-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, T/J2su5HeyX7R0A3RmWVisQY9B50d2sq+gmlJyULF7m7gUGwUzmcs7TnCBUT6d40 Kg8uJ08GtpkutLG8yt/RMQ== 0001214717-06-000005.txt : 20060427 0001214717-06-000005.hdr.sgml : 20060427 20060427130439 ACCESSION NUMBER: 0001214717-06-000005 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060331 FILED AS OF DATE: 20060427 DATE AS OF CHANGE: 20060427 EFFECTIVENESS DATE: 20060427 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GEODE CAPITAL MANAGEMENT LLC CENTRAL INDEX KEY: 0001214717 IRS NUMBER: 043537967 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10386 FILM NUMBER: 06784131 BUSINESS ADDRESS: STREET 1: 53 STATE STREET STREET 2: 5TH FLOOR CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 617-392-8533 MAIL ADDRESS: STREET 1: 53 STATE STREET STREET 2: 5TH FLOOR CITY: BOSTON STATE: MA ZIP: 02109 13F-HR 1 gcm13f-033106.txt United States Securities and Exchange Commission Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2006 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: Geode Capital Management, LLC Address: 53 State Street, 5th Floor Boston, MA 02109 13F File Number: 28-10386 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Lisa J.Lampert Title: Chief Compliance Officer Geode Capital Management, LLC Phone: 617-392-8533 Signature, Place, and Date of Signing: /s/ Lisa J.Lampert Boston, MA April 27, 2006 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 3313 Form 13F Information Table Value Total: $48,021,197 (x1000) List of Other Included Managers: No. Form 13F File Number Name 1 28-10533 Geode Capital Holdings LLC 2 28-10985 Geode Capital Management LP
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER . -TITLE OF CLASS- --CUSIP-- X$1000 PRN AMT PRN CALL DSCRETN.-MANAGERS SOLE SHARED NONE @ROAD INC COM COM 04648K105 131 25787 SH DEFINED 1 25787 0 0 1 800 FLOWERS COM CL A CL A 68243Q106 320 45079 SH DEFINED 1 45079 0 0 1ST SOURCE CORP COM COM 336901103 358 11948 SH DEFINED 1 11948 0 0 21ST CENTY INS GROUP COM COM 90130N103 571 36125 SH DEFINED 1 36125 0 0 24/7 REAL MEDIA INC COM COM NEW 901314203 228 21774 SH DEFINED 1 21774 0 0 3COM CORP COM COM 885535104 1924 375825 SH DEFINED 1 375825 0 0 3M CO COM 88579Y101 214296 2831234 SH DEFINED 1 2831234 0 0 8X8 INC NEW COM COM 282914100 32 18534 SH DEFINED 1 18534 0 0 99 CENTS ONLY STORES COM COM 65440K106 633 46656 SH DEFINED 1 46656 0 0 A C MOORE ARTS & CRAFTS INC CO COM 00086T103 224 12193 SH DEFINED 1 12193 0 0 A D C TELECOMMUNICATIONS COM COM NEW 000886309 11313 442075 SH DEFINED 1 442075 0 0 A S V INC COM COM 001963107 652 20248 SH DEFINED 1 20248 0 0 AAI 7 07/01/23 NOTE 7.000% 7/0 00949PAB4 14786 7928000 PRN DEFINED 1 7928000 0 0 AAMES INVESTMENT CORP COM 00253G108 264 46520 SH DEFINED 1 46520 0 0 AAR CORP COM COM 000361105 840 29492 SH DEFINED 1 29492 0 0 AARON RENTS INC COM COM 002535201 933 34326 SH DEFINED 1 34326 0 0 AASTROM BIOSCIENCES INC COM COM 00253U107 173 85245 SH DEFINED 1 85245 0 0 ABAXIS INC COM 002567105 678 29915 SH DEFINED 1 29915 0 0 ABBOTT LABS COM COM 002824100 245995 5792208 SH DEFINED 1 5792208 0 0 ABERCROMBIE & FITCH CO CL A CL A 002896207 4461 76514 SH DEFINED 1 76514 0 0 ABGENIX INC COM COM 00339B107 1655 73567 SH DEFINED 1 73567 0 0 ABIOMED INC COM COM 003654100 501 38821 SH DEFINED 1 38821 0 0 ABM INDS INC COM COM 000957100 551 28728 SH DEFINED 1 28728 0 0 ABRAXAS PETE CORP COM COM 003830106 1991 339251 SH DEFINED 1 339251 0 0 ABX AIR INC - W/I COM 00080S101 342 50258 SH DEFINED 1 50258 0 0 ACACIA RESEARCH - ACACIA TEC ACACIA TCH COM 003881307 399 45206 SH DEFINED 1 45206 0 0 ACADIA PHARMACEUTICALS INC COM COM 004225108 262 16376 SH DEFINED 1 16376 0 0 ACADIA RLTY TR COM SH BEN INT COM SH BEN INT 004239109 574 24378 SH DEFINED 1 24378 0 0 ACCELRYS INC COM COM 00430U103 87 11961 SH DEFINED 1 11961 0 0 ACCENTURE LTD BERMUDA CL A CL A G1150G111 17118 569287 SH DEFINED 1 569287 0 0 ACCO BRANDS CORP COM 00081T108 768 34578 SH DEFINED 1 34578 0 0 ACCREDITED HOME LENDERS COM 00437P107 1090 21305 SH DEFINED 1 21305 0 0 ACCURIDE CORP COM 004398103 144 12530 SH DEFINED 1 12530 0 0 ACE CASH EXPRESS INC COM COM 004403101 316 12691 SH DEFINED 1 12691 0 0 ACE LTD ORD ORD G0070K103 63784 1226370 SH DEFINED 1 1226370 0 0 ACETO CORP COM COM 004446100 147 19964 SH DEFINED 1 19964 0 0 ACME COMMUNICATION INC COM COM 004631107 60 14378 SH DEFINED 1 14378 0 0 ACTEL CORP COM COM 004934105 361 22625 SH DEFINED 1 22625 0 0 ACTIVE POWER INC COM COM 00504W100 126 25285 SH DEFINED 1 25285 0 0 ACTIVIDENTITY CORP COM 00506P103 160 38138 SH DEFINED 1 38138 0 0 ACTIVISION INC NEW COM NEW COM NEW 004930202 3554 257734 SH DEFINED 1 257734 0 0 ACTUANT CORP CL A NEW CL A NEW 00508X203 1491 24349 SH DEFINED 1 24349 0 0 ACTUATE CORP COM COM 00508B102 254 59681 SH DEFINED 1 59681 0 0 ACUITY BRANDS INC COM COM 00508Y102 1667 41672 SH DEFINED 1 41672 0 0 ACXIOM CORP COM COM 005125109 2012 77878 SH DEFINED 1 77878 0 0 ADAMS RESOURCES & ENERGY INC COM NEW 006351308 254 9021 SH DEFINED 1 9021 0 0 ADAMS RESPIRATORY THERA INC COM 00635P107 849 21359 SH DEFINED 1 21359 0 0 ADAPTEC INC COM COM 00651F108 1770 320091 SH DEFINED 1 320091 0 0 ADE CORP MASS COM COM 00089C107 277 9055 SH DEFINED 1 9055 0 0 ADESA INC COM COM 00686U104 2182 81586 SH DEFINED 1 81586 0 0 ADEZA BIOMEDICAL CORP COM 006864102 261 12352 SH DEFINED 1 12352 0 0 ADMINISTAFF INC COM COM 007094105 1083 19930 SH DEFINED 1 19930 0 0 ADOBE SYS INC COM COM 00724F101 80311 2299852 SH DEFINED 1 2299852 0 0 ADOLOR CORP COM COM 00724X102 1282 53853 SH DEFINED 1 53853 0 0 ADTRAN INC COM COM 00738A106 1810 69124 SH DEFINED 1 69124 0 0 ADVANCE AMERICA CASH ADVANCE COM 00739W107 960 66785 SH DEFINED 1 66785 0 0 ADVANCED ANALOGIC TECHNOLOGIES COM 00752J108 610 53551 SH DEFINED 1 53551 0 0 ADVANCED AUTO PARTS INC COM COM 00751Y106 3959 95083 SH DEFINED 1 95083 0 0 ADVANCED DIGITAL INFORMATIO CO COM 007525108 564 64281 SH DEFINED 1 64281 0 0 ADVANCED ENERGY INDS COM COM 007973100 1653 117006 SH DEFINED 1 117006 0 0 ADVANCED ENVIR RECYCL -CL A CL A 007947104 25 11364 SH DEFINED 1 11364 0 0 ADVANCED MAGNETICS INC COM 00753P103 309 8088 SH DEFINED 1 8088 0 0 ADVANCED MEDICAL OPTICS COM 00763M108 2679 57433 SH DEFINED 1 57433 0 0 ADVANCED MICRO DEVICES INC COM COM 007903107 59311 1788618 SH DEFINED 1 1788618 0 0 ADVANCED PHOTONIX INC CL A CL A 00754E107 44 16420 SH DEFINED 1 16420 0 0 ADVANTA CORP-CL B CL B 007942204 910 24683 SH DEFINED 1 24683 0 0 ADVENT SOFTWARE INC COM COM 007974108 692 24347 SH DEFINED 1 24347 0 0 ADVISORY BRD CO COM COM 00762W107 1208 21661 SH DEFINED 1 21661 0 0 ADVO INC COM COM 007585102 1086 33943 SH DEFINED 1 33943 0 0 AEROFLEX INC COM COM 007768104 1035 75414 SH DEFINED 1 75414 0 0 AEROPOSTALE COM COM 007865108 1484 49196 SH DEFINED 1 49196 0 0 AES CORP COM COM 00130H105 41847 2452910 SH DEFINED 1 2452910 0 0 AETHER HOLDINGS INC COM 00809C106 88 22798 SH DEFINED 1 22798 0 0 AETNA INC NEW COM COM 00817Y108 104632 2129263 SH DEFINED 1 2129263 0 0 AFC ENTERPRISES INC COM COM 00104Q107 388 27882 SH DEFINED 1 27882 0 0 AFFILIATED COMPUTER SERVICE CL CL A 008190100 26174 438712 SH DEFINED 1 438712 0 0 AFFILIATED MANAGERS GROUP COM COM 008252108 3346 31389 SH DEFINED 1 31389 0 0 AFFIRMATIVE INSURANCE HOLDINGS COM 008272106 161 12193 SH DEFINED 1 12193 0 0 AFFORDABLE RESIDENTIAL COMMU COM 008273104 415 39482 SH DEFINED 1 39482 0 0 AFFYMETRIX INC COM COM 00826T108 2266 68800 SH DEFINED 1 68800 0 0 AFLAC INC COM COM 001055102 84065 1862730 SH DEFINED 1 1862730 0 0 AFTERMARKET TECHNOLOGY CORP CO COM 008318107 645 28540 SH DEFINED 1 28540 0 0 AGCO CORP COM COM 001084102 1725 83166 SH DEFINED 1 83166 0 0 AGERE SYS INC CL A COM 00845V308 2807 186646 SH DEFINED 1 186646 0 0 AGILE SOFTWARE CORP DEL COM COM 00846X105 314 41101 SH DEFINED 1 41101 0 0 AGILENT TECHNOLOGIES INC COM COM 00846U101 60248 1604464 SH DEFINED 1 1604464 0 0 AGILYSYS INC COM 00847J105 383 25420 SH DEFINED 1 25420 0 0 AGL RES INC COM COM 001204106 2629 72913 SH DEFINED 1 72913 0 0 AGRIUM INC COM COM 008916108 1196 47400 SH DEFINED 1 47400 0 0 AIR METHODS CORP COM PAR $.06 COM PAR $.06 009128307 236 7997 SH DEFINED 1 7997 0 0 AIR PRODS & CHEMS INC COM COM 009158106 55454 825325 SH DEFINED 1 825325 0 0 AIRGAS INC COM COM 009363102 2315 59235 SH DEFINED 1 59235 0 0 AIRSPAN NETWORKS INC COM 00950H102 400 59197 SH DEFINED 1 59197 0 0 AIRTRAN HLDGS INC COM COM 00949P108 1373 75819 SH DEFINED 1 75819 0 0 AK STL HLDG CORP COM COM 001547108 1404 93606 SH DEFINED 1 93606 0 0 AKAMAI TECHNOLOGIES INC COM COM 00971T101 5196 157996 SH DEFINED 1 157996 0 0 AKORN INC COM COM 009728106 160 32825 SH DEFINED 1 32825 0 0 AKSYS LTD COM COM 010196103 16 12158 SH DEFINED 1 12158 0 0 AKZO NOBEL NV SPONSORED ADR SPONSORED ADR 010199305 204 3859 SH DEFINED 1 3859 0 0 ALABAMA NATL BANCORP DELA COM COM 010317105 1044 15268 SH DEFINED 1 15268 0 0 ALASKA AIR GROUP INC COM COM 011659109 879 24805 SH DEFINED 1 24805 0 0 ALASKA COMMUNICATIONS SYS G CO COM 01167P101 508 41887 SH DEFINED 1 41887 0 0 ALBANY INTL CORP CL A CL A 012348108 905 23756 SH DEFINED 1 23756 0 0 ALBANY MOLECULAR RESH INC COM COM 012423109 180 17738 SH DEFINED 1 17738 0 0 ALBEMARLE CORP COM COM 012653101 1675 36925 SH DEFINED 1 36925 0 0 ALBERTO CULVER CO CL B CONV COM 013068101 12624 285408 SH DEFINED 1 285408 0 0 ALBERTSONS INC COM COM 013104104 35172 1370144 SH DEFINED 1 1370144 0 0 ALCOA INC COM COM 013817101 99989 3271889 SH DEFINED 1 3271889 0 0 ALDERWOODS GROUP INC COM COM 014383103 785 43854 SH DEFINED 1 43854 0 0 ALERIS INTERNATIONAL INC COM 014477103 1425 29654 SH DEFINED 1 29654 0 0 ALEXANDER & BALDWIN INC COM COM 014482103 1935 40589 SH DEFINED 1 40589 0 0 ALEXANDERS INC COM COM 014752109 561 1941 SH DEFINED 1 1941 0 0 ALEXANDRIA REAL ESTATE EQ I CO COM 015271109 1917 20111 SH DEFINED 1 20111 0 0 ALEXION PHARMACEUTICALS INC CO COM 015351109 1053 29717 SH DEFINED 1 29717 0 0 ALFA CORP COM COM 015385107 768 44782 SH DEFINED 1 44782 0 0 ALIGN TECHNOLOGY INC COM COM 016255101 355 38682 SH DEFINED 1 38682 0 0 ALK 0 03/21/23 DBCV 3/2 011659AG4 34142 25000000 PRN DEFINED 1 25000000 0 0 ALKERMES INC COM COM 01642T108 2126 96423 SH DEFINED 1 96423 0 0 ALLEGHANY CORP DEL COM COM 017175100 1410 4869 SH DEFINED 1 4869 0 0 ALLEGHENY ENERGY INC COM COM 017361106 20617 609055 SH DEFINED 1 609055 0 0 ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 19758 322943 SH DEFINED 1 322943 0 0 ALLERGAN INC COM COM 018490102 61548 567259 SH DEFINED 1 567259 0 0 ALLETE INC COM COM NEW 018522300 931 19979 SH DEFINED 1 19979 0 0 ALLIANCE DATA SYSTEMS CORP COM COM 018581108 2895 61907 SH DEFINED 1 61907 0 0 ALLIANCE FIBER OPTIC PRODS COM COM 018680108 57 25899 SH DEFINED 1 25899 0 0 ALLIANCE IMAGING INC COM NEW COM NEW 018606202 112 17411 SH DEFINED 1 17411 0 0 ALLIANCE ONE INTERNATIONAL INC COM 018772103 283 58235 SH DEFINED 1 58235 0 0 ALLIANCE RES PARTNER L P UT LT UT LTD PART 01877R108 3772 104495 SH DEFINED 1 104495 0 0 ALLIANCE SEMICONDUCTOR CORP CO COM 01877H100 43 15518 SH DEFINED 1 15518 0 0 ALLIANCEBERNSTEIN HLDG LP UNIT LTD PARTN 01881G106 789 11904 SH DEFINED 1 11904 0 0 ALLIANT ENERGY CORP COM COM 018802108 6056 192449 SH DEFINED 1 192449 0 0 ALLIANT TECHSYSTEMS INC COM COM 018804104 2434 31543 SH DEFINED 1 31543 0 0 ALLIED HEALTHCARE INTL INC COM 01923A109 126 26012 SH DEFINED 1 26012 0 0 ALLIED WASTE INDS INC COM PAR$ COM PAR$.01NEW 019589308 10030 819407 SH DEFINED 1 819407 0 0 ALLION HEALTHCARE INC COM 019615103 143 10530 SH DEFINED 1 10530 0 0 ALLOS THERAPEUTICS INC COM COM 019777101 36 10159 SH DEFINED 1 10159 0 0 ALLOY INC COM NEW COM 019855303 156 11633 SH DEFINED 1 11633 0 0 ALLSCRIPTS HEALTHCARE SOLUT CO COM 01988P108 900 49134 SH DEFINED 1 49134 0 0 ALLSTATE CORP COM COM 020002101 126465 2426892 SH DEFINED 1 2426892 0 0 ALLTEL CORP COM COM 020039103 93906 1450282 SH DEFINED 1 1450282 0 0 ALNYLAM PHARMACEUTICALS INC CO COM 02043Q107 204 11616 SH DEFINED 1 11616 0 0 ALON USA ENERGY INC COM 020520102 469 19033 SH DEFINED 1 19033 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 1150 49677 SH DEFINED 1 49677 0 0 ALPHARMA INC CL A CL A 020813101 1853 69094 SH DEFINED 1 69094 0 0 ALTAIR NANOTECHNOLOGIES INC COM 021373105 73 20419 SH DEFINED 1 20419 0 0 ALTERA CORP COM COM 021441100 28425 1377171 SH DEFINED 1 1377171 0 0 ALTIRIS INC COM COM 02148M100 521 23688 SH DEFINED 1 23688 0 0 ALTRIA GROUP INC COM 02209S103 552541 7797637 SH DEFINED 1 7797637 0 0 ALTUS PHARMACEUTICALS INC COM 02216N105 213 9706 SH DEFINED 1 9706 0 0 AMAZON COM INC COM COM 023135106 43100 1180489 SH DEFINED 1 1180489 0 0 AMB PROPERTY