619 SH       DEFINED    1,2,5                       255,619
MERIDIAN BIOSCIENCE  COM        58958410       6,209     230,137 SH       DEFINED    1,2                         230,137
MERIDIAN GOLD INC    COM        58997510       4,077     137,511 SH       DEFINED    1,2,6,12                    137,511
MERIDIAN RESOURCE CO COM        58977Q10       4,518   1,115,605 SH       DEFINED    1,2,5                     1,115,605
MERISTAR HOSPITALITY COM        58984Y10      27,361   2,635,897 SH       DEFINED    1,2,3,5                   2,635,897
MERIT MED SYS INC    COM        58988910       5,759     479,552 SH       DEFINED    1,2,6                       479,552
MERITAGE HOMES CORP  COM        59001A10      22,746     413,868 SH       DEFINED    1,2,5,6,7,10,14             413,868
MERIX CORP           COM        59004910         367      29,803 SH       DEFINED    1,2,5                        29,803
MERRILL LYNCH & CO I COM        59018810   6,365,894  80,826,481 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  80,826,481
MESA AIR GROUP INC   COM        59047910       5,464     477,601 SH       DEFINED    1,2,6                       477,601
MESTEK INC           COM        59082910         372      29,589 SH       DEFINED    1,2                          29,589
MET PRO CORP         COM        59087630         168      12,664 SH       DEFINED    1                            12,664
METAL MGMT INC       COM NEW    59109720      10,790     340,919 SH       DEFINED    1,2                         340,919
METASOLV INC         COM        59139P10         168      54,836 SH       DEFINED    1                            54,836
METHODE ELECTRS INC  COM        59152020       6,603     606,318 SH       DEFINED    1,2,6                       606,318
METLIFE INC          COM        59156R10   1,070,872  22,139,167 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  22,139,167
METRO ONE TELECOMMUN COM        59163F10          52      79,735 SH       DEFINED    1,5                          79,735
METROCORP BANCSHARES COM        59165010         262       9,700 SH       DEFINED    1                             9,700
METROLOGIC INSTRS IN COM        59167610       9,931     429,377 SH       DEFINED    1,2                         429,377
METSO CORP           SPONSORED  59267110         258       6,699 SH       DEFINED    1                             6,699
METTLER TOLEDO INTER COM        59268810      46,171     765,188 SH       DEFINED    1,2,5,6,10,12               765,188
MFA MTG INVTS INC    COM        55272X10       7,089   1,116,400 SH       DEFINED    1,2                       1,116,400
MGE ENERGY INC       COM        55277P10       9,556     287,994 SH       DEFINED    1,2                         287,994
MGI PHARMA INC       COM        55288010      21,890   1,250,853 SH       DEFINED    1,2,5,6                   1,250,853
MGIC INVT CORP WIS   COM        55284810     170,407   2,557,509 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,557,509
MGM MIRAGE           COM        55295310      70,120   1,627,288 SH       DEFINED    1,2,5,7,8,10,12,13,14     1,627,288
MICHAELS STORES INC  COM        59408710     125,550   3,340,883 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,340,883
MICREL INC           COM        59479310      33,212   2,241,028 SH       DEFINED    1,2,5,13                  2,241,028
MICRO LINEAR CORP    COM        59485010          23      12,300 SH       DEFINED    1                            12,300
MICROCHIP TECHNOLOGY COM        59501710     154,123   4,245,818 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,245,818
MICRON TECHNOLOGY IN COM        59511210     242,022  16,441,713 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  16,441,713
MICROS SYS INC       COM        59490110      26,001     564,389 SH       DEFINED    1,2,6                       564,389
MICROSEMI CORP       COM        59513710      31,354   1,077,092 SH       DEFINED    1,2,5,6                   1,077,092
MICROSOFT CORP       COM        59491810   7,094,375 260,726,753 SH       DEFINED    1,2,5,6,7,8,10,12,13,14 260,726,753
MICROSTRATEGY INC    CL A NEW   59497240      30,208     286,899 SH       DEFINED    1,2,5                       286,899
MICROTEK MEDICAL HLD COM        59515B10         156      44,323 SH       DEFINED    1,5                          44,323
MICROTUNE INC DEL    COM        59514P10       3,015     577,505 SH       DEFINED    1,2,5                       577,505
MICROVISION INC WASH COM        59496010          62      21,310 SH       DEFINED    1                            21,310





                                                                                               
MID-AMER APT CMNTYS  COM        59522J10      28,459     519,790 SH       DEFINED    1,2,3                       519,790
MIDAS GROUP INC      COM        59562610       6,525     298,357 SH       DEFINED    1,2,6                       298,357
MIDDLEBY CORP        COM        59627810       8,784     104,918 SH       DEFINED    1,2                         104,918
MIDDLESEX WATER CO   COM        59668010       2,898     153,020 SH       DEFINED    1,2,5                       153,020
MIDLAND CO           COM        59748610       6,524     186,516 SH       DEFINED    1,2                         186,516
MID-STATE BANCSHARES COM        59544010       9,360     318,046 SH       DEFINED    1,2                         318,046
MIDWAY GAMES INC     COM        59814810       2,321     251,772 SH       DEFINED    1,2                         251,772
MIDWEST AIR GROUP IN COM        59791110         140      21,189 SH       DEFINED    1                            21,189
MIDWEST BANC HOLDING COM        59825110       4,391     169,271 SH       DEFINED    1,2                         169,271
MIKOHN GAMING CORP   COM        59862K10         125      13,012 SH       DEFINED    1,2                          13,012
MILACRON INC         COM        59870910         137      84,881 SH       DEFINED    1,2,5,6                      84,881
MILLEA HOLDINGS INC  ADR        60032R10      13,318     135,163 SH       DEFINED    1                           135,163
MILLENNIUM CELL INC  COM        60038B10          24      14,948 SH       DEFINED    1                            14,948
MILLENNIUM PHARMACEU COM        59990210      60,726   6,018,471 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,018,471
MILLER HERMAN INC    COM        60054410      40,179   1,240,083 SH       DEFINED    1,2,5,6,12,13             1,240,083
MILLICOM INTL CELLUL SHS NEW    L6388F11         777      16,507 SH       DEFINED    1,5                          16,507
MILLIPORE CORP       COM        60107310      90,463   1,238,205 SH       DEFINED    1,2,5,6,10,12,13          1,238,205
MILLS CORP           COM        60114810      31,341   1,119,309 SH       DEFINED    1,2,3,5,12                1,119,309
MINDSPEED TECHNOLOGI COM        60268210         610     153,338 SH       DEFINED    1,5                         153,338
MINE SAFETY APPLIANC COM        60272010      20,859     496,642 SH       DEFINED    1,2,5,13                    496,642
MINERALS TECHNOLOGIE COM        60315810      59,540   1,019,350 SH       DEFINED    1,2,5,13                  1,019,350
MIPS TECHNOLOGIES IN COM        60456710       4,236     567,829 SH       DEFINED    1,2                         567,829
MIRANT CORP NEW      COM        60467R10       7,936     317,455 SH       DEFINED    1,2                         317,455
MISSION WEST PPTYS I COM        60520310         329      27,981 SH       DEFINED    1,3,5                        27,981
MITSUBISHI UFJ FINL  SPONSORED  60682210      18,854   1,239,591 SH       DEFINED    1                         1,239,591
MITSUI & CO LTD      ADR        60682720       1,081       3,738 SH       DEFINED    1                             3,738
MITTAL STEEL CO N V  NY REG SH  60684P10         283       7,500 SH       DEFINED    1,5                           7,500
MIVA INC             COM        55311R10       3,602     882,800 SH       DEFINED    1,5,6                       882,800
MKS INSTRUMENT INC   COM        55306N10      21,554     919,941 SH       DEFINED    1,2,5                       919,941
MOBILE MINI INC      COM        60740F10      13,572     438,953 SH       DEFINED    1,2,5,6                     438,953
MOBILE TELESYSTEMS O SPONSORED  60740910      36,447   1,101,121 SH       DEFINED    1,2,4,5                   1,101,121
MOBILITY ELECTRONICS COM        60741U10       2,479     297,549 SH       DEFINED    1,2                         297,549
MOBIUS MGMT SYSTEMS  COM        60692510         118      18,840 SH       DEFINED    1                            18,840
MOCON INC            COM        60749410          94      10,400 SH       DEFINED    1                            10,400
MODINE MFG CO        COM        60782810      27,377     928,037 SH       DEFINED    1,2,5,6,13                  928,037
MODTECH HLDGS INC    COM        60783C10         126      14,367 SH       DEFINED    1                            14,367
MOHAWK INDS INC      COM        60819010      79,686     987,195 SH       DEFINED    1,2,5,7,8,10,12,13,14       987,195
MOLDFLOW CORP        COM        60850710         207      13,200 SH       DEFINED    1                            13,200
MOLECULAR DEVICES CO COM        60851C10      14,913     449,728 SH       DEFINED    1,2                         449,728
MOLEX INC            COM        60855410     118,392   3,566,027 SH       DEFINED    1,2,5,6,10,12,13          3,566,027
MOLEX INC            CL A       60855420       2,460      82,759 SH       DEFINED    1,2,5,6,12                   82,759
MOLINA HEALTHCARE IN COM        60855R10       7,455     222,750 SH       DEFINED    1,2                         222,750
MOLSON COORS BREWING CL B       60871R20      92,484   1,347,769 SH       DEFINED    1,2,5,6,8,10,12,13        1,347,769
MOMENTA PHARMACEUTIC COM        60877T10       2,408     122,482 SH       DEFINED    1,2,5                       122,482
MONACO COACH CORP    COM        60886R10       9,184     685,373 SH       DEFINED    1,2,6                       685,373
MONARCH CASINO & RES COM        60902710       4,412     155,390 SH       DEFINED    1,2                         155,390
MONEYGRAM INTL INC   COM        60935Y10      51,383   1,672,624 SH       DEFINED    1,2,5,12,13               1,672,624
MONMOUTH REAL ESTATE CL A       60972010         129      15,370 SH       DEFINED    1,3                          15,370
MONOGRAM BIOSCIENCES COM        60975U10       2,501   1,359,219 SH       DEFINED    1,2                       1,359,219
MONOLITHIC PWR SYS I COM        60983910       7,309     392,112 SH       DEFINED    1,2                         392,112
MONOLITHIC SYS TECHN COM        60984210         344      38,880 SH       DEFINED    1                            38,880
MONRO MUFFLER BRAKE  COM        61023610       4,942     133,062 SH       DEFINED    1,2,5                       133,062
MONSANTO CO NEW      COM        61166W10     796,114   9,393,678 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   9,393,678





                                                                                               
MONSTER WORLDWIDE IN COM        61174210     151,802   3,044,562 SH       DEFINED    1,2,5,6,10,12,13          3,044,562
MONTPELIER RE HOLDIN SHS        G6218510       1,550      95,084 SH       DEFINED    1,2,5                        95,084
MOODYS CORP          COM        61536910     485,934   6,800,084 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,800,084
MOOG INC             CL A       61539420      23,472     661,362 SH       DEFINED    1,2,6                       661,362
MORGAN STANLEY       COM NEW    61744644   7,324,928 116,601,843 SH       DEFINED    1,2,5,6,7,8,10,12,13,14 116,601,843
MORGAN STANLEY INDIA COM        61745C10       4,816      96,329 SH       DEFINED    7                            96,329
MORGANS HOTEL GROUP  COM        61748W10         238      13,500 SH       DEFINED    1,2                          13,500
MORNINGSTAR INC      COM        61770010       6,918     154,534 SH       DEFINED    1,2                         154,534
MORTGAGEIT HLDGS INC COM        61915Q10       3,384     312,485 SH       DEFINED    1,2                         312,485
MOSAIC CO            COM        61945A10      17,216   1,199,700 SH       DEFINED    1,2,5                     1,199,700
MOTHERS WK INC       COM        61990310         348      14,506 SH       DEFINED    1,2                          14,506
MOTIVE INC           COM        61980V10         960     246,026 SH       DEFINED    1,2                         246,026
MOTOROLA INC         COM        62007610   1,718,510  75,011,354 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  75,011,354
MOVADO GROUP INC     COM        62458010       6,422     278,233 SH       DEFINED    1,2                         278,233
MOVIE GALLERY INC    COM        62458110       1,258     416,682 SH       DEFINED    1,2                         416,682
MPS GROUP INC        COM        55340910      33,381   2,181,762 SH       DEFINED    1,2,5,13                  2,181,762
MRO SOFTWARE INC     COM        55347W10       5,635     353,070 SH       DEFINED    1,2,5,6                     353,070
MRV COMMUNICATIONS I COM        55347710       5,668   1,382,320 SH       DEFINED    1,2,5                     1,382,320
MSC INDL DIRECT INC  CL A       55353010      37,384     692,033 SH       DEFINED    1,2,5,13                    692,033
MTC TECHNOLOGIES INC COM        55377A10       3,370     120,403 SH       DEFINED    1,2                         120,403
MTI TECHNOLOGY CORP  COM        55390310          19      13,700 SH       DEFINED    1                            13,700
MTR GAMING GROUP INC COM        55376910       3,007     292,186 SH       DEFINED    1,2,5                       292,186
MTS SYS CORP         COM        55377710      17,222     411,714 SH       DEFINED    1,2,6                       411,714
MUELLER INDS INC     COM        62475610      22,762     637,761 SH       DEFINED    1,2,5,6                     637,761
MULTI FINELINE ELECT COM        62541B10      11,019     188,389 SH       DEFINED    1,2,5                       188,389
MULTIMEDIA GAMES INC COM        62545310      14,678     986,421 SH       DEFINED    1,2,5,6                     986,421
MUNICIPAL MTG & EQUI GROWTH SHS 62624B10         293      11,044 SH       DEFINED    1,5                          11,044
MURPHY OIL CORP      COM        62671710     212,103   4,257,378 SH       DEFINED    1,2,5,6,10,12,13          4,257,378
MWI VETERINARY SUPPL COM        55402X10       1,372      41,696 SH       DEFINED    1,2                          41,696
MYERS INDS INC       COM        62846410       5,975     373,655 SH       DEFINED    1,2                         373,655
MYLAN LABS INC       COM        62853010     123,628   5,283,232 SH       DEFINED    1,2,5,6,10,12,13          5,283,232
MYOGEN INC           COM        62856E10      19,040     526,107 SH       DEFINED    1,2,5                       526,107
MYRIAD GENETICS INC  COM        62855J10      14,169     543,063 SH       DEFINED    1,2,5                       543,063
NABI BIOPHARMACEUTIC COM        62951910       4,234     750,637 SH       DEFINED    1,2,5                       750,637
NABORS INDUSTRIES LT SHS        G6359F10     311,838   4,356,501 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,356,501
NACCO INDS INC       CL A       62957910      12,744      82,774 SH       DEFINED    1,2                          82,774
NALCO HOLDING COMPAN COM        62985Q10      15,692     886,561 SH       DEFINED    1,2,5                       886,561
NANOGEN INC          COM        63007510       1,792     593,506 SH       DEFINED    1,2,5                       593,506
NANOPHASE TCHNOLOGIE COM        63007910         162      20,950 SH       DEFINED    1                            20,950
NAPCO SEC SYS INC    COM        63040210       1,937     116,750 SH       DEFINED    1,2                         116,750
NAPSTER INC          COM        63079710         316      93,787 SH       DEFINED    1,5,6                        93,787
NARA BANCORP INC     COM        63080P10       9,331     531,653 SH       DEFINED    1,2,5                       531,653
NASB FINL INC        COM        62896810       1,357      39,612 SH       DEFINED    1,2                          39,612
NASDAQ STOCK MARKET  COM        63110310      40,239   1,004,966 SH       DEFINED    1,2                       1,004,966
NASH FINCH CO        COM        63115810       7,397     247,396 SH       DEFINED    1,2,6                       247,396
NASTECH PHARMACEUTIC COM PAR $0 63172840       4,553     252,937 SH       DEFINED    1,2                         252,937
NATCO GROUP INC      CL A       63227W20         618      22,800 SH       DEFINED    1,2,5                        22,800
NATIONAL AUSTRALIA B SPONSORED  63252540       1,695      12,596 SH       DEFINED    1                            12,596
NATIONAL BEVERAGE CO COM        63501710       1,353     116,956 SH       DEFINED    1,2                         116,956
NATIONAL BK GREECE S SPONSORED  63364340       1,067     111,360 SH       DEFINED    1                           111,360
NATIONAL CITY CORP   COM        63540510     561,973  16,102,371 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  16,102,371
NATIONAL FINL PARTNE COM        63607P20      24,756     438,002 SH       DEFINED    1,2                         438,002
NATIONAL FUEL GAS CO COM        63618010      55,103   1,684,084 SH       DEFINED    1,2,5,13                  1,684,084





                                                                                               
NATIONAL GRID PLC    SPON ADR N 63627430         326       6,566 SH       DEFINED    1                             6,566
NATIONAL HEALTH INVS COM        63633D10       8,576     337,651 SH       DEFINED    1,2,3                       337,651
NATIONAL HEALTH REAL COM        63590510       1,837      92,207 SH       DEFINED    1,2,3,5                      92,207
NATIONAL HEALTHCARE  COM        63590610       3,946      98,445 SH       DEFINED    1,2,5                        98,445
NATIONAL INSTRS CORP COM        63651810      26,440     810,537 SH       DEFINED    1,2,5,13                    810,537
NATIONAL INTERSTATE  COM        63654U10         918      42,202 SH       DEFINED    1,2                          42,202
NATIONAL OILWELL VAR COM        63707110     314,548   4,905,612 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,905,612
NATIONAL PENN BANCSH COM        63713810      12,103     568,727 SH       DEFINED    1,2,5                       568,727
NATIONAL PRESTO INDS COM        63721510       4,136      84,120 SH       DEFINED    1,2,5,6                      84,120
NATIONAL R V HLDGS I COM        63727710          72      11,211 SH       DEFINED    1                            11,211
NATIONAL RESEARCH CO COM        63737210         227       9,400 SH       DEFINED    1                             9,400
NATIONAL SEMICONDUCT COM        63764010     421,440  15,137,934 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  15,137,934
NATIONAL WESTN LIFE  CL A       63852210      10,658      45,883 SH       DEFINED    1,2                          45,883
NATIONWIDE FINL SVCS CL A       63861210      26,075     606,119 SH       DEFINED    1,2,5,10                    606,119
NATIONWIDE HEALTH PP COM        63862010      20,581     957,273 SH       DEFINED    1,2,3,5                     957,273
NATURAL ALTERNATIVES COM NEW    63884230         116      14,200 SH       DEFINED    1                            14,200
NATURAL RESOURCE PAR COM UNIT L 63900P10         892      16,908 SH       DEFINED    1,2                          16,908
NATURES SUNSHINE PRO COM        63902710       3,333     266,633 SH       DEFINED    1,2,6                       266,633
NATUS MEDICAL INC DE COM        63905010         429      20,945 SH       DEFINED    1                            20,945
NAUTILUS INC         COM        63910B10      12,262     820,229 SH       DEFINED    1,2,5,6                     820,229
NAVARRE CORP         COM        63920810       1,287     299,903 SH       DEFINED    1,2,5                       299,903
NAVIGANT CONSULTING  COM        63935N10      18,825     881,719 SH       DEFINED    1,2,13                      881,719
NAVIGANT INTL INC    COM        63935R10         173      14,062 SH       DEFINED    1                            14,062
NAVIGATORS GROUP INC COM        63890410      10,603     213,769 SH       DEFINED    1,2                         213,769
NAVISTAR INTL CORP N COM        63934E10      43,781   1,587,425 SH       DEFINED    1,2,5,6,10,12,13          1,587,425
NAVTEQ CORP          COM        63936L10      44,768     883,863 SH       DEFINED    1,2,5,6,12                  883,863
NBC CAP CORP         COM        62872910       2,743     119,614 SH       DEFINED    1,2,5                       119,614
NBT BANCORP INC      COM        62877810      10,285     442,381 SH       DEFINED    1,2,5                       442,381
NBTY INC             COM        62878210      26,632   1,182,600 SH       DEFINED    1,2,5,6                   1,182,600
NCI BUILDING SYS INC COM        62885210      20,216     338,225 SH       DEFINED    1,2,6                       338,225
NCO GROUP INC        COM        62885810      12,450     524,230 SH       DEFINED    1,2,6                       524,230
NCR CORP NEW         COM        62886E10     189,588   4,536,676 SH       DEFINED    1,2,5,6,10,12,13          4,536,676
NEC CORP             ADR        62905020         841     119,530 SH       DEFINED    1                           119,530
NEENAH PAPER INC     COM        64007910       7,240     221,056 SH       DEFINED    1,2,5                       221,056
NEKTAR THERAPEUTICS  COM        64026810      24,423   1,198,388 SH       DEFINED    1,2,5                     1,198,388
NELNET INC           CL A       64031N10       7,572     181,799 SH       DEFINED    1,2                         181,799
NELSON THOMAS INC    COM        64037610       8,187     279,886 SH       DEFINED    1,2,5,6                     279,886
NEOPHARM INC         COM        64091910       1,843     220,401 SH       DEFINED    1,2                         220,401
NEORX CORP           COM PAR $0 64052030          25      18,667 SH       DEFINED    1                            18,667
NEOSE TECHNOLOGIES I COM        64052210         111      40,864 SH       DEFINED    1,5                          40,864
NEOWARE INC          COM        64065P10       3,676     124,100 SH       DEFINED    1,5,6                       124,100
NESS TECHNOLOGIES IN COM        64104X10       2,693     213,934 SH       DEFINED    1,2                         213,934
NETBANK INC          COM        64093310       5,525     763,074 SH       DEFINED    1,2,5                       763,074
NETFLIX COM INC      COM        64110L10      15,454     533,071 SH       DEFINED    1,2,5                       533,071
NETGEAR INC          COM        64111Q10       8,796     462,689 SH       DEFINED    1,2,6                       462,689
NETIQ CORP           COM        64115P10       7,220     647,564 SH       DEFINED    1,2,5                       647,564
NETLOGIC MICROSYSTEM COM        64118B10       5,499     133,444 SH       DEFINED    1,2,5                       133,444
NETRATINGS INC       COM        64116M10       2,216     167,250 SH       DEFINED    1,2                         167,250
NETSCOUT SYS INC     COM        64115T10       2,744     301,550 SH       DEFINED    1,2                         301,550
NETWORK APPLIANCE IN COM        64120L10     357,550   9,923,668 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   9,923,668
NETWORK ENGINES INC  COM        64121A10          45      14,419 SH       DEFINED    1                            14,419
NETWORK EQUIP TECHNO COM        64120810         176      44,301 SH       DEFINED    1,6                          44,301
NEUROCRINE BIOSCIENC COM        64125C10      34,355     532,301 SH       DEFINED    1,2,5,6,12                  532,301





