UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for Calendar Year or Quarter Ended: DECEMBER 31, 2004
-----------------
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: 28-399
------
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person signing this report on behalf of the reporting manager:
Name: PAMELA D. GORMLEY
-----------------
Title EXECUTIVE VICE PRESIDENT AND CORPORATE CONTROLLER
-------------------------------------------------
Telephone: 617-664-7902
------------
Signature, Place, and Date of Signing:
/s/ Pamela D. Gormley Boston, Massachusetts February 14, 2005
---------------------------- --------------------- -----------------
[Signature] [City, State] [Date]
The list of other included managers contained in this report on Form 13-F
includes first-time Form 13-F filers and as such, they have not yet received
Form 13F file numbers as of the date of the filing of this report.
When these managers receive their Form 13-F file numbers, State Street
Corporation will file an amended Form 13-F to update that information.
Report Type (Check only one):
[ ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report and
all holdings are reported by other reporting manager(s).)
[X] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
FORM 13F SUMMARY PAGE
List of Other Managers Reporting for this Manager:
(if there are no entries in this list, omit this section.)
28-03621 Advanced Investment Partners LLC
28-07472 Bel Air Investment Advisors LLC
28-99999 Shott Capital Management, LLC
28-04003 Ariel Capital Management, LLC
28-00096 Capital Guardian Trust Company
28-10372 Philadelphia International Advisors, l.P.
28-02924 Turner Investment partners Inc. (Turner Investment Partners
28-03570 AXA (Alliance Capital Management L.P.)
28-00223 RCM Capital Management LLC
28-00180 Sit Investment Associates Inc.
28-00694 JP Morgan Chase & Co (JP Morgan Fleming Asset Management Limited)
REPORT SUMMARY:
Number of Other Included Managers: 14
--
Form 13F Information Table Entry Total: 3,825
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Form 13F Information Table Value Total: 451,925,881
-----------
(thousands)
List of Other Included Managers:
Provide a numbered list of the names(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other that the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
FORM
13F FILE
NO. NUMBER NAME
-----------------------------------------------------------------------------------------------------
1 28- State Street Global Advisors, a division of State Street Bank and Trust Company
2 28- SSgA Funds Management, Inc.
3 28- The Tuckerman Group, LLC
4 28- Rexiter Capital Management, Limited
5 28- State Street Global Advisors Limited
6 28- State Street Global Advisors Ltd.
7 28- State Street Global Advisors France S.A.
8 28- State Street Global Advisors, Australia
9 28- State Street Global Investment GmbH
10 28- State Street Global Advisors (Japan) Co., Ltd.
12 28- State Street Global Advisors Asia Limited
13 28- State Street Global Advisors GmbH
14 28- SSgA Japan, a division of State Street Trust & Banking Co., Ltd.
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF DECEMBER 31, 2004
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
1 800 FLOWERS COM CL A 68243Q10 3,820 454,725 SH DEFINED 1,2 454,725
1-800 CONTACTS INC COM 68197710 2,636 119,831 SH DEFINED 1,2 119,831
1ST SOURCE CORP COM 33690110 6,025 236,188 SH DEFINED 1,2 236,188
21ST CENTY INS GROUP COM 90130N10 5,963 438,448 SH DEFINED 1,2,5 438,448
24/7 REAL MEDIA INC COM NEW 90131420 1,032 238,293 SH DEFINED 1 238,293
3COM CORP COM 88553510 19,546 4,687,257 SH DEFINED 1,2,5,6,7,9 4,687,257
3M CO COM 88579Y10 5,091,115 62,033,807 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 62,033,807
4 KIDS ENTMT INC COM 35086510 3,916 186,293 SH DEFINED 1,2 186,293
7-ELEVEN INC COM NEW 81782620 10,716 447,449 SH DEFINED 1,2 447,449
8X8 INC NEW COM 28291410 77 18,800 SH DEFINED 1 18,800
99 CENTS ONLY STORES COM 65440K10 23,973 1,483,468 SH DEFINED 1,2,5,9 1,483,468
A C MOORE ARTS & CRA COM 00086T10 5,336 185,214 SH DEFINED 1,2,5 185,214
A D C TELECOMMUNICAT COM 00088610 59,877 22,342,102 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 22,342,102
A S V INC COM 00196310 6,820 142,385 SH DEFINED 1,2 142,385
AAIPHARMA INC COM 00252W10 113 34,628 SH DEFINED 1,5 34,628
AAMES INVT CORP MD COM 00253G10 4,720 441,102 SH DEFINED 1,2 441,102
AAON INC COM PAR $0 00036020 2,188 136,152 SH DEFINED 1,2 136,152
AAR CORP COM 00036110 7,325 537,809 SH DEFINED 1,2,5 537,809
AARON RENTS INC COM 00253520 14,608 584,332 SH DEFINED 1,2 584,332
AASTROM BIOSCIENCES COM 00253U10 34 23,700 SH DEFINED 1 23,700
ABAXIS INC COM 00256710 3,414 235,590 SH DEFINED 1,2 235,590
ABB LTD SPONSORED 00037520 230 40,559 SH DEFINED 1 40,559
ABBOTT LABS COM 00282410 2,090,252 44,807,109 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 44,807,109
ABC BANCORP COM 00040010 3,355 160,471 SH DEFINED 1,2 160,471
ABERCROMBIE & FITCH CL A 00289620 145,027 3,088,977 SH DEFINED 1,2,5,9 3,088,977
ABGENIX INC COM 00339B10 12,424 1,201,502 SH DEFINED 1,2,5 1,201,502
ABIOMED INC COM 00365410 3,203 207,425 SH DEFINED 1,2 207,425
ABITIBI-CONSOLIDATED COM 00392410 128 18,502 SH DEFINED 1,13 18,502
ABLE LABORATORIES IN COM NEW 00371N40 5,763 253,304 SH DEFINED 1,2 253,304
ABM INDS INC COM 00095710 10,188 516,632 SH DEFINED 1,2,5 516,632
ABN AMRO HLDG NV SPONSORED 00093710 2,213 83,195 SH DEFINED 1 83,195
ACACIA RESH CORP ACACIA TCH 00388130 94 17,683 SH DEFINED 1,5 17,683
ACADIA RLTY TR COM SH BEN 00423910 12,451 763,863 SH DEFINED 1,2,3,5 763,863
ACCELRYS INC COM 00430U10 2,741 351,367 SH DEFINED 1,2,5 351,367
ACCENTURE LTD BERMUD CL A G1150G11 48,940 1,812,575 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,812,575
ACCREDITED HOME LEND COM 00437P10 11,304 227,545 SH DEFINED 1,2,5 227,545
ACCREDO HEALTH INC COM 00437V10 10,680 385,279 SH DEFINED 1,2,5 385,279
ACE CASH EXPRESS INC COM 00440310 3,333 112,376 SH DEFINED 1,2 112,376
ACE LTD ORD G0070K10 351,696 8,226,798 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,226,798
ACETO CORP COM 00444610 4,067 214,045 SH DEFINED 1,2 214,045
ACME COMMUNICATION I COM 00463110 307 43,828 SH DEFINED 1,2 43,828
ACME UTD CORP COM 00481610 265 16,900 SH DEFINED 1 16,900
ACTEL CORP COM 00493410 6,492 370,122 SH DEFINED 1,2 370,122
ACTION PERFORMANCE C COM 00493310 2,493 226,859 SH DEFINED 1,2 226,859
ACTIVCARD CORP COM 00506J10 8,996 1,010,766 SH DEFINED 1,2 1,010,766
ACTIVISION INC NEW COM NEW 00493020 32,414 1,606,224 SH DEFINED 1,2,5,9 1,606,224
ACTUANT CORP CL A NEW 00508X20 18,528 355,274 SH DEFINED 1,2 355,274
ACTUATE CORP COM 00508B10 1,621 635,499 SH DEFINED 1,2,5 635,499
ACUITY BRANDS INC COM 00508Y10 21,575 678,467 SH DEFINED 1,2,5 678,467
ACXIOM CORP COM 00512510 41,525 1,578,903 SH DEFINED 1,2,5,9 1,578,903
ADAMS RES & ENERGY I COM NEW 00635130 191 10,800 SH DEFINED 1 10,800
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
ADAPTEC INC COM 00651F10 12,659 1,667,790 SH DEFINED 1,2,5,6 1,667,790
ADE CORP MASS COM 00089C10 2,123 113,392 SH DEFINED 1,2 113,392
ADECCO SA SPONSORED 00675410 232 18,311 SH DEFINED 1 18,311
ADESA INC COM 00686U10 26,032 1,226,754 SH DEFINED 1,2,5,9 1,226,754
ADMINISTAFF INC COM 00709410 5,779 458,281 SH DEFINED 1,2,5 458,281
ADOBE SYS INC COM 00724F10 464,053 7,396,443 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,396,443
ADOLOR CORP COM 00724X10 5,421 546,422 SH DEFINED 1,2,5 546,422
ADTRAN INC COM 00738A10 14,116 737,516 SH DEFINED 1,2,5,9 737,516
ADVANCE AUTO PARTS I COM 00751Y10 35,192 805,667 SH DEFINED 1,2,5,9 805,667
ADVANCED DIGITAL INF COM 00752510 9,444 942,517 SH DEFINED 1,2,5 942,517
ADVANCED ENERGY INDS COM 00797310 2,792 305,785 SH DEFINED 1,2 305,785
ADVANCED MARKETING S COM 00753T10 1,990 197,783 SH DEFINED 1,2 197,783
ADVANCED MEDICAL OPT COM 00763M10 25,603 622,337 SH DEFINED 1,2,5 622,337
ADVANCED MICRO DEVIC COM 00790310 217,591 9,881,516 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 9,881,516
ADVANCED NEUROMODULA COM 00757T10 11,183 283,392 SH DEFINED 1,2 283,392
ADVANCED SEMICONDUCT SPONSORED 00756M40 147 39,140 SH DEFINED 1 39,140
ADVANCIS PHARMACEUTI COM 00764L10 416 109,017 SH DEFINED 1,2 109,017
ADVANTA CORP CL A 00794210 449 19,866 SH DEFINED 1 19,866
ADVANTA CORP CL B 00794220 6,385 263,101 SH DEFINED 1,2 263,101
ADVENT SOFTWARE INC COM 00797410 13,734 670,596 SH DEFINED 1,2,5,9 670,596
ADVISORY BRD CO COM 00762W10 8,991 243,781 SH DEFINED 1,2 243,781
ADVO INC COM 00758510 16,867 473,122 SH DEFINED 1,2,5 473,122
AEGON N V ORD AMER R 00792410 1,003 73,133 SH DEFINED 1,2 73,133
AEROFLEX INC COM 00776810 11,733 968,052 SH DEFINED 1,2,5 968,052
AEROPOSTALE COM 00786510 36,679 1,246,312 SH DEFINED 1,2,5,9 1,246,312
AES CORP COM 00130H10 282,529 20,667,849 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 20,667,849
AETHER SYS INC COM 00808V10 67 19,911 SH DEFINED 1 19,911
AETNA INC NEW COM 00817Y10 1,052,608 8,437,740 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,437,740
AFC ENTERPRISES INC COM 00104Q10 206 8,690 SH DEFINED 1 8,690
AFFILIATED COMPUTER CL A 00819010 185,264 3,077,980 SH DEFINED 1,2,5,6,9,10 3,077,980
AFFILIATED MANAGERS COM 00825210 38,364 566,345 SH DEFINED 1,2,5 566,345
AFFIRMATIVE INS HLDG COM 00827210 1,194 70,893 SH DEFINED 1,2 70,893
AFFORDABLE RESIDENTI COM 00827310 8,876 618,543 SH DEFINED 1,2,3 618,543
AFFYMETRIX INC COM 00826T10 19,984 546,767 SH DEFINED 1,2,5 546,767
AFLAC INC COM 00105510 680,842 17,089,419 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 17,089,419
AFTERMARKET TECHNOLO COM 00831810 4,374 271,686 SH DEFINED 1,2,5 271,686
AGCO CORP COM 00108410 30,330 1,385,551 SH DEFINED 1,2,5,9 1,385,551
AGERE SYS INC CL A 00845V10 4,173 3,046,115 SH DEFINED 1,5,7 3,046,115
AGERE SYS INC CL B 00845V20 21,009 15,562,399 SH DEFINED 1,2,5,7,8,9,10,12,13,14 15,562,399
AGILE SOFTWARE CORP COM 00846X10 7,461 913,176 SH DEFINED 1,2 913,176
AGILENT TECHNOLOGIES COM 00846U10 348,570 14,463,500 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 14,463,500
AGILYSYS INC COM 00847J10 10,794 629,778 SH DEFINED 1,2 629,778
AGL RES INC COM 00120410 30,276 910,823 SH DEFINED 1,2,5,6,9 910,823
AGREE REALTY CORP COM 00849210 226 7,132 SH DEFINED 1 7,132
AGRIUM INC COM 00891610 1,940 115,129 SH DEFINED 1 115,129
AIR METHODS CORP COM PAR $. 00912830 121 14,100 SH DEFINED 1 14,100
AIR PRODS & CHEMS IN COM 00915810 783,135 13,509,307 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 13,509,307
AIRGAS INC COM 00936310 35,979 1,357,177 SH DEFINED 1,2,5,9 1,357,177
AIRGATE PCS INC COM NEW 00936730 7,054 198,141 SH DEFINED 1,2,5 198,141
AIRSPAN NETWORKS INC COM 00950H10 1,579 290,783 SH DEFINED 1,2 290,783
AIRTRAN HLDGS INC COM 00949P10 16,278 1,521,291 SH DEFINED 1,2,9 1,521,291
AK STL HLDG CORP COM 00154710 23,947 1,654,914 SH DEFINED 1,2,5 1,654,914
AKAMAI TECHNOLOGIES COM 00971T10 11,456 879,225 SH DEFINED 1,2,5 879,225
AKSYS LTD COM 01019610 938 168,643 SH DEFINED 1,2 168,643
AKTIEBOLAGETT ELECTR SPONSORED 01019820 390 8,464 SH DEFINED 1 8,464
AKZO NOBEL NV SPONSORED 01019930 576 13,563 SH DEFINED 1 13,563
ALABAMA NATL BANCORP COM 01031710 11,318 174,823 SH DEFINED 1,2 174,823
ALAMO GROUP INC COM 01131110 221 8,144 SH DEFINED 1 8,144
ALAMOSA HLDGS INC COM 01158910 12,753 1,022,655 SH DEFINED 1,2,5 1,022,655
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
ALASKA AIR GROUP INC COM 01165910 28,132 840,022 SH DEFINED 1,2,6,9 840,022
ALASKA COMMUNICATION COM 01167P10 1,043 120,802 SH DEFINED 1,2 120,802
ALBANY INTL CORP CL A 01234810 13,627 387,563 SH DEFINED 1,2 387,563
ALBANY MOLECULAR RES COM 01242310 4,183 375,536 SH DEFINED 1,2,5 375,536
ALBEMARLE CORP COM 01265310 22,792 588,789 SH DEFINED 1,2,5,9 588,789
ALBERTO CULVER CO COM 01306810 111,916 2,304,229 SH DEFINED 1,2,5,6,9,10 2,304,229
ALBERTSONS INC COM 01310410 229,297 9,602,043 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 9,602,043
ALCAN INC COM 01371610 3,133 63,889 SH DEFINED 1,5 63,889
ALCATEL SPONSORED 01390430 750 47,996 SH DEFINED 1 47,996
ALCOA INC COM 01381710 957,784 30,483,260 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 30,483,260
ALCON INC COM SHS H0130110 7,803 96,813 SH DEFINED 1,2,5 96,813
ALDERWOODS GROUP INC COM 01438310 11,797 1,038,490 SH DEFINED 1,2,5 1,038,490
ALDILA INC COM NEW 01438420 223 14,600 SH DEFINED 2 14,600
ALERIS INTL INC COM 01447710 3,449 203,863 SH DEFINED 1,2 203,863
ALEXANDER & BALDWIN COM 01448210 31,344 738,907 SH DEFINED 1,2,5,9 738,907
ALEXANDERS INC COM 01475210 9,559 44,461 SH DEFINED 1,2,5 44,461
ALEXANDRIA REAL ESTA COM 01527110 31,614 424,801 SH DEFINED 1,2,3,5 424,801
ALEXION PHARMACEUTIC COM 01535110 9,492 376,657 SH DEFINED 1,2,5 376,657
ALFA CORP COM 01538510 7,612 501,301 SH DEFINED 1,2 501,301
ALFACELL CORP COM 01540410 75 17,093 SH DEFINED 1 17,093
ALICO INC COM 01623010 2,633 45,014 SH DEFINED 1,2 45,014
ALIGN TECHNOLOGY INC COM 01625510 7,422 690,410 SH DEFINED 1,2 690,410
ALKERMES INC COM 01642T10 27,760 1,970,196 SH DEFINED 1,2,5 1,970,196
ALLEGHANY CORP DEL COM 01717510 12,129 42,522 SH DEFINED 1,2,5 42,522
ALLEGHENY ENERGY INC COM 01736110 84,078 4,265,765 SH DEFINED 1,2,5,6,9,10 4,265,765
ALLEGHENY TECHNOLOGI COM 01741R10 66,178 3,053,884 SH DEFINED 1,2,5,6,9,10,13 3,053,884
ALLERGAN INC COM 01849010 266,786 3,290,806 SH DEFINED 1,2,5,6,9,10,13 3,290,806
ALLETE INC COM NEW 01852230 8,815 239,856 SH DEFINED 1,2,5 239,856
ALLIANCE CAP MGMT HL UNIT LTD P 01855A10 4,270 101,663 SH DEFINED 1,5 101,663
ALLIANCE DATA SYSTEM COM 01858110 37,800 796,130 SH DEFINED 1,2,5,9 796,130
ALLIANCE GAMING CORP COM NEW 01859P60 9,919 718,229 SH DEFINED 1,2,5 718,229
ALLIANCE IMAGING INC COM NEW 01860620 4,380 389,292 SH DEFINED 1,2 389,292
ALLIANCE RES PARTNER UT LTD PAR 01877R10 1,094 14,790 SH DEFINED 1,5 14,790
ALLIANCE SEMICONDUCT COM 01877H10 1,271 343,559 SH DEFINED 1,2,5 343,559
ALLIANT ENERGY CORP COM 01880210 39,253 1,372,478 SH DEFINED 1,2,5,9 1,372,478
ALLIANT TECHSYSTEMS COM 01880410 58,688 897,644 SH DEFINED 1,2,5,7,9 897,644
ALLIANZ AKTIENGESELL SP ADR 1/1 01880510 1,025 77,124 SH DEFINED 1 77,124
ALLIED CAP CORP NEW COM 01903Q10 35,824 1,386,392 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 1,386,392
ALLIED DEFENSE GROUP COM 01911810 236 10,594 SH DEFINED 1,2,5 10,594
ALLIED DOMECQ PLC SPON ADR N 01912120 496 12,439 SH DEFINED 1 12,439
ALLIED HEALTHCARE IN COM 01923A10 114 20,700 SH DEFINED 1 20,700
ALLIED IRISH BKS P L SPON ADR O 01922840 15,046 364,477 SH DEFINED 1,2 364,477
ALLIED WASTE INDS IN COM PAR$.0 01958930 63,032 6,792,280 SH DEFINED 1,2,5,6,9,10 6,792,280
ALLMERICA FINL CORP COM 01975410 23,187 706,277 SH DEFINED 1,2,5,9 706,277
ALLOS THERAPEUTICS I COM 01977710 423 176,271 SH DEFINED 1,2 176,271
ALLOY INC COM 01985510 3,980 493,163 SH DEFINED 1,2 493,163
ALLSCRIPTS HEALTHCAR COM 01988P10 4,505 422,241 SH DEFINED 1,2 422,241
ALLSTATE CORP COM 02000210 1,064,565 20,583,229 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 20,583,229
ALLTEL CORP COM 02003910 433,636 7,379,786 SH DEFINED 1,2,5,6,7,9,10,13 7,379,786
ALPHARMA INC CL A 02081310 16,520 974,606 SH DEFINED 1,2,5 974,606
ALTAIR NANOTECHNOLOG COM 02137310 74 27,400 SH DEFINED 1 27,400
ALTERA CORP COM 02144110 261,185 12,617,648 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 12,617,648
ALTIRIS INC COM 02148M10 11,695 330,097 SH DEFINED 1,2 330,097
ALTRIA GROUP INC COM 02209S10 5,011,347 82,018,768 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 82,018,768
ALUMINA LTD SPONSORED 02220510 222 11,999 SH DEFINED 1 11,999
AMAZON COM INC COM 02313510 150,030 3,387,436 SH DEFINED 1,2,5,7,8,9,10,12,13,14 3,387,436
AMB PROPERTY CORP COM 00163T10 64,737 1,602,789 SH DEFINED 1,2,3,5,7,9 1,602,789
AMBAC FINL GROUP INC COM 02313910 289,911 3,529,902 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,529,902
AMBASSADORS GROUP IN COM 02317710 4,339 121,848 SH DEFINED 1,2 121,848
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
AMCOL INTL CORP COM 02341W10 6,928 344,863 SH DEFINED 1,2 344,863
AMCORE FINL INC COM 02391210 11,790 366,383 SH DEFINED 1,2,5 366,383
AMDOCS LTD ORD G0260210 6,665 253,887 SH DEFINED 1,5,7 253,887
AMEDISYS INC COM 02343610 6,340 195,736 SH DEFINED 1,2 195,736
AMERADA HESS CORP COM 02355110 223,135 2,708,605 SH DEFINED 1,2,5,6,7,9,10,12,14 2,708,605
AMERCO COM 02358610 5,637 122,588 SH DEFINED 1,2 122,588
AMEREN CORP COM 02360810 293,169 5,847,002 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,847,002
AMERICA MOVIL S A DE SPON ADR L 02364W10 20,055 383,098 SH DEFINED 1,2 383,098
AMERICA SVC GROUP IN COM 02364L10 3,377 126,151 SH DEFINED 1,2 126,151
AMERICA WEST HLDG CO CL B 02365720 3,061 465,211 SH DEFINED 1,2 465,211
AMERICAN AXLE & MFG COM 02406110 32,481 1,059,408 SH DEFINED 1,2,5,10,12,14 1,059,408
AMERICAN CAMPUS CMNT COM 02483510 3,141 139,674 SH DEFINED 1,2 139,674
AMERICAN CAPITAL STR COM 02493710 20,274 607,930 SH DEFINED 1,2,5 607,930
AMERICAN EAGLE OUTFI COM 02553E10 76,080 1,615,288 SH DEFINED 1,2,5,9 1,615,288
AMERICAN ECOLOGY COR COM NEW 02553340 238 19,900 SH DEFINED 1 19,900
AMERICAN ELEC PWR IN COM 02553710 416,341 12,124,083 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 12,124,083
AMERICAN EQTY INVT L COM 02567620 2,640 245,106 SH DEFINED 1,2 245,106
AMERICAN EXPRESS CO COM 02581610 2,378,699 42,197,964 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 42,197,964
AMERICAN FINL GROUP COM 02593210 44,301 1,414,906 SH DEFINED 1,2,5,9,10,12,14 1,414,906
AMERICAN FINL RLTY T COM 02607P30 27,940 1,726,839 SH DEFINED 1,2,5 1,726,839
AMERICAN GREETINGS C CL A 02637510 49,675 1,959,578 SH DEFINED 1,2,5,6,9 1,959,578
AMERICAN HEALTHWAYS COM 02649V10 14,884 450,484 SH DEFINED 1,2,5 450,484
AMERICAN HOME MTG IN COM 02660R10 22,391 653,740 SH DEFINED 1,2,5 653,740
AMERICAN INTL GROUP COM 02687410 5,227,510 79,602,703 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 79,602,703
AMERICAN ITALIAN PAS CL A 02707010 5,625 241,931 SH DEFINED 1,2,5 241,931
AMERICAN LD LEASE IN COM 02711810 336 14,900 SH DEFINED 1 14,900
AMERICAN MED SYS HLD COM 02744M10 16,294 389,719 SH DEFINED 1,2 389,719
AMERICAN NATL INS CO COM 02859110 8,971 86,127 SH DEFINED 1,2,5 86,127
AMERICAN PAC CORP COM 02874010 100 11,800 SH DEFINED 1 11,800
AMERICAN PHARMACEUTI COM 02886P10 6,591 176,196 SH DEFINED 1,2,5 176,196
AMERICAN PHYSICIANS COM 02888210 145 14,000 SH DEFINED 1 14,000
AMERICAN PHYSICIANS COM 02888410 7,353 204,134 SH DEFINED 1,2 204,134
AMERICAN PWR CONVERS COM 02906610 113,845 5,319,852 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,319,852
AMERICAN REAL ESTATE DEPOSITRY 02916910 304 10,625 SH DEFINED 1 10,625
AMERICAN RETIREMENT COM 02891310 196 16,654 SH DEFINED 1 16,654
AMERICAN SCIENCE & E COM 02942910 284 6,900 SH DEFINED 1 6,900
AMERICAN SOFTWARE IN CL A 02968310 64 10,600 SH DEFINED 1 10,600
AMERICAN STD COS INC COM 02971210 240,399 5,817,972 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,817,972
AMERICAN STS WTR CO COM 02989910 5,890 226,556 SH DEFINED 1,2 226,556
AMERICAN SUPERCONDUC COM 03011110 5,190 348,561 SH DEFINED 1,2,5 348,561
AMERICAN TECHNICNAL COM 03013710 177 17,700 SH DEFINED 1 17,700
AMERICAN TECHNOLOGY COM NEW 03014520 222 20,097 SH DEFINED 1 20,097
AMERICAN TOWER CORP CL A 02991220 38,992 2,119,136 SH DEFINED 1,2,5,7 2,119,136
AMERICAN VANGUARD CO COM 03037110 2,202 59,872 SH DEFINED 1,2 59,872
AMERICAN WOODMARK CO COM 03050610 7,687 175,976 SH DEFINED 1,2 175,976
AMERICANWEST BANCORP COM 03058P10 3,272 161,602 SH DEFINED 1,2 161,602
AMERICAS CAR MART IN COM 03062T10 3,198 84,158 SH DEFINED 1,2,5 84,158
AMERICREDIT CORP COM 03060R10 61,711 2,523,961 SH DEFINED 1,2,5,9 2,523,961
AMERIGROUP CORP COM 03073T10 30,041 397,059 SH DEFINED 1,2,5 397,059
AMERISOURCEBERGEN CO COM 03073E10 234,046 3,988,514 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,988,514
AMERISTAR CASINOS IN COM 03070Q10 15,322 355,415 SH DEFINED 1,2,5 355,415
AMERITRADE HLDG CORP COM 03074K10 33,934 2,386,364 SH DEFINED 1,2,5 2,386,364
AMERIVEST PPTYS INC COM 03071L10 105 16,400 SH DEFINED 1 16,400
AMERON INTL INC COM 03071010 6,042 159,424 SH DEFINED 1,2 159,424
AMERUS GROUP CO COM 03072M10 41,226 910,059 SH DEFINED 1,2,5,9 910,059
AMETEK INC NEW COM 03110010 29,107 816,012 SH DEFINED 1,2,5,9 816,012
AMGEN INC COM 03116210 2,468,809 38,484,939 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 38,484,939
AMIS HLDGS INC COM 03153810 8,390 507,878 SH DEFINED 1,2,5 507,878
AMKOR TECHNOLOGY INC COM 03165210 6,958 1,041,589 SH DEFINED 1,2,5 1,041,589
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
AMLI RESIDENTIAL PPT SH BEN INT 00173510 17,403 543,842 SH DEFINED 1,2,3 543,842
AMN HEALTHCARE SERVI COM 00174410 4,220 265,227 SH DEFINED 1,2 265,227
AMPHENOL CORP NEW CL A 03209510 56,005 1,524,365 SH DEFINED 1,2,5,9 1,524,365
AMR CORP COM 00176510 20,014 1,827,800 SH DEFINED 1,2,5 1,827,800
AMREP CORP NEW COM 03215910 223 9,700 SH DEFINED 1 9,700
AMSOUTH BANCORPORATI COM 03216510 244,544 9,441,857 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 9,441,857
AMSURG CORP COM 03232P40 13,995 473,780 SH DEFINED 1,2 473,780
AMVESCAP PLC SPONSORED 03235E10 126 10,051 SH DEFINED 1 10,051
AMYLIN PHARMACEUTICA COM 03234610 18,633 797,661 SH DEFINED 1,2,5 797,661
ANADARKO PETE CORP COM 03251110 466,663 7,200,483 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,200,483
ANADIGICS INC COM 03251510 113 30,115 SH DEFINED 1,5 30,115
ANALOG DEVICES INC COM 03265410 402,437 10,900,243 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 10,900,243
ANALOGIC CORP COM PAR $0 03265720 6,589 147,113 SH DEFINED 1,2 147,113
ANALYSTS INTL CORP COM 03268110 45 11,201 SH DEFINED 1 11,201
ANAREN INC COM 03274410 4,075 314,431 SH DEFINED 1,2 314,431
ANCHOR BANCORP WIS I COM 03283910 9,450 324,195 SH DEFINED 1,2 324,195
ANCHOR GLASS CONTAIN COM NEW 03304B30 1,036 154,193 SH DEFINED 1,2 154,193
ANDERSONS INC COM 03416410 252 9,900 SH DEFINED 1 9,900
ANDREW CORP COM 03442510 51,563 3,783,068 SH DEFINED 1,2,5,6,9,10 3,783,068
ANDRX CORP DEL ANDRX GROU 03455310 13,507 618,722 SH DEFINED 1,2,5 618,722
ANGELICA CORP COM 03466310 4,200 155,272 SH DEFINED 1,2 155,272
ANGIODYNAMICS INC COM 03475V10 665 30,000 SH DEFINED 1 30,000
ANGLOGOLD ASHANTI LT SPONSORED 03512820 393 10,824 SH DEFINED 1 10,824
ANHEUSER BUSCH COS I COM 03522910 1,207,924 23,810,841 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 23,810,841
ANIKA THERAPEUTICS I COM 03525510 98 10,700 SH DEFINED 1 10,700
ANIMAS CORP DEL COM 03525Y10 821 52,540 SH DEFINED 1 52,540
ANIXTER INTL INC COM 03529010 16,725 464,712 SH DEFINED 1,2,5 464,712
ANNALY MTG MGMT INC COM 03571040 21,177 1,079,357 SH DEFINED 1,2,5 1,079,357
ANNTAYLOR STORES COR COM 03611510 17,230 800,294 SH DEFINED 1,2,5,9 800,294
ANSOFT CORP COM 03638410 2,634 130,413 SH DEFINED 1,2 130,413
ANSWERTHINK INC COM 03691610 2,468 529,682 SH DEFINED 1,2,5 529,682
ANSYS INC COM 03662Q10 24,373 760,241 SH DEFINED 1,2 760,241
ANTEON INTL CORP COM 03674E10 16,312 389,680 SH DEFINED 1,2 389,680
ANTHRACITE CAP INC COM 03702310 12,522 1,013,140 SH DEFINED 1,2 1,013,140
ANTIGENICS INC DEL COM 03703210 3,368 332,819 SH DEFINED 1,2 332,819
ANWORTH MORTGAGE ASS COM 03734710 7,000 653,582 SH DEFINED 1,2,5,7 653,582
AO TATNEFT SPON ADR R 03737P30 805 27,766 SH DEFINED 1,7 27,766
AON CORP COM 03738910 489,716 20,524,575 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 20,524,575
APACHE CORP COM 03741110 473,317 9,359,642 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 9,359,642
APARTMENT INVT & MGM CL A 03748R10 146,692 3,806,224 SH DEFINED 1,2,3,5,6,7,8,9,10,12,13,14 3,806,224
APCO ARGENTINA INC C ORD 03748910 267 7,230 SH DEFINED 1 7,230
APEX SILVER MINES LT ORD G0407410 180 10,499 SH DEFINED 1,5 10,499
APHTON CORP COM 03759P10 84 27,168 SH DEFINED 1 27,168
APOGEE ENTERPRISES I COM 03759810 15,308 1,141,524 SH DEFINED 1,2 1,141,524
APOLLO GROUP INC CL A 03760410 371,579 4,603,884 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,603,884
APOLLO INVT CORP COM 03761U10 11,902 788,222 SH DEFINED 1,2 788,222
APPLE COMPUTER INC COM 03783310 699,302 10,858,728 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 10,858,728
APPLEBEES INTL INC COM 03789910 27,419 1,036,638 SH DEFINED 1,2,5,9 1,036,638
APPLERA CORP COM AP BIO 03802010 128,114 6,126,927 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 6,126,927
APPLERA CORP COM CE GEN 03802020 16,823 1,223,458 SH DEFINED 1,2,5 1,223,458
APPLICA INC COM 03815A10 1,979 327,034 SH DEFINED 1,2,5 327,034
APPLIED DIGITAL SOLU COM NEW 03818830 226 33,550 SH DEFINED 1 33,550
APPLIED FILMS CORP COM 03819710 4,488 208,179 SH DEFINED 1,2,5 208,179
APPLIED INDL TECHNOL COM 03820C10 10,322 376,722 SH DEFINED 1,2 376,722
APPLIED MATLS INC COM 03822210 771,597 45,122,654 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 45,122,654
APPLIED MICRO CIRCUI COM 03822W10 31,745 7,540,297 SH DEFINED 1,2,5,6,9,10 7,540,297
APPLIED SIGNAL TECHN COM 03823710 4,985 141,410 SH DEFINED 1,2 141,410
APRIA HEALTHCARE GRO COM 03793310 29,632 899,299 SH DEFINED 1,2,5,9 899,299
APTARGROUP INC COM 03833610 35,699 676,375 SH DEFINED 1,2,5 676,375
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
AQUA AMERICA INC COM 03836W10 26,543 1,079,441 SH DEFINED 1,2,5,9 1,079,441
AQUANTIVE INC COM 03839G10 6,667 745,727 SH DEFINED 1,2 745,727
AQUILA INC COM 03840P10 14,959 4,053,860 SH DEFINED 1,2,5,9 4,053,860
ARACRUZ CELULOSE S A SPON ADR P 03849620 2,431 64,477 SH DEFINED 1,2 64,477
ARADIGM CORP COM 03850510 26 14,828 SH DEFINED 1 14,828
ARAMARK CORP CL B 03852110 62,194 2,346,072 SH DEFINED 1,2,5 2,346,072
ARBITRON INC COM 03875Q10 18,932 483,203 SH DEFINED 1,2,5 483,203
ARBOR RLTY TR INC COM 03892310 2,567 104,593 SH DEFINED 1,2 104,593
ARCH CAP GROUP LTD ORD G0450A10 1,239 32,026 SH DEFINED 1,5 32,026
ARCH CHEMICALS INC COM 03937R10 9,607 333,799 SH DEFINED 1,2 333,799
ARCH COAL INC COM 03938010 25,359 713,526 SH DEFINED 1,2,5,9 713,526
ARCHER DANIELS MIDLA COM 03948310 376,048 16,855,566 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 16,855,566
ARCHIPELAGO HLDG INC COM 03957A10 2,013 95,940 SH DEFINED 1,2 95,940
ARCHSTONE SMITH TR COM 03958310 256,247 6,690,526 SH DEFINED 1,2,3,5,6,7,8,9,10,12,13,14 6,690,526
ARCTIC CAT INC COM 03967010 5,986 225,725 SH DEFINED 1,2 225,725
ARDEN GROUP INC CL A 03976210 2,437 24,665 SH DEFINED 1,2 24,665
ARDEN RLTY INC COM 03979310 38,104 1,010,186 SH DEFINED 1,2,3,5 1,010,186
ARENA PHARMACEUTICAL COM 04004710 151 22,605 SH DEFINED 1 22,605
ARES CAP CORP COM 04010L10 1,474 75,846 SH DEFINED 1,2 75,846
ARGONAUT GROUP INC COM 04015710 8,009 379,051 SH DEFINED 1,2,5 379,051
ARGOSY GAMING CO COM 04022810 19,229 411,764 SH DEFINED 1,2,5 411,764
ARIAD PHARMACEUTICAL COM 04033A10 5,181 697,372 SH DEFINED 1,2,5 697,372
ARIBA INC COM NEW 04033V20 14,462 871,211 SH DEFINED 1,2,5 871,211
ARKANSAS BEST CORP D COM 04079010 19,370 431,496 SH DEFINED 1,2 431,496
ARM HLDGS PLC SPONSORED 04206810 92 14,964 SH DEFINED 1 14,964
ARMOR HOLDINGS INC COM 04226010 23,994 510,297 SH DEFINED 1,2,5 510,297
ARQULE INC COM 04269E10 123 21,286 SH DEFINED 1 21,286
ARRAY BIOPHARMA INC COM 04269X10 2,689 282,426 SH DEFINED 1,2,5 282,426
ARRIS GROUP INC COM 04269Q10 14,902 2,116,812 SH DEFINED 1,2 2,116,812
ARROW ELECTRS INC COM 04273510 35,272 1,451,518 SH DEFINED 1,2,5,6,7,9 1,451,518
ARROW FINL CORP COM 04274410 4,112 132,654 SH DEFINED 1,2,5 132,654
ARROW INTL INC COM 04276410 14,355 463,204 SH DEFINED 1,2 463,204
ART TECHNOLOGY GROUP COM 04289L10 22 14,728 SH DEFINED 1 14,728
ARTESYN TECHNOLOGIES COM 04312710 7,528 666,157 SH DEFINED 1,2,5 666,157
ARTHROCARE CORP COM 04313610 11,329 353,384 SH DEFINED 1,2 353,384
ARTISAN COMPONENTS I COM 04292310 1,177 31,373 SH DEFINED 1,2 31,373
ARVINMERITOR INC COM 04335310 37,034 1,655,511 SH DEFINED 1,2,5,9 1,655,511
ASBURY AUTOMOTIVE GR COM 04343610 2,359 171,224 SH DEFINED 1,2,5 171,224
ASCENTIAL SOFTWARE C COM NEW 04362P20 17,404 1,067,091 SH DEFINED 1,2,5,9 1,067,091
ASHFORD HOSPITALITY COM SHS 04410310 2,974 273,565 SH DEFINED 1,2 273,565
ASHLAND INC COM 04420410 119,859 2,053,087 SH DEFINED 1,2,5,6,7,9,10 2,053,087
ASHWORTH INC COM 04516H10 313 28,713 SH DEFINED 1,5 28,713
ASIAINFO HLDGS INC COM 04518A10 4,288 719,501 SH DEFINED 1,2 719,501
ASK JEEVES INC COM 04517410 12,585 470,464 SH DEFINED 1,2,5 470,464
ASML HLDG NV N Y SHS N0705911 286 17,937 SH DEFINED 1 17,937
ASPECT COMMUNICATION COM 04523Q10 12,454 1,117,921 SH DEFINED 1,2,5 1,117,921
ASPECT MED SYS INC COM 04523510 4,084 166,957 SH DEFINED 1,2 166,957
ASPEN TECHNOLOGY INC COM 04532710 7,143 1,150,234 SH DEFINED 1,2,5 1,150,234
ASSET ACCEP CAP CORP COM 04543P10 3,543 166,315 SH DEFINED 1,2 166,315
ASSOCIATED BANC CORP COM 04548710 52,240 1,572,075 SH DEFINED 1,2,5,9 1,572,075
ASSOCIATED ESTATES R COM 04560410 1,997 195,370 SH DEFINED 1,3,5 195,370
ASSURANT INC COM 04621X10 21,002 687,472 SH DEFINED 1,2,5 687,472
ASSURED GUARANTY LTD COM G0585R10 1,942 98,746 SH DEFINED 1 98,746
ASTA FDG INC COM 04622010 3,513 130,897 SH DEFINED 1,2 130,897
ASTEC INDS INC COM 04622410 3,612 209,853 SH DEFINED 1,2,5 209,853
ASTORIA FINL CORP COM 04626510 42,684 1,067,905 SH DEFINED 1,2,5,7,9 1,067,905
ASTRAZENECA PLC SPONSORED 04635310 6,958 191,219 SH DEFINED 1,2 191,219
ASTRO-MED INC NEW COM 04638F10 101 11,770 SH DEFINED 1 11,770
ASYST TECHNOLOGY COR COM 04648X10 3,348 657,720 SH DEFINED 1,2,5 657,720
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
AT ROAD INC COM 04648K10 4,208 609,044 SH DEFINED 1,2 609,044
AT&T CORP COM NEW 00195750 704,840 36,980,088 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 36,980,088
ATARI INC COM 04651M10 483 164,679 SH DEFINED 1,2 164,679
ATHEROGENICS INC COM 04743910 12,665 537,572 SH DEFINED 1,2,5 537,572
ATHEROS COMMUNICATIO COM 04743P10 1,410 137,576 SH DEFINED 1,2 137,576
ATI TECHNOLOGIES INC COM 00194110 805 41,536 SH DEFINED 5,13 41,536
ATLANTIC COAST FED C COM 04842510 788 57,250 SH DEFINED 1 57,250
ATLANTIS PLASTICS IN COM 04915610 196 11,000 SH DEFINED 1 11,000
ATLAS AMER INC COM 04916710 1,690 47,271 SH DEFINED 1 47,271
ATMEL CORP COM 04951310 39,947 10,190,615 SH DEFINED 1,2,5,9 10,190,615
ATMI INC COM 00207R10 11,072 491,425 SH DEFINED 1,2,5 491,425
ATMOS ENERGY CORP COM 04956010 31,429 1,149,132 SH DEFINED 1,2,5 1,149,132
ATP OIL & GAS CORP COM 00208J10 375 20,198 SH DEFINED 1 20,198
ATS MED INC COM 00208310 89 19,029 SH DEFINED 1 19,029
ATWOOD OCEANICS INC COM 05009510 10,137 194,574 SH DEFINED 1,2 194,574
AU OPTRONICS CORP SPONSORED 00225510 11,838 826,664 SH DEFINED 1 826,664
AUDIOVOX CORP CL A 05075710 4,018 254,649 SH DEFINED 1,2,5 254,649
AUGUST TECHNOLOGY CO COM 05106U10 2,257 214,301 SH DEFINED 1,2 214,301
AUSTRALIA&NEW ZEALAN SPONSORED 05252830 1,057 13,059 SH DEFINED 1 13,059
AUTHENTIDATE HLDG CO COM 05266610 2,381 384,713 SH DEFINED 1,2 384,713
AUTOBYTEL INC COM 05275N10 3,356 555,690 SH DEFINED 1,2 555,690
AUTODESK INC COM 05276910 251,226 6,619,922 SH DEFINED 1,2,5,6,9,10 6,619,922
AUTOLIV INC COM 05280010 39,325 814,183 SH DEFINED 1,2,5 814,183
AUTOMATIC DATA PROCE COM 05301510 879,335 19,827,175 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 19,827,175
AUTONATION INC COM 05329W10 114,691 5,970,404 SH DEFINED 1,2,5,6,7,9,10 5,970,404
AUTOZONE INC COM 05333210 268,861 2,944,489 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 2,944,489
AVALONBAY CMNTYS INC COM 05348410 115,887 1,538,998 SH DEFINED 1,2,3,5,7,8,9,10,12,13,14 1,538,998
AVANEX CORP COM 05348W10 3,631 1,097,044 SH DEFINED 1,2,5 1,097,044
AVANIR PHARMACEUTICA CL A 05348P10 261 76,515 SH DEFINED 1,5 76,515
AVANT IMMUNOTHERAPEU COM 05349110 2,092 1,040,569 SH DEFINED 1,2,5 1,040,569
AVATAR HLDGS INC COM 05349410 3,271 67,996 SH DEFINED 1,2,5 67,996
AVAYA INC COM 05349910 205,728 11,960,949 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 11,960,949
AVERY DENNISON CORP COM 05361110 171,183 2,854,484 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 2,854,484
AVI BIOPHARMA INC COM 00234610 25 10,752 SH DEFINED 1 10,752
AVIALL INC NEW COM 05366B10 8,786 382,483 SH DEFINED 1,2 382,483
AVID TECHNOLOGY INC COM 05367P10 19,461 315,163 SH DEFINED 1,2,5 315,163
AVIGEN INC COM 05369010 72 22,212 SH DEFINED 1,5 22,212
AVISTA CORP COM 05379B10 12,967 733,870 SH DEFINED 1,2,5 733,870
AVNET INC COM 05380710 28,787 1,578,257 SH DEFINED 1,2,5,9 1,578,257
AVOCENT CORP COM 05389310 23,275 573,140 SH DEFINED 1,2,5,9 573,140
AVON PRODS INC COM 05430310 490,473 12,673,726 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 12,673,726
AVX CORP NEW COM 00244410 7,543 598,653 SH DEFINED 1,2,5 598,653
AWARE INC MASS COM 05453N10 88 18,042 SH DEFINED 1 18,042
AXA SPONSORED 05453610 1,235 49,897 SH DEFINED 1 49,897
AXCELIS TECHNOLOGIES COM 05454010 13,703 1,685,539 SH DEFINED 1,2,5 1,685,539
AXIS CAPITAL HOLDING SHS G0692U10 5,032 183,931 SH DEFINED 1,5 183,931
AXONYX INC COM 05461R10 4,319 696,569 SH DEFINED 1,2 696,569
AZTAR CORP COM 05480210 17,107 489,891 SH DEFINED 1,2,5 489,891
B A S F A G SPONSORED 05526250 2,054 28,522 SH DEFINED 1 28,522
BADGER METER INC COM 05652510 251 8,382 SH DEFINED 1 8,382
BAIRNCO CORP COM 05709710 147 13,221 SH DEFINED 1 13,221
BAKER HUGHES INC COM 05722410 481,627 11,287,244 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 11,287,244
BALCHEM CORP COM 05766520 273 7,879 SH DEFINED 1 7,879
BALDOR ELEC CO COM 05774110 13,961 507,102 SH DEFINED 1,2,5 507,102
BALDWIN & LYONS INC CL B 05775520 3,239 120,903 SH DEFINED 1,2 120,903
BALL CORP COM 05849810 202,031 4,593,705 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,593,705
BALLY TOTAL FITNESS COM 05873K10 543 128,074 SH DEFINED 1,2,5 128,074
BANC CORP COM 05944B10 221 26,900 SH DEFINED 1,5 26,900
BANCFIRST CORP COM 05945F10 4,350 55,076 SH DEFINED 1,2 55,076
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
BANCINSURANCE CORP COM 05945K10 81 11,015 SH DEFINED 1 11,015
BANCO BILBAO VIZCAYA SPONSORED 05946K10 2,366 133,372 SH DEFINED 1 133,372
BANCO BRADESCO S A SP ADR PFD 05946030 8,442 336,885 SH DEFINED 1,2 336,885
BANCO SANTANDER CENT ADR 05964H10 2,801 226,401 SH DEFINED 1 226,401
BANCO SANTANDER CHIL SP ADR REP 05965X10 1,227 36,239 SH DEFINED 1,2,7 36,239
BANCORPSOUTH INC COM 05969210 27,892 1,144,531 SH DEFINED 1,2,5 1,144,531
BANCTRUST FINANCIAL COM 05978R10 2,430 98,743 SH DEFINED 1,2 98,743
BANDAG INC COM 05981510 12,273 246,403 SH DEFINED 1,2,9 246,403
BANK HAWAII CORP COM 06254010 30,630 603,673 SH DEFINED 1,2,5,9 603,673
BANK MUTUAL CORP NEW COM 06375010 12,744 1,047,161 SH DEFINED 1,2,5 1,047,161
BANK NEW YORK INC COM 06405710 713,024 21,335,234 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 21,335,234
BANK NOVA SCOTIA HAL COM 06414910 3,320 98,066 SH DEFINED 1,7 98,066
BANK OF AMERICA CORP COM 06050510 5,785,937 123,131,240 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 123,131,240
BANK OF GRANITE CORP COM 06240110 4,444 212,623 SH DEFINED 1,2,5 212,623
BANK OF THE OZARKS I COM 06390410 4,697 138,036 SH DEFINED 1,2 138,036
BANKATLANTIC BANCORP CL A 06590850 22,769 1,144,177 SH DEFINED 1,2,5 1,144,177
BANKNORTH GROUP INC COM 06646R10 92,649 2,531,399 SH DEFINED 1,2,5,7,8,9,10,12,13,14 2,531,399
BANKRATE INC COM 06646V10 255 18,400 SH DEFINED 1 18,400
BANKUNITED FINL CORP CL A 06652B10 12,258 383,668 SH DEFINED 1,2 383,668
BANNER CORP COM 06652V10 8,695 278,780 SH DEFINED 1,2 278,780
BANTA CORP COM 06682110 24,867 555,553 SH DEFINED 1,2,5,6,9 555,553
BARCLAYS PLC ADR 06738E20 13,355 292,369 SH DEFINED 1,2 292,369
BARD C R INC COM 06738310 247,811 3,873,261 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,873,261
BARNES & NOBLE INC COM 06777410 33,012 1,023,001 SH DEFINED 1,2,5,9 1,023,001
BARNES GROUP INC COM 06780610 5,490 207,093 SH DEFINED 1,2 207,093
BARNWELL INDS INC COM 06822110 208 2,800 SH DEFINED 1 2,800
BARR PHARMACEUTICALS COM 06830610 52,771 1,158,794 SH DEFINED 1,2,5,9 1,158,794
BARRETT BILL CORP COM 06846N10 361 11,300 SH DEFINED 1 11,300
BARRETT BUSINESS SER COM 06846310 168 12,172 SH DEFINED 1 12,172
BARRICK GOLD CORP COM 06790110 1,038 42,854 SH DEFINED 1,5 42,854
BARRIER THERAPEUTICS COM 06850R10 2,212 133,247 SH DEFINED 1 133,247
BASSETT FURNITURE IN COM 07020310 3,033 154,544 SH DEFINED 1,2,5 154,544
BAUSCH & LOMB INC COM 07170710 148,868 2,309,468 SH DEFINED 1,2,5,6,7,9,10 2,309,468
BAXTER INTL INC COM 07181310 711,556 20,600,914 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 20,600,914
BAYER A G SPONSORED 07273030 1,010 29,711 SH DEFINED 1 29,711
BB&T CORP COM 05493710 666,915 15,860,052 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 15,860,052
BBVA BANCO FRANCES S SPONSORED 07329M10 112 15,601 SH DEFINED 1,7 15,601