CORP COM COM 00163T109 3605 66432 SH DEFINED 1 66432 0 0 AMBAC FINL GROUP INC COM COM 023139108 31148 391312 SH DEFINED 1 391312 0 0 AMBASSADORS GROUP INC COM COM 023177108 568 22372 SH DEFINED 1 22372 0 0 AMCOL INTL CORP COM COM 02341W103 564 19600 SH DEFINED 1 19600 0 0 AMCORE FINL INC COM COM 023912108 597 18868 SH DEFINED 1 18868 0 0 AMEDISYS INC COM COM 023436108 594 17096 SH DEFINED 1 17096 0 0 AMERADA HESS CORP COM COM 023551104 42822 300717 SH DEFINED 1 300717 0 0 AMERCO COM COM 023586100 1123 11349 SH DEFINED 1 11349 0 0 AMEREN CORP COM COM 023608102 38151 765778 SH DEFINED 1 765778 0 0 AMERICA FIRST APARTMENT INV COM 02363X104 167 11556 SH DEFINED 1 11556 0 0 AMERICAN AXLE & MFG HLDGS I CO COM 024061103 760 44363 SH DEFINED 1 44363 0 0 AMERICAN BANCORP OF NEW JERSEY COM 02407E104 224 20535 SH DEFINED 1 20535 0 0 AMERICAN CAMPUS COMMUNITIES COM 024835100 658 25413 SH DEFINED 1 25413 0 0 AMERICAN CAPITAL STRATEGIES CO COM 024937104 308 8761 SH DEFINED 1 8761 0 0 AMERICAN COMMERCIAL LINES COM NEW 025195207 2744 58134 SH DEFINED 1 58134 0 0 AMERICAN DENTAL PARTNERS INC COM 025353103 195 14428 SH DEFINED 1 14428 0 0 AMERICAN EAGLE OUTFITTERS N CO COM 02553E106 6707 224600 SH DEFINED 1 224600 0 0 AMERICAN ELEC PWR INC COM COM 025537101 50013 1470095 SH DEFINED 1 1470095 0 0 AMERICAN EQUITY INVT LIFE HL COM 025676206 546 38076 SH DEFINED 1 38076 0 0 AMERICAN EXPRESS CO COM COM 025816109 242095 4606945 SH DEFINED 1 4606945 0 0 AMERICAN FINANCIAL REALTY TR COM 02607P305 1760 151075 SH DEFINED 1 151075 0 0 AMERICAN FINL GROUP INC OHI CO COM 025932104 1483 35632 SH DEFINED 1 35632 0 0 AMERICAN GREETINGS CORP CL A CL A 026375105 1219 56391 SH DEFINED 1 56391 0 0 AMERICAN HOME MTG INVST CORP COM 02660R107 1178 37736 SH DEFINED 1 37736 0 0 AMERICAN INTL GROUP INC COM COM 026874107 638072 9654587 SH DEFINED 1 9654587 0 0 AMERICAN ITALIAN PASTA CO CL A CL A 027070101 81 12863 SH DEFINED 1 12863 0 0 AMERICAN LD LEASE INC COM COM 027118108 201 7334 SH DEFINED 1 7334 0 0 AMERICAN MED SYS HLDGS INC COM COM 02744M108 1468 65246 SH DEFINED 1 65246 0 0 AMERICAN NATL INS CO COM COM 028591105 1887 16839 SH DEFINED 1 16839 0 0 AMERICAN PHARMACEUTICALS PT CO COM 02886P109 1022 35855 SH DEFINED 1 35855 0 0 AMERICAN PHYSICIANS CAPITAL CO COM 028884104 547 11405 SH DEFINED 1 11405 0 0 AMERICAN PWR CONVERSION COR CO COM 029066107 15166 656238 SH DEFINED 1 656238 0 0 AMERICAN RAILCAR INDUSTRIES COM 02916P103 262 7476 SH DEFINED 1 7476 0 0 AMERICAN REAL ESTATE PARTNR DE DEPOSITRY UNIT 029169109 688 14916 SH DEFINED 1 14916 0 0 AMERICAN REPROGRAPHICS COM 029263100 933 26891 SH DEFINED 1 26891 0 0 AMERICAN RETIREMENT CORP COM COM 028913101 1060 41380 SH DEFINED 1 41380 0 0 AMERICAN SCIENCE & ENGR INC CO COM 029429107 1023 10958 SH DEFINED 1 10958 0 0 AMERICAN SOFTWARE INC CL A CL A 029683109 76 10476 SH DEFINED 1 10476 0 0 AMERICAN STD COS INC DEL COM COM 029712106 28464 664124 SH DEFINED 1 664124 0 0 AMERICAN STS WTR CO COM COM 029899101 570 15245 SH DEFINED 1 15245 0 0 AMERICAN SUPERCONDUCTOR COR CO COM 030111108 348 30636 SH DEFINED 1 30636 0 0 AMERICAN TOWER CORP CL A CL A 029912201 11140 367428 SH DEFINED 1 367428 0 0 AMERICAN VANGUARD CORP COM COM 030371108 449 14706 SH DEFINED 1 14706 0 0 AMERICAN WOODMARK CORP COM COM 030506109 352 9926 SH DEFINED 1 9926 0 0 AMERICANWEST BANCORPORATION CO COM 03058P109 213 8050 SH DEFINED 1 8050 0 0 AMERICREDIT CORP COM COM 03060R101 3514 114335 SH DEFINED 1 114335 0 0 AMERIGROUP CORP COM COM 03073T102 878 41720 SH DEFINED 1 41720 0 0 AMERIPRISE FINANCIAL INC COM 03076C106 42254 937721 SH DEFINED 1 937721 0 0 AMERIS BANCORP COM COM 03076K108 489 21011 SH DEFINED 1 21011 0 0 AMERISOURCEBERGEN CORP COM COM 03073E105 37671 780423 SH DEFINED 1 780423 0 0 AMERISTAR CASINOS INC COM COM 03070Q101 1677 65017 SH DEFINED 1 65017 0 0 AMERIVEST PPTYS INC DEL COM COM 03071L101 66 14939 SH DEFINED 1 14939 0 0 AMERON INTL INC COM COM 030710107 568 7759 SH DEFINED 1 7759 0 0 AMERUS GROUP CO COM COM 03072M108 1887 31327 SH DEFINED 1 31327 0 0 AMES NATIONAL CORP COM 031001100 372 15303 SH DEFINED 1 15303 0 0 AMETEK INC NEW COM COM 031100100 3103 69018 SH DEFINED 1 69018 0 0 AMGEN INC COM COM 031162100 327463 4501210 SH DEFINED 1 4501210 0 0 AMICAS INC COM 001712108 208 44131 SH DEFINED 1 44131 0 0 AMIS HOLDINGS INC COM 031538101 327 36130 SH DEFINED 1 36130 0 0 AMKOR TECHNOLOGY INC COM COM 031652100 872 100938 SH DEFINED 1 100938 0 0 AMLN 2 1/2 04/15/11 NOTE 2.500% 4/1 032346AD0 3065 2000000 PRN DEFINED 1 2000000 0 0 AMN HEALTHCARE SERVICES INC CO COM 001744101 489 26103 SH DEFINED 1 26103 0 0 AMPHENOL CORP NEW CL A CL A 032095101 4447 85228 SH DEFINED 1 85228 0 0 AMR 4 1/4 09/23/23 NOTE 4.250% 9/2 001765BA3 3367 2000000 PRN DEFINED 1 2000000 0 0 AMR CORP COM COM 001765106 4102 151627 SH DEFINED 1 151627 0 0 AMSOUTH BANCORPORATION COM COM 032165102 35005 1294099 SH DEFINED 1 1294099 0 0 AMSURG CORP COM COM 03232P405 605 26680 SH DEFINED 1 26680 0 0 AMYLIN PHARMACEUTICALS INC COM COM 032346108 5057 103309 SH DEFINED 1 103309 0 0 ANADARKO PETE CORP COM COM 032511107 86480 856155 SH DEFINED 1 856155 0 0 ANADIGICS INC COM COM 032515108 2063 261152 SH DEFINED 1 261152 0 0 ANADYS PHARMACEUTICALS INC COM 03252Q408 1842 114315 SH DEFINED 1 114315 0 0 ANALOG DEVICES INC COM COM 032654105 52361 1367489 SH DEFINED 1 1367489 0 0 ANALOGIC CORP COM PAR $0.05 COM PAR $0.05 032657207 939 14189 SH DEFINED 1 14189 0 0 ANAREN INC COM 032744104 348 17856 SH DEFINED 1 17856 0 0 ANCHOR BANCORP WIS INC COM COM 032839102 657 21675 SH DEFINED 1 21675 0 0 ANDERSONS INC COM COM 034164103 918 11735 SH DEFINED 1 11735 0 0 ANDREW CORP COM COM 034425108 7748 630945 SH DEFINED 1 630945 0 0 ANDRX GROUP COM ANDRX GROUP 034553107 1590 66960 SH DEFINED 1 66960 0 0 ANGIODYNAMICS INC COM COM 03475V101 436 14505 SH DEFINED 1 14505 0 0 ANGIOTECH PHARMACEUTICALS I CO COM 034918102 4068 274888 SH DEFINED 1 274888 0 0 ANHEUSER BUSCH COS INC COM COM 035229103 124904 2920355 SH DEFINED 1 2920355 0 0 ANIXTER INTL INC COM COM 035290105 1514 31680 SH DEFINED 1 31680 0 0 ANNALY MTG MGMT INC COM COM 035710409 1191 98113 SH DEFINED 1 98113 0 0 ANNTAYLOR STORES CORP COM COM 036115103 2297 62441 SH DEFINED 1 62441 0 0 ANSOFT CORP COM COM 036384105 2139 51303 SH DEFINED 1 51303 0 0 ANSWERTHINK INC COM COM 036916104 327 50855 SH DEFINED 1 50855 0 0 ANSYS INC COM COM 03662Q105 1867 34471 SH DEFINED 1 34471 0 0 ANTEON INTL CORP COM COM 03674E108 1568 28737 SH DEFINED 1 28737 0 0 ANTHRACITE CAP INC COM COM 037023108 1788 162810 SH DEFINED 1 162810 0 0 ANTIGENICS INC DEL COM COM 037032109 78 28363 SH DEFINED 1 28363 0 0 ANWORTH MORTGAGE ASSET CP COM COM 037347101 306 38906 SH DEFINED 1 38906 0 0 AON CORP COM COM 037389103 49195 1185133 SH DEFINED 1 1185133 0 0 AP PHARMA INC COM COM 00202J104 36 17810 SH DEFINED 1 17810 0 0 APAC CUSTOMER SERVICES INC COM COM 00185E106 39 17680 SH DEFINED 1 17680 0 0 APACHE CORP COM COM 037411105 80471 1228374 SH DEFINED 1 1228374 0 0 APARTMENT INVT & MGMT CO CL A CL A 03748R101 16973 361893 SH DEFINED 1 361893 0 0 APCO ARGENTINA INC CAYMAN I OR ORD 037489101 284 3450 SH DEFINED 1 3450 0 0 APOGEE ENTERPRISES INC COM COM 037598109 483 28619 SH DEFINED 1 28619 0 0 APOLLO GROUP INC CL A CL A 037604105 29959 570534 SH DEFINED 1 570534 0 0 APOLLO INVESTMENT CORP COM 03761U106 1651 92700 SH DEFINED 1 92700 0 0 APPLE COMPUTER INC COM COM 037833100 204165 3255176 SH DEFINED 1 3255176 0 0 APPLEBEES INTL INC COM COM 037899101 2041 83145 SH DEFINED 1 83145 0 0 APPLERA CORP COM AP BIO GRP COM AP BIO GRP 038020103 18597 685219 SH DEFINED 1 685219 0 0 APPLERA CORP COM CE GEN GRP COM CE GEN GRP 038020202 750 64124 SH DEFINED 1 64124 0 0 APPLIED DIGITAL SOLUTIONS COM COM NEW 038188306 139 47983 SH DEFINED 1 47983 0 0 APPLIED INDL TECHNOLOGIES I CO COM 03820C105 1134 25418 SH DEFINED 1 25418 0 0 APPLIED MATLS INC COM COM 038222105 105929 6049623 SH DEFINED 1 6049623 0 0 APPLIED MICRO CIRCUITS CORP CO COM 03822W109 4520 1110507 SH DEFINED 1 1110507 0 0 APRIA HEALTHCARE GROUP INC COM COM 037933108 1764 76775 SH DEFINED 1 76775 0 0 APTARGROUP INC COM COM 038336103 1479 26768 SH DEFINED 1 26768 0 0 AQUA AMERICA INC COM 03836W103 2889 103829 SH DEFINED 1 103829 0 0 AQUILA INC COM COM 03840P102 1400 350880 SH DEFINED 1 350880 0 0 ARAMARK CORP CL B CL B 038521100 3171 107340 SH DEFINED 1 107340 0 0 ARBINET-THEXCHANGE INC COM 03875P100 95 12870 SH DEFINED 1 12870 0 0 ARBITRON INC COM COM 03875Q108 909 26876 SH DEFINED 1 26876 0 0 ARBOR REALTY TRUST INC COM 038923108 621 23011 SH DEFINED 1 23011 0 0 ARCH CAPITAL GROUP LTD ORD G0450A105 5967 103339 SH DEFINED 1 103339 0 0 ARCH CHEMICALS INC COM COM 03937R102 714 23488 SH DEFINED 1 23488 0 0 ARCH COAL INC COM COM 039380100 4637 61064 SH DEFINED 1 61064 0 0 ARCHER DANIELS MIDLAND CO COM COM 039483102 81887 2433502 SH DEFINED 1 2433502 0 0 ARCHSTONE SMITH TR COM COM 039583109 39006 799795 SH DEFINED 1 799795 0 0 ARCTIC CAT INC COM COM 039670104 357 14847 SH DEFINED 1 14847 0 0 ARDEN RLTY INC COM COM 039793104 2521 55858 SH DEFINED 1 55858 0 0 ARENA PHARMACEUTICALS INC COM COM 040047102 986 54459 SH DEFINED 1 54459 0 0 ARGON ST INC COM 040149106 849 25314 SH DEFINED 1 25314 0 0 ARGONAUT GROUP INC COM COM 040157109 1100 30946 SH DEFINED 1 30946 0 0 ARIAD PHARMACEUTICALS INC COM COM 04033A100 400 60751 SH DEFINED 1 60751 0 0 ARIBA INC COM COM NEW 04033V203 665 67957 SH DEFINED 1 67957 0 0 ARKANSAS BEST CORP DEL COM COM 040790107 801 20487 SH DEFINED 1 20487 0 0 ARLINGTON TANKERS LTD COM G04899103 666 28938 SH DEFINED 1 28938 0 0 ARMOR HOLDINGS INC COM COM 042260109 1620 27795 SH DEFINED 1 27795 0 0 AROTECH CORP COM 042682104 6 12782 SH DEFINED 1 12782 0 0 ARQULE INC COM COM 04269E107 167 29061 SH DEFINED 1 29061 0 0 ARRAY BIOPHARMA INC COM COM 04269X105 559 61188 SH DEFINED 1 61188 0 0 ARRIS GROUP INC COM COM 04269Q100 1402 101878 SH DEFINED 1 101878 0 0 ARROW ELECTRS INC COM COM 042735100 3470 107520 SH DEFINED 1 107520 0 0 ARROW FINL CORP COM COM 042744102 246 8961 SH DEFINED 1 8961 0 0 ARROW INTL INC COM COM 042764100 749 22912 SH DEFINED 1 22912 0 0 ART TECHNOLOGY GROUP INC COM COM 04289L107 321 99846 SH DEFINED 1 99846 0 0 ARTESYN TECHNOLOGIES INC COM COM 043127109 408 37248 SH DEFINED 1 37248 0 0 ARTHROCARE CORP COM COM 043136100 1181 24690 SH DEFINED 1 24690 0 0 ARVINMERITOR INC COM COM 043353101 870 58369 SH DEFINED 1 58369 0 0 ASBURY AUTOMOTIVE GROUP INC CO COM 043436104 280 14192 SH DEFINED 1 14192 0 0 ASE TEST LIMITED ORD Y02516105 1133 125933 SH DEFINED 1 125933 0 0 ASHFORD HOSPITALITY TRUST COM SHS 044103109 716 57774 SH DEFINED 1 57774 0 0 ASHLAND INC COM COM 044209104 18763 263971 SH DEFINED 1 263971 0 0 ASPECT MED SYS INC COM COM 045235108 495 18052 SH DEFINED 1 18052 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 4775 193653 SH DEFINED 1 193653 0 0 ASPEN TECHNOLOGY INC COM COM 045327103 539 42570 SH DEFINED 1 42570 0 0 ASSET ACCEPTANCE CAPITAL COM 04543P100 3873 198897 SH DEFINED 1 198897 0 0 ASSOCIATED BANC CORP COM COM 045487105 3940 115965 SH DEFINED 1 115965 0 0 ASSOCIATED ESTATES RLTY COR CO COM 045604105 182 16178 SH DEFINED 1 16178 0 0 ASSURANT INC COM 04621X108 4777 96986 SH DEFINED 1 96986 0 0 ASSURED GUARANTY LTD COM G0585R106 1152 46076 SH DEFINED 1 46076 0 0 ASTA FUNDING INC COM 046220109 499 15011 SH DEFINED 1 15011 0 0 ASTEC INDS INC COM COM 046224101 699 19467 SH DEFINED 1 19467 0 0 ASTORIA FINL CORP COM COM 046265104 2806 90644 SH DEFINED 1 90644 0 0 ASYST TECHNOLOGY CORP COM COM 04648X107 458 44018 SH DEFINED 1 44018 0 0 AT&T INC COM 00206R102 393391 14548468 SH DEFINED 1 14548468 0 0 ATARI INC COM 04651M105 49 76754 SH DEFINED 1 76754 0 0 ATHEROGENICS INC COM COM 047439104 484 29652 SH DEFINED 1 29652 0 0 ATHEROS COMMUNICATIONS COM 04743P108 1134 43311 SH DEFINED 1 43311 0 0 ATI TECHNOLOGIES INC COM COM 001941103 289 16796 SH DEFINED 1 16796 0 0 ATLANTIC AMERN CORP COM COM 048209100 30 10820 SH DEFINED 1 10820 0 0 ATLAS AMERICA INC COM 049167109 1159 24252 SH DEFINED 1 24252 0 0 ATMEL CORP COM COM 049513104 2073 439115 SH DEFINED 1 439115 0 0 ATMI INC COM COM 00207R101 1245 41234 SH DEFINED 1 41234 0 0 ATMOS ENERGY CORP COM COM 049560105 2371 90051 SH DEFINED 1 90051 0 0 ATP OIL & GAS CORP COM COM 00208J108 942 21444 SH DEFINED 1 21444 0 0 ATWOOD OCEANICS INC COM COM 050095108 1157 11451 SH DEFINED 1 11451 0 0 AUDIBLE INC COM COM NEW 05069A302 132 12526 SH DEFINED 1 12526 0 0 AUDIOVOX CORP CL A CL A 050757103 132 11019 SH DEFINED 1 11019 0 0 AUTHENTIDATE HLDG CORP COM COM 052666104 51 13133 SH DEFINED 1 13133 0 0 AUTOBYTEL INC COM COM 05275N106 99 20465 