                                                                                               
NEUROGEN CORP        COM        64124E10       1,736     280,381 SH       DEFINED    1,2                         280,381
NEUROMETRIX INC      COM        64125510       2,841      72,962 SH       DEFINED    1,2,5                        72,962
NEUSTAR INC          CL A       64126X20      14,766     476,330 SH       DEFINED    1,2                         476,330
NEW BRUNSWICK SCIENT COM        64287610         158      18,520 SH       DEFINED    1                            18,520
NEW CENTURY FINANCIA COM        6435EV10      36,342     789,694 SH       DEFINED    1,2,5,10                    789,694
NEW FRONTIER MEDIA I COM        64439810         150      19,757 SH       DEFINED    1                            19,757
NEW JERSEY RES       COM        64602510      17,854     394,555 SH       DEFINED    1,2,5                       394,555
NEW PLAN EXCEL RLTY  COM        64805310      61,995   2,389,944 SH       DEFINED    1,2,3,5,13                2,389,944
NEW RIV PHARMACEUTIC COM        64846820       9,900     298,104 SH       DEFINED    1,2                         298,104
NEW YORK & CO INC    COM        64929510       2,179     145,844 SH       DEFINED    1,2                         145,844
NEW YORK CMNTY BANCO COM        64944510      76,980   4,393,862 SH       DEFINED    1,2,5,7,8,10,12,13,14     4,393,862
NEW YORK TIMES CO    CL A       65011110      95,490   3,772,820 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,772,820
NEWALLIANCE BANCSHAR COM        65020310      22,157   1,535,483 SH       DEFINED    1,2,5                     1,535,483
NEWCASTLE INVT CORP  COM        65105M10      13,622     569,464 SH       DEFINED    1,2                         569,464
NEWELL RUBBERMAID IN COM        65122910     235,664   9,355,449 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   9,355,449
NEWFIELD EXPL CO     COM        65129010     100,589   2,400,681 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,400,681
NEWKIRK REALTY TR IN COM        65149710       2,579     142,588 SH       DEFINED    1,2                         142,588
NEWMARKET CORP       COM        65158710      15,743     330,802 SH       DEFINED    1,2,5                       330,802
NEWMONT MINING CORP  COM        65163910     634,058  12,219,269 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  12,219,269
NEWPARK RES INC      COM PAR $. 65171850       9,368   1,142,431 SH       DEFINED    1,2                       1,142,431
NEWPORT CORP         COM        65182410      13,382     709,558 SH       DEFINED    1,2,5,13                    709,558
NEWS CORP            CL A       65248E10   1,023,721  61,632,793 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  61,632,793
NEWS CORP            CL B       65248E20      47,122   2,683,510 SH       DEFINED    1,2,5,7,8,10,12,13,14     2,683,510
NEXSTAR BROADCASTING CL A       65336K10          59      11,390 SH       DEFINED    1                            11,390
NEXTEL PARTNERS INC  CL A       65333F10      40,267   1,421,842 SH       DEFINED    1,2,5,12                  1,421,842
NGAS RESOURCES INC   COM        62912T10         167      19,260 SH       DEFINED    1,5                          19,260
NGP CAP RES CO       COM        62912R10       2,750     202,217 SH       DEFINED    1,2                         202,217
NIC INC              COM        62914B10       2,392     390,257 SH       DEFINED    1,2                         390,257
NICOR INC            COM        65408610      58,673   1,483,145 SH       DEFINED    1,2,5,6,10,12,13          1,483,145
NII HLDGS INC        CL B NEW   62913F20     117,782   1,997,327 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   1,997,327
NIKE INC             CL B       65410610     431,966   5,075,987 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,075,987
NIPPON TELEG & TEL C SPONSORED  65462410         266      12,360 SH       DEFINED    1                            12,360
NISOURCE INC         COM        65473P10     198,698   9,826,829 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   9,826,829
NISSAN MOTORS        SPONSORED  65474440         922      38,757 SH       DEFINED    1                            38,757
NITROMED INC         COM        65479850       1,771     210,831 SH       DEFINED    1,2                         210,831
NL INDS INC          COM NEW    62915640       1,102     103,683 SH       DEFINED    1,2                         103,683
NMS COMMUNICATIONS C COM        62924810         201      53,672 SH       DEFINED    1                            53,672
NN INC               COM        62933710       3,032     234,888 SH       DEFINED    1,2                         234,888
NOBLE CORPORATION    SHS        G6542210     330,982   4,081,159 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,081,159
NOBLE ENERGY INC     COM        65504410     138,332   3,149,628 SH       DEFINED    1,2,5,7,8,10,12,13,14     3,149,628
NOBLE INTL LTD       COM        65505310       2,095     123,757 SH       DEFINED    1,2                         123,757
NOKIA CORP           SPONSORED  65490220      16,966     818,822 SH       DEFINED    1,2                         818,822
NOMURA HLDGS INC     SPONSORED  65535H20       1,162      52,415 SH       DEFINED    1                            52,415
NORDSON CORP         COM        65566310      43,155     865,516 SH       DEFINED    1,2,5,13                    865,516
NORDSTROM INC        COM        65566410     327,462   8,357,891 SH       DEFINED    1,2,5,6,8,10,12,13        8,357,891
NORFOLK SOUTHERN COR COM        65584410     649,267  12,007,899 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  12,007,899
NORSK HYDRO A S      SPONSORED  65653160         440       3,180 SH       DEFINED    1                             3,180
NORTEL NETWORKS CORP COM        65656810       7,001   2,295,356 SH       DEFINED    1,2,5                     2,295,356
NORTH AMERN SCIENTIF COM        65715D10          31      13,000 SH       DEFINED    1                            13,000
NORTH FORK BANCORPOR COM        65942410     350,005  12,140,308 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  12,140,308
NORTH PITTSBURGH SYS COM        66156210       8,209     351,709 SH       DEFINED    1,2                         351,709
NORTHEAST UTILS      COM        66439710      48,567   2,486,802 SH       DEFINED    1,2,5,10,12,13            2,486,802
NORTHERN BORDER PART UNIT LTD P 66478510         487      10,160 SH       DEFINED    1,5                          10,160





                                                                                               
NORTHERN EMPIRE BANC COM        66511210       2,121      83,990 SH       DEFINED    1,2                          83,990
NORTHERN TR CORP     COM        66585910     259,574   4,944,267 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,944,267
NORTHFIELD LABS INC  COM        66613510       2,746     274,554 SH       DEFINED    1,2                         274,554
NORTHROP GRUMMAN COR COM        66680710   2,264,137  33,154,739 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  33,154,739
NORTHSTAR RLTY FIN C COM        66704R10       4,064     371,144 SH       DEFINED    1,2                         371,144
NORTHWEST BANCORP IN COM        66732810       6,219     251,171 SH       DEFINED    1,2                         251,171
NORTHWEST NAT GAS CO COM        66765510      20,742     584,460 SH       DEFINED    1,2,5                       584,460
NORTHWESTERN CORP    COM NEW    66807430      14,983     481,140 SH       DEFINED    1,2                         481,140
NOVAMED INC DEL      COM        66986W10         126      17,752 SH       DEFINED    1                            17,752
NOVARTIS A G         SPONSORED  66987V10       3,897      70,289 SH       DEFINED    1,2                          70,289
NOVASTAR FINL INC    COM        66994740      15,403     460,618 SH       DEFINED    1,2,5                       460,618
NOVATEL WIRELESS INC COM NEW    66987M60       3,577     399,713 SH       DEFINED    1,2,5,6                     399,713
NOVAVAX INC          COM        67000210         214      26,866 SH       DEFINED    1                            26,866
NOVELL INC           COM        67000610      66,360   8,640,637 SH       DEFINED    1,2,5,6,10,12,13          8,640,637
NOVELLUS SYS INC     COM        67000810      94,695   3,945,613 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,945,613
NOVEN PHARMACEUTICAL COM        67000910       7,672     425,973 SH       DEFINED    1,2,6                       425,973
NOVO-NORDISK A S     ADR        67010020       1,219      19,625 SH       DEFINED    1                            19,625
NPS PHARMACEUTICALS  COM        62936P10       4,882     571,615 SH       DEFINED    1,2,5                       571,615
NRG ENERGY INC       COM NEW    62937750      56,311   1,245,273 SH       DEFINED    1,2,5                     1,245,273
NS GROUP INC         COM        62891610      16,582     360,242 SH       DEFINED    1,2,5                       360,242
NSTAR                COM        67019E10      47,990   1,677,396 SH       DEFINED    1,2,5,12,13               1,677,396
NTL INC NEW          COM        62941W10      91,914   3,157,475 SH       DEFINED    1,2,5,7,8,10,12,13,14     3,157,475
NTN BUZZTIME INC     COM NEW    62941030          34      23,400 SH       DEFINED    1                            23,400
NTT DOCOMO INC       SPONS ADR  62942M20       1,189      80,512 SH       DEFINED    1                            80,512
NU HORIZONS ELECTRS  COM        66990810         108      12,690 SH       DEFINED    1                            12,690
NU SKIN ENTERPRISES  CL A       67018T10      12,026     685,998 SH       DEFINED    1,2                         685,998
NUANCE COMMUNICATION COM        67020Y10      19,864   1,681,966 SH       DEFINED    1,2,5                     1,681,966
NUCO2 INC            COM        62942810       4,194     132,135 SH       DEFINED    1,2                         132,135
NUCOR CORP           COM        67034610     676,881   6,459,404 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,459,404
NUTRACEUTICAL INTL C COM        67060Y10         243      16,100 SH       DEFINED    1                            16,100
NUTRI SYS INC NEW    COM        67069D10      18,697     393,465 SH       DEFINED    1,2,5                       393,465
NUVASIVE INC         COM        67070410       4,197     222,672 SH       DEFINED    1,2                         222,672
NUVEEN INVTS INC     CL A       67090F10     110,320   2,291,170 SH       DEFINED    1,2,5,10                  2,291,170
NUVELO INC           COM NEW    67072M30      11,575     649,578 SH       DEFINED    1,2,5                       649,578
NVIDIA CORP          COM        67066G10     282,186   4,928,148 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,928,148
NVR INC              COM        62944T10     139,325     188,544 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     188,544
NXSTAGE MEDICAL INC  COM        67072V10         445      34,720 SH       DEFINED    1                            34,720
NYSE GROUP INC       COM        62949W10       4,220      53,250 SH       DEFINED    1,2                          53,250
O CHARLEYS INC       COM        67082310       7,584     410,854 SH       DEFINED    1,2,6                       410,854
O REILLY AUTOMOTIVE  COM        68609110      54,442   1,489,101 SH       DEFINED    1,2,5,6,12,13             1,489,101
OAK HILL FINL INC    COM        67133710         292       9,441 SH       DEFINED    1                             9,441
OAKLEY INC           COM        67366210       5,768     338,905 SH       DEFINED    1,2,5                       338,905
OCCIDENTAL PETE CORP COM        67459910   1,437,342  15,513,672 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  15,513,672
OCCULOGIX INC        COM        67461T10         338      98,001 SH       DEFINED    1,2                          98,001
OCEANEERING INTL INC COM        67523210      21,649     377,822 SH       DEFINED    1,2,5                       377,822
OCEANFIRST FINL CORP COM        67523410       3,325     135,704 SH       DEFINED    1,2                         135,704
OCWEN FINL CORP      COM        67574610       6,311     617,541 SH       DEFINED    1,2                         617,541
ODYSSEY HEALTHCARE I COM        67611V10      21,826   1,268,207 SH       DEFINED    1,2,5,6                   1,268,207
ODYSSEY MARINE EXPLO COM        67611810       1,521     414,467 SH       DEFINED    1,2,5                       414,467
ODYSSEY RE HLDGS COR COM        67612W10       4,007     184,649 SH       DEFINED    1,2                         184,649
OFFICE DEPOT INC     COM        67622010     306,066   8,218,752 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   8,218,752
OFFICEMAX INC DEL    COM        67622P10      67,429   2,234,964 SH       DEFINED    1,2,5,6,10,12,13          2,234,964
OGE ENERGY CORP      COM        67083710      44,511   1,534,855 SH       DEFINED    1,2,5,6,13                1,534,855





                                                                                               
OHIO CAS CORP        COM        67724010      47,469   1,497,451 SH       DEFINED    1,2,5,13                  1,497,451
OIL STS INTL INC     COM        67802610      21,379     580,155 SH       DEFINED    1,2                         580,155
OIL SVC HOLDRS TR    DEPOSTRY R 67800210      14,681     100,000 SH       DEFINED    1                           100,000
OLD DOMINION FGHT LI COM        67958010      10,672     395,999 SH       DEFINED    1,2,6                       395,999
OLD NATL BANCORP IND COM        68003310      25,753   1,190,075 SH       DEFINED    1,2,5                     1,190,075
OLD REP INTL CORP    COM        68022310     122,821   5,628,832 SH       DEFINED    1,2,5,7,8,10,12,13,14     5,628,832
OLD SECOND BANCORP I COM        68027710       6,453     196,546 SH       DEFINED    1,2                         196,546
OLIN CORP            COM PAR $1 68066520      31,454   1,465,018 SH       DEFINED    1,2,5,13                  1,465,018
OLYMPIC STEEL INC    COM        68162K10       1,097      36,354 SH       DEFINED    1,5                          36,354
OM GROUP INC         COM        67087210      10,324     448,878 SH       DEFINED    1,2,5                       448,878
OMEGA FINL CORP      COM        68209210       6,232     184,066 SH       DEFINED    1,2,5                       184,066
OMEGA FLEX INC       COM        68209510         574      30,144 SH       DEFINED    1,2                          30,144
OMEGA HEALTHCARE INV COM        68193610      10,480     747,503 SH       DEFINED    1,2,3                       747,503
OMEGA PROTEIN CORP   COM        68210P10         117      20,430 SH       DEFINED    1                            20,430
OMI CORP NEW         COM        Y6476W10       2,102     116,646 SH       DEFINED    1,2,5                       116,646
OMNICARE INC         COM        68190410     120,882   2,198,246 SH       DEFINED    1,2,5,7,8,10,12,13,14     2,198,246
OMNICELL INC         COM        68213N10       1,920     168,600 SH       DEFINED    1                           168,600
OMNICOM GROUP INC    COM        68191910     395,578   4,751,688 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,751,688
OMNIVISION TECHNOLOG COM        68212810      35,777   1,184,679 SH       DEFINED    1,2,5                     1,184,679
OMNOVA SOLUTIONS INC COM        68212910         314      51,357 SH       DEFINED    1                            51,357
ON ASSIGNMENT INC    COM        68215910         750      68,325 SH       DEFINED    1,6                          68,325
ON SEMICONDUCTOR COR COM        68218910      18,612   2,563,600 SH       DEFINED    1,2                       2,563,600
ON2 TECHNOLOGIES INC COM        68338A10          21      26,200 SH       DEFINED    1                            26,200
ONE LIBERTY PPTYS IN COM        68240610       2,770     139,674 SH       DEFINED    1,2,3                       139,674
ONEOK INC NEW        COM        68268010      57,614   1,786,479 SH       DEFINED    1,2,5,13                  1,786,479
ONLINE RES CORP      COM        68273G10       3,494     268,763 SH       DEFINED    1,2                         268,763
ONYX PHARMACEUTICALS COM        68339910      14,743     561,417 SH       DEFINED    1,2,5                       561,417
ONYX SOFTWARE CORP   COM NEW    68340220          49      10,307 SH       DEFINED    1                            10,307
OPEN JT STK CO-VIMPE SPONSORED  68370R10       5,949     138,325 SH       DEFINED    1,2,5,7                     138,325
OPEN SOLUTIONS INC   COM        68371P10       7,284     266,705 SH       DEFINED    1,2,6                       266,705
OPENTV CORP          CL A       G6754310         101      34,418 SH       DEFINED    1                            34,418
OPENWAVE SYS INC     COM NEW    68371830      27,062   1,254,048 SH       DEFINED    1,2,5                     1,254,048
OPLINK COMMUNICATION COM NEW    68375Q40       4,632     267,104 SH       DEFINED    1,2                         267,104
OPNET TECHNOLOGIES I COM        68375710         400      37,284 SH       DEFINED    1,2,5                        37,284
OPSWARE INC          COM        68383A10       8,243     961,826 SH       DEFINED    1,2,5                       961,826
OPTEUM INC           CL A       68384A10       2,365     276,293 SH       DEFINED    1,2                         276,293
OPTICAL COMMUNICATIO CL A       68382T10         535     173,638 SH       DEFINED    1,2                         173,638
OPTION CARE INC      COM        68394810       4,332     306,359 SH       DEFINED    1,2,5                       306,359
OPTIONSXPRESS HLDGS  COM        68401010      10,196     350,602 SH       DEFINED    1,2                         350,602
ORACLE CORP          COM        68389X10   1,488,281 108,713,020 SH       DEFINED    1,2,5,6,7,8,10,12,13,14 108,713,020
ORASURE TECHNOLOGIES COM        68554V10      11,494   1,115,916 SH       DEFINED    1,2,5                     1,115,916
ORBITAL SCIENCES COR COM        68556410      11,960     755,976 SH       DEFINED    1,2                         755,976
ORBOTECH LTD         ORD        M7525310         542      22,018 SH       DEFINED    1,2,5,7                      22,018
ORCHID CELLMARK INC  COM        68573C10       1,615     281,284 SH       DEFINED    1,2                         281,284
OREGON STL MLS INC   COM        68607910      24,433     477,488 SH       DEFINED    1,2,5                       477,488
ORIENTAL FINL GROUP  COM        68618W10       5,634     389,895 SH       DEFINED    1,2                         389,895
ORIENT-EXPRESS HOTEL CL A       G6774310       1,533      39,067 SH       DEFINED    1,2                          39,067
ORIGEN FINL INC      COM        68619E20         999     164,333 SH       DEFINED    1,2                         164,333
ORIX CORP            SPONSORED  68633010       2,338      15,037 SH       DEFINED    1                            15,037
ORLEANS HOMEBUILDERS COM        68658810         796      39,272 SH       DEFINED    1,5                          39,272
ORMAT TECHNOLOGIES I COM        68668810       2,953      77,511 SH       DEFINED    1,2                          77,511
ORTHOLOGIC CORP      COM        68750J10         109      49,431 SH       DEFINED    1,5                          49,431
ORTHOVITA INC        COM        68750U10          98      23,700 SH       DEFINED    1                            23,700





                                                                                               
OSCIENT PHARMACEUTIC COM        68812R10         188      94,160 SH       DEFINED    1,5                          94,160
OSHKOSH TRUCK CORP   COM        68823920      51,107     821,121 SH       DEFINED    1,2,5,6                     821,121
OSI PHARMACEUTICALS  COM        67104010      21,537     670,922 SH       DEFINED    1,2,5,6,12                  670,922
OSI SYSTEMS INC      COM        67104410       4,069     192,549 SH       DEFINED    1,2                         192,549
OSTEOTECH INC        COM        68858210         225      51,353 SH       DEFINED    1,5,6                        51,353
OTTER TAIL CORP      COM        68964810      11,955     416,683 SH       DEFINED    1,2,5                       416,683
OUTBACK STEAKHOUSE I COM        68989910      44,295   1,006,713 SH       DEFINED    1,2,5,12,13               1,006,713
OUTDOOR CHANNEL HLDG COM NEW    69002720         726      71,274 SH       DEFINED    1,2                          71,274
OVERLAND STORAGE INC COM        69031010         177      19,470 SH       DEFINED    1                            19,470
OVERSEAS SHIPHOLDING COM        69036810      32,107     669,875 SH       DEFINED    1,2,7,10,13,14              669,875
OVERSTOCK COM INC DE COM        69037010       4,371     146,584 SH       DEFINED    1,2,5                       146,584
OWENS & MINOR INC NE COM        69073210      21,084     643,388 SH       DEFINED    1,2,5,6                     643,388
OWENS ILL INC        COM NEW    69076840     158,417   9,120,159 SH       DEFINED    1,2,5,7,8,10,12,13,14     9,120,159
OXFORD INDS INC      COM        69149730      12,176     238,143 SH       DEFINED    1,2,6                       238,143
OXIGENE INC          COM        69182810          94      20,129 SH       DEFINED    1                            20,129
P A M TRANSN SVCS IN COM        69314910       1,543      62,594 SH       DEFINED    1,2                          62,594
P C CONNECTION       COM        69318J10         107      18,585 SH       DEFINED    1                            18,585
P F CHANGS CHINA BIS COM        69333Y10      25,537     518,100 SH       DEFINED    1,2,6                       518,100
P T TELEKOMUNIKASI I SPONSORED  71568410       1,135      37,451 SH       DEFINED    1,2                          37,451
PAB BANKSHARES INC   COM        69313P10         272      14,000 SH       DEFINED    1,2                          14,000
PACCAR INC           COM        69371810     308,196   4,372,819 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,372,819
PACER INTL INC TENN  COM        69373H10      21,294     651,599 SH       DEFINED    1,2                         651,599
PACIFIC CAP BANCORP  COM        69404P10      21,747     642,648 SH       DEFINED    1,2,5                       642,648
PACIFIC ENERGY PARTN COM UNIT   69422R10         894      29,232 SH       DEFINED    1,2                          29,232
PACIFIC ETHANOL INC  COM        69423U10       1,632      75,582 SH       DEFINED    1,2,5                        75,582
PACIFIC SUNWEAR CALI COM        69487310      38,131   1,720,729 SH       DEFINED    1,2,5,13                  1,720,729
PACKAGING CORP AMER  COM        69515610      24,751   1,103,005 SH       DEFINED    1,2,5,13                  1,103,005
PACKETEER INC        COM        69521010       6,446     555,670 SH       DEFINED    1,2,5                       555,670
PACTIV CORP          COM        69525710     101,276   4,126,976 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,126,976
PAC-WEST TELECOM INC COM        69371Y10          11      11,491 SH       DEFINED    1                            11,491
PAIN THERAPEUTICS IN COM        69562K10       5,818     535,265 SH       DEFINED    1,2                         535,265
PAINCARE HLDGS INC   COM        69562E10         916     479,434 SH       DEFINED    1,2                         479,434
PALATIN TECHNOLOGIES COM NEW    69607730         186      67,960 SH       DEFINED    1,5                          67,960
PALL CORP            COM        69642930     105,931   3,396,307 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,396,307
PALM HARBOR HOMES    COM        69663910       4,926     229,855 SH       DEFINED    1,2                         229,855
PALM INC NEW         COM        69664310      41,672   1,799,288 SH       DEFINED    1,2,5                     1,799,288
PALOMAR MED TECHNOLO COM NEW    69752930       6,906     206,443 SH       DEFINED    1,2                         206,443
PAN PACIFIC RETAIL P COM        69806L10      50,979     719,029 SH       DEFINED    1,2,3,5                     719,029
PANACOS PHARMACEUTIC COM        69811Q10         427      56,461 SH       DEFINED    1,5                          56,461
PANAMSAT HLDG CORP   COM        69831Y10      10,910     439,583 SH       DEFINED    1,2                         439,583
PANERA BREAD CO      CL A       69840W10      33,341     443,481 SH       DEFINED    1,2,5,6                     443,481
PANTRY INC           COM        69865710      26,948     431,927 SH       DEFINED    1,2                         431,927
PAPA JOHNS INTL INC  COM        69881310      27,064     824,860 SH       DEFINED    1,2,6                       824,860
PAR PHARMACEUTICAL C COM        69888P10      27,847     988,195 SH       DEFINED    1,2,5,13                    988,195
PAR TECHNOLOGY CORP  COM        69888410       1,106      62,343 SH       DEFINED    1,2                          62,343
PARALLEL PETE CORP D COM        69915710       7,924     429,492 SH       DEFINED    1,2                         429,492
PARAMETRIC TECHNOLOG COM NEW    69917320      51,153   3,132,486 SH       DEFINED    1,2,5,6,10,12,13          3,132,486
PAREXEL INTL CORP    COM        69946210      11,002     416,128 SH       DEFINED    1,2,6                       416,128
PARK ELECTROCHEMICAL COM        70041620       8,360     283,386 SH       DEFINED    1,2,6                       283,386
PARK NATL CORP       COM        70065810      19,080     179,153 SH       DEFINED    1,2,5                       179,153
PARK OHIO HLDGS CORP COM        70066610         239      11,968 SH       DEFINED    1                            11,968
PARKER DRILLING CO   COM        70108110      12,865   1,387,819 SH       DEFINED    1,2,5                     1,387,819
PARKER HANNIFIN CORP COM        70109410     278,578   3,455,873 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,455,873