BE AEROSPACE INC COM 07330210 9,583 823,323 SH DEFINED 1,2,5 823,323
BEA SYS INC COM 07332510 44,546 5,027,750 SH DEFINED 1,2,5,7,8,9,10,12,13,14 5,027,750
BEACON ROOFING SUPPL COM 07368510 3,137 157,941 SH DEFINED 1,2 157,941
BEAR STEARNS COS INC COM 07390210 378,831 3,702,779 SH DEFINED 1,2,5,6,7,9,10,13 3,702,779
BEARINGPOINT INC COM 07400210 9,512 1,184,528 SH DEFINED 1,2,5 1,184,528
BEASLEY BROADCAST GR CL A 07401410 1,192 68,004 SH DEFINED 1,2 68,004
BEAZER HOMES USA INC COM 07556Q10 29,720 203,268 SH DEFINED 1,2,5 203,268
BEBE STORES INC COM 07557110 3,711 137,552 SH DEFINED 1,2 137,552
BECKMAN COULTER INC COM 07581110 63,022 940,765 SH DEFINED 1,2,5,9 940,765
BECTON DICKINSON & C COM 07588710 953,928 16,794,504 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 16,794,504
BED BATH & BEYOND IN COM 07589610 338,832 8,506,955 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,506,955
BEDFORD PPTY INVS IN COM PAR $0 07644630 10,579 372,383 SH DEFINED 1,2,3 372,383
BEI TECHNOLOGIES INC COM 05538P10 7,827 253,452 SH DEFINED 1,2,5 253,452
BEL FUSE INC CL A 07734720 377 12,871 SH DEFINED 1,5 12,871
BEL FUSE INC CL B 07734730 6,460 191,188 SH DEFINED 1,2 191,188
BELDEN CDT INC COM 07745410 17,939 773,214 SH DEFINED 1,2,5 773,214
BELL MICROPRODUCTS I COM 07813710 404 42,015 SH DEFINED 1,5 42,015
BELLSOUTH CORP COM 07986010 3,639,278 130,956,381 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 130,956,381
BELO CORP COM SER A 08055510 35,726 1,361,521 SH DEFINED 1,2,5,9 1,361,521
BEMIS INC COM 08143710 81,157 2,789,854 SH DEFINED 1,2,5,6,9,10 2,789,854
BENCHMARK ELECTRS IN COM 08160H10 26,931 789,764 SH DEFINED 1,2,5 789,764
BENTLEY PHARMACEUTIC COM 08265710 2,390 222,354 SH DEFINED 1,2 222,354
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
BERKLEY W R CORP COM 08442310 84,494 1,791,264 SH DEFINED 1,2,5,9 1,791,264
BERKSHIRE HATHAWAY I CL B 08467020 472,852 161,053 SH DEFINED 1,5 161,053
BERKSHIRE HILLS BANC COM 08468010 3,211 86,426 SH DEFINED 1,2,5 86,426
BERRY PETE CO CL A 08578910 15,552 326,048 SH DEFINED 1,2 326,048
BEST BUY INC COM 08651610 480,983 8,094,632 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,094,632
BEVERLY ENTERPRISES COM NEW 08785130 14,223 1,554,397 SH DEFINED 1,2,5 1,554,397
BEVERLY HILLS BANCOR COM 08786610 1,462 144,789 SH DEFINED 1,2 144,789
BFC FINL CORP CL A 05538420 630 49,777 SH DEFINED 1,2 49,777
BG PLC ADR FIN IN 05543420 11,525 334,547 SH DEFINED 1,2 334,547
BHP BILLITON LTD SPONSORED 08860610 1,817 75,649 SH DEFINED 1 75,649
BIG 5 SPORTING GOODS COM 08915P10 7,937 272,389 SH DEFINED 1,2 272,389
BIG LOTS INC COM 08930210 32,016 2,639,437 SH DEFINED 1,2,5,6,9,10 2,639,437
BIMINI MTG MGMT INC CL A 09031E40 2,633 163,975 SH DEFINED 1,2 163,975
BINDVIEW DEV CORP COM 09032710 68 15,956 SH DEFINED 1 15,956
BIO LOGIC SYS CORP COM 09090910 116 12,700 SH DEFINED 1 12,700
BIO RAD LABS INC CL A 09057220 15,243 265,689 SH DEFINED 1,2,5 265,689
BIOCRYST PHARMACEUTI COM 09058V10 896 155,083 SH DEFINED 1 155,083
BIOENVISION INC COM 09059N10 2,279 254,344 SH DEFINED 1,2 254,344
BIOGEN IDEC INC COM 09062X10 625,132 9,384,964 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 9,384,964
BIOLASE TECHNOLOGY I COM 09091110 3,897 358,542 SH DEFINED 1,2,5 358,542
BIOMARIN PHARMACEUTI COM 09061G10 5,964 933,400 SH DEFINED 1,2 933,400
BIOMED REALTY TRUST COM 09063H10 10,249 461,460 SH DEFINED 1,2,3 461,460
BIOMET INC COM 09061310 319,462 7,362,576 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,362,576
BIO-REFERENCE LABS I COM $.01 N 09057G60 1,235 70,999 SH DEFINED 1 70,999
BIOSITE INC COM 09094510 12,739 207,006 SH DEFINED 1,2 207,006
BIOSOURCE INTL INC COM 09066H10 72 10,500 SH DEFINED 1 10,500
BIOVAIL CORP COM 09067J10 1,280 77,459 SH DEFINED 1,13 77,459
BIOVERIS CORP COM 09067610 2,149 294,005 SH DEFINED 1,2,5 294,005
BISYS GROUP INC COM 05547210 36,298 2,206,592 SH DEFINED 1,2,5,9 2,206,592
BJ SVCS CO COM 05548210 243,987 5,242,523 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,242,523
BJS RESTAURANTS INC COM 09180C10 2,189 156,378 SH DEFINED 1,2 156,378
BJS WHOLESALE CLUB I COM 05548J10 45,008 1,545,079 SH DEFINED 1,2,5,9 1,545,079
BKF CAP GROUP INC COM 05548G10 2,762 72,869 SH DEFINED 1,2 72,869
BLACK & DECKER CORP COM 09179710 339,817 3,847,125 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,847,125
BLACK BOX CORP DEL COM 09182610 13,480 280,712 SH DEFINED 1,2,5 280,712
BLACK HILLS CORP COM 09211310 17,774 579,340 SH DEFINED 1,2,5,9 579,340
BLACKBAUD INC COM 09227Q10 966 66,000 SH DEFINED 1 66,000
BLACKBOARD INC COM 09193550 976 65,880 SH DEFINED 1 65,880
BLACKROCK INC CL A 09247X10 10,797 139,755 SH DEFINED 1,2,5 139,755
BLAIR CORP COM 09282810 3,965 111,192 SH DEFINED 1,2 111,192
BLOCK H & R INC COM 09367110 215,681 4,401,656 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,401,656
BLOCKBUSTER INC CL A 09367910 13,408 1,405,453 SH DEFINED 1,2,5 1,405,453
BLOCKBUSTER INC CL B 09367920 159 18,022 SH DEFINED 1 18,022
BLOUNT INTL INC NEW COM 09518010 1,184 67,981 SH DEFINED 1 67,981
BLUE COAT SYSTEMS IN COM NEW 09534T50 2,108 113,278 SH DEFINED 1,2 113,278
BLUE NILE INC COM 09578R10 1,375 49,799 SH DEFINED 1 49,799
BLUEGREEN CORP COM 09623110 4,280 215,830 SH DEFINED 1,2 215,830
BLYTH INC COM 09643P10 16,319 552,050 SH DEFINED 1,2,5,9 552,050
BMC SOFTWARE INC COM 05592110 185,053 9,949,083 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 9,949,083
BOB EVANS FARMS INC COM 09676110 16,734 640,181 SH DEFINED 1,2,5,6,9 640,181
BOC GROUP PLC SPONSORED 05561760 444 11,617 SH DEFINED 1 11,617
BOEING CO COM 09702310 4,725,161 91,272,178 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 91,272,178
BOK FINL CORP COM NEW 05561Q20 6,706 137,522 SH DEFINED 1,2,5 137,522
BOMBAY CO INC COM 09792410 2,718 491,489 SH DEFINED 1,2 491,489
BONE CARE INTL INC COM 09807210 6,401 229,840 SH DEFINED 1,2 229,840
BON-TON STORES INC COM 09776J10 1,141 72,443 SH DEFINED 1 72,443
BORDERS GROUP INC COM 09970910 31,884 1,255,272 SH DEFINED 1,2,5,9 1,255,272
BORG WARNER INC COM 09972410 37,646 694,962 SH DEFINED 1,2,5,9 694,962
BORLAND SOFTWARE COR COM 09984910 13,525 1,157,955 SH DEFINED 1,2,5 1,157,955
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
BOSTON BEER INC CL A 10055710 2,822 132,693 SH DEFINED 1,2 132,693
BOSTON COMMUNICATION COM 10058210 1,939 209,812 SH DEFINED 1,2 209,812
BOSTON PRIVATE FINL COM 10111910 10,201 362,126 SH DEFINED 1,2 362,126
BOSTON PROPERTIES IN COM 10112110 131,133 2,027,719 SH DEFINED 1,2,3,5,7,8,9,10,12,13,14 2,027,719
BOSTON SCIENTIFIC CO COM 10113710 725,199 20,399,398 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 20,399,398
BOTTOMLINE TECH DEL COM 10138810 425 29,396 SH DEFINED 1,2 29,396
BOWATER INC COM 10218310 30,332 689,840 SH DEFINED 1,2,5,7,9 689,840
BOWNE & CO INC COM 10304310 8,045 494,768 SH DEFINED 1,2 494,768
BOYD GAMING CORP COM 10330410 41,883 1,005,587 SH DEFINED 1,2,9 1,005,587
BOYDS COLLECTION LTD COM 10335410 209 47,459 SH DEFINED 1 47,459
BOYKIN LODGING CO COM 10343010 1,305 142,448 SH DEFINED 1,3,5 142,448
BP PLC SPONSORED 05562210 3,231,596 55,335,546 SH DEFINED 1,2 55,335,546
BP PRUDHOE BAY RTY T UNIT BEN I 05563010 1,061 21,967 SH DEFINED 1 21,967
BRADLEY PHARMACEUTIC COM 10457610 6,070 312,882 SH DEFINED 1,2 312,882
BRADY CORP CL A 10467410 18,320 292,789 SH DEFINED 1,2,5 292,789
BRANDYWINE RLTY TR SH BEN INT 10536820 39,438 1,341,897 SH DEFINED 1,2,3,5 1,341,897
BRASCAN CORP CL A LTD V 10549P60 724 20,104 SH DEFINED 1 20,104
BRASKEM S A SP ADR PFD 10553210 437 8,566 SH DEFINED 1,2 8,566
BRE PROPERTIES INC CL A 05564E10 30,707 761,767 SH DEFINED 1,2,3,5 761,767
BRIGGS & STRATTON CO COM 10904310 18,203 437,788 SH DEFINED 1,2,5 437,788
BRIGHAM EXPLORATION COM 10917810 2,886 320,689 SH DEFINED 1,2 320,689
BRIGHT HORIZON FAMIL COM 10919510 11,796 182,152 SH DEFINED 1,2,5 182,152
BRIGHTPOINT INC COM NEW 10947340 9,381 480,083 SH DEFINED 1,2 480,083
BRINKER INTL INC COM 10964110 50,603 1,442,912 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,442,912
BRINKS CO COM 10969610 30,702 776,866 SH DEFINED 1,2,3,5,7,9 776,866
BRISTOL MYERS SQUIBB COM 11012210 1,449,613 56,581,289 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 56,581,289
BRISTOL WEST HLDGS I COM 11037M10 3,610 180,505 SH DEFINED 1,2 180,505
BRITESMILE INC COM NEW 11041520 77 10,336 SH DEFINED 1 10,336
BRITISH AMERN TOB PL SPONSORED 11044810 887 25,586 SH DEFINED 1 25,586
BRITISH AWYS PLC ADR 2ND IN 11041930 230 5,105 SH DEFINED 1 5,105
BRITISH SKY BROADCAS SPONSORED 11101310 341 7,809 SH DEFINED 1 7,809
BROADCOM CORP CL A 11132010 253,445 7,851,453 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,851,453
BROADVISION INC COM NEW 11141260 66 24,066 SH DEFINED 1,5 24,066
BROADWING CORP COM 11161E10 5,452 598,436 SH DEFINED 1,2,5 598,436
BROCADE COMMUNICATIO COM 11162110 28,040 3,670,121 SH DEFINED 1,2,5 3,670,121
BROOKFIELD HOMES COR COM 11272310 7,192 212,143 SH DEFINED 1,2,5 212,143
BROOKFIELD PPTYS COR COM 11290010 3,497 93,515 SH DEFINED 1,3,5 93,515
BROOKLINE BANCORP IN COM 11373M10 13,490 826,621 SH DEFINED 1,2,5 826,621
BROOKS AUTOMATION IN COM 11434010 13,041 757,345 SH DEFINED 1,2,5 757,345
BROOKSTONE INC COM 11453710 6,027 308,312 SH DEFINED 1,2,5 308,312
BROOKTROUT INC COM 11458010 179 14,929 SH DEFINED 1 14,929
BROWN & BROWN INC COM 11523610 39,947 917,257 SH DEFINED 1,2,5,9 917,257
BROWN FORMAN CORP CL A 11563710 740 14,570 SH DEFINED 1,5 14,570
BROWN FORMAN CORP CL B 11563720 114,930 2,360,933 SH DEFINED 1,2,5,6,7,9,10 2,360,933
BROWN SHOE INC NEW COM 11573610 7,985 267,681 SH DEFINED 1,2 267,681
BRUKER BIOSCIENCES C COM 11679410 1,167 289,683 SH DEFINED 1,2,5 289,683
BRUNSWICK CORP COM 11704310 132,776 2,682,346 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 2,682,346
BRUSH ENGINEERED MAT COM 11742110 4,542 245,508 SH DEFINED 1,2,5 245,508
BRYN MAWR BK CORP COM 11766510 2,047 93,080 SH DEFINED 1,2 93,080
BSQUARE CORP COM 11776U10 31 20,627 SH DEFINED 1 20,627
BT GROUP PLC ADR 05577E10 500 12,655 SH DEFINED 1 12,655
BUCA INC COM 11776910 110 15,815 SH DEFINED 1,5 15,815
BUCKEYE PARTNERS L P UNIT LTD P 11823010 1,423 33,633 SH DEFINED 1,5 33,633
BUCKEYE TECHNOLOGIES COM 11825510 6,591 506,573 SH DEFINED 1,2 506,573
BUCKLE INC COM 11844010 3,062 103,796 SH DEFINED 1,2 103,796
BUCYRUS INTL INC NEW CL A 11875910 6,651 163,654 SH DEFINED 1,2 163,654
BUFFALO WILD WINGS I COM 11984810 2,362 67,853 SH DEFINED 1,2 67,853
BUILD A BEAR WORKSHO COM 12007610 3,477 98,910 SH DEFINED 1,2 98,910
BUILDING MATLS HLDG COM 12011310 7,595 198,361 SH DEFINED 1,2 198,361
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
BUNGE LIMITED COM G1696210 15,926 279,347 SH DEFINED 1,5 279,347
BURLINGTON COAT FACT COM 12157910 8,541 376,242 SH DEFINED 1,2 376,242
BURLINGTON NORTHN SA COM 12189T10 593,079 12,536,016 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 12,536,016
BURLINGTON RES INC COM 12201410 663,546 15,253,932 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 15,253,932
C COR INC COM 12501010 6,167 663,099 SH DEFINED 1,2,5 663,099
C D I CORP COM 12507110 3,973 185,812 SH DEFINED 1,2 185,812
C D W CORP COM 12512N10 80,179 1,208,423 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 1,208,423
C H ROBINSON WORLDWI COM 12541W10 66,827 1,203,658 SH DEFINED 1,2,5,9 1,203,658
C&D TECHNOLOGIES INC COM 12466110 6,730 394,942 SH DEFINED 1,2,5 394,942
CABELAS INC COM 12680430 1,050 46,170 SH DEFINED 1,2 46,170
CABLE & WIRELESS PUB SPONSORED 12683020 196 28,828 SH DEFINED 1 28,828
CABLEVISION SYS CORP CL A NY CA 12686C10 57,611 2,313,686 SH DEFINED 1,2,5,7,8,9,10,12,13,14 2,313,686
CABOT CORP COM 12705510 405,490 10,483,200 SH DEFINED 1,2,5,6,7,9 10,483,200
CABOT MICROELECTRONI COM 12709P10 31,912 796,415 SH DEFINED 1,2,5,9 796,415
CABOT OIL & GAS CORP COM 12709710 25,805 583,175 SH DEFINED 1,2,5 583,175
CACHE INC COM NEW 12715030 2,377 131,928 SH DEFINED 1,2 131,928
CACI INTL INC CL A 12719030 33,064 485,312 SH DEFINED 1,2,5 485,312
CADBURY SCHWEPPES PL ADR 12720930 973 25,805 SH DEFINED 1 25,805
CADENCE DESIGN SYSTE COM 12738710 65,560 4,747,283 SH DEFINED 1,2,5,7,8,9,10,12,13,14 4,747,283
CADMUS COMMUNICATION COM 12758710 223 17,415 SH DEFINED 1,2 17,415
CAE INC COM 12476510 81 19,000 SH DEFINED 7 19,000
CAESARS ENTMT INC COM 12768710 104,394 5,183,402 SH DEFINED 1,2,5,7,8,9,10,12,13,14 5,183,402
CAL DIVE INTL INC COM 12791410 36,382 892,799 SH DEFINED 1,2,5 892,799
CAL MAINE FOODS INC COM NEW 12803020 2,023 167,336 SH DEFINED 1,2 167,336
CALAMOS ASSET MGMT I CL A 12811R10 5,702 211,186 SH DEFINED 1,2 211,186
CALAMP CORP COM 12812610 109 12,189 SH DEFINED 1 12,189
CALAVO GROWERS INC COM 12824610 189 17,800 SH DEFINED 1 17,800
CALGON CARBON CORP COM 12960310 4,442 489,222 SH DEFINED 1,2 489,222
CALIFORNIA FIRST NTN COM 13022210 129 10,330 SH DEFINED 1 10,330
CALIFORNIA MICRO DEV COM 13043910 1,900 268,021 SH DEFINED 1,2 268,021
CALIFORNIA PIZZA KIT COM 13054D10 10,619 461,694 SH DEFINED 1,2 461,694
CALIFORNIA WTR SVC G COM 13078810 9,058 240,585 SH DEFINED 1,2 240,585
CALIPER LIFE SCIENCE COM 13087210 183 24,285 SH DEFINED 1 24,285
CALLAWAY GOLF CO COM 13119310 23,756 1,759,732 SH DEFINED 1,2,5,9 1,759,732
CALLON PETE CO DEL COM 13123X10 2,307 159,546 SH DEFINED 1,2 159,546
CALLWAVE INC DEL COM 13126N10 580 37,550 SH DEFINED 1 37,550
CALPINE CORP COM 13134710 65,399 16,598,846 SH DEFINED 1,2,5,6,9,10 16,598,846
CAMBREX CORP COM 13201110 10,041 370,502 SH DEFINED 1,2,5 370,502
CAMDEN NATL CORP COM 13303410 4,766 120,931 SH DEFINED 1,2,5 120,931
CAMDEN PPTY TR SH BEN INT 13313110 38,377 752,496 SH DEFINED 1,2,3,5 752,496
CAMPBELL SOUP CO COM 13442910 297,313 9,946,890 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 9,946,890
CANADIAN NAT RES LTD COM 13638510 2,258 52,800 SH DEFINED 1,7 52,800
CANADIAN NATL RY CO COM 13637510 2,070 33,801 SH DEFINED 1,5,7 33,801
CANADIAN PAC RY LTD COM 13645T10 327 9,493 SH DEFINED 1,7 9,493
CANCERVAX CORP COM 13738Y10 2,357 217,225 SH DEFINED 1,2 217,225
CANDELA CORP COM 13690710 2,969 261,321 SH DEFINED 1,2 261,321
CANDIES INC COM 13740910 75 13,900 SH DEFINED 1 13,900
CANON INC ADR 13800630 2,278 41,983 SH DEFINED 1 41,983
CANTEL MEDICAL CORP COM 13809810 556 14,850 SH DEFINED 1,2 14,850
CAPITAL AUTOMOTIVE R COM SH BEN 13973310 28,128 791,786 SH DEFINED 1,2,5 791,786
CAPITAL CITY BK GROU COM 13967410 5,359 128,215 SH DEFINED 1,2 128,215
CAPITAL CORP OF THE COM 14006510 3,043 64,755 SH DEFINED 1,2 64,755
CAPITAL CROSSING BK COM 14007110 1,389 45,085 SH DEFINED 1,2 45,085
CAPITAL LEASE FDG IN COM 14028810 3,635 290,821 SH DEFINED 1,2 290,821
CAPITAL ONE FINL COR COM 14040H10 641,494 7,617,786 SH DEFINED 1,2,5,6,7,9,10,12,13,14 7,617,786
CAPITAL SOUTHWEST CO COM 14050110 3,415 43,497 SH DEFINED 1,2 43,497
CAPITAL TRUST INC MD CL A NEW 14052H50 4,867 158,474 SH DEFINED 1,2 158,474
CAPITALSOURCE INC COM 14055X10 12,518 487,636 SH DEFINED 1,2 487,636
CAPITOL BANCORP LTD COM 14056D10 5,621 159,590 SH DEFINED 1,2 159,590
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
CAPITOL FED FINL COM 14057C10 6,384 177,331 SH DEFINED 1,2,5 177,331
CAPSTEAD MTG CORP COM NO PAR 14067E50 7,831 742,973 SH DEFINED 1,2,5 742,973
CAPSTONE TURBINE COR COM 14067D10 1,650 901,842 SH DEFINED 1,2,5 901,842
CAPTARIS INC COM 14071N10 1,837 356,096 SH DEFINED 1,2 356,096
CAPTIVA SOFTWARE COR COM 14073T10 216 21,260 SH DEFINED 1 21,260
CARACO PHARMACEUTICA COM 14075T10 865 90,609 SH DEFINED 1,2 90,609
CARAUSTAR INDS INC COM 14090910 7,853 466,867 SH DEFINED 1,2 466,867
CARBO CERAMICS INC COM 14078110 16,471 238,717 SH DEFINED 1,2 238,717
CARDIAC SCIENCE INC COM NEW 14141020 1,925 899,665 SH DEFINED 1,2,5 899,665
CARDINAL HEALTH INC COM 14149Y10 768,168 13,210,113 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 13,210,113
CARDIODYNAMICS INTL COM 14159710 2,625 507,780 SH DEFINED 1,2,5 507,780
CAREER EDUCATION COR COM 14166510 66,085 1,652,126 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,652,126
CAREMARK RX INC COM 14170510 548,568 13,912,446 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 13,912,446
CARLISLE COS INC COM 14233910 23,147 356,551 SH DEFINED 1,2,5,9 356,551
CARMAX INC COM 14313010 48,276 1,554,785 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,554,785
CARMIKE CINEMAS INC COM 14343640 4,431 121,409 SH DEFINED 1,2 121,409
CARNIVAL CORP PAIRED CTF 14365830 713,217 12,375,800 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 12,375,800
CARPENTER TECHNOLOGY COM 14428510 28,040 479,649 SH DEFINED 1,2 479,649
CARRAMERICA RLTY COR COM 14441810 45,881 1,390,330 SH DEFINED 1,2,3,5 1,390,330
CARREKER CORP COM 14443310 2,626 305,297 SH DEFINED 1,2,5 305,297
CARRIAGE SVCS INC COM 14390510 274 55,400 SH DEFINED 1,2 55,400
CARRIER ACCESS CORP COM 14446010 3,003 281,150 SH DEFINED 1,2 281,150
CARRIZO OIL & CO INC COM 14457710 284 25,100 SH DEFINED 1 25,100
CARTER INC COM 14622910 5,217 153,494 SH DEFINED 1,2 153,494
CASCADE BANCORP COM 14715410 4,381 216,680 SH DEFINED 1,2 216,680
CASCADE CORP COM 14719510 5,804 145,292 SH DEFINED 1,2 145,292
CASCADE NAT GAS CORP COM 14733910 3,716 175,269 SH DEFINED 1,2,5 175,269
CASELLA WASTE SYS IN CL A 14744810 3,820 260,906 SH DEFINED 1,2 260,906
CASEYS GEN STORES IN COM 14752810 12,945 713,198 SH DEFINED 1,2,5 713,198
CASH AMER INTL INC COM 14754D10 13,368 449,650 SH DEFINED 1,2 449,650
CASTLE A M & CO COM 14841110 143 11,938 SH DEFINED 1 11,938
CASTLE ENERGY CORP COM PAR$0. 14844930 169 13,500 SH DEFINED 1 13,500
CASUAL MALE RETAIL G COM 14871110 1,999 366,804 SH DEFINED 1,2 366,804
CATALINA MARKETING C COM 14886710 38,831 1,310,535 SH DEFINED 1,2,5,9 1,310,535
CATALYST SEMICONDUCT COM 14888110 93 16,969 SH DEFINED 1 16,969
CATAPULT COMMUNICATI COM 14901610 2,609 107,975 SH DEFINED 1,2 107,975
CATELLUS DEV CORP NE COM 14911310 58,781 1,920,940 SH DEFINED 1,2,3,5 1,920,940
CATERPILLAR INC DEL COM 14912310 1,416,849 14,530,299 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 14,530,299
CATHAY GENERAL BANCO COM 14915010 23,534 627,563 SH DEFINED 1,2,5 627,563
CATO CORP NEW CL A 14920510 11,608 402,785 SH DEFINED 1,2 402,785
CB RICHARD ELLIS GRO CL A 12497T10 12,791 381,250 SH DEFINED 1,2 381,250
CBL & ASSOC PPTYS IN COM 12483010 33,390 437,329 SH DEFINED 1,2,3,5 437,329
CBRL GROUP INC COM 12489V10 38,219 913,227 SH DEFINED 1,2,5,9 913,227
CCA INDS INC COM 12486710 121 10,608 SH DEFINED 1 10,608
CCC INFORMATION SVCS COM 12487Q10 3,041 136,926 SH DEFINED 1,2 136,926
CDN IMPERIAL BK OF C COM 13606910 1,133 18,805 SH DEFINED 1 18,805
CEC ENTMT INC COM 12513710 28,956 724,452 SH DEFINED 1,2,5 724,452
CEDAR FAIR L P DEPOSITRY 15018510 2,010 61,094 SH DEFINED 1,5 61,094
CEDAR SHOPPING CTRS COM NEW 15060220 3,051 213,326 SH DEFINED 1,2 213,326
CELESTICA INC SUB VTG SH 15101Q10 1,806 127,973 SH DEFINED 1,5,7 127,973
CELGENE CORP COM 15102010 41,337 1,558,713 SH DEFINED 1,2,5 1,558,713
CELL GENESYS INC COM 15092110 5,245 647,529 SH DEFINED 1,2,5 647,529
CELL THERAPEUTICS IN COM 15093410 6,628 814,218 SH DEFINED 1,2,5 814,218
CEMEX S A SPON ADR 5 15129088 35,138 964,796 SH DEFINED 1,2,4,5 964,796
CENDANT CORP COM 15131310 864,271 36,966,262 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 36,966,262
CENTENE CORP DEL COM 15135B10 17,319 610,906 SH DEFINED 1,2 610,906
CENTENNIAL COMMUNCTN CL A NEW 15133V20 1,875 236,391 SH DEFINED 1,2 236,391
CENTER BANCORP INC COM 15140810 169 12,882 SH DEFINED 1 12,882
CENTER FINL CORP CAL COM 15146E10 2,405 120,140 SH DEFINED 1,2 120,140
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
CENTERPOINT ENERGY I COM 15189T10 107,010 9,469,942 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 9,469,942
CENTERPOINT PPTYS TR COM 15189510 42,105 879,208 SH DEFINED 1,2,3,5 879,208
CENTEX CORP COM 15231210 248,849 4,176,718 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,176,718
CENTILLIUM COMMUNICA COM 15231910 46 19,034 SH DEFINED 1,5 19,034
CENTRAL COAST BANCOR COM 15314510 2,962 128,287 SH DEFINED 1,2 128,287
CENTRAL EUROPEAN DIS COM 15343510 4,930 166,900 SH DEFINED 1,2 166,900
CENTRAL FGHT LINES I COM 15349110 679 107,763 SH DEFINED 1,2 107,763
CENTRAL GARDEN & PET COM 15352710 9,905 237,306 SH DEFINED 1,2 237,306
CENTRAL PAC FINL COR COM 15476010 16,105 445,251 SH DEFINED 1,2 445,251
CENTRAL PKG CORP COM 15478510 3,982 262,851 SH DEFINED 1,2 262,851
CENTRAL VT PUB SVC C COM 15577110 7,122 306,200 SH DEFINED 1,2 306,200
CENTURY ALUM CO COM 15643110 14,719 560,517 SH DEFINED 1,2 560,517
CENTURY BANCORP INC CL A NON V 15643210 1,269 43,019 SH DEFINED 1,2 43,019
CENTURY BUSINESS SVC COM 15649010 3,816 875,144 SH DEFINED 1,2 875,144
CENTURYTEL INC COM 15670010 190,163 5,361,233 SH DEFINED 1,2,5,6,9,10,12,14 5,361,233
CENVEO INC COM 15670S10 111 35,720 SH DEFINED 1,5 35,720
CEPHALON INC COM 15670810 68,145 1,339,332 SH DEFINED 1,2,5,9,10,12,14 1,339,332
CEPHEID COM 15670R10 5,617 565,042 SH DEFINED 1,2,5 565,042
CERADYNE INC COM 15671010 14,163 247,558 SH DEFINED 1,2,5 247,558
CERES GROUP INC COM 15677210 1,748 338,853 SH DEFINED 1,2 338,853
CERIDIAN CORP NEW COM 15677910 41,188 2,253,168 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 2,253,168
CERNER CORP COM 15678210 25,946 487,987 SH DEFINED 1,2,5 487,987
CERTEGY INC COM 15688010 40,039 1,126,913 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,126,913
CERUS CORP COM 15708510 46 15,462 SH DEFINED 1 15,462
CEVA INC COM 15721010 146 15,985 SH DEFINED 1,5 15,985
CFS BANCORP INC COM 12525D10 225 15,794 SH DEFINED 1,5 15,794
CH ENERGY GROUP INC COM 12541M10 11,485 239,018 SH DEFINED 1,2,5 239,018
CHAD THERAPEUTICS IN COM 15722810 152 27,600 SH DEFINED 1 27,600
CHAMPION ENTERPRISES COM 15849610 14,299 1,209,755 SH DEFINED 1,2,5,6 1,209,755
CHAMPS ENTMT INC DEL COM 15878710 90 10,400 SH DEFINED 1 10,400
CHARLES & COLVARD LT COM 15976510 204 19,200 SH DEFINED 1 19,200
CHARLES RIV LABS INT COM 15986410 88,847 1,931,032 SH DEFINED 1,2,5,9,10,12,14 1,931,032
CHARLES RIVER ASSOCI COM 15985210 6,442 137,729 SH DEFINED 1,2 137,729
CHARLOTTE RUSSE HLDG COM 16104810 1,853 183,477 SH DEFINED 1,2 183,477
CHARMING SHOPPES INC COM 16113310 18,874 2,014,257 SH DEFINED 1,2,5 2,014,257
CHARTER COMMUNICATIO CL A 16117M10 8,482 3,786,727 SH DEFINED 1,2,5 3,786,727
CHARTER FINL CORP WE COM 16122M10 2,116 48,410 SH DEFINED 1,2 48,410
CHARTERMAC SH BEN INT 16090810 14,548 595,237 SH DEFINED 1,2,5 595,237
CHATTEM INC COM 16245610 15,809 477,609 SH DEFINED 1,2 477,609
CHECK POINT SOFTWARE ORD M2246510 8,315 337,604 SH DEFINED 1,2,5 337,604
CHECKERS DRIVE-IN RE COM NEW 16280930 791 59,000 SH DEFINED 1,2 59,000
CHECKFREE CORP NEW COM 16281310 54,994 1,444,182 SH DEFINED 1,2,5,9 1,444,182
CHECKPOINT SYS INC COM 16282510 14,781 818,916 SH DEFINED 1,2 818,916
CHEESECAKE FACTORY I COM 16307210 32,619 1,004,588 SH DEFINED 1,2,5,9 1,004,588
CHEMED CORP NEW COM 16359R10 14,013 208,803 SH DEFINED 1,2 208,803
CHEMICAL FINL CORP COM 16373110 14,192 330,660 SH DEFINED 1,2,5 330,660
CHENIERE ENERGY INC COM NEW 16411R20 16,169 253,830 SH DEFINED 1,2 253,830
CHEROKEE INC DEL NEW COM 16444H10 3,484 98,764 SH DEFINED 1,2,5 98,764
CHEROKEE INTL CORP COM 16445010 566 58,874 SH DEFINED 1,2 58,874
CHESAPEAKE CORP COM 16515910 7,578 279,027 SH DEFINED 1,2 279,027
CHESAPEAKE ENERGY CO COM 16516710 37,205 2,254,878 SH DEFINED 1,2,5 2,254,878
CHESAPEAKE UTILS COR COM 16530310 222 8,299 SH DEFINED 1 8,299
CHEVRONTEXACO CORP COM 16676410 4,179,370 79,591,884 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 79,591,884
CHICAGO MERCANTILE H CL A 16776010 59,616 260,675 SH DEFINED 1,2,5 260,675
CHICOS FAS INC COM 16861510 61,555 1,351,956 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,351,956
CHILDRENS PL RETAIL COM 16890510 10,263 277,160 SH DEFINED 1,2,5 277,160
CHINA MOBILE HONG KO SPONSORED 16941M10 2,676 155,930 SH DEFINED 1 155,930
CHINA PETE & CHEM CO SPON ADR H 16941R10 642 15,658 SH DEFINED 1 15,658
CHINADOTCOM CORP CL A G2108N10 66 14,335 SH DEFINED 1,5 14,335
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
CHIQUITA BRANDS INTL COM 17003280 14,094 638,909 SH DEFINED 1,2 638,909
CHIRON CORP COM 17004010 141,480 4,244,834 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,244,834
CHITTENDEN CORP COM 17022810 19,185 667,774 SH DEFINED 1,2,5 667,774
CHOICE HOTELS INTL I COM 16990510 13,343 230,052 SH DEFINED 1,2,5 230,052
CHOICEPOINT INC COM 17038810 64,607 1,404,798 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,404,798
CHOLESTECH CORP COM 17039310 109 13,300 SH DEFINED 1 13,300
CHORDIANT SOFTWARE I COM 17040410 2,049 898,554 SH DEFINED 1,2 898,554
CHRISTOPHER & BANKS COM 17104610 11,347 615,001 SH DEFINED 1,2,5 615,001
CHRONIMED INC COM 17116410 110 16,762 SH DEFINED 1,5 16,762
CHUBB CORP COM 17123210 458,992 5,968,682 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,968,682
CHUNGHWA TELECOM CO SPONSORED 17133Q20 202 9,600 SH DEFINED 1 9,600
CHURCH & DWIGHT INC COM 17134010 24,049 715,323 SH DEFINED 1,2,5,9 715,323
CHURCHILL DOWNS INC COM 17148410 6,922 154,865 SH DEFINED 1,2 154,865
CIBA SPECIALTY CHEMI SPONSORED 17162W20 6,689 174,959 SH DEFINED 1 174,959
CIBER INC COM 17163B10 8,497 881,479 SH DEFINED 1,2 881,479
CIENA CORP COM 17177910 48,176 14,423,896 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 14,423,896
CIGNA CORP COM 12550910 445,683 5,463,808 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,463,808
CIMAREX ENERGY CO COM 17179810 26,842 708,240 SH DEFINED 1,2,5 708,240
CINCINNATI BELL INC COM 17187110 17,876 4,307,493 SH DEFINED 1,2,5,9 4,307,493
CINCINNATI FINL CORP COM 17206210 221,984 5,015,447 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,015,447
CINERGY CORP COM 17247410 235,439 5,655,509 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,655,509
CINTAS CORP COM 17290810 189,821 4,327,878 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,327,878
CIPHERGEN BIOSYSTEMS COM 17252Y10 1,412 328,417 SH DEFINED 1,2 328,417
CIRCLE GROUP HLDGS I COM 17257010 379 170,602 SH DEFINED 1 170,602
CIRCOR INTL INC COM 17273K10 4,495 194,091 SH DEFINED 1,2 194,091
CIRCUIT CITY STORE I COM 17273710 167,772 10,727,110 SH DEFINED 1,2,5,6,9,10,12,14 10,727,110
CIRRUS LOGIC INC COM 17275510 9,327 1,692,806 SH DEFINED 1,2,5 1,692,806
CISCO SYS INC COM 17275R10 3,906,625 202,206,276 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 202,206,276
CIT GROUP INC COM 12558110 288,317 6,292,377 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 6,292,377
CITADEL BROADCASTING COM 17285T10 9,856 609,167 SH DEFINED 1,2 609,167
CITIGROUP INC COM 17296710 12,520,090 259,860,724 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 259,860,724
CITIZENS BKG CORP MI COM 17442010 21,270 619,219 SH DEFINED 1,2,5 619,219
CITIZENS COMMUNICATI COM 17453B10 187,835 13,621,077 SH DEFINED 1,2,5,6,7,9,10 13,621,077
CITIZENS FIRST BANCO COM 17461R10 3,623 149,815 SH DEFINED 1,2,5 149,815
CITIZENS INC CL A 17474010 2,901 455,360 SH DEFINED 1,2 455,360
CITRIX SYS INC COM 17737610 150,339 6,146,329 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 6,146,329
CITY BK LYNNWOOD WAS COM 17770A10 4,451 123,127 SH DEFINED 1,2 123,127
CITY HLDG CO COM 17783510 10,562 291,456 SH DEFINED 1,2 291,456
CITY NATL CORP COM 17856610 37,088 524,947 SH DEFINED 1,2,5,7,9 524,947
CKE RESTAURANTS INC COM 12561E10 13,812 951,861 SH DEFINED 1,2 951,861
CLAIRES STORES INC COM 17958410 23,697 1,115,131 SH DEFINED 1,2,5,6,9 1,115,131
CLARCOR INC COM 17989510 28,229 515,402 SH DEFINED 1,2,5 515,402
CLARK INC COM 18145710 3,441 221,746 SH DEFINED 1,2 221,746
CLEAN HARBORS INC COM 18449610 343 22,740 SH DEFINED 1 22,740
CLEAR CHANNEL COMMUN COM 18450210 514,342 15,358,075 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 15,358,075
CLECO CORP NEW COM 12561W10 22,275 1,099,473 SH DEFINED 1,2,5,6 1,099,473
CLEVELAND CLIFFS INC COM 18589610 21,010 202,289 SH DEFINED 1,2,5 202,289
CLIFTON SVGS BANCORP COM 18712Q10 1,725 141,943 SH DEFINED 1,2 141,943
CLOROX CO DEL COM 18905410 261,608 4,439,301 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,439,301
CLOSURE MED CORP COM 18909310 2,833 145,260 SH DEFINED 1,2 145,260
CMGI INC COM 12575010 14,776 5,794,325 SH DEFINED 1,2,5 5,794,325
CMS ENERGY CORP COM 12589610 69,187 6,620,769 SH DEFINED 1,2,5,6,9,10 6,620,769
CNA FINL CORP COM 12611710 9,260 346,183 SH DEFINED 1,2,5 346,183
CNA SURETY CORP COM 12612L10 3,278 245,515 SH DEFINED 1,2 245,515
CNET NETWORKS INC COM 12613R10 19,650 1,749,817 SH DEFINED 1,2,5 1,749,817
CNF INC COM 12612W10 95,060 1,897,408 SH DEFINED 1,2,5,9,10,12,14 1,897,408
CNH GLOBAL N V SHS NEW N2093520 470 24,240 SH DEFINED 1 24,240
CNS INC COM 12613610 171 13,421 SH DEFINED 1 13,421
COACH INC COM 18975410 303,808 5,386,674 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,386,674
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
COACHMEN INDS INC COM 18987310 3,554 204,738 SH DEFINED 1,2 204,738
COASTAL FINL CORP DE COM 19046E10 3,587 187,220 SH DEFINED 1,2,5 187,220
COBIZ INC COM 19089710 3,605 177,593 SH DEFINED 1,2 177,593
COBRA ELECTRS CORP COM 19104210 83 10,200 SH DEFINED 1 10,200
COCA COLA BOTTLING C COM 19109810 5,104 89,473 SH DEFINED 1,2 89,473
COCA COLA CO COM 19121610 3,044,969 73,126,062 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 73,126,062
COCA COLA ENTERPRISE COM 19121910 219,403 10,522,944 SH DEFINED 1,2,5,6,7,9,10,13 10,522,944
COEUR D ALENE MINES COM 19210810 13,222 3,364,359 SH DEFINED 1,2,5 3,364,359
COGENT INC COM 19239Y10 5,151 156,100 SH DEFINED 1,2 156,100
COGNEX CORP COM 19242210 18,370 658,422 SH DEFINED 1,2,5 658,422
COGNIZANT TECHNOLOGY CL A 19244610 69,541 1,642,824 SH DEFINED 1,2,5,9 1,642,824
COHEN & STEERS INC COM 19247A10 1,027 63,220 SH DEFINED 1 63,220
COHERENT INC COM 19247910 13,165 432,487 SH DEFINED 1,2,5 432,487
COHU INC COM 19257610 6,001 323,324 SH DEFINED 1,2 323,324
COINSTAR INC COM 19259P30 11,759 438,267 SH DEFINED 1,2 438,267
COLDWATER CREEK INC COM 19306810 24,294 786,963 SH DEFINED 1,2,5 786,963
COLE KENNETH PRODTNS CL A 19329410 3,695 119,726 SH DEFINED 1,2 119,726
COLES MYER LTD SPON ADR N 19387040 371 6,050 SH DEFINED 1 6,050
COLGATE PALMOLIVE CO COM 19416210 685,825 13,405,492 SH DEFINED 1,2,5,6,7,9,10,13 13,405,492
COLLAGENEX PHARMACEU COM 19419B10 1,781 242,600 SH DEFINED 1 242,600
COLLEGIATE FDG SVCS COM 19458M10 1,011 71,730 SH DEFINED 1 71,730
COLLINS & AIKMAN COR COM NEW 19483020 2,147 492,445 SH DEFINED 1,2,5 492,445
COLONIAL BANCGROUP I COM 19549330 35,490 1,671,685 SH DEFINED 1,2,5,9 1,671,685
COLONIAL PPTYS TR COM SH BEN 19587210 20,421 520,018 SH DEFINED 1,2,3,5 520,018
COLOR KINETICS INC COM 19624P10 886 50,410 SH DEFINED 1 50,410
COLT TELECOM GROUP P SPONSORED 19687710 52 14,344 SH DEFINED 1 14,344
COLUMBIA BANCORP COM 19722710 2,698 78,911 SH DEFINED 1,2 78,911
COLUMBIA BKG SYS INC COM 19723610 6,925 277,120 SH DEFINED 1,2 277,120
COLUMBIA LABS INC COM 19777910 74 27,813 SH DEFINED 1 27,813
COLUMBIA SPORTSWEAR COM 19851610 7,666 128,608 SH DEFINED 1,2,5 128,608
COLUMBUS MCKINNON CO COM 19933310 87 10,078 SH DEFINED 1 10,078
COMARCO INC COM 20008010 108 12,500 SH DEFINED 1 12,500
COMCAST CORP NEW CL A 20030N10 1,860,570 55,906,545 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 55,906,545
COMCAST CORP NEW CL A SPL 20030N20 115,522 3,517,736 SH DEFINED 1,2,5,7,8,9,10,12,13,14 3,517,736
COMERICA INC COM 20034010 299,333 4,905,489 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,905,489
COMFORT SYS USA INC COM 19990810 3,689 480,349 SH DEFINED 1,2 480,349
COMMERCE BANCORP INC COM 20051910 71,802 1,114,941 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,114,941
COMMERCE BANCSHARES COM 20052510 34,673 690,693 SH DEFINED 1,2,5,7 690,693
COMMERCE GROUP INC M COM 20064110 26,423 432,888 SH DEFINED 1,2,5 432,888
COMMERCIAL BANKSHARE COM 20160710 243 6,312 SH DEFINED 1 6,312
COMMERCIAL CAP BANCO COM 20162L10 13,775 594,275 SH DEFINED 1,2,5 594,275
COMMERCIAL FEDERAL C COM 20164710 26,634 896,453 SH DEFINED 1,2,5 896,453
COMMERCIAL METALS CO COM 20172310 23,558 465,945 SH DEFINED 1,2,5 465,945
COMMERCIAL NET LEASE COM 20221810 14,942 725,339 SH DEFINED 1,2,5 725,339
COMMERCIAL VEH GROUP COM 20260810 1,713 78,469 SH DEFINED 1,2 78,469
COMMONWEALTH TEL ENT COM 20334910 22,737 457,858 SH DEFINED 1,2 457,858
COMMSCOPE INC COM 20337210 29,632 1,567,819 SH DEFINED 1,2,5,9 1,567,819
COMMUNICATIONS SYS I COM 20390010 199 16,603 SH DEFINED 1,2 16,603
COMMUNITY BK NORTHN COM 20356610 203 11,300 SH DEFINED 1 11,300
COMMUNITY BK SYS INC COM 20360710 13,749 486,703 SH DEFINED 1,2 486,703
COMMUNITY BKS INC MI COM 20362810 4,070 144,515 SH DEFINED 1,2 144,515
COMMUNITY HEALTH SYS COM 20366810 41,750 1,497,500 SH DEFINED 1,2,5,7,9 1,497,500
COMMUNITY TR BANCORP COM 20414910 6,496 200,743 SH DEFINED 1,2 200,743
COMPANHIA BRASILEIRA SPON ADR P 20440T20 22,723 887,635 SH DEFINED 1,2,4,5 887,635
COMPANHIA DE BEBIDAS SPONSORED 20441W10 378 7,557 SH DEFINED 1 7,557
COMPANHIA DE BEBIDAS SPON ADR P 20441W20 5,071 179,003 SH DEFINED 1,2 179,003
COMPANHIA ENERGETICA SP ADR N-V 20440960 1,917 78,100 SH DEFINED 1,2 78,100
COMPANHIA SIDERURGIC SPONSORED 20440W10 3,579 187,197 SH DEFINED 1,2 187,197
COMPANHIA VALE DO RI SPON ADR P 20441210 15,486 635,183 SH DEFINED 1,2 635,183
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
COMPANHIA VALE DO RI SPONSORED 20441220 29,297 1,009,889 SH DEFINED 1,2,4,5 1,009,889
COMPANIA ANONIMA NAC SPON ADR D 20442110 21,265 949,751 SH DEFINED 1,2,4,5,7 949,751
COMPANIA DE TELECOMU SPON ADR N 20444930 561 49,927 SH DEFINED 1,2,7 49,927
COMPASS BANCSHARES I COM 20449H10 150,448 3,091,179 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,091,179
COMPASS MINERALS INT COM 20451N10 4,999 206,325 SH DEFINED 1,2 206,325
COMPEX TECHNOLOGIES COM 20451310 77 16,400 SH DEFINED 1 16,400
COMPUCREDIT CORP COM 20478N10 8,461 309,478 SH DEFINED 1,2 309,478
COMPUTER ASSOC INTL COM 20491210 472,046 15,197,861 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 15,197,861
COMPUTER HORIZONS CO COM 20590810 77 20,195 SH DEFINED 1 20,195
COMPUTER NETWORK TEC COM 20492510 633 89,146 SH DEFINED 1,2 89,146
COMPUTER PROGRAMS & COM 20530610 2,122 91,670 SH DEFINED 1,2 91,670
COMPUTER SCIENCES CO COM 20536310 344,251 6,106,997 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 6,106,997
COMPUTER TASK GROUP COM 20547710 139 24,745 SH DEFINED 1 24,745
COMPUWARE CORP COM 20563810 72,403 11,295,334 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 11,295,334
COMPX INTERNATIONAL CL A 20563P10 763 46,168 SH DEFINED 1,2 46,168
COMSTOCK RES INC COM NEW 20576820 18,702 848,145 SH DEFINED 1,2,5 848,145
COMTECH TELECOMMUNIC COM NEW 20582620 12,054 320,487 SH DEFINED 1,2,5 320,487
COMVERSE TECHNOLOGY COM PAR $0 20586240 138,614 5,669,269 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,669,269
CONAGRA FOODS INC COM 20588710 969,865 32,932,586 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 32,932,586
CONCEPTUS INC COM 20601610 2,951 363,609 SH DEFINED 1,2,7 363,609
CONCORD CAMERA CORP COM 20615610 73 31,841 SH DEFINED 1,5 31,841
CONCORD COMMUNICATIO COM 20618610 2,709 244,532 SH DEFINED 1,2,5 244,532
CONCUR TECHNOLOGIES COM 20670810 3,223 361,688 SH DEFINED 1,2,5 361,688
CONCURRENT COMPUTER COM 20671020 128 44,809 SH DEFINED 1,5 44,809
CONEXANT SYSTEMS INC COM 20714210 8,270 4,155,801 SH DEFINED 1,2,5 4,155,801
CONMED CORP COM 20741010 13,117 461,544 SH DEFINED 1,2 461,544
CONNECTICUT WTR SVC COM 20779710 3,042 114,826 SH DEFINED 1,2,5 114,826
CONNETICS CORP COM 20819210 11,419 470,125 SH DEFINED 1,2 470,125
CONNS INC COM 20824210 1,424 84,632 SH DEFINED 1,2 84,632
CONOCOPHILLIPS COM 20825C10 1,585,254 18,256,988 SH DEFINED 1,2,5,6,7,9,10,13 18,256,988
CONSECO INC PFD B CV 5 20846486 3,909 147,500 SH DEFINED 2 147,500
CONSECO INC COM NEW 20846488 28,801 1,443,678 SH DEFINED 1,2,5,10,12,14 1,443,678
CONSOL ENERGY INC COM 20854P10 32,523 792,276 SH DEFINED 1,2,5 792,276
CONSOLIDATED EDISON COM 20911510 319,197 7,295,927 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,295,927
CONSOLIDATED GRAPHIC COM 20934110 18,585 404,900 SH DEFINED 1,2 404,900
CONSOLIDATED TOMOKA COM 21022610 3,545 82,451 SH DEFINED 1,2 82,451
CONSTAR INTL INC NEW COM 21036U10 88 11,400 SH DEFINED 1 11,400
CONSTELLATION BRANDS CL A 21036P10 55,824 1,200,250 SH DEFINED 1,2,5,9 1,200,250
CONSTELLATION ENERGY COM 21037110 263,154 6,020,449 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 6,020,449
CONTINENTAL AIRLS IN CL B 21079530 14,569 1,075,988 SH DEFINED 1,2,5 1,075,988
CONVERA CORP CL A 21191910 76 16,269 SH DEFINED 1 16,269
CONVERGYS CORP COM 21248510 93,787 6,256,643 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 6,256,643
COOPER CAMERON CORP COM 21664010 43,702 812,161 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 812,161