SH DEFINED 1 20465 0 0 AUTODESK INC COM COM 052769106 35933 932832 SH DEFINED 1 932832 0 0 AUTOMATIC DATA PROCESSING I CO COM 053015103 98905 2165164 SH DEFINED 1 2165164 0 0 AUTONATION INC COM COM 05329W102 14583 676701 SH DEFINED 1 676701 0 0 AUTOZONE INC COM COM 053332102 20616 206797 SH DEFINED 1 206797 0 0 AVALONBAY CMNTYS INC COM COM 053484101 6573 60248 SH DEFINED 1 60248 0 0 AVANEX CORP COM COM 05348W109 3108 953516 SH DEFINED 1 953516 0 0 AVANIR PHARMACEUTICALS CL A CL A NEW 05348P401 478 32681 SH DEFINED 1 32681 0 0 AVANT IMMUNOTHERAPEUTICS IN CO COM 053491106 76 30259 SH DEFINED 1 30259 0 0 AVATAR HLDGS INC COM COM 053494100 293 4803 SH DEFINED 1 4803 0 0 AVAYA INC COM COM 053499109 17829 1577756 SH DEFINED 1 1577756 0 0 AVENUE A INC COM COM 03839G105 1657 70401 SH DEFINED 1 70401 0 0 AVERY DENNISON CORP COM COM 053611109 24320 415871 SH DEFINED 1 415871 0 0 AVI BIOPHARMA INC COM COM 002346104 241 31798 SH DEFINED 1 31798 0 0 AVIALL INC NEW COM COM 05366B102 1021 26807 SH DEFINED 1 26807 0 0 AVID TECHNOLOGY INC COM COM 05367P100 1845 42448 SH DEFINED 1 42448 0 0 AVISTA CORP COM COM 05379B107 925 44785 SH DEFINED 1 44785 0 0 AVNET INC COM COM 053807103 3403 134085 SH DEFINED 1 134085 0 0 AVOCENT CORP COM COM 053893103 1599 50369 SH DEFINED 1 50369 0 0 AVON PRODS INC COM COM 054303102 52601 1687559 SH DEFINED 1 1687559 0 0 AVX CORP NEW COM COM 002444107 853 48166 SH DEFINED 1 48166 0 0 AWARE INC MASS COM COM 05453N100 110 19005 SH DEFINED 1 19005 0 0 AXCELIS TECHNOLOGIES INC COM COM 054540109 602 102764 SH DEFINED 1 102764 0 0 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 6133 205119 SH DEFINED 1 205119 0 0 AXONYX INC COM 05461R101 48 41370 SH DEFINED 1 41370 0 0 AXT INC COM COM 00246W103 44 11369 SH DEFINED 1 11369 0 0 AZTAR CORP COM COM 054802103 1411 33598 SH DEFINED 1 33598 0 0 BADGER METER INC COM 056525108 403 7080 SH DEFINED 1 7080 0 0 BAKER HUGHES INC COM COM 057224107 87405 1277857 SH DEFINED 1 1277857 0 0 BALCHEM CORP COM COM 057665200 257 11121 SH DEFINED 1 11121 0 0 BALDOR ELEC CO COM COM 057741100 1205 35582 SH DEFINED 1 35582 0 0 BALDWIN & LYONS INC CL B CL B 057755209 226 8510 SH DEFINED 1 8510 0 0 BALL CORP COM COM 058498106 17148 391241 SH DEFINED 1 391241 0 0 BALLY TECHNOLOGIES INC COM 05874B107 635 37399 SH DEFINED 1 37399 0 0 BALLY TOTAL FITNESS HLDG CO CO COM 05873K108 227 24241 SH DEFINED 1 24241 0 0 BANC CORP COM COM 05944B103 180 15198 SH DEFINED 1 15198 0 0 BANCFIRST CORP COM COM 05945F103 358 8200 SH DEFINED 1 8200 0 0 BANCO LATINOAMERICANO DE EX CL CL E P16994132 1180 69400 SH DEFINED 1 69400 0 0 BANCORPSOUTH INC COM COM 059692103 1452 60492 SH DEFINED 1 60492 0 0 BANCTRUST FINANCIAL GP COM COM 05978R107 219 9883 SH DEFINED 1 9883 0 0 BANDAG INC COM COM 059815100 558 13336 SH DEFINED 1 13336 0 0 BANK MUTUAL CORP COM 063750103 739 62444 SH DEFINED 1 62444 0 0 BANK NEW YORK INC COM COM 064057102 107247 2975764 SH DEFINED 1 2975764 0 0 BANK OF AMERICA CORPORATION CO COM 060505104 792858 17410140 SH DEFINED 1 17410140 0 0 BANK OF HAWAII CORP COM 062540109 2214 41524 SH DEFINED 1 41524 0 0 BANK OF THE OZARKS INC COM COM 063904106 309 8460 SH DEFINED 1 8460 0 0 BANKATLANTIC BANCORP CL A CL A 065908501 460 31979 SH DEFINED 1 31979 0 0 BANKFINANCIAL CORP COM 06643P104 383 24077 SH DEFINED 1 24077 0 0 BANKRATE INC COM 06646V108 469 10770 SH DEFINED 1 10770 0 0 BANKUNITED FINL CORP CL A CL A 06652B103 1295 47877 SH DEFINED 1 47877 0 0 BANNER CORP COM COM 06652V109 654 19248 SH DEFINED 1 19248 0 0 BANTA CORP COM COM 066821109 1259 24215 SH DEFINED 1 24215 0 0 BARD C R INC COM COM 067383109 26256 387197 SH DEFINED 1 387197 0 0 BARNES & NOBLE INC COM COM 067774109 2393 51748 SH DEFINED 1 51748 0 0 BARNES GROUP INC COM COM 067806109 614 15164 SH DEFINED 1 15164 0 0 BARR PHARMACEUTICALS INC COM COM 068306109 24802 393806 SH DEFINED 1 393806 0 0 BARRETT BUSINESS SERVICES I CO COM 068463108 246 9106 SH DEFINED 1 9106 0 0 BASSETT FURNITURE INDS INC COM COM 070203104 243 12180 SH DEFINED 1 12180 0 0 BAUSCH & LOMB INC COM COM 071707103 12771 200489 SH DEFINED 1 200489 0 0 BAXTER INTL INC COM COM 071813109 95311 2455845 SH DEFINED 1 2455845 0 0 BAY VIEW CAP CORP DEL COM COM NEW 07262L309 188 10780 SH DEFINED 1 10780 0 0 BB&T CORP COM COM 054937107 78348 1998670 SH DEFINED 1 1998670 0 0 BE AEROSPACE INC COM COM 073302101 1786 71116 SH DEFINED 1 71116 0 0 BEA SYS INC COM COM 073325102 5652 430472 SH DEFINED 1 430472 0 0 BEACON ROOFING SUPPLY INC COM COM 073685109 1148 28260 SH DEFINED 1 28260 0 0 BEAR STEARNS COS INC COM COM 073902108 61966 446760 SH DEFINED 1 446760 0 0 BEARINGPOINT INC COM 074002106 1432 168646 SH DEFINED 1 168646 0 0 BEAZER HOMES USA INC COM COM 07556Q105 2163 32928 SH DEFINED 1 32928 0 0 BEBE STORES INC COM COM 075571109 2007 108981 SH DEFINED 1 108981 0 0 BECKMAN COULTER INC COM COM 075811109 3132 57401 SH DEFINED 1 57401 0 0 BECTON DICKINSON & CO COM COM 075887109 60104 976024 SH DEFINED 1 976024 0 0 BED BATH & BEYOND INC COM COM 075896100 41162 1071936 SH DEFINED 1 1071936 0 0 BEDFORD PPTY INVS INC COM PAR COM PAR $0.02 076446301 2351 87299 SH DEFINED 1 87299 0 0 BEL FUSE INC CL B CL B 077347300 430 12274 SH DEFINED 1 12274 0 0 BELDEN CDT INC COM 077454106 1022 37537 SH DEFINED 1 37537 0 0 BELL INDS INC COM COM 078107109 39 14498 SH DEFINED 1 14498 0 0 BELL MICROPRODUCTS INC COM COM 078137106 168 27240 SH DEFINED 1 27240 0 0 BELLSOUTH CORP COM COM 079860102 233412 6736268 SH DEFINED 1 6736268 0 0 BELO CORP COM SER A COM SER A 080555105 1842 92652 SH DEFINED 1 92652 0 0 BEMIS INC COM COM 081437105 12316 389978 SH DEFINED 1 389978 0 0 BENCHMARK ELECTRS INC COM COM 08160H101 1246 32484 SH DEFINED 1 32484 0 0 BENTLEY PHARMACEUTICALS INC CO COM 082657107 199 15101 SH DEFINED 1 15101 0 0 BERKLEY W R CORP COM COM 084423102 8009 137944 SH DEFINED 1 137944 0 0 BERKSHIRE HATHAWAY INC DEL CL CL A 084670108 83212 921 SH DEFINED 1 921 0 0 BERKSHIRE HILLS BANCORP INC CO COM 084680107 257 7363 SH DEFINED 1 7363 0 0 BERRY PETE CO CL A CL A 085789105 1218 17787 SH DEFINED 1 17787 0 0 BEST BUY INC COM COM 086516101 84767 1515596 SH DEFINED 1 1515596 0 0 BIG 5 SPORTING GOODS CORP COM 08915P101 415 21213 SH DEFINED 1 21213 0 0 BIG LOTS INC COM COM 089302103 6031 432048 SH DEFINED 1 432048 0 0 BILL BARRETT CORP COM 06846N104 1118 34297 SH DEFINED 1 34297 0 0 BIO RAD LABS INC CL A CL A 090572207 1056 16935 SH DEFINED 1 16935 0 0 BIO-REFERENCE LABS INC COM $.0 COM $.01 NEW 09057G602 303 16814 SH DEFINED 1 16814 0 0 BIOCRYST PHARMACEUTICALS COM COM 09058V103 337 18638 SH DEFINED 1 18638 0 0 BIOENVISION INC COM COM 09059N100 352 49420 SH DEFINED 1 49420 0 0 BIOGEN IDEC INC COM 09062X103 64465 1368687 SH DEFINED 1 1368687 0 0 BIOLASE TECHNOLOGY INC COM COM 090911108 135 14127 SH DEFINED 1 14127 0 0 BIOMARIN PHARMACEUTICAL INC CO COM 09061G101 2781 207246 SH DEFINED 1 207246 0 0 BIOMED REALTY TRUST INC COM 09063H107 1547 52204 SH DEFINED 1 52204 0 0 BIOMET INC COM COM 090613100 33310 937795 SH DEFINED 1 937795 0 0 BIOSCRIP INC COM COM 09069N108 265 36816 SH DEFINED 1 36816 0 0 BIOSITE INC COM COM 090945106 875 16848 SH DEFINED 1 16848 0 0 BIOVAIL CORP COM COM 09067J109 3895 160500 SH DEFINED 1 160500 0 0 BIOVERIS CORP COM 090676107 61 15597 SH DEFINED 1 15597 0 0 BISYS GROUP INC COM COM 055472104 1737 128856 SH DEFINED 1 128856 0 0 BJ SVCS CO COM COM 055482103 41879 1210386 SH DEFINED 1 1210386 0 0 BJ'S RESTAURANTS INC COM 09180C106 432 16007 SH DEFINED 1 16007 0 0 BJS WHOLESALE CLUB INC COM COM 05548J106 1901 60328 SH DEFINED 1 60328 0 0 BLACK & DECKER CORP COM COM 091797100 25097 288832 SH DEFINED 1 288832 0 0 BLACK BOX CORP DEL COM COM 091826107 685 14256 SH DEFINED 1 14256 0 0 BLACK HILLS CORP COM COM 092113109 1344 39542 SH DEFINED 1 39542 0 0 BLACKBAUD INC COM COM 09227Q100 3225 152204 SH DEFINED 1 152204 0 0 BLACKBOARD INC COM COM 091935502 431 15155 SH DEFINED 1 15155 0 0 BLACKROCK INC CL A CL A 09247X101 1965 14033 SH DEFINED 1 14033 0 0 BLOCK H & R INC COM COM 093671105 26702 1233368 SH DEFINED 1 1233368 0 0 BLOCKBUSTER INC CL A CL A 093679108 487 122630 SH DEFINED 1 122630 0 0 BLOUNT INTL INC NEW COM COM 095180105 3025 187743 SH DEFINED 1 187743 0 0 BLUE COAT SYSTEMS INC COM NEW 09534T508 221 10153 SH DEFINED 1 10153 0 0 BLUE NILE INC COM 09578R103 836 23744 SH DEFINED 1 23744 0 0 BLUEGREEN CORP COM COM 096231105 362 27394 SH DEFINED 1 27394 0 0 BLUELINX HOLDINGS INC COM 09624H109 386 24121 SH DEFINED 1 24121 0 0 BLYTH INC COM COM 09643P108 578 27505 SH DEFINED 1 27505 0 0 BMC SOFTWARE INC COM COM 055921100 17246 796200 SH DEFINED 1 796200 0 0 BOB EVANS FARMS INC COM COM 096761101 1497 50378 SH DEFINED 1 50378 0 0 BOEING CO COM COM 097023105 233441 2995519 SH DEFINED 1 2995519 0 0 BOIS D' ARC ENERGY INC COM 09738U103 341 20456 SH DEFINED 1 20456 0 0 BOK FINL CORP COM NEW COM NEW 05561Q201 1160 24388 SH DEFINED 1 24388 0 0 BOMBAY CO INC COM COM 097924104 53 15918 SH DEFINED 1 15918 0 0 BON-TON STORES INC COM COM 09776J101 255 7877 SH DEFINED 1 7877 0 0 BOOKHAM INC COM 09856E105 2549 267144 SH DEFINED 1 267144 0 0 BOOKS-A-MILLION INC COM COM 098570104 138 11972 SH DEFINED 1 11972 0 0 BORDERS GROUP INC COM COM 099709107 1644 65119 SH DEFINED 1 65119 0 0 BORG WARNER INC COM COM 099724106 2989 49781 SH DEFINED 1 49781 0 0 BORLAND SOFTWARE CORP COM COM 099849101 424 78552 SH DEFINED 1 78552 0 0 BOSTON PRIVATE FINL HLDGS I CO COM 101119105 1486 43979 SH DEFINED 1 43979 0 0 BOSTON PROPERTIES INC COM COM 101121101 31816 341203 SH DEFINED 1 341203 0 0 BOSTON SCIENTIFIC CORP COM COM 101137107 50887 2207681 SH DEFINED 1 2207681 0 0 BOTTOMLINE TECH DEL INC COM COM 101388106 151 10970 SH DEFINED 1 10970 0 0 BOWATER INC COM COM 102183100 1499 50673 SH DEFINED 1 50673 0 0 BOWNE & CO INC COM COM 103043105 462 27688 SH DEFINED 1 27688 0 0 BOYD GAMING CORP COM COM 103304101 1881 37673 SH DEFINED 1 37673 0 0 BOYKIN LODGING CO COM COM 103430104 149 13180 SH DEFINED 1 13180 0 0 BP PRUDHOE BAY RTY TR UNIT BEN UNIT BEN INT 055630107 935 13220 SH DEFINED 1 13220 0 0 BRADY CORP CL A CL A 104674106 1487 39709 SH DEFINED 1 39709 0 0 BRANDYWINE RLTY TR SH BEN INT SH BEN INT NEW 105368203 2636 82999 SH DEFINED 1 82999 0 0 BRE PROPERTIES INC CL A CL A 05564E106 2377 42440 SH DEFINED 1 42440 0 0 BRIGGS & STRATTON CORP COM COM 109043109 1557 44008 SH DEFINED 1 44008 0 0 BRIGHAM EXPLORATION CO COM COM 109178103 506 57745 SH DEFINED 1 57745 0 0 BRIGHT HORIZON FAMILY SOLUT CO COM 109195107 1159 29914 SH DEFINED 1 29914 0 0 BRIGHTPOINT INC COM COM NEW 109473405 1137 36612 SH DEFINED 1 36612 0 0 BRINK'S CO/THE COM 109696104 2626 51726 SH DEFINED 1 51726 0 0 BRINKER INTL INC COM COM 109641100 4498 106450 SH DEFINED 1 106450 0 0 BRISTOL MYERS SQUIBB CO COM COM 110122108 180341 7327976 SH DEFINED 1 7327976 0 0 BRISTOL WEST HOLDINGS INC COM COM 11037M105 400 20771 SH DEFINED 1 20771 0 0 BRISTOW GROUP INC COM 110394103 613 19854 SH DEFINED 1 19854 0 0 BROADCOM CORP CL A CL A 111320107 72697 1684367 SH DEFINED 1 1684367 0 0 BROADWING CORP COM 11161E101 898 60955 SH DEFINED 1 60955 0 0 BROCADE COMMUNICATIONS SYS COM COM 111621108 2779 416010 SH DEFINED 1 416010 0 0 BROOKDALE SENIOR LIVING INC COM 112463104 575 15239 SH DEFINED 1 15239 0 0 BROOKFIELD HOMES CORP COM 112723101 757 14603 SH DEFINED 1 14603 0 0 BROOKFIELD PPTYS CORP COM COM 112900105 3496 103038 SH DEFINED 1 103038 0 0 BROOKLINE BANCORP INC COM COM 11373M107 797 51433 SH DEFINED 1 51433 0 0 BROOKS-PRI AUTOMATION INC COM 114340102 1001 70272 SH DEFINED 1 70272 0 0 BROWN & BROWN INC COM COM 115236101 3230 97297 SH DEFINED 1 97297 0 0 BROWN FORMAN CORP CL B CL B 115637209 23530 305709 SH DEFINED 1 305709 0 0 BROWN SHOE INC NEW COM COM 115736100 1017 19384 SH DEFINED 1 19384 0 0 BRT REALTY TRUST SH BEN INT NEW 055645303 214 8384 SH DEFINED 1 8384 0 0 BRUKER BIOSCIENCES CORP COM 116794108 267 49364 SH DEFINED 1 49364 0 0 BRUNSWICK CORP COM COM 117043109 14943 384541 SH DEFINED 1 384541 0 0 BRUSH ENGINEERED MATLS INC COM COM 117421107 391 19796 SH DEFINED 1 19796 0 0 BTU INTL INC COM COM 056032105 3058 186133 SH DEFINED 1 186133 0 0 BUCKEYE PARTNERS L P UNIT LTD UNIT LTD PARTN 118230101 607 14210 SH DEFINED 1 14210 0 0 BUCKEYE TECHNOLOGIES INC COM COM 118255108 210 23210 SH DEFINED 1 23210 0 0 BUCKLE INC COM COM 118440106 377 9201 SH DEFINED 1 9201 0 0 BUCYRUS INTERNATIONAL INC-A CL A 118759109 1389 28816 SH DEFINED 1 28816 0 0 BUFFALO WILD WINGS INC COM 119848109 274 6596 SH DEFINED 1 6596 0 0 BUILD-A-BEAR WORKSHOP INC COM 120076104 317 10331 SH DEFINED 1 10331 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 413 18187 SH DEFINED 1 18187 