                                                                                               
PARKVALE FINL CORP   COM        70149210         278       9,932 SH       DEFINED    1                             9,932
PARKWAY PPTYS INC    COM        70159Q10      14,420     330,138 SH       DEFINED    1,2,3                       330,138
PARLUX FRAGRANCES IN COM        70164510       2,463      76,367 SH       DEFINED    1,2                          76,367
PARTNERRE LTD        COM        G6852T10      16,448     264,908 SH       DEFINED    1,2,5,7,8,10,12,13,14       264,908
PARTNERS TR FINL GRO COM        70213F10       9,202     772,003 SH       DEFINED    1,2,5                       772,003
PATHMARK STORES INC  COM        70322A10       9,876     944,171 SH       DEFINED    1,2                         944,171
PATRICK INDS INC     COM        70334310         128      10,800 SH       DEFINED    1                            10,800
PATTERSON COMPANIES  COM        70339510     121,571   3,453,731 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,453,731
PATTERSON UTI ENERGY COM        70348110     104,381   3,265,989 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,265,989
PAULA FINL DEL       COM        70358810          28      14,600 SH       DEFINED    1                            14,600
PAXAR CORP           COM        70422710      10,241     523,306 SH       DEFINED    1,2,6                       523,306
PAXSON COMMUNICATION COM        70423110          35      37,601 SH       DEFINED    1                            37,601
PAYCHEX INC          COM        70432610     364,594   8,751,663 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   8,751,663
PAYLESS SHOESOURCE I COM        70437910      98,603   4,307,676 SH       DEFINED    1,2,5,13                  4,307,676
PC-TEL INC           COM        69325Q10         467      49,034 SH       DEFINED    1,2,6                        49,034
PDF SOLUTIONS INC    COM        69328210       6,072     320,946 SH       DEFINED    1,2,5                       320,946
PDL BIOPHARMA INC    COM        69329Y10      55,377   1,688,321 SH       DEFINED    1,2,5,6,12,13             1,688,321
PEABODY ENERGY CORP  COM        70454910     241,275   4,786,244 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,786,244
PEAPACK-GLADSTONE FI COM        70469910       2,753     107,508 SH       DEFINED    1,2                         107,508
PEARSON PLC          SPONSORED  70501510         608      43,919 SH       DEFINED    1                            43,919
PEDIATRIX MED GROUP  COM        70532410      46,650     454,506 SH       DEFINED    1,2,5,6                     454,506
PEERLESS SYS CORP    COM        70553610          78      10,500 SH       DEFINED    1                            10,500
PEETS COFFEE & TEA I COM        70556010       8,650     288,346 SH       DEFINED    1,2,6                       288,346
PEGASUS SOLUTIONS IN COM        70590610       2,910     309,285 SH       DEFINED    1,2,6                       309,285
PEGASYSTEMS INC      COM        70557310       2,237     274,132 SH       DEFINED    1,2                         274,132
PEMSTAR INC          COM        70655210          89      43,224 SH       DEFINED    1                            43,224
PENN NATL GAMING INC COM        70756910      48,262   1,144,199 SH       DEFINED    1,2,5                     1,144,199
PENN VA CORP         COM        70788210      20,163     283,987 SH       DEFINED    1,2                         283,987
PENN VA RESOURCES PA COM        70788410       1,440      25,100 SH       DEFINED    1,2                          25,100
PENNEY J C INC       COM        70816010   2,018,711  33,416,831 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  33,416,831
PENNFED FINL SVCS IN COM        70816710       2,561     133,608 SH       DEFINED    1,2                         133,608
PENNSYLVANIA COMM BA COM        70867710       1,585      52,560 SH       DEFINED    1,2                          52,560
PENNSYLVANIA RL ESTA SH BEN INT 70910210      37,087     842,881 SH       DEFINED    1,2,3,5                     842,881
PENTAIR INC          COM        70963110      74,539   1,829,182 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   1,829,182
PENWEST PHARMACEUTIC COM        70975410       6,036     278,294 SH       DEFINED    1,2                         278,294
PEOPLES BANCORP INC  COM        70978910       6,033     201,104 SH       DEFINED    1,2                         201,104
PEOPLES BK BRIDGEPOR COM        71019810      23,554     719,215 SH       DEFINED    1,2,5,12                    719,215
PEOPLES ENERGY CORP  COM        71103010      47,256   1,325,932 SH       DEFINED    1,2,5,6,10,12,13          1,325,932
PEP BOYS MANNY MOE & COM        71327810      15,981   1,057,666 SH       DEFINED    1,2,5,6                   1,057,666
PEPCO HOLDINGS INC   COM        71329110      95,408   4,186,403 SH       DEFINED    1,2,5,7,8,10,12,13,14     4,186,403
PEPSI BOTTLING GROUP COM        71340910     226,696   7,459,568 SH       DEFINED    1,2,5,6,7,10,12,13,14     7,459,568
PEPSIAMERICAS INC    COM        71343P20      30,723   1,256,566 SH       DEFINED    1,2,5,6,12,13             1,256,566
PEPSICO INC          COM        71344810   2,651,736  45,885,726 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  45,885,726
PEREGRINE PHARMACEUT COM        71366110         464     301,500 SH       DEFINED    1,5                         301,500
PERFORMANCE FOOD GRO COM        71375510      26,647     854,338 SH       DEFINED    1,2,5,6                     854,338
PERFORMANCE TECHNOLO COM        71376K10         134      17,817 SH       DEFINED    1                            17,817
PERICOM SEMICONDUCTO COM        71383110       3,715     376,771 SH       DEFINED    1,2,6                       376,771
PERINI CORP          COM        71383910       7,886     259,668 SH       DEFINED    1,2                         259,668
PERKINELMER INC      COM        71404610      72,651   3,095,497 SH       DEFINED    1,2,5,6,10,12,13          3,095,497
PERMA-FIX ENVIRONMEN COM        71415710          45      23,800 SH       DEFINED    1                            23,800
PEROT SYS CORP       CL A       71426510      18,527   1,190,711 SH       DEFINED    1,2,5                     1,190,711
PERRIGO CO           COM        71429010      27,432   1,681,941 SH       DEFINED    1,2,5,13                  1,681,941
PER-SE TECHNOLOGIES  COM NEW    71356930      20,491     768,586 SH       DEFINED    1,2,5,6                     768,586





                                                                                               
PERVASIVE SOFTWARE I COM        71571010          79      19,100 SH       DEFINED    1                            19,100
PETCO ANIMAL SUPPLIE COM NEW    71601620      17,998     763,607 SH       DEFINED    1,2,5                       763,607
PETROBRAS ENERGIA PA SP ADR B S 71646M10       3,023     268,690 SH       DEFINED    1,2,5,7                     268,690
PETRO-CDA            COM        71644E10       3,341      70,197 SH       DEFINED    1,5,7,8                      70,197
PETROCHINA CO LTD    SPONSORED  71646E10       1,093      10,412 SH       DEFINED    1                            10,412
PETROHAWK ENERGY COR COM        71649510       9,595     700,345 SH       DEFINED    1,2                         700,345
PETROLEO BRASILEIRO  SPONSORED  71654V10      73,232     917,122 SH       DEFINED    1,2,7                       917,122
PETROLEO BRASILEIRO  SPONSORED  71654V40      77,450     893,619 SH       DEFINED    1,2,4,5                     893,619
PETROLEUM DEV CORP   COM        71657810      17,662     389,373 SH       DEFINED    1,2,5                       389,373
PETROQUEST ENERGY IN COM        71674810       6,083     602,889 SH       DEFINED    1,2                         602,889
PETSMART INC         COM        71676810      77,737   2,762,493 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,762,493
PFF BANCORP INC      COM        69331W10      16,736     496,472 SH       DEFINED    1,2                         496,472
PFIZER INC           COM        71708110   5,531,260 221,960,688 SH       DEFINED    1,2,5,6,7,8,10,12,13,14 221,960,688
PFSWEB INC           COM        71709810          13      10,481 SH       DEFINED    1                            10,481
PG&E CORP            COM        69331C10     518,457  13,327,939 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  13,327,939
PHARMACEUTICAL PROD  COM        71712410      55,067   1,591,069 SH       DEFINED    1,2,5,6,12,13             1,591,069
PHARMACYCLICS INC    COM        71693310         114      24,888 SH       DEFINED    1,5                          24,888
PHARMION CORP        COM        71715B40       5,065     281,064 SH       DEFINED    1,2                         281,064
PHARMOS CORP         COM PAR $. 71713930          31      12,713 SH       DEFINED    1                            12,713
PHASE FORWARD INC    COM        71721R40       3,266     293,222 SH       DEFINED    1,2                         293,222
PHELPS DODGE CORP    COM        71726510     636,900   7,908,849 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   7,908,849
PHH CORP             COM NEW    69332020      21,388     801,047 SH       DEFINED    1,2,5                       801,047
PHI INC              COM NON VT 69336T20         374      10,193 SH       DEFINED    1                            10,193
PHILADELPHIA CONS HL COM        71752810      18,160     531,915 SH       DEFINED    1,2,5                       531,915
PHILIPPINE LONG DIST SPONSORED  71825260       5,819     154,891 SH       DEFINED    1,2,7                       154,891
PHILLIPS VAN HEUSEN  COM        71859210      30,464     797,286 SH       DEFINED    1,2,6                       797,286
PHOENIX COS INC NEW  COM        71902E10      40,728   2,498,675 SH       DEFINED    1,2,5                     2,498,675
PHOENIX TECHNOLOGY L COM        71915310       1,948     287,315 SH       DEFINED    1,2,6                       287,315
PHOTON DYNAMICS INC  COM        71936410       4,580     244,241 SH       DEFINED    1,2,6                       244,241
PHOTRONICS INC       COM        71940510      12,384     660,146 SH       DEFINED    1,2,5,6                     660,146
PICO HLDGS INC       COM NEW    69336620       8,977     272,926 SH       DEFINED    1,2                         272,926
PIEDMONT NAT GAS INC COM        72018610      18,662     777,903 SH       DEFINED    1,2,5                       777,903
PIER 1 IMPORTS INC   COM        72027910      20,286   1,747,288 SH       DEFINED    1,2,5,13                  1,747,288
PIKE ELEC CORP       COM        72128310       3,175     151,111 SH       DEFINED    1,2                         151,111
PILGRIMS PRIDE CORP  COM        72146710      17,975     829,485 SH       DEFINED    1,2,7,10,14                 829,485
PINNACLE AIRL CORP   COM        72344310       3,729     559,894 SH       DEFINED    1,2                         559,894
PINNACLE ENTMT INC   COM        72345610      23,901     848,458 SH       DEFINED    1,2,5,6                     848,458
PINNACLE FINL PARTNE COM        72346Q10       3,454     125,882 SH       DEFINED    1,2                         125,882
PINNACLE WEST CAP CO COM        72348410     117,722   3,010,798 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,010,798
PIONEER COS INC      COM NEW    72364330       4,111     134,801 SH       DEFINED    1,2                         134,801
PIONEER DRILLING CO  COM        72365510       4,990     303,708 SH       DEFINED    1,2,5                       303,708
PIONEER NAT RES CO   COM        72378710     128,977   2,914,727 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,914,727
PIPER JAFFRAY COS    COM        72407810      24,232     440,577 SH       DEFINED    1,2,5                       440,577
PITNEY BOWES INC     COM        72447910     262,202   6,107,673 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,107,673
PIXAR                COM        72581110      38,280     596,816 SH       DEFINED    1,2,5,6,8,12                596,816
PIXELWORKS INC       COM        72581M10       2,974     598,352 SH       DEFINED    1,2,5                       598,352
PLACER SIERRA BANCSH COM        72607910       2,120      74,265 SH       DEFINED    1,2                          74,265
PLAINS ALL AMERN PIP UNIT LTD P 72650310       3,197      71,076 SH       DEFINED    1,2,5                        71,076
PLAINS EXPL& PRODTN  COM        72650510      49,189   1,273,010 SH       DEFINED    1,2,5,6,12,13             1,273,010
PLANAR SYS INC       COM        72690010       1,351      79,860 SH       DEFINED    1,2,5,6                      79,860
PLANTRONICS INC NEW  COM        72749310      33,840     955,117 SH       DEFINED    1,2,5,6,12,13               955,117
PLATINUM UNDERWRITER COM        G7127P10       1,804      62,009 SH       DEFINED    1,2,5                        62,009
PLATO LEARNING INC   COM        72764Y10         256      27,007 SH       DEFINED    1                            27,007





                                                                                               
PLAYBOY ENTERPRISES  CL B       72811730       4,508     317,448 SH       DEFINED    1,2                         317,448
PLAYTEX PRODS INC    COM        72813P10      14,425   1,377,771 SH       DEFINED    1,2,6                     1,377,771
PLEXUS CORP          COM        72913210      40,270   1,071,877 SH       DEFINED    1,2,5,13                  1,071,877
PLUG POWER INC       COM        72919P10       3,128     625,555 SH       DEFINED    1,2,5                       625,555
PLUM CREEK TIMBER CO COM        72925110     174,664   4,729,604 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,729,604
PLX TECHNOLOGY INC   COM        69341710       3,855     307,165 SH       DEFINED    1,2,5                       307,165
PMA CAP CORP         CL A       69341920       5,100     501,011 SH       DEFINED    1,2,5                       501,011
PMC COML TR          SH BEN INT 69343410         235      17,238 SH       DEFINED    1,2                          17,238
PMC-SIERRA INC       COM        69344F10      59,988   4,881,059 SH       DEFINED    1,2,5,6,10,12,13          4,881,059
PMI GROUP INC        COM        69344M10      77,274   1,682,787 SH       DEFINED    1,2,5,7,8,10,12,13,14     1,682,787
PNC FINL SVCS GROUP  COM        69347510     605,755   8,999,487 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   8,999,487
PNM RES INC          COM        69349H10      22,984     941,965 SH       DEFINED    1,2,5,13                    941,965
POGO PRODUCING CO    COM        73044810      60,525   1,204,473 SH       DEFINED    1,2,5,12,13               1,204,473
POINT THERAPEUTICS I COM        73069410          36      10,341 SH       DEFINED    1                            10,341
POLARIS INDS INC     COM        73106810      41,072     752,795 SH       DEFINED    1,2,5,6,12                  752,795
POLO RALPH LAUREN CO CL A       73157210      47,053     776,329 SH       DEFINED    1,2,5,6,12,13               776,329
POLYCOM INC          COM        73172K10      40,050   1,847,339 SH       DEFINED    1,2,5,6,12,13             1,847,339
POLYMEDICA CORP      COM        73173810      17,143     404,692 SH       DEFINED    1,2,6                       404,692
POLYONE CORP         COM        73179P10      13,150   1,410,905 SH       DEFINED    1,2,5                     1,410,905
POMEROY IT SOLUTIONS COM        73182210         127      15,201 SH       DEFINED    1                            15,201
POPE & TALBOT INC    COM        73282710         434      63,871 SH       DEFINED    1,5                          63,871
POPULAR INC          COM        73317410      55,192   2,658,558 SH       DEFINED    1,2,5,6,12                2,658,558
PORTALPLAYER INC     COM        73618720       9,041     406,714 SH       DEFINED    1,2                         406,714
PORTFOLIO RECOVERY A COM        73640Q10      16,851     359,823 SH       DEFINED    1,2                         359,823
PORTUGAL TELECOM SGP SPONSORED  73727310         495      40,468 SH       DEFINED    1                            40,468
POSCO                SPONSORED  69348310       6,783     106,324 SH       DEFINED    1,2,5                       106,324
POSSIS MEDICAL INC   COM        73740710       4,163     409,747 SH       DEFINED    1,6                         409,747
POST PPTYS INC       COM        73746410      45,955   1,032,700 SH       DEFINED    1,2,3,5                   1,032,700
POTLATCH CORP NEW    COM        73763010      29,074     678,659 SH       DEFINED    1,2,5,13                    678,659
POWELL INDS INC      COM        73912810       2,908     133,532 SH       DEFINED    1,2                         133,532
POWER INTEGRATIONS I COM        73927610      10,181     410,853 SH       DEFINED    1,2,5,6                     410,853
POWER-ONE INC        COM        73930810       7,122     989,195 SH       DEFINED    1,2,5                       989,195
POWERWAVE TECHNOLOGI COM        73936310      28,455   2,109,309 SH       DEFINED    1,2,5,13                  2,109,309
POZEN INC            COM        73941U10       8,331     498,847 SH       DEFINED    1,2,5                       498,847
PPG INDS INC         COM        69350610     296,406   4,678,857 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,678,857
PPL CORP             COM        69351T10     342,157  11,638,009 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  11,638,009
PRA INTL             COM        69353C10       6,038     243,714 SH       DEFINED    1,2                         243,714
PRAECIS PHARMACEUTIC COM NEW    73942140          74      13,955 SH       DEFINED    1,5                          13,955
PRAXAIR INC          COM        74005P10     488,760   8,862,375 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   8,862,375
PRE PAID LEGAL SVCS  COM        74006510      11,028     310,816 SH       DEFINED    1,2,6                       310,816
PRECISION CASTPARTS  COM        74018910     136,460   2,297,313 SH       DEFINED    1,2,5,6,10,12,13          2,297,313
PREFERRED BK LOS ANG COM        74036710       2,030      40,214 SH       DEFINED    1,2                          40,214
PREFORMED LINE PRODS COM        74044410         866      25,524 SH       DEFINED    1,2                          25,524
PREMIERE GLOBAL SVCS COM        74058510      10,272   1,276,068 SH       DEFINED    1,2                       1,276,068
PREMIERWEST BANCORP  COM        74092110       2,901     156,818 SH       DEFINED    1,2                         156,818
PREMIUM STD FARMS IN COM        74060C10       2,407     137,167 SH       DEFINED    1,2                         137,167
PRESIDENTIAL LIFE CO COM        74088410       8,501     334,561 SH       DEFINED    1,2                         334,561
PRESSTEK INC         COM        74111310       5,407     454,388 SH       DEFINED    1,2                         454,388
PRESTIGE BRANDS HLDG COM        74112D10       4,625     380,012 SH       DEFINED    1,2                         380,012
PRG-SCHULTZ INTERNAT COM        69357C10         348     570,065 SH       DEFINED    1,2                         570,065
PRICE COMMUNICATIONS COM NEW    74143730      12,176     688,309 SH       DEFINED    1,2,5                       688,309
PRICE T ROWE GROUP I COM        74144T10     259,455   3,317,418 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,317,418
PRICELINE COM INC    COM NEW    74150340      12,087     486,611 SH       DEFINED    1,2,5                       486,611





                                                                                                
PRICESMART INC       COM        74151110          94      11,750 SH       DEFINED    1                              11,750
PRIDE INTL INC DEL   COM        74153Q10     135,172   4,335,214 SH       DEFINED    1,2,5,10,12,13              4,335,214
PRIMEDIA INC         COM        74157K10       4,159   2,009,132 SH       DEFINED    1,2,5                       2,009,132
PRIMEENERGY CORP     COM        74158E10         221       2,700 SH       DEFINED    1                               2,700
PRIMUS TELECOMMUNICA COM        74192910          58      75,862 SH       DEFINED    1                              75,862
PRINCETON REVIEW INC COM        74235210         263      43,483 SH       DEFINED    1,5                            43,483
PRINCIPAL FINANCIAL  COM        74251V10     388,071   7,952,283 SH       DEFINED    1,2,5,6,10,12,13            7,952,283
PRIVATEBANCORP INC   COM        74296210      11,341     273,350 SH       DEFINED    1,2,5                         273,350
PROASSURANCE CORP    COM        74267C10      21,641     416,176 SH       DEFINED    1,2,5                         416,176
PROCTER & GAMBLE CO  COM        74271810   5,593,061  97,051,206 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    97,051,206
PROGENICS PHARMACEUT COM        74318710       6,510     245,751 SH       DEFINED    1,2                           245,751
PROGRESS ENERGY INC  COM        74326310     951,188  21,627,729 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    21,627,729
PROGRESS SOFTWARE CO COM        74331210      16,650     572,351 SH       DEFINED    1,2,5,6                       572,351
PROGRESSIVE CORP OHI COM        74331510     517,177   4,960,459 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     4,960,459
PROLIANCE INTL INC   COM        74340R10         151      27,402 SH       DEFINED    1,2,5                          27,402
PROLOGIS             SH BEN INT 74341010     465,099   8,693,442 SH       DEFINED    1,2,3,5,6,7,8,10,12,13,14   8,693,442
PROQUEST COMPANY     COM        74346P10       7,098     331,834 SH       DEFINED    1,2,5                         331,834
PROSPERITY BANCSHARE COM        74360610       8,666     286,863 SH       DEFINED    1,2                           286,863
PROTECTIVE LIFE CORP COM        74367410      74,625   1,500,308 SH       DEFINED    1,2,5,12,13                 1,500,308
PROVIDENCE SVC CORP  COM        74381510       3,444     105,900 SH       DEFINED    1,2                           105,900
PROVIDENT BANKSHARES COM        74385910      17,705     485,723 SH       DEFINED    1,2,5                         485,723
PROVIDENT FINL HLDGS COM        74386810       2,449      75,115 SH       DEFINED    1,2                            75,115
PROVIDENT FINL SVCS  COM        74386T10      25,053   1,384,169 SH       DEFINED    1,2,5                       1,384,169
PROVIDENT NEW YORK B COM        74402810       7,080     545,856 SH       DEFINED    1,2                           545,856
PROXYMED INC         COM NEW    74429030          77      10,608 SH       DEFINED    1                              10,608
PRUDENTIAL FINL INC  COM        74432010     986,932  13,018,489 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    13,018,489
PRUDENTIAL PLC       ADR        74435K20         896      38,470 SH       DEFINED    1                              38,470
PS BUSINESS PKS INC  COM        69360J10      27,275     487,742 SH       DEFINED    1,2,3,5                       487,742
PSS WORLD MED INC    COM        69366A10      19,199     995,277 SH       DEFINED    1,2,5                         995,277
PSYCHIATRIC SOLUTION COM        74439H10      22,066     666,050 SH       DEFINED    1,2                           666,050
PUBLIC STORAGE INC   COM        74460D10     250,953   3,089,418 SH       DEFINED    1,2,3,5,6,7,8,10,12,13,14   3,089,418
PUBLIC SVC ENTERPRIS COM        74457310     476,581   7,441,928 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     7,441,928
PUBLICIS S A NEW     SPONSORED  74463M10         485      12,379 SH       DEFINED    1                              12,379
PUGET ENERGY INC NEW COM        74531010      34,936   1,649,461 SH       DEFINED    1,2,5,12,13                 1,649,461
PULTE HOMES INC      COM        74586710     218,360   5,683,498 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     5,683,498
PVF CAPITAL CORP     COM        69365410         119      11,927 SH       DEFINED    1                              11,927
PXRE GROUP LTD       COM        G7301810          94      28,860 SH       DEFINED    1,5                            28,860
Q MED                COM        74791410         111      12,007 SH       DEFINED    1                              12,007
QAD INC              COM        74727D10       1,032     137,969 SH       DEFINED    1,2                           137,969
QC HLDGS INC         COM        74729T10         569      45,035 SH       DEFINED    1                              45,035
QLOGIC CORP          COM        74727710     133,042   6,875,576 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     6,875,576
QUAKER CHEM CORP     COM        74731610         421      19,334 SH       DEFINED    1,5                            19,334
QUAKER FABRIC CORP N COM        74739910          19      13,821 SH       DEFINED    1                              13,821
QUALCOMM INC         COM        74752510   2,294,602  45,338,898 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    45,338,898
QUALITY DISTR INC FL COM        74756M10         445      34,120 SH       DEFINED    1,2                            34,120
QUALITY SYS INC      COM        74758210       9,064     273,834 SH       DEFINED    1,2,6                         273,834
QUANEX CORP          COM        74762010      32,133     482,260 SH       DEFINED    1,2                           482,260
QUANTA SVCS INC      COM        74762E10      42,765   2,669,467 SH       DEFINED    1,2,5,13                    2,669,467
QUANTUM CORP         COM DSSG   74790620       9,285   2,482,628 SH       DEFINED    1,2,5                       2,482,628
QUANTUM FUEL SYS TEC COM        74765E10       2,241     625,842 SH       DEFINED    1,2,5                         625,842
QUEST DIAGNOSTICS IN COM        74834L10     227,852   4,441,564 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     4,441,564
QUEST SOFTWARE INC   COM        74834T10      16,369     980,194 SH       DEFINED    1,2,5                         980,194
QUESTAR CORP         COM        74835610     109,209   1,559,016 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     1,559,016