COOPER COS INC COM NEW 21664840 21,073 298,528 SH DEFINED 1,2,5 298,528
COOPER INDS LTD CL A G2418210 172,273 2,537,537 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 2,537,537
COOPER TIRE & RUBR C COM 21683110 46,104 2,139,415 SH DEFINED 1,2,5,6,9,10 2,139,415
COORS ADOLPH CO CL B 21701610 126,519 1,671,987 SH DEFINED 1,2,5,6,9,10 1,671,987
COPART INC COM 21720410 22,964 872,482 SH DEFINED 1,2,5,9 872,482
CORCEPT THERAPEUTICS COM 21835210 118 18,826 SH DEFINED 1,2 18,826
CORE LABORATORIES N COM N2271710 404 17,315 SH DEFINED 1,2,5 17,315
CORGENTECH INC COM 21872P10 499 60,291 SH DEFINED 1,2 60,291
CORILLIAN CORP COM 21872510 1,923 390,869 SH DEFINED 1,2 390,869
CORINTHIAN COLLEGES COM 21886810 25,138 1,333,943 SH DEFINED 1,2,5,9 1,333,943
CORIO INC COM 21887510 49 25,400 SH DEFINED 1 25,400
CORIXA CORP COM 21887F10 2,852 783,469 SH DEFINED 1,2 783,469
CORN PRODS INTL INC COM 21902310 52,188 974,389 SH DEFINED 1,2,5 974,389
CORNELL COMPANIES IN COM 21914110 2,755 181,501 SH DEFINED 1,2,5 181,501
CORNERSTONE RLTY INC COM 21922V10 11,191 1,121,320 SH DEFINED 1,2,3,5 1,121,320
CORNING INC COM 21935010 425,550 36,155,512 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 36,155,512
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
CORPORATE EXECUTIVE COM 21988R10 22,301 333,147 SH DEFINED 1,2,5 333,147
CORPORATE OFFICE PPT SH BEN INT 22002T10 30,727 1,046,906 SH DEFINED 1,2,3,5 1,046,906
CORRECTIONAL PPTYS T COM 22025E10 4,305 149,062 SH DEFINED 1,2 149,062
CORRECTIONS CORP AME COM NEW 22025Y40 20,511 507,065 SH DEFINED 1,2,5 507,065
CORUS BANKSHARES INC COM 22087310 16,179 336,983 SH DEFINED 1,2 336,983
CORUS GROUP PLC SPONSORED 22087M10 148 15,056 SH DEFINED 1 15,056
CORVEL CORP COM 22100610 2,586 96,555 SH DEFINED 1,2 96,555
COSI INC COM 22122P10 1,545 255,351 SH DEFINED 1 255,351
COST PLUS INC CALIF COM 22148510 11,029 343,270 SH DEFINED 1,2,5 343,270
COSTAR GROUP INC COM 22160N10 10,227 221,468 SH DEFINED 1,2 221,468
COSTCO WHSL CORP NEW COM 22160K10 621,066 12,829,293 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 12,829,293
COTT CORP QUE COM 22163N10 4,215 170,452 SH DEFINED 1,2 170,452
COUNTRYWIDE FINANCIA COM 22237210 680,918 18,398,205 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 18,398,205
COURIER CORP COM 22266010 4,454 85,794 SH DEFINED 1,2 85,794
COUSINS PPTYS INC COM 22279510 29,116 961,861 SH DEFINED 1,2,3,5 961,861
COVANCE INC COM 22281610 28,950 747,106 SH DEFINED 1,2,5,9 747,106
COVANSYS CORP COM 22281W10 3,761 245,834 SH DEFINED 1,2 245,834
COVENANT TRANS INC CL A 22284P10 2,411 115,784 SH DEFINED 1,2 115,784
COVENTRY HEALTH CARE COM 22286210 84,837 1,598,281 SH DEFINED 1,2,5,9 1,598,281
COX RADIO INC CL A 22405110 12,137 736,449 SH DEFINED 1,2,5 736,449
CPI CORP COM 12590210 296 21,753 SH DEFINED 1 21,753
CRANE CO COM 22439910 19,840 687,920 SH DEFINED 1,2,5,9 687,920
CRAWFORD & CO CL B 22463310 1,287 171,641 SH DEFINED 1,2 171,641
CRAY INC COM 22522310 5,133 1,101,397 SH DEFINED 1,2,5 1,101,397
CREDENCE SYS CORP COM 22530210 16,734 1,828,830 SH DEFINED 1,2,5,9 1,828,830
CREDICORP LTD COM G2519Y10 353 22,313 SH DEFINED 1,7 22,313
CREDIT ACCEP CORP MI COM 22531010 4,987 195,946 SH DEFINED 1,2 195,946
CREDIT SUISSE GROUP SPONSORED 22540110 19,959 473,072 SH DEFINED 1,2 473,072
CREE INC COM 22544710 63,543 1,585,392 SH DEFINED 1,2,5,9 1,585,392
CRESCENT REAL ESTATE COM 22575610 31,974 1,751,031 SH DEFINED 1,2,3,5,7,8,9,10,12,14 1,751,031
CRH PLC ADR 12626K20 26,705 997,185 SH DEFINED 1 997,185
CRIIMI MAE INC COM NEW 22660350 351 21,800 SH DEFINED 1,2 21,800
CROMPTON CORP COM 22711610 62,489 5,295,708 SH DEFINED 1,2,5,9 5,295,708
CROSS CTRY HEALTHCAR COM 22748310 6,305 348,746 SH DEFINED 1,2 348,746
CROSS TIMBERS RTY TR TR UNIT 22757R10 279 7,000 SH DEFINED 1,5 7,000
CROSSTEX ENERGY INC COM 22765Y10 770 18,379 SH DEFINED 1,2 18,379
CROWN CASTLE INTL CO COM 22822710 36,735 2,207,615 SH DEFINED 1,2,5,7 2,207,615
CROWN HOLDINGS INC COM 22836810 38,079 2,771,365 SH DEFINED 1,2,5 2,771,365
CROWN MEDIA HLDGS IN CL A 22841110 1,953 227,136 SH DEFINED 1,2 227,136
CRT PROPERTIES INC COM 22876P10 15,185 636,417 SH DEFINED 1,2,3 636,417
CRYOLIFE INC COM 22890310 393 55,534 SH DEFINED 1 55,534
CRYSTALLEX INTL CORP COM 22942F10 54 15,078 SH DEFINED 1,5 15,078
CSG SYS INTL INC COM 12634910 20,919 1,118,666 SH DEFINED 1,2,5,9 1,118,666
CSK AUTO CORP COM 12596510 11,385 680,097 SH DEFINED 1,2 680,097
CSS INDS INC COM 12590610 3,560 112,093 SH DEFINED 1,2 112,093
CSX CORP COM 12640810 229,853 5,734,859 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,734,859
CT COMMUNICATIONS IN COM NEW 12642640 3,104 252,327 SH DEFINED 1,2 252,327
CTI MOLECULAR IMAGIN COM 22943D10 7,560 532,761 SH DEFINED 1,2 532,761
CTS CORP COM 12650110 6,943 522,417 SH DEFINED 1,2 522,417
CUBIC CORP COM 22966910 5,427 216,490 SH DEFINED 1,2 216,490
CUBIST PHARMACEUTICA COM 22967810 6,739 569,643 SH DEFINED 1,2,5 569,643
CULLEN FROST BANKERS COM 22989910 27,924 574,558 SH DEFINED 1,2,5,9 574,558
CUMMINS INC COM 23102110 117,832 1,406,272 SH DEFINED 1,2,5,6,9,10 1,406,272
CUMULUS MEDIA INC CL A 23108210 11,636 771,585 SH DEFINED 1,2 771,585
CUNO INC COM 12658310 15,987 269,134 SH DEFINED 1,2,5 269,134
CURAGEN CORP COM 23126R10 7,500 1,047,483 SH DEFINED 1,2,5 1,047,483
CURATIVE HEALTH SRVC COM 23126W10 97 14,169 SH DEFINED 1 14,169
CURIS INC COM 23126910 3,188 610,645 SH DEFINED 1,2 610,645
CURTISS WRIGHT CORP COM 23156110 16,648 289,987 SH DEFINED 1,2 289,987
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
CV THERAPEUTICS INC COM 12666710 11,881 516,551 SH DEFINED 1,2,5 516,551
CVB FINL CORP COM 12660010 13,323 501,606 SH DEFINED 1,2,5 501,606
CVS CORP COM 12665010 520,611 11,551,172 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 11,551,172
CYBERGUARD CORP COM 23191010 817 129,659 SH DEFINED 1,2 129,659
CYBERONICS INC COM 23251P10 5,887 284,109 SH DEFINED 1,2 284,109
CYBEROPTICS CORP COM 23251710 1,272 85,533 SH DEFINED 1,2 85,533
CYBERSOURCE CORP COM 23251J10 2,349 328,598 SH DEFINED 1,2 328,598
CYMER INC COM 23257210 18,164 614,907 SH DEFINED 1,2,5 614,907
CYPRESS BIOSCIENCES COM PAR $. 23267450 6,632 471,662 SH DEFINED 1,2 471,662
CYPRESS SEMICONDUCTO COM 23280610 17,942 1,529,555 SH DEFINED 1,2,5,9 1,529,555
CYTEC INDS INC COM 23282010 36,898 717,590 SH DEFINED 1,2,5,9 717,590
CYTOGEN CORP COM NEW 23282430 2,005 174,033 SH DEFINED 1,2 174,033
CYTOKINETICS INC COM 23282W10 1,014 98,975 SH DEFINED 1 98,975
CYTYC CORP COM 23294610 45,055 1,634,212 SH DEFINED 1,2,5,9 1,634,212
D & E COMMUNICATIONS COM 23286010 2,491 206,720 SH DEFINED 1,2 206,720
D & K HEALTHCARE RES COM 23286110 120 15,000 SH DEFINED 1 15,000
D R HORTON INC COM 23331A10 134,510 3,336,900 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,336,900
DADE BEHRING HLDGS I COM 23342J20 52,104 930,425 SH DEFINED 1,2,5,10,12,14 930,425
DAIMLERCHRYSLER AG ORD D1668R12 2,374 49,398 SH DEFINED 1,2 49,398
DAKTRONICS INC COM 23426410 5,623 225,930 SH DEFINED 1,2 225,930
DANA CORP COM 23581110 59,185 3,415,153 SH DEFINED 1,2,5,6,9,10 3,415,153
DANAHER CORP DEL COM 23585110 507,705 8,843,488 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,843,488
DANIELSON HLDG CORP COM 23627410 5,160 610,654 SH DEFINED 1,2 610,654
DARDEN RESTAURANTS I COM 23719410 135,835 4,896,726 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,896,726
DARLING INTL INC COM 23726610 3,529 809,425 SH DEFINED 1,2 809,425
DATARAM CORP COM PAR $1 23810820 141 22,200 SH DEFINED 1 22,200
DATASCOPE CORP COM 23811310 9,646 243,045 SH DEFINED 1,2 243,045
DATASTREAM SYS INC COM 23812410 134 19,303 SH DEFINED 1 19,303
DAVE & BUSTERS INC COM 23833N10 6,810 337,110 SH DEFINED 1,2 337,110
DAVITA INC COM 23918K10 49,168 1,243,823 SH DEFINED 1,2,5 1,243,823
DAWSON GEOPHYSICAL C COM 23935910 241 11,100 SH DEFINED 1 11,100
DDI CORP COM PAR $ 23316230 950 298,865 SH DEFINED 1,2 298,865
DEAN FOODS CO NEW COM 24237010 75,766 2,299,438 SH DEFINED 1,2,5,7,8,9,10,12,13,14 2,299,438
DEB SHOPS INC COM 24272810 1,654 66,069 SH DEFINED 1,2 66,069
DECKERS OUTDOOR CORP COM 24353710 5,763 122,644 SH DEFINED 1,2 122,644
DECODE GENETICS INC COM 24358610 5,248 671,933 SH DEFINED 1,2 671,933
DECORATOR INDS INC COM PAR $0 24363120 92 11,400 SH DEFINED 1 11,400
DEERE & CO COM 24419910 582,310 7,826,742 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,826,742
DEL LABS INC COM 24509110 2,414 69,462 SH DEFINED 1,2 69,462
DEL MONTE FOODS CO COM 24522P10 35,271 3,200,674 SH DEFINED 1,2,5,7 3,200,674
DELL INC COM 24702R10 3,102,697 73,628,322 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 73,628,322
DELPHI CORP COM 24712610 683,046 75,725,697 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 75,725,697
DELPHI FINL GROUP IN CL A 24713110 16,931 366,863 SH DEFINED 1,2,5 366,863
DELTA & PINE LD CO COM 24735710 15,954 584,823 SH DEFINED 1,2,5 584,823
DELTA AIR LINES INC COM 24736110 28,090 3,755,358 SH DEFINED 1,2,5,6,9,10,13 3,755,358
DELTA FINANCIAL CORP COM 24791810 431 41,799 SH DEFINED 1 41,799
DELTA PETE CORP COM NEW 24790720 4,098 261,356 SH DEFINED 1,2 261,356
DELTATHREE INC COM 24783N10 43 13,000 SH DEFINED 1 13,000
DELTIC TIMBER CORP COM 24785010 8,981 211,571 SH DEFINED 1,2 211,571
DELUXE CORP COM 24801910 32,910 881,608 SH DEFINED 1,2,5,6,7,9 881,608
DENBURY RES INC COM NEW 24791620 21,037 766,389 SH DEFINED 1,2 766,389
DENDREON CORP COM 24823Q10 8,638 801,325 SH DEFINED 1,2,5 801,325
DENDRITE INTL INC COM 24823910 14,113 727,458 SH DEFINED 1,2 727,458
DENTSPLY INTL INC NE COM 24903010 54,999 978,621 SH DEFINED 1,2,5,9 978,621
DEPARTMENT 56 INC COM 24950910 3,338 200,466 SH DEFINED 1,2,5 200,466
DEPOMED INC COM 24990810 1,261 233,539 SH DEFINED 1,2 233,539
DESIGN WITHIN REACH COM 25055710 384 26,400 SH DEFINED 1 26,400
DEUTSCHE BANK AG NAM ORD D1819089 882 9,911 SH DEFINED 1 9,911
DEUTSCHE TELEKOM AG SPONSORED 25156610 1,756 77,434 SH DEFINED 1 77,434
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
DEVELOPERS DIVERSIFI COM 25159110 95,308 2,148,035 SH DEFINED 1,2,3,5,9 2,148,035
DEVON ENERGY CORP NE COM 25179M10 627,311 16,117,961 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 16,117,961
DEVRY INC DEL COM 25189310 14,145 814,783 SH DEFINED 1,2,5,6,9 814,783
DEX MEDIA INC COM 25212E10 11,635 466,156 SH DEFINED 1,2,5 466,156
DHB INDS INC COM 23321E10 5,274 276,999 SH DEFINED 1,2 276,999
DIAGEO P L C SPON ADR N 25243Q20 2,546 43,981 SH DEFINED 1 43,981
DIAGNOSTIC PRODS COR COM 25245010 19,769 359,109 SH DEFINED 1,2,5 359,109
DIAMOND OFFSHORE DRI COM 25271C10 29,976 748,465 SH DEFINED 1,2,5,7 748,465
DIAMONDCLUSTER INTL COM 25278P10 4,521 315,498 SH DEFINED 1,2 315,498
DICKS SPORTING GOODS COM 25339310 14,119 401,673 SH DEFINED 1,2 401,673
DIEBOLD INC COM 25365110 49,372 885,912 SH DEFINED 1,2,5,9 885,912
DIGENE CORP COM 25375210 5,821 222,603 SH DEFINED 1,2 222,603
DIGI INTL INC COM 25379810 5,676 330,200 SH DEFINED 1,2,5 330,200
DIGIMARC CORP COM 25380710 2,757 295,867 SH DEFINED 1,2 295,867
DIGITAL INSIGHT CORP COM 25385P10 9,599 521,665 SH DEFINED 1,2 521,665
DIGITAL RIV INC COM 25388B10 27,248 654,843 SH DEFINED 1,2 654,843
DIGITAL RLTY TR INC COM 25386810 4,420 328,120 SH DEFINED 1,2,3 328,120
DIGITAL THEATER SYS COM 25389G10 4,469 221,992 SH DEFINED 1,2 221,992
DIGITAS INC COM 25388K10 9,071 949,793 SH DEFINED 1,2 949,793
DILLARDS INC CL A 25406710 57,529 2,141,028 SH DEFINED 1,2,5,6,9,10 2,141,028
DIME BANCORP INC NEW *W EXP 99/ 25429Q11 13 68,821 SH DEFINED 1 68,821
DIME CMNTY BANCSHARE COM 25392210 8,524 475,963 SH DEFINED 1,2,5 475,963
DIMON INC COM 25439410 3,542 527,091 SH DEFINED 1,2 527,091
DIODES INC COM 25454310 2,325 102,720 SH DEFINED 1,2 102,720
DIONEX CORP COM 25454610 17,515 309,070 SH DEFINED 1,2,5 309,070
DIRECT GEN CORP COM 25456W20 6,644 206,969 SH DEFINED 1,2 206,969
DIRECTV GROUP INC COM 25459L10 778,984 46,534,302 SH DEFINED 1,2,5,7,8,9,10,12,13,14 46,534,302
DISCOVERY LABORATORI COM 25466810 5,043 635,992 SH DEFINED 1,2,5 635,992
DISCOVERY PARTNERS I COM 25467510 93 19,812 SH DEFINED 1 19,812
DISNEY WALT CO COM DISNEY 25468710 1,862,374 66,991,872 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 66,991,872
DISTRIBUCION Y SERVI SPONSORED 25475310 241 13,309 SH DEFINED 1,2,7 13,309
DISTRIBUTED ENERGY S COM 25475V10 82 32,641 SH DEFINED 1,2 32,641
DITECH COMMUNICATION COM 25500M10 6,768 452,733 SH DEFINED 1,2 452,733
DIVERSA CORP COM 25506410 3,246 371,393 SH DEFINED 1,2 371,393
DIXIE GROUP INC CL A 25551910 263 15,644 SH DEFINED 1 15,644
DIXON TICONDEROGA CO COM 25586010 133 19,200 SH DEFINED 1 19,200
DJ ORTHOPEDICS INC COM 23325G10 5,133 239,642 SH DEFINED 1,2 239,642
DNP SELECT INCOME FD COM 23325P10 1,632 136,930 SH DEFINED 5,7 136,930
DOBSON COMMUNICATION CL A 25606910 2,420 1,406,915 SH DEFINED 1,2 1,406,915
DOCUCORP INTL INC COM 25591110 98 10,300 SH DEFINED 1 10,300
DOLLAR GEN CORP COM 25666910 237,323 11,426,250 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 11,426,250
DOLLAR THRIFTY AUTOM COM 25674310 10,684 353,787 SH DEFINED 1,2,5 353,787
DOLLAR TREE STORES I COM 25674710 41,100 1,428,569 SH DEFINED 1,2,5,9 1,428,569
DOMINION HOMES INC COM 25738610 1,361 53,920 SH DEFINED 1,2 53,920
DOMINION RES INC VA COM 25746U10 853,300 12,596,700 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 12,596,700
DOMINOS PIZZA INC COM 25754A20 5,414 304,152 SH DEFINED 1,2 304,152
DOMTAR INC COM 25756110 210 17,388 SH DEFINED 1,5,8 17,388
DONALDSON INC COM 25765110 31,380 963,177 SH DEFINED 1,2,5,9 963,177
DONEGAL GROUP INC CL A 25770120 1,873 81,678 SH DEFINED 1,2 81,678
DONEGAL GROUP INC CL B 25770130 244 10,966 SH DEFINED 1 10,966
DONNELLEY R R & SONS COM 25786710 202,401 5,735,359 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,735,359
DORAL FINL CORP COM 25811P10 51,869 1,053,175 SH DEFINED 1,2,5 1,053,175
DORCHESTER MINERALS COM UNIT 25820R10 754 31,507 SH DEFINED 1,5 31,507
DOT HILL SYS CORP COM 25848T10 4,672 595,927 SH DEFINED 1,2,5 595,927
DOUBLECLICK INC COM 25860930 13,440 1,727,520 SH DEFINED 1,2,5 1,727,520
DOV PHARMACEUTICAL I COM 25985810 3,525 195,288 SH DEFINED 1,2 195,288
DOVER CORP COM 26000310 246,273 5,872,040 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,872,040
DOVER DOWNS GAMING & COM 26009510 5,160 393,869 SH DEFINED 1,2,5 393,869
DOVER MOTORSPORTS IN COM 26017410 1,200 209,375 SH DEFINED 1,2,5 209,375
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
DOW CHEM CO COM 26054310 1,328,469 26,832,338 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 26,832,338
DOW JONES & CO INC COM 26056110 82,573 1,917,624 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 1,917,624
DOWNEY FINL CORP COM 26101810 18,769 329,281 SH DEFINED 1,2,5 329,281
DPL INC COM 23329310 43,185 1,719,820 SH DEFINED 1,2,5,9 1,719,820
DR REDDYS LABS LTD ADR 25613520 360 18,137 SH DEFINED 1 18,137
DREAMWORKS ANIMATION CL A 26153C10 8,367 223,050 SH DEFINED 1,2 223,050
DRESS BARN INC COM 26157010 5,515 313,337 SH DEFINED 1,2 313,337
DREW INDS INC COM NEW 26168L20 3,481 96,231 SH DEFINED 1,2 96,231
DREYERS GRAND ICE CR COM A CALL 26187710 478 5,947 SH DEFINED 1,5 5,947
DRIL-QUIP INC COM 26203710 3,461 142,679 SH DEFINED 1,2 142,679
DRS TECHNOLOGIES INC COM 23330X10 15,439 361,482 SH DEFINED 1,2,5 361,482
DRUGSTORE COM INC COM 26224110 1,861 547,454 SH DEFINED 1,2 547,454
DSL NET INC COM 26250610 6 26,359 SH DEFINED 1 26,359
DSP GROUP INC COM 23332B10 11,189 501,059 SH DEFINED 1,2,5 501,059
DST SYS INC DEL COM 23332610 59,759 1,146,561 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,146,561
DTE ENERGY CO COM 23333110 233,399 5,411,524 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,411,524
DU PONT E I DE NEMOU COM 26353410 2,111,672 43,051,410 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 43,051,410
DUCOMMUN INC DEL COM 26414710 2,520 120,873 SH DEFINED 1,2,5 120,873
DUKE ENERGY CORP COM 26439910 2,069,664 81,708,016 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 81,708,016
DUKE REALTY CORP COM NEW 26441150 98,096 2,873,359 SH DEFINED 1,2,3,5,7,8,9,10,12,13,14 2,873,359
DUN & BRADSTREET COR COM 26483E10 85,709 1,436,863 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,436,863
DUPONT PHOTOMASKS IN COM 26613X10 5,207 197,175 SH DEFINED 1,2 197,175
DUQUESNE LT HLDGS IN COM 26623310 28,757 1,525,546 SH DEFINED 1,2,5,9 1,525,546
DURA AUTOMOTIVE SYST CL A 26590310 302 27,922 SH DEFINED 1,5 27,922
DURATEK INC COM 26658Q10 3,367 135,175 SH DEFINED 1,2 135,175
DURECT CORP COM 26660510 1,271 387,599 SH DEFINED 1,2 387,599
DUSA PHARMACEUTICALS COM 26689810 2,695 188,483 SH DEFINED 1,2 188,483
DYAX CORP COM 26746E10 2,554 353,695 SH DEFINED 1,2 353,695
DYCOM INDS INC COM 26747510 33,748 1,105,760 SH DEFINED 1,2,5,9 1,105,760
DYNAVAX TECHNOLOGIES COM 26815810 623 77,910 SH DEFINED 1 77,910
DYNEGY INC NEW CL A 26816Q10 50,669 10,967,331 SH DEFINED 1,2,5,6,9,10 10,967,331
E M C CORP MASS COM 26864810 1,065,483 71,653,203 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 71,653,203
E ON AG SPONSORED 26878010 21,313 234,214 SH DEFINED 1,2 234,214
E PIPHANY INC COM 26881V10 4,729 979,072 SH DEFINED 1,2,5 979,072
E TRADE FINANCIAL CO COM 26924610 136,422 9,125,211 SH DEFINED 1,2,5,6,9,10 9,125,211
E Z EM INC COM NEW 26930540 969 66,394 SH DEFINED 1 66,394
EAGLE BROADBAND INC COM 26943710 1,373 2,080,373 SH DEFINED 1,2 2,080,373
EAGLE MATERIALS INC COM 26969P10 22,762 263,604 SH DEFINED 1,2,5,7 263,604
EAGLE MATERIALS INC CL B 26969P20 773 9,174 SH DEFINED 1,5 9,174
EARTHLINK INC COM 27032110 38,405 3,333,785 SH DEFINED 1,2,5 3,333,785
EAST WEST BANCORP IN COM 27579R10 35,007 834,291 SH DEFINED 1,2,5 834,291
EASTERN AMERN NAT GA SPERS RCT 27621710 222 8,800 SH DEFINED 1 8,800
EASTGROUP PPTY INC COM 27727610 17,963 468,766 SH DEFINED 1,2,3,5 468,766
EASTMAN CHEM CO COM 27743210 110,849 1,920,132 SH DEFINED 1,2,5,6,7,9,10 1,920,132
EASTMAN KODAK CO COM 27746110 274,372 8,507,649 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,507,649
EATON CORP COM 27805810 359,114 4,962,882 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,962,882
EATON VANCE CORP COM NON VT 27826510 45,970 881,504 SH DEFINED 1,2,5,9 881,504
EBAY INC COM 27864210 1,930,693 16,595,268 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 16,595,268
ECHELON CORP COM 27874N10 5,278 625,366 SH DEFINED 1,2 625,366
ECHOSTAR COMMUNICATI CL A 27876210 82,166 2,471,157 SH DEFINED 1,2,5,7,8,9,10,12,13,14 2,471,157
ECI TELECOM LTD ORD 26825810 124 15,163 SH DEFINED 1,2 15,163
ECLIPSYS CORP COM 27885610 10,283 503,327 SH DEFINED 1,2,5 503,327
ECOLAB INC COM 27886510 264,725 7,535,581 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,535,581
ECOLLEGE COM COM 27887E10 2,348 206,657 SH DEFINED 1,2 206,657
EDGE PETE CORP DEL COM 27986210 2,154 147,758 SH DEFINED 1,2 147,758
EDISON INTL COM 28102010 1,245,518 38,885,994 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 38,885,994
EDO CORP COM 28134710 7,644 240,759 SH DEFINED 1,2 240,759
EDP ENERGIAS DE PORT SPONSORED 26835310 526 17,402 SH DEFINED 1 17,402
EDUCATE INC COM 28138P10 2,810 212,200 SH DEFINED 1,2 212,200
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
EDUCATION LENDING GR COM 28140A10 2,034 131,025 SH DEFINED 1,2 131,025
EDUCATION MGMT CORP COM 28139T10 28,416 861,079 SH DEFINED 1,2,5,9 861,079
EDWARDS AG INC COM 28176010 45,988 1,064,281 SH DEFINED 1,2,5,6,7,9 1,064,281
EDWARDS LIFESCIENCES COM 28176E10 69,360 1,681,057 SH DEFINED 1,2,5,9 1,681,057
EFUNDS CORP COM 28224R10 17,655 735,336 SH DEFINED 1,2,5 735,336
EGL INC COM 26848410 23,153 774,614 SH DEFINED 1,2 774,614
EL PASO CORP COM 28336L10 336,141 32,321,279 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 32,321,279
EL PASO ELEC CO COM NEW 28367785 18,469 975,140 SH DEFINED 1,2,5 975,140
ELAN PLC ADR 28413120 342 12,549 SH DEFINED 1 12,549
ELECTRO RENT CORP COM 28521810 3,898 273,935 SH DEFINED 1,2,5 273,935
ELECTRO SCIENTIFIC I COM 28522910 8,453 427,787 SH DEFINED 1,2,5 427,787
ELECTRONIC ARTS INC COM 28551210 496,330 8,046,854 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,046,854
ELECTRONIC DATA SYS COM 28566110 672,530 29,113,832 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 29,113,832
ELECTRONICS BOUTIQUE COM 28604510 9,792 228,046 SH DEFINED 1,2,5 228,046
ELECTRONICS FOR IMAG COM 28608210 16,388 941,284 SH DEFINED 1,2,5 941,284
ELIZABETH ARDEN INC COM 28660G10 6,994 294,613 SH DEFINED 1,2 294,613
ELKCORP COM 28745610 10,637 310,854 SH DEFINED 1,2 310,854
ELLIS PERRY INTL INC COM 28885310 1,306 64,201 SH DEFINED 1,2 64,201
E-LOAN INC COM 26861P10 86 25,501 SH DEFINED 1 25,501
EMBARCADERO TECHNOLO COM 29078710 3,134 333,052 SH DEFINED 1,2 333,052
EMBOTELLADORA ANDINA SPON ADR A 29081P20 141 10,802 SH DEFINED 1,2,7 10,802
EMBREX INC COM 29081710 2,269 171,105 SH DEFINED 1 171,105
EMC INS GROUP INC COM 26866410 1,223 56,536 SH DEFINED 1,2 56,536
EMCOR GROUP INC COM 29084Q10 9,501 210,289 SH DEFINED 1,2,5 210,289
EMCORE CORP COM 29084610 114 32,729 SH DEFINED 1,5 32,729
EMERGE INTERACTIVE I CL A 29088W10 22 14,126 SH DEFINED 1 14,126
EMERITUS CORP COM 29100510 167 12,910 SH DEFINED 1 12,910
EMERSON ELEC CO COM 29101110 849,278 12,115,236 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 12,115,236
EMERSON RADIO CORP COM NEW 29108720 168 44,900 SH DEFINED 1,5 44,900
EMISPHERE TECHNOLOGI COM 29134510 123 30,549 SH DEFINED 1,2 30,549
EMMIS COMMUNICATIONS CL A 29152510 21,668 1,129,151 SH DEFINED 1,2,5,9 1,129,151
EMPIRE DIST ELEC CO COM 29164110 8,559 377,371 SH DEFINED 1,2 377,371
EMPIRE RESORTS INC COM 29205210 867 77,723 SH DEFINED 1,2 77,723
EMPRESA NACIONAL DE SPONSORED 29244T10 23,656 1,296,942 SH DEFINED 1,2,4,5,7 1,296,942
EMS TECHNOLOGIES INC COM 26873N10 2,571 154,719 SH DEFINED 1,2 154,719
EMULEX CORP COM NEW 29247520 26,725 1,587,007 SH DEFINED 1,2,5 1,587,007
ENBRIDGE ENERGY PART COM 29250R10 440 8,532 SH DEFINED 1,5 8,532
ENBRIDGE INC COM 29250N10 368 7,402 SH DEFINED 1 7,402
ENCANA CORP COM 29250510 4,448 77,958 SH DEFINED 1,5 77,958
ENCORE ACQUISITION C COM 29255W10 11,289 323,367 SH DEFINED 1,2 323,367
ENCORE CAP GROUP INC COM 29255410 4,075 171,350 SH DEFINED 1,2 171,350
ENCORE MED CORP COM 29256E10 2,816 414,678 SH DEFINED 1,2 414,678
ENCORE WIRE CORP COM 29256210 3,267 245,070 SH DEFINED 1,2,5 245,070
ENCYSIVE PHARMACEUTI COM 29256X10 8,593 865,392 SH DEFINED 1,2,5 865,392
ENDESA S A SPONSORED 29258N10 1,025 44,044 SH DEFINED 1 44,044
ENDO PHARMACEUTICALS COM 29264F20 12,452 592,661 SH DEFINED 1,2,5 592,661
ENDOCARDIAL SOLUTION COM 29296210 3,148 269,040 SH DEFINED 1,2 269,040
ENDOLOGIX INC COM 29266S10 73 10,700 SH DEFINED 1 10,700
ENDURANCE SPECIALTY SHS G3039710 2,914 85,202 SH DEFINED 1,5 85,202
ENERGEN CORP COM 29265N10 46,285 785,155 SH DEFINED 1,2,5 785,155
ENERGIZER HLDGS INC COM 29266R10 128,287 2,581,747 SH DEFINED 1,2,5,7,8,9,10,12,13,14 2,581,747
ENERGY CONVERSION DE COM 29265910 5,578 288,740 SH DEFINED 1,2 288,740
ENERGY EAST CORP COM 29266M10 78,388 2,938,080 SH DEFINED 1,2,5,7,8,9,10,12,13,14 2,938,080
ENERGY PARTNERS LTD COM 29270U10 11,598 572,158 SH DEFINED 1,2,5 572,158
ENERGYSOUTH INC COM 29297010 2,961 105,586 SH DEFINED 1,2 105,586
ENERSIS S A SPONSORED 29274F10 726 85,346 SH DEFINED 1,2 85,346
ENERSYS COM 29275Y10 1,778 116,560 SH DEFINED 1,2 116,560
ENESCO GROUP INC COM 29297310 98 12,180 SH DEFINED 1 12,180
ENGELHARD CORP COM 29284510 192,353 6,271,691 SH DEFINED 1,2,5,6,7,9,10 6,271,691
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
ENGINEERED SUPPORT S COM 29286610 20,948 353,730 SH DEFINED 1,2 353,730
ENI S P A SPONSORED 26874R10 19,753 156,966 SH DEFINED 1,2 156,966
ENNIS INC COM 29338910 4,931 256,134 SH DEFINED 1,2 256,134
ENPRO INDS INC COM 29355X10 8,877 300,187 SH DEFINED 1,2,5 300,187
ENSCO INTL INC COM 26874Q10 70,724 2,228,240 SH DEFINED 1,2,5,7,8,9,10,12,13,14 2,228,240
ENSTAR GROUP INC GA COM 29358R10 2,519 40,308 SH DEFINED 1,2 40,308
ENTEGRIS INC COM 29362U10 7,447 748,399 SH DEFINED 1,2,5 748,399
ENTERASYS NETWORKS I COM 29363710 5,228 2,904,340 SH DEFINED 1,2,5 2,904,340
ENTERCOM COMMUNICATI CL A 29363910 16,937 471,926 SH DEFINED 1,2,5,9 471,926
ENTERGY CORP NEW COM 29364G10 554,821 8,208,631 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,208,631
ENTERPRISE PRODS PAR COM 29379210 7,818 302,301 SH DEFINED 1,2,5 302,301
ENTERTAINMENT PPTYS COM SH BEN 29380T10 15,242 342,128 SH DEFINED 1,2,5 342,128
ENTRAVISION COMMUNIC CL A 29382R10 6,078 727,925 SH DEFINED 1,2,5 727,925
ENTREMED INC COM 29382F10 50 15,389 SH DEFINED 1 15,389
ENTRUST INC COM 29384810 3,181 839,324 SH DEFINED 1,2,5 839,324
ENVIRONMENTAL TECTON COM 29409210 83 13,800 SH DEFINED 1 13,800
ENZO BIOCHEM INC COM 29410010 8,485 435,782 SH DEFINED 1,2,5 435,782
ENZON PHARMACEUTICAL COM 29390410 12,494 910,661 SH DEFINED 1,2,5 910,661
EOG RES INC COM 26875P10 264,851 3,711,476 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,711,476
EON LABS INC COM 29412E10 5,696 210,963 SH DEFINED 1,2,5 210,963
EPICOR SOFTWARE CORP COM 29426L10 8,056 571,753 SH DEFINED 1,2,5 571,753
EPIQ SYS INC COM 26882D10 2,880 196,702 SH DEFINED 1,2 196,702
EPIX PHARMACEUTICALS COM 26881Q10 5,352 298,805 SH DEFINED 1,2,5 298,805
EQUIFAX INC COM 29442910 139,187 4,953,270 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,953,270
EQUINIX INC COM NEW 29444U50 7,055 165,074 SH DEFINED 1,2 165,074
EQUITABLE RES INC COM 29454910 48,919 806,441 SH DEFINED 1,2,5,6,7,9 806,441
EQUITY INNS INC COM 29470310 13,450 1,145,619 SH DEFINED 1,2,3,5 1,145,619
EQUITY LIFESTYLE PPT COM 29472R10 15,353 429,448 SH DEFINED 1,2,3,5 429,448
EQUITY OFFICE PROPER COM 29474110 423,310 14,536,736 SH DEFINED 1,2,3,5,6,7,8,9,10,12,13,14 14,536,736
EQUITY ONE COM 29475210 23,375 985,051 SH DEFINED 1,2,3 985,051
EQUITY RESIDENTIAL SH BEN INT 29476L10 347,361 9,600,919 SH DEFINED 1,2,3,5,6,7,8,9,10,12,13,14 9,600,919
ERESEARCHTECHNOLOGY COM 29481V10 10,300 649,872 SH DEFINED 1,2,5 649,872
ERICSSON L M TEL CO ADR B SEK 29482160 12,257 389,248 SH DEFINED 1,2,5 389,248
ERIE INDTY CO CL A 29530P10 12,131 230,758 SH DEFINED 1,2,5 230,758
ESB FINL CORP COM 26884F10 189 13,107 SH DEFINED 1 13,107
ESCALADE INC COM 29605610 1,682 125,869 SH DEFINED 1,2 125,869
ESCO TECHNOLOGIES IN COM 29631510 21,265 277,432 SH DEFINED 1,2,5 277,432
ESPEED INC CL A 29664310 4,077 329,616 SH DEFINED 1,2 329,616
ESS TECHNOLOGY INC COM 26915110 6,345 892,435 SH DEFINED 1,2,5 892,435
ESSEX PPTY TR INC COM 29717810 50,146 598,405 SH DEFINED 1,2,3,5 598,405
ESTERLINE TECHNOLOGI COM 29742510 11,518 352,782 SH DEFINED 1,2 352,782
ETHAN ALLEN INTERIOR COM 29760210 23,662 591,262 SH DEFINED 1,2,5 591,262
EUROBANCSHARES INC COM 29871610 1,584 75,449 SH DEFINED 1,2 75,449
EURONET WORLDWIDE IN COM 29873610 8,092 310,985 SH DEFINED 1,2,5 310,985
EVANS & SUTHERLAND C COM 29909610 107 15,300 SH DEFINED 1 15,300
EVEREST RE GROUP LTD COM G3223R10 42,741 477,232 SH DEFINED 1,5,7,8,9,10,12,13,14 477,232
EVERGREEN SOLAR INC COM 30033R10 584 133,672 SH DEFINED 2 133,672
EVOLVING SYS INC COM 30049R10 72 16,130 SH DEFINED 1 16,130
EXACT SCIENCES CORP COM 30063P10 69 17,954 SH DEFINED 1 17,954
EXACTECH INC COM 30064E10 1,286 70,313 SH DEFINED 1,2 70,313
EXAR CORP COM 30064510 9,516 670,621 SH DEFINED 1,2,5 670,621
EXCEL TECHNOLOGY INC COM 30067T10 4,329 166,491 SH DEFINED 1,2 166,491
EXELIXIS INC COM 30161Q10 10,245 1,078,426 SH DEFINED 1,2,5 1,078,426
EXELON CORP COM 30161N10 1,154,701 26,201,520 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 26,201,520
EXIDE TECHNOLOGIES COM NEW 30205120 3,903 283,255 SH DEFINED 1,2 283,255
EXPEDITORS INTL WASH COM 30213010 100,062 1,790,651 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,790,651
EXPLORATION CO COM NEW 30213320 71 11,187 SH DEFINED 1 11,187
EXPONENT INC COM 30214U10 2,209 80,362 SH DEFINED 1,2 80,362
EXPRESS SCRIPTS INC COM 30218210 182,298 2,384,846 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 2,384,846
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
EXPRESSJET HOLDINGS CL A 30218U10 12,498 970,304 SH DEFINED 1,2 970,304
EXTRA SPACE STORAGE COM 30225T10 3,224 241,895 SH DEFINED 1,2 241,895
EXTREME NETWORKS INC COM 30226D10 10,598 1,617,996 SH DEFINED 1,2,5 1,617,996
EXXON MOBIL CORP COM 30231G10 10,288,789 200,717,694 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 200,717,694
EYETECH PHARMACEUTIC COM 30229710 9,699 213,171 SH DEFINED 1,2,5 213,171
F M C CORP COM NEW 30249130 46,233 957,201 SH DEFINED 1,2,5,9 957,201
F N B CORP VA COM 30293010 2,777 97,916 SH DEFINED 1,2 97,916
F5 NETWORKS INC COM 31561610 26,299 539,809 SH DEFINED 1,2 539,809
FACTSET RESH SYS INC COM 30307510 26,645 455,940 SH DEFINED 1,2,5 455,940
FAIR ISAAC CORP COM 30325010 31,718 864,728 SH DEFINED 1,2,5,9 864,728
FAIRCHILD CORP CL A 30369810 42 11,478 SH DEFINED 1 11,478
FAIRCHILD SEMICONDUC COM 30372610 21,622 1,329,761 SH DEFINED 1,2,5,8,9,13 1,329,761
FAIRMONT HOTELS RESO COM 30520410 1,875 54,125 SH DEFINED 1 54,125
FALCONSTOR SOFTWARE COM 30613710 3,866 403,981 SH DEFINED 1,2,5 403,981
FAMILY DLR STORES IN COM 30700010 135,948 4,353,138 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,353,138
FARGO ELECTRONICS IN COM 30744P10 241 16,100 SH DEFINED 1 16,100
FARMER BROS CO COM 30767510 2,620 108,083 SH DEFINED 1,2 108,083
FARMERS CAP BK CORP COM 30956210 3,835 93,083 SH DEFINED 1,2 93,083
FARO TECHNOLOGIES IN COM 31164210 4,584 147,018 SH DEFINED 1,2 147,018
FASTENAL CO COM 31190010 52,353 850,440 SH DEFINED 1,2,5,6,9 850,440
FBL FINL GROUP INC CL A 30239F10 5,259 184,207 SH DEFINED 1,2 184,207
FEDERAL AGRIC MTG CO CL C 31314830 2,665 114,382 SH DEFINED 1,2 114,382
FEDERAL HOME LN MTG COM 31340030 1,470,197 19,948,398 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 19,948,398
FEDERAL NATL MTG ASS COM 31358610 2,089,048 29,336,444 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 29,336,444
FEDERAL REALTY INVT SH BEN INT 31374720 39,207 759,088 SH DEFINED 1,2,3,5 759,088
FEDERAL SIGNAL CORP COM 31385510 14,689 831,774 SH DEFINED 1,2,5,9 831,774
FEDERATED DEPT STORE COM 31410H10 427,122 7,390,936 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,390,936
FEDERATED INVS INC P CL B 31421110 88,583 2,913,928 SH DEFINED 1,2,5,6,9,10 2,913,928
FEDEX CORP COM 31428X10 845,319 8,582,790 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,582,790
FEI CO COM 30241L10 7,414 353,056 SH DEFINED 1,2,5 353,056
FELCOR LODGING TR IN COM 31430F10 21,195 1,446,780 SH DEFINED 1,2,3,5 1,446,780
FERRO CORP COM 31540510 16,990 732,623 SH DEFINED 1,2,5,9 732,623
FFLC BANCORP INC COM 30242W10 244 6,950 SH DEFINED 1 6,950
FIAT S P A SP ADR ORD 31562188 97 12,207 SH DEFINED 1 12,207
FIDELITY BANKSHARES COM 31604Q10 8,009 187,292 SH DEFINED 1,2 187,292
FIDELITY NATL FINL I COM 31632610 127,688 2,795,886 SH DEFINED 1,2,5,7,8,9,10,12,13,14 2,795,886
FIDELITY SOUTHN CORP COM 31639410 233 12,281 SH DEFINED 1 12,281
FIFTH THIRD BANCORP COM 31677310 680,089 14,378,209 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 14,378,209
FILENET CORP COM 31686910 19,805 768,830 SH DEFINED 1,2,5 768,830
FINANCIAL FED CORP COM 31749210 16,047 409,352 SH DEFINED 1,2 409,352
FINANCIAL INSTNS INC COM 31758540 3,469 149,223 SH DEFINED 1,2 149,223
FINDWHAT COM COM 31779410 6,473 365,090 SH DEFINED 1,2,5 365,090
FINISAR COM 31787A10 4,821 2,114,372 SH DEFINED 1,2,5 2,114,372
FINISH LINE INC CL A 31792310 9,872 539,480 SH DEFINED 1,2,5 539,480
FIRST ACCEPTANCE COR COM 31845710 2,272 253,545 SH DEFINED 1,2 253,545
FIRST ADVANTAGE CORP CL A 31845F10 983 48,183 SH DEFINED 1,2 48,183
FIRST AMERN CORP CAL COM 31852230 48,469 1,379,309 SH DEFINED 1,2,5,9 1,379,309
FIRST BANCORP N C COM 31891010 4,331 159,391 SH DEFINED 1,2,5 159,391
FIRST BANCORP P R COM 31867210 35,480 558,655 SH DEFINED 1,2,5 558,655
FIRST BUSEY CORP COM 31938310 3,828 183,438 SH DEFINED 1,2,5 183,438
FIRST CASH FINL SVCS COM 31942D10 4,084 152,895 SH DEFINED 1,2 152,895
FIRST CHARTER CORP COM 31943910 11,272 430,741 SH DEFINED 1,2,5 430,741
FIRST CMNTY BANCORP COM 31983B10 8,266 193,579 SH DEFINED 1,2 193,579
FIRST CMNTY BANCSHAR COM 31983A10 5,314 147,296 SH DEFINED 1,2 147,296
FIRST COMWLTH FINL C COM 31982910 14,764 959,309 SH DEFINED 1,2,5 959,309
FIRST CONSULTING GRO COM 31986R10 135 22,167 SH DEFINED 1 22,167
FIRST CTZNS BANCSHAR CL A 31946M10 13,462 90,804 SH DEFINED 1,2,5 90,804
FIRST DATA CORP COM 31996310 1,169,996 27,503,423 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 27,503,423
FIRST DEFIANCE FINL COM 32006W10 387 13,412 SH DEFINED 1,5 13,412
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
FIRST FINL BANCORP O COM 32020910 9,069 518,214 SH DEFINED 1,2,5 518,214
FIRST FINL BANKSHARE COM 32020R10 8,809 196,589 SH DEFINED 1,2,5 196,589
FIRST FINL CORP IND COM 32021810 7,093 202,495 SH DEFINED 1,2 202,495
FIRST FINL HLDGS INC COM 32023910 5,791 176,886 SH DEFINED 1,2 176,886
FIRST HEALTH GROUP C COM 32096010 39,727 2,123,289 SH DEFINED 1,2,5,7,9 2,123,289
FIRST HORIZON NATL C COM 32051710 147,375 3,418,577 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,418,577
FIRST HORIZON PHARMA COM 32051K10 9,181 401,111 SH DEFINED 1,2 401,111
FIRST IND CORP COM 32054R10 5,283 234,706 SH DEFINED 1,2 234,706
FIRST INDUSTRIAL REA COM 32054K10 35,902 881,459 SH DEFINED 1,2,3,5 881,459
FIRST LONG IS CORP COM 32073410 2,211 43,826 SH DEFINED 1,2 43,826
FIRST MARBLEHEAD COR COM 32077110 8,904 158,288 SH DEFINED 1,2,5 158,288
FIRST MERCHANTS CORP COM 32081710 8,460 298,935 SH DEFINED 1,2 298,935
FIRST MIDWEST BANCOR COM 32086710 27,406 755,201 SH DEFINED 1,2,5 755,201
FIRST NATL BANKSHRS COM 32110010 18,760 784,937 SH DEFINED 1,2,5 784,937
FIRST NIAGARA FINL G COM 33582V10 16,532 1,185,099 SH DEFINED 1,2,5 1,185,099
FIRST OAK BROOK BANC COM 33584720 3,095 95,482 SH DEFINED 1,2 95,482
FIRST PL FINL CORP COM 33610T10 6,320 282,276 SH DEFINED 1,2 282,276
FIRST POTOMAC RLTY T COM 33610F10 271 11,900 SH DEFINED 1 11,900
FIRST REP BK SAN FRA COM 33615810 9,242 174,371 SH DEFINED 1,2 174,371
FIRST ST BANCORPORAT COM 33645310 6,296 171,272 SH DEFINED 1,2 171,272
FIRST UN REAL EST EQ SH BEN INT 33740010 56 14,849 SH DEFINED 1 14,849
FIRSTBANK CORP MICH COM 33761G10 2,248 78,393 SH DEFINED 1,5 78,393
FIRSTENERGY CORP COM 33793210 883,172 22,353,129 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 22,353,129
FIRSTFED FINL CORP COM 33790710 20,400 393,293 SH DEFINED 1,2,5 393,293
FIRSTMERIT CORP COM 33791510 27,767 974,611 SH DEFINED 1,2,5,9 974,611
FISERV INC COM 33773810 224,065 5,575,135 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,575,135
FISHER COMMUNICATION COM 33775620 4,280 87,571 SH DEFINED 1,2 87,571
FISHER SCIENTIFIC IN COM NEW 33803220 195,541 3,134,682 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,134,682
FLAG FINL CORP COM 33832H10 191 12,606 SH DEFINED 1 12,606
FLAGSTAR BANCORP INC COM 33793010 22,934 1,014,785 SH DEFINED 1,2,5 1,014,785
FLANDERS CORP COM 33849410 1,453 151,353 SH DEFINED 1 151,353
FLEETWOOD ENTERPRISE COM 33909910 12,262 910,969 SH DEFINED 1,2,6 910,969
FLEXTRONICS INTL LTD ORD Y2573F10 35,293 2,553,748 SH DEFINED 1,2,5,7,8,9,10,12,13,14 2,553,748
FLIR SYS INC COM 30244510 20,167 316,143 SH DEFINED 1,2,5 316,143
FLORIDA EAST COAST I COM 34063210 13,490 299,120 SH DEFINED 1,2 299,120
FLORIDA ROCK INDS IN COM 34114010 19,890 334,111 SH DEFINED 1,2,5,7 334,111
FLOWERS FOODS INC COM 34349810 16,389 518,964 SH DEFINED 1,2,5 518,964
FLOWSERVE CORP COM 34354P10 34,903 1,267,344 SH DEFINED 1,2,5,9 1,267,344
FLUOR CORP NEW COM 34341210 126,711 2,324,554 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 2,324,554
FLUSHING FINL CORP COM 34387310 7,288 363,310 SH DEFINED 1,2 363,310
FLYI INC COM 34407T10 1,154 652,154 SH DEFINED 1,2 652,154
FMC TECHNOLOGIES INC COM 30249U10 30,086 934,348 SH DEFINED 1,2,5,9 934,348
FMS FINL CORP COM 30250910 201 9,600 SH DEFINED 1 9,600
FNB CORP PA COM 30252010 14,737 723,814 SH DEFINED 1,2,5 723,814
FOCUS ENHANCEMENTS I COM 34415910 13 11,700 SH DEFINED 1 11,700
FOMENTO ECONOMICO ME SPON ADR U 34441910 4,516 85,834 SH DEFINED 1,2 85,834
FONAR CORP COM 34443710 47 30,200 SH DEFINED 1 30,200
FOOT LOCKER INC COM 34484910 63,006 2,339,624 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 2,339,624
FOOTHILL INDPT BANCO COM 34490510 208 8,875 SH DEFINED 1 8,875
FORD MTR CO DEL COM PAR $0 34537086 874,002 59,699,622 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 59,699,622
FOREST CITY ENTERPRI CL A 34555010 14,956 259,878 SH DEFINED 1,2,5 259,878
FOREST LABS INC COM 34583810 404,858 9,024,912 SH DEFINED 1,2,5,6,9,10,13 9,024,912
FOREST OIL CORP COM PAR $0 34609170 29,546 931,478 SH DEFINED 1,2,5,9 931,478
FORMFACTOR INC COM 34637510 10,208 376,117 SH DEFINED 1,2 376,117
FORRESTER RESH INC COM 34656310 3,892 216,936 SH DEFINED 1,2 216,936