0 0 BUILDING MATLS HLDG CORP COM COM 120113105 915 25686 SH DEFINED 1 25686 0 0 BUNGE LIMITED COM COM G16962105 5485 98448 SH DEFINED 1 98448 0 0 BURLINGTON COAT FACTORY COM COM 121579106 842 18532 SH DEFINED 1 18532 0 0 BURLINGTON NORTHN SANTA FE COM COM 12189T104 118404 1420905 SH DEFINED 1 1420905 0 0 C D I CORP COM COM 125071100 359 12464 SH DEFINED 1 12464 0 0 C H ROBINSON WORLDWIDE INC COM COM NEW 12541W209 7798 158854 SH DEFINED 1 158854 0 0 C&D TECHNOLOGIES INC COM COM 124661109 138 14917 SH DEFINED 1 14917 0 0 C-COR INC COM COM 125010108 476 54447 SH DEFINED 1 54447 0 0 CA INC COM 12673P105 46397 1705146 SH DEFINED 1 1705146 0 0 CABELA'S INC-CL A COM 126804301 635 30926 SH DEFINED 1 30926 0 0 CABLEVISION SYS CORP CL A NY C CL A NY CABLVS 12686C109 4992 186973 SH DEFINED 1 186973 0 0 CABOT CORP COM COM 127055101 1697 49924 SH DEFINED 1 49924 0 0 CABOT MICROELECTRONICS CORP CO COM 12709P103 1066 28735 SH DEFINED 1 28735 0 0 CABOT OIL & GAS CORP COM 127097103 4634 96680 SH DEFINED 1 96680 0 0 CACHE INC COM NEW COM NEW 127150308 196 10667 SH DEFINED 1 10667 0 0 CACI INTL INC CL A CL A 127190304 1677 25500 SH DEFINED 1 25500 0 0 CADENCE DESIGN SYSTEM INC COM COM 127387108 5132 277548 SH DEFINED 1 277548 0 0 CADIZ INC COM COM NEW 127537207 260 14915 SH DEFINED 1 14915 0 0 CAE INC COM COM 124765108 3077 391500 SH DEFINED 1 391500 0 0 CALAMOS ASSET MANAGEMENT-A CL A 12811R104 3305 88374 SH DEFINED 1 88374 0 0 CALAMP CORP COM COM 128126109 359 30547 SH DEFINED 1 30547 0 0 CALGON CARBON CORP COM COM 129603106 141 22943 SH DEFINED 1 22943 0 0 CALIFORNIA COASTAL CMNTYS I CO COM NEW 129915203 388 10456 SH DEFINED 1 10456 0 0 CALIFORNIA PIZZA KITCHEN IN CO COM 13054D109 489 15077 SH DEFINED 1 15077 0 0 CALIFORNIA WTR SVC GROUP COM COM 130788102 641 14239 SH DEFINED 1 14239 0 0 CALIPER LIFE SCIENCES INC COM 130872104 233 36431 SH DEFINED 1 36431 0 0 CALLAWAY GOLF CO COM COM 131193104 1438 83581 SH DEFINED 1 83581 0 0 CALLON PETE CO DEL COM COM 13123X102 1171 55731 SH DEFINED 1 55731 0 0 CAMBREX CORP COM COM 132011107 392 20078 SH DEFINED 1 20078 0 0 CAMDEN PPTY TR SH BEN INT SH BEN INT 133131102 2905 40318 SH DEFINED 1 40318 0 0 CAMPBELL SOUP CO COM COM 134429109 22815 704152 SH DEFINED 1 704152 0 0 CANCERVAX CORP COM 13738Y107 51 18146 SH DEFINED 1 18146 0 0 CANDELA CORP COM COM 136907102 701 32436 SH DEFINED 1 32436 0 0 CANO PETROLEUM INC COM 137801106 80 10000 SH DEFINED 1 10000 0 0 CANTEL MEDICAL CORP COM COM 138098108 251 15309 SH DEFINED 1 15309 0 0 CAPITAL CITY BK GROUP INC COM COM 139674105 465 13083 SH DEFINED 1 13083 0 0 CAPITAL CORP OF THE WEST COM COM NEW 140065202 270 7357 SH DEFINED 1 7357 0 0 CAPITAL LEASE FUNDING INC COM 140288101 311 28061 SH DEFINED 1 28061 0 0 CAPITAL ONE FINL CORP COM COM 14040H105 90411 1122838 SH DEFINED 1 1122838 0 0 CAPITAL SOURCE COM 14055X102 2833 113880 SH DEFINED 1 113880 0 0 CAPITAL TITLE GROUP INC COM 140919101 167 21722 SH DEFINED 1 21722 0 0 CAPITAL TRUST-CL A CL A NEW 14052H506 489 15708 SH DEFINED 1 15708 0 0 CAPITOL BANCORP LTD COM COM 14056D105 758 16205 SH DEFINED 1 16205 0 0 CAPITOL FED FINL COM COM 14057C106 1330 41163 SH DEFINED 1 41163 0 0 CAPSTONE TURBINE CORP COM COM 14067D102 342 94075 SH DEFINED 1 94075 0 0 CAPTARIS INC COM COM 14071N104 104 22376 SH DEFINED 1 22376 0 0 CARACO PHARM LABS INC COM COM 14075T107 263 20224 SH DEFINED 1 20224 0 0 CARAUSTAR INDS INC COM COM 140909102 249 24238 SH DEFINED 1 24238 0 0 CARBO CERAMICS INC COM COM 140781105 1290 22669 SH DEFINED 1 22669 0 0 CARDIAC SCIENCE CORP COM 14141A108 175 19150 SH DEFINED 1 19150 0 0 CARDINAL FINANCIAL CORP COM 14149F109 284 20979 SH DEFINED 1 20979 0 0 CARDINAL HEALTH INC COM COM 14149Y108 117598 1578074 SH DEFINED 1 1578074 0 0 CARDIODYNAMICS INTL CORP COM COM 141597104 47 26130 SH DEFINED 1 26130 0 0 CAREER EDUCATION CORP COM COM 141665109 3554 94205 SH DEFINED 1 94205 0 0 CAREMARK RX INC COM COM 141705103 82505 1677617 SH DEFINED 1 1677617 0 0 CARLISLE COS INC COM COM 142339100 2299 28105 SH DEFINED 1 28105 0 0 CARMAX GROUP COM 143130102 3099 94820 SH DEFINED 1 94820 0 0 CARMIKE CINEMAS INC COM COM 143436400 244 10108 SH DEFINED 1 10108 0 0 CARNIVAL CORP PAIRED CTF 143658300 76727 1619734 SH DEFINED 1 1619734 0 0 CARPENTER TECHNOLOGY CORP COM COM 144285103 1924 20357 SH DEFINED 1 20357 0 0 CARRAMERICA RLTY CORP COM COM 144418100 2413 54102 SH DEFINED 1 54102 0 0 CARREKER CORP COM COM 144433109 83 12930 SH DEFINED 1 12930 0 0 CARRIER ACCESS CORP COM COM 144460102 92 15274 SH DEFINED 1 15274 0 0 CARRIZO OIL & CO INC COM COM 144577103 785 30201 SH DEFINED 1 30201 0 0 CARTER HOLDINGS COM 146229109 1257 18627 SH DEFINED 1 18627 0 0 CASCADE BANCORP COM COM 147154108 466 15768 SH DEFINED 1 15768 0 0 CASCADE CORP COM COM 147195101 691 13070 SH DEFINED 1 13070 0 0 CASELLA WASTE SYS INC CL A CL A 147448104 478 33673 SH DEFINED 1 33673 0 0 CASEYS GEN STORES INC COM COM 147528103 995 43505 SH DEFINED 1 43505 0 0 CASH AMER INTL INC COM COM 14754D100 3097 103148 SH DEFINED 1 103148 0 0 CASH SYSTEMS INC COM 14756B102 103 14761 SH DEFINED 1 14761 0 0 CASUAL MALE RETAIL GROUP INC COM 148711104 344 35323 SH DEFINED 1 35323 0 0 CATALINA MARKETING CORP COM COM 148867104 1021 44215 SH DEFINED 1 44215 0 0 CATALYTICA ENERGY SYS INC COM COM 148884109 25 16134 SH DEFINED 1 16134 0 0 CATERPILLAR INC DEL COM COM 149123101 179851 2504536 SH DEFINED 1 2504536 0 0 CATHAY BANCORP INC COM COM 149150104 1482 39379 SH DEFINED 1 39379 0 0 CATO CORP NEW CL A CL A 149205106 745 31239 SH DEFINED 1 31239 0 0 CAVALIER HOMES INC COM COM 149507105 91 13027 SH DEFINED 1 13027 0 0 CAVCO INDUSTRIES INC COM 149568107 335 6888 SH DEFINED 1 6888 0 0 CB RICHARD ELLIS GROUP INC-A C CL A 12497T101 5022 62235 SH DEFINED 1 62235 0 0 CBIZ INC COM COM 124805102 427 53377 SH DEFINED 1 53377 0 0 CBL & ASSOC PPTYS INC COM COM 124830100 2174 51213 SH DEFINED 1 51213 0 0 CBOT HOLDINGS INC-CLASS A CL A 14984K106 346 2900 SH DEFINED 1 2900 0 0 CBRL GROUP INC COM COM 12489V106 2006 45692 SH DEFINED 1 45692 0 0 CBS CORP CL B 124857202 68896 2873049 SH DEFINED 1 2873049 0 0 CCRT3 5/8 05/30/25 NOTE 3.625% 5/3 20478NAB6 6415 6000000 PRN DEFINED 1 6000000 0 0 CDIS 3 1/4 12/15/25 NOTE 3.250%12/1 127914AB5 2855 2000000 PRN DEFINED 1 2000000 0 0 CDW CORP COM 12512N105 3435 58372 SH DEFINED 1 58372 0 0 CEC ENTMT INC COM COM 125137109 4319 128476 SH DEFINED 1 128476 0 0 CEDAR FAIR L P DEPOSITRY UNIT DEPOSITRY UNIT 150185106 629 21494 SH DEFINED 1 21494 0 0 CEDAR SHOPPING CENTERS INC COM NEW 150602209 620 39163 SH DEFINED 1 39163 0 0 CELADON GROUP INC COM COM 150838100 3905 178397 SH DEFINED 1 178397 0 0 CELANESE CORP-SERIES A COM SER A 150870103 3665 174797 SH DEFINED 1 174797 0 0 CELGENE CORP COM COM 151020104 14479 327425 SH DEFINED 1 327425 0 0 CELL GENESYS INC COM COM 150921104 220 27561 SH DEFINED 1 27561 0 0 CELL THERAPEUTICS INC COM COM 150934107 60 31583 SH DEFINED 1 31583 0 0 CENDANT CORP COM COM 151313103 67421 3885951 SH DEFINED 1 3885951 0 0 CENTENE CORP DEL COM COM 15135B101 1205 41298 SH DEFINED 1 41298 0 0 CENTENNIAL BANK HOLDINGS INC COM 151345303 717 61315 SH DEFINED 1 61315 0 0 CENTENNIAL COMMUNCTNS CORP CL CL A NEW 15133V208 577 78733 SH DEFINED 1 78733 0 0 CENTER BANCORP INC COM COM 151408101 179 15040 SH DEFINED 1 15040 0 0 CENTER FINANCIAL CORP COM 15146E102 330 13605 SH DEFINED 1 13605 0 0 CENTERPOINT ENERGY INC COM 15189T107 13678 1146545 SH DEFINED 1 1146545 0 0 CENTEX CORP COM COM 152312104 28451 458955 SH DEFINED 1 458955 0 0 CENTILLIUM COMMUNICATIONS I CO COM 152319109 808 211053 SH DEFINED 1 211053 0 0 CENTRACORE PROPERTIES TRUST COM 15235H107 299 11918 SH DEFINED 1 11918 0 0 CENTRAL EUROPEAN DIST CORP COM COM 153435102 721 18763 SH DEFINED 1 18763 0 0 CENTRAL GARDEN & PET CO COM COM 153527106 883 16610 SH DEFINED 1 16610 0 0 CENTRAL PACIFIC FINANCIAL CO COM 154760102 1069 29103 SH DEFINED 1 29103 0 0 CENTRAL PKG CORP COM COM 154785109 295 18432 SH DEFINED 1 18432 0 0 CENTURY ALUM CO COM COM 156431108 1081 25459 SH DEFINED 1 25459 0 0 CENTURY CASINOS INC COM 156492100 330 31044 SH DEFINED 1 31044 0 0 CENTURYTEL INC COM COM 156700106 19726 504242 SH DEFINED 1 504242 0 0 CENVEO INC COM COM 15670S105 694 41867 SH DEFINED 1 41867 0 0 CEPH 2 06/01/15 NOTE 2.000% 6/0 156708AP4 5650 4000000 PRN DEFINED 1 4000000 0 0 CEPHALON INC COM COM 156708109 3265 54198 SH DEFINED 1 54198 0 0 CEPHEID COM COM 15670R107 489 53437 SH DEFINED 1 53437 0 0 CERADYNE INC COM COM 156710105 1150 23049 SH DEFINED 1 23049 0 0 CERES GROUP INC COM COM 156772105 154 27818 SH DEFINED 1 27818 0 0 CERIDIAN CORP NEW COM COM 156779100 3504 137669 SH DEFINED 1 137669 0 0 CERNER CORP COM COM 156782104 2709 57093 SH DEFINED 1 57093 0 0 CERUS CORP COM COM 157085101 207 24163 SH DEFINED 1 24163 0 0 CEVA INC COM 157210105 71 10658 SH DEFINED 1 10658 0 0 CF INDUSTRIES HOLDINGS INC COM 125269100 711 41831 SH DEFINED 1 41831 0 0 CH ENERGY GROUP INC COM COM 12541M102 836 17425 SH DEFINED 1 17425 0 0 CHAMPION ENTERPRISES INC COM COM 158496109 1091 72914 SH DEFINED 1 72914 0 0 CHAPARRAL STEEL CO COM 159423102 1503 23155 SH DEFINED 1 23155 0 0 CHARLES RIV LABS INTL INC COM COM 159864107 3196 65200 SH DEFINED 1 65200 0 0 CHARLOTTE RUSSE HLDG INC COM COM 161048103 334 15616 SH DEFINED 1 15616 0 0 CHARMING SHOPPES INC COM COM 161133103 1682 113108 SH DEFINED 1 113108 0 0 CHARTER COMMUNICATIONS INC CL CL A 16117M107 349 320375 SH DEFINED 1 320375 0 0 CHARTER FINL CORP WEST PT G CO COM 16122M100 208 5465 SH DEFINED 1 5465 0 0 CHARTERMAC SH BEN INT 160908109 855 42132 SH DEFINED 1 42132 0 0 CHATTEM INC COM COM 162456107 532 14133 SH DEFINED 1 14133 0 0 CHECK POINT SOFTWARE TECHN ORD M22465104 341 17039 SH DEFINED 1 17039 0 0 CHECKERS DRIVE-IN RESTAURAN CO COM NEW 162809305 525 35379 SH DEFINED 1 35379 0 0 CHECKFREE CORP NEW COM COM 162813109 3991 79020 SH DEFINED 1 79020 0 0 CHECKPOINT SYS INC COM COM 162825103 975 36265 SH DEFINED 1 36265 0 0 CHEESECAKE FACTORY INC COM COM 163072101 2825 75446 SH DEFINED 1 75446 0 0 CHEMED CORP COM 16359R103 1650 27813 SH DEFINED 1 27813 0 0 CHEMICAL FINL CORP COM COM 163731102 763 23630 SH DEFINED 1 23630 0 0 CHEMTURA CORP COM 163893100 2452 208184 SH DEFINED 1 208184 0 0 CHENIERE ENERGY INC COM COM NEW 16411R208 2125 52376 SH DEFINED 1 52376 0 0 CHEROKEE INC DEL NEW COM COM 16444H102 530 13150 SH DEFINED 1 13150 0 0 CHESAPEAKE CORP COM COM 165159104 169 12163 SH DEFINED 1 12163 0 0 CHESAPEAKE ENERGY CORP COM COM 165167107 43712 1391657 SH DEFINED 1 1391657 0 0 CHESAPEAKE UTILS CORP COM COM 165303108 340 10868 SH DEFINED 1 10868 0 0 CHEVRON CORP COM COM 166764100 483314 8337318 SH DEFINED 1 8337318 0 0 CHICAGO MERCANTILE EXCH CL A CL A 167760107 11099 24803 SH DEFINED 1 24803 0 0 CHICOS FAS INC COM COM 168615102 6430 158217 SH DEFINED 1 158217 0 0 CHILDRENS PL RETAIL STORES COM COM 168905107 1072 18508 SH DEFINED 1 18508 0 0 CHIPMOS TECHNOLOGIES BERMUDA SHS G2110R106 2114 295612 SH DEFINED 1 295612 0 0 CHIQUITA BRANDS INTL INC COM COM 170032809 448 26719 SH DEFINED 1 26719 0 0 CHIRON CORP COM COM 170040109 19254 420296 SH DEFINED 1 420296 0 0 CHITTENDEN CORP COM COM 170228100 1487 51312 SH DEFINED 1 51312 0 0 CHOICE HOTELS INTL INC COM COM 169905106 4458 97381 SH DEFINED 1 97381 0 0 CHOICEPOINT INC COM COM 170388102 3662 81827 SH DEFINED 1 81827 0 0 CHORDIANT SOFTWARE INC COM COM 170404107 274 78402 SH DEFINED 1 78402 0 0 CHRISTOPHER & BANKS CORP COM COM 171046105 2742 118146 SH DEFINED 1 118146 0 0 CHUBB CORP COM COM 171232101 72629 760992 SH DEFINED 1 760992 0 0 CHURCH & DWIGHT INC COM COM 171340102 2048 55478 SH DEFINED 1 55478 0 0 CHURCHILL DOWNS INC COM COM 171484108 323 8435 SH DEFINED 1 8435 0 0 CIBER INC COM COM 17163B102 234 36619 SH DEFINED 1 36619 0 0 CIENA CORP COM COM 171779101 15068 2892213 SH DEFINED 1 2892213 0 0 CIGNA CORP COM COM 125509109 59410 454829 SH DEFINED 1 454829 0 0 CIMAREX ENERGY CO COM 171798101 3169 73244 SH DEFINED 1 73244 0 0 CINCINNATI BELL INC COM 171871106 3624 801781 SH DEFINED 1 801781 0 0 CINCINNATI FINL CORP COM COM 172062101 27502 653712 SH DEFINED 1 653712 0 0 CINTAS CORP COM COM 172908105 22540 528859 SH DEFINED 1 528859 0 0 CIPHERGEN BIOSYSTEMS INC COM COM 17252Y104 20 12479 SH DEFINED 1 12479 0 0 CIRCOR INTL INC COM COM 17273K109 236 8067 SH DEFINED 1 8067 0 0 CIRCUIT CITY STORE INC CIRCT C COM 172737108 14067 574645 SH DEFINED 1 574645 0 0 CIRRUS LOGIC INC COM COM 172755100 574 67669 SH DEFINED 1 67669 0 0 CISCO SYS INC COM COM 17275R102 510306 23548960 SH DEFINED 1 23548960 0 0 CIT GROUP INC COM COM 125581108 40366 754219 SH DEFINED 1 754219 0 0 CITADEL BROADCASTING CORP COM 17285T106 