                                                                                               
QUICKLOGIC CORP      COM        74837P10          97      16,818 SH       DEFINED    1                            16,818
QUICKSILVER RESOURCE COM        74837R10      33,682     871,234 SH       DEFINED    1,2,5,6,12,13               871,234
QUIDEL CORP          COM        74838J10         658      51,109 SH       DEFINED    1,5                          51,109
QUIKSILVER INC       COM        74838C10      24,192   1,745,463 SH       DEFINED    1,2,5,6                   1,745,463
QUIXOTE CORP         COM        74905610         249      10,065 SH       DEFINED    1                            10,065
QUOVADX INC          COM        74913K10          92      28,832 SH       DEFINED    1,5                          28,832
QWEST COMMUNICATIONS COM        74912110     719,411 105,795,690 SH       DEFINED    1,2,5,6,7,8,10,12,13,14 105,795,690
R & B INC            COM        74912410       1,052     102,611 SH       DEFINED    1,2                         102,611
R & G FINANCIAL CORP CL B       74913610      10,606     837,729 SH       DEFINED    1,2                         837,729
R H DONNELLEY CORP   COM NEW    74955W30      45,963     789,338 SH       DEFINED    1,2,5,12                    789,338
RACKABLE SYS INC     COM        75007710       5,994     113,423 SH       DEFINED    1,2                         113,423
RADIAN GROUP INC     COM        75023610     182,576   3,030,299 SH       DEFINED    1,2,5,7,8,10,12,13,14     3,030,299
RADIANT SYSTEMS INC  COM        75025N10       4,174     308,695 SH       DEFINED    1,2,6                       308,695
RADIATION THERAPY SV COM        75032320       3,395     133,098 SH       DEFINED    1,2                         133,098
RADIO ONE INC        CL A       75040P10         815     108,918 SH       DEFINED    1,2                         108,918
RADIO ONE INC        CL D NON V 75040P40       8,320   1,115,279 SH       DEFINED    1,2,5                     1,115,279
RADIOLOGIX INC       COM        75040K10          36      19,700 SH       DEFINED    1                            19,700
RADIOSHACK CORP      COM        75043810      67,830   3,527,290 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,527,290
RADISYS CORP         COM        75045910       7,180     361,727 SH       DEFINED    1,2,5,6                     361,727
RAE SYS INC          COM        75061P10          78      21,800 SH       DEFINED    1,5                          21,800
RAILAMERICA INC      COM        75075310       5,582     523,681 SH       DEFINED    1,2                         523,681
RAINDANCE COMM       COM        75086X10         153      56,700 SH       DEFINED    1,5                          56,700
RAIT INVT TR         COM        74922710      10,165     359,940 SH       DEFINED    1,2,5                       359,940
RALCORP HLDGS INC NE COM        75102810      22,795     599,072 SH       DEFINED    1,2,5,6                     599,072
RAMBUS INC DEL       COM        75091710      57,067   1,450,611 SH       DEFINED    1,2,5,6,12                1,450,611
RAMCO-GERSHENSON PPT COM SH BEN 75145220      10,882     359,488 SH       DEFINED    1,2,3                       359,488
RANGE RES CORP       COM        75281A10      33,283   1,218,719 SH       DEFINED    1,2,5,6,12                1,218,719
RARE HOSPITALITY INT COM        75382010      19,587     562,352 SH       DEFINED    1,2,5,6                     562,352
RAVEN INDS INC       COM        75421210       8,003     204,639 SH       DEFINED    1,2                         204,639
RAYMOND JAMES FINANC COM        75473010      48,978   1,656,918 SH       DEFINED    1,2,5,13                  1,656,918
RAYONIER INC         COM        75490710      47,810   1,048,700 SH       DEFINED    1,2,5,6,12,13             1,048,700
RAYTHEON CO          COM NEW    75511150     720,445  15,716,514 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  15,716,514
RBC BEARINGS INC     COM        75524B10       2,260     110,230 SH       DEFINED    1,2                         110,230
RC2 CORP             COM        74938810      11,980     300,933 SH       DEFINED    1,2                         300,933
RCN CORP             COM NEW    74936120       8,321     321,277 SH       DEFINED    1,2                         321,277
READERS DIGEST ASSN  COM        75526710      28,042   1,901,144 SH       DEFINED    1,2,5,13                  1,901,144
READING INTERNATIONA CL A       75540810         193      23,790 SH       DEFINED    1                            23,790
REALNETWORKS INC     COM        75605L10      12,156   1,473,395 SH       DEFINED    1,2,5                     1,473,395
REALTY INCOME CORP   COM        75610910      21,906     904,841 SH       DEFINED    1,2,3,5                     904,841
RECKSON ASSOCS RLTY  COM        75621K10      76,863   1,677,495 SH       DEFINED    1,2,3,5                   1,677,495
RED HAT INC          COM        75657710      95,314   3,406,519 SH       DEFINED    1,2,5,6,10,12             3,406,519
RED ROBIN GOURMET BU COM        75689M10      11,647     246,749 SH       DEFINED    1,2,6                       246,749
REDBACK NETWORKS INC COM NEW    75720950      15,129     697,491 SH       DEFINED    1,2,5                       697,491
REDDY ICE HLDGS INC  COM        75734R10       2,550     114,827 SH       DEFINED    1,2                         114,827
REDWOOD TR INC       COM        75807540      12,397     286,182 SH       DEFINED    1,2,5                       286,182
REED ELSEVIER N V    SPONSORED  75820410         612      21,328 SH       DEFINED    1                            21,328
REED ELSEVIER P L C  SPONSORED  75820510       6,831     178,166 SH       DEFINED    1                           178,166
REGAL BELOIT CORP    COM        75875010      21,683     512,970 SH       DEFINED    1,2,5,6                     512,970
REGAL ENTMT GROUP    CL A       75876610       7,577     402,831 SH       DEFINED    1,2,5                       402,831
REGENCY CTRS CORP    COM        75884910     106,147   1,579,810 SH       DEFINED    1,2,3,5,12,13             1,579,810
REGENCY ENERGY PARTN COM UNITS  75885Y10         325      14,700 SH       DEFINED    1,2                          14,700
REGENERATION TECH IN COM        75886N10         255      32,657 SH       DEFINED    1                            32,657
REGENERON PHARMACEUT COM        75886F10      15,502     932,152 SH       DEFINED    1,2,5,6                     932,152





                                                                                               
REGENT COMMUNICATION COM        75886510       2,012     436,524 SH       DEFINED    1,2                         436,524
REGIONS FINANCIAL CO COM        7591EP10     453,277  12,888,174 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  12,888,174
REGIS CORP MINN      COM        75893210      31,109     902,239 SH       DEFINED    1,2,5,13                    902,239
REHABCARE GROUP INC  COM        75914810       4,524     239,974 SH       DEFINED    1,2,5,6                     239,974
REINSURANCE GROUP AM COM        75935110      13,552     286,564 SH       DEFINED    1,2,5                       286,564
RELIANCE STEEL & ALU COM        75950910      42,628     453,875 SH       DEFINED    1,2,5                       453,875
RELIANT ENERGY INC   COM        75952B10      39,037   3,689,702 SH       DEFINED    1,2,5,7,8,10,12,13,14     3,689,702
REMINGTON OIL & GAS  COM        75959430      18,656     431,646 SH       DEFINED    1,2                         431,646
RENAISSANCE LEARNING COM        75968L10       1,866     103,650 SH       DEFINED    1,2                         103,650
RENAISSANCERE HOLDIN COM        G7496G10      16,422     376,481 SH       DEFINED    1,2,5,7,8,10,12,13,14       376,481
RENAL CARE GROUP INC COM        75993010       5,931     123,720 SH       DEFINED    1,2,13                      123,720
RENASANT CORP        COM        75970E10       5,428     146,940 SH       DEFINED    1,2                         146,940
RENOVIS INC          COM        75988510      10,805     506,798 SH       DEFINED    1,2,5                       506,798
RENT A CTR INC NEW   COM        76009N10      33,371   1,305,607 SH       DEFINED    1,2,5,13                  1,305,607
RENT WAY INC         COM        76009U10       2,566     355,903 SH       DEFINED    1,2,5                       355,903
RENTECH INC          COM        76011210         586     134,700 SH       DEFINED    1,5                         134,700
RENTRAK CORP         COM        76017410         187      18,300 SH       DEFINED    1                            18,300
REPLIGEN CORP        COM        75991610         100      26,913 SH       DEFINED    1,5                          26,913
REPSOL YPF S A       SPONSORED  76026T20       1,497      52,534 SH       DEFINED    1                            52,534
REPUBLIC AWYS HLDGS  COM        76027610       2,707     182,749 SH       DEFINED    1,2                         182,749
REPUBLIC BANCORP INC COM        76028210      12,820   1,064,767 SH       DEFINED    1,2,5                     1,064,767
REPUBLIC BANCORP KY  CL A       76028120       3,487     171,621 SH       DEFINED    1,2                         171,621
REPUBLIC COS GROUP I COM        76034910         853      49,120 SH       DEFINED    1                            49,120
REPUBLIC FIRST BANCO COM        76041610         215      14,659 SH       DEFINED    1                            14,659
REPUBLIC PROPERTY TR COM        76073710         245      20,800 SH       DEFINED    1,2                          20,800
REPUBLIC SVCS INC    COM        76075910     186,818   4,394,689 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,394,689
RES-CARE INC         COM        76094310       9,129     496,655 SH       DEFINED    1,2                         496,655
RESEARCH IN MOTION L COM        76097510       1,712      20,167 SH       DEFINED    1,5                          20,167
RESMED INC           COM        76115210      39,158     890,360 SH       DEFINED    1,2,5,6,12                  890,360
RESOURCE AMERICA INC CL A       76119520       4,226     212,150 SH       DEFINED    1,2,5                       212,150
RESOURCES CONNECTION COM        76122Q10      14,993     601,886 SH       DEFINED    1,2                         601,886
RESPIRONICS INC      COM        76123010      31,715     815,090 SH       DEFINED    1,2,5,6,12                  815,090
RESTORATION HARDWARE COM        76098110       2,001     351,753 SH       DEFINED    1,2,5                       351,753
RETAIL VENTURES INC  COM        76128Y10       2,911     198,600 SH       DEFINED    1,2                         198,600
RETALIX LTD          ORD        M8215W10         666      26,998 SH       DEFINED    1,2                          26,998
RETRACTABLE TECHNOLO COM        76129W10         119      30,500 SH       DEFINED    1                            30,500
REUTERS GROUP PLC    SPONSORED  76132M10         512      12,431 SH       DEFINED    1                            12,431
REVLON INC           RIGHT 03/2 76152512           1      15,750 SH       DEFINED    1,2                          15,750
REVLON INC           CL A       76152550       6,613   2,092,579 SH       DEFINED    1,2                       2,092,579
REWARDS NETWORK INC  COM        76155710         196      24,607 SH       DEFINED    1                            24,607
REX STORES CORP      COM        76162410         180      11,964 SH       DEFINED    1                            11,964
REYNOLDS & REYNOLDS  CL A       76169510      24,428     860,130 SH       DEFINED    1,2,5,13                    860,130
REYNOLDS AMERICAN IN COM        76171310     290,655   2,755,023 SH       DEFINED    1,2,5,6,10,12,13          2,755,023
RF MICRODEVICES INC  COM        74994110      30,751   3,555,002 SH       DEFINED    1,2,5,13                  3,555,002
RICHARDSON ELECTRS L COM        76316510          98      10,450 SH       DEFINED    1                            10,450
RIGEL PHARMACEUTICAL COM NEW    76655960       3,256     283,369 SH       DEFINED    1,2,5                       283,369
RIGHTNOW TECHNOLOGIE COM        76657R10       2,202     138,740 SH       DEFINED    1,2                         138,740
RIMAGE CORP          COM        76672110       2,471     109,428 SH       DEFINED    1,2                         109,428
RINKER GROUP LTD     SPONSORED  76687M10         322       4,575 SH       DEFINED    1                             4,575
RIO TINTO PLC        SPONSORED  76720410      29,092     140,541 SH       DEFINED    1                           140,541
RITA MED SYS INC DEL COM        76774E10          47      11,800 SH       DEFINED    1                            11,800
RITCHIE BROS AUCTION COM        76774410         274       5,544 SH       DEFINED    1,5                           5,544
RITE AID CORP        COM        76775410      21,413   5,353,223 SH       DEFINED    1,2,5                     5,353,223





                                                                                               
RIVERVIEW BANCORP IN COM        76939710         220       8,225 SH       DEFINED    1                             8,225
RIVIERA HLDGS CORP   COM        76962710       1,534      91,063 SH       DEFINED    1,2                          91,063
RLI CORP             COM        74960710     134,205   2,342,138 SH       DEFINED    1,2                       2,342,138
ROANOKE ELEC STL COR COM        76984110       5,616     173,879 SH       DEFINED    1,2                         173,879
ROBBINS & MYERS INC  COM        77019610       3,612     167,204 SH       DEFINED    1,2,6                       167,204
ROBERT HALF INTL INC COM        77032310     174,223   4,512,375 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,512,375
ROCK OF AGES CORP    CL A       77263210          58      11,698 SH       DEFINED    1                            11,698
ROCK-TENN CO         CL A       77273920       8,446     563,428 SH       DEFINED    1,2                         563,428
ROCKVILLE FINL INC   COM        77418610       1,072      74,776 SH       DEFINED    1,2                          74,776
ROCKWELL AUTOMATION  COM        77390310     346,385   4,816,927 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,816,927
ROCKWELL COLLINS INC COM        77434110     303,580   5,387,407 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,387,407
ROCKWOOD HLDGS INC   COM        77441510       6,659     289,263 SH       DEFINED    1,2                         289,263
ROFIN SINAR TECHNOLO COM        77504310      18,033     333,145 SH       DEFINED    1,2,5                       333,145
ROGERS COMMUNICATION CL B       77510920         624      16,361 SH       DEFINED    1,5                          16,361
ROGERS CORP          COM        77513310      12,923     237,198 SH       DEFINED    1,2,6                       237,198
ROHM & HAAS CO       COM        77537110     222,091   4,544,519 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,544,519
ROLLINS INC          COM        77571110      11,637     574,954 SH       DEFINED    1,2,13                      574,954
ROPER INDS INC NEW   COM        77669610      61,214   1,258,771 SH       DEFINED    1,2,5,6,12,13             1,258,771
ROSETTA RESOURCES IN COM        77777930       1,868     104,031 SH       DEFINED    1,2                         104,031
ROSS STORES INC      COM        77829610      86,878   2,976,277 SH       DEFINED    1,2,5,7,8,10,12,13,14     2,976,277
ROSTELECOM OPEN JT S SPONSORED  77852910         224      11,625 SH       DEFINED    1,2,5                        11,625
ROTONICS MFG INC     COM        77890310          33      10,400 SH       DEFINED    1                            10,400
ROWAN COS INC        COM        77938210     199,019   4,527,265 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,527,265
ROYAL & SUN ALLIANCE SPON ADR N 78004V20         316      26,327 SH       DEFINED    1                            26,327
ROYAL BANCSHARES PA  CL A       78008110       1,658      67,632 SH       DEFINED    1,2                          67,632
ROYAL BK CDA MONTREA COM        78008710         734       8,702 SH       DEFINED    1,14                          8,702
ROYAL CARIBBEAN CRUI COM        V7780T10      26,745     636,484 SH       DEFINED    1,2,5,7,8,10,12,13,14       636,484
ROYAL DUTCH SHELL PL SPON ADR B 78025910       4,117      63,193 SH       DEFINED    1                            63,193
ROYAL DUTCH SHELL PL SPONS ADR  78025920       3,684      59,177 SH       DEFINED    1,2                          59,177
ROYAL GOLD INC       COM        78028710      10,327     285,342 SH       DEFINED    1,2,5                       285,342
RPC INC              COM        74966010       8,720     381,640 SH       DEFINED    1,2,5                       381,640
RPM INTL INC         COM        74968510      34,815   1,940,636 SH       DEFINED    1,2,5,13                  1,940,636
RSA SEC INC          COM        74971910      41,097   2,290,790 SH       DEFINED    1,2,5,13                  2,290,790
RTI INTL METALS INC  COM        74973W10      19,703     359,215 SH       DEFINED    1,2                         359,215
RUBY TUESDAY INC     COM        78118210      36,003   1,122,283 SH       DEFINED    1,2,5,13                  1,122,283
RUDDICK CORP         COM        78125810      17,391     715,381 SH       DEFINED    1,2,5,13                    715,381
RUDOLPH TECHNOLOGIES COM        78127010       6,517     382,230 SH       DEFINED    1,2,5,6                     382,230
RURAL / METRO CORP   COM        78174810         196      24,900 SH       DEFINED    1                            24,900
RURAL CELLULAR CORP  CL A       78190410         202      13,742 SH       DEFINED    1                            13,742
RUSH ENTERPRISES INC CL A       78184620       6,677     379,802 SH       DEFINED    1,2                         379,802
RUSS BERRIE & CO     COM        78223310       3,127     205,698 SH       DEFINED    1,2,6                       205,698
RUSSELL CORP         COM        78235210       8,039     582,507 SH       DEFINED    1,2,6                       582,507
RUTHS CHRIS STEAK HS COM        78333210       3,416     143,479 SH       DEFINED    1,2                         143,479
RYANAIR HLDGS PLC    SPONSORED  78351310       1,126      20,591 SH       DEFINED    1,2,5,7                      20,591
RYANS RESTAURANT GRO COM        78352010      11,457     790,139 SH       DEFINED    1,2,5,6                     790,139
RYDER SYS INC        COM        78354910      73,205   1,634,770 SH       DEFINED    1,2,5,6,10,12,13          1,634,770
RYERSON INC          COM        78375P10       9,353     349,524 SH       DEFINED    1,2                         349,524
RYLAND GROUP INC     COM        78376410      50,937     733,957 SH       DEFINED    1,2,5,6,12,13               733,957
S & T BANCORP INC    COM        78385910      12,875     351,961 SH       DEFINED    1,2,5                       351,961
S Y BANCORP INC      COM        78506010       4,021     152,183 SH       DEFINED    1,2                         152,183
S1 CORPORATION       COM        78463B10       4,690     930,540 SH       DEFINED    1,2,5                       930,540
SABRE HLDGS CORP     CL A       78590510      89,684   3,811,476 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,811,476
SAFECO CORP          COM        78642910     169,450   3,374,824 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,374,824





                                                                                               
SAFEGUARD SCIENTIFIC COM        78644910         430     174,156 SH       DEFINED    1,5                         174,156
SAFENET INC          COM        78645R10       9,342     352,813 SH       DEFINED    1,2                         352,813
SAFETY INS GROUP INC COM        78648T10      13,252     290,222 SH       DEFINED    1,2                         290,222
SAFEWAY INC          COM NEW    78651420     384,718  15,315,217 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  15,315,217
SAFLINK CORP         COM NEW    78657830          47      55,863 SH       DEFINED    1,5                          55,863
SAGA COMMUNICATIONS  CL A       78659810       1,955     202,221 SH       DEFINED    1,2                         202,221
SAKS INC             COM        79377W10      34,676   1,796,678 SH       DEFINED    1,2,5,13                  1,796,678
SALEM COMMUNICATIONS CL A       79409310       2,321     154,601 SH       DEFINED    1,2                         154,601
SALESFORCE COM INC   COM        79466L30      22,543     620,497 SH       DEFINED    1,2,5,6,12                  620,497
SALIX PHARMACEUTICAL COM        79543510      10,064     609,561 SH       DEFINED    1,2,5                       609,561
SALTON INC           COM        79575710          35      12,644 SH       DEFINED    1                            12,644
SAN PAOLO-IMI S P A  SPONSORED  79917510       9,506     266,133 SH       DEFINED    1                           266,133
SANDERS MORRIS HARRI COM        80000Q10       2,504     156,118 SH       DEFINED    1,2                         156,118
SANDERSON FARMS INC  COM        80001310       9,407     419,934 SH       DEFINED    1,2,6                       419,934
SANDISK CORP         COM        80004C10     201,861   3,509,413 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,509,413
SANDS REGENT         COM        80009110         131      10,900 SH       DEFINED    1                            10,900
SANDY SPRING BANCORP COM        80036310       7,755     204,125 SH       DEFINED    1,2                         204,125
SANFILIPPO JOHN B &  COM        80042210       1,663     105,074 SH       DEFINED    1,2                         105,074
SANGAMO BIOSCIENCES  COM        80067710          96      16,137 SH       DEFINED    1                            16,137
SANMINA SCI CORP     COM        80090710      61,286  14,947,769 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  14,947,769
SANOFI AVENTIS       SPONSORED  80105N10      23,424     493,664 SH       DEFINED    1                           493,664
SANTANDER BANCORP    COM        80280910       2,265      89,160 SH       DEFINED    1,2                          89,160
SANTARUS INC         COM        80281730         102      13,690 SH       DEFINED    1                            13,690
SANTOS LIMITED       SPONSORED  80302160         238       7,327 SH       DEFINED    1                             7,327
SANYO ELEC LTD       ADR 5 COM  80303830         450      32,500 SH       DEFINED    1                            32,500
SAP AKTIENGESELLSCHA SPONSORED  80305420      18,466     339,957 SH       DEFINED    1,2                         339,957
SAPIENT CORP         COM        80306210       8,496   1,113,476 SH       DEFINED    1,2,5                     1,113,476
SARA LEE CORP        COM        80311110     380,809  21,298,038 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  21,298,038
SATYAM COMPUTER SERV ADR        80409810      29,728     679,347 SH       DEFINED    1,2,4,5,7                   679,347
SAUER-DANFOSS INC    COM        80413710       3,708     161,564 SH       DEFINED    1,2                         161,564
SAUL CTRS INC        COM        80439510      12,833     292,266 SH       DEFINED    1,2,3,5                     292,266
SAVANNAH BANCORP INC COM        80474810         208       5,925 SH       DEFINED    1                             5,925
SAVIENT PHARMACEUTIC COM        80517Q10       4,303     807,316 SH       DEFINED    1,2,5,6                     807,316
SAVVIS INC           COM        80542310         114      76,300 SH       DEFINED    1                            76,300
SAXON CAP INC NEW    COM        80556T10       7,485     716,951 SH       DEFINED    1,2,5                       716,951
SBA COMMUNICATIONS C COM        78388J10      24,910   1,064,084 SH       DEFINED    1,2                       1,064,084
SBS TECHNOLOGIES INC COM        78387P10         501      30,934 SH       DEFINED    1,6                          30,934
SCANA CORP NEW       COM        80589M10     109,609   2,793,288 SH       DEFINED    1,2,5,7,8,10,12,13,14     2,793,288
SCANSOURCE INC       COM        80603710      14,935     247,226 SH       DEFINED    1,2,6                       247,226
SCBT FINANCIAL CORP  COM        78401V10       3,778     107,695 SH       DEFINED    1,2,5                       107,695
SCHAWK INC           CL A       80637310       3,727     143,310 SH       DEFINED    1,2                         143,310
SCHEIN HENRY INC     COM        80640710      64,309   1,343,696 SH       DEFINED    1,2,5,6,12,13             1,343,696
SCHERING A G         SPONSORED  80658520       1,178      11,332 SH       DEFINED    1                            11,332
SCHERING PLOUGH CORP COM        80660510     625,187  32,921,915 SH       DEFINED    1,2,5,6,10,12,13         32,921,915
SCHICK TECHNOLOGIES  COM        80668310         653      13,078 SH       DEFINED    1,2                          13,078
SCHIFF NUTRITION INT COM        80669310          66      11,000 SH       DEFINED    1                            11,000
SCHLUMBERGER LTD     COM        80685710   1,811,266  14,310,387 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  14,310,387
SCHNITZER STL INDS   CL A       80688210      12,988     303,098 SH       DEFINED    1,2,5                       303,098
SCHOLASTIC CORP      COM        80706610      25,668     959,197 SH       DEFINED    1,2,5,13                    959,197
SCHOOL SPECIALTY INC COM        80786310      11,802     342,091 SH       DEFINED    1,2,5,6                     342,091
SCHULMAN A INC       COM        80819410      11,038     445,986 SH       DEFINED    1,2                         445,986
SCHWAB CHARLES CORP  COM        80851310     500,377  29,074,759 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  29,074,759
SCHWEITZER-MAUDUIT I COM        80854110       4,298     179,101 SH       DEFINED    1,2                         179,101