FORTUNE BRANDS INC COM 34963110 378,321 4,901,807 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,901,807
FORWARD AIR CORP COM 34985310 22,376 500,584 SH DEFINED 1,2 500,584
FOSSIL INC COM 34988210 10,448 407,491 SH DEFINED 1,2 407,491
FOSTER L B CO COM 35006010 180 18,900 SH DEFINED 1 18,900
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
FOUNDATION COAL HLDG COM 35039W10 470 20,400 SH DEFINED 1 20,400
FOUNDRY NETWORKS INC COM 35063R10 13,584 1,032,245 SH DEFINED 1,2,5 1,032,245
FOUNTAIN POWERBOAT I COM NEW 35075530 73 13,400 SH DEFINED 1 13,400
FOUR SEASONS HOTEL I LTD VTG SH 35100E10 1,513 18,502 SH DEFINED 1 18,502
FOX ENTMT GROUP INC CL A 35138T10 54,849 1,754,606 SH DEFINED 1,2,5,7 1,754,606
FOXHOLLOW TECHNOLOGI COM 35166A10 1,128 45,892 SH DEFINED 1 45,892
FPIC INS GROUP INC COM 30256310 5,566 157,330 SH DEFINED 1,2,5 157,330
FPL GROUP INC COM 30257110 458,258 6,130,548 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 6,130,548
FRANCE TELECOM SPONSORED 35177Q10 460 13,894 SH DEFINED 1 13,894
FRANKLIN BK CORP DEL COM 35245110 3,014 165,126 SH DEFINED 1,2 165,126
FRANKLIN ELEC INC COM 35351410 9,369 221,706 SH DEFINED 1,2 221,706
FRANKLIN RES INC COM 35461310 414,639 5,953,176 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,953,176
FREDS INC CL A 35610810 10,085 579,603 SH DEFINED 1,2,5 579,603
FREEPORT-MCMORAN COP CL B 35671D85 185,122 4,842,335 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,842,335
FREESCALE SEMICONDUC COM CL A 35687M10 1,725 96,824 SH DEFINED 1,5 96,824
FREESCALE SEMICONDUC CL B 35687M20 179,506 9,777,032 SH DEFINED 1,2,5,6,7,8,9,10,13 9,777,032
FREMONT GEN CORP COM 35728810 13,419 532,916 SH DEFINED 1,2,5 532,916
FRESH DEL MONTE PROD ORD G3673810 712 24,040 SH DEFINED 1,5 24,040
FRIEDMAN BILLINGS RA CL A 35843410 23,568 1,215,497 SH DEFINED 1,2,5,7 1,215,497
FRIEDMAN INDS INC COM 35843510 240 22,240 SH DEFINED 1 22,240
FRONTIER AIRLINES IN COM 35906510 5,579 488,945 SH DEFINED 1,2 488,945
FRONTIER FINL CORP W COM 35907K10 8,950 231,801 SH DEFINED 1,2,5 231,801
FRONTIER OIL CORP COM 35914P10 15,819 593,368 SH DEFINED 1,2 593,368
FRONTLINE LTD ORD G3682E12 220 4,955 SH DEFINED 1,5 4,955
FSI INTL INC COM 30263310 1,628 348,571 SH DEFINED 1,2 348,571
FTI CONSULTING INC COM 30294110 12,664 601,051 SH DEFINED 1,2,5 601,051
FUELCELL ENERGY INC COM 35952H10 5,932 599,206 SH DEFINED 1,2,5 599,206
FUJI PHOTO FILM LTD ADR 35958630 630 17,042 SH DEFINED 1 17,042
FULLER H B CO COM 35969410 11,893 417,135 SH DEFINED 1,2,5 417,135
FULTON FINL CORP PA COM 36027110 24,967 1,071,077 SH DEFINED 1,2,5 1,071,077
FURNITURE BRANDS INT COM 36092110 23,624 943,079 SH DEFINED 1,2,5,9 943,079
FX ENERGY INC COM 30269510 5,030 430,617 SH DEFINED 1,2 430,617
G & K SVCS INC CL A 36126810 11,820 272,216 SH DEFINED 1,2,5 272,216
G B & T BANCSHARES I COM 36146210 2,753 114,131 SH DEFINED 1,2 114,131
GABELLI ASSET MGMT I CL A 36239Y10 4,715 97,182 SH DEFINED 1,2 97,182
GABLES RESIDENTIAL T SH BEN INT 36241810 22,669 633,380 SH DEFINED 1,2,3,5 633,380
GAIAM INC CL A 36268Q10 93 15,100 SH DEFINED 1,2 15,100
GALLAGHER ARTHUR J & COM 36357610 36,213 1,114,236 SH DEFINED 1,2,5,9 1,114,236
GALLAHER GROUP PLC SPONSORED 36359510 18,048 297,290 SH DEFINED 1 297,290
GAMESTOP CORP CL A 36466R10 4,037 180,544 SH DEFINED 1,2,5 180,544
GAMESTOP CORP COM CL B 36466R20 8,738 389,922 SH DEFINED 1,2,5 389,922
GANDER MOUNTAIN CO COM 36471P10 760 59,228 SH DEFINED 1 59,228
GANNETT INC COM 36473010 644,262 7,885,707 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,885,707
GAP INC DEL COM 36476010 521,905 24,711,407 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 24,711,407
GARDNER DENVER INC COM 36555810 14,837 408,841 SH DEFINED 1,2 408,841
GARMIN LTD ORD G3726010 4,688 77,058 SH DEFINED 1,5 77,058
GARTNER INC COM 36665110 12,893 1,034,737 SH DEFINED 1,2,5,9 1,034,737
GARTNER INC CL B 36665120 3,143 255,701 SH DEFINED 1,9 255,701
GATEWAY INC COM 36762610 53,152 8,843,980 SH DEFINED 1,2,5,6,9,10 8,843,980
GATX CORP COM 36144810 38,598 1,305,741 SH DEFINED 1,2,5,6,9 1,305,741
GAYLORD ENTMT CO NEW COM 36790510 18,047 434,553 SH DEFINED 1,2,7 434,553
GEMPLUS INTL S A ADR 36866Y10 68 14,520 SH DEFINED 1 14,520
GEMSTAR-TV GUIDE INT COM 36866W10 17,983 3,037,704 SH DEFINED 1,2,5 3,037,704
GENAERA CORP COM 36867G10 2,314 676,720 SH DEFINED 1,2 676,720
GENAISSANCE PHARMACE COM 36867W10 31 14,456 SH DEFINED 1 14,456
GENCORP INC COM 36868210 12,140 653,762 SH DEFINED 1,2 653,762
GENE LOGIC INC COM 36868910 196 53,319 SH DEFINED 1,2,5 53,319
GENELABS TECHNOLOGIE COM 36870610 1,295 1,078,777 SH DEFINED 1,2,5 1,078,777
GENENCOR INTL INC COM 36870910 3,673 223,964 SH DEFINED 1,2 223,964
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
GENENTECH INC COM NEW 36871040 302,395 5,554,644 SH DEFINED 1,2,5,7,8,9,10,12,13,14 5,554,644
GENERAL BINDING CORP COM 36915410 1,594 122,031 SH DEFINED 1,2 122,031
GENERAL CABLE CORP D COM 36930010 7,857 567,293 SH DEFINED 1,2,5 567,293
GENERAL COMMUNICATIO CL A 36938510 6,935 628,201 SH DEFINED 1,2 628,201
GENERAL DYNAMICS COR COM 36955010 704,247 6,732,767 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 6,732,767
GENERAL ELEC CO COM 36960410 11,468,470 314,204,647 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 314,204,647
GENERAL GROWTH PPTYS COM 37002110 170,477 4,714,527 SH DEFINED 1,2,3,5,7,8,9,10,12,13,14 4,714,527
GENERAL MARITIME COR SHS Y2692M10 2,674 66,939 SH DEFINED 1,5 66,939
GENERAL MLS INC COM 37033410 450,265 9,057,830 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 9,057,830
GENERAL MTRS CORP COM 37044210 4,130,587 103,110,017 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 103,110,017
GENESCO INC COM 37153210 13,531 434,532 SH DEFINED 1,2 434,532
GENESEE & WYO INC CL A 37155910 9,225 327,936 SH DEFINED 1,2 327,936
GENESIS HEALTHCARE C COM 37184D10 16,618 474,383 SH DEFINED 1,2,5 474,383
GENESIS MICROCHIP IN COM 37184C10 7,827 482,533 SH DEFINED 1,2 482,533
GENITOPE CORP COM 37229P50 332 19,500 SH DEFINED 1 19,500
GENLYTE GROUP INC COM 37230210 26,122 304,881 SH DEFINED 1,2 304,881
GEN-PROBE INC NEW COM 36866T10 23,362 516,755 SH DEFINED 1,2,5 516,755
GENTA INC COM NEW 37245M20 1,339 760,711 SH DEFINED 1,2,5 760,711
GENTEX CORP COM 37190110 38,237 1,032,883 SH DEFINED 1,2,5,9 1,032,883
GENTIVA HEALTH SERVI COM 37247A10 6,100 364,857 SH DEFINED 1,2,5 364,857
GENUINE PARTS CO COM 37246010 200,790 4,557,188 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,557,188
GENUS INC COM 37246110 84 44,200 SH DEFINED 1,5 44,200
GENVEC INC COM 37246C10 23 14,112 SH DEFINED 1 14,112
GENWORTH FINL INC COM CL A 37247D10 30,386 1,125,402 SH DEFINED 1,2,5 1,125,402
GENZYME CORP COM GENL D 37291710 375,855 6,472,455 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 6,472,455
GEO GROUP INC COM 36159R10 3,209 120,726 SH DEFINED 1,2,5 120,726
GEORGIA GULF CORP COM PAR $0 37320020 40,951 822,317 SH DEFINED 1,2,5 822,317
GEORGIA PAC CORP COM 37329810 384,415 10,256,540 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 10,256,540
GERBER SCIENTIFIC IN COM 37373010 158 20,716 SH DEFINED 1,2 20,716
GERDAU S A SPONSORED 37373710 2,572 142,877 SH DEFINED 1,2 142,877
GERMAN AMERN BANCORP COM 37386510 1,964 121,959 SH DEFINED 1,2,5 121,959
GERON CORP COM 37416310 5,368 673,579 SH DEFINED 1,2 673,579
GETTY IMAGES INC COM 37427610 25,929 376,599 SH DEFINED 1,2,5 376,599
GETTY RLTY CORP NEW COM 37429710 7,802 271,566 SH DEFINED 1,2 271,566
GEVITY HR INC COM 37439310 7,081 344,384 SH DEFINED 1,2 344,384
GIANT INDS INC COM 37450810 4,640 175,034 SH DEFINED 1,2 175,034
GIBRALTAR INDS INC COM 37468910 7,694 325,722 SH DEFINED 1,2 325,722
G-III APPAREL GROUP COM 36237H10 88 12,700 SH DEFINED 1 12,700
GILEAD SCIENCES INC COM 37555810 398,068 11,376,626 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 11,376,626
GILLETTE CO COM 37576610 1,365,407 30,491,457 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 30,491,457
GLACIER BANCORP INC COM 37637Q10 11,414 335,298 SH DEFINED 1,2 335,298
GLADSTONE CAPITAL CO COM 37653510 2,508 105,835 SH DEFINED 1,2 105,835
GLAMIS GOLD LTD COM 37677510 3,378 196,841 SH DEFINED 1,9 196,841
GLATFELTER COM 37731610 8,391 549,124 SH DEFINED 1,2,9 549,124
GLAXOSMITHKLINE PLC SPONSORED 37733W10 922,653 19,469,361 SH DEFINED 1,2 19,469,361
GLENAYRE TECHNOLOGIE COM 37789910 82 37,475 SH DEFINED 1 37,475
GLENBOROUGH RLTY TR COM 37803P10 14,684 690,031 SH DEFINED 1,2,3,5 690,031
GLIMCHER RLTY TR SH BEN INT 37930210 21,213 765,526 SH DEFINED 1,2,3,5 765,526
GLOBAL CROSSING LTD SHS NEW G3921A17 395 21,800 SH DEFINED 1 21,800
GLOBAL IMAGING SYSTE COM 37934A10 14,044 355,543 SH DEFINED 1,2 355,543
GLOBAL INDS LTD COM 37933610 10,682 1,288,564 SH DEFINED 1,2,5 1,288,564
GLOBAL PMTS INC COM 37940X10 19,960 340,959 SH DEFINED 1,2,5 340,959
GLOBAL POWER EQUIPME COM 37941P10 4,819 489,778 SH DEFINED 1,2,5 489,778
GLOBAL SIGNAL INC COM 37944Q10 3,256 118,244 SH DEFINED 1,2 118,244
GLOBALSANTAFE CORP SHS G3930E10 36,301 1,096,378 SH DEFINED 1,5,7,8,9,10,12,13,14 1,096,378
GMH CMNTYS TR COM 36188G10 6,859 486,460 SH DEFINED 1,2,3 486,460
GOLD BANC CORP INC COM 37990710 7,960 544,437 SH DEFINED 1,2,5 544,437
GOLD KIST INC COM 38061410 1,749 128,401 SH DEFINED 1 128,401
GOLDEN TELECOM INC COM 38122G10 4,876 184,543 SH DEFINED 1,2 184,543
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
GOLDEN WEST FINL COR COM 38131710 502,093 8,174,741 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,174,741
GOLDMAN SACHS GROUP COM 38141G10 1,229,375 11,816,371 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 11,816,371
GOODRICH CORP COM 38238810 107,879 3,305,117 SH DEFINED 1,2,5,6,7,9,10 3,305,117
GOODRICH PETE CORP COM NEW 38241040 233 14,400 SH DEFINED 1 14,400
GOODYEAR TIRE & RUBR COM 38255010 109,946 7,499,718 SH DEFINED 1,2,5,6,9,10 7,499,718
GOODYS FAMILY CLOTHI COM 38258810 3,152 344,882 SH DEFINED 1,2,5 344,882
GOOGLE INC CL A 38259P50 51,471 266,981 SH DEFINED 1,2,5,7,8,9,10,12,13,14 266,981
GOREMOTE INTERNET CO COM 38285910 28 13,500 SH DEFINED 1 13,500
GORMAN RUPP CO COM 38308210 5,990 260,451 SH DEFINED 1,2 260,451
GOTTSCHALKS INC COM 38348510 98 10,992 SH DEFINED 1 10,992
GOVERNMENT PPTYS TR COM 38374W10 2,638 267,515 SH DEFINED 1,2 267,515
GP STRATEGIES CORP COM 36225V10 151 20,257 SH DEFINED 1 20,257
GRACE W R & CO DEL N COM 38388F10 23,717 1,742,650 SH DEFINED 1,2 1,742,650
GRACO INC COM 38410910 37,622 1,007,290 SH DEFINED 1,2,5,9 1,007,290
GRAFTECH INTL LTD COM 38431310 14,610 1,544,410 SH DEFINED 1,2,5 1,544,410
GRAINGER W W INC COM 38480210 166,134 2,493,753 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 2,493,753
GRAMERCY CAP CORP COM 38487110 1,759 85,380 SH DEFINED 1,2 85,380
GRANITE CONSTR INC COM 38732810 22,751 855,297 SH DEFINED 1,2,5,9 855,297
GRANT PRIDECO INC COM 38821G10 40,230 2,006,506 SH DEFINED 1,2,5,9 2,006,506
GRAPHIC PACKAGING CO COM 38868810 6,646 923,072 SH DEFINED 1,2 923,072
GRAY TELEVISION INC COM 38937510 9,480 611,619 SH DEFINED 1,2 611,619
GREAT AMERN FINL RES COM 38991510 1,810 104,191 SH DEFINED 1,2 104,191
GREAT ATLANTIC & PAC COM 39006410 2,442 238,285 SH DEFINED 1,2,5 238,285
GREAT LAKES CHEM COR COM 39056810 47,443 1,665,258 SH DEFINED 1,2,5,6,9,10 1,665,258
GREAT NORTHN IRON OR CTFS BEN I 39106410 1,550 13,248 SH DEFINED 1,5 13,248
GREAT PLAINS ENERGY COM 39116410 30,732 1,014,940 SH DEFINED 1,2,5,9 1,014,940
GREAT SOUTHN BANCORP COM 39090510 4,827 137,918 SH DEFINED 1,2 137,918
GREATER BAY BANCORP COM 39164810 28,216 1,012,057 SH DEFINED 1,2,5,9 1,012,057
GREEN MTN COFFEE ROA COM 39312210 208 8,300 SH DEFINED 1,2 8,300
GREENBRIER COS INC COM 39365710 3,142 92,835 SH DEFINED 1,2 92,835
GREENFIELD ONLINE IN COM 39515010 1,002 45,550 SH DEFINED 1 45,550
GREENHILL & CO INC COM 39525910 3,724 129,755 SH DEFINED 1 129,755
GREIF INC CL A 39762410 10,371 185,202 SH DEFINED 1,2 185,202
GREY GLOBAL GROUP IN COM 39787M10 18,793 17,085 SH DEFINED 1,2,5 17,085
GREY WOLF INC COM 39788810 14,222 2,698,622 SH DEFINED 1,2,5 2,698,622
GRIFFIN LD & NURSERI CL A 39823110 221 8,600 SH DEFINED 1 8,600
GRIFFON CORP COM 39843310 9,786 362,430 SH DEFINED 1,2 362,430
GROUP 1 AUTOMOTIVE I COM 39890510 8,338 264,695 SH DEFINED 1,2 264,695
GROUPE CGI INC CL A SUB V 39945C10 95 14,270 SH DEFINED 1 14,270
GROUPE DANONE SPONSORED 39944910 805 43,666 SH DEFINED 1 43,666
GRUPO AEROPORTUARIO SPON ADR S 40051E20 715 26,143 SH DEFINED 1,7 26,143
GRUPO TELEVISA SA DE SP ADR REP 40049J20 12,149 200,808 SH DEFINED 1,2 200,808
GSI COMMERCE INC COM 36238G10 4,948 278,303 SH DEFINED 1,2,5 278,303
GTECH HLDGS CORP COM 40051810 45,448 1,751,379 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,751,379
GTX INC DEL COM 40052B10 864 64,011 SH DEFINED 1,2 64,011
GUESS INC COM 40161710 5,249 418,240 SH DEFINED 1,2 418,240
GUIDANT CORP COM 40169810 635,588 8,815,372 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,815,372
GUILFORD PHARMACEUTI COM 40182910 2,435 491,896 SH DEFINED 1,2 491,896
GUITAR CTR MGMT INC COM 40204010 19,492 369,944 SH DEFINED 1,2,5 369,944
GULF ISLAND FABRICAT COM 40230710 2,836 129,896 SH DEFINED 1,2 129,896
GULFMARK OFFSHORE IN COM 40262910 4,552 204,386 SH DEFINED 1,2,5 204,386
GYMBOREE CORP COM 40377710 5,545 432,526 SH DEFINED 1,2 432,526
HAEMONETICS CORP COM 40502410 24,709 682,372 SH DEFINED 1,2,5 682,372
HAGGAR CORP COM 40517310 203 8,623 SH DEFINED 1 8,623
HAIN CELESTIAL GROUP COM 40521710 8,086 391,172 SH DEFINED 1,2,5 391,172
HALLIBURTON CO COM 40621610 497,230 12,671,504 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 12,671,504
HANARO TELECOM INC SPONSORED 40964920 37 12,549 SH DEFINED 1 12,549
HANCOCK FABRICS INC COM 40990010 2,754 265,550 SH DEFINED 1,2 265,550
HANCOCK HLDG CO COM 41012010 14,732 440,291 SH DEFINED 1,2 440,291
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
HANDLEMAN CO DEL COM 41025210 8,401 391,128 SH DEFINED 1,2 391,128
HANGER ORTHOPEDIC GR COM NEW 41043F20 2,669 329,529 SH DEFINED 1,2,5 329,529
HANMI FINL CORP COM 41049510 7,525 209,389 SH DEFINED 1,2 209,389
HANOVER COMPRESSOR C COM 41076810 25,475 1,802,890 SH DEFINED 1,2,5,9 1,802,890
HANSEN NAT CORP COM 41131010 2,322 63,770 SH DEFINED 1,2 63,770
HANSON PLC NEW SPONSORED 41134910 262 6,093 SH DEFINED 1 6,093
HARBOR FLA BANCSHARE COM 41190110 10,384 300,020 SH DEFINED 1,2,5 300,020
HARDINGE INC COM 41232430 6,282 471,945 SH DEFINED 1 471,945
HARKEN ENERGY CORP COM NEW 41255230 49 94,171 SH DEFINED 1 94,171
HARLAND JOHN H CO COM 41269310 17,579 486,966 SH DEFINED 1,2,5 486,966
HARLEY DAVIDSON INC COM 41282210 552,843 9,100,302 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 9,100,302
HARLEYSVILLE GROUP I COM 41282410 6,509 272,680 SH DEFINED 1,2 272,680
HARLEYSVILLE NATL CO COM 41285010 9,984 375,339 SH DEFINED 1,2 375,339
HARMAN INTL INDS INC COM 41308610 155,671 1,225,753 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,225,753
HARMONIC INC COM 41316010 9,510 1,140,284 SH DEFINED 1,2,5 1,140,284
HARMONY GOLD MNG LTD SPONSORED 41321630 391 42,184 SH DEFINED 1 42,184
HARRAHS ENTMT INC COM 41361910 395,642 5,914,817 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,914,817
HARRIS & HARRIS GROU COM 41383310 2,793 170,512 SH DEFINED 1,2 170,512
HARRIS CORP DEL COM 41387510 79,440 1,285,638 SH DEFINED 1,2,5,7,9 1,285,638
HARRIS INTERACTIVE I COM 41454910 5,684 719,520 SH DEFINED 1,2 719,520
HARSCO CORP COM 41586410 26,048 467,305 SH DEFINED 1,2,5,9 467,305
HARTE-HANKS INC COM 41619610 36,570 1,407,613 SH DEFINED 1,2,5,9 1,407,613
HARTFORD FINL SVCS G COM 41651510 1,363,018 19,665,535 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 19,665,535
HARTMARX CORP COM 41711910 2,740 352,617 SH DEFINED 1,2 352,617
HARVARD BIOSCIENCE I COM 41690610 72 15,632 SH DEFINED 1 15,632
HARVEST NATURAL RESO COM 41754V10 8,527 493,729 SH DEFINED 1,2,5 493,729
HASBRO INC COM 41805610 113,828 5,873,499 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,873,499
HAVAS SPONSORED 41931310 71 12,678 SH DEFINED 1 12,678
HAVERTY FURNITURE IN COM 41959610 4,628 250,143 SH DEFINED 1,2 250,143
HAWAIIAN ELEC INDUST COM 41987010 28,822 988,732 SH DEFINED 1,2,5,9 988,732
HAWAIIAN HOLDINGS IN COM 41987910 81 11,915 SH DEFINED 1 11,915
HAWK CORP CL A 42008910 140 16,200 SH DEFINED 1 16,200
HAWKINS INC COM 42026110 147 12,452 SH DEFINED 1 12,452
HAYES LEMMERZ INTL I COM NEW 42078130 4,438 502,590 SH DEFINED 1,2 502,590
HCA INC COM 40411910 448,930 11,234,490 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 11,234,490
HCC INS HLDGS INC COM 40413210 23,980 724,027 SH DEFINED 1,2,5,9 724,027
HEADWATERS INC COM 42210P10 15,446 541,971 SH DEFINED 1,2 541,971
HEALTH CARE PPTY INV COM 42191510 29,897 1,079,689 SH DEFINED 1,2,5 1,079,689
HEALTH CARE REIT INC COM 42217K10 21,555 565,007 SH DEFINED 1,2,5 565,007
HEALTH MGMT ASSOC IN CL A 42193310 152,722 6,721,925 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 6,721,925
HEALTH NET INC COM 42222G10 57,265 1,983,536 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,983,536
HEALTHCARE RLTY TR COM 42194610 29,384 721,954 SH DEFINED 1,2,5 721,954
HEALTHCARE SVCS GRP COM 42190610 4,506 216,231 SH DEFINED 1,2 216,231
HEALTHEXTRAS INC COM 42221110 4,585 281,266 SH DEFINED 1,2 281,266
HEALTHTRONICS INC COM 42222L10 733 68,973 SH DEFINED 1,2,5 68,973
HEARST-ARGYLE TELEVI COM 42231710 12,599 477,601 SH DEFINED 1,2,5 477,601
HEARTLAND EXPRESS IN COM 42234710 24,803 1,103,806 SH DEFINED 1,2,5 1,103,806
HEARTLAND FINL USA I COM 42234Q10 2,287 113,745 SH DEFINED 1,2 113,745
HECLA MNG CO COM 42270410 11,548 1,980,733 SH DEFINED 1,2,5 1,980,733
HEICO CORP NEW COM 42280610 6,511 288,209 SH DEFINED 1,2,5 288,209
HEICO CORP NEW CL A 42280620 227 13,114 SH DEFINED 1 13,114
HEIDRICK & STRUGGLES COM 42281910 9,483 276,726 SH DEFINED 1,2,5 276,726
HEINZ H J CO COM 42307410 392,441 10,065,163 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 10,065,163
HELEN OF TROY CORP L COM G4388N10 760 22,607 SH DEFINED 1,5 22,607
HELIX TECHNOLOGY COR COM 42331910 7,442 427,972 SH DEFINED 1,2 427,972
HELLENIC TELECOM ORG SPONSORED 42332530 422 47,912 SH DEFINED 1 47,912
HELMERICH & PAYNE IN COM 42345210 32,085 942,567 SH DEFINED 1,2,5,6,9 942,567
HEMISPHERX BIOPHARMA COM 42366C10 57 30,210 SH DEFINED 1,5 30,210
HENRY JACK & ASSOC I COM 42628110 17,805 894,265 SH DEFINED 1,2,5,9 894,265
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
HERCULES INC COM 42705610 52,149 3,511,707 SH DEFINED 1,2,5,6,9,10 3,511,707
HERITAGE COMMERCE CO COM 42692710 278 14,600 SH DEFINED 1 14,600
HERITAGE PPTY INVT T COM 42725M10 40,148 1,251,105 SH DEFINED 1,2,3 1,251,105
HERLEY INDS INC DEL COM 42739810 3,447 169,468 SH DEFINED 1,2 169,468
HERSHA HOSPITALITY T SH BEN INT 42782510 134 11,700 SH DEFINED 1,2 11,700
HERSHEY FOODS CORP COM 42786610 342,859 6,173,185 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 6,173,185
HEWITT ASSOCS INC COM 42822Q10 11,542 360,578 SH DEFINED 1,2,5 360,578
HEWLETT PACKARD CO COM 42823610 1,957,694 93,356,883 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 93,356,883
HEXCEL CORP NEW COM 42829110 6,413 442,254 SH DEFINED 1,2 442,254
HI / FN INC COM 42835810 213 23,120 SH DEFINED 1 23,120
HIBBETT SPORTING GOO COM 42856510 9,026 339,211 SH DEFINED 1,2 339,211
HIBERNIA CORP CL A 42865610 84,545 2,864,971 SH DEFINED 1,2,5,7,8,9,10,12,13,14 2,864,971
HICKORY TECH CORP COM 42906010 180 16,862 SH DEFINED 1 16,862
HIGHLAND HOSPITALITY COM 43014110 5,230 465,297 SH DEFINED 1,2 465,297
HIGHWOODS PPTYS INC COM 43128410 43,481 1,569,727 SH DEFINED 1,2,3,5,9 1,569,727
HILB ROGAL & HOBBS C COM 43129410 20,064 553,650 SH DEFINED 1,2,5 553,650
HILFIGER TOMMY CORP ORD G8915Z10 710 62,966 SH DEFINED 1,2,5 62,966
HILLENBRAND INDS INC COM 43157310 52,911 952,657 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 952,657
HILTON HOTELS CORP COM 43284810 332,040 14,601,590 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 14,601,590
HITACHI LIMITED ADR 10 COM 43357850 602 8,669 SH DEFINED 1 8,669
HI-TECH PHARMACAL IN COM 42840B10 196 10,650 SH DEFINED 1 10,650
HMN FINL INC COM 40424G10 202 6,300 SH DEFINED 1 6,300
HNI CORP COM 40425110 30,296 703,739 SH DEFINED 1,2,5,6,9 703,739
HOLLINGER INTL INC CL A 43556910 12,231 780,063 SH DEFINED 1,2,5 780,063
HOLLIS-EDEN PHARMACE COM 43590210 1,763 187,159 SH DEFINED 1,2 187,159
HOLLY CORP COM PAR $0 43575830 9,980 358,074 SH DEFINED 1,2 358,074
HOLLYWOOD ENTMT CORP COM 43614110 9,882 754,954 SH DEFINED 1,2,5 754,954
HOLOGIC INC COM 43644010 8,511 309,812 SH DEFINED 1,2,5 309,812
HOME DEPOT INC COM 43707610 3,011,506 70,461,074 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 70,461,074
HOME PROPERTIES INC COM 43730610 30,619 712,068 SH DEFINED 1,2,3,5 712,068
HOMEBANC CORP GA COM 43738R10 4,174 431,190 SH DEFINED 1,2 431,190
HOMESTORE INC COM 43785210 4,536 1,497,007 SH DEFINED 1,2,5 1,497,007
HONDA MOTOR LTD AMERN SHS 43812830 1,021 39,183 SH DEFINED 1 39,183
HONEYWELL INTL INC COM 43851610 3,672,153 103,703,848 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 103,703,848
HOOKER FURNITURE COR COM 43903810 3,087 135,977 SH DEFINED 1,2 135,977
HOOPER HOLMES INC COM 43910410 5,002 844,958 SH DEFINED 1,2 844,958
HORACE MANN EDUCATOR COM 44032710 14,389 754,150 SH DEFINED 1,2,5,9 754,150
HORIZON FINL CORP WA COM 44041F10 4,395 213,574 SH DEFINED 1,2,5 213,574
HORIZON OFFSHORE INC COM 44043J10 67 40,369 SH DEFINED 1,5 40,369
HORMEL FOODS CORP COM 44045210 41,018 1,308,386 SH DEFINED 1,2,5,7,9 1,308,386
HORNBECK OFFSHORE SV COM 44054310 1,333 69,093 SH DEFINED 1,2 69,093
HOSPIRA INC COM 44106010 150,038 4,478,747 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,478,747
HOSPITALITY PPTYS TR COM SH BEN 44106M10 62,103 1,350,060 SH DEFINED 1,2,3,5,9 1,350,060
HOST MARRIOTT CORP N COM 44107P10 123,339 7,129,420 SH DEFINED 1,2,3,5,7,8,9,10,12,13,14 7,129,420
HOT TOPIC INC COM 44133910 13,084 761,124 SH DEFINED 1,2,5 761,124
HOUSTON EXPL CO COM 44212010 11,369 201,894 SH DEFINED 1,2 201,894
HOVNANIAN ENTERPRISE CL A 44248720 24,245 489,609 SH DEFINED 1,2,5,9 489,609
HRPT PPTYS TR COM SH BEN 40426W10 38,672 3,014,165 SH DEFINED 1,2,3,5 3,014,165
HSBC HLDGS PLC SPON ADR N 40428040 15,490 181,939 SH DEFINED 1,2 181,939
HUB GROUP INC CL A 44332010 8,657 165,787 SH DEFINED 1,2 165,787
HUBBELL INC CL B 44351020 51,493 984,574 SH DEFINED 1,2,5,6,9 984,574
HUDSON CITY BANCORP COM 44368310 20,821 565,468 SH DEFINED 1,2,5 565,468
HUDSON HIGHLAND GROU COM 44379210 4,178 145,078 SH DEFINED 1,2,5 145,078
HUDSON RIV BANCORP I COM 44412810 8,541 431,603 SH DEFINED 1,2 431,603
HUDSON UNITED BANCOR COM 44416510 17,511 444,680 SH DEFINED 1,2,5 444,680
HUGHES SUPPLY INC COM 44448210 22,418 692,990 SH DEFINED 1,2,5 692,990
HUGOTON RTY TR TEX UNIT BEN I 44471710 399 15,219 SH DEFINED 1 15,219
HUMAN GENOME SCIENCE COM 44490310 22,138 1,841,744 SH DEFINED 1,2,5 1,841,744
HUMANA INC COM 44485910 200,539 6,754,415 SH DEFINED 1,2,5,6,9,10 6,754,415
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
HUNT J B TRANS SVCS COM 44565810 34,254 763,743 SH DEFINED 1,2,5,9 763,743
HUNTINGTON BANCSHARE COM 44615010 182,990 7,396,528 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,396,528
HURON CONSULTING GRO COM 44746210 849 38,247 SH DEFINED 1 38,247
HUTCHINSON TECHNOLOG COM 44840710 15,510 448,645 SH DEFINED 1,2,5 448,645
HUTTIG BLDG PRODS IN COM 44845110 157 15,027 SH DEFINED 1 15,027
HYDRIL COM 44877410 11,277 247,788 SH DEFINED 1,2 247,788
HYPERCOM CORP COM 44913M10 3,920 662,104 SH DEFINED 1,2 662,104
HYPERION SOLUTIONS C COM 44914M10 32,477 696,635 SH DEFINED 1,2,5 696,635
IAC INTERACTIVECORP COM 44919P10 135,339 4,900,035 SH DEFINED 1,2,5,7,8,9,10,12,13,14 4,900,035
IBERIABANK CORP COM 45082810 6,175 93,058 SH DEFINED 1,2,5 93,058
ICICI BK LTD ADR 45104G10 26,881 1,334,043 SH DEFINED 1,2,4,5 1,334,043
ICON PUB LTD CO SPONSORED 45103T10 408 10,639 SH DEFINED 1 10,639
ICOS CORP COM 44929510 14,687 519,340 SH DEFINED 1,2,5 519,340
ICT GROUP INC COM 44929Y10 1,203 123,900 SH DEFINED 1 123,900
ICU MED INC COM 44930G10 4,187 153,154 SH DEFINED 1,2 153,154
IDACORP INC COM 45110710 30,461 996,425 SH DEFINED 1,2,5,6,9 996,425
IDENIX PHARMACEUTICA COM 45166R20 875 51,040 SH DEFINED 1 51,040
IDENTIX INC COM 45190610 9,966 1,350,454 SH DEFINED 1,2 1,350,454
IDEX CORP COM 45167R10 34,644 855,404 SH DEFINED 1,2,5 855,404
IDEXX LABS INC COM 45168D10 19,643 359,833 SH DEFINED 1,2,5,7 359,833
IDT CORP COM 44894710 2,916 198,655 SH DEFINED 1,2 198,655
IDT CORP CL B 44894730 3,192 206,178 SH DEFINED 1,2 206,178
IDX SYS CORP COM 44949110 10,832 314,321 SH DEFINED 1,2 314,321
I-FLOW CORP COM NEW 44952030 4,307 236,234 SH DEFINED 1,2 236,234
IGATE CORP COM 45169U10 1,029 254,188 SH DEFINED 1,2 254,188
IHOP CORP COM 44962310 13,307 317,659 SH DEFINED 1,2 317,659
II VI INC COM 90210410 6,807 160,204 SH DEFINED 1,2 160,204
IKON OFFICE SOLUTION COM 45171310 244,715 21,169,098 SH DEFINED 1,2,5,6 21,169,098
ILLINOIS TOOL WKS IN COM 45230810 737,282 7,955,134 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,955,134
ILLUMINA INC COM 45232710 6,586 694,770 SH DEFINED 1,2 694,770
IMAGISTICS INTERNATI COM 45247T10 9,659 286,947 SH DEFINED 1,2,5 286,947
IMATION CORP COM 45245A10 20,756 652,074 SH DEFINED 1,2,5,9 652,074
IMCLONE SYS INC COM 45245W10 25,955 563,252 SH DEFINED 1,2,5 563,252
IMMERSION CORP COM 45252110 117 16,024 SH DEFINED 1 16,024
IMMUCOR INC COM 45252610 19,988 850,203 SH DEFINED 1,2 850,203
IMMUNICON CORP DEL COM 45260A10 488 69,933 SH DEFINED 1 69,933
IMMUNOGEN INC COM 45253H10 7,391 836,112 SH DEFINED 1,2,5 836,112
IMMUNOMEDICS INC COM 45290710 1,899 624,554 SH DEFINED 1,2,5 624,554
IMPAC MED SYS INC COM 45255A10 305 14,900 SH DEFINED 1,2 14,900
IMPAC MTG HLDGS INC COM 45254P10 23,692 1,045,063 SH DEFINED 1,2,5 1,045,063
IMPAX LABORATORIES I COM 45256B10 10,671 671,966 SH DEFINED 1,2 671,966
IMPERIAL CHEM INDS P ADR NEW 45270450 260 14,125 SH DEFINED 1 14,125
IMPERIAL OIL LTD COM NEW 45303840 1,235 20,804 SH DEFINED 1 20,804
IMPERIAL TOBACCO GRO SPONSORED 45314210 326 5,892 SH DEFINED 1 5,892
IMS HEALTH INC COM 44993410 212,842 9,170,258 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 9,170,258
INAMED CORP COM 45323510 25,948 410,238 SH DEFINED 1,2,5,9 410,238
INCO LTD COM 45325840 292 7,926 SH DEFINED 1 7,926
INCYTE CORP COM 45337C10 10,720 1,073,053 SH DEFINED 1,2,5 1,073,053
INDEPENDENCE CMNTY B COM 45341410 42,358 994,781 SH DEFINED 1,2,5,9 994,781
INDEPENDENCE HLDG CO COM NEW 45344030 1,351 73,215 SH DEFINED 1,2 73,215
INDEPENDENT BANK COR COM 45383610 7,675 227,420 SH DEFINED 1,2,5 227,420
INDEPENDENT BANK COR COM 45383810 10,222 342,691 SH DEFINED 1,2 342,691
INDEVUS PHARMACEUTIC COM 45407210 3,794 636,566 SH DEFINED 1,2,5 636,566
INDIA FD INC COM 45408910 2,856 96,372 SH DEFINED 7 96,372
INDYMAC BANCORP INC COM 45660710 23,127 671,334 SH DEFINED 1,2,5,9 671,334
INERGY L P UNIT LTD P 45661510 282 9,800 SH DEFINED 1 9,800
INFINITY PPTY & CAS COM 45665Q10 12,485 354,695 SH DEFINED 1,2,5 354,695
INFOCROSSING INC COM 45664X10 3,927 231,981 SH DEFINED 1,2 231,981
INFOCUS CORP COM 45665B10 4,924 537,579 SH DEFINED 1,2,5 537,579
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
INFONET SVCS CORP CL B 45666T10 1,388 687,018 SH DEFINED 1,2,5 687,018
INFORMATICA CORP COM 45666Q10 9,389 1,156,326 SH DEFINED 1,2,5 1,156,326
INFOSPACE INC COM NEW 45678T20 23,565 495,585 SH DEFINED 1,2 495,585
INFOSYS TECHNOLOGIES SPONSORED 45678810 7,061 101,875 SH DEFINED 1,2 101,875
INFOUSA INC NEW COM 45681830 5,919 528,975 SH DEFINED 1,2 528,975
INFRASOURCE SVCS INC COM 45684P10 1,022 78,621 SH DEFINED 1 78,621
ING GROUP N V SPONSORED 45683710 33,487 1,107,018 SH DEFINED 1,2 1,107,018
INGERSOLL-RAND COMPA CL A G4776G10 326,664 4,068,041 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,068,041
INGLES MKTS INC CL A 45703010 2,050 165,472 SH DEFINED 1,2,5 165,472
INGRAM MICRO INC CL A 45715310 34,513 1,659,263 SH DEFINED 1,2,5 1,659,263
INKINE PHARMACEUTICA COM 45721410 3,286 605,196 SH DEFINED 1,2 605,196
INLAND REAL ESTATE C COM NEW 45746120 807 50,600 SH DEFINED 1 50,600
INNKEEPERS USA TR COM 4576J010 18,048 1,271,006 SH DEFINED 1,2,3,5 1,271,006
INNODATA ISOGEN INC COM NEW 45764220 115 11,700 SH DEFINED 1 11,700
INNOTRAC CORP COM 45767M10 97 11,400 SH DEFINED 1 11,400
INNOVATIVE SOLUTIONS COM 45769N10 3,777 113,223 SH DEFINED 1,2 113,223
INNOVEX INC COM 45764710 109 19,983 SH DEFINED 1 19,983
INPHONIC INC COM 45772G10 1,746 63,550 SH DEFINED 1,2 63,550
INPUT/OUTPUT INC COM 45765210 8,242 932,385 SH DEFINED 1,2 932,385
INSIGHT COMMUNICATIO CL A 45768V10 8,173 881,669 SH DEFINED 1,2,5 881,669
INSIGHT ENTERPRISES COM 45765U10 16,086 783,897 SH DEFINED 1,2,5 783,897
INSITUFORM TECHNOLOG CL A 45766710 8,768 386,764 SH DEFINED 1,2 386,764
INSPIRE PHARMACEUTIC COM 45773310 8,951 533,752 SH DEFINED 1,2 533,752
INSTEEL INDUSTRIES I COM 45774W10 306 16,915 SH DEFINED 1 16,915
INSTINET GROUP INC COM 45775010 9,775 1,621,036 SH DEFINED 1,2,5 1,621,036
INSURANCE AUTO AUCTI COM 45787510 3,375 150,535 SH DEFINED 1,2,5 150,535
INTAC INTL COM 45811T10 1,018 78,317 SH DEFINED 1,2 78,317
INTEGRA BK CORP COM 45814P10 7,167 310,108 SH DEFINED 1,2 310,108
INTEGRA LIFESCIENCES COM NEW 45798520 12,511 338,777 SH DEFINED 1,2 338,777
INTEGRATED ALARM SVC COM 45890M10 111 20,130 SH DEFINED 1 20,130
INTEGRATED CIRCUIT S COM 45811K20 17,428 833,059 SH DEFINED 1,2,5,9 833,059
INTEGRATED DEVICE TE COM 45811810 31,671 2,739,684 SH DEFINED 1,2,5,9 2,739,684
INTEGRATED ELECTRICA COM 45811E10 2,331 481,652 SH DEFINED 1,2,5 481,652
INTEGRATED SILICON S COM 45812P10 3,925 478,659 SH DEFINED 1,2,5 478,659
INTEL CORP COM 45814010 4,624,119 197,696,427 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 197,696,427
INTELIDATA TECHNOLOG COM 45814T10 83 124,388 SH DEFINED 1,5 124,388
INTELLISYNC CORP COM 45817610 99 48,610 SH DEFINED 1,5 48,610
INTER PARFUMS INC COM 45833410 780 49,080 SH DEFINED 1,2 49,080
INTER TEL INC COM 45837210 15,527 567,110 SH DEFINED 1,2 567,110
INTERACTIVE DATA COR COM 45840J10 11,335 521,401 SH DEFINED 1,2,5 521,401
INTERCHANGE CORP COM 45845K10 545 30,030 SH DEFINED 1 30,030
INTERCHANGE FINL SVC COM 45844710 4,045 155,582 SH DEFINED 1,2 155,582
INTERCONTINENTAL HOT SPONS ADR 45857320 366 28,983 SH DEFINED 1 28,983
INTERDIGITAL COMMUNI COM 45866A10 18,070 817,665 SH DEFINED 1,2,5 817,665
INTERFACE INC CL A 45866510 7,097 711,805 SH DEFINED 1,2,5 711,805
INTERGRAPH CORP COM 45868310 16,944 629,194 SH DEFINED 1,2,5 629,194
INTERLAND INC COM NEW 45872720 41 12,427 SH DEFINED 1 12,427
INTERMAGNETICS GEN C COM 45877110 11,668 459,198 SH DEFINED 1,2 459,198
INTERMIX MEDIA INC COM 45881X10 66 11,700 SH DEFINED 1 11,700
INTERMUNE INC COM 45884X10 5,272 397,593 SH DEFINED 1,2,5 397,593
INTERNAP NETWORK SVC COM 45885A10 2,600 2,795,425 SH DEFINED 1,2 2,795,425
INTERNATIONAL BANCSH COM 45904410 11,343 288,030 SH DEFINED 1,2,5 288,030
INTERNATIONAL BUSINE COM 45920010 10,464,906 106,156,480 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 106,156,480
INTERNATIONAL FLAVOR COM 45950610 113,187 2,642,082 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 2,642,082
INTERNATIONAL GAME T COM 45990210 348,353 10,132,440 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 10,132,440
INTERNATIONAL RECTIF COM 46025410 35,059 786,607 SH DEFINED 1,2,5,9 786,607
INTERNATIONAL SHIPHO COM NEW 46032120 159 10,700 SH DEFINED 1 10,700
INTERNATIONAL SPEEDW CL A 46033520 24,943 472,400 SH DEFINED 1,2,5,9 472,400
INTERNATIONAL STL GR COM 46037710 9,575 236,062 SH DEFINED 1,2,5 236,062
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
INTERNET CAP GROUP I COM NEW 46059C20 4,335 481,685 SH DEFINED 1,2 481,685
INTERNET SEC SYS INC COM 46060X10 18,811 809,072 SH DEFINED 1,2,5 809,072
INTERPUBLIC GROUP CO COM 46069010 144,402 10,776,283 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 10,776,283
INTERSECTIONS INC COM 46098130 1,452 84,186 SH DEFINED 1 84,186
INTERSIL CORP CL A 46069S10 31,366 1,877,102 SH DEFINED 1,2,5,9 1,877,102
INTERVIDEO INC COM 46114Y10 1,049 79,319 SH DEFINED 1,2 79,319
INTERVOICE INC NEW COM 46114210 7,829 586,458 SH DEFINED 1,2,5 586,458
INTERWOVEN INC COM NEW 46114T50 6,231 572,666 SH DEFINED 1,2,5 572,666
INTEVAC INC COM 46114810 1,426 188,630 SH DEFINED 1,2 188,630
INTL PAPER CO COM 46014610 1,339,743 31,898,641 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 31,898,641
INTRADO INC COM 46117A10 2,959 244,547 SH DEFINED 1,2 244,547
INTRALASE CORP COM 46116910 1,265 53,858 SH DEFINED 1 53,858
INTRAWARE INC COM 46118M10 15 12,476 SH DEFINED 1 12,476
INTUIT COM 46120210 253,376 5,757,228 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,757,228
INTUITIVE SURGICAL I COM NEW 46120E60 18,520 462,775 SH DEFINED 1,2 462,775
INVACARE CORP COM 46120310 18,369 397,085 SH DEFINED 1,2,5 397,085
INVERNESS MED INNOVA COM 46126P10 5,135 204,583 SH DEFINED 1,2,5 204,583
INVESTMENT TECHNOLOG COM 46145F10 14,316 715,824 SH DEFINED 1,2,5 715,824
INVESTORS FINL SERVI COM 46191510 41,099 822,308 SH DEFINED 1,2,5,9 822,308
INVESTORS REAL ESTAT SH BEN INT 46173010 6,365 606,724 SH DEFINED 1,2,5 606,724
INVITROGEN CORP COM 46185R10 89,131 1,327,738 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,327,738
IOMEGA CORP COM NEW 46203030 4,050 731,076 SH DEFINED 1,2,5 731,076
IONATRON INC COM 46207010 174 15,400 SH DEFINED 1 15,400
IONICS INC COM 46221810 12,505 288,525 SH DEFINED 1,2 288,525
IOWA TELECOMM SERVIC COM 46259420 4,626 214,465 SH DEFINED 1,2 214,465
IPASS INC COM 46261V10 7,810 1,055,382 SH DEFINED 1,2 1,055,382
IPAYMENT INC COM 46262E10 7,021 141,789 SH DEFINED 1,2 141,789
IPC HLDGS LTD ORD G4933P10 276 6,348 SH DEFINED 1,5 6,348
IPSCO INC COM 46262210 283 5,919 SH DEFINED 1 5,919
IRELAND BK SPONSORED 46267Q10 823 12,326 SH DEFINED 1 12,326
IRON MTN INC PA COM 46284610 31,815 1,043,465 SH DEFINED 1,2,5 1,043,465
IRSA INVERSIONES Y R GLOBL DEP 45004720 172 15,307 SH DEFINED 1,7 15,307
IRVINE SENSORS CORP COM NEW 46366450 30 11,424 SH DEFINED 1 11,424
IRWIN FINL CORP COM 46411910 17,110 602,688 SH DEFINED 1,2 602,688
ISHARES TR RUSSELL100 46428759 7,566 114,000 SH DEFINED 1 114,000
ISIS PHARMACEUTICALS COM 46433010 4,059 688,047 SH DEFINED 1,2,5 688,047
ISLE OF CAPRI CASINO COM 46459210 5,483 213,779 SH DEFINED 1,2,5 213,779
ISOLAGEN INC COM 46488N10 2,046 260,018 SH DEFINED 1,2 260,018
ISTA PHARMACEUTICALS COM NEW 45031X20 1,102 108,914 SH DEFINED 1,2 108,914
ISTAR FINL INC COM 45031U10 52,526 1,160,550 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,160,550
ITC DELTACOM INC COM NEW 45031T40 245 143,311 SH DEFINED 1,2 143,311
ITLA CAP CORP COM 45056510 3,912 66,537 SH DEFINED 1,2 66,537
ITRON INC COM 46574110 8,440 353,007 SH DEFINED 1,2 353,007
ITT EDUCATIONAL SERV COM 45068B10 36,302 763,455 SH DEFINED 1,2,5,9 763,455
ITT INDS INC IND COM 45091110 861,995 10,207,160 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 10,207,160
IVAX CORP COM 46582310 42,482 2,685,360 SH DEFINED 1,2,5,7,9 2,685,360
IVAX DIAGNOSTICS INC COM 45070W10 84 19,257 SH DEFINED 1 19,257
IVILLAGE INC COM 46588H10 2,387 386,249 SH DEFINED 1,2 386,249
IXIA COM 45071R10 8,219 488,954 SH DEFINED 1,2 488,954
IXYS CORP COM 46600W10 3,710 359,486 SH DEFINED 1,2,5 359,486
J & J SNACK FOODS CO COM 46603210 7,692 156,887 SH DEFINED 1,2 156,887
J ALEXANDER CORP COM 46609610 139 18,800 SH DEFINED 1 18,800
J JILL GROUP INC COM 46618910 4,025 270,324 SH DEFINED 1,2,5 270,324
J2 GLOBAL COMMUNICAT COM NEW 46626E20 16,410 475,665 SH DEFINED 1,2 475,665
JABIL CIRCUIT INC COM 46631310 135,415 5,293,786 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,293,786
JACK IN THE BOX INC COM 46636710 28,109 762,385 SH DEFINED 1,2,5 762,385
JACKSON HEWITT TAX S COM 46820210 11,827 468,397 SH DEFINED 1,2 468,397
JACLYN INC COM 46977210 169 21,900 SH DEFINED 1 21,900
JACO ELECTRS INC COM 46978310 78 19,600 SH DEFINED 1 19,600
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
JACOBS ENGR GROUP IN COM 46981410 31,916 667,845 SH DEFINED 1,2,5,9 667,845
JACUZZI BRANDS INC COM 46986510 9,324 1,071,691 SH DEFINED 1,2 1,071,691
JAKKS PAC INC COM 47012E10 8,167 369,368 SH DEFINED 1,2 369,368
JAMDAT MOBILE INC COM 47023T10 996 48,239 SH DEFINED 1 48,239
JANUS CAP GROUP INC COM 47102X10 98,254 5,844,971 SH DEFINED 1,2,5,6,7,9,10 5,844,971
JARDEN CORP COM 47110910 17,596 405,070 SH DEFINED 1,2 405,070
JDA SOFTWARE GROUP I COM 46612K10 5,653 415,050 SH DEFINED 1,2 415,050
JDS UNIPHASE CORP COM 46612J10 119,615 37,733,313 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 37,733,313
JEFFERIES GROUP INC COM 47231910 23,146 574,618 SH DEFINED 1,2,5,9 574,618
JEFFERSON PILOT CORP COM 47507010 195,739 3,767,113 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,767,113