517 46626 SH DEFINED 1 46626 0 0 CITI TRENDS INC COM 17306X102 219 5510 SH DEFINED 1 5510 0 0 CITIGROUP INC COM COM 172967101 882311 18681151 SH DEFINED 1 18681151 0 0 CITIZENS & NORTHERN CORP COM 172922106 377 15578 SH DEFINED 1 15578 0 0 CITIZENS BKG CORP MICH COM COM 174420109 1636 60936 SH DEFINED 1 60936 0 0 CITIZENS COMMUNICATIONS CO COM COM 17453B101 17698 1333668 SH DEFINED 1 1333668 0 0 CITIZENS INC CL A CL A 174740100 99 19250 SH DEFINED 1 19250 0 0 CITRIX SYS INC COM COM 177376100 25739 679140 SH DEFINED 1 679140 0 0 CITY BK LYNNWOOD WASH COM COM 17770A109 614 13202 SH DEFINED 1 13202 0 0 CITY HLDG CO COM COM 177835105 484 13166 SH DEFINED 1 13166 0 0 CITY NATL CORP COM COM 178566105 2829 36836 SH DEFINED 1 36836 0 0 CKE RESTAURANTS INC COM COM 12561E105 819 47041 SH DEFINED 1 47041 0 0 CKX INC COM 12562M106 576 44083 SH DEFINED 1 44083 0 0 CLAIRES STORES INC COM COM 179584107 7182 197798 SH DEFINED 1 197798 0 0 CLARCOR INC COM COM 179895107 1583 44453 SH DEFINED 1 44453 0 0 CLARIENT INC COM 180489106 13 11640 SH DEFINED 1 11640 0 0 CLEAN HARBORS INC COM COM 184496107 319 10739 SH DEFINED 1 10739 0 0 CLEAR CHANNEL COMMUNICATION CO COM 184502102 55947 1928526 SH DEFINED 1 1928526 0 0 CLEAR CHANNEL OUTDOOR-CL A CL A 18451C109 643 27400 SH DEFINED 1 27400 0 0 CLECO CORP NEW COM COM 12561W105 865 38751 SH DEFINED 1 38751 0 0 CLEVELAND CLIFFS INC COM COM 185896107 4227 48517 SH DEFINED 1 48517 0 0 CLIFTON SAVINGS BANCORP INC COM 18712Q103 270 25275 SH DEFINED 1 25275 0 0 CLOROX CO DEL COM COM 189054109 33676 562670 SH DEFINED 1 562670 0 0 CMGI INC COM COM 125750109 598 404211 SH DEFINED 1 404211 0 0 CMS 3 3/8 07/15/2023 NOTE 3.375% 7/1 125896AY6 11753 9000000 PRN DEFINED 1 9000000 0 0 CMS ENERGY CORP COM COM 125896100 10657 822913 SH DEFINED 1 822913 0 0 CNA FINL CORP COM COM 126117100 1096 34436 SH DEFINED 1 34436 0 0 CNA SURETY CORP COM COM 12612L108 348 20797 SH DEFINED 1 20797 0 0 CNET NETWORKS INC COM COM 12613R104 1796 126361 SH DEFINED 1 126361 0 0 CNF INC COM COM 12612W104 2392 47902 SH DEFINED 1 47902 0 0 CNS INC COM COM 126136100 278 12889 SH DEFINED 1 12889 0 0 CNX GAS CORP COM 12618H309 860 33080 SH DEFINED 1 33080 0 0 COACH INC COM COM 189754104 53626 1550771 SH DEFINED 1 1550771 0 0 COASTAL FINL CORP DEL COM COM 19046E105 269 19526 SH DEFINED 1 19526 0 0 COBIZ INC COM COM 190897108 498 24178 SH DEFINED 1 24178 0 0 COCA COLA CO COM COM 191216100 326830 7805827 SH DEFINED 1 7805827 0 0 COCA COLA ENTERPRISES INC COM COM 191219104 22738 1117905 SH DEFINED 1 1117905 0 0 COEUR D ALENE MINES CORP ID CO COM 192108108 1523 232193 SH DEFINED 1 232193 0 0 COGENT COMM GROUP INC COM COM NEW 19239V302 224 22953 SH DEFINED 1 22953 0 0 COGENT INC COM COM 19239Y108 678 36992 SH DEFINED 1 36992 0 0 COGNEX CORP COM COM 192422103 1202 40549 SH DEFINED 1 40549 0 0 COGNIZANT TECHNOLOGY SOLUTI CL CL A 192446102 7787 130904 SH DEFINED 1 130904 0 0 COGNOS INC COM COM 19244C109 242 6216 SH DEFINED 1 6216 0 0 COHERENT INC COM COM 192479103 1187 33820 SH DEFINED 1 33820 0 0 COHU INC COM COM 192576106 401 18906 SH DEFINED 1 18906 0 0 COINSTAR INC COM COM 19259P300 446 17216 SH DEFINED 1 17216 0 0 COLDWATER CREEK INC COM COM 193068103 1452 52239 SH DEFINED 1 52239 0 0 COLE KENNETH PRODTNS INC CL A CL A 193294105 280 10102 SH DEFINED 1 10102 0 0 COLEY PHARMACEUTICAL GROUP COM 19388P106 248 16361 SH DEFINED 1 16361 0 0 COLGATE PALMOLIVE CO COM COM 194162103 111851 1958868 SH DEFINED 1 1958868 0 0 COLLAGENEX PHARMACEUTICALS COM COM 19419B100 376 25387 SH DEFINED 1 25387 0 0 COLONIAL BANCGROUP INC COM COM 195493309 3136 125432 SH DEFINED 1 125432 0 0 COLONIAL PPTYS TR COM SH BEN I COM SH BEN INT 195872106 1936 38622 SH DEFINED 1 38622 0 0 COLUMBIA BANCORP/OR COM 197231103 266 12096 SH DEFINED 1 12096 0 0 COLUMBIA BKG SYS INC COM COM 197236102 586 17502 SH DEFINED 1 17502 0 0 COLUMBIA EQUITY TRUST INC COM 197627102 324 18406 SH DEFINED 1 18406 0 0 COLUMBIA LABS INC COM COM 197779101 109 21931 SH DEFINED 1 21931 0 0 COLUMBIA SPORTSWEAR CO COM COM 198516106 664 12443 SH DEFINED 1 12443 0 0 COLUMBUS MCKINNON CORP N Y COM COM 199333105 3039 112836 SH DEFINED 1 112836 0 0 COMCAST CORP CL A CL A 20030N101 212370 8118107 SH DEFINED 1 8118107 0 0 COMCAST CORP CL A SPL CL A SPL 20030N200 1332 50979 SH DEFINED 1 50979 0 0 COMERICA INC COM COM 200340107 35118 605803 SH DEFINED 1 605803 0 0 COMFORT SYS USA INC COM COM 199908104 430 31840 SH DEFINED 1 31840 0 0 COMMERCE BANCORP INC NJ COM COM 200519106 5453 148776 SH DEFINED 1 148776 0 0 COMMERCE BANCSHARES INC COM COM 200525103 3037 58786 SH DEFINED 1 58786 0 0 COMMERCE GROUP INC MASS COM COM 200641108 1329 25146 SH DEFINED 1 25146 0 0 COMMERCIAL BANKSHARES INC COM COM 201607108 219 6208 SH DEFINED 1 6208 0 0 COMMERCIAL CAPITAL BANCORP COM 20162L105 2634 187349 SH DEFINED 1 187349 0 0 COMMERCIAL METALS CO COM COM 201723103 2843 53153 SH DEFINED 1 53153 0 0 COMMERCIAL NET LEASE RLTY I CO COM 202218103 1459 62622 SH DEFINED 1 62622 0 0 COMMERCIAL VEHICLE GROUP INC C COM 202608105 624 32475 SH DEFINED 1 32475 0 0 COMMONWEALTH TEL ENTERPRISE CO COM 203349105 1806 52429 SH DEFINED 1 52429 0 0 COMMSCOPE INC COM COM 203372107 1417 49648 SH DEFINED 1 49648 0 0 COMMUNITY BK SYS INC COM COM 203607106 552 24721 SH DEFINED 1 24721 0 0 COMMUNITY BKS INC MILLERSBU CO COM 203628102 934 32821 SH DEFINED 1 32821 0 0 COMMUNITY HEALTH SYS INC NE CO COM 203668108 4052 112079 SH DEFINED 1 112079 0 0 COMMUNITY TR BANCORP INC COM COM 204149108 536 15800 SH DEFINED 1 15800 0 0 COMPASS BANCSHARES INC COM COM 20449H109 23632 466945 SH DEFINED 1 466945 0 0 COMPASS MINERALS INTERNATIONAL COM 20451N101 822 32893 SH DEFINED 1 32893 0 0 COMPUCREDIT CORP COM COM 20478N100 1311 35620 SH DEFINED 1 35620 0 0 COMPUTER HORIZONS CORP COM COM 205908106 63 12599 SH DEFINED 1 12599 0 0 COMPUTER PROGRAMS & SYS INC CO COM 205306103 392 7850 SH DEFINED 1 7850 0 0 COMPUTER SCIENCES CORP COM COM 205363104 38724 697105 SH DEFINED 1 697105 0 0 COMPUTER TASK GROUP INC COM COM 205477102 49 11529 SH DEFINED 1 11529 0 0 COMPUWARE CORP COM COM 205638109 14295 1825616 SH DEFINED 1 1825616 0 0 COMSTOCK RES INC COM NEW COM NEW 205768203 1152 38801 SH DEFINED 1 38801 0 0 COMSYS IT PARTNERS INC COM 20581E104 116 10620 SH DEFINED 1 10620 0 0 COMTECH TELECOMMUNICATIONS COM COM NEW 205826209 609 20871 SH DEFINED 1 20871 0 0 COMVERSE TECHNOLOGY INC COM PA COM PAR $0.10 205862402 18270 776440 SH DEFINED 1 776440 0 0 CONAGRA FOODS INC COM COM 205887102 41578 1937485 SH DEFINED 1 1937485 0 0 CONCEPTUS INC COM COM 206016107 224 17064 SH DEFINED 1 17064 0 0 CONCORD CAMERA CORP COM COM 206156101 13 11483 SH DEFINED 1 11483 0 0 CONCUR TECHNOLOGIES INC COM COM 206708109 469 25288 SH DEFINED 1 25288 0 0 CONCURRENT COMPUTER CORP NE CO COM 206710204 304 93993 SH DEFINED 1 93993 0 0 CONEXANT SYSTEMS INC COM COM 207142100 1608 466031 SH DEFINED 1 466031 0 0 CONMED CORP COM COM 207410101 524 27377 SH DEFINED 1 27377 0 0 CONN'S INC COM 208242107 507 14829 SH DEFINED 1 14829 0 0 CONNETICS CORP COM COM 208192104 436 25763 SH DEFINED 1 25763 0 0 CONOCO PHILLIPS CO COM COM 20825C104 387687 6139143 SH DEFINED 1 6139143 0 0 CONOR MEDSYSTEMS INC COM 208264101 1349 45887 SH DEFINED 1 45887 0 0 CONSECO INC COM NEW 208464883 3308 133273 SH DEFINED 1 133273 0 0 CONSOL ENERGY INC COM COM 20854P109 6020 81177 SH DEFINED 1 81177 0 0 CONSOLIDATED COMMUNICATIONS COM 209034107 422 25907 SH DEFINED 1 25907 0 0 CONSOLIDATED EDISON INC COM COM 209115104 39786 914628 SH DEFINED 1 914628 0 0 CONSOLIDATED GRAPHICS INC COM COM 209341106 536 10283 SH DEFINED 1 10283 0 0 CONSOLIDATED TOMOKA LD CO COM COM 210226106 308 4956 SH DEFINED 1 4956 0 0 CONSTELLATION BRANDS INC CL A CL A 21036P108 18445 736315 SH DEFINED 1 736315 0 0 CONSTELLATION ENERGY GROUP COM COM 210371100 36459 666399 SH DEFINED 1 666399 0 0 CONSUMER PORTFOLIO SVCS INC CO COM 210502100 124 15188 SH DEFINED 1 15188 0 0 CONTINENTAL AIRLS INC CL B CL B 210795308 2106 78285 SH DEFINED 1 78285 0 0 CONVERA CORP CL A CL A 211919105 142 14853 SH DEFINED 1 14853 0 0 CONVERGYS CORP COM COM 212485106 9533 523512 SH DEFINED 1 523512 0 0 COOPER CAMERON CORP COM COM 216640102 4476 101548 SH DEFINED 1 101548 0 0 COOPER COS INC COM NEW COM NEW 216648402 2260 41822 SH DEFINED 1 41822 0 0 COOPER INDS INC COM CL A G24182100 31336 360598 SH DEFINED 1 360598 0 0 COOPER TIRE & RUBR CO COM COM 216831107 4758 331782 SH DEFINED 1 331782 0 0 COPANO ENERGY LLC COM UNITS 217202100 785 17624 SH DEFINED 1 17624 0 0 COPART INC COM COM 217204106 1765 64287 SH DEFINED 1 64287 0 0 CORILLIAN CORP COM COM 218725109 74 19069 SH DEFINED 1 19069 0 0 CORINTHIAN COLLEGES INC COM COM 218868107 1183 82165 SH DEFINED 1 82165 0 0 CORN PRODS INTL INC COM COM 219023108 1963 66372 SH DEFINED 1 66372 0 0 CORNING INC COM COM 219350105 156516 5816264 SH DEFINED 1 5816264 0 0 CORPORATE EXECUTIVE BRD CO COM COM 21988R102 5190 51437 SH DEFINED 1 51437 0 0 CORPORATE OFFICE PPTYS TR SH B SH BEN INT 22002T108 1718 37551 SH DEFINED 1 37551 0 0 CORRECTIONS CORP AMER NEW COM COM NEW 22025Y407 1456 32222 SH DEFINED 1 32222 0 0 CORUS BANKSHARES INC COM COM 220873103 1127 18956 SH DEFINED 1 18956 0 0 COSI INC COM 22122P101 215 19583 SH DEFINED 1 19583 0 0 COST PLUS INC CALIF COM COM 221485105 329 19213 SH DEFINED 1 19213 0 0 COSTAR GROUP INC COM COM 22160N109 878 16925 SH DEFINED 1 16925 0 0 COSTCO WHSL CORP NEW COM COM 22160K105 97844 1806582 SH DEFINED 1 1806582 0 0 COTHERIX INC COM COM 22163T103 101 11015 SH DEFINED 1 11015 0 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 82435 2246190 SH DEFINED 1 2246190 0 0 COURIER CORP COM COM 222660102 381 8602 SH DEFINED 1 8602 0 0 COUSINS PPTYS INC COM COM 222795106 1469 43942 SH DEFINED 1 43942 0 0 COVAD COMMUNICATIONS GROUP COM COM 222814204 401 207637 SH DEFINED 1 207637 0 0 COVANCE INC COM COM 222816100 3138 53414 SH DEFINED 1 53414 0 0 COVANSYS CORP COM COM 22281W103 230 13407 SH DEFINED 1 13407 0 0 COVANTA HOLDING CORP COM 22282E102 1653 99185 SH DEFINED 1 99185 0 0 COVENTRY HEALTH CARE INC COM COM 222862104 34217 633875 SH DEFINED 1 633875 0 0 COX RADIO INC CL A CL A 224051102 369 27481 SH DEFINED 1 27481 0 0 CRA INTERNATIONAL INC COM 12618T105 433 8781 SH DEFINED 1 8781 0 0 CRAFTMADE INTL INC COM COM 22413E104 263 14199 SH DEFINED 1 14199 0 0 CRAI 2 7/8 06/15/34 DBCV 2.875% 6/1 159852AB8 3472 2500000 PRN DEFINED 1 2500000 0 0 CRANE CO COM COM 224399105 2073 50550 SH DEFINED 1 50550 0 0 CRAWFORD & CO CL B CL B 224633107 132 21977 SH DEFINED 1 21977 0 0 CRAY INC COM COM 225223106 124 68706 SH DEFINED 1 68706 0 0 CREATIVE TECHNOLOGY LTD ORD Y1775U107 22 3000 SH DEFINED 1 3000 0 0 CREDENCE SYS CORP COM COM 225302108 899 122445 SH DEFINED 1 122445 0 0 CREE INC COM COM 225447101 2536 77284 SH DEFINED 1 77284 0 0 CRESCENT REAL ESTATE EQUITI CO COM 225756105 2059 97717 SH DEFINED 1 97717 0 0 CRITICAL THERAPEUTICS INC COM COM 22674T105 52 10189 SH DEFINED 1 10189 0 0 CROCS INC COM 227046109 295 11730 SH DEFINED 1 11730 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 393 20286 SH DEFINED 1 20286 0 0 CROSS TIMBERS RTY TR TR UNIT TR UNIT 22757R109 204 4384 SH DEFINED 1 4384 0 0 CROSSTEX ENERGY INC COM 22765Y104 1075 13880 SH DEFINED 1 13880 0 0 CROWN CASTLE INTL CORP COM COM 228227104 5588 197091 SH DEFINED 1 197091 0 0 CROWN HOLDINGS INC COM 228368106 4236 238804 SH DEFINED 1 238804 0 0 CROWN MEDIA HLDGS INC CL A CL A 228411104 119 18817 SH DEFINED 1 18817 0 0 CRYPTOLOGIC INC COM COM 228906103 2377 92181 SH DEFINED 1 92181 0 0 CSG SYS INTL INC COM COM 126349109 1068 45900 SH DEFINED 1 45900 0 0 CSK AUTO CORP COM COM 125965103 3306 238338 SH DEFINED 1 238338 0 0 CSX CORP COM COM 126408103 48865 817134 SH DEFINED 1 817134 0 0 CT COMMUNICATIONS INC COM NEW COM NEW 126426402 271 19924 SH DEFINED 1 19924 0 0 CTS CORP COM COM 126501105 470 35105 SH DEFINED 1 35105 0 0 CUBIC CORP COM COM 229669106 336 14040 SH DEFINED 1 14040 0 0 CUBIST PHARMACEUTICALS INC COM COM 229678107 1287 56013 SH DEFINED 1 56013 0 0 CULLEN FROST BANKERS INC COM COM 229899109 2114 39323 SH DEFINED 1 39323 0 0 CUMMINS INC COM COM 231021106 18045 171693 SH DEFINED 1 171693 0 0 CUMULUS MEDIA INC CL A CL A 231082108 578 51314 SH DEFINED 1 51314 0 0 CURAGEN CORP COM COM 23126R101 124 24687 SH DEFINED 1 24687 0 0 CURIS INC COM COM 231269101 34 14180 SH DEFINED 1 14180 0 0 CURON MED INC COM COM 231292103 6 20090 SH DEFINED 1 20090 0 0 CURTISS WRIGHT CORP COM COM 231561101 1271 19195 SH DEFINED 1 19195 0 0 CUTERA INC COM 232109108 2535 93482 SH DEFINED 1 93482 0 0 CUTTER & BUCK INC COM COM 232217109 173 14375 SH DEFINED 1 14375 0 0 CV THERAPEUTICS