                                                                                               
SCICLONE PHARMACEUTI COM        80862K10         202      56,695 SH       DEFINED    1,5                          56,695
SCIENTIFIC GAMES COR CL A       80874P10      25,952     738,728 SH       DEFINED    1,2,5                       738,728
SCM MICROSYSTEMS INC COM        78401810          61      17,355 SH       DEFINED    1                            17,355
SCO GROUP INC        COM        78403A10          78      18,024 SH       DEFINED    1                            18,024
SCOLR PHARMA INC     COM        78402X10         109      18,200 SH       DEFINED    1,5                          18,200
SCOTTISH PWR PLC     SPON ADR F 81013T70     178,402   4,427,935 SH       DEFINED    1                         4,427,935
SCOTTISH RE GROUP LT ORD        G7885T10       1,299      52,351 SH       DEFINED    1,2,5                        52,351
SCOTTS MIRACLE GRO C CL A       81018610      46,833   1,023,448 SH       DEFINED    1,2,5,6,12,13             1,023,448
SCP POOL CORP        COM        78402810      36,261     772,994 SH       DEFINED    1,2,5,6                     772,994
SCPIE HLDGS INC      COM        78402P10         425      17,351 SH       DEFINED    1,5                          17,351
SCRIPPS E W CO OHIO  CL A       81105420      83,492   1,867,420 SH       DEFINED    1,2,5,6,10,12,13          1,867,420
SCS TRANSN INC       COM        81111T10       7,155     245,775 SH       DEFINED    1,2,5                       245,775
SEA CONTAINERS LTD   CL A       81137170         136      18,840 SH       DEFINED    1,5                          18,840
SEABOARD CORP        COM        81154310      19,028      11,937 SH       DEFINED    1,2                          11,937
SEABRIGHT INSURANCE  COM        81165610       4,175     239,684 SH       DEFINED    1,2                         239,684
SEACHANGE INTL INC   COM        81169910       2,403     309,207 SH       DEFINED    1,2,5                       309,207
SEACOAST BKG CORP FL COM        81170730       4,729     162,446 SH       DEFINED    1,2                         162,446
SEACOR HOLDINGS INC  COM        81190410      23,314     294,363 SH       DEFINED    1,2,5                       294,363
SEAGATE TECHNOLOGY   SHS        G7945J10      63,257   2,402,450 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,402,450
SEALED AIR CORP NEW  COM        81211K10     143,951   2,487,481 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,487,481
SEARS HLDGS CORP     COM        81235010     731,058   5,545,459 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,545,459
SEATTLE GENETICS INC COM        81257810       1,688     327,099 SH       DEFINED    1,2                         327,099
SECURE COMPUTING COR COM        81370510       7,229     626,429 SH       DEFINED    1,2,5,6                     626,429
SECURITY BANK CORP   COM        81404710       3,028     119,833 SH       DEFINED    1,2                         119,833
SEI INVESTMENTS CO   COM        78411710      44,211   1,090,829 SH       DEFINED    1,2,5,12,13               1,090,829
SELECT COMFORT CORP  COM        81616X10      28,329     716,272 SH       DEFINED    1,2,5,6                     716,272
SELECT SECTOR SPDR T SBI HEALTH 81369Y20         897      28,050 SH       DEFINED    5                            28,050
SELECT SECTOR SPDR T SBI CONS S 81369Y30       1,271      53,840 SH       DEFINED    5                            53,840
SELECT SECTOR SPDR T SBI CONS D 81369Y40       2,028      60,241 SH       DEFINED    5                            60,241
SELECT SECTOR SPDR T SBI INT-EN 81369Y50       2,550      46,870 SH       DEFINED    1,5                          46,870
SELECT SECTOR SPDR T SBI INT-IN 81369Y70         820      24,250 SH       DEFINED    5                            24,250
SELECT SECTOR SPDR T SBI INT-UT 81369Y88         740      23,987 SH       DEFINED    5                            23,987
SELECTICA INC        COM        81628810         105      35,748 SH       DEFINED    1                            35,748
SELECTIVE INS GROUP  COM        81630010      25,120     473,967 SH       DEFINED    1,2,5                       473,967
SEMCO ENERGY INC     COM        78412D10       1,891     341,299 SH       DEFINED    1,5                         341,299
SEMITOOL INC         COM        81690910       3,141     276,283 SH       DEFINED    1,2,5                       276,283
SEMPRA ENERGY        COM        81685110     418,024   8,997,502 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   8,997,502
SEMTECH CORP         COM        81685010      23,898   1,335,817 SH       DEFINED    1,2,5,13                  1,335,817
SENIOR HSG PPTYS TR  SH BEN INT 81721M10      14,623     807,893 SH       DEFINED    1,2,3                       807,893
SENOMYX INC          COM        81724Q10       4,853     294,831 SH       DEFINED    1,2                         294,831
SENSIENT TECHNOLOGIE COM        81725T10      16,712     925,845 SH       DEFINED    1,2,5,13                    925,845
SEPRACOR INC         COM        81731510      80,136   1,641,790 SH       DEFINED    1,2,5,6,12,13             1,641,790
SEQUA CORPORATION    CL A       81732010      12,535     128,174 SH       DEFINED    1,2,13                      128,174
SEQUENOM INC         COM        81733710          11      13,797 SH       DEFINED    1                            13,797
SEROLOGICALS CORP    COM        81752310      15,160     619,807 SH       DEFINED    1,2                         619,807
SERVICE CORP INTL    COM        81756510      21,424   2,746,651 SH       DEFINED    1,2,5                     2,746,651
SERVICEMASTER CO     COM        81760N10      57,085   4,350,994 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,350,994
SFBC INTL INC        COM        78412110       8,204     336,490 SH       DEFINED    1,2,6                       336,490
SHARPER IMAGE CORP   COM        82001310       1,911     149,142 SH       DEFINED    1,2                         149,142
SHAW COMMUNICATIONS  CL B CONV  82028K20         454      19,007 SH       DEFINED    1,5                          19,007
SHAW GROUP INC       COM        82028010      36,349   1,195,700 SH       DEFINED    1,2,5,6                   1,195,700
SHENANDOAH TELECOMMU COM        82312B10       5,434     120,780 SH       DEFINED    1,2                         120,780
SHERWIN WILLIAMS CO  COM        82434810     180,174   3,644,292 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,644,292





                                                                                                
SHILOH INDS INC      COM        82454310         308      15,978 SH       DEFINED    1                              15,978
SHIP FINANCE INTERNA SHS        G8107510         757      44,107 SH       DEFINED    1,2,5,7,10,12,14               44,107
SHOE CARNIVAL INC    COM        82488910       2,775     111,069 SH       DEFINED    1,2,5                         111,069
SHORE BANCSHARES INC COM        82510710         208       5,900 SH       DEFINED    1,5                             5,900
SHUFFLE MASTER INC   COM        82554910      31,270     874,925 SH       DEFINED    1,2,6                         874,925
SHURGARD STORAGE CTR COM        82567D10      55,739     836,538 SH       DEFINED    1,2,3,5                       836,538
SI INTL INC          COM        78427V10       4,104     116,764 SH       DEFINED    1,2                           116,764
SIEMENS A G          SPONSORED  82619750      12,474     133,884 SH       DEFINED    1,2                           133,884
SIERRA BANCORP       COM        82620P10       1,635      63,452 SH       DEFINED    1,2                            63,452
SIERRA HEALTH SVCS I COM        82632210      35,666     876,314 SH       DEFINED    1,2,5,6,12                    876,314
SIERRA PAC RES NEW   COM        82642810      51,836   3,753,477 SH       DEFINED    1,2,5,13                    3,753,477
SIGMA ALDRICH CORP   COM        82655210     135,699   2,062,615 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     2,062,615
SIGMA DESIGNS INC    COM        82656510         236      16,200 SH       DEFINED    1,5                            16,200
SIGMATEL INC         COM        82661W10       9,762   1,116,971 SH       DEFINED    1,2                         1,116,971
SIGNATURE BK NEW YOR COM        82669G10       5,824     178,693 SH       DEFINED    1,2                           178,693
SILGAN HOLDINGS INC  COM        82704810      31,527     784,851 SH       DEFINED    1,2                           784,851
SILICON IMAGE INC    COM        82705T10      11,448   1,110,387 SH       DEFINED    1,2,5                       1,110,387
SILICON LABORATORIES COM        82691910      64,251   1,169,260 SH       DEFINED    1,2,5,13                    1,169,260
SILICON STORAGE TECH COM        82705710       5,248   1,198,183 SH       DEFINED    1,2,5                       1,198,183
SILICONWARE PRECISIO SPONSD ADR 82708486         533      82,602 SH       DEFINED    1                              82,602
SILVERLEAF RESORTS I COM        82839510         125      41,700 SH       DEFINED    1,2                            41,700
SIMMONS 1ST NATL COR CL A $1 PA 82873020       9,324     313,303 SH       DEFINED    1,2                           313,303
SIMON PPTY GROUP INC COM        82880610     614,495   7,303,241 SH       DEFINED    1,2,3,5,6,7,8,10,12,13,14   7,303,241
SIMON PPTY GROUP INC PFD CONV I 82880680         470       6,763 SH       DEFINED    1,5                             6,763
SIMPSON MANUFACTURIN COM        82907310      27,448     633,892 SH       DEFINED    1,2,5,6                       633,892
SINCLAIR BROADCAST G CL A       82922610      11,772   1,444,431 SH       DEFINED    1,2                         1,444,431
SINOPEC SHANGHAI PET SPON ADR H 82935M10         358       6,291 SH       DEFINED    1                               6,291
SIRENZA MICRODEVICES COM        82966T10         119      12,622 SH       DEFINED    1                              12,622
SIRF TECHNOLOGY HLDG COM        82967H10      15,989     450,895 SH       DEFINED    1,2                           450,895
SIRIUS SATELLITE RAD COM        82966U10      79,917  15,762,760 SH       DEFINED    1,2,5,7,8,10,12,13,14      15,762,760
SIRNA THERAPEUTICS I COM        82966910          91      13,437 SH       DEFINED    1                              13,437
SIRVA INC            COM        82967Y10       3,299     386,726 SH       DEFINED    1,2                           386,726
SITEL CORP           COM        82980K10         197      46,861 SH       DEFINED    1                              46,861
SIX FLAGS INC        COM        83001P10      13,992   1,374,423 SH       DEFINED    1,2,5                       1,374,423
SIZELER PPTY INVS IN COM        83013710       3,851     260,907 SH       DEFINED    1,2,3,5                       260,907
SJW CORP             COM        78430510       5,647     210,314 SH       DEFINED    1,2                           210,314
SK TELECOM LTD       SPONSORED  78440P10      15,093     639,808 SH       DEFINED    1,2,4                         639,808
SKECHERS U S A INC   CL A       83056610      11,953     479,454 SH       DEFINED    1,2                           479,454
SKY FINL GROUP INC   COM        83080P10      24,113     909,940 SH       DEFINED    1,2,5                         909,940
SKYLINE CORP         COM        83083010       4,903     118,495 SH       DEFINED    1,2,6                         118,495
SKYWEST INC          COM        83087910      28,447     971,876 SH       DEFINED    1,2,5,6                       971,876
SKYWORKS SOLUTIONS I COM        83088M10      19,615   2,893,085 SH       DEFINED    1,2,5,6                     2,893,085
SL GREEN RLTY CORP   COM        78440X10      91,673     903,186 SH       DEFINED    1,2,3,5                       903,186
SLM CORP             COM        78442P10     549,284  10,575,349 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    10,575,349
SM&A                 COM        78465D10         174      26,731 SH       DEFINED    1                              26,731
SMART & FINAL INC    COM        83168310       2,794     170,477 SH       DEFINED    1,2                           170,477
SMITH & NEPHEW PLC   SPDN ADR N 83175M20         340       7,612 SH       DEFINED    1                               7,612
SMITH A O            COM        83186520      19,932     377,509 SH       DEFINED    1,2,6                         377,509
SMITH INTL INC       COM        83211010     172,182   4,419,446 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     4,419,446
SMITHFIELD FOODS INC COM        83224810      46,211   1,575,024 SH       DEFINED    1,2,5,12,13                 1,575,024
SMUCKER J M CO       COM NEW    83269640      30,593     770,601 SH       DEFINED    1,2,5,6,12,13                 770,601
SMURFIT-STONE CONTAI COM        83272710      47,320   3,487,111 SH       DEFINED    1,2,5,7,8,10,12,13,14       3,487,111
SNAP ON INC          COM        83303410      61,117   1,603,286 SH       DEFINED    1,2,5,6,10,12,13            1,603,286





                                                                                               
SOCIEDAD QUIMICA MIN SPON ADR S 83363510         996       8,773 SH       DEFINED    1,2,5,7                       8,773
SOCKET COMMUNICATION COM        83367210          29      21,600 SH       DEFINED    1                            21,600
SODEXHO ALLIANCE SA  SPONSORED  83379210         281       5,915 SH       DEFINED    1                             5,915
SOHU COM INC         COM        83408W10      10,768     403,440 SH       DEFINED    1,2                         403,440
SOLECTRON CORP       COM        83418210     110,273  27,568,128 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  27,568,128
SOMANETICS CORP      COM NEW    83444540       2,975     134,752 SH       DEFINED    1,2                         134,752
SOMERA COMMUNICATION COM        83445810           9      22,100 SH       DEFINED    1                            22,100
SONIC AUTOMOTIVE INC CL A       83545G10      14,433     519,924 SH       DEFINED    1,2,5,6                     519,924
SONIC CORP           COM        83545110      30,121     857,416 SH       DEFINED    1,2,5,6                     857,416
SONIC INNOVATIONS IN COM        83545M10         113      22,580 SH       DEFINED    1                            22,580
SONIC SOLUTIONS      COM        83546010       5,470     302,069 SH       DEFINED    1,2,5,6                     302,069
SONICWALL INC        COM        83547010       9,000   1,269,358 SH       DEFINED    1,2,5                     1,269,358
SONOCO PRODS CO      COM        83549510     130,725   3,859,596 SH       DEFINED    1,2,5,6,12,13             3,859,596
SONOSITE INC         COM        83568G10       8,176     201,187 SH       DEFINED    1,2                         201,187
SONUS NETWORKS INC   COM        83591610      17,357   3,167,342 SH       DEFINED    1,2,5                     3,167,342
SONUS PHARMACEUTICAL COM        83569210          88      14,700 SH       DEFINED    1                            14,700
SONY CORP            ADR NEW    83569930       2,079      45,127 SH       DEFINED    1                            45,127
SOTHEBYS HLDGS INC   CL A       83589810      41,227   1,419,655 SH       DEFINED    1,2,13                    1,419,655
SOUND FED BANCORP IN COM        83607V10       2,803     136,140 SH       DEFINED    1,2,5                       136,140
SOURCE INTERLINK COS COM NEW    83615120       4,827     423,399 SH       DEFINED    1,2                         423,399
SOURCECORP           COM        83616710       6,534     271,019 SH       DEFINED    1,2,5,6                     271,019
SOUTH FINL GROUP INC COM        83784110      19,279     737,235 SH       DEFINED    1,2,5                       737,235
SOUTH JERSEY INDS IN COM        83851810      14,702     539,134 SH       DEFINED    1,2                         539,134
SOUTHERN CO          COM        84258710     747,658  22,815,316 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  22,815,316
SOUTHERN COPPER CORP COM        84265V10      45,728     541,286 SH       DEFINED    1,2,5,7                     541,286
SOUTHERN UN CO NEW   COM        84403010      23,999     966,516 SH       DEFINED    1,2,5                       966,516
SOUTHSIDE BANCSHARES COM        84470P10       2,494     123,283 SH       DEFINED    1,2                         123,283
SOUTHWEST AIRLS CO   COM        84474110     310,770  17,274,598 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  17,274,598
SOUTHWEST BANCORP IN COM        84476710       5,369     241,407 SH       DEFINED    1,2                         241,407
SOUTHWEST GAS CORP   COM        84489510      14,728     526,956 SH       DEFINED    1,2,5                       526,956
SOUTHWEST WTR CO     COM        84533110       4,457     279,600 SH       DEFINED    1,2                         279,600
SOUTHWESTERN ENERGY  COM        84546710      80,322   2,495,233 SH       DEFINED    1,2,5,6,12,13             2,495,233
SOVEREIGN BANCORP IN COM        84590510     197,247   9,002,617 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   9,002,617
SOVRAN SELF STORAGE  COM        84610H10      21,978     398,158 SH       DEFINED    1,2,3,5                     398,158
SPANISH BROADCASTING CL A       84642588       2,750     497,226 SH       DEFINED    1,2                         497,226
SPANSION INC         COM CL A   84649R10       1,404      94,860 SH       DEFINED    1,2                          94,860
SPARTAN MTRS INC     COM        84681910         142      12,350 SH       DEFINED    1,2                          12,350
SPARTAN STORES INC   COM        84682210       4,061     318,547 SH       DEFINED    1,2                         318,547
SPARTECH CORP        COM NEW    84722020      11,391     474,617 SH       DEFINED    1,2                         474,617
SPATIALIGHT INC      COM        84724810       1,433     404,823 SH       DEFINED    1,2,5                       404,823
SPDR TR              UNIT SER 1 78462F10      39,313     302,806 SH       DEFINED    1,5,6,13                    302,806
SPECTRALINK CORP     COM        84758010       3,176     253,037 SH       DEFINED    1,2                         253,037
SPECTRANETICS CORP   COM        84760C10         396      33,500 SH       DEFINED    1                            33,500
SPECTRUM BRANDS INC  COM        84762L10      14,104     649,364 SH       DEFINED    1,2,6                       649,364
SPECTRUM CTL INC     COM        84761510         141      17,200 SH       DEFINED    1                            17,200
SPEEDWAY MOTORSPORTS COM        84778810       7,926     207,444 SH       DEFINED    1,2                         207,444
SPHERION CORP        COM        84842010      17,030   1,637,488 SH       DEFINED    1,2,5,6                   1,637,488
SPHERIX INC          COM        84842R10          50      18,099 SH       DEFINED    1                            18,099
SPIRENT PLC          SPONS ADR  84856M20          55      17,553 SH       DEFINED    1                            17,553
SPIRIT FIN CORP      COM        84856830      12,605   1,033,163 SH       DEFINED    1,2,3                     1,033,163
SPORT CHALET INC     CL A       84916320         103      13,713 SH       DEFINED    1                            13,713
SPORTS AUTH INC NEW  COM        84917U10      12,481     338,246 SH       DEFINED    1,2                         338,246
SPORTSMANS GUIDE INC COM NEW    84890720         343      12,950 SH       DEFINED    1,2                          12,950





                                                                                                
SPRINT NEXTEL CORP   COM FON    85206110   2,152,923  83,317,467 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    83,317,467
SPSS INC             COM        78462K10       9,822     310,225 SH       DEFINED    1,2,5,6                       310,225
SPX CORP             COM        78463510      73,038   1,367,234 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     1,367,234
SRA INTL INC         CL A       78464R10      20,147     533,980 SH       DEFINED    1,2,13                        533,980
SRS LABS INC         COM        78464M10         102      16,900 SH       DEFINED    1                              16,900
SSA GLOBAL TECHNOLOG COM        78465P10       1,593      99,402 SH       DEFINED    1,2                            99,402
ST JOE CO            COM        79014810      57,046     907,793 SH       DEFINED    1,2,3,5,6,7,8,10,12,13,14     907,793
ST JUDE MED INC      COM        79084910     441,635  10,771,575 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    10,771,575
ST MARY LD & EXPL CO COM        79222810      41,791   1,023,530 SH       DEFINED    1,2,5,12                    1,023,530
ST PAUL TRAVELERS IN COM        79286010     834,311  19,964,373 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    19,964,373
STAAR SURGICAL CO    COM PAR $0 85231230         239      26,689 SH       DEFINED    1                              26,689
STAGE STORES INC     COM NEW    85254C30      17,664     593,732 SH       DEFINED    1,2,5,6                       593,732
STAMPS COM INC       COM NEW    85285720       8,156     231,317 SH       DEFINED    1,2                           231,317
STANCORP FINL GROUP  COM        85289110      57,198   1,057,076 SH       DEFINED    1,2,5,13                    1,057,076
STANDARD MICROSYSTEM COM        85362610       8,270     318,338 SH       DEFINED    1,2,6                         318,338
STANDARD MTR PRODS I COM        85366610       2,030     228,631 SH       DEFINED    1,2,6                         228,631
STANDARD PAC CORP NE COM        85375C10      32,484     966,217 SH       DEFINED    1,2,5,6                       966,217
STANDARD REGISTER CO COM        85388710       4,751     306,509 SH       DEFINED    1,2,6                         306,509
STANDEX INTL CORP    COM        85423110       6,117     193,214 SH       DEFINED    1,2,5,6                       193,214
STANLEY FURNITURE IN COM NEW    85430520       6,212     212,379 SH       DEFINED    1,2,5                         212,379
STANLEY WKS          COM        85461610     120,335   2,375,338 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     2,375,338
STAPLES INC          COM        85503010     541,369  21,213,509 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    21,213,509
STAR GAS PARTNERS L  UNIT LTD P 85512C10         101      36,300 SH       DEFINED    1,5                            36,300
STAR SCIENTIFIC INC  COM        85517P10         914     292,080 SH       DEFINED    1,2,5                         292,080
STARBUCKS CORP       COM        85524410     750,815  19,952,565 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    19,952,565
STARTEK INC          COM        85569C10       4,235     179,743 SH       DEFINED    1,2,6                         179,743
STARWOOD HOTELS&RESO PAIRED CTF 85590A20     407,469   6,016,077 SH       DEFINED    1,2,3,5,6,7,8,10,12,13,14   6,016,077
STATE AUTO FINL CORP COM        85570710      11,353     336,783 SH       DEFINED    1,2                           336,783
STATE BANCORP INC N. COM        85571610       1,930     126,194 SH       DEFINED    1,2                           126,194
STATE NATIONAL BANCS COM        85712410       1,080      39,618 SH       DEFINED    1,2                            39,618
STATE STR CORP       COM        85747710     858,670  14,209,329 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    14,209,329
STATION CASINOS INC  COM        85768910      41,515     523,051 SH       DEFINED    1,2,5,12                      523,051
STATOIL ASA          SPONSORED  85771P10      13,195     463,320 SH       DEFINED    1                             463,320
STEAK N SHAKE CO     COM        85787310       9,900     469,174 SH       DEFINED    1,2,6                         469,174
STEEL DYNAMICS INC   COM        85811910      49,353     869,970 SH       DEFINED    1,2,13                        869,970
STEEL TECHNOLOGIES I COM        85814710       5,120     210,712 SH       DEFINED    1,2                           210,712
STEELCASE INC        CL A       85815520      11,392     632,882 SH       DEFINED    1,2,5                         632,882
STEIN MART INC       COM        85837510      10,756     617,437 SH       DEFINED    1,2,5,6                       617,437
STEINER LEISURE LTD  ORD        P8744Y10         957      23,625 SH       DEFINED    1,2,5                          23,625
STEINWAY MUSICAL INS COM        85849510       4,920     152,713 SH       DEFINED    1,2                           152,713
STELLENT INC         COM        85856W10       4,239     357,421 SH       DEFINED    1,2,5                         357,421
STEMCELLS INC        COM        85857R10       2,784     777,550 SH       DEFINED    1,2,5                         777,550
STEPAN CO            COM        85858610       2,083      70,496 SH       DEFINED    1,2,5                          70,496
STEPHAN CO           COM        85860310          35      10,099 SH       DEFINED    1                              10,099
STEREOTAXIS INC      COM        85916J10       2,182     173,016 SH       DEFINED    1,2                           173,016
STERICYCLE INC       COM        85891210      54,498     805,947 SH       DEFINED    1,2,5,6,12,13                 805,947
STERIS CORP          COM        85915210      35,105   1,422,399 SH       DEFINED    1,2,5,13                    1,422,399
STERLING BANCORP     COM        85915810       5,169     250,924 SH       DEFINED    1,2                           250,924
STERLING BANCSHARES  COM        85890710      10,732     594,561 SH       DEFINED    1,2                           594,561
STERLING FINL CORP   COM        85931710       9,917     454,081 SH       DEFINED    1,2                           454,081
STERLING FINL CORP W COM        85931910      15,989     551,358 SH       DEFINED    1,2                           551,358
STEWART & STEVENSON  COM        86034210      15,333     420,308 SH       DEFINED    1,2,6                         420,308
STEWART ENTERPRISES  CL A       86037010      11,390   1,994,756 SH       DEFINED    1,2,5                       1,994,756