JETBLUE AWYS CORP COM 47714310 26,581 1,144,745 SH DEFINED 1,2,5,6,9 1,144,745
JLG INDS INC COM 46621010 13,536 689,560 SH DEFINED 1,2,5 689,560
JO-ANN STORES INC COM 47758P30 8,861 321,735 SH DEFINED 1,2 321,735
JOHNSON & JOHNSON COM 47816010 8,514,102 134,249,487 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 134,249,487
JOHNSON CTLS INC COM 47836610 317,958 5,011,947 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,011,947
JONES APPAREL GROUP COM 48007410 137,425 3,757,873 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,757,873
JONES LANG LASALLE I COM 48020Q10 17,626 471,164 SH DEFINED 1,2,5 471,164
JOS A BANK CLOTHIERS COM 48083810 4,005 141,521 SH DEFINED 1,2,5 141,521
JOURNAL COMMUNICATIO CL A 48113010 5,526 305,802 SH DEFINED 1,2 305,802
JOURNAL REGISTER CO COM 48113810 11,394 589,468 SH DEFINED 1,2,5 589,468
JOY GLOBAL INC COM 48116510 35,128 808,833 SH DEFINED 1,2,5 808,833
JPMORGAN & CHASE & C COM 46625H10 4,304,603 110,346,149 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 110,346,149
JUNIPER NETWORKS INC COM 48203R10 168,449 6,195,254 SH DEFINED 1,2,5,7,8,9,10,12,13,14 6,195,254
JUPITERMEDIA CORP COM 48207D10 5,506 231,559 SH DEFINED 1,2 231,559
K FED BANCORP COM 48246S10 939 62,763 SH DEFINED 1 62,763
K V PHARMACEUTICAL C CL A 48274020 12,270 556,467 SH DEFINED 1,2,5 556,467
K2 INC COM 48273210 9,051 569,983 SH DEFINED 1,2 569,983
KADANT INC COM 48282T10 5,504 268,479 SH DEFINED 1,2 268,479
KAMAN CORP CL A 48354810 4,312 340,907 SH DEFINED 1,2 340,907
KANBAY INTL INC COM 48369P20 2,258 72,151 SH DEFINED 1,2 72,151
KANEB PIPE LINE PART SR PREF UN 48416910 387 6,362 SH DEFINED 1,5 6,362
KANEB SERVICES LLC COM 48417310 1,194 27,648 SH DEFINED 1,2,5 27,648
KANSAS CITY LIFE INS COM 48483610 3,249 68,201 SH DEFINED 1,2 68,201
KANSAS CITY SOUTHERN COM NEW 48517030 17,123 965,754 SH DEFINED 1,2,5,6 965,754
KATY INDS INC COM 48602610 120 23,204 SH DEFINED 1,2 23,204
KAYDON CORP COM 48658710 14,404 436,224 SH DEFINED 1,2,5 436,224
KB HOME COM 48666K10 124,543 1,192,936 SH DEFINED 1,2,5,6,9,10 1,192,936
KCS ENERGY INC COM 48243420 10,593 716,740 SH DEFINED 1,2,5 716,740
KEANE INC COM 48666510 16,130 1,097,271 SH DEFINED 1,2,5,9 1,097,271
KEITH COMPANIES INC COM 48753910 180 10,330 SH DEFINED 1 10,330
KEITHLEY INSTRS INC COM 48758410 3,940 199,999 SH DEFINED 1,2 199,999
KELLOGG CO COM 48783610 452,952 10,142,233 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 10,142,233
KELLWOOD CO COM 48804410 13,808 400,225 SH DEFINED 1,2,5 400,225
KELLY SVCS INC CL A 48815220 11,129 368,762 SH DEFINED 1,2,5,6,9 368,762
KEMET CORP COM 48836010 14,231 1,590,081 SH DEFINED 1,2,5,9 1,590,081
KENNAMETAL INC COM 48917010 42,809 860,141 SH DEFINED 1,2,5,9 860,141
KENSEY NASH CORP COM 49005710 5,448 157,790 SH DEFINED 1,2 157,790
KERR MCGEE CORP COM 49238610 409,541 7,086,717 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,086,717
KERYX BIOPHARMACEUTI COM 49251510 2,857 246,973 SH DEFINED 1,2 246,973
KEY ENERGY SVCS INC COM 49291410 23,090 1,956,765 SH DEFINED 1,2,5 1,956,765
KEYCORP NEW COM 49326710 434,715 12,823,450 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 12,823,450
KEYNOTE SYS INC COM 49330810 3,271 234,977 SH DEFINED 1,2 234,977
KEYSPAN CORP COM 49337W10 194,697 4,935,285 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,935,285
KEYSTONE AUTOMOTIVE COM 49338N10 4,723 203,122 SH DEFINED 1,2 203,122
KFORCE INC COM 49373210 4,172 375,836 SH DEFINED 1,2,5 375,836
KFX INC COM 48245L10 9,810 675,587 SH DEFINED 1,2 675,587
KILROY RLTY CORP COM 49427F10 33,644 786,999 SH DEFINED 1,2,3,5 786,999
KIMBALL INTL INC CL B 49427410 7,864 531,007 SH DEFINED 1,2,5 531,007
KIMBERLY CLARK CORP COM 49436810 940,128 14,285,486 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 14,285,486
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
KIMCO REALTY CORP COM 49446R10 119,227 2,055,990 SH DEFINED 1,2,3,5,7,8,9,10,12,13,14 2,055,990
KINDER MORGAN ENERGY UT LTD PAR 49455010 1,601 36,106 SH DEFINED 1,2,5 36,106
KINDER MORGAN INC KA COM 49455P10 278,677 3,810,711 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,810,711
KINDER MORGAN MANAGE SHS 49455U10 1,386 34,066 SH DEFINED 1,5 34,066
KINDRED HEALTHCARE I COM 49458010 12,163 406,100 SH DEFINED 1,2,5 406,100
KINETIC CONCEPTS INC COM NEW 49460W20 16,801 220,202 SH DEFINED 1,2,5 220,202
KING PHARMACEUTICALS COM 49558210 74,482 6,006,634 SH DEFINED 1,2,5,6,9,10 6,006,634
KINROSS GOLD CORP COM NO PAR 49690240 918 130,348 SH DEFINED 1,2,5,7,9,10,13 130,348
KINTERA INC COM 49720P50 804 89,275 SH DEFINED 1,2 89,275
KIRBY CORP COM 49726610 17,309 390,027 SH DEFINED 1,2,5 390,027
KIRKLANDS INC COM 49749810 1,729 140,690 SH DEFINED 1,2 140,690
KITE RLTY GROUP TR COM 49803T10 4,591 300,490 SH DEFINED 1,2,3 300,490
KLA-TENCOR CORP COM 48248010 241,864 5,192,436 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,192,436
KMART HLDG CORPORATI COM 49878010 82,452 833,269 SH DEFINED 1,2,5,10,12,14 833,269
KNBT BANCORP INC COM 48292110 6,796 402,152 SH DEFINED 1,2 402,152
KNIGHT RIDDER INC COM 49904010 136,202 2,034,695 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 2,034,695
KNIGHT TRADING GROUP COM 49906310 18,271 1,668,550 SH DEFINED 1,2,5 1,668,550
KNIGHT TRANSN INC COM 49906410 14,669 591,474 SH DEFINED 1,2,5 591,474
KNOLOGY INC COM 49918380 108 27,700 SH DEFINED 1 27,700
KOHLS CORP COM 50025510 425,791 8,659,562 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,659,562
KOMAG INC COM NEW 50045320 7,170 381,780 SH DEFINED 1,2,5 381,780
KONINKLIJKE AHOLD N SPON ADR N 50046730 248 31,937 SH DEFINED 1 31,937
KONINKLIJKE PHILIPS NY REG SH 50047230 1,956 73,806 SH DEFINED 1,2 73,806
KOOKMIN BK NEW SPONSORED 50049M10 26,168 669,598 SH DEFINED 1,4,5 669,598
KOPIN CORP COM 50060010 3,899 1,007,465 SH DEFINED 1,2,5 1,007,465
KOREA ELECTRIC PWR SPONSORED 50063110 2,613 197,391 SH DEFINED 1 197,391
KORN FERRY INTL COM NEW 50064320 14,690 707,957 SH DEFINED 1,2,5,9 707,957
KOS PHARMACEUTICALS COM 50064810 10,484 278,530 SH DEFINED 1,2 278,530
KOSAN BIOSCIENCES IN COM 50064W10 2,197 317,026 SH DEFINED 1,2,5 317,026
KRAFT FOODS INC CL A 50075N10 300,492 8,438,407 SH DEFINED 1,2,5,7,8,9,10,12,13,14 8,438,407
KRAMONT RLTY TR COM SH BEN 50075Q10 8,337 356,273 SH DEFINED 1,2,5 356,273
KRISPY KREME DOUGHNU COM 50101410 12,579 998,342 SH DEFINED 1,2,5,9 998,342
KROGER CO COM 50104410 372,015 21,209,525 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 21,209,525
KRONOS INC COM 50105210 31,350 613,139 SH DEFINED 1,2,5 613,139
KRONOS WORLDWIDE INC COM 50105F10 2,446 60,016 SH DEFINED 1,2 60,016
K-SWISS INC CL A 48268610 18,247 626,631 SH DEFINED 1,2 626,631
KT CORP SPONSORED 48268K10 8,189 375,448 SH DEFINED 1,2 375,448
KULICKE & SOFFA INDS COM 50124210 9,002 1,044,260 SH DEFINED 1,2,5 1,044,260
KVH INDS INC COM 48273810 1,841 187,887 SH DEFINED 1,2 187,887
KYOCERA CORP ADR 50155620 504 6,543 SH DEFINED 1 6,543
KYPHON INC COM 50157710 8,928 346,565 SH DEFINED 1,2,5 346,565
L-3 COMMUNICATIONS H COM 50242410 233,948 3,194,265 SH DEFINED 1,2,5,6,9,10 3,194,265
LA BARGE INC COM 50247010 338 26,600 SH DEFINED 1 26,600
LA JOLLA PHARMACEUTI COM 50345910 83 49,889 SH DEFINED 1,5 49,889
LA QUINTA CORP PAIRED CTF 50419U20 25,861 2,845,005 SH DEFINED 1,2,5 2,845,005
LA Z BOY INC COM 50533610 18,201 1,184,161 SH DEFINED 1,2,5 1,184,161
LABONE INC NEW COM 50540L10 11,012 343,709 SH DEFINED 1,2,5 343,709
LABOR READY INC COM NEW 50540120 12,635 746,775 SH DEFINED 1,2,5 746,775
LABORATORY CORP AMER COM NEW 50540R40 206,785 4,150,636 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,150,636
LABRANCHE & CO INC COM 50544710 8,539 952,992 SH DEFINED 1,2,5,9 952,992
LACLEDE GROUP INC COM 50559710 9,577 307,445 SH DEFINED 1,2,5 307,445
LACROSSE FOOTWEAR IN COM 50568810 155 14,400 SH DEFINED 1 14,400
LAFARGE COPPEE S A SPON ADR N 50586140 252 10,427 SH DEFINED 1 10,427
LAFARGE NORTH AMERIC COM 50586210 23,796 463,677 SH DEFINED 1,2,5,13 463,677
LAIDLAW INTL INC COM 50730R10 29,869 1,395,729 SH DEFINED 1,2 1,395,729
LAKELAND BANCORP INC COM 51163710 3,436 195,807 SH DEFINED 1,2 195,807
LAKELAND FINL CORP COM 51165610 3,129 78,813 SH DEFINED 1,2 78,813
LAKES ENTMNT INC COM 51206P10 3,192 195,928 SH DEFINED 1,2 195,928
LAM RESEARCH CORP COM 51280710 54,851 1,897,296 SH DEFINED 1,2,5,9 1,897,296
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
LAMAR ADVERTISING CO CL A 51281510 33,019 771,838 SH DEFINED 1,2,5 771,838
LAMSON & SESSIONS CO COM 51369610 171 18,800 SH DEFINED 1 18,800
LAN AIRLINES S A SPONSORED 50172310 362 11,233 SH DEFINED 1,7 11,233
LANCASTER COLONY COR COM 51384710 30,231 705,185 SH DEFINED 1,2,5,9 705,185
LANCE INC COM 51460610 8,055 423,254 SH DEFINED 1,2 423,254
LANCER CORP COM 51461410 236 14,078 SH DEFINED 1 14,078
LANDAMERICA FINL GRO COM 51493610 25,617 475,004 SH DEFINED 1,2,5 475,004
LANDAUER INC COM 51476K10 7,701 168,517 SH DEFINED 1,2 168,517
LANDEC CORP COM 51476610 207 30,261 SH DEFINED 1 30,261
LANDRYS RESTAURANTS COM 51508L10 8,857 304,771 SH DEFINED 1,2 304,771
LANDSTAR SYS INC COM 51509810 49,897 677,583 SH DEFINED 1,2,5 677,583
LANNET INC COM 51601210 581 58,986 SH DEFINED 1,2 58,986
LAS VEGAS SANDS CORP COM 51783410 989 20,600 SH DEFINED 1 20,600
LASALLE HOTEL PPTYS COM SH BEN 51794210 27,569 866,126 SH DEFINED 1,2,3,5 866,126
LASERCARD CORP COM 51807U10 1,247 118,906 SH DEFINED 1,2 118,906
LASERSCOPE COM 51808110 8,884 247,401 SH DEFINED 1,2 247,401
LATTICE SEMICONDUCTO COM 51841510 14,111 2,475,602 SH DEFINED 1,2,5,9 2,475,602
LAUDER ESTEE COS INC CL A 51843910 88,063 1,924,027 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 1,924,027
LAUREATE EDUCATION I COM 51861310 22,028 499,614 SH DEFINED 1,2,5,9 499,614
LAWSON PRODS INC COM 52077610 8,822 175,776 SH DEFINED 1,2 175,776
LAWSON SOFTWARE INC COM 52078010 6,714 977,278 SH DEFINED 1,2 977,278
LAYNE CHRISTENSEN CO COM 52105010 2,215 122,056 SH DEFINED 1,2 122,056
LAZARE KAPLAN INTL I COM 52107810 140 14,711 SH DEFINED 1 14,711
LCA-VISION INC COM PAR $. 50180330 6,271 268,122 SH DEFINED 1,2 268,122
LCC INTERNATIONAL IN CL A 50181010 733 125,771 SH DEFINED 1 125,771
LEADIS TECHNOLOGY IN COM 52171N10 539 50,650 SH DEFINED 1 50,650
LEAPFROG ENTERPRISES CL A 52186N10 4,789 352,099 SH DEFINED 1,2,5 352,099
LEAR CORP COM 52186510 69,375 1,137,113 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,137,113
LEARNING CARE GROUP COM 52200L10 33 10,200 SH DEFINED 1 10,200
LEARNING TREE INTL I COM 52201510 2,120 158,181 SH DEFINED 1,2 158,181
LECG CORP COM 52323410 2,645 141,843 SH DEFINED 1,2 141,843
LECROY CORP COM 52324W10 2,823 120,957 SH DEFINED 1,2 120,957
LEE ENTERPRISES INC COM 52376810 26,035 564,997 SH DEFINED 1,2,5,6,9 564,997
LEGG MASON INC COM 52490110 114,622 1,564,589 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,564,589
LEGGETT & PLATT INC COM 52466010 144,656 5,088,153 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,088,153
LEHMAN BROS HLDGS IN COM 52490810 664,288 7,593,595 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,593,595
LENNAR CORP CL A 52605710 113,478 2,002,079 SH DEFINED 1,2,5,7,8,9,10,12,13,14 2,002,079
LENNOX INTL INC COM 52610710 14,035 689,690 SH DEFINED 1,2,5 689,690
LESCO INC OHIO COM 52687210 134 10,390 SH DEFINED 1 10,390
LEUCADIA NATL CORP COM 52728810 46,125 663,863 SH DEFINED 1,2,5,9 663,863
LEVEL 3 COMMUNICATIO COM 52729N10 25,573 7,543,762 SH DEFINED 1,2,5,7,8,9,10,12,13,14 7,543,762
LEVITT CORP CL A 52742P10 6,495 212,467 SH DEFINED 1,2,5 212,467
LEXAR MEDIA INC COM 52886P10 7,840 999,987 SH DEFINED 1,2,5 999,987
LEXICON GENETICS INC COM 52887210 8,992 1,159,483 SH DEFINED 1,2,5 1,159,483
LEXINGTON CORP PPTYS COM 52904310 15,184 672,439 SH DEFINED 1,2,5 672,439
LEXMARK INTL NEW CL A 52977110 340,275 4,003,235 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,003,235
LIBBEY INC COM 52989810 4,045 182,111 SH DEFINED 1,2 182,111
LIBERTY CORP S C COM 53037010 10,040 228,383 SH DEFINED 1,2,5 228,383
LIBERTY MEDIA CORP N COM SER A 53071810 326,054 29,695,249 SH DEFINED 1,2,5,7,8,9,10,12,13,14 29,695,249
LIBERTY MEDIA INTL I COM SER A 53071910 91,592 1,981,218 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,981,218
LIBERTY PPTY TR SH BEN INT 53117210 78,438 1,815,684 SH DEFINED 1,2,3,5,7,8,9,10,12,13,14 1,815,684
LIFE TIME FITNESS IN COM 53217R20 3,286 126,960 SH DEFINED 1,2 126,960
LIFECELL CORP COM 53192710 3,571 349,398 SH DEFINED 1,2 349,398
LIFECORE BIOMEDICAL COM 53218710 142 12,605 SH DEFINED 1 12,605
LIFELINE SYS INC COM 53219210 4,077 158,271 SH DEFINED 1,2 158,271
LIFEPOINT HOSPITALS COM 53219L10 23,428 672,833 SH DEFINED 1,2,5,9 672,833
LIFETIME HOAN CORP COM 53192610 1,429 89,854 SH DEFINED 1,2 89,854
LIGAND PHARMACEUTICA CL B 53220K20 18,384 1,579,381 SH DEFINED 1,2,5 1,579,381
LIGHTBRIDGE INC COM 53222610 296 48,930 SH DEFINED 1,2 48,930
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
LILLY ELI & CO COM 53245710 1,731,416 30,509,529 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 30,509,529
LIMITED BRANDS INC COM 53271610 258,327 11,221,849 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 11,221,849
LIN TV CORP CL A 53277410 11,321 592,722 SH DEFINED 1,2 592,722
LINCARE HLDGS INC COM 53279110 68,709 1,611,001 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,611,001
LINCOLN ELEC HLDGS I COM 53390010 16,402 474,861 SH DEFINED 1,2,5 474,861
LINCOLN NATL CORP IN COM 53418710 229,761 4,922,051 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,922,051
LINDSAY MFG CO COM 53555510 4,648 179,592 SH DEFINED 1,2,5 179,592
LINEAR TECHNOLOGY CO COM 53567810 337,392 8,704,636 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,704,636
LINENS N THINGS INC COM 53567910 17,292 697,247 SH DEFINED 1,2,5 697,247
LIONBRIDGE TECHNOLOG COM 53625210 3,922 583,632 SH DEFINED 1,2 583,632
LITHIA MTRS INC CL A 53679710 9,771 364,332 SH DEFINED 1,2,5 364,332
LITTELFUSE INC COM 53700810 13,289 389,026 SH DEFINED 1,2 389,026
LIZ CLAIBORNE INC COM 53932010 198,717 4,707,814 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,707,814
LKQ CORP COM 50188920 3,479 173,358 SH DEFINED 1,2 173,358
LLOYDS TSB GROUP PLC SPONSORED 53943910 1,962 53,317 SH DEFINED 1 53,317
LNR PPTY CORP COM 50194010 16,430 261,162 SH DEFINED 1,2,5 261,162
LOCKHEED MARTIN CORP COM 53983010 4,711,006 84,806,593 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 84,806,593
LODGENET ENTMT CORP COM 54021110 3,051 172,482 SH DEFINED 1,2 172,482
LOEWS CORP COM 54042410 301,241 4,285,075 SH DEFINED 1,2,5,6,7,9,10,13 4,285,075
LOEWS CORP CAROLNA GP 54042420 12,783 441,565 SH DEFINED 1,2,5 441,565
LO-JACK CORP COM 53945110 164 13,542 SH DEFINED 1 13,542
LONE STAR STEAKHOUSE COM 54230710 8,566 305,937 SH DEFINED 1,2 305,937
LONE STAR TECHNOLOGI COM 54231210 15,736 470,291 SH DEFINED 1,2 470,291
LONGS DRUG STORES CO COM 54316210 12,480 452,660 SH DEFINED 1,2,5,6 452,660
LONGVIEW FIBRE CO COM 54321310 16,962 935,068 SH DEFINED 1,2,5,9 935,068
LOOKSMART LTD COM 54344210 2,534 1,156,999 SH DEFINED 1,2 1,156,999
LOUDEYE CORP COM 54575410 47 22,700 SH DEFINED 1 22,700
LOUISIANA PAC CORP COM 54634710 133,931 5,008,638 SH DEFINED 1,2,5,6,9,10,12,14 5,008,638
LOWES COS INC COM 54866110 3,476,201 60,361,183 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 60,361,183
LSB INDS INC COM 50216010 161 20,248 SH DEFINED 1 20,248
LSI INDS INC COM 50216C10 3,064 267,609 SH DEFINED 1,2 267,609
LSI LOGIC CORP COM 50216110 60,551 11,049,474 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 11,049,474
LTC PPTYS INC COM 50217510 9,811 492,750 SH DEFINED 1,2,5 492,750
LTX CORP COM 50239210 8,438 1,097,216 SH DEFINED 1,2,5,9 1,097,216
LUBRIZOL CORP COM 54927110 99,156 2,690,063 SH DEFINED 1,2,5,9 2,690,063
LUBYS INC COM 54928210 191 25,421 SH DEFINED 1 25,421
LUCENT TECHNOLOGIES COM 54946310 454,087 120,767,753 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 120,767,753
LUFKIN INDS INC COM 54976410 3,624 91,445 SH DEFINED 1,2 91,445
LUMINENT MTG CAP INC COM 55027830 5,807 487,989 SH DEFINED 1,2 487,989
LUMINEX CORP DEL COM 55027E10 3,236 364,468 SH DEFINED 1,2,5 364,468
LUXOTTICA GROUP S P SPONSORED 55068R20 6,847 335,805 SH DEFINED 1,2 335,805
LYDALL INC DEL COM 55081910 195 16,476 SH DEFINED 1 16,476
LYON WILLIAM HOMES COM 55207410 4,478 63,755 SH DEFINED 1,2 63,755
LYONDELL CHEMICAL CO COM 55207810 69,302 2,396,344 SH DEFINED 1,2,5,9 2,396,344
M & F WORLDWIDE CORP COM 55254110 1,656 121,586 SH DEFINED 1,2 121,586
M & T BK CORP COM 55261F10 287,877 2,669,481 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 2,669,481
M D C HLDGS INC COM 55267610 19,122 221,213 SH DEFINED 1,2,5,9 221,213
M SYS FLASH DISK PIO ORD M7061C10 300 15,209 SH DEFINED 1,2 15,209
M/I HOMES INC COM 55305B10 9,395 170,475 SH DEFINED 1,2 170,475
MACATAWA BK CORP COM 55422510 3,599 111,447 SH DEFINED 1,2 111,447
MACDERMID INC COM 55427310 16,270 450,695 SH DEFINED 1,2,5 450,695
MACERICH CO COM 55438210 64,695 1,030,177 SH DEFINED 1,2,3,5 1,030,177
MAC-GRAY CORP COM 55415310 85 10,500 SH DEFINED 1 10,500
MACK CALI RLTY CORP COM 55448910 52,898 1,149,204 SH DEFINED 1,2,3,5,9 1,149,204
MACROCHEM CORP DEL COM 55590310 8 10,400 SH DEFINED 1 10,400
MACROMEDIA INC COM 55610010 25,846 830,528 SH DEFINED 1,2,5,9 830,528
MACRONIX INTL LTD SPONSORED 55610310 36 16,729 SH DEFINED 1 16,729
MACROVISION CORP COM 55590410 22,781 885,724 SH DEFINED 1,2,5,9 885,724
MADDEN STEVEN LTD COM 55626910 5,309 281,503 SH DEFINED 1,2,5 281,503
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
MAF BANCORP INC COM 55261R10 17,630 393,349 SH DEFINED 1,2,5 393,349
MAGELLAN HEALTH SVCS COM NEW 55907920 12,800 374,704 SH DEFINED 1,2 374,704
MAGELLAN MIDSTREAM P COM UNIT R 55908010 1,662 28,330 SH DEFINED 1,2,5 28,330
MAGMA DESIGN AUTOMAT COM 55918110 4,785 382,474 SH DEFINED 1,2 382,474
MAGNA ENTMT CORP CL A 55921110 2,994 497,402 SH DEFINED 1,2 497,402
MAGNA INTL INC CL A 55922240 4,134 50,084 SH DEFINED 1 50,084
MAGNETEK INC COM 55942410 2,047 296,731 SH DEFINED 1,2 296,731
MAGNUM HUNTER RES IN COM PAR $0 55972F20 15,269 1,183,641 SH DEFINED 1,2,5 1,183,641
MAGUIRE PPTYS INC COM 55977510 21,054 766,719 SH DEFINED 1,2,3,5 766,719
MAGYAR TAVKOZLESI RT SPONSORED 55977610 241 9,853 SH DEFINED 1 9,853
MAIN STR BKS INC NEW COM 56034R10 6,447 184,578 SH DEFINED 1,2,5 184,578
MAINSOURCE FINANCIAL COM 56062Y10 4,491 188,061 SH DEFINED 1,2 188,061
MAIR HOLDINGS INC COM 56063510 157 17,061 SH DEFINED 1 17,061
MANAGEMENT NETWORK G COM 56169310 3,197 1,360,480 SH DEFINED 1 1,360,480
MANCHESTER TECHNOLOG COM 56239810 151 15,100 SH DEFINED 2 15,100
MANDALAY RESORT GROU COM 56256710 56,731 805,497 SH DEFINED 1,2,5,7,9 805,497
MANHATTAN ASSOCS INC COM 56275010 12,842 537,781 SH DEFINED 1,2,5 537,781
MANITOWOC INC COM 56357110 18,419 489,211 SH DEFINED 1,2,5 489,211
MANNATECH INC COM 56377110 4,839 254,132 SH DEFINED 1,2 254,132
MANNING GREG AUCTION COM 56382310 686 55,437 SH DEFINED 1,2 55,437
MANNKIND CORP COM 56400P20 2,482 157,559 SH DEFINED 1,2 157,559
MANOR CARE INC NEW COM 56405510 83,054 2,344,169 SH DEFINED 1,2,5,6,9,10 2,344,169
MANPOWER INC COM 56418H10 65,935 1,365,116 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,365,116
MANTECH INTL CORP CL A 56456310 6,523 274,765 SH DEFINED 1,2 274,765
MANUGISTICS GROUP IN COM 56501110 2,386 831,475 SH DEFINED 1,2,5 831,475
MANULIFE FINL CORP COM 56501R10 10,662 230,784 SH DEFINED 1,5,7,13 230,784
MAPICS INC COM 56491010 4,292 407,959 SH DEFINED 1,2 407,959
MAPINFO CORP COM 56510510 2,778 231,907 SH DEFINED 1,2,5 231,907
MARATHON OIL CORP COM 56584910 462,148 12,287,915 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 12,287,915
MARCHEX INC CL B 56624R10 1,235 58,820 SH DEFINED 1,2 58,820
MARCUS CORP COM 56633010 7,673 305,205 SH DEFINED 1,2 305,205
MARINE PRODS CORP COM 56842710 3,316 126,991 SH DEFINED 1,2 126,991
MARINEMAX INC COM 56790810 4,064 136,567 SH DEFINED 1,2 136,567
MARKEL CORP COM 57053510 27,101 74,453 SH DEFINED 1,2,5 74,453
MARKETAXESS HLDGS IN COM 57060D10 819 48,150 SH DEFINED 1 48,150
MARKETWATCH INC COM 57061910 1,921 106,710 SH DEFINED 1,2 106,710
MARKWEST ENERGY PART UNIT LTD P 57075910 433 8,900 SH DEFINED 1 8,900
MARLIN BUSINESS SVCS COM 57115710 1,064 56,010 SH DEFINED 1,2 56,010
MARRIOTT INTL INC NE CL A 57190320 449,366 7,135,052 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,135,052
MARSH & MCLENNAN COS COM 57174810 1,158,635 35,216,863 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 35,216,863
MARSHALL & ILSLEY CO COM 57183410 244,921 5,541,188 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,541,188
MARSHALL EDWARDS INC COM 57232230 434 48,543 SH DEFINED 1,2 48,543
MARTEK BIOSCIENCES C COM 57290110 12,618 246,436 SH DEFINED 1,2,5 246,436
MARTEN TRANS LTD COM 57307510 2,632 115,808 SH DEFINED 1,2 115,808
MARTHA STEWART LIVIN CL A 57308310 4,647 160,137 SH DEFINED 1,2 160,137
MARTIN MARIETTA MATL COM 57328410 60,331 1,124,324 SH DEFINED 1,2,5,9 1,124,324
MARVEL ENTERPRISES I COM 57383M10 14,699 717,707 SH DEFINED 1,2,5 717,707
MARVELL TECHNOLOGY G ORD G5876H10 38,708 1,091,290 SH DEFINED 1,5,7,8,9,10,12,13,14 1,091,290
MASCO CORP COM 57459910 457,453 12,522,663 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 12,522,663
MASSEY ENERGY CORP COM 57620610 26,045 745,198 SH DEFINED 1,2,5 745,198
MASTEC INC COM 57632310 3,502 346,364 SH DEFINED 1,2,5 346,364
MATERIAL SCIENCES CO COM 57667410 353 19,598 SH DEFINED 1,2 19,598
MATRIA HEALTHCARE IN COM NEW 57681720 5,518 141,243 SH DEFINED 1,2,5 141,243
MATRITECH INC COM 57681810 47 44,300 SH DEFINED 5 44,300
MATRIX SVC CO COM 57685310 2,008 249,170 SH DEFINED 1,2 249,170
MATRIXONE INC COM 57685P30 4,640 708,420 SH DEFINED 1,2,5 708,420
MATSUSHITA ELEC INDL ADR 57687920 1,392 86,716 SH DEFINED 1 86,716
MATTEL INC COM 57708110 229,560 11,778,360 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 11,778,360
MATTHEWS INTL CORP CL A 57712810 22,993 624,801 SH DEFINED 1,2,5 624,801
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
MATTSON TECHNOLOGY I COM 57722310 6,092 543,484 SH DEFINED 1,2 543,484
MAUI LD & PINEAPPLE COM 57734510 1,805 45,975 SH DEFINED 1,2 45,975
MAVERICK TUBE CORP COM 57791410 19,828 654,379 SH DEFINED 1,2,5 654,379
MAXIM INTEGRATED PRO COM 57772K10 367,270 8,664,079 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,664,079
MAXIM PHARMACEUTICAL COM 57772M10 846 280,003 SH DEFINED 1,2,5 280,003
MAXIMUS INC COM 57793310 8,529 274,082 SH DEFINED 1,2,5 274,082
MAXTOR CORP COM NEW 57772920 10,066 1,899,204 SH DEFINED 1,2,5 1,899,204
MAXWELL TECHNOLOGIES COM 57776710 1,401 138,184 SH DEFINED 1,2 138,184
MAXYGEN INC COM 57777610 5,028 393,151 SH DEFINED 1,2 393,151
MAY DEPT STORES CO COM 57777810 254,328 8,650,608 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,650,608
MAYTAG CORP COM 57859210 43,356 2,054,806 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 2,054,806
MB FINANCIAL INC NEW COM 55264U10 14,230 337,599 SH DEFINED 1,2 337,599
MBIA INC COM 55262C10 264,680 4,182,688 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,182,688
MBNA CORP COM 55262L10 1,055,064 37,426,903 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 37,426,903
MBT FINL CORP COM 57887710 4,379 188,180 SH DEFINED 1,2 188,180
MCAFEE INC COM 57906410 146,892 5,077,500 SH DEFINED 1,2,5,9,10,12,14 5,077,500
MCCLATCHY CO CL A 57948910 11,156 155,358 SH DEFINED 1,2,5 155,358
MCCORMICK & CO INC COM NON VT 57978020 142,736 3,697,821 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,697,821
MCDATA CORP CL B 58003110 84 14,858 SH DEFINED 1,2 14,858
MCDATA CORP CL A 58003120 12,257 2,056,576 SH DEFINED 1,2,5,9 2,056,576
MCDERMOTT INTL INC COM 58003710 1,442 78,563 SH DEFINED 1,5 78,563
MCDONALDS CORP COM 58013510 1,488,581 46,431,101 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 46,431,101
MCG CAPITAL CORP COM 58047P10 7,795 455,022 SH DEFINED 1,2 455,022
MCGRATH RENTCORP COM 58058910 6,214 142,490 SH DEFINED 1,2 142,490
MCGRAW HILL COS INC COM 58064510 518,369 5,662,762 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,662,762
MCI INC COM 55269110 11,092 550,197 SH DEFINED 1,2,5 550,197
MCKESSON CORP COM 58155Q10 254,381 8,085,843 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,085,843
MCMORAN EXPLORATION COM 58241110 3,999 213,865 SH DEFINED 1,2 213,865
MDS INC COM 55269P30 161 11,348 SH DEFINED 1 11,348
MDU RES GROUP INC COM 55269010 36,446 1,366,035 SH DEFINED 1,2,5,9 1,366,035
MEADOWBROOK INS GROU COM 58319P10 80 15,953 SH DEFINED 1 15,953
MEADWESTVACO CORP COM 58333410 192,559 5,681,893 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,681,893
MEASUREMENT SPECIALT COM 58342110 3,295 129,408 SH DEFINED 1,2 129,408
MECHANICAL TECHNOLOG COM 58353810 180 29,218 SH DEFINED 1 29,218
MECHEL STEEL GROUP O SPONSORED 58384010 1,908 85,367 SH DEFINED 1,2,7 85,367
MEDALLION FINL CORP COM 58392810 193 19,850 SH DEFINED 1,2 19,850
MEDAREX INC COM 58391610 12,567 1,165,763 SH DEFINED 1,2,5 1,165,763
MEDCATH CORP COM 58404W10 2,105 85,448 SH DEFINED 1,2 85,448
MEDCO HEALTH SOLUTIO COM 58405U10 301,183 7,239,983 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,239,983
MEDIA GEN INC CL A 58440410 18,847 290,810 SH DEFINED 1,2,5,6,9 290,810
MEDIACOM COMMUNICATI CL A 58446K10 5,596 895,357 SH DEFINED 1,2,5 895,357
MEDICAL ACTION INDS COM 58449L10 2,016 102,346 SH DEFINED 1,2 102,346
MEDICAL STAFFING NET COM 58463F10 2,727 332,989 SH DEFINED 1,2 332,989
MEDICINES CO COM 58468810 38,029 1,320,440 SH DEFINED 1,2,5 1,320,440
MEDICIS PHARMACEUTIC CL A NEW 58469030 22,183 631,823 SH DEFINED 1,2,5 631,823
MEDICORE INC COM 58493110 234 25,300 SH DEFINED 1 25,300
MEDIMMUNE INC COM 58469910 202,164 7,457,163 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,457,163
MEDIS TECHNOLOGIES L COM 58500P10 3,159 172,175 SH DEFINED 1,2 172,175
MEDTRONIC INC COM 58505510 1,813,705 36,515,095 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 36,515,095
MELLON FINL CORP COM 58551A10 364,802 11,726,203 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 11,726,203
MEMC ELECTR MATLS IN COM 55271510 45,560 3,438,468 SH DEFINED 1,2,5 3,438,468
MENS WEARHOUSE INC COM 58711810 20,374 637,469 SH DEFINED 1,2,5 637,469
MENTOR CORP MINN COM 58718810 24,506 726,324 SH DEFINED 1,2,5 726,324
MENTOR GRAPHICS CORP COM 58720010 20,765 1,358,067 SH DEFINED 1,2,5,8,9,13 1,358,067
MERCANTILE BANK CORP COM 58737610 3,531 89,402 SH DEFINED 1,2,5 89,402
MERCANTILE BANKSHARE COM 58740510 68,930 1,320,504 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,320,504
MERCK & CO INC COM 58933110 2,332,628 72,577,102 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 72,577,102
MERCURY COMPUTER SYS COM 58937810 12,991 437,719 SH DEFINED 1,2,5 437,719
MERCURY GENL CORP NE COM 58940010 39,445 658,295 SH DEFINED 1,2,5 658,295
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
MERCURY INTERACTIVE COM 58940510 113,826 2,498,916 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 2,498,916
MEREDITH CORP COM 58943310 59,563 1,098,941 SH DEFINED 1,2,5,6,9,10 1,098,941
MERGE TECHNOLOGIES I COM 58998110 3,030 136,166 SH DEFINED 1,2 136,166
MERIDIAN BIOSCIENCE COM 58958410 2,191 124,837 SH DEFINED 1 124,837
MERIDIAN GOLD INC COM 58997510 2,593 136,668 SH DEFINED 1,2 136,668
MERIDIAN RESOURCE CO COM 58977Q10 5,034 832,072 SH DEFINED 1,2,5 832,072
MERISTAR HOSPITALITY COM 58984Y10 15,438 1,848,819 SH DEFINED 1,2,3,5 1,848,819
MERIT MED SYS INC COM 58988910 8,588 562,043 SH DEFINED 1,2 562,043
MERITAGE HOMES CORP COM 59001A10 25,095 222,670 SH DEFINED 1,2,5 222,670
MERIX CORP COM 59004910 2,530 219,575 SH DEFINED 1,2 219,575
MERRILL LYNCH & CO I COM 59018810 5,367,735 89,806,505 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 89,806,505
MESA AIR GROUP INC COM 59047910 3,623 456,304 SH DEFINED 1,2 456,304
METAL MGMT INC COM NEW 59109720 7,817 290,922 SH DEFINED 1,2 290,922
METALS USA INC COM NEW 59132420 4,516 243,455 SH DEFINED 1,2 243,455
METASOLV INC COM 59139P10 96 35,579 SH DEFINED 1 35,579
METHODE ELECTRS INC COM 59152020 9,086 707,051 SH DEFINED 1,2 707,051
METLIFE INC COM 59156R10 854,532 21,094,336 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 21,094,336
METRIS COS INC COM 59159810 8,223 644,911 SH DEFINED 1,2,5 644,911
METRO GOLDWYN MAYER COM 59161010 6,159 518,409 SH DEFINED 1,2,5 518,409
METRO ONE TELECOMMUN COM 59163F10 49 30,835 SH DEFINED 1,5 30,835
METROLOGIC INSTRS IN COM 59167610 3,777 177,728 SH DEFINED 1,2 177,728
METTLER TOLEDO INTER COM 59268810 36,055 702,687 SH DEFINED 1,2,5 702,687
MFA MTG INVTS INC COM 55272X10 9,395 1,065,155 SH DEFINED 1,2 1,065,155
MGE ENERGY INC COM 55277P10 10,564 293,205 SH DEFINED 1,2 293,205
MGI PHARMA INC COM 55288010 23,444 836,990 SH DEFINED 1,2,5 836,990
MGIC INVT CORP WIS COM 55284810 227,531 3,301,863 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,301,863
MGM MIRAGE COM 55295310 43,665 600,282 SH DEFINED 1,2,5 600,282
MGP INGREDIENTS INC COM 55302G10 610 70,647 SH DEFINED 1,2 70,647
MICHAELS STORES INC COM 59408710 108,651 3,625,337 SH DEFINED 1,2,5,9,10,12,14 3,625,337
MICREL INC COM 59479310 15,443 1,401,327 SH DEFINED 1,2,5,9 1,401,327
MICRO THERAPEUTICS I COM 59500W10 414 110,348 SH DEFINED 1,2 110,348
MICROCHIP TECHNOLOGY COM 59501710 102,632 3,859,782 SH DEFINED 1,2,5,7,8,9,10,12,13,14 3,859,782
MICROMUSE INC COM 59509410 5,915 1,065,753 SH DEFINED 1,2,5 1,065,753
MICRON TECHNOLOGY IN COM 59511210 195,767 15,851,614 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 15,851,614
MICROS SYS INC COM 59490110 23,385 299,582 SH DEFINED 1,2 299,582
MICROSEMI CORP COM 59513710 18,127 1,044,198 SH DEFINED 1,2,5 1,044,198
MICROSOFT CORP COM 59491810 8,337,377 312,027,594 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 312,027,594
MICROSTRATEGY INC CL A NEW 59497240 19,217 318,953 SH DEFINED 1,2,5 318,953
MICROTEK MEDICAL HLD COM 59515B10 1,955 481,603 SH DEFINED 1,2,5 481,603
MICROTUNE INC DEL COM 59514P10 3,691 604,044 SH DEFINED 1,2 604,044
MICROVISION INC WASH COM 59496010 1,555 222,145 SH DEFINED 1 222,145
MID-AMER APT CMNTYS COM 59522J10 19,086 463,017 SH DEFINED 1,2,3 463,017
MIDAS GROUP INC COM 59562610 7,798 389,896 SH DEFINED 1,2 389,896
MIDDLEBY CORP COM 59627810 3,156 62,222 SH DEFINED 1,2 62,222
MIDDLESEX WATER CO COM 59668010 3,025 159,727 SH DEFINED 1,2,5 159,727
MIDLAND CO COM 59748610 4,033 128,965 SH DEFINED 1,2 128,965
MID-STATE BANCSHARES COM 59544010 9,431 329,168 SH DEFINED 1,2 329,168
MIDWAY GAMES INC COM 59814810 6,058 576,983 SH DEFINED 1,2 576,983
MIDWEST AIR GROUP IN COM 59791110 38 12,989 SH DEFINED 1 12,989
MIDWEST BANC HOLDING COM 59825110 3,370 154,087 SH DEFINED 1,2 154,087
MIKOHN GAMING CORP COM 59862K10 139 13,627 SH DEFINED 1 13,627
MILACRON INC COM 59870910 2,319 684,200 SH DEFINED 1,2,5,6 684,200
MILLENNIUM PHARMACEU COM 59990210 56,103 4,621,332 SH DEFINED 1,2,5,7,8,9,10,12,13,14 4,621,332
MILLER HERMAN INC COM 60054410 23,880 864,283 SH DEFINED 1,2,5,6,9,13 864,283
MILLICOM INTL CELLUL SHS NEW L6388F11 317 13,937 SH DEFINED 1,5 13,937
MILLIPORE CORP COM 60107310 61,778 1,240,272 SH DEFINED 1,2,5,6,7,9,10 1,240,272
MILLS CORP COM 60114810 70,568 1,106,780 SH DEFINED 1,2,3,5 1,106,780
MIM CORP COM 55304410 166 26,110 SH DEFINED 1 26,110
MINDSPEED TECHNOLOGI COM 60268210 4,497 1,617,780 SH DEFINED 1,2,5 1,617,780
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
MINE SAFETY APPLIANC COM 60272010 15,656 308,796 SH DEFINED 1,2 308,796
MINERALS TECHNOLOGIE COM 60315810 77,557 1,162,780 SH DEFINED 1,2,5,9 1,162,780
MIPS TECHNOLOGIES IN COM 60456710 5,446 552,913 SH DEFINED 1,2 552,913
MISSION RESOURCES CO COM 60510910 2,810 481,140 SH DEFINED 1,2 481,140
MISSION WEST PPTYS I COM 60520310 3,546 333,306 SH DEFINED 1,2,5 333,306
MITCHELLS & BUTLERS SPONS ADR 60668M20 144 22,208 SH DEFINED 1 22,208
MITSUBISHI TOKYO FIN SPONSORED 60681610 13,646 1,335,190 SH DEFINED 1,2 1,335,190
MITSUI & CO LTD ADR 60682720 355 1,968 SH DEFINED 1 1,968
MKS INSTRUMENT INC COM 55306N10 8,378 451,636 SH DEFINED 1,2,5 451,636
MOBILE MINI INC COM 60740F10 6,739 203,972 SH DEFINED 1,2,5 203,972
MOBILE TELESYSTEMS O SPONSORED 60740910 2,742 19,795 SH DEFINED 1,2,7 19,795
MOBILITY ELECTRONICS COM 60741U10 2,628 306,320 SH DEFINED 1,2 306,320
MOBIUS MGMT SYSTEMS COM 60692510 130 17,940 SH DEFINED 1 17,940
MOCON INC COM 60749410 98 10,400 SH DEFINED 1 10,400
MODINE MFG CO COM 60782810 17,166 508,310 SH DEFINED 1,2,5,6,9 508,310
MODTECH HLDGS INC COM 60783C10 84 10,667 SH DEFINED 1 10,667
MOHAWK INDS INC COM 60819010 88,147 965,991 SH DEFINED 1,2,5,7,8,9,10,12,13,14 965,991
MOLDFLOW CORP COM 60850710 2,848 179,100 SH DEFINED 1 179,100
MOLECULAR DEVICES CO COM 60851C10 5,096 253,533 SH DEFINED 1,2 253,533
MOLEX INC COM 60855410 131,481 4,382,687 SH DEFINED 1,2,5,6,7,9,10,13 4,382,687
MOLEX INC CL A 60855420 1,752 65,756 SH DEFINED 1,5,7 65,756
MOLINA HEALTHCARE IN COM 60855R10 6,466 139,419 SH DEFINED 1,2 139,419
MOMENTA PHARMACEUTIC COM 60877T10 291 41,250 SH DEFINED 1 41,250
MONACO COACH CORP COM 60886R10 8,688 422,361 SH DEFINED 1,2 422,361
MONEYGRAM INTL INC COM 60935Y10 22,763 1,076,768 SH DEFINED 1,2,5,7,9 1,076,768
MONMOUTH REAL ESTATE CL A 60972010 115 13,300 SH DEFINED 1 13,300
MONOLITHIC PWR SYS I COM 60983910 476 51,150 SH DEFINED 1 51,150
MONOLITHIC SYS TECHN COM 60984210 2,079 333,738 SH DEFINED 1,2 333,738
MONRO MUFFLER BRAKE COM 61023610 5,423 214,333 SH DEFINED 1,2,5 214,333
MONSANTO CO NEW COM 61166W10 425,408 7,658,107 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,658,107
MONSTER WORLDWIDE IN COM 61174210 95,836 2,848,864 SH DEFINED 1,2,5,6,9,10 2,848,864
MONTPELIER RE HOLDIN SHS G6218510 317 8,234 SH DEFINED 1,5 8,234
MOODYS CORP COM 61536910 337,758 3,888,978 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,888,978
MOOG INC CL A 61539420 16,181 356,813 SH DEFINED 1,2 356,813
MORGAN STANLEY COM NEW 61744644 4,472,365 80,554,120 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 80,554,120
MORGAN STANLEY INDIA COM 61745C10 2,982 96,329 SH DEFINED 7 96,329
MORTGAGEIT HLDGS INC COM 61915Q10 2,285 127,300 SH DEFINED 1,2 127,300
MOSAIC CO COM 61945A10 27,958 1,713,108 SH DEFINED 1,2,5 1,713,108
MOTIVE INC COM 61980V10 620 54,463 SH DEFINED 1 54,463
MOTOROLA INC COM 62007610 1,240,889 72,144,709 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 72,144,709
MOVADO GROUP INC COM 62458010 4,763 255,407 SH DEFINED 1,2 255,407
MOVIE GALLERY INC COM 62458110 7,887 413,602 SH DEFINED 1,2 413,602
MPS GROUP INC COM 55340910 24,149 1,969,711 SH DEFINED 1,2,5,9 1,969,711
MRO SOFTWARE INC COM 55347W10 5,799 445,410 SH DEFINED 1,2,5 445,410
MRV COMMUNICATIONS I COM 55347710 5,575 1,519,079 SH DEFINED 1,2,5 1,519,079
MSC INDL DIRECT INC CL A 55353010 11,801 327,990 SH DEFINED 1,2,5 327,990
MSC SOFTWARE CORP COM 55353110 4,117 393,243 SH DEFINED 1,2,5 393,243
MTC TECHNOLOGIES INC COM 55377A10 3,434 102,298 SH DEFINED 1,2 102,298
MTR GAMING GROUP INC COM 55376910 3,458 327,424 SH DEFINED 1,2,5 327,424
MTS SYS CORP COM 55377710 16,089 475,862 SH DEFINED 1,2 475,862
MUELLER INDS INC COM 62475610 15,863 492,642 SH DEFINED 1,2,5 492,642
MULTI FINELINE ELECT COM 62541B10 1,045 57,299 SH DEFINED 1 57,299
MULTIMEDIA GAMES INC COM 62545310 5,116 324,621 SH DEFINED 1,2,5 324,621
MURPHY OIL CORP COM 62671710 83,127 1,033,280 SH DEFINED 1,2,5,9 1,033,280
MYERS INDS INC COM 62846410 4,775 373,062 SH DEFINED 1,2 373,062
MYKROLIS CORP COM 62852P10 8,062 568,968 SH DEFINED 1,2,5 568,968
MYLAN LABS INC COM 62853010 115,981 6,559,991 SH DEFINED 1,2,5,6,7,9,10 6,559,991
MYOGEN INC COM 62856E10 1,812 224,496 SH DEFINED 1,2 224,496
MYRIAD GENETICS INC COM 62855J10 11,400 506,434 SH DEFINED 1,2,5 506,434
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
NABI BIOPHARMACEUTIC COM 62951910 13,245 904,104 SH DEFINED 1,2,5 904,104
NABORS INDUSTRIES LT SHS G6359F10 203,516 3,967,946 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,967,946
NACCO INDS INC CL A 62957910 8,268 78,440 SH DEFINED 1,2 78,440
NALCO HOLDING COMPAN COM 62985Q10 5,885 301,500 SH DEFINED 1,2 301,500
NANOGEN INC COM 63007510 2,942 399,698 SH DEFINED 1,2 399,698
NANOPHASE TCHNOLOGIE COM 63007910 143 16,150 SH DEFINED 1 16,150
NAPCO SEC SYS INC COM 63040210 1,238 93,600 SH DEFINED 1,2 93,600
NARA BANCORP INC COM 63080P10 6,016 282,837 SH DEFINED 1,2,5 282,837
NASB FINL INC COM 62896810 2,038 50,997 SH DEFINED 1,2 50,997
NASH FINCH CO COM 63115810 11,601 307,220 SH DEFINED 1,2 307,220
NASSDA CORP COM 63172M10 192 27,800 SH DEFINED 1 27,800
NATCO GROUP INC CL A 63227W20 191 21,700 SH DEFINED 1,2 21,700
NATIONAL AUSTRALIA B SPONSORED 63252540 1,162 10,369 SH DEFINED 1 10,369
NATIONAL BEVERAGE CO COM 63501710 1,406 169,047 SH DEFINED 1,2 169,047
NATIONAL BK GREECE S SPONSORED 63364340 502 74,425 SH DEFINED 1 74,425