INC COM COM 126667104 943 42693 SH DEFINED 1 42693 0 0 CVB FINL CORP COM COM 126600105 961 56170 SH DEFINED 1 56170 0 0 CVS CORP COM COM 126650100 91265 3055402 SH DEFINED 1 3055402 0 0 CYBERONICS INC COM COM 23251P102 450 17457 SH DEFINED 1 17457 0 0 CYBERSOURCE CORP COM COM 23251J106 240 21475 SH DEFINED 1 21475 0 0 CYMER INC COM COM 232572107 1632 35921 SH DEFINED 1 35921 0 0 CYPRESS BIOSCIENCES INC COM PA COM PAR $.02 232674507 155 24552 SH DEFINED 1 24552 0 0 CYPRESS SEMICONDUCTOR CORP COM COM 232806109 2189 129127 SH DEFINED 1 129127 0 0 CYTEC INDS INC COM COM 232820100 2005 33415 SH DEFINED 1 33415 0 0 CYTOGEN CORP COM COM NEW 232824300 59 16267 SH DEFINED 1 16267 0 0 CYTOKINETICS INC COM COM 23282W100 164 22445 SH DEFINED 1 22445 0 0 CYTYC CORP COM COM 232946103 2983 105840 SH DEFINED 1 105840 0 0 D R HORTON INC COM COM 23331A109 33538 1009574 SH DEFINED 1 1009574 0 0 DADE BEHRING HOLDINGS INC COM 23342J206 4696 131501 SH DEFINED 1 131501 0 0 DAIMLERCHRYSLER AG ORD D1668R123 10050 175048 SH DEFINED 1 175048 0 0 DAKTRONICS INC COM COM 234264109 549 15048 SH DEFINED 1 15048 0 0 DANAHER CORP DEL COM COM 235851102 56915 895587 SH DEFINED 1 895587 0 0 DARDEN RESTAURANTS INC COM COM 237194105 21338 520064 SH DEFINED 1 520064 0 0 DARLING INTL INC COM COM 237266101 167 35782 SH DEFINED 1 35782 0 0 DATASCOPE CORP COM COM 238113104 537 13569 SH DEFINED 1 13569 0 0 DAVITA INC COM COM 23918K108 5349 88843 SH DEFINED 1 88843 0 0 DEALERTRACK HOLDINGS INC COM 242309102 211 9892 SH DEFINED 1 9892 0 0 DEAN FOODS CO NEW COM COM 242370104 19743 508453 SH DEFINED 1 508453 0 0 DEB SHOPS INC COM COM 242728103 224 7542 SH DEFINED 1 7542 0 0 DECKERS OUTDOOR CORP COM COM 243537107 454 11203 SH DEFINED 1 11203 0 0 DEERE & CO COM COM 244199105 69804 883032 SH DEFINED 1 883032 0 0 DEERFIELD TRIARC CAPITAL COR COM 244572301 823 60981 SH DEFINED 1 60981 0 0 DEL MONTE FOODS CO COM COM 24522P103 2359 198892 SH DEFINED 1 198892 0 0 DELIA*S INC COM 246911101 217 23265 SH DEFINED 1 23265 0 0 DELL INC COM 24702R101 265007 8904803 SH DEFINED 1 8904803 0 0 DELPHI FINL GROUP INC CL A CL A 247131105 1385 26819 SH DEFINED 1 26819 0 0 DELTA & PINE LD CO COM COM 247357106 1100 36480 SH DEFINED 1 36480 0 0 DELTA PETROLEUM CORP COM NEW 247907207 940 44696 SH DEFINED 1 44696 0 0 DELTIC TIMBER CORP COM COM 247850100 549 9066 SH DEFINED 1 9066 0 0 DELUXE CORP COM COM 248019101 1300 49694 SH DEFINED 1 49694 0 0 DENBURY RES INC COM NEW COM NEW 247916208 3071 96960 SH DEFINED 1 96960 0 0 DENDREON CORP COM COM 24823Q107 444 94258 SH DEFINED 1 94258 0 0 DENDRITE INTL INC COM COM 248239105 379 27799 SH DEFINED 1 27799 0 0 DENNY'S CORPORATION COM COM 24869P104 767 161174 SH DEFINED 1 161174 0 0 DENTSPLY INTL INC NEW COM COM 249030107 5461 93914 SH DEFINED 1 93914 0 0 DEPOMED INC COM 249908104 166 25363 SH DEFINED 1 25363 0 0 DEUTSCHE BANK AG NAMEN ORD D18190898 10816 94678 SH DEFINED 1 94678 0 0 DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 4673 85358 SH DEFINED 1 85358 0 0 DEVON ENERGY CORP NEW COM COM 25179M103 100931 1650012 SH DEFINED 1 1650012 0 0 DEVRY INC DEL COM COM 251893103 1163 51065 SH DEFINED 1 51065 0 0 DEXCOM INC COM 252131107 292 14403 SH DEFINED 1 14403 0 0 DHB INDS INC COM COM 23321E103 116 24326 SH DEFINED 1 24326 0 0 DIAGNOSTIC PRODS CORP COM COM 252450101 1076 22599 SH DEFINED 1 22599 0 0 DIAMOND OFFSHORE DRILLING I CO COM 25271C102 4743 52991 SH DEFINED 1 52991 0 0 DIAMONDCLUSTER INTL INC CL A COM 25278P106 258 24148 SH DEFINED 1 24148 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 947 68574 SH DEFINED 1 68574 0 0 DICK'S SPORTING GOODS INC COM 253393102 1318 33230 SH DEFINED 1 33230 0 0 DIEBOLD INC COM COM 253651103 2647 64396 SH DEFINED 1 64396 0 0 DIGENE CORP COM COM 253752109 835 21353 SH DEFINED 1 21353 0 0 DIGI INTL INC COM COM 253798102 166 14213 SH DEFINED 1 14213 0 0 DIGITAL GENERATION SYS INC COM COM 253921100 24 34776 SH DEFINED 1 34776 0 0 DIGITAL INSIGHT CORP COM COM 25385P106 1204 33088 SH DEFINED 1 33088 0 0 DIGITAL REALTY TRUST INC COM 253868103 731 25961 SH DEFINED 1 25961 0 0 DIGITAL RIV INC COM COM 25388B104 1496 34305 SH DEFINED 1 34305 0 0 DIGITAS INC COM COM 25388K104 1441 100046 SH DEFINED 1 100046 0 0 DILLARDS INC CL A CL A 254067101 6855 263230 SH DEFINED 1 263230 0 0 DIME CMNTY BANCSHARES COM COM 253922108 466 32414 SH DEFINED 1 32414 0 0 DIODES INC COM COM 254543101 858 20684 SH DEFINED 1 20684 0 0 DIONEX CORP COM COM 254546104 1494 24308 SH DEFINED 1 24308 0 0 DIRECT GENERAL CORP COM 25456W204 305 17914 SH DEFINED 1 17914 0 0 DIRECTED ELECTRONICS INC COM 254575103 246 14679 SH DEFINED 1 14679 0 0 DIRECTV GROUP INC/THE COM 25459L106 13679 834115 SH DEFINED 1 834115 0 0 DISCOVERY HOLDING CO-A CL A COM 25468Y107 3898 259900 SH DEFINED 1 259900 0 0 DISCOVERY LABORATORIES INC COM COM 254668106 307 41875 SH DEFINED 1 41875 0 0 DISCOVERY PARTNERS INTL INC CO COM 254675101 30 12317 SH DEFINED 1 12317 0 0 DISNEY WALT CO COM DISNEY COM DISNEY 254687106 202810 7271795 SH DEFINED 1 7271795 0 0 DISTRIBUTED ENERGY SYSTEMS COR COM 25475V104 91 12827 SH DEFINED 1 12827 0 0 DITECH COMMUNICATIONS CORP COM COM 25500M103 230 21985 SH DEFINED 1 21985 0 0 DIVERSA CORP COM COM 255064107 218 23947 SH DEFINED 1 23947 0 0 DIXIE GROUP INC CL A CL A 255519100 155 10352 SH DEFINED 1 10352 0 0 DJ ORTHOPEDICS INC COM COM 23325G104 791 19895 SH DEFINED 1 19895 0 0 DOBSON COMMUNICATIONS CORP CL CL A 256069105 1317 164197 SH DEFINED 1 164197 0 0 DOLBY LABORATORIES INC-CL A COM 25659T107 847 40525 SH DEFINED 1 40525 0 0 DOLLAR GEN CORP COM COM 256669102 23737 1343372 SH DEFINED 1 1343372 0 0 DOLLAR THRIFTY AUTOMOTIVE G CO COM 256743105 859 18913 SH DEFINED 1 18913 0 0 DOLLAR TREE STORES INC COM COM 256747106 7487 270565 SH DEFINED 1 270565 0 0 DOMINION RES INC VA NEW COM COM 25746U109 89638 1298539 SH DEFINED 1 1298539 0 0 DOMINO'S PIZZA INC COM 25754A201 3727 130548 SH DEFINED 1 130548 0 0 DONALDSON INC COM COM 257651109 2357 69741 SH DEFINED 1 69741 0 0 DONNELLEY R R & SONS CO COM COM 257867101 29274 894692 SH DEFINED 1 894692 0 0 DORAL FINL CORP COM COM 25811P100 1005 86986 SH DEFINED 1 86986 0 0 DORCHESTER MINERALS LP COM UNIT 25820R105 350 12836 SH DEFINED 1 12836 0 0 DOT HILL SYS CORP COM COM 25848T109 268 37794 SH DEFINED 1 37794 0 0 DOV PHARMACEUTICAL INC COM COM 259858108 276 17243 SH DEFINED 1 17243 0 0 DOVER CORP COM COM 260003108 38511 793061 SH DEFINED 1 793061 0 0 DOVER MOTORSPORTS INC COM COM 260174107 178 32421 SH DEFINED 1 32421 0 0 DOW CHEM CO COM COM 260543103 148374 3654520 SH DEFINED 1 3654520 0 0 DOW JONES & CO INC COM COM 260561105 8644 219949 SH DEFINED 1 219949 0 0 DOWNEY FINL CORP COM COM 261018105 1165 17311 SH DEFINED 1 17311 0 0 DPL INC COM COM 233293109 3059 113298 SH DEFINED 1 113298 0 0 DREAMWORKS ANIMATION SKG-A CL A 26153C103 984 37210 SH DEFINED 1 37210 0 0 DRESS BARN INC COM COM 261570105 956 39870 SH DEFINED 1 39870 0 0 DRESSER-RAND GROUP INC COM 261608103 895 36023 SH DEFINED 1 36023 0 0 DREW INDS INC COM NEW COM NEW 26168L205 701 19712 SH DEFINED 1 19712 0 0 DRIL-QUIP INC COM COM 262037104 763 10776 SH DEFINED 1 10776 0 0 DRS TECHNOLOGIES INC COM COM 23330X100 1994 36343 SH DEFINED 1 36343 0 0 DRUGSTORE COM INC COM COM 262241102 103 33424 SH DEFINED 1 33424 0 0 DSP GROUP INC COM COM 23332B106 825 28428 SH DEFINED 1 28428 0 0 DST SYS INC DEL COM COM 233326107 3119 53826 SH DEFINED 1 53826 0 0 DSW INC-CLASS A CL A 23334L102 999 31889 SH DEFINED 1 31889 0 0 DTE ENERGY CO COM COM 233331107 26518 661454 SH DEFINED 1 661454 0 0 DTS INC COM 23335C101 266 13520 SH DEFINED 1 13520 0 0 DU PONT E I DE NEMOURS & CO CO COM 263534109 145894 3456386 SH DEFINED 1 3456386 0 0 DUKE ENERGY CORP COM 26441C105 134497 4613955 SH DEFINED 1 4613955 0 0 DUKE REALTY CORP COM NEW COM NEW 264411505 4737 124811 SH DEFINED 1 124811 0 0 DUN & BRADSTREET CORP DEL N CO COM 26483E100 4642 60532 SH DEFINED 1 60532 0 0 DUQUESNE LIGHT HOLDINGS INC COM 266233105 1192 72269 SH DEFINED 1 72269 0 0 DURA AUTOMOTIVE SYSTEMS COR CL CL A 265903104 24 10186 SH DEFINED 1 10186 0 0 DURATEK INC COM COM 26658Q102 335 15293 SH DEFINED 1 15293 0 0 DURBAN ROODEPORT DEEP-SP ADR SPONSORED ADR 26152H103 17 10733 SH DEFINED 1 10733 0 0 DURECT CORP COM COM 266605104 171 26839 SH DEFINED 1 26839 0 0 DUSA PHARMACEUTICALS INC COM COM 266898105 76 10786 SH DEFINED 1 10786 0 0 DYAX CORP COM COM 26746E103 406 70054 SH DEFINED 1 70054 0 0 DYCOM INDS INC COM COM 267475101 756 35592 SH DEFINED 1 35592 0 0 DYNAMEX INC COM COM 26784F103 289 14970 SH DEFINED 1 14970 0 0 DYNAVAX TECHNOLOGIES CORP COM 268158102 61 10194 SH DEFINED 1 10194 0 0 DYNEGY INC NEW CL A CL A 26816Q101 5380 1120890 SH DEFINED 1 1120890 0 0 E M C CORP MASS COM COM 268648102 122769 9007255 SH DEFINED 1 9007255 0 0 E TRADE FINANCIAL CORP COM 269246104 42148 1562184 SH DEFINED 1 1562184 0 0 EAGLE BULK SHIPPING INC COM Y2187A101 213 15284 SH DEFINED 1 15284 0 0 EAGLE HOSPITALITY PROPERTIES COM 26959T102 191 18912 SH DEFINED 1 18912 0 0 EAGLE MATERIALS INC COM 26969P108 2920 45801 SH DEFINED 1 45801 0 0 EARTHLINK INC COM COM 270321102 1122 117528 SH DEFINED 1 117528 0 0 EAST WEST BANCORP INC COM COM 27579R104 2085 54081 SH DEFINED 1 54081 0 0 EASTGROUP PPTY INC COM COM 277276101 991 20895 SH DEFINED 1 20895 0 0 EASTMAN CHEM CO COM COM 277432100 17347 338932 SH DEFINED 1 338932 0 0 EASTMAN KODAK CO COM COM 277461109 30474 1071526 SH DEFINED 1 1071526 0 0 EATON CORP COM COM 278058102 43188 591864 SH DEFINED 1 591864 0 0 EATON VANCE CORP COM NON VTG COM NON VTG 278265103 3163 115520 SH DEFINED 1 115520 0 0 EBAY INC COM COM 278642103 171360 4387109 SH DEFINED 1 4387109 0 0 ECC CAPITAL CORP COM 26826M108 104 68261 SH DEFINED 1 68261 0 0 ECHELON CORP COM COM 27874N105 210 22285 SH DEFINED 1 22285 0 0 ECHOSTAR COMMUNICATIONS NEW CL CL A 278762109 8372 280296 SH DEFINED 1 280296 0 0 ECLIPSYS CORP COM COM 278856109 996 42176 SH DEFINED 1 42176 0 0 ECOLAB INC COM COM 278865100 26048 681883 SH DEFINED 1 681883 0 0 ECOLLEGE COM COM COM 27887E100 472 25045 SH DEFINED 1 25045 0 0 EDEN BIOSCIENCE CORP COM COM 279445100 18 19600 SH DEFINED 1 19600 0 0 EDGE PETE CORP DEL COM COM 279862106 574 22987 SH DEFINED 1 22987 0 0 EDIETS.COM INC -CL A COM 280597105 75 14028 SH DEFINED 1 14028 0 0 EDISON INTL COM COM 281020107 49864 1210891 SH DEFINED 1 1210891 0 0 EDO CORP COM COM 281347104 382 12394 SH DEFINED 1 12394 0 0 EDUCATE INC COM COM 28138P100 176 20624 SH DEFINED 1 20624 0 0 EDUCATION MGMT CORP COM COM 28139T101 2930 70423 SH DEFINED 1 70423 0 0 EDUCATION REALTY TRUST INC COM 28140H104 297 19388 SH DEFINED 1 19388 0 0 EDWARDS AG INC COM COM 281760108 3873 77671 SH DEFINED 1 77671 0 0 EDWARDS LIFESCIENCES CORP COM COM 28176E108 2423 55699 SH DEFINED 1 55699 0 0 EFJ INC COM 26843B101 166 15347 SH DEFINED 1 15347 0 0 EFUNDS CORP COM COM 28224R101 1063 41138 SH DEFINED 1 41138 0 0 EGL INC COM COM 268484102 1671 37141 SH DEFINED 1 37141 0 0 EL PASO CORP COM COM 28336L109 29952 2485670 SH DEFINED 1 2485670 0 0 EL PASO ELEC CO COM NEW COM NEW 283677854 622 32685 SH DEFINED 1 32685 0 0 ELECTRO RENT CORP COM COM 285218103 327 19256 SH DEFINED 1 19256 0 0 ELECTRO SCIENTIFIC INDS COM COM 285229100 472 21308 SH DEFINED 1 21308 0 0 ELECTROGLAS INC COM COM 285324109 61 11130 SH DEFINED 1 11130 0 0 ELECTRONIC ARTS INC COM COM 285512109 63212 1155199 SH DEFINED 1 1155199 0 0 ELECTRONIC DATA SYS NEW COM COM 285661104 51578 1922403 SH DEFINED 1 1922403 0 0 ELECTRONICS FOR IMAGING INC CO COM 286082102 1371 49023 SH DEFINED 1 49023 0 0 ELIZABETH ARDEN INC COM COM 28660G106 460 19732 SH DEFINED 1 19732 0 0 ELK CORP COM COM 287456107 665 19712 SH DEFINED 1 19712 0 0 EMAGEON INC COM 29076V109 342 20131 SH DEFINED 1 20131 0 0 EMAGIN CORP COM COM 29076N107 18 31933 SH DEFINED 1 31933 0 0 EMBARCADERO TECHNOLOGIES IN CO COM 290787100 87 12434 SH DEFINED 1 12434 0 0 EMC INS GROUP INC COM COM 268664109 534 19165 SH DEFINED 1 19165 0 0 EMCOR GROUP INC COM COM 29084Q100 1431 28826 SH DEFINED 1 28826 0 0 EMCORE CORP COM COM 290846104 373 36482 SH DEFINED 1 36482 0 0 EMDEON CORP COM COM 290849108 3085 285624 SH DEFINED 1 285624 0 0 EMERSON ELEC CO COM COM 291011104 131943 1577705 SH DEFINED 1 1577705 0 0 EMMIS COMMUNICATIONS CORP CL A CL A 291525103 568 35500 SH DEFINED 1 35500 0 0 EMPIRE DIST ELEC CO COM COM 291641108 712 32030 SH DEFINED 1 32030 0 0 EMPIRE RESORTS INC COM 292052107 116 22391 SH DEFINED 1 22391 0 0 EMULEX CORP COM NEW COM NEW 292475209 1406 82247 SH DEFINED 1 82247 0 0 ENBRIDGE ENERGY MANAGEMENT SHS SHS UNITS LLI 29250X103 205 4805 SH DEFINED 1 4805 0 0 ENCORE ACQUISITION CO COM COM 29255W100 