                                                                                               
STEWART INFORMATION  COM        86037210      14,483     307,633 SH       DEFINED    1,2                         307,633
STEWART W P & CO LTD COM        G8492210         421      19,952 SH       DEFINED    1,2,5                        19,952
STIFEL FINL CORP     COM        86063010       4,763     109,057 SH       DEFINED    1,2                         109,057
STILLWATER MNG CO    COM        86074Q10      15,483     940,657 SH       DEFINED    1,2,5                       940,657
STONE ENERGY CORP    COM        86164210      17,531     397,262 SH       DEFINED    1,2,5                       397,262
STONERIDGE INC       COM        86183P10          98      17,979 SH       DEFINED    1                            17,979
STORA ENSO CORP      SPON ADR R 86210M10         666      43,390 SH       DEFINED    1                            43,390
STRATAGENE CORP      COM        86269H10       1,070      97,306 SH       DEFINED    1                            97,306
STRATASYS INC        COM        86268510       3,759     127,509 SH       DEFINED    1,2,5                       127,509
STRATEGIC HOTELS & R COM        86272T10      34,342   1,475,155 SH       DEFINED    1,2,3                     1,475,155
STRATEX NETWORKS INC COM        86279T10         822     133,612 SH       DEFINED    1,5                         133,612
STRATTEC SEC CORP    COM        86311110       2,134      57,219 SH       DEFINED    1,2,5                        57,219
STRAYER ED INC       COM        86323610      21,115     206,486 SH       DEFINED    1,2                         206,486
STREETTRACKS SER TR  DJ WL LG C 86330E20       2,278      31,119 SH       DEFINED    1                            31,119
STRIDE RITE CORP     COM        86331410      10,070     695,435 SH       DEFINED    1,2,5,6                     695,435
STRYKER CORP         COM        86366710     333,781   7,527,759 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   7,527,759
STUDENT LN CORP      COM        86390210      10,505      45,084 SH       DEFINED    1,2,5,12                     45,084
STURM RUGER & CO INC COM        86415910       2,924     366,431 SH       DEFINED    1,2,6                       366,431
SUEZ                 SPONSORED  86468610         492      12,480 SH       DEFINED    1                            12,480
SUFFOLK BANCORP      COM        86473910       6,310     181,853 SH       DEFINED    1,2                         181,853
SUMMIT BANCSHARES IN COM        86601110       2,305     119,605 SH       DEFINED    1,2                         119,605
SUMMIT FINANCIAL GRO COM        86606G10       1,352      67,109 SH       DEFINED    1,2                          67,109
SUMTOTAL SYS INC     COM        86661510          78      15,391 SH       DEFINED    1                            15,391
SUN BANCORP INC      COM        86663B10       3,112     159,569 SH       DEFINED    1,2                         159,569
SUN COMMUNITIES INC  COM        86667410      14,086     398,474 SH       DEFINED    1,2,3,5                     398,474
SUN HYDRAULICS CORP  COM        86694210       1,544      72,235 SH       DEFINED    1,2                          72,235
SUN LIFE FINL INC    COM        86679610       7,071     166,143 SH       DEFINED    1,5                         166,143
SUN MICROSYSTEMS INC COM        86681010     452,064  88,121,645 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  88,121,645
SUNAIR SERVICES CORP COM        86701710          56      11,100 SH       DEFINED    1                            11,100
SUNCOM WIRELESS HLDG CL A       86722Q10          25      12,801 SH       DEFINED    1,5                          12,801
SUNCOR ENERGY INC    COM        86722910         518       6,722 SH       DEFINED    1                             6,722
SUNLINK HEALTH SYSTE COM        86737U10         137      13,400 SH       DEFINED    1                            13,400
SUNOCO INC           COM        86764P10     793,751  10,232,708 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  10,232,708
SUNOCO LOGISTICS PRT COM UNITS  86764L10         533      12,704 SH       DEFINED    1,2                          12,704
SUNPOWER CORP        COM CL A   86765210       3,819     100,091 SH       DEFINED    1,2                         100,091
SUNRISE SENIOR LIVIN COM        86768K10      25,659     658,440 SH       DEFINED    1,2,6                       658,440
SUNSTONE HOTEL INVS  COM        86789210      29,297   1,011,284 SH       DEFINED    1,2,3                     1,011,284
SUNTECH PWR HLDGS CO ADR        86800C10       2,036      55,055 SH       DEFINED    1,2,7                        55,055
SUNTERRA CORP        COM NEW    86787D20       3,500     245,127 SH       DEFINED    1,2,5                       245,127
SUNTRON CORP         COM        86789P10          44      19,385 SH       DEFINED    1                            19,385
SUNTRUST BKS INC     COM        86791410     763,631  10,495,201 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  10,495,201
SUPERGEN INC         COM        86805910       3,452     607,756 SH       DEFINED    1,2,5                       607,756
SUPERIOR ENERGY SVCS COM        86815710      27,827   1,038,691 SH       DEFINED    1,2                       1,038,691
SUPERIOR ESSEX INC   COM        86815V10       7,663     301,230 SH       DEFINED    1,2                         301,230
SUPERIOR INDS INTL I COM        86816810       8,053     415,953 SH       DEFINED    1,2,5,6                     415,953
SUPERIOR UNIFORM GP  COM        86835810         121      11,004 SH       DEFINED    1                            11,004
SUPERIOR WELL SVCS I COM        86837X10       1,985      68,270 SH       DEFINED    1,2                          68,270
SUPERTEX INC         COM        86853210       8,703     231,348 SH       DEFINED    1,2,6                       231,348
SUPERVALU INC        COM        86853610     160,935   5,221,787 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,221,787
SUPPORTSOFT INC      COM        86858710       2,294     517,883 SH       DEFINED    1,2,5                       517,883
SUPREME INDS INC     CL A       86860710         146      19,692 SH       DEFINED    1                            19,692
SUREWEST COMMUNICATI COM        86873310       5,159     213,906 SH       DEFINED    1,2,5                       213,906
SURMODICS INC        COM        86887310      10,389     293,796 SH       DEFINED    1,2,6                       293,796





                                                                                               
SUSQUEHANNA BANCSHAR COM        86909910      16,763     650,499 SH       DEFINED    1,2,5                       650,499
SVB FINL GROUP       COM        78486Q10      35,225     663,990 SH       DEFINED    1,2,5,8,13                  663,990
SWIFT ENERGY CO      COM        87073810      19,568     522,380 SH       DEFINED    1,2,5                       522,380
SWIFT TRANSN CO      COM        87075610      17,760     817,304 SH       DEFINED    1,2,5,13                    817,304
SWISSCOM AG          SPONSORED  87101310         627      19,383 SH       DEFINED    1                            19,383
SWS GROUP INC        COM        78503N10      10,652     407,359 SH       DEFINED    1,2                         407,359
SYBASE INC           COM        87113010      45,012   2,131,250 SH       DEFINED    1,2,5,6,7,10,12,13,14     2,131,250
SYBRON DENTAL SPECIA COM        87114210      27,754     672,979 SH       DEFINED    1,2,5,6                     672,979
SYCAMORE NETWORKS IN COM        87120610      14,246   3,031,109 SH       DEFINED    1,2,5,8                   3,031,109
SYKES ENTERPRISES IN COM        87123710       7,641     538,856 SH       DEFINED    1,2                         538,856
SYMANTEC CORP        COM        87150310     416,198  24,729,545 SH       DEFINED    1,2,5,6,7,10,12,13,14    24,729,545
SYMBION INC DEL      COM        87150710       5,969     263,552 SH       DEFINED    1,2                         263,552
SYMBOL TECHNOLOGIES  COM        87150810      68,666   6,490,199 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,490,199
SYMMETRICOM INC      COM        87154310       5,891     689,033 SH       DEFINED    1,2,5,6                     689,033
SYMMETRY MED INC     COM        87154620       2,644     124,660 SH       DEFINED    1,2                         124,660
SYMS CORP            COM        87155110       2,367     157,821 SH       DEFINED    1,2                         157,821
SYMYX TECHNOLOGIES   COM        87155S10      12,665     456,565 SH       DEFINED    1,2,5                       456,565
SYNAGRO TECHNOLOGIES COM NEW    87156220         351      70,200 SH       DEFINED    1                            70,200
SYNAPTICS INC        COM        87157D10      11,641     529,384 SH       DEFINED    1,2,5,6                     529,384
SYNGENTA AG          SPONSORED  87160A10       1,256      44,687 SH       DEFINED    1                            44,687
SYNIVERSE HLDGS INC  COM        87163F10       9,204     582,501 SH       DEFINED    1,2                         582,501
SYNNEX CORP          COM        87162W10       2,050     110,436 SH       DEFINED    1,2                         110,436
SYNOPSYS INC         COM        87160710      94,847   4,243,736 SH       DEFINED    1,2,5,7,8,10,12,13,14     4,243,736
SYNOVUS FINL CORP    COM        87161C10     213,872   7,894,864 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   7,894,864
SYNPLICITY INC       COM        87160Y10         153      23,699 SH       DEFINED    1                            23,699
SYNTEL INC           COM        87162H10       1,590      84,056 SH       DEFINED    1,2                          84,056
SYNTROLEUM CORP      COM        87163010       4,084     493,850 SH       DEFINED    1,2,5                       493,850
SYPRIS SOLUTIONS INC COM        87165510         779      82,631 SH       DEFINED    1,2                          82,631
SYSCO CORP           COM        87182910     523,041  16,319,527 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  16,319,527
SYSTEMAX INC         COM        87185110         915     126,679 SH       DEFINED    1,2                         126,679
T-3 ENERGY SRVCS INC COM        87306E10         377      23,800 SH       DEFINED    1,2                          23,800
TAIWAN GREATER CHINA SH BEN INT 87403710         170      30,000 SH       DEFINED    7                            30,000
TAIWAN SEMICONDUCTOR SPONSORED  87403910      97,729   9,714,589 SH       DEFINED    1,2,4,5,7,8               9,714,589
TAKE-TWO INTERACTIVE COM        87405410      16,675     893,596 SH       DEFINED    1,2,5,6                     893,596
TAL INTL GROUP INC   COM        87408310       2,671     110,777 SH       DEFINED    1,2                         110,777
TALBOTS INC          COM        87416110       9,646     358,983 SH       DEFINED    1,2,5                       358,983
TALEO CORP           CL A       87424N10         752      57,645 SH       DEFINED    1                            57,645
TALK AMERICA HLDGS I COM NEW    87426R20       4,654     545,584 SH       DEFINED    1,2                         545,584
TALX CORP            COM        87491810      18,026     632,932 SH       DEFINED    1,2,5,6                     632,932
TAM SA               SP ADR REP 87484D10       7,544     400,400 SH       DEFINED    1,2,7                       400,400
TANGER FACTORY OUTLE COM        87546510      28,319     823,001 SH       DEFINED    1,2,3,5                     823,001
TANOX INC            COM        87588Q10       8,958     461,257 SH       DEFINED    1,2                         461,257
TARGET CORP          COM        87612E10   3,996,804  76,846,845 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  76,846,845
TARGETED GENETICS CO COM        87612M10          20      46,114 SH       DEFINED    1                            46,114
TARRAGON CORP        COM        87628710       3,135     157,555 SH       DEFINED    1,2,5                       157,555
TASER INTL INC       COM        87651B10       8,986     848,578 SH       DEFINED    1,2,5                       848,578
TATA MTRS LTD        SPONSORED  87656850         413      19,840 SH       DEFINED    2,5                          19,840
TAUBMAN CTRS INC     COM        87666410      55,353   1,328,362 SH       DEFINED    1,2,3,5                   1,328,362
TAYLOR CAP GROUP INC COM        87685110       4,727     120,625 SH       DEFINED    1,2                         120,625
TC PIPELINES LP      UT COM LTD 87233Q10         788      23,171 SH       DEFINED    1,2,5                        23,171
TCF FINL CORP        COM        87227510      62,624   2,431,999 SH       DEFINED    1,2,5,7,8,10,12,13,14     2,431,999
TD AMERITRADE HLDG C COM        87236Y10      70,051   3,356,543 SH       DEFINED    1,2,5,12                  3,356,543
TD BANKNORTH INC     COM        87235A10      47,384   1,614,460 SH       DEFINED    1,2,5,7,8,10,12,13,14     1,614,460





                                                                                               
TDC A/S              SPONSORED  87236N10         595      19,004 SH       DEFINED    1                            19,004
TDK CORP             AMERN DEP  87235140         540       7,201 SH       DEFINED    1                             7,201
TEAM INC             COM        87815510         356      10,700 SH       DEFINED    1                            10,700
TECH DATA CORP       COM        87823710      37,041   1,003,553 SH       DEFINED    1,2,5,13                  1,003,553
TECH OPS SEVCON INC  COM        87829310          79      12,400 SH       DEFINED    1                            12,400
TECHNE CORP          COM        87837710      53,236     885,207 SH       DEFINED    1,2,5,6,12,13               885,207
TECHNICAL OLYMPIC US COM        87848310       4,133     203,107 SH       DEFINED    1,2                         203,107
TECHNITROL INC       COM        87855510      16,177     674,586 SH       DEFINED    1,2,5,6                     674,586
TECHNOLOGY INVT CAP  COM        87871730       1,952     134,264 SH       DEFINED    1,2                         134,264
TECHNOLOGY RESH CORP COM NEW    87872730          94      12,900 SH       DEFINED    1                            12,900
TECO ENERGY INC      COM        87237510      93,313   5,788,635 SH       DEFINED    1,2,5,6,10,12,13          5,788,635
TECUMSEH PRODS CO    CL A       87889520      11,032     449,725 SH       DEFINED    1,2,5,13                    449,725
TEEKAY SHIPPING MARS COM        Y8564W10       3,960     106,826 SH       DEFINED    1,2,5,12                    106,826
TEGAL CORP           COM        87900810           6      11,400 SH       DEFINED    1                            11,400
TEJON RANCH CO DEL   COM        87908010       5,399     110,478 SH       DEFINED    1,2                         110,478
TEKELEC              COM        87910110      14,063   1,016,872 SH       DEFINED    1,2,5,8                   1,016,872
TEKTRONIX INC        COM        87913110      73,014   2,044,636 SH       DEFINED    1,2,5,6,10,12,13          2,044,636
TELE NORTE LESTE PAR SPON ADR P 87924610      24,341   1,459,287 SH       DEFINED    1,2,4,5                   1,459,287
TELECOM ARGENTINA S  SPON ADR R 87927320       3,276     241,950 SH       DEFINED    1,2,5,7                     241,950
TELECOMMUNICATION SY CL A       87929J10         114      44,385 SH       DEFINED    1,5                          44,385
TELEDYNE TECHNOLOGIE COM        87936010      21,622     607,365 SH       DEFINED    1,2,5,6                     607,365
TELEFLEX INC         COM        87936910      59,351     828,582 SH       DEFINED    1,2,5,13                    828,582
TELEFONICA MOVILES S SPONSORED  87938V10         208      16,176 SH       DEFINED    1                            16,176
TELEFONICA S A       SPONSORED  87938220      14,694     312,833 SH       DEFINED    1,2                         312,833
TELEFONOS DE MEXICO  SPON ADR O 87940378       6,153     273,710 SH       DEFINED    1,2                         273,710
TELEPHONE & DATA SYS COM        87943310      82,641   2,095,361 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,095,361
TELEPHONE & DATA SYS SPL COM    87943386      10,793     285,915 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     285,915
TELETECH HOLDINGS IN COM        87993910      11,211   1,009,059 SH       DEFINED    1,2                       1,009,059
TELIK INC            COM        87959M10      14,978     773,665 SH       DEFINED    1,2                         773,665
TELKONET INC         COM        87960410       1,824     429,059 SH       DEFINED    1,2                         429,059
TELLABS INC          COM        87966410     220,207  13,849,478 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  13,849,478
TELSTRA CORP LTD     SPON ADR F 87969N20         168      12,551 SH       DEFINED    1                            12,551
TELULAR CORP         COM NEW    87970T20          75      23,100 SH       DEFINED    1                            23,100
TEMPLE INLAND INC    COM        87986810     264,955   5,947,373 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,947,373
TEMPUR PEDIC INTL IN COM        88023U10       7,834     553,628 SH       DEFINED    1,2                         553,628
TENARIS S A          SPONSORED  88031M10      54,426     301,244 SH       DEFINED    1,2,5,7                     301,244
TENET HEALTHCARE COR COM        88033G10      85,406  11,572,667 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  11,572,667
TENNANT CO           COM        88034510       7,325     140,000 SH       DEFINED    1,2                         140,000
TENNECO INC          COM        88034910      13,037     601,060 SH       DEFINED    1,2,5                       601,060
TEPPCO PARTNERS L P  UT LTD PAR 87238410       3,508      96,655 SH       DEFINED    1,2,5                        96,655
TERADYNE INC         COM        88077010      79,140   5,102,530 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   5,102,530
TERAYON COMMUNICATIO COM        88077510       1,737     949,389 SH       DEFINED    1,2,5                       949,389
TERCICA INC          COM        88078L10         888     132,556 SH       DEFINED    1,2                         132,556
TEREX CORP NEW       COM        88077910     104,224   1,315,293 SH       DEFINED    1,2,5,8,10                1,315,293
TERNIUM SA           SPON ADR   88089010      13,426     473,566 SH       DEFINED    1,2,7                       473,566
TERRA INDS INC       COM        88091510       9,453   1,340,887 SH       DEFINED    1,2                       1,340,887
TERREMARK WORLDWIDE  COM NEW    88144820       2,858     336,239 SH       DEFINED    1,2,5                       336,239
TESORO CORP          COM        88160910      74,594   1,091,517 SH       DEFINED    1,2,5,8,10,12             1,091,517
TESSERA TECHNOLOGIES COM        88164L10      19,015     592,744 SH       DEFINED    1,2                         592,744
TETRA TECH INC NEW   COM        88162G10      20,544   1,076,152 SH       DEFINED    1,2,5,6                   1,076,152
TETRA TECHNOLOGIES I COM        88162F10      21,418     455,318 SH       DEFINED    1,2                         455,318
TEVA PHARMACEUTICAL  ADR        88162420      43,916   1,066,452 SH       DEFINED    1,2,5,7                   1,066,452
TEXAS CAPITAL BANCSH COM        88224Q10       6,813     283,876 SH       DEFINED    1,2                         283,876





                                                                                                
TEXAS INDS INC       COM        88249110      26,175     432,710 SH       DEFINED    1,2,5                        432,710
TEXAS INSTRS INC     COM        88250810   1,572,450  48,427,784 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   48,427,784
TEXAS REGL BANCSHARE CL A VTG   88267310      25,331     858,959 SH       DEFINED    1,2,5,13                     858,959
TEXAS ROADHOUSE INC  CL A       88268110      10,235     598,891 SH       DEFINED    1,2                          598,891
TEXTRON INC          COM        88320310     385,297   4,125,675 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    4,125,675
THERAGENICS CORP     COM        88337510         172      54,381 SH       DEFINED    1,6                           54,381
THERAVANCE INC       COM        88338T10       2,514      89,666 SH       DEFINED    1,2                           89,666
THERMA-WAVE INC      COM        88343A10          46      28,168 SH       DEFINED    1                             28,168
THERMO ELECTRON CORP COM        88355610     163,799   4,416,245 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    4,416,245
THERMOGENESIS CORP   COM NEW    88362320       2,380     587,746 SH       DEFINED    1,2,5                        587,746
THIRD WAVE TECHNOLOG COM        88428W10          61      19,464 SH       DEFINED    1                             19,464
THOMAS & BETTS CORP  COM        88431510      53,241   1,036,220 SH       DEFINED    1,2,5,6,12,13              1,036,220
THOMAS PPTYS GROUP I COM        88445310         196      14,400 SH       DEFINED    1                             14,400
THOMSON              SPONSORED  88511810         259      13,170 SH       DEFINED    1                             13,170
THOMSON CORP         COM        88490310       1,217      32,563 SH       DEFINED    7                             32,563
THOR INDS INC        COM        88516010      39,350     737,447 SH       DEFINED    1,2,5,13                     737,447
THORATEC CORP        COM NEW    88517530      15,387     798,481 SH       DEFINED    1,2,5                        798,481
THORNBURG MTG INC    COM        88521810      23,814     880,038 SH       DEFINED    1,2,5                        880,038
THQ INC              COM NEW    87244340      24,338     940,045 SH       DEFINED    1,2,5,6                      940,045
THRESHOLD PHARMACEUT COM        88580710       1,557     103,885 SH       DEFINED    1,2                          103,885
TIBCO SOFTWARE INC   COM        88632Q10      24,589   2,941,243 SH       DEFINED    1,2,5                      2,941,243
TIDEWATER INC        COM        88642310      47,922     867,674 SH       DEFINED    1,2,5,6,12,13                867,674
TIER TECHNOLOGIES IN CL B       88650Q10         195      24,164 SH       DEFINED    1                             24,164
TIERONE CORP         COM        88650R10      11,465     337,693 SH       DEFINED    1,2                          337,693
TIFFANY & CO NEW     COM        88654710     139,214   3,708,417 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    3,708,417
TIM PARTICIPACOES S  SPONS ADR  88706P10      61,333   1,656,295 SH       DEFINED    1,2,4,5,7                  1,656,295
TIMBERLAND CO        CL A       88710010      38,707   1,130,780 SH       DEFINED    1,2,5,6,12,13              1,130,780
TIME WARNER INC      COM        88731710   2,227,673 132,678,572 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  132,678,572
TIME WARNER TELECOM  CL A       88731910      21,260   1,184,419 SH       DEFINED    1,2,5                      1,184,419
TIMKEN CO            COM        88738910      41,623   1,289,840 SH       DEFINED    1,2,5,8,13                 1,289,840
TITAN INTL INC ILL   COM        88830M10       3,252     188,430 SH       DEFINED    1,2                          188,430
TITAN PHARMACEUTICAL COM        88831410          98      29,117 SH       DEFINED    1                             29,117
TITANIUM METALS CORP COM NEW    88833920      16,829     346,640 SH       DEFINED    1,2,5                        346,640
TIVO INC             COM        88870610       4,687     648,302 SH       DEFINED    1,2                          648,302
TJX COS INC NEW      COM        87254010     316,883  12,767,247 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   12,767,247
TNS INC              COM        87296010       3,096     146,187 SH       DEFINED    1,2                          146,187
TNT N V              SPONSORED  87260W10         357      10,330 SH       DEFINED    1                             10,330
TODCO                CL A       88889T10      41,266   1,047,105 SH       DEFINED    1,2                        1,047,105
TODD SHIPYARDS CORP  COM        88903910         229       7,360 SH       DEFINED    1                              7,360
TOLL BROTHERS INC    COM        88947810      74,914   2,163,261 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    2,163,261
TOLLGRADE COMMUNICAT COM        88954210         402      27,036 SH       DEFINED    1,6                           27,036
TOMKINS PLC          SPONSORED  89003020         241      10,220 SH       DEFINED    1                             10,220
TOMPKINSTRUSTCO INC  COM        89011010       5,158     107,132 SH       DEFINED    1,2,5                        107,132
TOO INC              COM        89033310      26,579     773,758 SH       DEFINED    1,2,5,6                      773,758
TOOTSIE ROLL INDS IN COM        89051610      15,513     530,009 SH       DEFINED    1,2,5,6,13                   530,009
TOPPS INC            COM        89078610       4,330     493,685 SH       DEFINED    1,2                          493,685
TORCHMARK CORP       COM        89102710     170,255   2,981,699 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    2,981,699
TOREADOR RES CORP    COM        89105010       5,950     191,263 SH       DEFINED    1,2                          191,263
TORO CO              COM        89109210      75,371   1,578,457 SH       DEFINED    1,2,5,6,10,12              1,578,457
TORONTO DOMINION BK  COM NEW    89116050       2,044      36,703 SH       DEFINED    1                             36,703
TOTAL S A            SPONSORED  89151E10      32,373     245,750 SH       DEFINED    1,2                          245,750
TOTAL SYS SVCS INC   COM        89190610      12,900     647,585 SH       DEFINED    1,2,5,12                     647,585
TOWER GROUP INC      COM        89177710       5,293     229,125 SH       DEFINED    1,2                          229,125