NATIONAL CITY CORP COM 63540510 691,817 18,423,898 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 18,423,898
NATIONAL FINL PARTNE COM 63607P20 16,953 436,924 SH DEFINED 1,2 436,924
NATIONAL FUEL GAS CO COM 63618010 36,014 1,270,785 SH DEFINED 1,2,5,9 1,270,785
NATIONAL HEALTH INVS COM 63633D10 11,881 407,160 SH DEFINED 1,2 407,160
NATIONAL HEALTH REAL COM 63590510 336 16,790 SH DEFINED 1,2,5 16,790
NATIONAL HEALTHCARE COM 63590610 3,510 99,446 SH DEFINED 1,2,5 99,446
NATIONAL INSTRS CORP COM 63651810 20,171 740,212 SH DEFINED 1,2,5,9 740,212
NATIONAL PENN BANCSH COM 63713810 12,483 450,661 SH DEFINED 1,2,5 450,661
NATIONAL PRESTO INDS COM 63721510 3,837 84,335 SH DEFINED 1,2,5 84,335
NATIONAL SEMICONDUCT COM 63764010 199,712 11,126,017 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 11,126,017
NATIONAL WESTN LIFE CL A 63852210 5,941 35,684 SH DEFINED 1,2 35,684
NATIONAL-OILWELL INC COM 63707110 37,445 1,061,054 SH DEFINED 1,2,5,9 1,061,054
NATIONWIDE FINL SVCS CL A 63861210 25,482 666,551 SH DEFINED 1,2,5 666,551
NATIONWIDE HEALTH PP COM 63862010 23,246 978,792 SH DEFINED 1,2,5 978,792
NATURAL ALTERNATIVES COM NEW 63884230 131 14,200 SH DEFINED 1 14,200
NATURES SUNSHINE PRO COM 63902710 4,649 228,342 SH DEFINED 1,2 228,342
NAUTILUS GROUP INC COM 63910B10 17,521 724,917 SH DEFINED 1,2,5 724,917
NAVARRE CORP COM 63920810 5,136 291,807 SH DEFINED 1,2 291,807
NAVIGANT CONSULTING COM 63935N10 17,254 648,640 SH DEFINED 1,2 648,640
NAVIGANT INTL INC COM 63935R10 2,240 184,073 SH DEFINED 1,2 184,073
NAVIGATORS GROUP INC COM 63890410 6,711 222,881 SH DEFINED 1,2 222,881
NAVISTAR INTL CORP N COM 63934E10 71,243 1,619,889 SH DEFINED 1,2,5,6,9,10 1,619,889
NAVTEQ CORP COM 63936L10 15,649 337,557 SH DEFINED 1,2,5 337,557
NBC CAP CORP COM 62872910 3,061 115,211 SH DEFINED 1,2,5 115,211
NBT BANCORP INC COM 62877810 11,697 454,774 SH DEFINED 1,2,5 454,774
NBTY INC COM 62878210 13,219 550,568 SH DEFINED 1,2,5 550,568
NCI BUILDING SYS INC COM 62885210 10,856 289,492 SH DEFINED 1,2 289,492
NCO GROUP INC COM 62885810 10,775 416,844 SH DEFINED 1,2 416,844
NCR CORP NEW COM 62886E10 176,834 2,554,304 SH DEFINED 1,2,5,6,7,9,10 2,554,304
NDCHEALTH CORP COM 63948010 9,317 501,173 SH DEFINED 1,2,5 501,173
NEC CORP ADR 62905020 466 75,970 SH DEFINED 1 75,970
NEENAH PAPER INC COM 64007910 4,792 146,995 SH DEFINED 1,2,5,7,9,13 146,995
NEIGHBORCARE INC COM 64015Y10 15,516 505,063 SH DEFINED 1,2,5 505,063
NEIMAN MARCUS GROUP CL A 64020420 36,861 515,250 SH DEFINED 1,2,5,9 515,250
NEKTAR THERAPEUTICS COM 64026810 13,714 677,575 SH DEFINED 1,2,5 677,575
NELNET INC CL A 64031N10 13,537 502,677 SH DEFINED 1,2 502,677
NELSON THOMAS INC COM 64037610 5,651 250,042 SH DEFINED 1,2,5 250,042
NEOFORMA COM INC COM NEW 64047550 825 107,254 SH DEFINED 1,2 107,254
NEOPHARM INC COM 64091910 3,188 254,863 SH DEFINED 1,2 254,863
NEORX CORP COM PAR $0 64052030 29 13,667 SH DEFINED 1 13,667
NEOSE TECHNOLOGIES I COM 64052210 1,502 223,535 SH DEFINED 1,2 223,535
NEOWARE SYS INC COM 64065P10 1,595 171,300 SH DEFINED 1,5 171,300
NESS TECHNOLOGIES IN COM 64104X10 1,510 101,459 SH DEFINED 1,2 101,459
NET2PHONE COM 64108N10 1,399 411,548 SH DEFINED 1,2 411,548
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
NETBANK INC COM 64093310 8,176 785,384 SH DEFINED 1,2,5 785,384
NETFLIX COM INC COM 64110L10 3,431 278,243 SH DEFINED 1,2,5 278,243
NETGEAR INC COM 64111Q10 6,100 335,894 SH DEFINED 1,2 335,894
NETIQ CORP COM 64115P10 14,585 1,194,491 SH DEFINED 1,2,5 1,194,491
NETRATINGS INC COM 64116M10 3,113 162,369 SH DEFINED 1,2 162,369
NETSCOUT SYS INC COM 64115T10 1,844 264,152 SH DEFINED 1,2 264,152
NETWORK APPLIANCE IN COM 64120L10 315,705 9,503,462 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 9,503,462
NETWORK EQUIP TECHNO COM 64120810 3,156 321,412 SH DEFINED 1,2 321,412
NEUROCRINE BIOSCIENC COM 64125C10 15,421 312,805 SH DEFINED 1,2,5 312,805
NEUROGEN CORP COM 64124E10 2,556 273,113 SH DEFINED 1,2 273,113
NEVADA GOLD & CASINO COM NEW 64126Q20 901 73,859 SH DEFINED 1 73,859
NEW BRUNSWICK SCIENT COM 64287610 89 14,320 SH DEFINED 1 14,320
NEW CENTURY FINANCIA COM 6435EV10 52,308 818,457 SH DEFINED 1,2,5 818,457
NEW FRONTIER MEDIA I COM 64439810 125 15,757 SH DEFINED 1 15,757
NEW JERSEY RES COM 64602510 18,131 418,334 SH DEFINED 1,2,5 418,334
NEW PLAN EXCEL RLTY COM 64805310 50,909 1,879,951 SH DEFINED 1,2,3,5,9 1,879,951
NEW YORK & CO INC COM 64929510 1,562 94,551 SH DEFINED 1,2 94,551
NEW YORK CMNTY BANCO COM 64944510 77,863 3,785,282 SH DEFINED 1,2,5,7,8,9,10,12,13,14 3,785,282
NEW YORK TIMES CO CL A 65011110 174,877 4,286,208 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,286,208
NEWALLIANCE BANCSHAR COM 65020310 10,449 682,956 SH DEFINED 1,2 682,956
NEWCASTLE INVT CORP COM 65105M10 14,897 468,752 SH DEFINED 1,2 468,752
NEWELL RUBBERMAID IN COM 65122910 205,157 8,481,083 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,481,083
NEWFIELD EXPL CO COM 65129010 48,784 826,149 SH DEFINED 1,2,5,9 826,149
NEWMARKET CORP COM 65158710 4,672 234,798 SH DEFINED 1,2,5 234,798
NEWMONT MINING CORP COM 65163910 542,810 12,222,694 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 12,222,694
NEWPARK RES INC COM PAR $. 65171850 6,334 1,229,821 SH DEFINED 1,2 1,229,821
NEWPORT CORP COM 65182410 10,176 721,691 SH DEFINED 1,2,5,9 721,691
NEWS CORP CL A 65248E10 1,060,568 56,836,447 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 56,836,447
NEWS CORP CL B 65248E20 47,242 2,460,514 SH DEFINED 1,4,5,7,8,9,10,12,13,14 2,460,514
NEXEN INC COM 65334H10 266 6,539 SH DEFINED 1 6,539
NEXSTAR BROADCASTING CL A 65336K10 855 92,715 SH DEFINED 1,2 92,715
NEXTEL COMMUNICATION CL A 65332V10 923,886 30,785,925 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 30,785,925
NEXTEL PARTNERS INC CL A 65333F10 20,197 1,033,624 SH DEFINED 1,2,5 1,033,624
NGP CAP RES CO COM 62912R10 2,609 169,770 SH DEFINED 1,2 169,770
NIC INC COM 62914B10 2,744 540,126 SH DEFINED 1,2 540,126
NICOR INC COM 65408610 56,480 1,528,976 SH DEFINED 1,2,5,6,9,10 1,528,976
NIDEC CORP SPONSORED 65409010 7,600 247,556 SH DEFINED 1,2 247,556
NII HLDGS INC CL B NEW 62913F20 20,356 429,003 SH DEFINED 1,2,5 429,003
NIKE INC CL B 65410610 604,401 6,664,468 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 6,664,468
NIKU CORP COM NEW 65411370 223 11,073 SH DEFINED 1 11,073
NISOURCE INC COM 65473P10 244,307 10,724,619 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 10,724,619
NISSAN MOTORS SPONSORED 65474440 651 29,713 SH DEFINED 1 29,713
NITROMED INC COM 65479850 4,116 154,436 SH DEFINED 1,2 154,436
NL INDS INC COM NEW 62915640 2,542 115,039 SH DEFINED 1,2 115,039
NMS COMMUNICATIONS C COM 62924810 3,883 615,436 SH DEFINED 1,2 615,436
NN INC COM 62933710 3,001 227,202 SH DEFINED 1,2 227,202
NOBEL LEARNING CMNTY COM 65488910 136 17,933 SH DEFINED 1 17,933
NOBLE CORPORATION SHS G6542210 181,695 3,652,904 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,652,904
NOBLE ENERGY INC COM 65504410 44,215 717,078 SH DEFINED 1,2,5,9 717,078
NOBLE INTL LTD COM 65505310 1,399 68,590 SH DEFINED 1,2 68,590
NOKIA CORP SPONSORED 65490220 7,910 504,772 SH DEFINED 1,2 504,772
NORANDA INC COM 65542210 378 21,450 SH DEFINED 7 21,450
NORDSON CORP COM 65566310 21,020 524,590 SH DEFINED 1,2,5,9 524,590
NORDSTROM INC COM 65566410 143,206 3,064,542 SH DEFINED 1,2,5,6,7,9,10 3,064,542
NORFOLK SOUTHERN COR COM 65584410 389,431 10,760,728 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 10,760,728
NORTEL NETWORKS CORP COM 65656810 514 148,053 SH DEFINED 1,5 148,053
NORTH AMERN SCIENTIF COM 65715D10 54 10,000 SH DEFINED 1 10,000
NORTH FORK BANCORPOR COM 65942410 387,932 13,446,525 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 13,446,525
NORTH PITTSBURGH SYS COM 66156210 5,430 219,573 SH DEFINED 1,2 219,573
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
NORTHEAST UTILS COM 66439710 35,612 1,889,209 SH DEFINED 1,2,5,7,9 1,889,209
NORTHERN BORDER PART UNIT LTD P 66478510 437 9,080 SH DEFINED 1,5 9,080
NORTHERN STS FINL CO COM 66575110 307 9,900 SH DEFINED 1 9,900
NORTHERN TR CORP COM 66585910 293,896 6,049,734 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 6,049,734
NORTHFIELD LABS INC COM 66613510 6,151 272,774 SH DEFINED 1,2 272,774
NORTHROP GRUMMAN COR COM 66680710 1,909,104 35,119,651 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 35,119,651
NORTHWEST AIRLS CORP CL A 66728010 85,630 7,834,370 SH DEFINED 1,2,5 7,834,370
NORTHWEST BANCORP IN COM 66732810 5,729 228,321 SH DEFINED 1,2 228,321
NORTHWEST NAT GAS CO COM 66765510 13,778 408,361 SH DEFINED 1,2,5 408,361
NORTHWEST PIPE CO COM 66774610 2,969 119,008 SH DEFINED 1 119,008
NOVA CHEMICALS CORP COM 66977W10 863 18,235 SH DEFINED 1,5 18,235
NOVAMED INC DEL COM 66986W10 76 11,552 SH DEFINED 1 11,552
NOVARTIS A G SPONSORED 66987V10 22,403 443,278 SH DEFINED 1,2 443,278
NOVASTAR FINL INC COM 66994740 18,373 371,175 SH DEFINED 1,2 371,175
NOVATEL WIRELESS INC COM NEW 66987M60 5,087 262,088 SH DEFINED 1,2 262,088
NOVAVAX INC COM 67000210 61 18,600 SH DEFINED 1 18,600
NOVELL INC COM 67000610 59,888 8,872,271 SH DEFINED 1,2,5,6,9,10 8,872,271
NOVELLUS SYS INC COM 67000810 106,627 3,823,130 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,823,130
NOVEN PHARMACEUTICAL COM 67000910 6,953 407,546 SH DEFINED 1,2 407,546
NOVO-NORDISK A S ADR 67010020 1,002 18,470 SH DEFINED 1 18,470
NPS PHARMACEUTICALS COM 62936P10 10,112 553,150 SH DEFINED 1,2,5 553,150
NRG ENERGY INC COM NEW 62937750 21,079 584,704 SH DEFINED 1,2 584,704
NS GROUP INC COM 62891610 12,825 461,319 SH DEFINED 1,2,5 461,319
NSTAR COM 67019E10 34,588 637,217 SH DEFINED 1,2,5,7,9 637,217
NTL INC DEL COM 62940M10 60,594 830,512 SH DEFINED 1,2,5,7,8,9,10,12,13,14 830,512
NTT DOCOMO INC SPONS ADR 62942M20 1,444 77,544 SH DEFINED 1 77,544
NU SKIN ENTERPRISES CL A 67018T10 18,415 725,568 SH DEFINED 1,2 725,568
NUANCE COMMUNICATION COM 66996710 53 12,801 SH DEFINED 1 12,801
NUCO2 INC COM 62942810 1,653 74,511 SH DEFINED 1,2 74,511
NUCOR CORP COM 67034610 291,243 5,564,439 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,564,439
NUTRACEUTICAL INTL C COM 67060Y10 1,404 91,093 SH DEFINED 1,2 91,093
NUVASIVE INC COM 67070410 658 64,155 SH DEFINED 1 64,155
NUVEEN INVTS INC CL A 67090F10 7,252 183,732 SH DEFINED 1,2,5 183,732
NUVELO INC COM NEW 67072M30 3,370 342,092 SH DEFINED 1,2 342,092
NVIDIA CORP COM 67066G10 106,679 4,527,976 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,527,976
NVR INC COM 62944T10 156,134 202,929 SH DEFINED 1,2,5 202,929
NYFIX INC COM 67071210 187 30,260 SH DEFINED 1,5 30,260
NYMAGIC INC COM 62948410 2,870 113,444 SH DEFINED 1,2 113,444
O CHARLEYS INC COM 67082310 5,801 296,730 SH DEFINED 1,2 296,730
O I CORP COM 67084110 146 14,300 SH DEFINED 1 14,300
O REILLY AUTOMOTIVE COM 68609110 26,873 596,504 SH DEFINED 1,2,5,9 596,504
OAK HILL FINL INC COM 67133710 1,574 40,588 SH DEFINED 1 40,588
OAKLEY INC COM 67366210 4,154 325,766 SH DEFINED 1,2,5 325,766
OCA INC COM 67083Q10 3,982 627,162 SH DEFINED 1,2,5 627,162
OCCIDENTAL PETE CORP COM 67459910 801,511 13,733,911 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 13,733,911
OCEANEERING INTL INC COM 67523210 15,474 414,623 SH DEFINED 1,2,5 414,623
OCEANFIRST FINL CORP COM 67523410 3,808 154,502 SH DEFINED 1,2 154,502
OCTEL CORP COM 67572710 5,276 253,511 SH DEFINED 1,2,5 253,511
OCULAR SCIENCES INC COM 67574410 13,458 274,596 SH DEFINED 1,2 274,596
OCWEN FINL CORP COM 67574610 6,484 678,237 SH DEFINED 1,2 678,237
ODYSSEY HEALTHCARE I COM 67611V10 7,949 581,052 SH DEFINED 1,2,5 581,052
ODYSSEY RE HLDGS COR COM 67612W10 3,048 120,903 SH DEFINED 1,2 120,903
OFFICE DEPOT INC COM 67622010 152,265 8,771,018 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,771,018
OFFICEMAX INC DEL COM 67622P10 80,499 2,565,299 SH DEFINED 1,2,5,6,9,10,13 2,565,299
OFFSHORE LOGISTICS I COM 67625510 9,487 292,192 SH DEFINED 1,2 292,192
OGE ENERGY CORP COM 67083710 38,524 1,453,180 SH DEFINED 1,2,5,6,9 1,453,180
OHIO CAS CORP COM 67724010 26,414 1,138,035 SH DEFINED 1,2,5,9 1,138,035
OIL STS INTL INC COM 67802610 7,103 368,217 SH DEFINED 1,2 368,217
OLD DOMINION FGHT LI COM 67958010 8,231 236,517 SH DEFINED 1,2 236,517
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
OLD NATL BANCORP IND COM 68003310 25,181 973,757 SH DEFINED 1,2,5 973,757
OLD REP INTL CORP COM 68022310 99,592 3,936,460 SH DEFINED 1,2,5,7,8,9,10,12,13,14 3,936,460
OLD SECOND BANCORP I COM 68027710 6,816 213,806 SH DEFINED 1,2 213,806
OLIN CORP COM PAR $1 68066520 29,753 1,351,196 SH DEFINED 1,2,5,9 1,351,196
OLYMPIC STEEL INC COM 68162K10 890 33,554 SH DEFINED 1 33,554
OM GROUP INC COM 67087210 20,421 629,888 SH DEFINED 1,2,5 629,888
OMEGA FINL CORP COM 68209210 5,272 153,778 SH DEFINED 1,2,5 153,778
OMEGA HEALTHCARE INV COM 68193610 9,038 765,948 SH DEFINED 1,2 765,948
OMEGA PROTEIN CORP COM 68210P10 734 85,393 SH DEFINED 1,2 85,393
OMI CORP NEW COM Y6476W10 1,474 87,496 SH DEFINED 1,5 87,496
OMNICARE INC COM 68190410 56,030 1,618,439 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,618,439
OMNICELL INC COM 68213N10 3,340 303,655 SH DEFINED 1,2 303,655
OMNICOM GROUP INC COM 68191910 421,386 4,997,462 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,997,462
OMNIVISION TECHNOLOG COM 68212810 14,470 788,561 SH DEFINED 1,2,5 788,561
OMNOVA SOLUTIONS INC COM 68212910 3,195 568,471 SH DEFINED 1,2 568,471
ON ASSIGNMENT INC COM 68215910 183 35,336 SH DEFINED 1,2 35,336
ON SEMICONDUCTOR COR COM 68218910 7,044 1,551,644 SH DEFINED 1,2 1,551,644
ON2 TECHNOLOGIES INC COM 68338A10 9 14,100 SH DEFINED 1 14,100
ONE LIBERTY PPTYS IN COM 68240610 224 10,800 SH DEFINED 1 10,800
ONEOK INC NEW COM 68268010 54,943 1,933,267 SH DEFINED 1,2,5,9 1,933,267
ONYX PHARMACEUTICALS COM 68339910 15,778 487,122 SH DEFINED 1,2,5 487,122
OPEN JT STK CO-VIMPE SPONSORED 68370R10 2,310 63,911 SH DEFINED 1,2,7 63,911
OPEN SOLUTIONS INC COM 68371P10 4,809 185,252 SH DEFINED 1,2 185,252
OPENTV CORP CL A G6754310 129 33,518 SH DEFINED 1 33,518
OPENWAVE SYS INC COM NEW 68371830 13,958 902,864 SH DEFINED 1,2,5 902,864
OPLINK COMMUNICATION COM 68375Q10 3,121 1,584,331 SH DEFINED 1,2 1,584,331
OPNET TECHNOLOGIES I COM 68375710 1,648 195,741 SH DEFINED 1,2,5 195,741
OPSWARE INC COM 68383A10 6,060 825,601 SH DEFINED 1,2,5,7 825,601
OPTICAL COMMUNICATIO CL A 68382T10 470 187,923 SH DEFINED 1,2 187,923
OPTION CARE INC COM 68394810 4,236 246,396 SH DEFINED 1,2,5 246,396
ORACLE CORP COM 68389X10 1,836,257 133,837,964 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 133,837,964
ORASURE TECHNOLOGIES COM 68554V10 4,176 621,448 SH DEFINED 1,2,5 621,448
ORBITAL SCIENCES COR COM 68556410 8,573 724,664 SH DEFINED 1,2 724,664
ORBOTECH LTD ORD M7525310 578 27,215 SH DEFINED 1,2,7 27,215
ORCHID BIOSCIENCES I COM PAR $0 68571P50 119 10,331 SH DEFINED 1 10,331
OREGON STL MLS INC COM 68607910 9,089 447,950 SH DEFINED 1,2 447,950
ORIENTAL FINL GROUP COM 68618W10 8,739 308,673 SH DEFINED 1,2 308,673
ORIGEN FINL INC COM 68619E20 873 116,654 SH DEFINED 1 116,654
ORIX CORP SPONSORED 68633010 537 7,835 SH DEFINED 1 7,835
ORLEANS HOMEBUILDERS COM 68658810 728 36,691 SH DEFINED 1 36,691
ORMAT TECHNOLOGIES I COM 68668810 852 52,355 SH DEFINED 1 52,355
ORTHOLOGIC CORP COM 68750J10 3,061 489,741 SH DEFINED 1,2,5 489,741
ORTHOVITA INC COM 68750U10 2,198 524,527 SH DEFINED 1,2 524,527
OSCIENT PHARMACEUTIC COM 68812R10 2,747 752,543 SH DEFINED 1,2 752,543
OSHKOSH B GOSH INC CL A 68822220 3,361 157,079 SH DEFINED 1,2 157,079
OSHKOSH TRUCK CORP COM 68823920 24,499 358,279 SH DEFINED 1,2,5 358,279
OSI PHARMACEUTICALS COM 67104010 52,646 703,353 SH DEFINED 1,2,5 703,353
OSI SYSTEMS INC COM 67104410 4,176 183,895 SH DEFINED 1,2 183,895
OSTEOTECH INC COM 68858210 164 29,836 SH DEFINED 1,5 29,836
OTTER TAIL CORP COM 68964810 9,434 369,525 SH DEFINED 1,2,5 369,525
OUTBACK STEAKHOUSE I COM 68989910 38,284 836,250 SH DEFINED 1,2,5,7,9 836,250
OVERLAND STORAGE INC COM 69031010 3,020 180,967 SH DEFINED 1,2 180,967
OVERNITE CORP COM 69032210 21,592 579,806 SH DEFINED 1,2 579,806
OVERSEAS SHIPHOLDING COM 69036810 50,447 913,902 SH DEFINED 1,2,9 913,902
OVERSTOCK COM INC DE COM 69037010 12,133 175,843 SH DEFINED 1,2,5 175,843
OWENS & MINOR INC NE COM 69073210 15,154 537,946 SH DEFINED 1,2,5 537,946
OWENS ILL INC COM NEW 69076840 229,880 10,149,233 SH DEFINED 1,2,5 10,149,233
OXFORD INDS INC COM 69149730 9,000 217,909 SH DEFINED 1,2 217,909
OXIGENE INC COM 69182810 98 17,729 SH DEFINED 1 17,729
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
P A M TRANSN SVCS IN COM 69314910 1,351 72,579 SH DEFINED 1,2 72,579
P C CONNECTION COM 69318J10 876 92,039 SH DEFINED 1,2 92,039
P F CHANGS CHINA BIS COM 69333Y10 24,275 430,787 SH DEFINED 1,2 430,787
P T TELEKOMUNIKASI I SPONSORED 71568410 1,734 82,505 SH DEFINED 1,2 82,505
PAB BANKSHARES INC COM 69313P10 151 11,500 SH DEFINED 1,2 11,500
PACCAR INC COM 69371810 367,741 4,569,342 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,569,342
PACER INTL INC TENN COM 69373H10 9,678 455,224 SH DEFINED 1,2 455,224
PACIFIC CAP BANCORP COM 69404P10 21,574 634,722 SH DEFINED 1,2,5 634,722
PACIFIC ENERGY PARTN COM UNIT 69422R10 683 23,600 SH DEFINED 1,2 23,600
PACIFIC SUNWEAR CALI COM 69487310 20,664 928,316 SH DEFINED 1,2,5,9 928,316
PACIFICARE HEALTH SY COM 69511210 62,646 1,108,391 SH DEFINED 1,2,5,9 1,108,391
PACKAGING CORP AMER COM 69515610 19,857 843,192 SH DEFINED 1,2,5,9 843,192
PACKETEER INC COM 69521010 9,603 664,571 SH DEFINED 1,2 664,571
PACTIV CORP COM 69525710 116,392 4,602,298 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,602,298
PAIN THERAPEUTICS IN COM 69562K10 2,902 402,443 SH DEFINED 1,2 402,443
PALATIN TECHNOLOGIES COM NEW 69607730 1,825 686,089 SH DEFINED 1,2 686,089
PALL CORP COM 69642930 86,503 2,988,021 SH DEFINED 1,2,5,6,7,9,10 2,988,021
PALM HARBOR HOMES COM 69663910 4,115 243,777 SH DEFINED 1,2 243,777
PALMONE INC COM 69713P10 20,128 637,967 SH DEFINED 1,2,5 637,967
PALMSOURCE INC COM 69715410 2,442 191,665 SH DEFINED 1,2,5 191,665
PALOMAR MED TECHNOLO COM NEW 69752930 3,721 142,719 SH DEFINED 1,2 142,719
PAN PACIFIC RETAIL P COM 69806L10 44,213 705,154 SH DEFINED 1,2,3,5 705,154
PANERA BREAD CO CL A 69840W10 18,633 462,124 SH DEFINED 1,2,5 462,124
PANTRY INC COM 69865710 9,390 312,071 SH DEFINED 1,2 312,071
PAPA JOHNS INTL INC COM 69881310 10,883 315,998 SH DEFINED 1,2 315,998
PAR PHARMACEUTICAL C COM 69888P10 25,731 621,830 SH DEFINED 1,2,5,9 621,830
PAR TECHNOLOGY CORP COM 69888410 150 13,291 SH DEFINED 1 13,291
PARADYNE NETWORKS IN COM 69911G10 1,551 431,950 SH DEFINED 1,2 431,950
PARALLEL PETE CORP D COM 69915710 55 10,200 SH DEFINED 1 10,200
PARAMETRIC TECHNOLOG COM 69917310 49,636 8,427,216 SH DEFINED 1,2,5,6,9,10 8,427,216
PAREXEL INTL CORP COM 69946210 7,749 381,718 SH DEFINED 1,2 381,718
PARK ELECTROCHEMICAL COM 70041620 6,105 281,582 SH DEFINED 1,2 281,582
PARK NATL CORP COM 70065810 27,394 202,170 SH DEFINED 1,2,5 202,170
PARK OHIO HLDGS CORP COM 70066610 268 10,368 SH DEFINED 1 10,368
PARKER DRILLING CO COM 70108110 5,102 1,298,329 SH DEFINED 1,2,5 1,298,329
PARKER HANNIFIN CORP COM 70109410 279,856 3,694,961 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,694,961
PARKVALE FINL CORP COM 70149210 254 8,832 SH DEFINED 1 8,832
PARKWAY PPTYS INC COM 70159Q10 11,830 233,106 SH DEFINED 1,2,3 233,106
PARTNERRE LTD COM G6852T10 6,723 108,538 SH DEFINED 1,5 108,538
PARTNERS TR FINL GRO COM 70213F10 5,804 498,205 SH DEFINED 1,2,5 498,205
PARTY CITY CORP COM 70214510 2,061 159,397 SH DEFINED 1,2,5 159,397
PATHMARK STORES INC COM 70322A10 2,376 408,929 SH DEFINED 1,2 408,929
PATINA OIL & GAS COR COM 70322410 29,374 783,316 SH DEFINED 1,2,5 783,316
PATRICK INDS INC COM 70334310 108 10,800 SH DEFINED 1 10,800
PATRIOT TRANSN HLDG COM 70337B10 207 4,600 SH DEFINED 1 4,600
PATTERSON COMPANIES COM 70339510 77,583 1,788,030 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,788,030
PATTERSON UTI ENERGY COM 70348110 41,204 2,118,470 SH DEFINED 1,2,5,7,9 2,118,470
PAULA FINL DEL COM 70358810 31 14,600 SH DEFINED 1 14,600
PAXAR CORP COM 70422710 10,402 469,206 SH DEFINED 1,2 469,206
PAXSON COMMUNICATION COM 70423110 615 445,651 SH DEFINED 1,2 445,651
PAYCHEX INC COM 70432610 324,800 9,530,530 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 9,530,530
PAYLESS SHOESOURCE I COM 70437910 16,094 1,308,472 SH DEFINED 1,2,5,9 1,308,472
PC MALL INC COM 69323K10 2,287 102,185 SH DEFINED 1,2 102,185
PC-TEL INC COM 69325Q10 2,962 373,549 SH DEFINED 1,2 373,549
PDF SOLUTIONS INC COM 69328210 4,107 254,927 SH DEFINED 1,2,5 254,927
PDI INC COM 69329V10 5,092 228,547 SH DEFINED 1,2 228,547
PEABODY ENERGY CORP COM 70454910 59,904 740,375 SH DEFINED 1,2,5,9 740,375
PEAPACK-GLADSTONE FI COM 70469910 3,278 103,883 SH DEFINED 1,2 103,883
PEARSON PLC SPONSORED 70501510 454 37,374 SH DEFINED 1 37,374
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
PEC SOLUTIONS INC COM 70510710 2,855 201,451 SH DEFINED 1,2 201,451
PEDIATRIX MED GROUP COM 70532410 25,322 395,342 SH DEFINED 1,2,5 395,342
PEETS COFFEE & TEA I COM 70556010 4,727 178,567 SH DEFINED 1,2 178,567
PEGASUS COMMUNICATIO CL A NEW 70590460 115 12,380 SH DEFINED 1 12,380
PEGASUS SOLUTIONS IN COM 70590610 4,241 336,590 SH DEFINED 1,2 336,590
PEGASYSTEMS INC COM 70557310 1,142 133,859 SH DEFINED 1,2 133,859
PEMSTAR INC COM 70655210 70 38,824 SH DEFINED 1,5 38,824
PENN ENGR & MFG CORP COM NON VT 70738930 3,313 183,048 SH DEFINED 1,2 183,048
PENN NATL GAMING INC COM 70756910 64,230 1,060,771 SH DEFINED 1,2,5 1,060,771
PENN VA CORP COM 70788210 10,471 258,109 SH DEFINED 1,2 258,109
PENN VA RESOURCES PA COM 70788410 755 14,500 SH DEFINED 1,2 14,500
PENN-AMER GROUP INC COM 70724710 2,366 156,680 SH DEFINED 1,2 156,680
PENNEY J C INC COM 70816010 1,715,911 41,447,120 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 41,447,120
PENNFED FINL SVCS IN COM 70816710 2,207 137,280 SH DEFINED 1,2 137,280
PENNROCK FINL SVCS C COM 70835210 4,538 116,621 SH DEFINED 1,2 116,621
PENNSYLVANIA RL ESTA SH BEN INT 70910210 31,040 725,243 SH DEFINED 1,2,3,5 725,243
PENTAIR INC COM 70963110 63,329 1,453,828 SH DEFINED 1,2,5,9 1,453,828
PENWEST PHARMACEUTIC COM 70975410 2,909 243,259 SH DEFINED 1,2 243,259
PEOPLES BANCORP INC COM 70978910 4,442 161,945 SH DEFINED 1,2 161,945
PEOPLES BK BRIDGEPOR COM 71019810 14,777 379,974 SH DEFINED 1,2,5 379,974
PEOPLES ENERGY CORP COM 71103010 58,429 1,329,450 SH DEFINED 1,2,5,6,9,10 1,329,450
PEOPLES HLDG CO COM 71114810 4,288 129,536 SH DEFINED 1,2 129,536
PEOPLESOFT INC COM 71271310 5,907 223,003 SH DEFINED 1,7,8,9 223,003
PEP BOYS MANNY MOE & COM 71327810 15,572 912,271 SH DEFINED 1,2,5 912,271
PEPCO HOLDINGS INC COM 71329110 67,538 3,167,817 SH DEFINED 1,2,5,7,8,9,10,12,13,14 3,167,817
PEPSI BOTTLING GROUP COM 71340910 422,337 15,618,973 SH DEFINED 1,2,5,6,9,10,12,13,14 15,618,973
PEPSIAMERICAS INC COM 71343P20 27,052 1,273,625 SH DEFINED 1,2,5,6,7,9 1,273,625
PEPSICO INC COM 71344810 2,643,660 50,644,826 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 50,644,826
PEREGRINE PHARMACEUT COM 71366110 2,057 1,757,739 SH DEFINED 1,2,5 1,757,739
PERFORMANCE FOOD GRO COM 71375510 18,244 677,951 SH DEFINED 1,2,5 677,951
PERFORMANCE TECHNOLO COM 71376K10 135 14,517 SH DEFINED 1 14,517
PERICOM SEMICONDUCTO COM 71383110 2,880 305,382 SH DEFINED 1,2 305,382
PERINI CORP COM 71383910 2,160 129,398 SH DEFINED 1,2 129,398
PERKINELMER INC COM 71404610 94,873 4,218,459 SH DEFINED 1,2,5,6,9,10,12,14 4,218,459
PERMA-FIX ENVIRONMEN COM 71415710 23 12,500 SH DEFINED 1 12,500
PEROT SYS CORP CL A 71426510 17,613 1,098,724 SH DEFINED 1,2,5 1,098,724
PERRIGO CO COM 71429010 20,342 1,177,881 SH DEFINED 1,2,5,9 1,177,881
PER-SE TECHNOLOGIES COM NEW 71356930 6,027 380,762 SH DEFINED 1,2 380,762
PERUSAHAAN PERS INDO SPONSORED 71568010 371 11,904 SH DEFINED 1,2,4 11,904
PERVASIVE SOFTWARE I COM 71571010 66 13,600 SH DEFINED 1 13,600
PETCO ANIMAL SUPPLIE COM NEW 71601620 20,760 525,845 SH DEFINED 1,2 525,845
PETMED EXPRESS INC COM 71638210 816 107,216 SH DEFINED 1 107,216
PETROBRAS ENERGIA PA SP ADR B S 71646M10 772 64,717 SH DEFINED 1,2,7 64,717
PETRO-CDA COM 71644E10 715 14,008 SH DEFINED 1,5 14,008
PETROCHINA CO LTD SPONSORED 71646E10 2,060 38,367 SH DEFINED 1 38,367
PETROKAZAKHSTAN INC COM 71649P10 4,337 116,910 SH DEFINED 1,2,7 116,910
PETROLEO BRASILEIRO SPONSORED 71654V10 24,850 686,286 SH DEFINED 1,2 686,286
PETROLEO BRASILEIRO SPONSORED 71654V40 48,222 1,212,209 SH DEFINED 1,2,4,5 1,212,209
PETROLEUM DEV CORP COM 71657810 10,615 275,212 SH DEFINED 1,2,5 275,212
PETROQUEST ENERGY IN COM 71674810 231 46,500 SH DEFINED 1 46,500
PETSMART INC COM 71676810 97,885 2,755,007 SH DEFINED 1,2,5,7,8,9,10,12,13,14 2,755,007
PFF BANCORP INC COM 69331W10 12,235 264,081 SH DEFINED 1,2 264,081
PFIZER INC COM 71708110 6,210,659 230,965,389 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 230,965,389
PG&E CORP COM 69331C10 445,052 13,372,956 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 13,372,956
PHARMACEUTICAL PROD COM 71712410 22,905 554,726 SH DEFINED 1,2,5 554,726
PHARMACYCLICS INC COM 71693310 2,365 225,903 SH DEFINED 1,2 225,903
PHARMION CORP COM 71715B40 9,658 228,816 SH DEFINED 1,2 228,816
PHARMOS CORP COM NEW 71713920 1,692 1,191,855 SH DEFINED 1,2 1,191,855
PHASE FORWARD INC COM 71721R40 332 40,590 SH DEFINED 1 40,590
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
PHELPS DODGE CORP COM 71726510 328,889 3,324,798 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,324,798
PHILADELPHIA CONS HL COM 71752810 19,623 296,685 SH DEFINED 1,2,5 296,685
PHILIPPINE LONG DIST SPONSORED 71825260 3,855 154,562 SH DEFINED 1,2,7 154,562
PHILLIPS VAN HEUSEN COM 71859210 18,513 685,655 SH DEFINED 1,2 685,655
PHOENIX COS INC NEW COM 71902E10 19,681 1,574,477 SH DEFINED 1,2,5 1,574,477
PHOENIX TECHNOLOGY L COM 71915310 116 14,094 SH DEFINED 1 14,094
PHOTON DYNAMICS INC COM 71936410 5,676 234,265 SH DEFINED 1,2 234,265
PHOTRONICS INC COM 71940510 12,243 741,995 SH DEFINED 1,2,5 741,995
PICO HLDGS INC COM NEW 69336620 2,123 102,191 SH DEFINED 1,2 102,191
PIEDMONT NAT GAS INC COM 72018610 25,490 1,096,831 SH DEFINED 1,2,5 1,096,831
PIER 1 IMPORTS INC COM 72027910 20,110 1,020,787 SH DEFINED 1,2,5,9 1,020,787
PILGRIMS PRIDE CORP COM 72146710 10,122 329,916 SH DEFINED 1,2 329,916
PINNACLE AIRL CORP COM 72344310 4,008 287,539 SH DEFINED 1,2 287,539
PINNACLE ENTMT INC COM 72345610 10,246 517,991 SH DEFINED 1,2,5 517,991
PINNACLE SYS INC COM 72348110 5,762 944,526 SH DEFINED 1,2,5 944,526
PINNACLE WEST CAP CO COM 72348410 126,496 2,848,364 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 2,848,364
PIONEER NAT RES CO COM 72378710 93,772 2,671,565 SH DEFINED 1,2,5,7,8,9,10,12,13,14 2,671,565
PIPER JAFFRAY COS COM 72407810 14,050 293,021 SH DEFINED 1,2,5,7 293,021
PITNEY BOWES INC COM 72447910 292,572 6,321,791 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 6,321,791
PIXAR COM 72581110 21,377 249,705 SH DEFINED 1,2,5,6 249,705
PIXELWORKS INC COM 72581M10 8,055 710,356 SH DEFINED 1,2,5 710,356
PLACER SIERRA BANCSH COM 72607910 1,465 51,519 SH DEFINED 1 51,519
PLAINS ALL AMERN PIP UNIT LTD P 72650310 1,882 49,867 SH DEFINED 1,5 49,867
PLAINS EXPL& PRODTN COM 72650510 38,758 1,490,699 SH DEFINED 1,2,5,9 1,490,699
PLANAR SYS INC COM 72690010 5,781 514,790 SH DEFINED 1,2,5 514,790
PLANETOUT INC COM 72705810 749 55,050 SH DEFINED 1 55,050
PLANTRONICS INC NEW COM 72749310 23,575 568,475 SH DEFINED 1,2,5,9 568,475
PLATINUM UNDERWRITER COM G7127P10 667 21,440 SH DEFINED 1,2,5 21,440
PLATO LEARNING INC COM 72764Y10 2,110 283,246 SH DEFINED 1,2 283,246
PLAYBOY ENTERPRISES CL B 72811730 3,325 270,524 SH DEFINED 1,2 270,524
PLAYTEX PRODS INC COM 72813P10 3,886 486,390 SH DEFINED 1,2 486,390
PLEXUS CORP COM 72913210 15,854 1,218,626 SH DEFINED 1,2,5,9 1,218,626
PLUG POWER INC COM 72919P10 4,436 726,052 SH DEFINED 1,2,5 726,052
PLUM CREEK TIMBER CO COM 72925110 183,120 4,763,799 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,763,799
PLUMTREE SOFTWARE IN COM 72940Q10 75 16,680 SH DEFINED 1 16,680
PLX TECHNOLOGY INC COM 69341710 2,982 286,733 SH DEFINED 1,2 286,733
PMA CAP CORP CL A 69341920 4,429 427,966 SH DEFINED 1,2,5 427,966
PMC COML TR SH BEN INT 69343410 164 10,828 SH DEFINED 1 10,828
PMC-SIERRA INC COM 69344F10 48,111 4,276,561 SH DEFINED 1,2,5,6,9,10 4,276,561
PMI GROUP INC COM 69344M10 75,938 1,818,870 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,818,870
PNC FINL SVCS GROUP COM 69347510 499,684 8,699,235 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,699,235
PNM RES INC COM 69349H10 35,882 1,418,802 SH DEFINED 1,2,5,9 1,418,802
POGO PRODUCING CO COM 73044810 50,462 1,040,664 SH DEFINED 1,2,5,7,9 1,040,664
POINT THERAPEUTICS I COM 73069410 55 10,341 SH DEFINED 1 10,341
POLARIS INDS INC COM 73106810 29,833 438,596 SH DEFINED 1,2,5 438,596
POLO RALPH LAUREN CO CL A 73157210 14,591 342,503 SH DEFINED 1,2,5 342,503
POLYCOM INC COM 73172K10 33,571 1,439,583 SH DEFINED 1,2,5,9 1,439,583
POLYMEDICA CORP COM 73173810 15,192 407,404 SH DEFINED 1,2 407,404
POLYONE CORP COM 73179P10 12,928 1,426,979 SH DEFINED 1,2,5 1,426,979
POMEROY IT SOLUTIONS COM 73182210 360 23,641 SH DEFINED 1,2 23,641
POPE & TALBOT INC COM 73282710 4,082 238,553 SH DEFINED 1,2,5 238,553
POPULAR INC COM 73317410 65,667 2,277,717 SH DEFINED 1,2,5 2,277,717
PORTAL SOFTWARE INC COM NEW 73612630 872 332,908 SH DEFINED 1,2 332,908
PORTALPLAYER INC COM 73618720 1,140 46,189 SH DEFINED 1 46,189
PORTFOLIO RECOVERY A COM 73640Q10 12,818 310,957 SH DEFINED 1,2 310,957
PORTUGAL TELECOM SGP SPONSORED 73727310 477 38,713 SH DEFINED 1 38,713
POSCO SPONSORED 69348310 3,614 81,151 SH DEFINED 1 81,151
POSSIS MEDICAL INC COM 73740710 5,771 428,131 SH DEFINED 1,2 428,131
POST PPTYS INC COM 73746410 31,708 908,529 SH DEFINED 1,2,3,5 908,529
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
POTASH CORP SASK INC COM 73755L10 428 5,158 SH DEFINED 1 5,158
POTLATCH CORP COM 73762810 31,144 615,745 SH DEFINED 1,2,5,9 615,745
POWELL INDS INC COM 73912810 3,959 214,125 SH DEFINED 1,2 214,125
POWER INTEGRATIONS I COM 73927610 9,740 492,400 SH DEFINED 1,2,5 492,400
POWER-ONE INC COM 73930810 22,477 2,519,853 SH DEFINED 1,2,5,6,9,10 2,519,853
POWERWAVE TECHNOLOGI COM 73936310 15,743 1,856,438 SH DEFINED 1,2,5,9 1,856,438
POZEN INC COM 73941U10 3,096 425,794 SH DEFINED 1,2,5 425,794
PPG INDS INC COM 69350610 345,766 5,072,861 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,072,861
PPL CORP COM 69351T10 347,222 6,516,936 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 6,516,936
PRA INTL COM 69353C10 1,512 60,997 SH DEFINED 1 60,997
PRAECIS PHARMACEUTIC COM 73942110 1,367 719,442 SH DEFINED 1,2,5 719,442
PRAXAIR INC COM 74005P10 420,518 9,524,760 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 9,524,760
PRE PAID LEGAL SVCS COM 74006510 7,867 209,506 SH DEFINED 1,2 209,506
PRECISION CASTPARTS COM 74018910 65,408 995,853 SH DEFINED 1,2,5,9 995,853
PRECISION DRILLING C COM 74022D10 524 8,345 SH DEFINED 1 8,345
PREFORMED LINE PRODS COM 74044410 212 7,300 SH DEFINED 1 7,300
PREMCOR INC COM 74045Q10 16,907 400,918 SH DEFINED 1,2,5 400,918
PRENTISS PPTYS TR SH BEN INT 74070610 35,908 940,002 SH DEFINED 1,2,3,5 940,002
PRESIDENTIAL LIFE CO COM 74088410 6,086 358,839 SH DEFINED 1,2 358,839
PRESSTEK INC COM 74111310 4,040 417,372 SH DEFINED 1,2 417,372
PRG-SCHULTZ INTERNAT COM 69357C10 3,438 683,442 SH DEFINED 1,2 683,442
PRICE COMMUNICATIONS COM NEW 74143730 12,000 645,535 SH DEFINED 1,2,5 645,535
PRICE T ROWE GROUP I COM 74144T10 206,163 3,314,515 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,314,515
PRICELINE COM INC COM NEW 74150340 10,556 447,470 SH DEFINED 1,2,5 447,470
PRIDE INTL INC DEL COM 74153Q10 30,191 1,469,859 SH DEFINED 1,2,5,7,9 1,469,859
PRIME GROUP REALTY T SH BEN INT 74158J10 213 33,142 SH DEFINED 1,5 33,142
PRIMEDIA INC COM 74157K10 6,708 1,765,151 SH DEFINED 1,2,5 1,765,151
PRIMUS TELECOMMUNICA COM 74192910 3,171 997,286 SH DEFINED 1,2 997,286
PRINCETON REVIEW INC COM 74235210 1,615 262,680 SH DEFINED 1,2,5 262,680
PRINCIPAL FINANCIAL COM 74251V10 403,612 9,858,623 SH DEFINED 1,2,5,6,9,10,13 9,858,623
PRIORITY HEALTHCARE CL B 74264T10 10,828 497,386 SH DEFINED 1,2,5 497,386
PRIVATEBANCORP INC COM 74296210 8,049 249,721 SH DEFINED 1,2,5 249,721
PROASSURANCE CORP COM 74267C10 15,960 408,086 SH DEFINED 1,2,5 408,086
PROCTER & GAMBLE CO COM 74271810 4,548,245 82,575,256 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 82,575,256
PROGENICS PHARMACEUT COM 74318710 2,487 144,919 SH DEFINED 1,2 144,919
PROGRESS ENERGY INC COM 74326310 1,079,024 23,851,106 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 23,851,106
PROGRESS SOFTWARE CO COM 74331210 12,368 529,683 SH DEFINED 1,2,5 529,683
PROGRESSIVE CORP OHI COM 74331510 472,952 5,574,640 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,574,640
PROLOGIS SH BEN INT 74341010 275,020 6,347,104 SH DEFINED 1,2,3,5,6,7,8,9,10,12,13,14 6,347,104
PROQUEST COMPANY COM 74346P10 10,664 359,058 SH DEFINED 1,2,5 359,058
PROSPERITY BANCSHARE COM 74360610 7,680 262,916 SH DEFINED 1,2 262,916
PROTECTIVE LIFE CORP COM 74367410 62,194 1,456,883 SH DEFINED 1,2,5,9 1,456,883
PROTEIN DESIGN LABS COM 74369L10 22,206 1,074,852 SH DEFINED 1,2,5,9 1,074,852
PROVIDE COMM INC COM 74373W10 2,973 80,026 SH DEFINED 1,2 80,026
PROVIDENT BANCORP IN COM 74383A10 8,023 608,281 SH DEFINED 1,2 608,281
PROVIDENT BANKSHARES COM 74385910 22,307 613,336 SH DEFINED 1,2,5 613,336
PROVIDENT FINL HLDGS COM 74386810 1,874 65,038 SH DEFINED 1,2 65,038
PROVIDENT FINL SVCS COM 74386T10 23,188 1,197,121 SH DEFINED 1,2,5 1,197,121
PROVIDIAN FINL CORP COM 74406A10 180,103 10,935,225 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 10,935,225
PROVINCE HEALTHCARE COM 74397710 16,090 719,906 SH DEFINED 1,2,5 719,906
PROXYMED INC COM NEW 74429030 438 44,561 SH DEFINED 1,2 44,561
PRUDENTIAL FINL INC COM 74432010 784,081 14,266,396 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 14,266,396
PRUDENTIAL PLC ADR 74435K20 880 50,571 SH DEFINED 1 50,571
PS BUSINESS PKS INC COM 69360J10 18,787 416,561 SH DEFINED 1,2,3,5 416,561
PSS WORLD MED INC COM 69366A10 12,912 1,031,714 SH DEFINED 1,2,5 1,031,714
PSYCHIATRIC SOLUTION COM 74439H10 5,609 153,406 SH DEFINED 1,2 153,406
PUBLIC STORAGE INC COM 74460D10 115,621 2,073,927 SH DEFINED 1,2,3,5,7,8,9,10,12,13,14 2,073,927
PUBLIC SVC ENTERPRIS COM 74457310 381,240 7,364,116 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,364,116
PUBLICIS S A NEW SPONSORED 74463M10 205 6,249 SH DEFINED 1 6,249
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
PUGET ENERGY INC NEW COM 74531010 29,306 1,186,493 SH DEFINED 1,2,5,7,9 1,186,493
PULITZER INC COM 74576910 9,993 154,099 SH DEFINED 1,2 154,099
PULTE HOMES INC COM 74586710 204,675 3,208,069 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,208,069
QAD INC COM 74727D10 1,301 145,903 SH DEFINED 1,2 145,903
QC HLDGS INC COM 74729T10 851 44,427 SH DEFINED 1 44,427
QLOGIC CORP COM 74727710 205,898 5,605,707 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,605,707
QUADRAMED CORP COM 74730W10 47 18,976 SH DEFINED 1 18,976
QUAKER CHEM CORP COM 74731610 2,948 118,693 SH DEFINED 1,2,5 118,693
QUALCOMM INC COM 74752510 2,073,568 48,904,915 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 48,904,915
QUALITY DISTR INC FL COM 74756M10 709 83,913 SH DEFINED 1,2 83,913
QUALITY SYS INC COM 74758210 4,409 73,727 SH DEFINED 1,2 73,727
QUANEX CORP COM 74762010 16,996 247,860 SH DEFINED 1,2 247,860
QUANTA SVCS INC COM 74762E10 12,413 1,551,593 SH DEFINED 1,2,5,9 1,551,593
QUANTUM CORP COM DSSG 74790620 6,193 2,363,842 SH DEFINED 1,2,5 2,363,842
QUANTUM FUEL SYS TEC COM 74765E10 80 13,289 SH DEFINED 1 13,289
QUEST DIAGNOSTICS IN COM 74834L10 254,731 2,665,945 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 2,665,945
QUEST SOFTWARE INC COM 74834T10 12,386 776,581 SH DEFINED 1,2,5 776,581
QUESTAR CORP COM 74835610 53,522 1,050,276 SH DEFINED 1,2,5,9 1,050,276
QUICKSILVER RESOURCE COM 74837R10 17,765 483,000 SH DEFINED 1,2 483,000
QUIDEL CORP COM 74838J10 2,343 461,257 SH DEFINED 1,2,5 461,257
QUIKSILVER INC COM 74838C10 26,012 873,192 SH DEFINED 1,2,5 873,192
QUINTON CARDIOLOGY S COM 74877310 195 18,500 SH DEFINED 1 18,500
QUIXOTE CORP COM 74905610 2,109 103,375 SH DEFINED 1,2 103,375
QWEST COMMUNICATIONS COM 74912110 555,465 125,104,678 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 125,104,678
R & B INC COM 74912410 224 8,969 SH DEFINED 1 8,969
R & G FINANCIAL CORP CL B 74913610 25,513 656,197 SH DEFINED 1,2 656,197
R H DONNELLEY CORP COM NEW 74955W30 34,498 584,224 SH DEFINED 1,2,5 584,224
RADIAN GROUP INC COM 75023610 83,295 1,564,527 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,564,527