1372 44249 SH DEFINED 1 44249 0 0 ENCORE CAPITAL GROUP INC COM 292554102 350 23721 SH DEFINED 1 23721 0 0 ENCORE MEDICAL CORP COM 29256E109 166 32390 SH DEFINED 1 32390 0 0 ENCORE WIRE CORP COM COM 292562105 654 19313 SH DEFINED 1 19313 0 0 ENCYSIVE PHARMACEUTICALS INC COM 29256X107 285 58215 SH DEFINED 1 58215 0 0 ENDEAVOUR INTERNATIONAL CORP COM 29259G101 216 74100 SH DEFINED 1 74100 0 0 ENDO PHARMACEUTICALS HLDGS COM COM 29264F205 5496 167506 SH DEFINED 1 167506 0 0 ENDOLOGIX INC COM 29266S106 159 33480 SH DEFINED 1 33480 0 0 ENDURANCE SPECIALTY HOLDINGS SHS G30397106 5670 174203 SH DEFINED 1 174203 0 0 ENERGEN CORP COM COM 29265N108 6495 185572 SH DEFINED 1 185572 0 0 ENERGIZER HLDGS INC COM COM 29266R108 3152 59466 SH DEFINED 1 59466 0 0 ENERGY CONVERSION DEVICES I CO COM 292659109 1731 35195 SH DEFINED 1 35195 0 0 ENERGY EAST CORP COM COM 29266M109 3180 130870 SH DEFINED 1 130870 0 0 ENERGY PARTNERS LTD COM COM 29270U105 641 27197 SH DEFINED 1 27197 0 0 ENERGYSOUTH INC COM COM 292970100 370 11634 SH DEFINED 1 11634 0 0 ENGELHARD CORP COM COM 292845104 18298 461952 SH DEFINED 1 461952 0 0 ENNIS BUSINESS FORMS INC COM COM 293389102 396 20304 SH DEFINED 1 20304 0 0 ENPRO INDS INC COM COM 29355X107 710 20693 SH DEFINED 1 20693 0 0 ENSCO INTL INC COM COM 26874Q100 6836 132873 SH DEFINED 1 132873 0 0 ENSTAR GROUP INC COM 29358R107 524 5839 SH DEFINED 1 5839 0 0 ENTEGRIS INC COM COM 29362U104 1350 126871 SH DEFINED 1 126871 0 0 ENTERCOM COMMUNICATIONS COR CL CL A 293639100 1238 44334 SH DEFINED 1 44334 0 0 ENTERGY CORP NEW COM COM 29364G103 53553 776809 SH DEFINED 1 776809 0 0 ENTERPRISE FINANCIAL SERVICE COM 293712105 284 10354 SH DEFINED 1 10354 0 0 ENTERPRISE PRODS PARTNERS L CO COM 293792107 1980 80186 SH DEFINED 1 80186 0 0 ENTERTAINMENT PPTYS TR COM SH COM SH BEN INT 29380T105 934 22238 SH DEFINED 1 22238 0 0 ENTRAVISION COMMUNICATIONS CL CL A 29382R107 403 44014 SH DEFINED 1 44014 0 0 ENTREMED INC COM COM 29382F103 50 18977 SH DEFINED 1 18977 0 0 ENTRUST INC COM COM 293848107 311 69017 SH DEFINED 1 69017 0 0 ENZO BIOCHEM INC COM COM 294100102 334 24725 SH DEFINED 1 24725 0 0 ENZON PHARMACEUTICALS INC COM 293904108 1357 167568 SH DEFINED 1 167568 0 0 EOG RES INC COM COM 26875P101 65082 903915 SH DEFINED 1 903915 0 0 EP MEDSYSTEMS INC COM 26881P103 39 14220 SH DEFINED 1 14220 0 0 EPICOR SOFTWARE CORP COM COM 29426L108 530 39498 SH DEFINED 1 39498 0 0 EPIQ SYS INC COM COM 26882D109 229 12054 SH DEFINED 1 12054 0 0 EPIX PHARMACEUTICALS INC COM COM 26881Q101 68 19525 SH DEFINED 1 19525 0 0 EQUIFAX INC COM COM 294429105 18120 486569 SH DEFINED 1 486569 0 0 EQUINIX INC COM NEW 29444U502 1518 23644 SH DEFINED 1 23644 0 0 EQUITABLE RES INC COM COM 294549100 3746 102615 SH DEFINED 1 102615 0 0 EQUITY INNS INC COM COM 294703103 767 47327 SH DEFINED 1 47327 0 0 EQUITY LIFESTYLE PROPERTIES IN COM 29472R108 858 17254 SH DEFINED 1 17254 0 0 EQUITY OFFICE PROPERTIES TR CO COM 294741103 51281 1527127 SH DEFINED 1 1527127 0 0 EQUITY ONE COM COM 294752100 1028 41872 SH DEFINED 1 41872 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 50970 1089339 SH DEFINED 1 1089339 0 0 ERESEARCHTECHNOLOGY INC COM COM 29481V108 496 34458 SH DEFINED 1 34458 0 0 ERICSSON L M TEL CO ADR CL B S ADR B SEK 10 294821608 322 8536 SH DEFINED 1 8536 0 0 ERIE INDTY CO CL A CL A 29530P102 1445 27451 SH DEFINED 1 27451 0 0 ESB FINL CORP COM COM 26884F102 181 15056 SH DEFINED 1 15056 0 0 ESCALA GROUP INC COM 29605W107 674 25729 SH DEFINED 1 25729 0 0 ESCO TECHNOLOGIES INC COM COM 296315104 975 19248 SH DEFINED 1 19248 0 0 ESPEED INC CL A CL A 296643109 233 29200 SH DEFINED 1 29200 0 0 ESS TECHNOLOGY INC COM COM 269151106 75 22563 SH DEFINED 1 22563 0 0 ESSEX CORP COM 296744105 639 29035 SH DEFINED 1 29035 0 0 ESSEX PPTY TR INC COM COM 297178105 2120 19502 SH DEFINED 1 19502 0 0 ESTERLINE TECHNOLOGIES CORP CO COM 297425100 951 22240 SH DEFINED 1 22240 0 0 ETHAN ALLEN INTERIORS INC COM COM 297602104 1048 24931 SH DEFINED 1 24931 0 0 EUROBANCSHARES INC COM 298716101 145 12336 SH DEFINED 1 12336 0 0 EURONET WORLDWIDE INC COM COM 298736109 1214 32103 SH DEFINED 1 32103 0 0 EV3 INC COM 26928A200 480 27103 SH DEFINED 1 27103 0 0 EVEREST RE GROUP LTD COM COM G3223R108 6859 73459 SH DEFINED 1 73459 0 0 EVERGREEN SOLAR INC COM COM 30033R108 1094 71030 SH DEFINED 1 71030 0 0 EXACT SCIENCES CORP COM COM 30063P105 32 10445 SH DEFINED 1 10445 0 0 EXAR CORP COM COM 300645108 500 34981 SH DEFINED 1 34981 0 0 EXCEL TECHNOLOGY INC COM COM 30067T103 388 13164 SH DEFINED 1 13164 0 0 EXCHANGE NATL BANCSHARES INC COM 301309100 205 6894 SH DEFINED 1 6894 0 0 EXCO RESOURCES INC COM 269279402 520 41500 SH DEFINED 1 41500 0 0 EXELIXIS INC COM COM 30161Q104 1347 112198 SH DEFINED 1 112198 0 0 EXELON CORP COM COM 30161N101 132069 2496586 SH DEFINED 1 2496586 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 41 14182 SH DEFINED 1 14182 0 0 EXPEDIA INC COM 30212P105 5282 260574 SH DEFINED 1 260574 0 0 EXPEDITORS INTL WASH INC COM COM 302130109 8505 98445 SH DEFINED 1 98445 0 0 EXPLORATION CO COM NEW 302133202 340 30241 SH DEFINED 1 30241 0 0 EXPRESS SCRIPTS INC COM COM 302182100 48356 550130 SH DEFINED 1 550130 0 0 EXPRESSJET HOLDINGS INC CL A CL A 30218U108 1399 188101 SH DEFINED 1 188101 0 0 EXTRA SPACE STORAGE INC COM 30225T102 1057 61515 SH DEFINED 1 61515 0 0 EXTREME NETWORKS INC COM COM 30226D106 500 99624 SH DEFINED 1 99624 0 0 EXXON MOBIL CORP COM COM 30231G102 1389811 22836199 SH DEFINED 1 22836199 0 0 EZCORP INC CL A NON VTG 302301106 1613 54649 SH DEFINED 1 54649 0 0 F M C CORP COM NEW COM NEW 302491303 4238 68369 SH DEFINED 1 68369 0 0 F N B CORP VA COM COM 302930102 337 9923 SH DEFINED 1 9923 0 0 F5 NETWORKS INC COM COM 315616102 2852 39347 SH DEFINED 1 39347 0 0 FACTSET RESH SYS INC COM COM 303075105 1577 35565 SH DEFINED 1 35565 0 0 FAIR ISAAC INC COM 303250104 2271 57308 SH DEFINED 1 57308 0 0 FAIRCHILD CORP CL A CL A 303698104 44 17097 SH DEFINED 1 17097 0 0 FAIRCHILD SEMICONDUCTOR INT CL COM 303726103 1893 99254 SH DEFINED 1 99254 0 0 FAIRPOINT COMMUNICATIONS INC COM 305560104 476 34440 SH DEFINED 1 34440 0 0 FALCONSTOR SOFTWARE INC COM COM 306137100 172 18153 SH DEFINED 1 18153 0 0 FAMILY DLR STORES INC COM COM 307000109 15912 598189 SH DEFINED 1 598189 0 0 FARMER BROS CO COM COM 307675108 231 10374 SH DEFINED 1 10374 0 0 FARMERS CAP BK CORP COM COM 309562106 220 6968 SH DEFINED 1 6968 0 0 FASTENAL CO COM COM 311900104 6347 134079 SH DEFINED 1 134079 0 0 FBL FINL GROUP INC CL A CL A 30239F106 449 13042 SH DEFINED 1 13042 0 0 FEDDERS CORP COM NEW COM NEW 313135501 26 16893 SH DEFINED 1 16893 0 0 FEDERAL HOME LN MTG CORP COM COM 313400301 157583 2583321 SH DEFINED 1 2583321 0 0 FEDERAL NATL MTG ASSN COM COM 313586109 186004 3618760 SH DEFINED 1 3618760 0 0 FEDERAL REALTY INVT TR SH BEN SH BEN INT NEW 313747206 3644 48463 SH DEFINED 1 48463 0 0 FEDERAL SIGNAL CORP COM COM 313855108 1007 54452 SH DEFINED 1 54452 0 0 FEDERATED DEPT STORES INC D CO COM 31410H101 74017 1013932 SH DEFINED 1 1013932 0 0 FEDERATED INVS INC PA CL B CL B 314211103 16780 429715 SH DEFINED 1 429715 0 0 FEDEX CORP COM COM 31428X106 131733 1166397 SH DEFINED 1 1166397 0 0 FEI CO COM COM 30241L109 487 24519 SH DEFINED 1 24519 0 0 FELCOR LODGING TR INC COM COM 31430F101 1341 63571 SH DEFINED 1 63571 0 0 FELDMAN MALL PROPERTIES INC COM 314308107 150 12239 SH DEFINED 1 12239 0 0 FERRO CORP COM COM 315405100 829 41434 SH DEFINED 1 41434 0 0 FIDELITY BANKSHARES INC NEW CO COM 31604Q107 765 22753 SH DEFINED 1 22753 0 0 FIDELITY NATIONAL INFORMATION COM 31620M106 3244 80002 SH DEFINED 1 80002 0 0 FIDELITY NATIONAL TITLE-CL A CL A 31620R105 464 20365 SH DEFINED 1 20365 0 0 FIDELITY NATL FINL INC COM COM 316326107 4942 139080 SH DEFINED 1 139080 0 0 FIELDSTONE INVESTMENT CORP COM 31659U300 547 46379 SH DEFINED 1 46379 0 0 FIFTH THIRD BANCORP COM COM 316773100 82284 2090549 SH DEFINED 1 2090549 0 0 FILENET CORP COM COM 316869106 1172 43379 SH DEFINED 1 43379 0 0 FINANCIAL FED CORP COM COM 317492106 679 23173 SH DEFINED 1 23173 0 0 FINISAR COM COM 31787A101 4882 986239 SH DEFINED 1 986239 0 0 FINISH LINE INC CL A CL A 317923100 2379 144591 SH DEFINED 1 144591 0 0 FIRST ACCEPTANCE CORP COM 318457108 381 28629 SH DEFINED 1 28629 0 0 FIRST ADVANTAGE CORP CL A CL A 31845F100 258 10670 SH DEFINED 1 10670 0 0 FIRST AMERN CORP CALIF COM COM 318522307 2711 69219 SH DEFINED 1 69219 0 0 FIRST AVENUE NETWORKS INC COM 31865X106 252 28625 SH DEFINED 1 28625 0 0 FIRST BANCORP N C COM COM 318910106 344 15363 SH DEFINED 1 15363 0 0 FIRST BANCORP P R COM COM 318672102 762 61667 SH DEFINED 1 61667 0 0 FIRST BUSEY CORP COM COM 319383105 399 18928 SH DEFINED 1 18928 0 0 FIRST CASH FINL SVCS INC COM COM 31942D107 2744 137289 SH DEFINED 1 137289 0 0 FIRST CHARTER CORP COM COM 319439105 766 31029 SH DEFINED 1 31029 0 0 FIRST CMNTY BANCORP CALIF COM COM 31983B101 899 15587 SH DEFINED 1 15587 0 0 FIRST COMWLTH FINL CORP PA COM COM 319829107 1183 80722 SH DEFINED 1 80722 0 0 FIRST CONSULTING GROUP INC COM COM 31986R103 107 14467 SH DEFINED 1 14467 0 0 FIRST CTZNS BANCSHARES INC CL CL A 31946M103 1123 5820 SH DEFINED 1 5820 0 0 FIRST DATA CORP COM COM 319963104 134222 2866760 SH DEFINED 1 2866760 0 0 FIRST FINL BANCORP OH COM COM 320209109 596 35827 SH DEFINED 1 35827 0 0 FIRST FINL BANKSHARES COM COM 32020R109 599 15647 SH DEFINED 1 15647 0 0 FIRST FINL CORP IND COM COM 320218100 255 8544 SH DEFINED 1 8544 0 0 FIRST FINL HLDGS INC COM COM 320239106 452 14272 SH DEFINED 1 14272 0 0 FIRST HORIZON NATL CORP COM COM 320517105 19552 469433 SH DEFINED 1 469433 0 0 FIRST HORIZON PHARMACEUTICA CO COM 32051K106 693 27493 SH DEFINED 1 27493 0 0 FIRST IND CORP COM COM 32054R108 293 10495 SH DEFINED 1 10495 0 0 FIRST INDUSTRIAL REALTY TRU CO COM 32054K103 1706 39955 SH DEFINED 1 39955 0 0 FIRST MARBLEHEAD CORP/THE COM 320771108 1254 28986 SH DEFINED 1 28986 0 0 FIRST MERCHANTS CORP COM COM 320817109 660 24891 SH DEFINED 1 24891 0 0 FIRST MIDWEST BANCORP DEL COM COM 320867104 1710 46764 SH DEFINED 1 46764 0 0 FIRST NIAGARA FINL GROUP IN CO COM 33582V108 1723 117510 SH DEFINED 1 117510 0 0 FIRST PL FINL CORP COM COM 33610T109 479 19302 SH DEFINED 1 19302 0 0 FIRST POTOMAC REALTY TRUST COM 33610F109 611 21640 SH DEFINED 1 21640 0 0 FIRST REP BK SAN FRANCISCO COM COM 336158100 904 23905 SH DEFINED 1 23905 0 0 FIRST ST BANCORPORATION COM 336453105 596 22453 SH DEFINED 1 22453 0 0 FIRST UTD CORP COM COM 33741H107 225 9855 SH DEFINED 1 9855 0 0 FIRSTENERGY CORP COM COM 337932107 60214 1231364 SH DEFINED 1 1231364 0 0 FIRSTFED FINL CORP COM COM 337907109 856 14304 SH DEFINED 1 14304 0 0 FIRSTMERIT CORP COM COM 337915102 1912 77519 SH DEFINED 1 77519 0 0 FISERV INC COM COM 337738108 29927 703334 SH DEFINED 1 703334 0 0 FISHER SCIENTIFIC INTL INC COM COM NEW 338032204 31310 460109 SH DEFINED 1 460109 0 0 FIVE STAR QUALITY CARE INC COM COM 33832D106 272 24932 SH DEFINED 1 24932 0 0 FLAG FINL CORP COM COM 33832H107 422 23802 SH DEFINED 1 23802 0 0 FLAGSTAR BANCORP INC COM COM 337930101 402 26598 SH DEFINED 1 26598 0 0 FLANDERS CORP COM COM 338494107 250 21390 SH DEFINED 1 21390 0 0 FLEETWOOD ENTERPRISES INC COM COM 339099103 755 67552 SH DEFINED 1 67552 0 0 FLEXTRONICS INTL LTD ORD ORD Y2573F102 412 39828 SH DEFINED 1 39828 0 0 FLIR SYS INC COM COM 302445101 1876 66026 SH DEFINED 1 66026 0 0 FLORIDA EAST COAST INDS CL A COM 340632108 1223 22690 SH DEFINED 1 22690 0 0 FLORIDA ROCK INDS INC COM COM 341140101 2530 44999 SH DEFINED 1 44999 0 0 FLOW INTL CORP COM COM 343468104 790 59988 SH DEFINED 1 59988 0 0 FLOWERS FOODS INC COM COM 343498101 1431 48187 SH DEFINED 1 48187 0 0 FLOWSERVE CORP COM COM 34354P105 2784 47718 SH DEFINED 1 47718 0 0 FLUOR CORP NEW COM COM 343412102 27837 324441 SH DEFINED 1 324441 0 0 FLUSHING FINL CORP COM COM 343873105 208 11909 SH DEFINED 1 11909 0 0 FMC TECHNOLOGIES INC COM COM 30249U101 3184 62172 SH DEFINED 1 62172 0 0 FNB CORP PA COM COM 302520101 820 47954 SH DEFINED 1 47954 0 0 FNB CORP/NORTH CAROLINA COM 302519103 229 11216 SH DEFINED 1 11216 0 0 FNB FINANCIAL SERVICES CORP COM 302526108 164 10229 SH DEFINED 1 10229 0 0 FOCUS ENHANCEMENTS INC COM COM 344159108 9 13172 SH DEFINED 1 13172 0 0 FONAR CORP COM COM 344437108 26 40574 SH DEFINED 1 40574 0 0 FOOD TECHNOLOGY SERVICE INC CO COM 344798103 21 24286 SH DEFINED 1 24286 0 0 FOOT LOCKER INC COM COM 344849104 3337 139727 SH DEFINED 1 139727 0 0 FOOTHILL INDEPENDENT BANCORP COM 344905104 258 9904 SH DEFINED 1 9904 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 55566 6980621 SH DEFINED 1 6980621 0 0 FOREST CITY ENTERPRISES INC CL CL