                                                                                               
TOWN & CTRY TR       SH BEN INT 89208110      17,069     420,514 SH       DEFINED    1,2,3                       420,514
TOYOTA MOTOR CORP    SP ADR REP 89233130       5,831      53,544 SH       DEFINED    1,2                          53,544
TRACTOR SUPPLY CO    COM        89235610      40,933     617,019 SH       DEFINED    1,2,5,6                     617,019
TRADESTATION GROUP I COM        89267P10       3,688     266,855 SH       DEFINED    1,2,5                       266,855
TRAFFIX INC          COM        89272110         106      18,400 SH       DEFINED    1                            18,400
TRAMMELL CROW CO     COM        89288R10      27,258     764,383 SH       DEFINED    1,2                         764,383
TRANS WORLD ENTMT CO COM        89336Q10       4,031     723,702 SH       DEFINED    1,2                         723,702
TRANSACT TECHNOLOGIE COM        89291810         116      12,261 SH       DEFINED    1                            12,261
TRANSACTION SYS ARCH COM        89341610      27,176     870,733 SH       DEFINED    1,2,13                      870,733
TRANSALTA CORP       COM        89346D10         344      17,996 SH       DEFINED    1,7                          17,996
TRANSATLANTIC HLDGS  COM        89352110      16,360     279,901 SH       DEFINED    1,2,5,12                    279,901
TRANSCAT INC         COM        89352910         105      19,200 SH       DEFINED    1                            19,200
TRANSMERIDIAN EXPL I COM        89376N10         321      59,500 SH       DEFINED    1,5                          59,500
TRANSMETA CORP DEL   COM        89376R10         587     290,447 SH       DEFINED    1,5                         290,447
TRANSMONTAIGNE INC   COM        89393410      11,049   1,126,312 SH       DEFINED    1,2,5                     1,126,312
TRANSOCEAN INC       ORD        G9007810     795,872   9,911,238 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   9,911,238
TRANSPORTADORA DE GA SPON ADR B 89387020         599     118,177 SH       DEFINED    1,5                         118,177
TRANSWITCH CORP      COM        89406510       3,310   1,272,930 SH       DEFINED    1,2,5                     1,272,930
TRAVELZOO INC        COM        89421Q10         809      41,307 SH       DEFINED    1,2                          41,307
TRC COS INC          COM        87262510       4,235     313,005 SH       DEFINED    1                           313,005
TREDEGAR CORP        COM        89465010       6,227     391,359 SH       DEFINED    1,2,6                       391,359
TREEHOUSE FOODS INC  COM        89469A10      11,167     420,589 SH       DEFINED    1,2,5,6                     420,589
TREND MICRO INC      SPONS ADR  89486M20       6,608     189,617 SH       DEFINED    1                           189,617
TREX INC             COM        89531P10       4,950     156,139 SH       DEFINED    1,2                         156,139
TRI CONTL CORP       COM        89543610       2,178     107,618 SH       DEFINED    5,12                        107,618
TRI VY CORP          COM        89573510       2,041     256,098 SH       DEFINED    1,2,5                       256,098
TRIAD GTY INC        COM        89592510       5,814     123,956 SH       DEFINED    1,2                         123,956
TRIAD HOSPITALS INC  COM        89579K10      61,080   1,457,750 SH       DEFINED    1,2,5,7,8,10,12,13,14     1,457,750
TRIARC COS INC       CL B SER 1 89592730      13,539     774,547 SH       DEFINED    1,2,6                       774,547
TRIBUNE CO NEW       COM        89604710     189,992   6,926,414 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,926,414
TRICO BANCSHARES     COM        89609510       4,546     160,514 SH       DEFINED    1,2                         160,514
TRICO MARINE SERVICE COM NEW    89610620         559      17,300 SH       DEFINED    1,2                          17,300
TRIDENT MICROSYSTEMS COM        89591910      19,509     671,323 SH       DEFINED    1,2,5                       671,323
TRIMBLE NAVIGATION L COM        89623910      22,498     499,407 SH       DEFINED    1,2,5,6,12                  499,407
TRIMERIS INC         COM        89626310       3,806     281,724 SH       DEFINED    1,2,5                       281,724
TRINITY INDS INC     COM        89652210      44,961     826,649 SH       DEFINED    1,2,5,13                    826,649
TRIPATH IMAGING INC  COM        89694210       3,949     565,776 SH       DEFINED    1,2,5                       565,776
TRIPLE CROWN MEDIA I COM        89675K10         529      89,737 SH       DEFINED    1,2                          89,737
TRIQUINT SEMICONDUCT COM        89674K10      12,647   2,570,566 SH       DEFINED    1,2,5,13                  2,570,566
TRIUMPH GROUP INC NE COM        89681810      11,679     263,874 SH       DEFINED    1,2,6                       263,874
TRIZEC PROPERTIES IN COM        89687P10      46,344   1,801,174 SH       DEFINED    1,2,3,5,12                1,801,174
TRIZETTO GROUP INC   COM        89688210      20,342   1,156,450 SH       DEFINED    1,2                       1,156,450
TRM CORP             COM        87263610         921     136,837 SH       DEFINED    1,2                         136,837
TRONOX INC           CL A       89705110       3,618     213,298 SH       DEFINED    1,2                         213,298
TRUE RELIGION APPARE COM        89784N10         312      16,900 SH       DEFINED    1                            16,900
TRUMP ENTMT RESORTS  COM        89816T10         454      24,522 SH       DEFINED    1                            24,522
TRUSTCO BK CORP N Y  COM        89834910      12,202   1,002,652 SH       DEFINED    1,2,5                     1,002,652
TRUSTMARK CORP       COM        89840210      21,196     669,910 SH       DEFINED    1,2,5                       669,910
TRUSTREET PPTYS INC  COM        89840410      13,181     867,747 SH       DEFINED    1,2,3,5                     867,747
TRW AUTOMOTIVE HLDGS COM        87264S10      11,441     491,039 SH       DEFINED    1,2,5                       491,039
TTM TECHNOLOGIES  IN COM        87305R10      11,073     764,206 SH       DEFINED    1,2                         764,206
TUESDAY MORNING CORP COM NEW    89903550      11,049     478,521 SH       DEFINED    1,2,5,6                     478,521
TUMBLEWEED COMMUNICA COM        89969010         131      43,919 SH       DEFINED    1,5                          43,919





                                                                                               
TUPPERWARE BRANDS CO COM        89989610      22,455   1,090,577 SH       DEFINED    1,2,5,13                  1,090,577
TURBOCHEF TECHNOLOGI COM NEW    90000620       2,030     166,381 SH       DEFINED    1,2,5                       166,381
TURKCELL ILETISIM HI SPON ADR N 90011120       2,575     154,496 SH       DEFINED    1,2,4                       154,496
TUT SYSTEMS          COM        90110310          57      18,418 SH       DEFINED    1                            18,418
TWEETER HOME ENTMT G COM        90116710         215      27,419 SH       DEFINED    1                            27,419
TWIN DISC INC        COM        90147610         311       5,700 SH       DEFINED    1                             5,700
TXU CORP             COM        87316810     833,389  18,619,062 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  18,619,062
TYCO INTL LTD NEW    COM        90212410   1,294,882  48,172,692 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  48,172,692
TYLER TECHNOLOGIES I COM        90225210       5,201     472,783 SH       DEFINED    1,2,5                       472,783
TYSON FOODS INC      CL A       90249410      94,207   6,856,427 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,856,427
U S AIRWAYS GROUP IN COM        90341W10       2,639      65,979 SH       DEFINED    1,2                          65,979
U S B HLDG INC       COM        90291010       3,755     163,692 SH       DEFINED    1,2                         163,692
U S CONCRETE INC     COM        90333L10       1,065      73,660 SH       DEFINED    1,2,5                        73,660
U S G CORP           COM NEW    90329340      48,560     511,378 SH       DEFINED    1,2,5,7,10,14               511,378
U S PHYSICAL THERAPY COM        90337L10       4,720     275,864 SH       DEFINED    1,2,5                       275,864
U S SHIPPING PARTNER COM UNIT   90341710         269      11,603 SH       DEFINED    1,2                          11,603
U S XPRESS ENTERPRIS CL A       90338N10       2,084     107,037 SH       DEFINED    1,2                         107,037
U STORE IT TR        COM        91274F10      19,288     957,237 SH       DEFINED    1,2,3                       957,237
UAL CORP             COM NEW    90254980       3,704      92,752 SH       DEFINED    1,2                          92,752
UAP HLDG CORP        COM        90344110      15,792     734,491 SH       DEFINED    1,2                         734,491
UBIQUITEL INC        COM        90347430      10,188   1,008,734 SH       DEFINED    1,2,5                     1,008,734
UBS AG               NAMEN AKT  H8920M85      91,809     834,858 SH       DEFINED    1,2                         834,858
UCBH HOLDINGS INC    COM        90262T30      27,857   1,472,331 SH       DEFINED    1,2,5                     1,472,331
UGI CORP NEW         COM        90268110      33,756   1,602,106 SH       DEFINED    1,2,5                     1,602,106
UICI                 COM        90273710      21,140     571,503 SH       DEFINED    1,2,5                       571,503
UIL HLDG CORP        COM        90274810      12,926     246,923 SH       DEFINED    1,2,5                       246,923
ULTICOM INC          COM        90384410       2,106     195,873 SH       DEFINED    1,2,5                       195,873
ULTIMATE SOFTWARE GR COM        90385D10       6,936     268,305 SH       DEFINED    1,2                         268,305
ULTRA PETROLEUM CORP COM        90391410      48,364     776,184 SH       DEFINED    1,2,5,7,8,10,12,13,14       776,184
ULTRALIFE BATTERIES  COM        90389910       2,225     173,146 SH       DEFINED    1,2                         173,146
ULTRATECH INC        COM        90403410       8,922     364,454 SH       DEFINED    1,2,6                       364,454
UMB FINL CORP        COM        90278810      22,798     324,619 SH       DEFINED    1,2,5                       324,619
UMPQUA HLDGS CORP    COM        90421410      17,884     627,506 SH       DEFINED    1,2,5                       627,506
UNDER ARMOUR INC     CL A       90431110       4,353     134,339 SH       DEFINED    1,2                         134,339
UNIBANCO-UNIAO DE BA GDR REP PF 90458E10      66,862     904,639 SH       DEFINED    1,2,4,5,7                   904,639
UNICA CORP           COM        90458310         477      41,120 SH       DEFINED    1                            41,120
UNIFI INC            COM        90467710         286      85,508 SH       DEFINED    1                            85,508
UNIFIRST CORP MASS   COM        90470810       6,297     189,547 SH       DEFINED    1,2,5                       189,547
UNILEVER N V         N Y SHS NE 90478470         726      10,493 SH       DEFINED    1                            10,493
UNILEVER PLC         SPON ADR N 90476770       1,445      35,178 SH       DEFINED    1                            35,178
UNION BANKSHARES COR COM        90539910       5,148     112,614 SH       DEFINED    1,2                         112,614
UNION DRILLING INC   COM        90653P10       1,046      71,575 SH       DEFINED    1,2                          71,575
UNION PAC CORP       COM        90781810     620,760   6,649,815 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,649,815
UNIONBANCAL CORP     COM        90890610      59,698     850,882 SH       DEFINED    1,2,5,7,8,10,12,13,14       850,882
UNISOURCE ENERGY COR COM        90920510      15,902     521,385 SH       DEFINED    1,2,5                       521,385
UNISYS CORP          COM        90921410      62,274   9,038,322 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   9,038,322
UNIT CORP            COM        90921810      26,053     467,327 SH       DEFINED    1,2,5,6,12                  467,327
UNITED AUTO GROUP IN COM        90944010      16,946     394,103 SH       DEFINED    1,2                         394,103
UNITED BANKSHARES IN COM        90990710      22,595     590,401 SH       DEFINED    1,2,5                       590,401
UNITED CAPITAL CORP  COM        90991210         943      37,900 SH       DEFINED    1,2                          37,900
UNITED CMNTY BKS BLA CAP STK    90984P10      12,048     428,002 SH       DEFINED    1,2                         428,002
UNITED CMNTY FINL CO COM        90983910       8,139     671,555 SH       DEFINED    1,2,5                       671,555
UNITED DOMINION REAL COM        91019710      89,997   3,153,379 SH       DEFINED    1,2,3,5,13                3,153,379





                                                                                               
UNITED FINANCIAL BAN COM        91030R10         814      67,630 SH       DEFINED    1                            67,630
UNITED FIRE & CAS CO COM        91033110       7,256     220,535 SH       DEFINED    1,2                         220,535
UNITED GUARDIAN INC  COM        91057110         137      14,000 SH       DEFINED    1                            14,000
UNITED INDL CORP     COM        91067110       9,536     156,503 SH       DEFINED    1,2                         156,503
UNITED MICROELECTRON SPONSORED  91087320       3,269     958,670 SH       DEFINED    1                           958,670
UNITED NAT FOODS INC COM        91116310      29,446     842,037 SH       DEFINED    1,2,6                       842,037
UNITED ONLINE INC    COM        91126810      16,557   1,287,484 SH       DEFINED    1,2,5                     1,287,484
UNITED PANAM FINANCI COM        91130110       1,930      62,473 SH       DEFINED    1,2                          62,473
UNITED PARCEL SERVIC CL B       91131210   2,082,569  26,235,435 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  26,235,435
UNITED RENTALS INC   COM        91136310      49,579   1,437,077 SH       DEFINED    1,2,5,13                  1,437,077
UNITED RETAIL GROUP  COM        91138010         399      21,300 SH       DEFINED    1,2                          21,300
UNITED SEC BANCSHARE SHS        91145910       1,685      62,888 SH       DEFINED    1,2                          62,888
UNITED STATES CELLUL COM        91168410      11,193     188,559 SH       DEFINED    1,2,5                       188,559
UNITED STATES STL CO COM        91290910     219,337   3,614,645 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,614,645
UNITED STATIONERS IN COM        91300410      39,234     738,867 SH       DEFINED    1,2,5,6                     738,867
UNITED SURGICAL PART COM        91301630      25,834     729,581 SH       DEFINED    1,2,6                       729,581
UNITED TECHNOLOGIES  COM        91301710   6,182,917 106,657,177 SH       DEFINED    1,2,5,6,7,8,10,12,13,14 106,657,177
UNITED THERAPEUTICS  COM        91307C10      23,718     357,842 SH       DEFINED    1,2                         357,842
UNITED UTILS PLC     SPONSORED  91311Q10         847      34,946 SH       DEFINED    1                            34,946
UNITEDHEALTH GROUP I COM        91324P10   2,187,334  39,157,438 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  39,157,438
UNITIL CORP          COM        91325910         232       8,884 SH       DEFINED    1,2                           8,884
UNITRIN INC          COM        91327510      46,832   1,006,927 SH       DEFINED    1,2,5,10,12,13            1,006,927
UNIVERSAL AMERN FINL COM        91337710       5,403     350,845 SH       DEFINED    1,2                         350,845
UNIVERSAL COMPRESSIO COM        91343110      20,037     395,447 SH       DEFINED    1,2                         395,447
UNIVERSAL CORP VA    COM        91345610      26,118     710,299 SH       DEFINED    1,2,5,13                    710,299
UNIVERSAL DISPLAY CO COM        91347P10       4,103     285,355 SH       DEFINED    1,2                         285,355
UNIVERSAL ELECTRS IN COM        91348310       2,995     169,217 SH       DEFINED    1,2,5                       169,217
UNIVERSAL FST PRODS  COM        91354310      21,223     334,268 SH       DEFINED    1,2,6                       334,268
UNIVERSAL HEALTH RLT SH BEN INT 91359E10       6,053     165,704 SH       DEFINED    1,2,3                       165,704
UNIVERSAL HLTH SVCS  CL B       91390310      42,900     844,660 SH       DEFINED    1,2,5,7,10,12,13,14         844,660
UNIVERSAL TECHNICAL  COM        91391510      10,937     363,361 SH       DEFINED    1,2,6                       363,361
UNIVERSAL TRUCKLOAD  COM        91388P10       1,167      46,603 SH       DEFINED    1,2                          46,603
UNIVEST CORP PA      COM        91527110       3,255     127,867 SH       DEFINED    1,2                         127,867
UNIVISION COMMUNICAT CL A       91490610     210,354   6,102,511 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,102,511
UNUMPROVIDENT CORP   COM        91529Y10     277,370  13,543,434 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  13,543,434
UPM KYMMENE CORP     SPONSORED  91543610         696      29,490 SH       DEFINED    1                            29,490
UQM TECHNOLOGIES INC COM        90321310          83      18,576 SH       DEFINED    1                            18,576
URBAN OUTFITTERS INC COM        91704710      43,534   1,774,021 SH       DEFINED    1,2,5,6,12,13             1,774,021
UROLOGIX INC         COM        91727310          68      19,209 SH       DEFINED    1                            19,209
URS CORP NEW         COM        90323610      31,827     790,722 SH       DEFINED    1,2,6                       790,722
URSTADT BIDDLE PPTYS COM        91728610         201      11,570 SH       DEFINED    1                            11,570
URSTADT BIDDLE PPTYS CL A       91728620       7,636     424,214 SH       DEFINED    1,2,3                       424,214
US BANCORP DEL       COM NEW    90297330   1,644,650  53,922,956 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  53,922,956
US LEC CORP          CL A       90331S10          36      13,600 SH       DEFINED    1                            13,600
USA MOBILITY INC     COM        90341G10      11,103     389,838 SH       DEFINED    1,2                         389,838
USA TRUCK INC        COM        90292510       1,627      66,074 SH       DEFINED    1,2                          66,074
USANA HEALTH SCIENCE COM        90328M10      14,195     340,233 SH       DEFINED    1,2,6                       340,233
USEC INC             COM        90333E10      19,874   1,649,286 SH       DEFINED    1,2,5                     1,649,286
USI HLDGS CORP       COM        90333H10       9,355     579,990 SH       DEFINED    1,2                         579,990
UST INC              COM        90291110     170,741   4,104,344 SH       DEFINED    1,2,5,6,8,10,12,13        4,104,344
UTAH MED PRODS INC   COM        91748810         358      11,200 SH       DEFINED    1,2                          11,200
UTI WORLDWIDE INC    ORD        G8721010       2,048      64,811 SH       DEFINED    1,2,5                        64,811
UTSTARCOM INC        COM        91807610      11,493   1,827,195 SH       DEFINED    1,2,5,13                  1,827,195





                                                                                               
V F CORP             COM        91820410     152,785   2,685,142 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,685,142
VA SOFTWARE CORP     COM        91819B10         454      94,845 SH       DEFINED    1,5                          94,845
VAALCO ENERGY INC    COM NEW    91851C20         416      62,500 SH       DEFINED    1                            62,500
VAIL RESORTS INC     COM        91879Q10      24,018     628,404 SH       DEFINED    1,2                         628,404
VALASSIS COMMUNICATI COM        91886610      29,710   1,011,565 SH       DEFINED    1,2,5,13                  1,011,565
VALEANT PHARMACEUTIC COM        91911X10      24,781   1,563,448 SH       DEFINED    1,2,5,13                  1,563,448
VALENCE TECHNOLOGY I COM        91891410       1,729     694,407 SH       DEFINED    1,2,5                       694,407
VALERO ENERGY CORP N COM        91913Y10   1,242,930  20,791,742 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  20,791,742
VALERO L P           COM UT LTD 91913W10       2,811      55,496 SH       DEFINED    1,2,5                        55,496
VALHI INC NEW        COM        91890510       1,661      93,841 SH       DEFINED    1,2                          93,841
VALLEY NATL BANCORP  COM        91979410      24,793     967,717 SH       DEFINED    1,2,5,12                    967,717
VALMONT INDS INC     COM        92025310      14,901     354,440 SH       DEFINED    1,2,6                       354,440
VALOR COMMUNICATIONS COM        92025510       6,922     525,962 SH       DEFINED    1,2                         525,962
VALSPAR CORP         COM        92035510      44,072   1,581,342 SH       DEFINED    1,2,5,6,12,13             1,581,342
VALUE LINE INC       COM        92043710         832      22,483 SH       DEFINED    1,2                          22,483
VALUECLICK INC       COM        92046N10      19,480   1,151,323 SH       DEFINED    1,2,5                     1,151,323
VALUEVISION MEDIA IN CL A       92047K10       5,005     391,649 SH       DEFINED    1,2                         391,649
VARIAN INC           COM        92220610      26,496     643,431 SH       DEFINED    1,2,5,13                    643,431
VARIAN MED SYS INC   COM        92220P10     155,675   2,771,983 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,771,983
VARIAN SEMICONDUCTOR COM        92220710      22,972     818,078 SH       DEFINED    1,2,5,6                     818,078
VASCO DATA SEC INTL  COM        92230Y10       2,344     286,523 SH       DEFINED    1,2                         286,523
VCA ANTECH INC       COM        91819410      32,948   1,156,896 SH       DEFINED    1,2,5,6,12,13             1,156,896
VECTOR GROUP LTD     COM        92240M10      12,724     667,581 SH       DEFINED    1,2,5                       667,581
VECTREN CORP         COM        92240G10      30,995   1,174,925 SH       DEFINED    1,2,5,13                  1,174,925
VEECO INSTRS INC DEL COM        92241710       8,824     377,901 SH       DEFINED    1,2,5,6                     377,901
VENTANA MED SYS INC  COM        92276H10      17,394     416,428 SH       DEFINED    1,2                         416,428
VENTAS INC           COM        92276F10      41,980   1,265,233 SH       DEFINED    1,2,3,5,10                1,265,233
VENTIV HEALTH INC    COM        92279310      12,383     372,761 SH       DEFINED    1,2,6                       372,761
VEOLIA ENVIRONNEMENT SPONSORED  92334N10         340       6,120 SH       DEFINED    1                             6,120
VERIFONE HLDGS INC   COM        92342Y10       9,675     319,424 SH       DEFINED    1,2                         319,424
VERINT SYS INC       COM        92343X10       5,691     160,902 SH       DEFINED    1,2                         160,902
VERISIGN INC         COM        92343E10     167,162   6,967,997 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,967,997
VERITAS DGC INC      COM        92343P10      40,533     892,988 SH       DEFINED    1,2,5                       892,988
VERIZON COMMUNICATIO COM        92343V10   2,986,957  87,696,909 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  87,696,909
VERSO TECHNOLOGIES I COM NEW    92531720          74      45,124 SH       DEFINED    1,5                          45,124
VERTEX PHARMACEUTICA COM        92532F10      78,866   2,155,392 SH       DEFINED    1,2,5,6,8,12,13           2,155,392
VERTRUE INC          COM        92534N10      16,051     383,994 SH       DEFINED    1,2,6                       383,994
VIACELL INC          COM        92554J10         639     116,050 SH       DEFINED    1                           116,050
VIACOM INC NEW       CL A       92553P10       1,617      41,710 SH       DEFINED    1,5,13                       41,710
VIACOM INC NEW       CL B       92553P20     801,573  20,659,106 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  20,659,106
VIAD CORP            COM NEW    92552R40      12,118     353,513 SH       DEFINED    1,2,5,6                     353,513
VIASAT INC           COM        92552V10       9,442     329,577 SH       DEFINED    1,2,5,6                     329,577
VIASYS HEALTHCARE IN COM NEW    92553Q20      18,859     626,955 SH       DEFINED    1,2,5,6                     626,955
VICAL INC            COM        92560210         125      20,235 SH       DEFINED    1                            20,235
VICON INDS INC       COM        92581110          60      18,700 SH       DEFINED    1                            18,700
VICOR CORP           COM        92581510       9,888     501,161 SH       DEFINED    1,2,6                       501,161
VIEWPOINT CORP       COM        92672P10          30      21,847 SH       DEFINED    1                            21,847
VIGNETTE CORP        COM NEW    92673440       5,477     371,344 SH       DEFINED    1,2,5                       371,344
VIISAGE TECHNOLOGY I COM NEW    92675K20       3,069     175,287 SH       DEFINED    1,2                         175,287
VINA CONCHA Y TORO S SPONSORED  92719110         583      19,799 SH       DEFINED    1,2,5,7                      19,799
VINEYARD NATL BANCOR COM        92742610       2,694      91,944 SH       DEFINED    1,2                          91,944
VION PHARMACEUTICALS COM        92762410         181      80,131 SH       DEFINED    1,5                          80,131
VIRAGE LOGIC CORP    COM        92763R10       1,319     122,198 SH       DEFINED    1,2                         122,198