RADIATION THERAPY SV COM 75032320 961 56,506 SH DEFINED 1 56,506
RADIO ONE INC CL A 75040P10 1,341 83,311 SH DEFINED 1,2 83,311
RADIO ONE INC CL D NON V 75040P40 11,215 695,724 SH DEFINED 1,2,5 695,724
RADIOLOGIX INC COM 75040K10 60 13,600 SH DEFINED 1 13,600
RADIOSHACK CORP COM 75043810 152,333 4,633,010 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,633,010
RADISYS CORP COM 75045910 9,024 461,804 SH DEFINED 1,2,5 461,804
RAE SYS INC COM 75061P10 2,869 392,948 SH DEFINED 1,2 392,948
RAILAMERICA INC COM 75075310 6,289 481,892 SH DEFINED 1,2 481,892
RAINDANCE COMM COM 75086X10 45 19,600 SH DEFINED 1 19,600
RAINMAKER SYSTEMS COM 75087510 15 11,900 SH DEFINED 1 11,900
RAIT INVT TR COM 74922710 9,507 339,913 SH DEFINED 1,2,5 339,913
RALCORP HLDGS INC NE COM 75102810 20,269 483,399 SH DEFINED 1,2,5 483,399
RAMBUS INC DEL COM 75091710 24,031 1,044,832 SH DEFINED 1,2,5 1,044,832
RAMCO-GERSHENSON PPT COM SH BEN 75145220 10,077 312,465 SH DEFINED 1,2,3 312,465
RANGE RES CORP COM 75281A10 19,140 935,471 SH DEFINED 1,2 935,471
RANK GROUP PLC SPONSORED 75303710 109 10,494 SH DEFINED 1 10,494
RARE HOSPITALITY INT COM 75382010 16,648 522,534 SH DEFINED 1,2,5 522,534
RAVEN INDS INC COM 75421210 4,599 215,821 SH DEFINED 1,2 215,821
RAYMOND JAMES FINANC COM 75473010 26,333 850,009 SH DEFINED 1,2,5,9 850,009
RAYONIER INC COM 75490710 34,021 695,586 SH DEFINED 1,2,5,9 695,586
RAYOVAC CORP COM 75508110 28,690 938,816 SH DEFINED 1,2 938,816
RAYTHEON CO COM NEW 75511150 572,995 14,756,500 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 14,756,500
RC2 CORP COM 74938810 7,192 220,622 SH DEFINED 1,2 220,622
READERS DIGEST ASSN COM 75526710 27,750 1,994,940 SH DEFINED 1,2,5,9 1,994,940
READING INTERNATIONA CL A 75540810 1,550 185,396 SH DEFINED 1,2 185,396
REALNETWORKS INC COM 75605L10 10,335 1,561,174 SH DEFINED 1,2,5 1,561,174
REALTY INCOME CORP COM 75610910 31,749 627,692 SH DEFINED 1,2,5 627,692
RECKSON ASSOCS RLTY COM 75621K10 46,105 1,405,197 SH DEFINED 1,2,3,5 1,405,197
RED HAT INC COM 75657710 18,226 1,365,209 SH DEFINED 1,2,5 1,365,209
RED ROBIN GOURMET BU COM 75689M10 8,888 166,226 SH DEFINED 1,2 166,226
REDBACK NETWORKS INC COM NEW 75720950 4,755 887,062 SH DEFINED 1,2,5 887,062
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
REDWOOD TR INC COM 75807540 18,071 291,042 SH DEFINED 1,2,5 291,042
REEBOK INTL LTD COM 75811010 58,802 1,336,398 SH DEFINED 1,2,5,6,9,10 1,336,398
REED ELSEVIER N V SPONSORED 75820410 3,183 115,943 SH DEFINED 1 115,943
REED ELSEVIER P L C SPONSORED 75820510 15,743 424,340 SH DEFINED 1,2 424,340
REGAL BELOIT CORP COM 75875010 15,415 538,969 SH DEFINED 1,2,5 538,969
REGAL ENTMT GROUP CL A 75876610 8,636 416,185 SH DEFINED 1,2,5 416,185
REGENCY CTRS CORP COM 75884910 59,485 1,073,742 SH DEFINED 1,2,3,5 1,073,742
REGENERATION TECH IN COM 75886N10 5,171 493,391 SH DEFINED 1,2 493,391
REGENERON PHARMACEUT COM 75886F10 5,842 634,282 SH DEFINED 1,2,5 634,282
REGENT COMMUNICATION COM 75886510 2,432 458,836 SH DEFINED 1,2 458,836
REGIONS FINANCIAL CO COM 7591EP10 435,869 12,246,939 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 12,246,939
REGIS CORP MINN COM 75893210 23,966 519,314 SH DEFINED 1,2,5,9 519,314
REGISTER COM INC COM 75914G10 323 50,503 SH DEFINED 1,2 50,503
REHABCARE GROUP INC COM 75914810 13,224 472,461 SH DEFINED 1,2,5 472,461
REINSURANCE GROUP AM COM 75935110 11,141 229,942 SH DEFINED 1,2,5 229,942
RELIANCE STEEL & ALU COM 75950910 16,990 436,095 SH DEFINED 1,2,5 436,095
RELIANT ENERGY INC COM 75952B10 35,757 2,619,536 SH DEFINED 1,2,5 2,619,536
RELIV INTL INC COM 75952R10 189 21,125 SH DEFINED 1 21,125
REMEC INC COM 75954310 6,415 889,730 SH DEFINED 1,2 889,730
REMINGTON OIL & GAS COM 75959430 17,976 659,681 SH DEFINED 1,2 659,681
RENAISSANCE LEARNING COM 75968L10 3,322 179,009 SH DEFINED 1,2 179,009
RENAISSANCERE HOLDIN COM G7496G10 16,425 315,371 SH DEFINED 1,5,7,8,9,10,12,13,14 315,371
RENAL CARE GROUP INC COM 75993010 29,950 832,165 SH DEFINED 1,2,5,9 832,165
RENOVIS INC COM 75988510 3,402 236,547 SH DEFINED 1,2 236,547
RENT A CTR INC NEW COM 76009N10 32,418 1,223,338 SH DEFINED 1,2,5,9 1,223,338
RENT WAY INC COM 76009U10 2,975 371,378 SH DEFINED 1,2,5 371,378
RENTRAK CORP COM 76017410 191 15,300 SH DEFINED 1 15,300
REPSOL YPF S A SPONSORED 76026T20 1,253 48,013 SH DEFINED 1 48,013
REPUBLIC AWYS HLDGS COM 76027610 578 43,566 SH DEFINED 1 43,566
REPUBLIC BANCORP INC COM 76028210 17,190 1,125,014 SH DEFINED 1,2,5 1,125,014
REPUBLIC BANCORP KY CL A 76028120 3,965 154,294 SH DEFINED 1,2 154,294
REPUBLIC FIRST BANCO COM 76041610 177 11,550 SH DEFINED 1 11,550
REPUBLIC SVCS INC COM 76075910 101,210 3,017,597 SH DEFINED 1,2,5,7,8,9,10,12,13,14 3,017,597
RES-CARE INC COM 76094310 6,758 444,018 SH DEFINED 1,2 444,018
RESEARCH IN MOTION L COM 76097510 2,343 28,428 SH DEFINED 1,5 28,428
RESMED INC COM 76115210 17,031 333,283 SH DEFINED 1,2,5 333,283
RESOURCE AMERICA INC CL A 76119520 8,159 251,034 SH DEFINED 1,2,5 251,034
RESOURCES CONNECTION COM 76122Q10 18,143 334,057 SH DEFINED 1,2 334,057
RESPIRONICS INC COM 76123010 17,834 328,067 SH DEFINED 1,2,5 328,067
RESTORATION HARDWARE COM 76098110 2,645 460,818 SH DEFINED 1,2,5 460,818
RETAIL VENTURES INC COM 76128Y10 988 139,215 SH DEFINED 1,2 139,215
RETALIX LTD ORD M8215W10 675 30,900 SH DEFINED 1,2 30,900
RETEK INC COM 76128Q10 6,213 1,010,229 SH DEFINED 1,2,5,9 1,010,229
RETRACTABLE TECHNOLO COM 76129W10 121 26,200 SH DEFINED 1 26,200
REUTERS GROUP PLC SPONSORED 76132M10 484 11,266 SH DEFINED 1 11,266
REVLON INC CL A 76152550 4,916 2,137,450 SH DEFINED 1,2 2,137,450
REWARDS NETWORK INC COM 76155710 1,799 256,950 SH DEFINED 1,2 256,950
REYNOLDS & REYNOLDS CL A 76169510 20,580 776,322 SH DEFINED 1,2,5,9 776,322
REYNOLDS AMERICAN IN COM 76171310 265,073 3,372,427 SH DEFINED 1,2,5,6,7,9,10,13 3,372,427
RF MICRODEVICES INC COM 74994110 22,836 3,338,571 SH DEFINED 1,2,5,9 3,338,571
RICHARDSON ELECTRS L COM 76316510 113 10,700 SH DEFINED 1 10,700
RIGEL PHARMACEUTICAL COM NEW 76655960 4,059 166,232 SH DEFINED 1,2 166,232
RIGGS NATL CORP WASH COM 76657010 5,488 258,114 SH DEFINED 1,2 258,114
RIGHTNOW TECHNOLOGIE COM 76657R10 775 47,971 SH DEFINED 1 47,971
RIMAGE CORP COM 76672110 199 12,400 SH DEFINED 1 12,400
RIO TINTO PLC SPONSORED 76720410 19,955 167,390 SH DEFINED 1,2 167,390
RITE AID CORP COM 76775410 12,873 3,517,235 SH DEFINED 1,2,5 3,517,235
RLI CORP COM 74960710 101,036 2,430,491 SH DEFINED 1,2 2,430,491
ROANOKE ELEC STL COR COM 76984110 286 13,850 SH DEFINED 1 13,850
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
ROBBINS & MYERS INC COM 77019610 3,844 161,318 SH DEFINED 1,2 161,318
ROBERT HALF INTL INC COM 77032310 131,947 4,483,424 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,483,424
ROCK OF AGES CORP CL A 77263210 85 11,698 SH DEFINED 1 11,698
ROCK-TENN CO CL A 77273920 6,224 410,558 SH DEFINED 1,2 410,558
ROCKWELL AUTOMATION COM 77390310 265,104 5,350,242 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,350,242
ROCKWELL COLLINS INC COM 77434110 216,098 5,479,154 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,479,154
ROFIN SINAR TECHNOLO COM 77504310 8,901 209,687 SH DEFINED 1,2,5 209,687
ROGERS COMMUNICATION CL B 77510920 367 14,045 SH DEFINED 1 14,045
ROGERS CORP COM 77513310 10,825 251,151 SH DEFINED 1,2 251,151
ROHM & HAAS CO COM 77537110 251,478 5,685,688 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,685,688
ROLLINS INC COM 77571110 11,041 419,505 SH DEFINED 1,2,9 419,505
ROPER INDS INC NEW COM 77669610 23,650 389,179 SH DEFINED 1,2,5 389,179
ROSS STORES INC COM 77829610 72,511 2,511,627 SH DEFINED 1,2,5,7,8,9,10,12,13,14 2,511,627
ROSTELECOM OPEN JT S SPONSORED 77852910 1,134 103,615 SH DEFINED 1,2,7 103,615
ROTONICS MFG INC COM 77890310 31 10,400 SH DEFINED 1 10,400
ROWAN COS INC COM 77938210 86,036 3,321,865 SH DEFINED 1,2,5,6,9,10 3,321,865
ROYAL & SUN ALLIANCE SPON ADR N 78004V20 101 13,302 SH DEFINED 1 13,302
ROYAL BANCSHARES PA CL A 78008110 1,731 64,076 SH DEFINED 1,2 64,076
ROYAL BK CDA MONTREA COM 78008710 340 6,367 SH DEFINED 1 6,367
ROYAL CARIBBEAN CRUI COM V7780T10 10,840 199,124 SH DEFINED 1,5,7 199,124
ROYAL DUTCH PETE CO NY REG EUR 78025780 8,244 143,680 SH DEFINED 1,2 143,680
ROYAL GOLD INC COM 78028710 6,330 347,026 SH DEFINED 1,2,5 347,026
RPC INC COM 74966010 4,023 160,139 SH DEFINED 1,2,5 160,139
RPM INTL INC COM 74968510 26,299 1,337,674 SH DEFINED 1,2,5,9 1,337,674
RSA SEC INC COM 74971910 46,189 2,302,557 SH DEFINED 1,2,5,9 2,302,557
RTI INTL METALS INC COM 74973W10 6,596 321,131 SH DEFINED 1,2 321,131
RUBY TUESDAY INC COM 78118210 23,430 898,372 SH DEFINED 1,2,5,9 898,372
RUDDICK CORP COM 78125810 17,910 825,730 SH DEFINED 1,2,5,9 825,730
RUDOLPH TECHNOLOGIES COM 78127010 3,136 182,664 SH DEFINED 1,2,5 182,664
RURAL CELLULAR CORP CL A 78190410 73 11,642 SH DEFINED 1 11,642
RUSH ENTERPRISES INC CL B 78184630 1,311 75,752 SH DEFINED 1 75,752
RUSS BERRIE & CO COM 78223310 3,306 144,731 SH DEFINED 1,2 144,731
RUSSELL CORP COM 78235210 9,236 474,123 SH DEFINED 1,2 474,123
RYANAIR HLDGS PLC SPONSORED 78351310 489 12,005 SH DEFINED 1,2,5,7 12,005
RYANS RESTAURANT GRO COM 78352010 9,625 624,194 SH DEFINED 1,2,5 624,194
RYDER SYS INC COM 78354910 79,530 1,664,851 SH DEFINED 1,2,5,6,9,10 1,664,851
RYERSON TULL INC NEW COM 78375P10 5,221 331,508 SH DEFINED 1,2 331,508
RYLAND GROUP INC COM 78376410 47,580 826,908 SH DEFINED 1,2,5,9 826,908
S & T BANCORP INC COM 78385910 13,464 357,219 SH DEFINED 1,2,5 357,219
S L INDS INC COM 78441310 166 11,700 SH DEFINED 1 11,700
S Y BANCORP INC COM 78506010 3,780 156,859 SH DEFINED 1,2 156,859
S1 CORPORATION COM 78463B10 9,398 1,038,424 SH DEFINED 1,2,5 1,038,424
SABRE HLDGS CORP CL A 78590510 110,263 4,975,753 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,975,753
SAFECO CORP COM 78642910 188,503 3,608,400 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,608,400
SAFEGUARD SCIENTIFIC COM 78644910 3,664 1,728,075 SH DEFINED 1,2,5 1,728,075
SAFENET INC COM 78645R10 12,483 339,769 SH DEFINED 1,2 339,769
SAFETY INS GROUP INC COM 78648T10 4,817 153,755 SH DEFINED 1,2 153,755
SAFEWAY INC COM NEW 78651420 242,047 12,261,743 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 12,261,743
SAFLINK CORP COM NEW 78657830 75 26,801 SH DEFINED 1 26,801
SAGA COMMUNICATIONS CL A 78659810 3,907 231,881 SH DEFINED 1,2 231,881
SAKS INC COM 79377W10 21,814 1,503,389 SH DEFINED 1,2,5,9 1,503,389
SALEM COMMUNICATIONS CL A 79409310 3,143 125,987 SH DEFINED 1,2 125,987
SALESFORCE COM INC COM 79466L30 2,100 123,985 SH DEFINED 1,2 123,985
SALIX PHARMACEUTICAL COM 79543510 9,766 555,224 SH DEFINED 1,2,5 555,224
SALTON INC COM 79575710 112 19,844 SH DEFINED 1,5 19,844
SAN PAOLO-IMI S P A SPONSORED 79917510 8,658 301,997 SH DEFINED 1,2 301,997
SANDERS MORRIS HARRI COM 80000Q10 4,025 226,485 SH DEFINED 1,2 226,485
SANDERSON FARMS INC COM 80001310 7,805 180,338 SH DEFINED 1,2 180,338
SANDISK CORP COM 80004C10 64,266 2,573,717 SH DEFINED 1,2,5,7,8,9,10,12,13,14 2,573,717
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
SANDS REGENT COM 80009110 142 10,900 SH DEFINED 1 10,900
SANDY SPRING BANCORP COM 80036310 7,647 199,501 SH DEFINED 1,2 199,501
SANFILIPPO JOHN B & COM 80042210 2,496 96,809 SH DEFINED 1,2 96,809
SANMINA SCI CORP COM 80090710 131,947 15,578,214 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 15,578,214
SANOFI AVENTIS SPONSORED 80105N10 22,235 555,169 SH DEFINED 1,2 555,169
SANTANDER BANCORP COM 80280910 3,627 120,244 SH DEFINED 1,2 120,244
SANTARUS INC COM 80281730 725 80,196 SH DEFINED 1,2 80,196
SAP AKTIENGESELLSCHA SPONSORED 80305420 36,497 825,534 SH DEFINED 1,2 825,534
SAPIENT CORP COM 80306210 9,376 1,185,371 SH DEFINED 1,2,5 1,185,371
SARA LEE CORP COM 80311110 572,179 23,702,509 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 23,702,509
SATYAM COMPUTER SERV ADR 80409810 1,663 68,914 SH DEFINED 1,2 68,914
SAUER-DANFOSS INC COM 80413710 3,383 155,117 SH DEFINED 1,2 155,117
SAUL CTRS INC COM 80439510 15,278 399,416 SH DEFINED 1,2,3,5 399,416
SAVIENT PHARMACEUTIC COM 80517Q10 259 95,391 SH DEFINED 1,2,5 95,391
SAVVIS COMMUNICATION COM 80542310 64 55,400 SH DEFINED 1 55,400
SAXON CAP INC NEW COM 80556T10 14,818 617,692 SH DEFINED 1,2 617,692
SBA COMMUNICATIONS C COM 78388J10 5,751 619,756 SH DEFINED 1,2 619,756
SBC COMMUNICATIONS I COM 78387G10 2,604,641 101,072,604 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 101,072,604
SBS TECHNOLOGIES INC COM 78387P10 3,063 219,441 SH DEFINED 1,2 219,441
SCANA CORP NEW COM 80589M10 109,433 2,777,498 SH DEFINED 1,2,5,7,8,9,10,12,13,14 2,777,498
SCANSOFT INC COM 80603P10 4,776 1,139,788 SH DEFINED 1,2,5 1,139,788
SCANSOURCE INC COM 80603710 11,920 191,770 SH DEFINED 1,2 191,770
SCBT FINANCIAL CORP COM 78401V10 3,567 106,258 SH DEFINED 1,2,5 106,258
SCHAWK INC CL A 80637310 1,891 104,020 SH DEFINED 1,2 104,020
SCHEIB EARL INC COM 80639810 41 12,100 SH DEFINED 1 12,100
SCHEIN HENRY INC COM 80640710 42,891 615,899 SH DEFINED 1,2,5,9 615,899
SCHERING A G SPONSORED 80658520 776 10,457 SH DEFINED 1 10,457
SCHERING PLOUGH CORP COM 80660510 721,784 34,568,201 SH DEFINED 1,2,5,6,7,9,10,13 34,568,201
SCHLUMBERGER LTD COM 80685710 942,783 14,081,897 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 14,081,897
SCHNITZER STL INDS CL A 80688210 9,805 288,968 SH DEFINED 1,2,5 288,968
SCHOLASTIC CORP COM 80706610 27,330 739,453 SH DEFINED 1,2,5,9 739,453
SCHOOL SPECIALTY INC COM 80786310 12,194 316,242 SH DEFINED 1,2,5 316,242
SCHULMAN A INC COM 80819410 10,903 509,234 SH DEFINED 1,2 509,234
SCHWAB CHARLES CORP COM 80851310 456,639 38,180,508 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 38,180,508
SCHWEITZER-MAUDUIT I COM 80854110 5,950 175,254 SH DEFINED 1,2 175,254
SCICLONE PHARMACEUTI COM 80862K10 2,461 665,048 SH DEFINED 1,2 665,048
SCIENTIFIC ATLANTA I COM 80865510 172,766 5,233,741 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,233,741
SCIENTIFIC GAMES COR CL A 80874P10 27,805 1,166,301 SH DEFINED 1,2,5 1,166,301
SCM MICROSYSTEMS INC COM 78401810 62 12,665 SH DEFINED 1 12,665
SCOTTISH PWR PLC SPON ADR F 81013T70 220,953 7,090,929 SH DEFINED 1 7,090,929
SCOTTS CO CL A 81018610 32,374 440,336 SH DEFINED 1,2,5,9 440,336
SCP POOL CORP COM 78402810 29,968 939,426 SH DEFINED 1,2,5 939,426
SCPIE HLDGS INC COM 78402P10 166 16,651 SH DEFINED 1,5 16,651
SCRIPPS E W CO OHIO CL A 81105420 30,647 634,772 SH DEFINED 1,2,5,7 634,772
SCS TRANSN INC COM 81111T10 5,379 230,164 SH DEFINED 1,2,5 230,164
SEA CONTAINERS LTD CL A 81137170 335 17,000 SH DEFINED 1,5 17,000
SEABOARD CORP COM 81154310 6,055 6,067 SH DEFINED 1,2 6,067
SEABULK INTL INC COM 81169P10 1,469 121,310 SH DEFINED 1,2 121,310
SEACHANGE INTL INC COM 81169910 11,336 649,978 SH DEFINED 1,2,5 649,978
SEACOAST BKG CORP FL COM 81170730 3,526 158,463 SH DEFINED 1,2 158,463
SEACOR HOLDINGS INC COM 81190410 14,011 262,380 SH DEFINED 1,2,5 262,380
SEAGATE TECHNOLOGY SHS G7945J10 7,015 406,189 SH DEFINED 1,2,5 406,189
SEALED AIR CORP NEW COM 81211K10 179,871 3,376,583 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,376,583
SEARS ROEBUCK & CO COM 81238710 1,054,913 20,672,409 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 20,672,409
SEATTLE GENETICS INC COM 81257810 4,474 685,186 SH DEFINED 1,2 685,186
SECURE COMPUTING COR COM 81370510 5,140 515,078 SH DEFINED 1,2,5 515,078
SECURITY BANK CORP COM 81404710 2,358 58,938 SH DEFINED 1,2 58,938
SEEBEYOND TECHNOLOGI COM 81570410 2,644 738,555 SH DEFINED 1,2,5 738,555
SEI INVESTMENTS CO COM 78411710 45,104 1,075,698 SH DEFINED 1,2,5,9 1,075,698
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
SELECT COMFORT CORP COM 81616X10 9,832 548,050 SH DEFINED 1,2,5 548,050
SELECT MEDICAL CORP COM 81619610 34,730 1,973,290 SH DEFINED 1,2,5 1,973,290
SELECT SECTOR SPDR T SBI INT-EN 81369Y50 1,568 43,161 SH DEFINED 5 43,161
SELECT SECTOR SPDR T SBI INT-UT 81369Y88 732 26,270 SH DEFINED 5 26,270
SELECTICA INC COM 81628810 95 26,548 SH DEFINED 1 26,548
SELECTIVE INS GROUP COM 81630010 23,825 538,548 SH DEFINED 1,2,5 538,548
SEMCO ENERGY INC COM 78412D10 1,210 226,599 SH DEFINED 1,5 226,599
SEMITOOL INC COM 81690910 2,296 247,439 SH DEFINED 1,2,5 247,439
SEMPRA ENERGY COM 81685110 296,499 8,083,392 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,083,392
SEMTECH CORP COM 81685010 19,360 886,440 SH DEFINED 1,2,5,9 886,440
SENIOR HSG PPTYS TR SH BEN INT 81721M10 13,620 719,095 SH DEFINED 1,2 719,095
SENSIENT TECHNOLOGIE COM 81725T10 19,566 815,587 SH DEFINED 1,2,5,9 815,587
SEPRACOR INC COM 81731510 74,555 1,255,776 SH DEFINED 1,2,5,9 1,255,776
SEQUA CORPORATION CL A 81732010 7,778 127,200 SH DEFINED 1,2,9 127,200
SERENA SOFTWARE INC COM 81749210 8,890 411,375 SH DEFINED 1,2,5 411,375
SEROLOGICALS CORP COM 81752310 11,914 538,605 SH DEFINED 1,2 538,605
SERVICE CORP INTL COM 81756510 19,888 2,669,470 SH DEFINED 1,2,5 2,669,470
SERVICEMASTER CO COM 81760N10 55,564 4,029,275 SH DEFINED 1,2,5,7,8,9,10,12,13,14 4,029,275
SFBC INTL INC COM 78412110 7,842 198,525 SH DEFINED 1,2 198,525
SHARPER IMAGE CORP COM 82001310 3,251 172,461 SH DEFINED 1,2 172,461
SHAW COMMUNICATIONS CL B CONV 82028K20 740 40,477 SH DEFINED 1,5,7 40,477
SHAW GROUP INC COM 82028010 16,063 899,866 SH DEFINED 1,2,5 899,866
SHELL TRANS & TRADIN ADR NY SHS 82270360 3,776 73,467 SH DEFINED 1 73,467
SHENANDOAH TELECOMMU COM 82312B10 3,723 124,301 SH DEFINED 1,2 124,301
SHERWIN WILLIAMS CO COM 82434810 309,399 6,932,536 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 6,932,536
SHIP FINANCE INTERNA SHS G8107510 963 46,951 SH DEFINED 1,2,5,8,10,12,14 46,951
SHOE CARNIVAL INC COM 82488910 1,435 110,420 SH DEFINED 1,2,5 110,420
SHOPKO STORES INC COM 82491110 32,726 1,751,943 SH DEFINED 1,2 1,751,943
SHUFFLE MASTER INC COM 82554910 20,200 428,880 SH DEFINED 1,2 428,880
SHURGARD STORAGE CTR COM 82567D10 30,782 699,431 SH DEFINED 1,2,3,5 699,431
SI INTL INC COM 78427V10 2,754 89,547 SH DEFINED 1,2 89,547
SIEBEL SYS INC COM 82617010 140,545 13,398,009 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 13,398,009
SIEMENS A G SPONSORED 82619750 18,665 220,449 SH DEFINED 1,2 220,449
SIERRA HEALTH SVCS I COM 82632210 42,251 766,671 SH DEFINED 1,2,5 766,671
SIERRA PAC RES NEW COM 82642810 22,536 2,146,322 SH DEFINED 1,2,5,9 2,146,322
SIGMA ALDRICH CORP COM 82655210 141,419 2,339,045 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 2,339,045
SIGMATEL INC COM 82661W10 14,582 410,424 SH DEFINED 1,2 410,424
SIGNATURE BK NEW YOR COM 82669G10 1,801 55,663 SH DEFINED 1,2 55,663
SILGAN HOLDINGS INC COM 82704810 14,510 238,024 SH DEFINED 1,2 238,024
SILICON GRAPHICS INC COM 82705610 6,226 3,598,648 SH DEFINED 1,2 3,598,648
SILICON IMAGE INC COM 82705T10 19,886 1,208,167 SH DEFINED 1,2,5 1,208,167
SILICON LABORATORIES COM 82691910 16,573 469,356 SH DEFINED 1,2,5,9 469,356
SILICON STORAGE TECH COM 82705710 7,127 1,197,813 SH DEFINED 1,2,5 1,197,813
SILICON VY BANCSHARE COM 82706410 37,115 828,079 SH DEFINED 1,2,5,9 828,079
SILICONIX INC COM NEW 82707920 7,122 195,181 SH DEFINED 1,2 195,181
SILICONWARE PRECISIO SPONSD ADR 82708486 71 17,352 SH DEFINED 1 17,352
SIMMONS 1ST NATL COR CL A $1 PA 82873020 6,341 219,043 SH DEFINED 1,2 219,043
SIMON PPTY GROUP INC COM 82880610 488,795 7,558,295 SH DEFINED 1,2,3,5,6,7,8,9,10,12,13,14 7,558,295
SIMON PPTY GROUP INC PFD CONV I 82880680 598 10,090 SH DEFINED 1,2,3,5 10,090
SIMPLETECH INC COM 82882310 1,008 219,109 SH DEFINED 1,2 219,109
SIMPSON MANUFACTURIN COM 82907310 20,841 597,162 SH DEFINED 1,2,5 597,162
SINCLAIR BROADCAST G CL A 82922610 6,667 723,861 SH DEFINED 1,2 723,861
SINOPEC SHANGHAI PET SPON ADR H 82935M10 235 6,291 SH DEFINED 1 6,291
SIPEX CORP COM 82990910 1,244 265,811 SH DEFINED 1,2 265,811
SIRF TECHNOLOGY HLDG COM 82967H10 1,792 140,861 SH DEFINED 1,2 140,861
SIRIUS SATELLITE RAD COM 82966U10 77,898 10,222,792 SH DEFINED 1,2,5 10,222,792
SIRVA INC COM 82967Y10 3,521 183,190 SH DEFINED 1,2 183,190
SITEL CORP COM 82980K10 1,734 704,801 SH DEFINED 1,2 704,801
SIX FLAGS INC COM 83001P10 7,258 1,351,528 SH DEFINED 1,2,5 1,351,528
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
SIZELER PPTY INVS IN COM 83013710 507 43,000 SH DEFINED 1,2,5 43,000
SJW CORP COM 78430510 3,594 98,724 SH DEFINED 1,2 98,724
SK TELECOM LTD SPONSORED 78440P10 3,831 172,169 SH DEFINED 1,2,4 172,169
SKECHERS U S A INC CL A 83056610 4,660 359,594 SH DEFINED 1,2 359,594
SKY FINL GROUP INC COM 83080P10 24,132 841,702 SH DEFINED 1,2,5 841,702
SKYLINE CORP COM 83083010 4,022 98,572 SH DEFINED 1,2 98,572
SKYWEST INC COM 83087910 17,530 873,879 SH DEFINED 1,2,5 873,879
SKYWORKS SOLUTIONS I COM 83088M10 20,834 2,209,342 SH DEFINED 1,2,5 2,209,342
SL GREEN RLTY CORP COM 78440X10 48,851 806,780 SH DEFINED 1,2,3,5 806,780
SLM CORP COM 78442P10 617,949 11,574,239 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 11,574,239
SM&A COM 78465D10 192 22,531 SH DEFINED 1 22,531
SMART & FINAL INC COM 83168310 2,365 164,356 SH DEFINED 1,2 164,356
SMITH & NEPHEW PLC SPDN ADR N 83175M20 17,205 332,398 SH DEFINED 1,2 332,398
SMITH A O COM 83186520 7,368 246,106 SH DEFINED 1,2 246,106
SMITH INTL INC COM 83211010 106,676 1,960,588 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,960,588
SMITHFIELD FOODS INC COM 83224810 32,877 1,111,081 SH DEFINED 1,2,5,9 1,111,081
SMITHTOWN BANCORP IN COM 83244910 2,306 72,626 SH DEFINED 1,2 72,626
SMUCKER J M CO COM NEW 83269640 31,407 667,238 SH DEFINED 1,2,5,6,9 667,238
SMURFIT-STONE CONTAI COM 83272710 53,067 2,840,821 SH DEFINED 1,2,5,7,8,9,10,12,13,14 2,840,821
SNAP ON INC COM 83303410 45,708 1,330,266 SH DEFINED 1,2,5,6,9,10 1,330,266
SOCIEDAD QUIMICA MIN SPON ADR S 83363510 320 5,177 SH DEFINED 1,2,7 5,177
SOCKET COMMUNICATION COM 83367210 31 15,400 SH DEFINED 1 15,400
SOHU COM INC COM 83408W10 6,621 373,830 SH DEFINED 1,2 373,830
SOLA INTL INC COM 83409210 11,689 424,452 SH DEFINED 1,2 424,452
SOLECTRON CORP COM 83418210 134,836 25,297,650 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 25,297,650
SONIC AUTOMOTIVE INC CL A 83545G10 9,738 392,675 SH DEFINED 1,2,5 392,675
SONIC CORP COM 83545110 31,058 1,018,292 SH DEFINED 1,2,5 1,018,292
SONIC INNOVATIONS IN COM 83545M10 555 133,036 SH DEFINED 1,2 133,036
SONIC SOLUTIONS COM 83546010 6,354 283,175 SH DEFINED 1,2 283,175
SONICWALL INC COM 83547010 5,557 879,201 SH DEFINED 1,2,5 879,201
SONOCO PRODS CO COM 83549510 117,820 3,973,705 SH DEFINED 1,2,5,6,9 3,973,705
SONOSITE INC COM 83568G10 7,122 209,767 SH DEFINED 1,2 209,767
SONUS NETWORKS INC COM 83591610 1,572 274,422 SH DEFINED 1,5 274,422
SONY CORP ADR NEW 83569930 19,295 495,264 SH DEFINED 1,2 495,264
SOTHEBYS HLDGS INC CL A 83589810 23,266 1,281,175 SH DEFINED 1,2,9 1,281,175
SOUND FED BANCORP IN COM 83607V10 197 12,128 SH DEFINED 1,5 12,128
SOURCE INTERLINK COS COM NEW 83615120 3,085 232,276 SH DEFINED 1,2 232,276
SOURCECORP COM 83616710 5,399 282,521 SH DEFINED 1,2,5 282,521
SOUTH FINL GROUP INC COM 83784110 17,882 549,719 SH DEFINED 1,2,5 549,719
SOUTH JERSEY INDS IN COM 83851810 12,269 233,437 SH DEFINED 1,2 233,437
SOUTHERN CMNTY FINL COM 84263210 1,707 164,889 SH DEFINED 1,2 164,889
SOUTHERN CO COM 84258710 871,903 26,011,439 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 26,011,439
SOUTHERN PERU COPPER COM 84361110 7,343 155,545 SH DEFINED 1,2,5,7 155,545
SOUTHERN UN CO NEW COM 84403010 25,839 1,077,514 SH DEFINED 1,2,5 1,077,514
SOUTHSIDE BANCSHARES COM 84470P10 2,535 110,903 SH DEFINED 1,2 110,903
SOUTHWEST AIRLS CO COM 84474110 1,458,026 89,559,318 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 89,559,318
SOUTHWEST BANCORP IN COM 84476710 5,354 217,718 SH DEFINED 1,2 217,718
SOUTHWEST BANCORPORA COM 84476R10 26,992 1,158,972 SH DEFINED 1,2,5 1,158,972
SOUTHWEST GAS CORP COM 84489510 13,463 530,031 SH DEFINED 1,2,5 530,031
SOUTHWEST WTR CO COM 84533110 2,759 205,145 SH DEFINED 1,2 205,145
SOUTHWESTERN ENERGY COM 84546710 35,600 702,316 SH DEFINED 1,2 702,316
SOVEREIGN BANCORP IN COM 84590510 217,623 9,650,680 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 9,650,680
SOVRAN SELF STORAGE COM 84610H10 14,315 339,694 SH DEFINED 1,2,3,5 339,694
SPANISH BROADCASTING CL A 84642588 5,344 506,027 SH DEFINED 1,2 506,027
SPARTAN MTRS INC COM 84681910 126 10,600 SH DEFINED 1,2 10,600
SPARTAN STORES INC COM 84682210 90 13,600 SH DEFINED 1 13,600
SPARTECH CORP COM NEW 84722020 11,293 416,862 SH DEFINED 1,2 416,862
SPATIALIGHT INC COM 84724810 2,505 279,894 SH DEFINED 1,2 279,894
SPDR TR UNIT SER 1 78462F10 93,610 774,468 SH DEFINED 1,5,6 774,468
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
SPECIALTY LABORATORI COM 84749R10 1,113 100,799 SH DEFINED 1,2 100,799
SPECTRALINK CORP COM 84758010 3,732 263,173 SH DEFINED 1,2 263,173
SPECTRANETICS CORP COM 84760C10 170 30,300 SH DEFINED 1 30,300
SPECTRASITE INC COM 84761M10 18,092 312,464 SH DEFINED 1,2 312,464
SPECTRUM CTL INC COM 84761510 105 14,400 SH DEFINED 1 14,400
SPEEDWAY MOTORSPORTS COM 84778810 8,102 206,795 SH DEFINED 1,2 206,795
SPHERION CORP COM 84842010 7,257 863,882 SH DEFINED 1,2,5 863,882
SPHERIX INC COM 84842R10 50 15,499 SH DEFINED 1 15,499
SPINNAKER EXPL CO COM 84855W10 12,395 353,442 SH DEFINED 1,2,5 353,442
SPORTS AUTH INC NEW COM 84917U10 7,879 305,992 SH DEFINED 1,2 305,992
SPORTS CLUB INC COM 84917P10 20 10,688 SH DEFINED 1 10,688
SPORTS RESORTS INTL COM 84918U10 238 82,724 SH DEFINED 1 82,724
SPRINT CORP COM FON 85206110 897,042 36,098,251 SH DEFINED 1,2,5,6,7,9,10,13 36,098,251
SPSS INC COM 78462K10 3,372 215,603 SH DEFINED 1,2,5 215,603
SPX CORP COM 78463510 50,011 1,248,393 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 1,248,393
SRA INTL INC CL A 78464R10 12,222 190,370 SH DEFINED 1,2 190,370
SRS LABS INC COM 78464M10 76 12,100 SH DEFINED 1 12,100
SS&C TECHNOLOGIES IN COM 85227Q10 6,639 321,509 SH DEFINED 1,2 321,509
ST JOE CO COM 79014810 36,561 569,485 SH DEFINED 1,2,3,5,7 569,485
ST JUDE MED INC COM 79084910 461,565 11,007,985 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 11,007,985
ST MARY LD & EXPL CO COM 79222810 18,819 450,868 SH DEFINED 1,2,5 450,868
ST PAUL TRAVELERS IN COM 79286010 805,629 21,732,635 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 21,732,635
STAAR SURGICAL CO COM PAR $0 85231230 139 22,189 SH DEFINED 1 22,189
STAGE STORES INC COM NEW 85254C30 14,189 341,734 SH DEFINED 1,2,5 341,734
STAKTEK HLDGS INC COM 85256P10 299 64,383 SH DEFINED 1,2 64,383
STAMPS COM INC COM NEW 85285720 4,151 262,080 SH DEFINED 1,2 262,080
STANCORP FINL GROUP COM 85289110 37,851 458,797 SH DEFINED 1,2,5,9 458,797
STANDARD COML CORP COM 85325810 2,586 132,912 SH DEFINED 1,2,5 132,912
STANDARD MICROSYSTEM COM 85362610 4,966 278,504 SH DEFINED 1,2 278,504
STANDARD MTR PRODS I COM 85366610 2,964 187,570 SH DEFINED 1,2 187,570
STANDARD PAC CORP NE COM 85375C10 17,212 268,355 SH DEFINED 1,2,5 268,355
STANDARD REGISTER CO COM 85388710 3,173 224,705 SH DEFINED 1,2 224,705
STANDEX INTL CORP COM 85423110 5,212 182,940 SH DEFINED 1,2,5 182,940
STANLEY FURNITURE IN COM NEW 85430520 4,038 89,825 SH DEFINED 1,2,5 89,825
STANLEY WKS COM 85461610 188,187 3,841,344 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,841,344
STAPLES INC COM 85503010 566,872 16,816,140 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 16,816,140
STAR SCIENTIFIC INC COM 85517P10 1,590 312,595 SH DEFINED 1,2 312,595
STARBUCKS CORP COM 85524410 678,486 10,880,148 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 10,880,148
STARTEK INC COM 85569C10 5,105 179,435 SH DEFINED 1,2 179,435
STARWOOD HOTELS&RESO PAIRED CTF 85590A20 433,754 7,427,293 SH DEFINED 1,2,3,5,6,7,8,9,10,12,13,14 7,427,293
STATE AUTO FINL CORP COM 85570710 4,863 188,119 SH DEFINED 1,2 188,119
STATE BANCORP INC N. COM 85571610 2,985 108,563 SH DEFINED 1,2 108,563
STATE FINL SVCS CORP CL A 85685510 2,661 88,307 SH DEFINED 1,2 88,307
STATE STR CORP COM 85747710 756,378 15,398,572 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 15,398,572
STATION CASINOS INC COM 85768910 39,777 727,444 SH DEFINED 1,2,5 727,444
STATS CHIPPAC LTD SPONSORED 85771T10 254 41,383 SH DEFINED 1 41,383
STEAK N SHAKE CO COM 85787310 7,008 349,014 SH DEFINED 1,2 349,014
STEEL DYNAMICS INC COM 85811910 28,497 752,292 SH DEFINED 1,2,9 752,292
STEEL TECHNOLOGIES I COM 85814710 3,731 135,639 SH DEFINED 1,2 135,639
STEELCASE INC CL A 85815520 5,614 405,630 SH DEFINED 1,2,5 405,630
STEIN MART INC COM 85837510 6,771 396,876 SH DEFINED 1,2,5 396,876
STEINWAY MUSICAL INS COM 85849510 3,171 109,573 SH DEFINED 1,2 109,573
STELLENT INC COM 85856W10 2,408 273,044 SH DEFINED 1,2,5 273,044
STEMCELLS INC COM 85857R10 130 30,800 SH DEFINED 1 30,800
STEPAN CO COM 85858610 1,851 75,975 SH DEFINED 1,2,5 75,975
STEREOTAXIS INC COM 85916J10 394 40,050 SH DEFINED 1 40,050
STERICYCLE INC COM 85891210 23,499 511,399 SH DEFINED 1,2,5,9 511,399
STERIS CORP COM 85915210 42,355 1,785,619 SH DEFINED 1,2,5,9 1,785,619
STERLING BANCORP COM 85915810 6,535 231,332 SH DEFINED 1,2 231,332
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
STERLING BANCSHARES COM 85890710 8,879 622,194 SH DEFINED 1,2 622,194
STERLING FINL CORP COM 85931710 9,716 338,877 SH DEFINED 1,2 338,877
STERLING FINL CORP W COM 85931910 12,400 315,841 SH DEFINED 1,2 315,841
STEWART & STEVENSON COM 86034210 8,505 420,405 SH DEFINED 1,2 420,405
STEWART ENTERPRISES CL A 86037010 16,332 2,336,478 SH DEFINED 1,2,5 2,336,478
STEWART INFORMATION COM 86037210 12,585 302,155 SH DEFINED 1,2 302,155
STEWART W P & CO LTD COM G8492210 383 16,176 SH DEFINED 1,2,5 16,176
STIFEL FINL CORP COM 86063010 1,555 74,211 SH DEFINED 1,2 74,211
STILLWATER MNG CO COM 86074Q10 6,832 606,719 SH DEFINED 1,2,5 606,719
STMICROELECTRONICS N NY REGISTR 86101210 1,236 63,997 SH DEFINED 1,2 63,997
STONE ENERGY CORP COM 86164210 15,957 353,894 SH DEFINED 1,2,5,7 353,894
STONERIDGE INC COM 86183P10 3,725 246,206 SH DEFINED 1,2 246,206
STORA ENSO CORP SPON ADR R 86210M10 527 34,650 SH DEFINED 1 34,650
STORAGE TECHNOLOGY C COM PAR $0 86211120 54,371 1,720,043 SH DEFINED 1,2,5,9 1,720,043
STRATAGENE CORP COM 86269H10 127 16,379 SH DEFINED 1 16,379
STRATASYS INC COM 86268510 5,365 159,860 SH DEFINED 1,2,5 159,860
STRATEGIC HOTEL CAP COM 86272T10 4,456 270,086 SH DEFINED 1,2 270,086
STRATEX NETWORKS INC COM 86279T10 2,875 1,272,006 SH DEFINED 1,2 1,272,006
STRATTEC SEC CORP COM 86311110 3,316 52,948 SH DEFINED 1,2,5 52,948
STRAYER ED INC COM 86323610 23,440 213,500 SH DEFINED 1,2 213,500
STREETTRACKS SER TR DJ LRG CAP 86330E20 3,030 22,172 SH DEFINED 1 22,172
STRIDE RITE CORP COM 86331410 6,525 584,186 SH DEFINED 1,2,5 584,186
STRYKER CORP COM 86366710 478,290 9,912,756 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 9,912,756
STUDENT LN CORP COM 86390210 6,451 35,062 SH DEFINED 1,2,5 35,062
STURM RUGER & CO INC COM 86415910 2,707 299,725 SH DEFINED 1,2 299,725
SUBURBAN PROPANE PAR UNIT LTD P 86448210 202 5,811 SH DEFINED 1,5 5,811
SUFFOLK BANCORP COM 86473910 6,244 179,284 SH DEFINED 1,2 179,284
SUMMIT PPTYS INC COM 86623910 20,481 629,026 SH DEFINED 1,2,3,5 629,026
SUMTOTAL SYS INC COM 86661510 66 12,578 SH DEFINED 1 12,578
SUN BANCORP INC COM 86663B10 3,255 133,793 SH DEFINED 1,2 133,793
SUN COMMUNITIES INC COM 86667410 14,791 367,480 SH DEFINED 1,2,3,5 367,480
SUN LIFE FINL INC COM 86679610 4,653 138,717 SH DEFINED 1,5 138,717
SUN MICROSYSTEMS INC COM 86681010 508,891 94,413,992 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 94,413,992
SUNAIR ELECTRS INC COM 86701710 245 14,900 SH DEFINED 1 14,900
SUNCOR ENERGY INC COM 86722910 423 11,944 SH DEFINED 1 11,944
SUNGARD DATA SYS INC COM 86736310 247,893 8,750,183 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,750,183
SUNLINK HEALTH SYSTE COM 86737U10 74 13,400 SH DEFINED 1 13,400
SUNOCO INC COM 86764P10 498,282 6,098,178 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 6,098,178
SUNOCO LOGISTICS PRT COM UNITS 86764L10 396 9,200 SH DEFINED 1 9,200
SUNRISE SENIOR LIVIN COM 86768K10 11,189 241,361 SH DEFINED 1,2 241,361
SUNRISE TELECOM INC COM 86769Y10 39 13,617 SH DEFINED 1 13,617
SUNSTONE HOTEL INVS COM 86789210 5,536 266,430 SH DEFINED 1,2 266,430
SUNTERRA CORP COM NEW 86787D20 3,255 231,815 SH DEFINED 1,2 231,815
SUNTRON CORP COM 86789P10 109 34,801 SH DEFINED 1,2 34,801
SUNTRUST BKS INC COM 86791410 827,663 11,202,805 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 11,202,805
SUPERGEN INC COM 86805910 4,596 651,863 SH DEFINED 1,2,5 651,863
SUPERIOR ENERGY SVCS COM 86815710 14,605 947,744 SH DEFINED 1,2 947,744
SUPERIOR INDS INTL I COM 86816810 12,983 446,922 SH DEFINED 1,2,5 446,922
SUPERTEX INC COM 86853210 4,744 218,627 SH DEFINED 1,2 218,627
SUPERVALU INC COM 86853610 172,170 4,987,531 SH DEFINED 1,2,5,6,7,9,10,12,14 4,987,531
SUPPORTSOFT INC COM 86858710 3,421 513,630 SH DEFINED 1,2,5 513,630
SUPREME INDS INC CL A 86860710 124 19,360 SH DEFINED 1 19,360
SUREWEST COMMUNICATI COM 86873310 5,718 201,703 SH DEFINED 1,2,5 201,703
SURMODICS INC COM 86887310 9,561 294,089 SH DEFINED 1,2 294,089
SUSQUEHANNA BANCSHAR COM 86909910 16,717 670,019 SH DEFINED 1,2,5 670,019
SWIFT ENERGY CO COM 87073810 11,258 388,999 SH DEFINED 1,2,5 388,999
SWIFT TRANSN CO COM 87075610 23,280 1,083,802 SH DEFINED 1,2,5,9 1,083,802
SWS GROUP INC COM 78503N10 8,527 388,997 SH DEFINED 1,2 388,997
SYBASE INC COM 87113010 21,003 1,052,774 SH DEFINED 1,2,5,9 1,052,774
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
SYBRON DENTAL SPECIA COM 87114210 31,110 879,308 SH DEFINED 1,2,5 879,308
SYCAMORE NETWORKS IN COM 87120610 9,884 2,434,463 SH DEFINED 1,2,5 2,434,463
SYKES ENTERPRISES IN COM 87123710 2,658 382,395 SH DEFINED 1,2 382,395
SYMANTEC CORP COM 87150310 461,132 17,901,068 SH DEFINED 1,2,5,6,7,9,10,12,13,14 17,901,068
SYMBION INC DEL COM 87150710 2,119 95,987 SH DEFINED 1,2 95,987
SYMBOL TECHNOLOGIES COM 87150810 111,617 6,451,872 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 6,451,872
SYMMETRICOM INC COM 87154310 6,077 625,835 SH DEFINED 1,2,5 625,835
SYMS CORP COM 87155110 170 14,000 SH DEFINED 1 14,000
SYMYX TECHNOLOGIES COM 87155S10 11,708 389,602 SH DEFINED 1,2,5 389,602
SYNALLOY CP DEL COM 87156510 171 17,277 SH DEFINED 1 17,277
SYNAPTICS INC COM 87157D10 11,190 365,914 SH DEFINED 1,2,5 365,914
SYNGENTA AG SPONSORED 87160A10 341 15,979 SH DEFINED 1 15,979
SYNNEX CORP COM 87162W10 2,237 92,962 SH DEFINED 1,2 92,962
SYNOPSYS INC COM 87160710 51,521 2,635,346 SH DEFINED 1,2,5,7,8,9,10,12,13,14 2,635,346
SYNOVIS LIFE TECHNOL COM 87162G10 185 17,100 SH DEFINED 1,2 17,100
SYNOVUS FINL CORP COM 87161C10 226,480 7,924,406 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,924,406
SYNPLICITY INC COM 87160Y10 130 21,799 SH DEFINED 1 21,799
SYNTEL INC COM 87162H10 1,481 84,411 SH DEFINED 1,2 84,411
SYNTROLEUM CORP COM 87163010 2,400 298,887 SH DEFINED 1,2 298,887
SYPRIS SOLUTIONS INC COM 87165510 1,297 84,743 SH DEFINED 1,2 84,743
SYSCO CORP COM 87182910 689,367 18,060,440 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 18,060,440
SYSTEMAX INC COM 87185110 979 133,364 SH DEFINED 1,2 133,364
T-3 ENERGY SRVCS INC COM 87306E10 110 15,400 SH DEFINED 1,2 15,400
TAIWAN GREATER CHINA SH BEN INT 87403710 147 30,000 SH DEFINED 7 30,000
TAIWAN SEMICONDUCTOR SPONSORED 87403910 53,730 6,328,648 SH DEFINED 1,2,4,5,7,8,13 6,328,648
TAKE-TWO INTERACTIVE COM 87405410 25,637 736,898 SH DEFINED 1,2,5 736,898
TALBOTS INC COM 87416110 4,431 162,727 SH DEFINED 1,2,5 162,727
TALK AMERICA HLDGS I COM NEW 87426R20 3,939 595,020 SH DEFINED 1,2 595,020
TALX CORP COM 87491810 6,383 247,487 SH DEFINED 1,2,5 247,487
TANGER FACTORY OUTLE COM 87546510 20,615 779,085 SH DEFINED 1,2,3,5 779,085
TANOX INC COM 87588Q10 5,743 377,829 SH DEFINED 1,2 377,829
TARGET CORP COM 87612E10 4,158,223 80,073,610 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 80,073,610
TARGETED GENETICS CO COM 87612M10 53 34,214 SH DEFINED 1 34,214
TARO PHARMACEUTICAL ORD M8737E10 230 6,753 SH DEFINED 1,2 6,753
TARRAGON CORP COM 87628710 1,808 101,062 SH DEFINED 1,2,5 101,062
TASER INTL INC COM 87651B10 22,088 697,874 SH DEFINED 1,2 697,874
TATA MTRS LTD SPONSORED 87656850 624 52,327 SH DEFINED 1 52,327
TAUBMAN CTRS INC COM 87666410 33,745 1,126,697 SH DEFINED 1,2,3,5 1,126,697
TAYLOR CAP GROUP INC COM 87685110 3,259 97,287 SH DEFINED 1,2 97,287
TBC CORP NEW COM 87218310 7,498 269,698 SH DEFINED 1,2 269,698
TC PIPELINES LP UT COM LTD 87233Q10 520 13,760 SH DEFINED 1,2,5 13,760
TCF FINL CORP COM 87227510 75,460 2,347,858 SH DEFINED 1,2,5,7,8,9,10,12,13,14 2,347,858
TDK CORP AMERN DEP 87235140 371 5,001 SH DEFINED 1 5,001
TEAM INC COM 87815510 202 13,000 SH DEFINED 1 13,000
TECH DATA CORP COM 87823710 29,529 650,427 SH DEFINED 1,2,5,9 650,427
TECH OPS SEVCON INC COM 87829310 78 12,400 SH DEFINED 1 12,400
TECHNE CORP COM 87837710 33,635 864,643 SH DEFINED 1,2,5,9 864,643
TECHNICAL OLYMPIC US COM 87848310 2,283 89,949 SH DEFINED 1,2 89,949
TECHNITROL INC COM 87855510 12,472 685,248 SH DEFINED 1,2,5 685,248
TECHNOLOGY RESH CORP COM NEW 87872730 82 11,800 SH DEFINED 1 11,800
TECO ENERGY INC COM 87237510 84,803 5,524,643 SH DEFINED 1,2,5,6,7,9,10 5,524,643
TECUMSEH PRODS CO CL A 87889520 17,361 363,207 SH DEFINED 1,2,5,9 363,207
TEEKAY SHIPPING MARS COM Y8564W10 4,875 115,768 SH DEFINED 1,2,5 115,768
TEGAL CORP COM 87900810 19 11,400 SH DEFINED 1 11,400
TEJON RANCH CO DEL COM 87908010 4,222 103,477 SH DEFINED 1,2 103,477
TEKELEC COM 87910110 16,098 787,581 SH DEFINED 1,2,5 787,581
TEKTRONIX INC COM 87913110 65,660 2,173,455 SH DEFINED 1,2,5,6,7,9,10 2,173,455
TELE NORTE LESTE PAR SPON ADR P 87924610 31,239 1,851,734 SH DEFINED 1,2,4,5,7 1,851,734
TELECOM ARGENTINA S SPON ADR R 87927320 23,296 2,125,586 SH DEFINED 1,2,4,5,7 2,125,586
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
TELECOMMUNICATION SY CL A 87929J10 33 10,000 SH DEFINED 1 10,000
TELEDYNE TECHNOLOGIE COM 87936010 23,407 795,337 SH DEFINED 1,2,5 795,337
TELEFLEX INC COM 87936910 22,045 424,427 SH DEFINED 1,2,5,9 424,427
TELEFONICA MOVILES S SPONSORED 87938V10 206 16,176 SH DEFINED 1 16,176
TELEFONICA S A SPONSORED 87938220 22,639 400,685 SH DEFINED 1,2 400,685
TELEFONOS DE MEXICO SPON ADR O 87940378 17,012 443,954 SH DEFINED 1,2 443,954
TELEPHONE & DATA SYS COM 87943310 69,279 900,315 SH DEFINED 1,2,5,7,8,9,10,12,13,14 900,315
TELESP CELULAR PART SPON ADR P 87952L10 5,833 857,843 SH DEFINED 1,2 857,843
TELESYSTEM INTL WIRE COM NEW 87994660 2,872 256,690 SH DEFINED 1,2,7 256,690
TELETECH HOLDINGS IN COM 87993910 7,552 779,310 SH DEFINED 1,2 779,310
TELEWEST GLOBAL INC COM 87956T10 3,024 172,027 SH DEFINED 1,5 172,027
TELIK INC COM 87959M10 11,800 616,510 SH DEFINED 1,2 616,510
TELLABS INC COM 87966410 118,675 13,815,484 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 13,815,484
TELSTRA CORP LTD SPON ADR F 87969N20 199 10,406 SH DEFINED 1 10,406
TELULAR CORP COM NEW 87970T20 152 17,900 SH DEFINED 1 17,900
TELUS CORP NON-VTG SH 87971M20 269 9,308 SH DEFINED 1,7 9,308
TEMPLE INLAND INC COM 87986810 141,324 2,066,143 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 2,066,143
TEMPUR PEDIC INTL IN COM 88023U10 4,641 218,918 SH DEFINED 1,2 218,918
TENARIS S A SPONSORED 88031M10 6,235 127,503 SH DEFINED 1,2,7 127,503
TENET HEALTHCARE COR COM 88033G10 135,797 12,367,646 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 12,367,646
TENNANT CO COM 88034510 4,902 123,635 SH DEFINED 1,2 123,635
TENNECO AUTOMOTIVE I COM 88034910 15,091 875,359 SH DEFINED 1,2,5 875,359
TEPPCO PARTNERS L P UT LTD PAR 87238410 2,520 63,972 SH DEFINED 1,5 63,972
TERADYNE INC COM 88077010 85,888 5,031,497 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,031,497
TERAYON COMMUNICATIO COM 88077510 2,467 910,336 SH DEFINED 1,2,5 910,336
TERCICA INC COM 88078L10 558 55,845 SH DEFINED 1,2 55,845
TEREX CORP NEW COM 88077910 53,722 1,127,431 SH DEFINED 1,2,5 1,127,431
TERRA INDS INC COM 88091510 8,121 914,518 SH DEFINED 1,2 914,518
TERRA NITROGEN CO L COM UNIT 88100520 232 10,400 SH DEFINED 1 10,400
TERREMARK WORLDWIDE COM 88144810 2,234 3,490,393 SH DEFINED 1,2,5 3,490,393
TESORO CORP COM 88160910 59,060 1,853,729 SH DEFINED 1,2,5 1,853,729
TESSERA TECHNOLOGIES COM 88164L10 14,599 392,350 SH DEFINED 1,2 392,350
TETRA TECH INC NEW COM 88162G10 14,274 852,673 SH DEFINED 1,2,5,13 852,673
TETRA TECHNOLOGIES I COM 88162F10 10,554 372,949 SH DEFINED 1,2,7 372,949
TEVA PHARMACEUTICAL ADR 88162420 46,862 1,569,377 SH DEFINED 1,2,4,5,7 1,569,377
TEXAS CAPITAL BANCSH COM 88224Q10 6,235 288,373 SH DEFINED 1,2 288,373
TEXAS INDS INC COM 88249110 23,460 376,086 SH DEFINED 1,2,5 376,086
TEXAS INSTRS INC COM 88250810 1,201,365 48,796,295 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 48,796,295
TEXAS REGL BANCSHARE CL A VTG 88267310 18,038 551,950 SH DEFINED 1,2,5 551,950
TEXAS ROADHOUSE INC CL A 88268110 3,930 132,994 SH DEFINED 1,2 132,994
TEXTRON INC COM 88320310 338,880 4,591,874 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,591,874
THERAGENICS CORP COM 88337510 63 15,481 SH DEFINED 1 15,481
THERAVANCE INC COM 88338T10 343 19,142 SH DEFINED 1 19,142
THERMA-WAVE INC COM 88343A10 79 22,768 SH DEFINED 1 22,768
THERMO ELECTRON CORP COM 88355610 210,417 6,969,746 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 6,969,746
THERMOGENESIS CORP COM NEW 88362320 3,231 509,581 SH DEFINED 1,2,5 509,581
THIRD WAVE TECHNOLOG COM 88428W10 3,988 463,741 SH DEFINED 1,2 463,741
THOMAS & BETTS CORP COM 88431510 37,235 1,210,891 SH DEFINED 1,2,5,6,9 1,210,891
THOMAS INDS INC COM 88442510 8,648 216,636 SH DEFINED 1,2 216,636
THOMSON SPONSORED 88511810 302 11,380 SH DEFINED 1 11,380
THOMSON CORP COM 88490310 1,149 32,563 SH DEFINED 7 32,563
THOR INDS INC COM 88516010 26,069 703,630 SH DEFINED 1,2,5,9 703,630
THORATEC CORP COM NEW 88517530 7,163 687,384 SH DEFINED 1,2,5 687,384
THORNBURG MTG INC COM 88521810 20,132 695,164 SH DEFINED 1,2,5 695,164
THQ INC COM NEW 87244340 20,072 874,979 SH DEFINED 1,2,5 874,979
THREE FIVE SYS INC COM 88554L10 64 26,530 SH DEFINED 1,5 26,530
TIBCO SOFTWARE INC COM 88632Q10 21,853 1,638,192 SH DEFINED 1,2,5 1,638,192
TIDEWATER INC COM 88642310 24,170 678,754 SH DEFINED 1,2,5,9 678,754
TIER TECHNOLOGIES IN CL B 88650Q10 3,376 364,935 SH DEFINED 1,2 364,935
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
TIERONE CORP COM 88650R10 6,570 264,395 SH DEFINED 1,2 264,395
TIFFANY & CO NEW COM 88654710 121,780 3,809,206 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,809,206
TIMBERLAND CO CL A 88710010 100,572 1,604,785 SH DEFINED 1,2,5,9 1,604,785
TIME WARNER INC COM 88731710 2,715,390 139,608,741 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 139,608,741
TIME WARNER TELECOM CL A 88731910 2,902 665,612 SH DEFINED 1,2,5 665,612
TIMKEN CO COM 88738910 17,118 657,873 SH DEFINED 1,2,5 657,873
TIPPINGPOINT TECH IN COM 88801110 2,379 50,932 SH DEFINED 1,2 50,932
TITAN CORP COM 88826610 24,286 1,499,113 SH DEFINED 1,2,5,9 1,499,113
TITAN INTL INC ILL COM 88830M10 289 19,172 SH DEFINED 1 19,172
TITAN PHARMACEUTICAL COM 88831410 65 20,117 SH DEFINED 1 20,117
TITANIUM METALS CORP COM NEW 88833920 3,337 138,216 SH DEFINED 1,2 138,216
TIVO INC COM 88870610 3,750 638,851 SH DEFINED 1,2 638,851
TJX COS INC NEW COM 87254010 396,789 15,789,442 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 15,789,442
TLC VISION CORP COM 87254910 221 21,185 SH DEFINED 1 21,185
TNS INC COM 87296010 2,389 109,343 SH DEFINED 1,2 109,343
TODCO CL A 88889T10 3,079 167,134 SH DEFINED 1,2 167,134
TOLL BROTHERS INC COM 88947810 44,980 655,589 SH DEFINED 1,2,5,9 655,589
TOLLGRADE COMMUNICAT COM 88954210 267 21,841 SH DEFINED 1,2 21,841
TOM ONLINE INC ADR REG S 88972820 153 10,000 SH DEFINED 4 10,000
TOMPKINSTRUSTCO INC COM 89011010 5,658 105,783 SH DEFINED 1,2,5 105,783
TOO INC COM 89033310 13,132 536,878 SH DEFINED 1,2,5 536,878
TOOTSIE ROLL INDS IN COM 89051610 19,429 561,040 SH DEFINED 1,2,5,6,9 561,040
TOPPS INC COM 89078610 4,965 509,268 SH DEFINED 1,2 509,268
TORCHMARK CORP COM 89102710 196,674 3,441,964 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,441,964
TORO CO COM 89109210 36,494 448,604 SH DEFINED 1,2,5 448,604
TORONTO DOMINION BK COM NEW 89116050 1,883 45,167 SH DEFINED 1 45,167
TOTAL S A SPONSORED 89151E10 26,346 239,858 SH DEFINED 1,2 239,858
TOTAL SYS SVCS INC COM 89190610 12,962 533,432 SH DEFINED 1,2,5 533,432
TOWER AUTOMOTIVE INC COM 89170710 1,972 825,151 SH DEFINED 1,2,5 825,151
TOWER GROUP INC COM 89177710 1,007 83,957 SH DEFINED 1 83,957
TOWN & CTRY TR SH BEN INT 89208110 10,794 390,653 SH DEFINED 1,2,3 390,653
TOYOTA MOTOR CORP SP ADR REP 89233130 26,279 320,985 SH DEFINED 1,2,6 320,985
TOYS R US INC COM 89233510 135,324 6,610,857 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 6,610,857
TRACTOR SUPPLY CO COM 89235610 18,600 499,865 SH DEFINED 1,2,5 499,865
TRADESTATION GROUP I COM 89267P10 1,549 220,326 SH DEFINED 1,2 220,326
TRAFFIX INC COM 89272110 87 13,700 SH DEFINED 1 13,700
TRAMMELL CROW CO COM 89288R10 12,654 698,751 SH DEFINED 1,2 698,751
TRANS WORLD ENTMT CO COM 89336Q10 6,064 486,301 SH DEFINED 1,2 486,301
TRANSACT TECHNOLOGIE COM 89291810 3,787 177,298 SH DEFINED 1,2 177,298
TRANSACTION SYS ARCH CL A 89341610 17,487 880,968 SH DEFINED 1,2,9 880,968
TRANSALTA CORP COM 89346D10 217 14,371 SH DEFINED 7 14,371
TRANSATLANTIC HLDGS COM 89352110 15,797 255,489 SH DEFINED 1,2,5,7 255,489
TRANSCAT INC COM 89352910 67 19,200 SH DEFINED 1 19,200
TRANSKARYOTIC THERAP COM 89373510 11,607 457,155 SH DEFINED 1,2,5 457,155
TRANSMETA CORP DEL COM 89376R10 3,454 2,119,175 SH DEFINED 1,2,5 2,119,175
TRANSMONTAIGNE INC COM 89393410 3,904 636,880 SH DEFINED 1,2 636,880
TRANSOCEAN INC ORD G9007810 369,067 8,706,459 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,706,459
TRANSPRO INC COM 89388510 89 14,521 SH DEFINED 1 14,521
TRANSTECHNOLOGY CORP COM 89388910 94 12,900 SH DEFINED 1 12,900
TRANSWITCH CORP COM 89406510 146 94,622 SH DEFINED 1,5 94,622
TRAVELZOO INC COM 89421Q10 2,784 29,175 SH DEFINED 1,2 29,175
TRC COS INC COM 87262510 4,545 267,341 SH DEFINED 1,2 267,341
TREDEGAR CORP COM 89465010 8,364 413,865 SH DEFINED 1,2 413,865
TREND MICRO INC SPONS ADR 89486M20 1,022 18,697 SH DEFINED 1 18,697
TREX INC COM 89531P10 7,157 136,480 SH DEFINED 1,2 136,480
TRI CONTL CORP COM 89543610 1,929 105,505 SH DEFINED 5 105,505
TRIAD GTY INC COM 89592510 7,333 121,241 SH DEFINED 1,2 121,241
TRIAD HOSPITALS INC COM 89579K10 34,910 938,189 SH DEFINED 1,2,5,7,9 938,189
TRIARC COS INC CL B SER 1 89592730 6,664 543,528 SH DEFINED 1,2 543,528
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
TRIBUNE CO NEW COM 89604710 344,917 8,185,036 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,185,036
TRICO BANCSHARES COM 89609510 3,810 162,819 SH DEFINED 1,2 162,819
TRIDENT MICROSYSTEMS COM 89591910 4,030 241,039 SH DEFINED 1,2 241,039
TRIMBLE NAVIGATION L COM 89623910 26,459 800,807 SH DEFINED 1,2,5 800,807
TRIMERIS INC COM 89626310 3,464 244,451 SH DEFINED 1,2,5 244,451
TRINITY INDS INC COM 89652210 23,391 686,353 SH DEFINED 1,2,5,9 686,353
TRIPATH IMAGING INC COM 89694210 3,153 351,451 SH DEFINED 1,2,5 351,451
TRIPATH TECHNOLOGY I COM 89672P10 372 297,955 SH DEFINED 1 297,955
TRIQUINT SEMICONDUCT COM 89674K10 10,848 2,437,792 SH DEFINED 1,2,5,9 2,437,792
TRITON PCS HLDGS INC CL A 89677M10 1,466 428,787 SH DEFINED 1,2,5 428,787
TRIUMPH GROUP INC NE COM 89681810 9,129 231,115 SH DEFINED 1,2 231,115
TRIZEC PROPERTIES IN COM 89687P10 38,929 2,057,568 SH DEFINED 1,2,3,5 2,057,568
TRIZETTO GROUP INC COM 89688210 4,070 428,457 SH DEFINED 1,2 428,457
TRM CORP COM 87263610 254 10,700 SH DEFINED 1 10,700
TRUSTCO BK CORP N Y COM 89834910 16,414 1,190,311 SH DEFINED 1,2,5 1,190,311
TRUSTMARK CORP COM 89840210 21,794 701,448 SH DEFINED 1,2,5 701,448
TRW AUTOMOTIVE HLDGS COM 87264S10 3,486 168,401 SH DEFINED 1,2 168,401
TTM TECHNOLOGIES IN COM 87305R10 10,402 881,562 SH DEFINED 1,2 881,562
TUESDAY MORNING CORP COM NEW 89903550 11,028 360,037 SH DEFINED 1,2,5 360,037
TUMBLEWEED COMMUNICA COM 89969010 2,035 609,142 SH DEFINED 1,2 609,142
TUPPERWARE CORP COM 89989610 21,936 1,058,708 SH DEFINED 1,2,5,9 1,058,708
TURKCELL ILETISIM HI SPON ADR N 90011120 993 54,874 SH DEFINED 1 54,874
TUT SYSTEMS COM 90110310 47 11,720 SH DEFINED 1 11,720
TWEETER HOME ENTMT G COM 90116710 205 29,819 SH DEFINED 1,5 29,819
TXU CORP COM 87316810 636,888 9,865,054 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 9,865,054
TYCO INTL LTD NEW COM 90212410 1,788,399 50,039,148 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 50,039,148
TYLER TECHNOLOGIES I COM 90225210 4,618 552,343 SH DEFINED 1,2,5 552,343
TYSON FOODS INC CL A 90249410 122,024 6,631,749 SH DEFINED 1,2,5,7,8,9,10,12,13,14 6,631,749
U S B HLDG INC COM 90291010 4,997 200,675 SH DEFINED 1,2 200,675
U S CONCRETE INC COM 90333L10 2,106 274,610 SH DEFINED 1,2,5 274,610
U S G CORP COM NEW 90329340 35,618 884,478 SH DEFINED 1,2,5 884,478
U S I HLDGS COM 90333H10 7,077 611,673 SH DEFINED 1,2 611,673
U S PHYSICAL THERAPY COM 90337L10 2,820 182,865 SH DEFINED 1,5 182,865
U S RESTAURANT PPTYS COM 90297110 6,165 341,343 SH DEFINED 1,2,5 341,343
U S XPRESS ENTERPRIS CL A 90338N10 2,720 92,826 SH DEFINED 1,2 92,826
U STORE IT TR COM 91274F10 9,342 538,420 SH DEFINED 1,2,3 538,420
UAP HLDG CORP COM 90344110 4,985 288,675 SH DEFINED 1,2 288,675
UBIQUITEL INC COM 90347430 7,686 1,079,461 SH DEFINED 1,2,5 1,079,461
UBS AG NAMEN AKT H8920M85 50,048 596,947 SH DEFINED 1,2 596,947
UCBH HOLDINGS INC COM 90262T30 20,287 442,756 SH DEFINED 1,2,5 442,756
UGI CORP NEW COM 90268110 25,816 631,053 SH DEFINED 1,2,5 631,053
UICI COM 90273710 25,229 744,213 SH DEFINED 1,2,5 744,213
UIL HLDG CORP COM 90274810 10,274 200,272 SH DEFINED 1,2,5 200,272
ULTICOM INC COM 90384410 3,173 197,918 SH DEFINED 1,2,5 197,918
ULTIMATE SOFTWARE GR COM 90385D10 2,409 190,013 SH DEFINED 1,2 190,013
ULTRA CLEAN HLDGS IN COM 90385V10 628 103,600 SH DEFINED 1 103,600
ULTRA PETROLEUM CORP COM 90391410 7,563 157,128 SH DEFINED 1,2,5 157,128
ULTRALIFE BATTERIES COM 90389910 3,612 185,724 SH DEFINED 1,2 185,724
ULTRATECH INC COM 90403410 6,048 320,838 SH DEFINED 1,2 320,838
UMB FINL CORP COM 90278810 16,266 287,084 SH DEFINED 1,2,5 287,084
UMPQUA HLDGS CORP COM 90421410 15,139 600,497 SH DEFINED 1,2,5 600,497
UNIBANCO-UNIAO DE BA GDR REP PF 90458E10 28,641 902,935 SH DEFINED 1,2,4,5 902,935
UNIFI INC COM 90467710 243 63,349 SH DEFINED 1,2 63,349
UNIFIRST CORP MASS COM 90470810 3,752 132,670 SH DEFINED 1,2,5 132,670
UNILEVER N V N Y SHS NE 90478470 1,786 26,777 SH DEFINED 1,2 26,777
UNILEVER PLC SPON ADR N 90476770 1,096 27,723 SH DEFINED 1 27,723
UNION BANKSHARES COR COM 90539910 5,993 155,934 SH DEFINED 1,2 155,934
UNION PAC CORP COM 90781810 474,863 7,061,166 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,061,166
UNIONBANCAL CORP COM 90890610 61,620 955,647 SH DEFINED 1,2,5 955,647
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
UNISOURCE ENERGY COR COM 90920510 13,122 544,251 SH DEFINED 1,2,5 544,251
UNISYS CORP COM 90921410 89,123 8,754,677 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,754,677
UNIT CORP COM 90921810 25,124 657,512 SH DEFINED 1,2,5 657,512
UNITED AUTO GROUP IN COM 90944010 7,495 253,295 SH DEFINED 1,2 253,295
UNITED BANKSHARES IN COM 90990710 23,802 623,911 SH DEFINED 1,2,5 623,911
UNITED BUSINESS MEDI ADR 90969M10 136 15,512 SH DEFINED 1 15,512
UNITED CMNTY BKS BLA CAP STK 90984P10 10,837 402,431 SH DEFINED 1,2 402,431
UNITED CMNTY FINL CO COM 90983910 4,658 415,899 SH DEFINED 1,2,5 415,899
UNITED DEFENSE INDS COM 91018B10 49,360 1,044,649 SH DEFINED 1,2,5 1,044,649
UNITED DOMINION REAL COM 91019710 61,704 2,488,048 SH DEFINED 1,2,3,5,9 2,488,048
UNITED FIRE & CAS CO COM 91033110 9,400 278,858 SH DEFINED 1,2 278,858
UNITED GUARDIAN INC COM 91057110 117 14,000 SH DEFINED 1 14,000
UNITED INDL CORP COM 91067110 5,891 152,073 SH DEFINED 1,2 152,073
UNITED MICROELECTRON SPONSORED 91087320 3,228 914,326 SH DEFINED 1 914,326
UNITED MOBILE HOMES COM 91102410 162 10,300 SH DEFINED 1 10,300
UNITED NAT FOODS INC COM 91116310 20,179 648,843 SH DEFINED 1,2 648,843
UNITED ONLINE INC COM 91126810 14,481 1,255,910 SH DEFINED 1,2,5 1,255,910
UNITED PANAM FINANCI COM 91130110 1,449 76,023 SH DEFINED 1,2 76,023
UNITED PARCEL SERVIC CL B 91131210 2,315,865 27,098,823 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 27,098,823
UNITED RENTALS INC COM 91136310 24,659 1,304,712 SH DEFINED 1,2,5,9 1,304,712
UNITED STATES CELLUL COM 91168410 5,970 133,375 SH DEFINED 1,2,5 133,375
UNITED STATES STL CO COM 91290910 278,438 5,432,935 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,432,935
UNITED STATIONERS IN COM 91300410 26,807 580,238 SH DEFINED 1,2,5 580,238
UNITED SURGICAL PART COM 91301630 16,596 397,976 SH DEFINED 1,2 397,976
UNITED TECHNOLOGIES COM 91301710 6,220,775 60,191,341 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 60,191,341
UNITED THERAPEUTICS COM 91307C10 18,076 400,357 SH DEFINED 1,2 400,357
UNITED UTILS PLC SPONSORED 91311Q10 321 13,071 SH DEFINED 1 13,071
UNITEDGLOBALCOM CL A 91324750 27,158 2,811,392 SH DEFINED 1,2,5 2,811,392
UNITEDHEALTH GROUP I COM 91324P10 1,808,714 20,546,561 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 20,546,561
UNITRIN INC COM 91327510 36,468 802,380 SH DEFINED 1,2,5,7,9 802,380
UNIVERSAL AMERN FINL COM 91337710 5,435 351,354 SH DEFINED 1,2 351,354
UNIVERSAL COMPRESSIO COM 91343110 9,397 269,174 SH DEFINED 1,2 269,174
UNIVERSAL CORP VA COM 91345610 19,043 398,052 SH DEFINED 1,2,5,7,9 398,052
UNIVERSAL DISPLAY CO COM 91347P10 2,542 282,487 SH DEFINED 1,2 282,487
UNIVERSAL ELECTRS IN COM 91348310 5,264 299,100 SH DEFINED 1,2,5 299,100
UNIVERSAL FST PRODS COM 91354310 10,679 246,053 SH DEFINED 1,2 246,053
UNIVERSAL HEALTH RLT SH BEN INT 91359E10 5,351 166,539 SH DEFINED 1,2 166,539
UNIVERSAL HLTH SVCS CL B 91390310 27,791 624,512 SH DEFINED 1,2,5,7,9 624,512
UNIVERSAL TECHNICAL COM 91391510 7,362 193,135 SH DEFINED 1,2 193,135
UNIVEST CORP PA COM 91527110 4,005 87,025 SH DEFINED 1,2 87,025
UNIVISION COMMUNICAT CL A 91490610 224,708 7,677,061 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,677,061
UNIZAN FINANCIAL COR COM 91528W10 8,759 332,402 SH DEFINED 1,2 332,402
UNOCAL CORP COM 91528910 324,536 7,505,466 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,505,466
UNOVA INC COM 91529B10 17,254 682,248 SH DEFINED 1,2,5 682,248
UNUMPROVIDENT CORP COM 91529Y10 145,835 8,129,051 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,129,051
UPM KYMMENE CORP SPONSORED 91543610 558 24,986 SH DEFINED 1 24,986
UQM TECHNOLOGIES INC COM 90321310 30 11,776 SH DEFINED 1 11,776
URBAN OUTFITTERS INC COM 91704710 30,733 692,192 SH DEFINED 1,2,5,9 692,192
UROLOGIX INC COM 91727310 1,141 176,414 SH DEFINED 1,2 176,414
URS CORP NEW COM 90323610 17,635 549,392 SH DEFINED 1,2 549,392
URSTADT BIDDLE PPTYS COM 91728610 205 12,672 SH DEFINED 1 12,672
URSTADT BIDDLE PPTYS CL A 91728620 5,377 315,384 SH DEFINED 1,2 315,384
US BANCORP DEL COM NEW 90297330 1,758,351 56,141,487 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 56,141,487
USA MOBILITY INC COM 90341G10 11,222 317,807 SH DEFINED 1,2 317,807
USANA HEALTH SCIENCE COM 90328M10 5,093 148,910 SH DEFINED 1,2 148,910
USEC INC COM 90333E10 11,389 1,175,321 SH DEFINED 1,2,5 1,175,321
USF CORP COM 91729Q10 15,192 400,325 SH DEFINED 1,2,5 400,325
UST INC COM 90291110 181,182 3,766,000 SH DEFINED 1,2,5,6,7,9,10,13 3,766,000
UTAH MED PRODS INC COM 91748810 227 10,100 SH DEFINED 1,2 10,100
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
UTI WORLDWIDE INC ORD G8721010 1,195 17,565 SH DEFINED 1,5 17,565
UTSTARCOM INC COM 91807610 31,588 1,426,073 SH DEFINED 1,2,5,7,9 1,426,073
V F CORP COM 91820410 163,295 2,948,635 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 2,948,635
VA SOFTWARE CORP COM 91819B10 90 35,995 SH DEFINED 1 35,995
VAIL RESORTS INC COM 91879Q10 8,295 369,995 SH DEFINED 1,2 369,995
VALASSIS COMMUNICATI COM 91886610 32,282 922,073 SH DEFINED 1,2,5,9 922,073
VALEANT PHARMACEUTIC COM 91911X10 44,131 1,674,808 SH DEFINED 1,2,5,9 1,674,808
VALENCE TECHNOLOGY I COM 91891410 2,192 704,855 SH DEFINED 1,2,5 704,855
VALERO ENERGY CORP N COM 91913Y10 406,341 8,950,235 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 8,950,235
VALERO L P COM UT LTD 91913W10 870 14,643 SH DEFINED 1,5 14,643
VALHI INC NEW COM 91890510 2,955 183,632 SH DEFINED 1,2 183,632
VALLEY NATL BANCORP COM 91979410 23,196 838,916 SH DEFINED 1,2,5 838,916
VALMONT INDS INC COM 92025310 5,938 236,476 SH DEFINED 1,2 236,476
VALSPAR CORP COM 92035510 37,364 747,134 SH DEFINED 1,2,5,9 747,134
VALUE LINE INC COM 92043710 982 24,967 SH DEFINED 1,2 24,967
VALUECLICK INC COM 92046N10 14,649 1,098,927 SH DEFINED 1,2,5 1,098,927
VALUEVISION MEDIA IN CL A 92047K10 4,090 294,044 SH DEFINED 1,2 294,044
VARCO INTL INC DEL COM 92212210 48,060 1,648,717 SH DEFINED 1,2,5,9 1,648,717
VARIAN INC COM 92220610 38,567 940,422 SH DEFINED 1,2,5,9 940,422
VARIAN MED SYS INC COM 92220P10 98,725 2,283,184 SH DEFINED 1,2,5,7,8,9,10,12,13,14 2,283,184
VARIAN SEMICONDUCTOR COM 92220710 20,072 544,682 SH DEFINED 1,2,5 544,682
VCA ANTECH INC COM 91819410 17,165 878,459 SH DEFINED 1,2,9 878,459
VECTOR GROUP LTD COM 92240M10 4,860 292,218 SH DEFINED 1,2,5 292,218
VECTREN CORP COM 92240G10 23,917 892,428 SH DEFINED 1,2,5,9 892,428
VEECO INSTRS INC DEL COM 92241710 8,703 413,054 SH DEFINED 1,2,5 413,054
VENTANA MED SYS INC COM 92276H10 11,935 186,512 SH DEFINED 1,2 186,512
VENTAS INC COM 92276F10 19,136 698,148 SH DEFINED 1,2,5 698,148
VENTIV HEALTH INC COM 92279310 4,964 244,284 SH DEFINED 1,2 244,284
VERINT SYS INC COM 92343X10 5,852 161,089 SH DEFINED 1,2 161,089
VERISIGN INC COM 92343E10 180,823 5,381,639 SH DEFINED 1,2,5,7,8,9,10,12,13,14 5,381,639
VERISITY LTD ORD M9738511 161 19,690 SH DEFINED 1,2 19,690
VERITAS DGC INC COM 92343P10 22,637 1,010,148 SH DEFINED 1,2,5 1,010,148
VERITAS SOFTWARE CO COM 92343610 328,101 11,492,152 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 11,492,152
VERITY INC COM 92343C10 5,385 410,421 SH DEFINED 1,2 410,421
VERIZON COMMUNICATIO COM 92343V10 3,523,002 86,966,233 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 86,966,233
VERSO TECHNOLOGIES I COM 92531710 1,241 1,723,921 SH DEFINED 1,2,5 1,723,921
VERTEX PHARMACEUTICA COM 92532F10 15,631 1,478,783 SH DEFINED 1,2,5,9 1,478,783
VERTRUE INC COM 92534N10 7,214 190,988 SH DEFINED 1,2 190,988
VESTA INS GROUP INC COM 92539110 1,504 408,705 SH DEFINED 1,2,5 408,705
VIACOM INC CL A 92552410 1,863 50,237 SH DEFINED 1,2,5,9 50,237
VIACOM INC CL B 92552430 1,754,463 48,212,775 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 48,212,775
VIAD CORP COM NEW 92552R40 5,678 199,303 SH DEFINED 1,2,5,7 199,303
VIASAT INC COM 92552V10 8,640 355,979 SH DEFINED 1,2,5 355,979
VIASYS HEALTHCARE IN COM NEW 92553Q20 8,558 450,438 SH DEFINED 1,2,5 450,438
VICAL INC COM 92560210 76 16,235 SH DEFINED 1 16,235
VICON INDS INC COM 92581110 88 18,700 SH DEFINED 1 18,700
VICOR CORP COM 92581510 4,302 328,117 SH DEFINED 1,2 328,117
VICURON PHARMACEUTIC COM 92647110 12,781 734,136 SH DEFINED 1,2,5 734,136
VIGNETTE CORP COM 92673410 5,530 3,978,216 SH DEFINED 1,2,5 3,978,216
VIISAGE TECHNOLOGY I COM 92675K10 3,214 356,770 SH DEFINED 1,2 356,770
VINA CONCHA Y TORO S SPONSORED 92719110 534 7,439 SH DEFINED 1,2,7 7,439
VINTAGE PETE INC COM 92746010 36,084 1,590,315 SH DEFINED 1,2,5 1,590,315
VION PHARMACEUTICALS COM 92762410 3,120 665,141 SH DEFINED 1,2 665,141
VIRAGE LOGIC CORP COM 92763R10 518 27,902 SH DEFINED 1 27,902
VIRCO MFG CO COM 92765110 86 11,461 SH DEFINED 1 11,461
VIRGINIA COMM BANCOR COM 92778Q10 2,262 79,874 SH DEFINED 1,2 79,874
VIRGINIA FINL GROUP COM 92781010 4,313 117,642 SH DEFINED 1,2 117,642
VIROLOGIC INC COM 92823R20 178 63,731 SH DEFINED 1 63,731
VISHAY INTERTECHNOLO COM 92829810 27,294 1,817,170 SH DEFINED 1,2,5,9 1,817,170
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
VISTACARE INC CL A 92839Y10 2,388 143,607 SH DEFINED 1,2,5 143,607
VISTEON CORP COM 92839U10 38,561 3,946,911 SH DEFINED 1,2,5,6,8,9,10,13 3,946,911
VISUAL NETWORKS INC COM 92844410 76 21,901 SH DEFINED 1 21,901
VISX INC DEL COM 92844S10 27,680 1,069,956 SH DEFINED 1,2,5,9 1,069,956
VITAL SIGNS INC COM 92846910 6,312 162,189 SH DEFINED 1,2 162,189
VITESSE SEMICONDUCTO COM 92849710 11,610 3,289,007 SH DEFINED 1,2,5 3,289,007
VITRIA TECHNOLOGY COM NEW 92849Q40 66 15,623 SH DEFINED 1,5 15,623
VIVENDI UNIVERSAL SPON ADR N 92851S20 1,238 38,594 SH DEFINED 1 38,594
VIVUS INC COM 92855110 132 29,643 SH DEFINED 1,5 29,643
VNUS MED TECHNOLOGIE COM 92856610 654 48,340 SH DEFINED 1 48,340
VODAFONE GROUP PLC N SPONSORED 92857W10 18,323 669,228 SH DEFINED 1,2 669,228
VOLT INFORMATION SCI COM 92870310 4,160 141,537 SH DEFINED 1,2,5 141,537
VOLTERRA SEMICONDUCT COM 92870810 1,379 62,240 SH DEFINED 1,2 62,240
VOLVO AKTIEBOLAGET ADR B 92885640 585 14,767 SH DEFINED 1 14,767
VORNADO RLTY TR SH BEN INT 92904210 172,185 2,261,724 SH DEFINED 1,2,3,5,7,8,9,10,12,13,14 2,261,724
VOTORANTIM CELULOSE SPONSORED 92906P10 3,473 214,362 SH DEFINED 1,2 214,362
VULCAN MATLS CO COM 92916010 158,867 2,909,126 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 2,909,126
W HLDG CO INC COM 92925110 16,713 728,564 SH DEFINED 1,2,5 728,564
W P CAREY & CO LLC COM 92930Y10 923 26,261 SH DEFINED 1,5 26,261
WABASH NATL CORP COM 92956610 19,627 728,798 SH DEFINED 1,2 728,798
WABTEC CORP COM 92974010 13,338 625,617 SH DEFINED 1,2 625,617
WACHOVIA CORP 2ND NE COM 92990310 2,563,702 48,739,575 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 48,739,575
WADDELL & REED FINL CL A 93005910 25,249 1,056,906 SH DEFINED 1,2,5,9 1,056,906
WAL MART STORES INC COM 93114210 5,685,471 107,638,594 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 107,638,594
WALGREEN CO COM 93142210 1,076,610 28,058,632 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 28,058,632
WALTER INDS INC COM 93317Q10 27,126 804,219 SH DEFINED 1,2 804,219
WARNACO GROUP INC COM NEW 93439040 13,524 626,118 SH DEFINED 1,2 626,118
WASHINGTON FED INC COM 93882410 29,705 1,119,260 SH DEFINED 1,2,5,9 1,119,260
WASHINGTON GROUP INT COM NEW 93886220 13,464 326,389 SH DEFINED 1,2 326,389
WASHINGTON MUT INC COM 93932210 1,067,186 25,240,922 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 25,240,922
WASHINGTON POST CO CL B 93964010 94,921 96,561 SH DEFINED 1,2,5,7,8,9,10,12,13,14 96,561
WASHINGTON REAL ESTA SH BEN INT 93965310 30,038 886,855 SH DEFINED 1,2,3,5 886,855
WASHINGTON TR BANCOR COM 94061010 5,448 185,887 SH DEFINED 1,2 185,887
WASTE CONNECTIONS IN COM 94105310 23,283 679,788 SH DEFINED 1,2,5 679,788
WASTE INDUSTRIES USA COM 94105710 174 14,000 SH DEFINED 1 14,000
WASTE MGMT INC DEL COM 94106L10 554,757 18,528,974 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 18,528,974
WATCHGUARD TECHNOLOG COM 94110510 2,098 473,590 SH DEFINED 1,2,5 473,590
WATER PIK TECHNOLOGI COM 94113U10 3,742 211,029 SH DEFINED 1,2 211,029
WATERS CORP COM 94184810 227,111 4,853,829 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 4,853,829
WATSCO INC COM 94262220 11,304 320,948 SH DEFINED 1,2 320,948
WATSON PHARMACEUTICA COM 94268310 87,973 2,681,279 SH DEFINED 1,2,5,6,9,10 2,681,279
WATSON WYATT & CO HL CL A 94271210 13,508 501,206 SH DEFINED 1,2,5 501,206
WATTS WATER TECHNOLO CL A 94274910 10,978 340,503 SH DEFINED 1,2 340,503
WAUSAU-MOSINEE PAPER COM 94331510 13,471 754,248 SH DEFINED 1,2 754,248
WAVE SYSTEMS CORP CL A 94352610 33 29,121 SH DEFINED 1 29,121
WAYPOINT FINL CORP COM 94675610 12,407 437,637 SH DEFINED 1,2,5 437,637
WCI CMNTYS INC COM 92923C10 13,670 464,949 SH DEFINED 1,2 464,949
WD-40 CO COM 92923610 7,512 264,414 SH DEFINED 1,2 264,414
WEATHERFORD INTERNAT COM G9508910 54,961 1,071,361 SH DEFINED 1,5,7,8,9,10,12,13,14 1,071,361
WEBEX COMMUNICATIONS COM 94767L10 13,320 560,148 SH DEFINED 1,2,5 560,148
WEBMD CORP COM 94769M10 21,441 2,627,548 SH DEFINED 1,2,5 2,627,548
WEBMETHODS INC COM 94768C10 4,920 682,423 SH DEFINED 1,2 682,423
WEBSENSE INC COM 94768410 31,736 625,707 SH DEFINED 1,2,5 625,707
WEBSIDESTORY INC COM 94768510 732 58,850 SH DEFINED 1 58,850
WEBSTER FINL CORP CO COM 94789010 35,674 704,472 SH DEFINED 1,2,5,9 704,472
WEIGHT WATCHERS INTL COM 94862610 15,712 382,563 SH DEFINED 1,2,5 382,563
WEINGARTEN RLTY INVS SH BEN INT 94874110 62,444 1,557,206 SH DEFINED 1,2,3,5,9 1,557,206
WEIS MKTS INC COM 94884910 6,429 166,678 SH DEFINED 1,2,5 166,678
WELLCARE HEALTH PLAN COM 94946T10 3,322 102,208 SH DEFINED 1,2 102,208
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
WELLCHOICE INC COM 94947510 16,283 304,926 SH DEFINED 1,2,5 304,926
WELLMAN INC COM 94970210 7,602 711,121 SH DEFINED 1,2 711,121
WELLPOINT INC COM 94973V10 1,169,385 10,168,561 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 10,168,561
WELLS FARGO & CO NEW COM 94974610 3,118,571 50,178,139 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 50,178,139
WELLSFORD REAL PPTYS COM NEW 95024020 315 21,839 SH DEFINED 1,2,5 21,839
WENDYS INTL INC COM 95059010 121,393 3,092,036 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,092,036
WERNER ENTERPRISES I COM 95075510 31,158 1,376,230 SH DEFINED 1,2,5,9 1,376,230
WESBANCO INC COM 95081010 11,798 369,032 SH DEFINED 1,2 369,032
WESCO FINL CORP COM 95081710 12,874 32,758 SH DEFINED 1,2,5 32,758
WESCO INTL INC COM 95082P10 9,572 322,927 SH DEFINED 1,2,5 322,927
WEST BANCORPORATION CAP STK 95123P10 3,978 225,888 SH DEFINED 1,2 225,888
WEST COAST BANCORP O COM 95214510 7,467 293,872 SH DEFINED 1,2 293,872
WEST CORP COM 95235510 11,424 345,017 SH DEFINED 1,2,5 345,017
WEST MARINE INC COM 95423510 4,497 181,701 SH DEFINED 1,2 181,701
WEST PHARMACEUTICAL COM 95530610 10,177 406,598 SH DEFINED 1,2 406,598
WESTAMERICA BANCORPO COM 95709010 33,412 573,013 SH DEFINED 1,2,5,9 573,013
WESTAR ENERGY INC COM 95709T10 24,375 1,065,789 SH DEFINED 1,2,5,9 1,065,789
WESTBANK CORP COM 95711610 465 25,271 SH DEFINED 1 25,271
WESTCORP INC COM 95790710 11,387 247,913 SH DEFINED 1,2,5 247,913
WESTELL TECHNOLOGIES CL A 95754110 7,308 1,074,748 SH DEFINED 1,2,5 1,074,748
WESTERN DIGITAL CORP COM 95810210 19,226 1,773,600 SH DEFINED 1,2,5 1,773,600
WESTERN GAS RES INC COM 95825910 22,668 774,970 SH DEFINED 1,2,5,9 774,970
WESTERN SIERRA BANCO COM 95952210 3,027 78,911 SH DEFINED 1,2 78,911
WESTERN WIRELESS COR CL A 95988E20 21,331 728,005 SH DEFINED 1,2,5 728,005
WESTFIELD FINANCIAL COM 96008D10 1,381 53,477 SH DEFINED 1,2 53,477
WESTLAKE CHEM CORP COM 96041310 7,565 226,486 SH DEFINED 1,2 226,486
WESTPAC BKG CORP SPONSORED 96121430 1,208 15,897 SH DEFINED 1 15,897
WESTWOOD ONE INC COM 96181510 41,039 1,523,906 SH DEFINED 1,2,5,9 1,523,906
WET SEAL INC CL A 96184010 29 12,819 SH DEFINED 1 12,819
WEYCO GROUP INC COM 96214910 1,585 36,520 SH DEFINED 1,2 36,520
WEYERHAEUSER CO COM 96216610 454,736 6,764,889 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 6,764,889
WFS FINL INC COM 92923B10 4,517 89,335 SH DEFINED 1,2 89,335
WGL HLDGS INC COM 92924F10 27,926 905,506 SH DEFINED 1,2,5,6,9 905,506
W-H ENERGY SVCS INC COM 92925E10 7,870 351,965 SH DEFINED 1,2,5 351,965
WHEELING PITTSBURGH COM NEW 96314230 4,278 111,010 SH DEFINED 1,2 111,010
WHIRLPOOL CORP COM 96332010 131,958 1,906,633 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 1,906,633
WHITE ELECTR DESIGNS COM 96380110 1,925 304,100 SH DEFINED 1,5 304,100
WHITE MTNS INS GROUP COM G9618E10 8,747 13,540 SH DEFINED 1,5 13,540
WHITEHALL JEWELLERS COM 96506310 119 14,932 SH DEFINED 1 14,932
WHITING PETE CORP NE COM 96638710 10,836 358,225 SH DEFINED 1,2 358,225
WHITNEY HLDG CORP COM 96661210 13,988 310,907 SH DEFINED 1,2,5 310,907
WHOLE FOODS MKT INC COM 96683710 92,958 974,915 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 974,915
WILD OATS MARKETS IN COM 96808B10 3,678 417,512 SH DEFINED 1,2 417,512
WILEY JOHN & SONS IN CL A 96822320 15,958 458,037 SH DEFINED 1,2,5 458,037
WILLIAMS CLAYTON ENE COM 96949010 1,623 70,863 SH DEFINED 1,2 70,863
WILLIAMS COS INC DEL COM 96945710 250,914 15,402,940 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 15,402,940
WILLIAMS SONOMA INC COM 96990410 43,314 1,236,119 SH DEFINED 1,2,5,9 1,236,119
WILLIS GROUP HOLDING SHS G9665510 3,570 86,708 SH DEFINED 1,5 86,708
WILLOW GROVE BANCORP COM 97111W10 261 13,816 SH DEFINED 1 13,816
WILMINGTON TRUST COR COM 97180710 26,298 727,470 SH DEFINED 1,2,5,9 727,470
WILSHIRE BANCORP INC COM 97186T10 2,751 166,330 SH DEFINED 1,2 166,330
WILSHIRE ENTERPRISES COM 97188910 115 17,686 SH DEFINED 1 17,686
WILSON GREATBATCH TE COM 97223210 6,936 309,348 SH DEFINED 1,2,5 309,348
WILSONS THE LEATHER COM 97246310 328 84,174 SH DEFINED 1,2 84,174
WIND RIVER SYSTEMS I COM 97314910 17,870 1,318,851 SH DEFINED 1,2,5,9 1,318,851
WINN DIXIE STORES IN COM 97428010 6,329 1,391,003 SH DEFINED 1,2,5,7 1,391,003
WINNEBAGO INDS INC COM 97463710 18,142 464,469 SH DEFINED 1,2 464,469
WINSTON HOTELS INC COM 97563A10 6,725 569,439 SH DEFINED 1,2,3,5 569,439
WINTRUST FINANCIAL C COM 97650W10 19,025 334,007 SH DEFINED 1,2 334,007
INVEST-
MENT
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- -------- -------- --------- ---------- --- ---- ------- --------------------------- ----------- ------ ----
WIPRO LTD SPON ADR 1 97651M10 1,559 63,255 SH DEFINED 1 63,255
WIRELESS FACILITIES COM 97653A10 6,712 711,039 SH DEFINED 1,2 711,039
WIRELESS TELECOM GRO COM 97652410 29 10,100 SH DEFINED 1 10,100
WISCONSIN ENERGY COR COM 97665710 63,591 1,886,428 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,886,428
WITNESS SYS INC COM 97742410 5,039 288,616 SH DEFINED 1,2 288,616
WJ COMMUNICATIONS IN COM 92928410 1,070 311,158 SH DEFINED 1 311,158
WMC RES LTD SPONSORED 92928R10 271 11,999 SH DEFINED 1 11,999
WMS INDS INC COM 92929710 12,696 378,534 SH DEFINED 1,2 378,534
WOLVERINE TUBE INC COM 97809310 156 12,049 SH DEFINED 1 12,049
WOLVERINE WORLD WIDE COM 97809710 24,954 794,214 SH DEFINED 1,2,5 794,214
WOODHEAD INDS INC COM 97943810 2,741 170,972 SH DEFINED 1,2 170,972
WOODWARD GOVERNOR CO COM 98074510 10,184 142,208 SH DEFINED 1,2,5 142,208
WORLD ACCEP CORP DEL COM 98141910 6,826 248,123 SH DEFINED 1,2 248,123
WORLD FUEL SVCS CORP COM 98147510 8,239 165,451 SH DEFINED 1,2 165,451
WORLD WRESTLING ENTM CL A 98156Q10 2,387 196,751 SH DEFINED 1,2 196,751
WORLDWIDE RESTRNT CO COM 98160A10 56 13,700 SH DEFINED 1 13,700
WORONOCO BANCORP INC COM 98163010 201 5,484 SH DEFINED 1 5,484
WORTHINGTON INDS INC COM 98181110 17,631 900,453 SH DEFINED 1,2,5,6,9 900,453
WPP GROUP PLC SPON ADR N 92930930 472 8,640 SH DEFINED 1 8,640
WPS RESOURCES CORP COM 92931B10 21,106 422,462 SH DEFINED 1,2,5,9 422,462
WRIGHT MED GROUP INC COM 98235T10 10,310 361,759 SH DEFINED 1,2 361,759
WRIGLEY WM JR CO COM 98252610 356,573 5,153,535 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 5,153,535
WSFS FINL CORP COM 92932810 7,155 119,257 SH DEFINED 1,2,5 119,257
WYETH COM 98302410 1,563,498 36,710,453 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 36,710,453
WYNDHAM INTL INC CL A 98310110 88 73,710 SH DEFINED 1 73,710
WYNN RESORTS LTD COM 98313410 20,238 302,427 SH DEFINED 1,2,5 302,427
XANSER CORP COM 98389J10 78 27,700 SH DEFINED 1 27,700
XCEL ENERGY INC COM 98389B10 232,367 12,767,414 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 12,767,414
XEROX CORP COM 98412110 1,406,778 82,702,983 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 82,702,983
XILINX INC COM 98391910 289,278 9,749,852 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 9,749,852
XL CAP LTD CL A G9825510 285,932 3,682,312 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 3,682,312
XM SATELLITE RADIO H CL A 98375910 72,295 1,921,716 SH DEFINED 1,2,5,7,8,9,10,12,13,14 1,921,716
XOMA LTD ORD G9825R10 323 124,899 SH DEFINED 1,2,5 124,899
X-RITE INC COM 98385710 5,039 314,760 SH DEFINED 1,2 314,760
XTO ENERGY INC COM 98385X10 256,696 7,255,389 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 7,255,389
XYBERNAUT CORP COM 98414910 2,560 2,080,904 SH DEFINED 1,2 2,080,904
YAHOO INC COM 98433210 1,479,802 39,272,883 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 39,272,883
YANKEE CANDLE INC COM 98475710 22,986 692,766 SH DEFINED 1,2,5 692,766
YARDVILLE NATL BANCO COM 98502110 4,222 123,248 SH DEFINED 1,2 123,248
YELLOW ROADWAY CORP COM 98557710 100,827 1,809,858 SH DEFINED 1,2,5 1,809,858
YORK INTL CORP NEW COM 98667010 26,041 753,950 SH DEFINED 1,2,5,9 753,950
YOUNG BROADCASTING I CL A 98743410 2,565 242,857 SH DEFINED 1,2 242,857
YOUNG INNOVATIONS IN COM 98752010 2,609 77,341 SH DEFINED 1,2 77,341
YUM BRANDS INC COM 98849810 530,066 11,234,974 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 11,234,974
ZALE CORP NEW COM 98885810 29,027 971,794 SH DEFINED 1,2,5 971,794
ZEBRA TECHNOLOGIES C CL A 98920710 43,536 773,562 SH DEFINED 1,2,5,9 773,562
ZENITH NATL INS CORP COM 98939010 9,143 183,443 SH DEFINED 1,2 183,443
ZHONE TECHNOLOGIES I COM 98950P10 1,747 674,650 SH DEFINED 1,2 674,650
ZILA INC COM PAR $0 98951320 2,319 541,887 SH DEFINED 1,2,5 541,887
ZIMMER HLDGS INC COM 98956P10 544,621 6,797,564 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 6,797,564
ZIONS BANCORPORATION COM 98970110 170,515 2,506,462 SH DEFINED 1,2,5,6,7,8,9,10,12,13,14 2,506,462
ZIPREALTY INC COM 98974V10 744 41,628 SH DEFINED 1 41,628
ZIX CORP COM 98974P10 1,445 280,563 SH DEFINED 1,2 280,563
ZOLL MED CORP COM 98992210 4,306 125,168 SH DEFINED 1,2 125,168
ZORAN CORP COM 98975F10 7,495 647,213 SH DEFINED 1,2,5 647,213
ZYGO CORP COM 98985510 3,041 257,940 SH DEFINED 1,2 257,940
ZYMOGENETICS INC COM 98985T10 5,880 255,667 SH DEFINED 1,2 255,667
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TOTAL MARKET VALUE 451,925,881