                                                                                                
VIRCO MFG CO         COM        92765110          77      14,761 SH       DEFINED    1                              14,761
VIRGINIA COMM BANCOR COM        92778Q10       4,363     121,375 SH       DEFINED    1,2                           121,375
VIRGINIA FINL GROUP  COM        92781010       5,759     143,912 SH       DEFINED    1,2                           143,912
VIROPHARMA INC       COM        92824110       1,096      86,293 SH       DEFINED    1,2,5                          86,293
VISHAY INTERTECHNOLO COM        92829810      34,553   2,426,504 SH       DEFINED    1,2,5,13                    2,426,504
VISTACARE INC        CL A       92839Y10       2,676     172,619 SH       DEFINED    1,2,5                         172,619
VISTAPRINT LIMITED   SHS        G9376220         325      10,893 SH       DEFINED    1,2                            10,893
VISTEON CORP         COM        92839U10       8,514   1,850,841 SH       DEFINED    1,2,5,6,8                   1,850,841
VITAL IMAGES INC     COM        92846N10       5,411     158,764 SH       DEFINED    1,2,5                         158,764
VITAL SIGNS INC      COM        92846910      12,429     226,272 SH       DEFINED    1,2,6                         226,272
VITESSE SEMICONDUCTO COM        92849710      13,894   3,880,900 SH       DEFINED    1,2,5,8                     3,880,900
VITRIA TECHNOLOGY    COM NEW    92849Q40          45      15,548 SH       DEFINED    1                              15,548
VIVENDI UNIVERSAL    SPON ADR N 92851S20       2,070      60,529 SH       DEFINED    1                              60,529
VIVUS INC            COM        92855110         135      40,400 SH       DEFINED    1,5                            40,400
VNUS MED TECHNOLOGIE COM        92856610       1,953     257,306 SH       DEFINED    1                             257,306
VODAFONE GROUP PLC N SPONSORED  92857W10       8,599     411,417 SH       DEFINED    1,2                           411,417
VOLCOM INC           COM        92864N10       2,493      70,164 SH       DEFINED    1,2                            70,164
VOLT INFORMATION SCI COM        92870310       4,393     143,764 SH       DEFINED    1,2,5,6                       143,764
VOLTERRA SEMICONDUCT COM        92870810       3,343     175,127 SH       DEFINED    1,2                           175,127
VOLVO AKTIEBOLAGET   ADR B      92885640         933      20,023 SH       DEFINED    1                              20,023
VORNADO RLTY TR      SH BEN INT 92904210     421,445   4,390,053 SH       DEFINED    1,2,3,5,6,7,8,10,12,13,14   4,390,053
VULCAN MATLS CO      COM        92916010     240,161   2,771,621 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     2,771,621
W & T OFFSHORE INC   COM        92922P10      11,464     284,391 SH       DEFINED    1,2                           284,391
W HLDG CO INC        COM        92925110      13,187   1,675,579 SH       DEFINED    1,2,5                       1,675,579
W P CAREY & CO LLC   COM        92930Y10         966      36,073 SH       DEFINED    1,2,5                          36,073
WABASH NATL CORP     COM        92956610      12,590     637,469 SH       DEFINED    1,2,6                         637,469
WABTEC CORP          COM        92974010      20,750     636,497 SH       DEFINED    1,2                           636,497
WACHOVIA CORP 2ND NE COM        92990310   2,604,394  46,465,548 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    46,465,548
WADDELL & REED FINL  CL A       93005910      37,429   1,620,314 SH       DEFINED    1,2,5,13                    1,620,314
WAL MART STORES INC  COM        93114210   3,439,139  72,801,423 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    72,801,423
WALGREEN CO          COM        93142210   1,156,420  26,812,421 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    26,812,421
WALTER INDS INC      COM        93317Q10      38,332     575,385 SH       DEFINED    1,2                           575,385
WARNACO GROUP INC    COM NEW    93439040      14,881     620,026 SH       DEFINED    1,2                           620,026
WARNER MUSIC GROUP C COM        93455010       5,959     274,733 SH       DEFINED    1,2                           274,733
WARREN RES INC       COM        93564A10       5,087     341,438 SH       DEFINED    1,2                           341,438
WASHINGTON FED INC   COM        93882410      30,782   1,271,966 SH       DEFINED    1,2,5,13                    1,271,966
WASHINGTON GROUP INT COM NEW    93886220      22,153     386,002 SH       DEFINED    1,2                           386,002
WASHINGTON MUT INC   COM        93932210   1,169,763  27,446,345 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    27,446,345
WASHINGTON POST CO   CL B       93964010      89,125     114,741 SH       DEFINED    1,2,5,7,8,10,12,13,14         114,741
WASHINGTON REAL ESTA SH BEN INT 93965310      33,634     926,056 SH       DEFINED    1,2,3,5                       926,056
WASHINGTON TR BANCOR COM        94061010       4,652     165,725 SH       DEFINED    1,2                           165,725
WASTE CONNECTIONS IN COM        94105310      31,652     795,084 SH       DEFINED    1,2,5,6                       795,084
WASTE INDUSTRIES USA COM        94105710       1,641      75,722 SH       DEFINED    1,2                            75,722
WASTE MGMT INC DEL   COM        94106L10     704,459  19,956,356 SH       DEFINED    1,2,5,6,7,8,10,12,13,14    19,956,356
WASTE SERVICES INC D COM        94107510       2,242     711,824 SH       DEFINED    1,2                           711,824
WATCHGUARD TECHNOLOG COM        94110510         232      45,415 SH       DEFINED    1,5                            45,415
WATER PIK TECHNOLOGI COM        94113U10       4,317     155,782 SH       DEFINED    1,2                           155,782
WATERS CORP          COM        94184810     174,936   4,054,135 SH       DEFINED    1,2,5,6,7,8,10,12,13,14     4,054,135
WATSCO INC           COM        94262220      27,169     382,396 SH       DEFINED    1,2,6                         382,396
WATSON PHARMACEUTICA COM        94268310     139,597   4,857,230 SH       DEFINED    1,2,5,6,10,12,13            4,857,230
WATSON WYATT WORLDWI CL A       94271210      19,404     595,571 SH       DEFINED    1,2,5,6                       595,571
WATTS WATER TECHNOLO CL A       94274910      14,335     394,469 SH       DEFINED    1,2,6                         394,469
WAUSAU PAPER CORP    COM        94331510       8,782     619,735 SH       DEFINED    1,2                           619,735





                                                                                               
WAUWATOSA HLDGS INC  COM        94348P10       1,297      95,339 SH       DEFINED    1,2                          95,339
WAVE SYSTEMS CORP    CL A       94352610          29      47,821 SH       DEFINED    1                            47,821
WCI CMNTYS INC       COM        92923C10      16,591     596,372 SH       DEFINED    1,2                         596,372
WD-40 CO             COM        92923610      10,499     340,338 SH       DEFINED    1,2,6                       340,338
WEATHERFORD INTERNAT COM        G9508910     371,840   8,127,645 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   8,127,645
WEBEX COMMUNICATIONS COM        94767L10      16,718     496,534 SH       DEFINED    1,2,5,6                     496,534
WEBMD HEALTH CORP    CL A       94770V10       3,709      89,067 SH       DEFINED    1,2                          89,067
WEBMETHODS INC       COM        94768C10       5,992     711,628 SH       DEFINED    1,2                         711,628
WEBSENSE INC         COM        94768410      34,909   1,265,737 SH       DEFINED    1,2,5,6                   1,265,737
WEBSIDESTORY INC     COM        94768510       2,637     153,398 SH       DEFINED    1,2                         153,398
WEBSTER FINL CORP CO COM        94789010      35,264     727,697 SH       DEFINED    1,2,5,13                    727,697
WEIGHT WATCHERS INTL COM        94862610      50,601     984,459 SH       DEFINED    1,2,5,6,10,12               984,459
WEINGARTEN RLTY INVS SH BEN INT 94874110      77,170   1,893,735 SH       DEFINED    1,2,3,5,12,13             1,893,735
WEIS MKTS INC        COM        94884910       8,570     192,291 SH       DEFINED    1,2,5                       192,291
WELLCARE HEALTH PLAN COM        94946T10      12,202     268,519 SH       DEFINED    1,2                         268,519
WELLMAN INC          COM        94970210       2,763     434,397 SH       DEFINED    1,2                         434,397
WELLPOINT INC        COM        94973V10   1,391,882  17,976,005 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  17,976,005
WELLS FARGO & CO NEW COM        94974610   3,037,632  47,559,608 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  47,559,608
WELLSFORD REAL PPTYS COM NEW    95024020         363      45,839 SH       DEFINED    1,2,5                        45,839
WENDYS INTL INC      COM        95059010     180,827   2,913,738 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,913,738
WERNER ENTERPRISES I COM        95075510      18,123     986,551 SH       DEFINED    1,2,5,13                    986,551
WESBANCO INC         COM        95081010      13,000     396,224 SH       DEFINED    1,2                         396,224
WESCO FINL CORP      COM        95081710      17,341      43,461 SH       DEFINED    1,2,5,12                     43,461
WESCO INTL INC       COM        95082P10      38,140     560,797 SH       DEFINED    1,2,5                       560,797
WEST BANCORPORATION  CAP STK    95123P10       4,204     211,999 SH       DEFINED    1,2                         211,999
WEST COAST BANCORP O COM        95214510       8,098     289,741 SH       DEFINED    1,2                         289,741
WEST CORP            COM        95235510      24,865     556,764 SH       DEFINED    1,2,5                       556,764
WEST MARINE INC      COM        95423510       2,668     177,744 SH       DEFINED    1,2                         177,744
WEST PHARMACEUTICAL  COM        95530610      14,408     414,969 SH       DEFINED    1,2                         414,969
WESTAMERICA BANCORPO COM        95709010      31,428     605,316 SH       DEFINED    1,2,5,13                    605,316
WESTAR ENERGY INC    COM        95709T10      28,182   1,354,256 SH       DEFINED    1,2,5,13                  1,354,256
WESTBANK CORP        COM        95711610         441      26,356 SH       DEFINED    1                            26,356
WESTELL TECHNOLOGIES CL A       95754110       5,429   1,333,811 SH       DEFINED    1,2,5                     1,333,811
WESTERN ALLIANCE BAN COM        95763810       2,281      61,396 SH       DEFINED    1,2                          61,396
WESTERN DIGITAL CORP COM        95810210      90,862   4,676,394 SH       DEFINED    1,2,5,6,12,13             4,676,394
WESTERN GAS RES INC  COM        95825910      46,043     954,251 SH       DEFINED    1,2,5,6,12,13               954,251
WESTERN REFNG INC    COM        95931910       1,215      56,200 SH       DEFINED    1,2                          56,200
WESTERN SIERRA BANCO COM        95952210       3,681      81,187 SH       DEFINED    1,2                          81,187
WESTFIELD FINANCIAL  COM        96008D10       1,154      46,703 SH       DEFINED    1,2                          46,703
WESTLAKE CHEM CORP   COM        96041310      14,550     421,126 SH       DEFINED    1,2                         421,126
WESTMORELAND COAL CO COM        96087810         205       7,800 SH       DEFINED    1                             7,800
WESTPAC BKG CORP     SPONSORED  96121430       1,837      21,617 SH       DEFINED    1                            21,617
WESTWOOD ONE INC     COM        96181510      15,944   1,444,223 SH       DEFINED    1,2,5,8,13                1,444,223
WET SEAL INC         CL A       96184010       4,031     606,221 SH       DEFINED    1,2                         606,221
WEYCO GROUP INC      COM        96214910       1,909      84,862 SH       DEFINED    1,2                          84,862
WEYERHAEUSER CO      COM        96216610     530,690   7,326,942 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   7,326,942
WGL HLDGS INC        COM        92924F10      54,879   1,804,058 SH       DEFINED    1,2,5,6,13                1,804,058
W-H ENERGY SVCS INC  COM        92925E10      19,161     430,686 SH       DEFINED    1,2,5                       430,686
WHEELING PITTSBURGH  COM NEW    96314230       2,122     115,551 SH       DEFINED    1,2                         115,551
WHIRLPOOL CORP       COM        96332010     192,945   2,109,383 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,109,383
WHITE ELECTR DESIGNS COM        96380110       3,068     523,490 SH       DEFINED    1,5                         523,490
WHITE MTNS INS GROUP COM        G9618E10      10,891      18,319 SH       DEFINED    1,2,5,12                     18,319
WHITING PETE CORP NE COM        96638710      19,092     465,782 SH       DEFINED    1,2                         465,782





                                                                                               
WHITNEY HLDG CORP    COM        96661210      21,324     601,351 SH       DEFINED    1,2,5                       601,351
WHOLE FOODS MKT INC  COM        96683710     242,143   3,644,539 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,644,539
WILD OATS MARKETS IN COM        96808B10       7,295     358,826 SH       DEFINED    1,2                         358,826
WILEY JOHN & SONS IN CL A       96822320      33,323     880,405 SH       DEFINED    1,2,5,10                    880,405
WILLIAMS CLAYTON ENE COM        96949010       7,534     184,125 SH       DEFINED    1,2                         184,125
WILLIAMS COS INC DEL COM        96945710     357,148  16,696,971 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  16,696,971
WILLIAMS SCOTSMAN IN COM        96950G10       4,350     173,652 SH       DEFINED    1,2                         173,652
WILLIAMS SONOMA INC  COM        96990410      85,145   2,008,133 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,008,133
WILLIS GROUP HOLDING SHS        G9665510       4,355     127,116 SH       DEFINED    1,5,12                      127,116
WILLOW GROVE BANCORP COM        97111W10         408      23,024 SH       DEFINED    1                            23,024
WILMINGTON TRUST COR COM        97180710      40,842     942,148 SH       DEFINED    1,2,5,13                    942,148
WILSHIRE BANCORP INC COM        97186T10       3,488     187,640 SH       DEFINED    1,2                         187,640
WILSHIRE ENTERPRISES COM        97188910         150      17,686 SH       DEFINED    1                            17,686
WILSONS THE LEATHER  COM        97246310       1,184     303,609 SH       DEFINED    1,2                         303,609
WIMM BILL DANN FOODS SPONSORED  97263M10         243       8,557 SH       DEFINED    1,2,5                         8,557
WIND RIVER SYSTEMS I COM        97314910      16,002   1,285,273 SH       DEFINED    1,2,5,13                  1,285,273
WINDROSE MED PPTYS T COM        97349110         186      12,307 SH       DEFINED    1,3                          12,307
WINNEBAGO INDS INC   COM        97463710      24,430     805,220 SH       DEFINED    1,2,6                       805,220
WINSTON HOTELS INC   COM        97563A10       7,377     648,831 SH       DEFINED    1,2,3,5                     648,831
WINTHROP RLTY TR     SH BEN INT 97639110         124      23,349 SH       DEFINED    1                            23,349
WINTRUST FINANCIAL C COM        97650W10      20,011     344,003 SH       DEFINED    1,2                         344,003
WIPRO LTD            SPON ADR 1 97651M10         495      33,292 SH       DEFINED    2,5                          33,292
WIRELESS FACILITIES  COM        97653A10       2,946     732,913 SH       DEFINED    1,2                         732,913
WIRELESS TELECOM GRO COM        97652410          55      18,700 SH       DEFINED    1                            18,700
WISCONSIN ENERGY COR COM        97665710      80,534   2,013,847 SH       DEFINED    1,2,5,7,8,10,12,13,14     2,013,847
WITNESS SYS INC      COM        97742410      10,895     428,920 SH       DEFINED    1,2                         428,920
WJ COMMUNICATIONS IN COM        92928410          59      23,536 SH       DEFINED    1                            23,536
WMS INDS INC         COM        92929710      11,317     375,972 SH       DEFINED    1,2,6                       375,972
WOLSELEY PLC         SPONSORED  97786P10         366       7,362 SH       DEFINED    1                             7,362
WOLVERINE TUBE INC   COM        97809310         129      32,209 SH       DEFINED    1,5,6                        32,209
WOLVERINE WORLD WIDE COM        97809710      24,449   1,104,768 SH       DEFINED    1,2,5,6                   1,104,768
WOODHEAD INDS INC    COM        97943810         230      13,863 SH       DEFINED    1                            13,863
WOODWARD GOVERNOR CO COM        98074510      20,358     612,282 SH       DEFINED    1,2,5,6                     612,282
WORLD ACCEP CORP DEL COM        98141910       8,625     314,771 SH       DEFINED    1,2                         314,771
WORLD AIR HLDGS INC  COM        98142V10       2,932     298,586 SH       DEFINED    1,2                         298,586
WORLD FUEL SVCS CORP COM        98147510      16,235     401,454 SH       DEFINED    1,2                         401,454
WORLD WRESTLING ENTM CL A       98156Q10       5,216     308,635 SH       DEFINED    1,2                         308,635
WORLDGATE COMMUNICAT COM        98156L30          45      22,500 SH       DEFINED    1,5                          22,500
WORLDSPACE INC       CL A       98157910         870     115,170 SH       DEFINED    1,2                         115,170
WORTHINGTON INDS INC COM        98181110      30,005   1,495,765 SH       DEFINED    1,2,5,6,13                1,495,765
WPP GROUP PLC        SPON ADR 0 92930940         712      11,863 SH       DEFINED    1                            11,863
WPS RESOURCES CORP   COM        92931B10      30,061     610,754 SH       DEFINED    1,2,5,13                    610,754
WPT ENTERPRISES INC  COM        98211W10         379      51,458 SH       DEFINED    1                            51,458
WRIGHT EXPRESS CORP  COM        98233Q10      21,667     772,453 SH       DEFINED    1,2                         772,453
WRIGHT MED GROUP INC COM        98235T10       8,483     429,518 SH       DEFINED    1,2                         429,518
WRIGLEY WM JR CO     COM        98252610     289,937   4,530,263 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   4,530,263
WSFS FINL CORP       COM        92932810       8,511     135,464 SH       DEFINED    1,2,5                       135,464
WYETH                COM        98302410   1,683,984  34,707,006 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  34,707,006
WYNN RESORTS LTD     COM        98313410      45,087     586,688 SH       DEFINED    1,2,5,7,8,10,12,13,14       586,688
XANSER CORP          COM        98389J10         124      28,000 SH       DEFINED    1                            28,000
XCEL ENERGY INC      COM        98389B10     229,505  12,644,897 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  12,644,897
XENOPORT INC         COM        98411C10       2,536     112,020 SH       DEFINED    1,2                         112,020
XERIUM TECHNOLOGIES  COM        98416J10       1,084     115,430 SH       DEFINED    1,2                         115,430





                                                                                               
XEROX CORP           COM        98412110   1,027,999  67,631,502 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  67,631,502
XILINX INC           COM        98391910     228,141   8,960,745 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   8,960,745
XL CAP LTD           CL A       G9825510     249,377   3,889,829 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   3,889,829
XM SATELLITE RADIO H CL A       98375910      60,760   2,728,355 SH       DEFINED    1,2,5,7,8,10,12,13,14     2,728,355
XOMA LTD             ORD        G9825R10         190      83,041 SH       DEFINED    1,5                          83,041
X-RITE INC           COM        98385710       4,250     320,067 SH       DEFINED    1,2,6                       320,067
XTO ENERGY INC       COM        98385X10     461,886  10,601,011 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  10,601,011
YAHOO INC            COM        98433210   1,022,648  31,700,176 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  31,700,176
YANKEE CANDLE INC    COM        98475710      16,925     618,380 SH       DEFINED    1,2,5                       618,380
YARDVILLE NATL BANCO COM        98502110       3,946     107,231 SH       DEFINED    1,2                         107,231
YOUBET COM INC       COM        98741310          84      15,473 SH       DEFINED    1                            15,473
YOUNG BROADCASTING I CL A       98743410          66      19,415 SH       DEFINED    1                            19,415
YOUNG INNOVATIONS IN COM        98752010       2,781      76,145 SH       DEFINED    1,2                          76,145
YRC WORLDWIDE INC    COM        98424910      67,806   1,781,550 SH       DEFINED    1,2,5,6,7,10,12,13,14     1,781,550
YUM BRANDS INC       COM        98849810     508,158  10,400,290 SH       DEFINED    1,2,5,6,7,8,10,12,13,14  10,400,290
ZALE CORP NEW        COM        98885810      30,528   1,089,136 SH       DEFINED    1,2,5,6                   1,089,136
ZAPATA CORP          COM PAR $  98907060         120      19,760 SH       DEFINED    1                            19,760
ZEBRA TECHNOLOGIES C CL A       98920710      60,765   1,358,789 SH       DEFINED    1,2,5,6,12,13             1,358,789
ZENITH NATL INS CORP COM        98939010      19,908     413,639 SH       DEFINED    1,2                         413,639
ZHONE TECHNOLOGIES I COM        98950P10       3,422   1,276,707 SH       DEFINED    1,2                       1,276,707
ZILA INC             COM PAR $0 98951320         144      45,000 SH       DEFINED    1,5                          45,000
ZIMMER HLDGS INC     COM        98956P10     434,702   6,430,506 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   6,430,506
ZIONS BANCORPORATION COM        98970110     228,159   2,757,871 SH       DEFINED    1,2,5,6,7,8,10,12,13,14   2,757,871
ZIPREALTY INC        COM        98974V10       2,310     263,084 SH       DEFINED    1                           263,084
ZIX CORP             COM        98974P10         115      78,865 SH       DEFINED    1,5                          78,865
ZOLL MED CORP        COM        98992210       6,149     233,457 SH       DEFINED    1,2                         233,457
ZOLTEK COS INC       COM        98975W10       3,281     143,538 SH       DEFINED    1,2                         143,538
ZOMAX INC MINN       COM        98992910          31      17,011 SH       DEFINED    1                            17,011
ZORAN CORP           COM        98975F10      13,196     603,086 SH       DEFINED    1,2,5                       603,086
ZUMIEZ INC           COM        98981710       2,500      40,916 SH       DEFINED    1,2                          40,916
ZYGO CORP            COM        98985510         343      20,999 SH       DEFINED    1                            20,999
ZYMOGENETICS INC     COM        98985T10       8,519     394,041 SH       DEFINED    1,2                         394,041
                     TOTAL MARKET
                     VALUE               465,622,161