A 345550107 2690 57047 SH DEFINED 1 57047 0 0 FOREST LABS INC COM COM 345838106 54579 1222925 SH DEFINED 1 1222925 0 0 FOREST OIL CORP COM PAR $0.01 COM PAR $0.01 346091705 1764 47440 SH DEFINED 1 47440 0 0 FORGENT NETWORKS INC COM COM 34629U103 30 17424 SH DEFINED 1 17424 0 0 FORMFACTOR INC COM 346375108 1324 33676 SH DEFINED 1 33676 0 0 FORRESTER RESH INC COM COM 346563109 320 14324 SH DEFINED 1 14324 0 0 FORTUNE BRANDS INC COM COM 349631101 44094 546867 SH DEFINED 1 546867 0 0 FORWARD AIR CORP COM COM 349853101 1189 31890 SH DEFINED 1 31890 0 0 FOSSIL INC COM COM 349882100 1003 54009 SH DEFINED 1 54009 0 0 FOSTER L B CO COM COM 350060109 362 18649 SH DEFINED 1 18649 0 0 FOSTER WHEELER LTD SHS SHS NEW G36535139 5059 106939 SH DEFINED 1 106939 0 0 FOUNDATION COAL HOLDINGS INC COM 35039W100 1386 33684 SH DEFINED 1 33684 0 0 FOUNDRY NETWORKS INC COM COM 35063R100 2585 142356 SH DEFINED 1 142356 0 0 FOXHOLLOW TECHNOLOGIES INC COM 35166A103 321 10517 SH DEFINED 1 10517 0 0 FPIC INS GROUP INC COM COM 302563101 404 10695 SH DEFINED 1 10695 0 0 FPL GROUP INC COM COM 302571104 60024 1495356 SH DEFINED 1 1495356 0 0 FRANKLIN BANK CORP/HOUSTON COM 352451108 410 21309 SH DEFINED 1 21309 0 0 FRANKLIN ELEC INC COM COM 353514102 752 13764 SH DEFINED 1 13764 0 0 FRANKLIN RES INC COM COM 354613101 54417 577428 SH DEFINED 1 577428 0 0 FRANKLIN STREET PROPERTIES C COM 35471R106 876 41424 SH DEFINED 1 41424 0 0 FREDS INC CL A CL A 356108100 549 41429 SH DEFINED 1 41429 0 0 FREEPORT-MCMORAN COPPER & G CL CL B 35671D857 41475 693908 SH DEFINED 1 693908 0 0 FREESCALE SEMICONDUCTOR INC-B CL B 35687M206 42538 1531808 SH DEFINED 1 1531808 0 0 FREIGHTCAR AMERICA INC COM 357023100 903 14198 SH DEFINED 1 14198 0 0 FREMONT GEN CORP COM COM 357288109 1225 56809 SH DEFINED 1 56809 0 0 FRESH DEL MONTE PRODUCE INC OR ORD G36738105 482 22798 SH DEFINED 1 22798 0 0 FRIEDMAN BILLINGS RAMSEY GR CL CL A 358434108 1486 158456 SH DEFINED 1 158456 0 0 FRONTIER AIRLINES INC NEW COM COM 359065109 251 32565 SH DEFINED 1 32565 0 0 FRONTIER FINL CORP WASH COM COM 35907K105 1256 38000 SH DEFINED 1 38000 0 0 FRONTIER OIL CORP COM COM 35914P105 3178 53549 SH DEFINED 1 53549 0 0 FRONTLINE LTD SHS G3682E127 258 7750 SH DEFINED 1 7750 0 0 FSI INTL INC COM COM 302633102 69 13144 SH DEFINED 1 13144 0 0 FTD GROUP COM 30267U108 150 15471 SH DEFINED 1 15471 0 0 FTI CONSULTING INC COM COM 302941109 1106 38778 SH DEFINED 1 38778 0 0 FUELCELL ENERGY INC COM COM 35952H106 646 56344 SH DEFINED 1 56344 0 0 FULLER H B CO COM COM 359694106 1294 25199 SH DEFINED 1 25199 0 0 FULTON FINL CORP PA COM COM 360271100 2928 170216 SH DEFINED 1 170216 0 0 FURNITURE BRANDS INTL INC COM COM 360921100 1203 49080 SH DEFINED 1 49080 0 0 FX ENERGY INC COM COM 302695101 217 41546 SH DEFINED 1 41546 0 0 G & K SVCS INC CL A CL A 361268105 729 17129 SH DEFINED 1 17129 0 0 GALLAGHER ARTHUR J & CO COM COM 363576109 2444 87868 SH DEFINED 1 87868 0 0 GAMESTOP CORP CL A CL A 36467W109 2572 54566 SH DEFINED 1 54566 0 0 GANNETT INC COM COM 364730101 53488 892652 SH DEFINED 1 892652 0 0 GAP INC DEL COM COM 364760108 40413 2163446 SH DEFINED 1 2163446 0 0 GARDNER DENVER INC COM COM 365558105 1655 25377 SH DEFINED 1 25377 0 0 GARMIN LTD ORD ORD G37260109 4893 61597 SH DEFINED 1 61597 0 0 GARTNER INC COM COM 366651107 745 53440 SH DEFINED 1 53440 0 0 GASCO ENERGY INC COM 367220100 397 70806 SH DEFINED 1 70806 0 0 GATEWAY INC COM COM 367626108 2158 985332 SH DEFINED 1 985332 0 0 GATX CORP COM COM 361448103 1720 41655 SH DEFINED 1 41655 0 0 GAYLORD ENTMT CO NEW COM COM 367905106 1666 36718 SH DEFINED 1 36718 0 0 GB&T BANCSHARES INC COM 361462104 204 9148 SH DEFINED 1 9148 0 0 GEMSTAR-TV GUIDE INTL INC COM COM 36866W106 772 249921 SH DEFINED 1 249921 0 0 GEN-PROBE INC COM 36866T103 2575 46714 SH DEFINED 1 46714 0 0 GENAERA CORP COM COM 36867G100 46 32538 SH DEFINED 1 32538 0 0 GENCO SHIPPING & TRADING LTD SHS Y2685T107 230 13530 SH DEFINED 1 13530 0 0 GENCORP INC COM COM 368682100 797 38777 SH DEFINED 1 38777 0 0 GENE LOGIC INC COM COM 368689105 70 15354 SH DEFINED 1 15354 0 0 GENELABS TECHNOLOGIES INC COM COM NEW 368706206 23 11869 SH DEFINED 1 11869 0 0 GENENTECH INC COM NEW COM NEW 368710406 35105 415399 SH DEFINED 1 415399 0 0 GENERAL CABLE CORP DEL NEW COM COM 369300108 1372 45241 SH DEFINED 1 45241 0 0 GENERAL COMMUNICATION INC CL A CL A 369385109 574 47501 SH DEFINED 1 47501 0 0 GENERAL DYNAMICS CORP COM COM 369550108 96668 1510904 SH DEFINED 1 1510904 0 0 GENERAL ELEC CO COM COM 369604103 1357293 39025089 SH DEFINED 1 39025089 0 0 GENERAL GROWTH PPTYS INC COM COM 370021107 9866 201890 SH DEFINED 1 201890 0 0 GENERAL MARITIME CORP SHS Y2692M103 1093 32779 SH DEFINED 1 32779 0 0 GENERAL MLS INC COM COM 370334104 67459 1331078 SH DEFINED 1 1331078 0 0 GENERAL MTRS CORP COM COM 370442105 44184 2077279 SH DEFINED 1 2077279 0 0 GENESCO INC COM COM 371532102 1541 39637 SH DEFINED 1 39637 0 0 GENESEE & WYO INC CL A CL A 371559105 1085 35373 SH DEFINED 1 35373 0 0 GENESIS HEALTHCARE CORP COM 37184D101 945 21509 SH DEFINED 1 21509 0 0 GENESIS MICROCHIP INC DEL COM COM 37184C103 484 28384 SH DEFINED 1 28384 0 0 GENITOPE CORP COM 37229P507 262 30086 SH DEFINED 1 30086 0 0 GENLYTE GROUP INC COM COM 372302109 1792 26304 SH DEFINED 1 26304 0 0 GENTA INC COM NEW COM NEW 37245M207 219 101373 SH DEFINED 1 101373 0 0 GENTEK INC COM NEW 37245X203 201 9659 SH DEFINED 1 9659 0 0 GENTEX CORP COM COM 371901109 2500 143198 SH DEFINED 1 143198 0 0 GENTIVA HEALTH SERVICES INC CO COM 37247A102 452 24840 SH DEFINED 1 24840 0 0 GENUINE PARTS CO COM COM 372460105 28313 645963 SH DEFINED 1 645963 0 0 GENVEC INC COM 37246C109 68 31260 SH DEFINED 1 31260 0 0 GENWORTH FINANCIAL INC-CL A COM CL A 37247D106 47652 1425413 SH DEFINED 1 1425413 0 0 GENZYME CORP COM GENL DIV COM 372917104 67685 1006925 SH DEFINED 1 1006925 0 0 GEO GROUP INC/THE COM 36159R103 340 10188 SH DEFINED 1 10188 0 0 GEORGIA GULF CORP COM PAR $0.0 COM PAR $0.01 373200203 655 25190 SH DEFINED 1 25190 0 0 GERBER SCIENTIFIC INC COM COM 373730100 227 21924 SH DEFINED 1 21924 0 0 GERON CORP COM COM 374163103 763 91768 SH DEFINED 1 91768 0 0 GETTY IMAGES INC COM COM 374276103 3306 44146 SH DEFINED 1 44146 0 0 GETTY RLTY CORP NEW COM COM 374297109 677 23249 SH DEFINED 1 23249 0 0 GEVITY HR INC COM 374393106 504 20585 SH DEFINED 1 20585 0 0 GFI GROUP INC COM 361652209 375 7220 SH DEFINED 1 7220 0 0 GIANT INDS INC COM COM 374508109 1387 19940 SH DEFINED 1 19940 0 0 GIBRALTAR INDUSTRIES, INC COM 374689107 1121 38063 SH DEFINED 1 38063 0 0 GILEAD SCIENCES INC COM COM 375558103 109419 1758587 SH DEFINED 1 1758587 0 0 GLACIER BANCORP INC NEW COM COM 37637Q105 1139 36671 SH DEFINED 1 36671 0 0 GLADSTONE COMMERCIAL CORP COM 376536108 261 12872 SH DEFINED 1 12872 0 0 GLAMIS GOLD LTD COM COM 376775102 3716 113881 SH DEFINED 1 113881 0 0 GLATFELTER COM COM 377316104 634 34576 SH DEFINED 1 34576 0 0 GLENAYRE TECHNOLOGIES INC COM COM 377899109 1493 284322 SH DEFINED 1 284322 0 0 GLENBOROUGH RLTY TR INC COM COM 37803P105 818 37624 SH DEFINED 1 37624 0 0 GLIMCHER RLTY TR SH BEN INT SH BEN INT 379302102 705 24816 SH DEFINED 1 24816 0 0 GLOBAL CASH ACCESS INC COM 378967103 494 28182 SH DEFINED 1 28182 0 0 GLOBAL CROSSING LTD SHS NEW G3921A175 348 13136 SH DEFINED 1 13136 0 0 GLOBAL IMAGING SYSTEMS COM COM 37934A100 877 23084 SH DEFINED 1 23084 0 0 GLOBAL INDS LTD COM COM 379336100 1222 84335 SH DEFINED 1 84335 0 0 GLOBAL PMTS INC COM COM 37940X102 6437 121423 SH DEFINED 1 121423 0 0 GLOBAL POWER EQUIPMENT INC COM COM 37941P108 67 17375 SH DEFINED 1 17375 0 0 GLOBAL SIGNAL INC COM 37944Q103 728 14799 SH DEFINED 1 14799 0 0 GLOBALSANTAFE CORP SHS SHS G3930E101 13117 215918 SH DEFINED 1 215918 0 0 GLOBETEL COMMUNICATIONS CORP COM NEW 37958F209 103 41174 SH DEFINED 1 41174 0 0 GLOBIX CORP COM NEW 37957F200 172 62474 SH DEFINED 1 62474 0 0 GMH COMMUNITIES TRUST COM 36188G102 466 40035 SH DEFINED 1 40035 0 0 GMX RESOURCES INC COM 38011M108 289 7720 SH DEFINED 1 7720 0 0 GOLD BANC CORP INC COM COM 379907108 543 29629 SH DEFINED 1 29629 0 0 GOLD KIST INC COM COM 380614107 1215 96126 SH DEFINED 1 96126 0 0 GOLDEN WEST FINL CORP DEL COM COM 381317106 65639 966701 SH DEFINED 1 966701 0 0 GOLDMAN SACHS GROUP INC COM COM 38141G104 253692 1616285 SH DEFINED 1 1616285 0 0 GOODRICH CORP COM COM 382388106 20807 477119 SH DEFINED 1 477119 0 0 GOODRICH PETROLEUM CORP COM NEW 382410405 705 26122 SH DEFINED 1 26122 0 0 GOODYEAR TIRE & RUBR CO COM COM 382550101 10008 691146 SH DEFINED 1 691146 0 0 GOOGLE INC-CL A COM CL A 38259P508 301336 772656 SH DEFINED 1 772656 0 0 GOTTSCHALKS INC COM COM 383485109 126 13746 SH DEFINED 1 13746 0 0 GOVERNMENT PROPERTIES TRUST COM 38374W107 171 17885 SH DEFINED 1 17885 0 0 GRACE W R & CO DEL NEW COM COM 38388F108 695 52257 SH DEFINED 1 52257 0 0 GRACO INC COM COM 384109104 2948 64892 SH DEFINED 1 64892 0 0 GRAFTECH INTERNATIONAL LTD COM 384313102 1177 192873 SH DEFINED 1 192873 0 0 GRAINGER W W INC COM COM 384802104 21406 284092 SH DEFINED 1 284092 0 0 GRAMERCY CAPITAL CORP COM 384871109 370 14825 SH DEFINED 1 14825 0 0 GRANITE CONSTR INC COM COM 387328107 1315 27014 SH DEFINED 1 27014 0 0 GRANT PRIDECO INC COM COM 38821G101 4770 111334 SH DEFINED 1 111334 0 0 GRAPHIC PACKAGING INTL CORP CO COM 388688103 140 67663 SH DEFINED 1 67663 0 0 GRAY TELEVISION INC COM COM 389375106 295 35172 SH DEFINED 1 35172 0 0 GREAT ATLANTIC & PAC TEA IN CO COM 390064103 477 13659 SH DEFINED 1 13659 0 0 GREAT PLAINS ENERGY INC COM COM 391164100 1936 68785 SH DEFINED 1 68785 0 0 GREAT SOUTHN BANCORP INC COM COM 390905107 365 12639 SH DEFINED 1 12639 0 0 GREAT WOLF RESORTS INC COM 391523107 302 26098 SH DEFINED 1 26098 0 0 GREATBATCH INC COM 39153L106 374 17088 SH DEFINED 1 17088 0 0 GREATER BAY BANCORP COM COM 391648102 1399 50420 SH DEFINED 1 50420 0 0 GREEN MTN COFFEE ROASTERS COM 393122106 210 5280 SH DEFINED 1 5280 0 0 GREENBRIER COS INC COM COM 393657101 508 12675 SH DEFINED 1 12675 0 0 GREENFIELD ONLINE COM COM 395150105 68 11421 SH DEFINED 1 11421 0 0 GREENHILL & CO INC COM COM 395259104 412 6227 SH DEFINED 1 6227 0 0 GREIF INC CL A 397624107 1045 15270 SH DEFINED 1 15270 0 0 GREY WOLF INC COM COM 397888108 3278 440552 SH DEFINED 1 440552 0 0 GRIFFON CORP COM COM 398433102 684 27521 SH DEFINED 1 27521 0 0 GROUP 1 AUTOMOTIVE INC COM COM 398905109 1055 22190 SH DEFINED 1 22190 0 0 GSI COMMERCE INC COM 36238G102 317 18633 SH DEFINED 1 18633 0 0 GTECH HLDGS CORP COM COM 400518106 3593 105535 SH DEFINED 1 105535 0 0 GTX INC COM 40052B108 196 17955 SH DEFINED 1 17955 0 0 GUESS INC COM COM 401617105 891 22794 SH DEFINED 1 22794 0 0 GUIDANT CORP COM COM 401698105 98628 1263485 SH DEFINED 1 1263485 0 0 GUITAR CTR MGMT INC COM COM 402040109 1143 23954 SH DEFINED 1 23954 0 0 GULF ISLAND FABRICATION INC CO COM 402307102 221 9357 SH DEFINED 1 9357 0 0 GULFMARK OFFSHORE INC COM COM 402629109 539 19372 SH DEFINED 1 19372 0 0 GYMBOREE CORP COM COM 403777105 636 24406 SH DEFINED 1 24406 0 0 H&E EQUIPMENT SERVICES INC COM 404030108 329 11302 SH DEFINED 1 11302 0 0 HAEMONETICS CORP COM COM 405024100 1228 24182 SH DEFINED 1 24182 0 0 HAIN CELESTIAL GROUP INC COM COM 405217100 1377 52582 SH DEFINED 1 52582 0 0 HALLIBURTON CO COM COM 406216101 140869 1929189 SH DEFINED 1 1929189 0 0 HANCOCK HLDG CO COM COM 410120109 1080 23213 SH DEFINED 1 23213 0 0 HANDLEMAN CO DEL COM COM 410252100 238 24820 SH DEFINED 1 24820 0 0 HANMI FINL CORP COM COM 410495105 924 51153 SH DEFINED 1 51153 0 0 HANOVER COMPRESSOR CO COM COM 410768105 1828 98187 SH DEFINED 1 98187 0 0 HANOVER INSURANCE GROUP INC/TH COM 410867105 2593 49475 SH DEFINED 1 49475 0 0 HANSEN NATURAL CORP COM 411310105 1871 14840 SH DEFINED 1 14840 0 0 HARBOR FLA BANCSHARES INC COM COM 411901101 688 18164 SH DEFINED 1 18164 0 0 HARKEN ENERGY CORP COM NEW COM NEW 412552309 31 47200 SH DEFINED 1 47200 0 0 HARLAND JOHN H CO COM COM 412693103 848 21590 SH DEFINED 1 21590 0 0 HARLEY DAVIDSON INC COM COM 412822108 52930 1020244 SH DEFINED 1 1020244 0 0 HARLEYSVILLE GROUP INC COM COM 412824104 602 20289 SH DEFINED 1 20289 0 0 HARLEYSVILLE NATL CORP PA COM COM 412850109 520 22883 SH DEFINED 1 22883 0 0 HARMAN INTL INDS INC COM COM 413086109 31478 283250 SH DEFINED 1 283250 0 0 HARMONIC INC COM COM 413160102 428 67163 SH DEFINED 1 67163 0 0 HARRAHS ENTMT INC COM COM 413619107 53708 688921 SH DEFINED 1 688921 0 0 HARRIS CORP DEL COM COM 413875105 5586 118112 SH DEFINED 1 118112 0 0 HARRIS INTERACTIVE INC COM COM 414549105 313 55759 SH DEFINED 1 55759 0 0 HARSCO CORP COM COM 415864107 7081 85700 SH DEFINED 1 85700 0 0 HARTE-HANKS INC COM COM 416196103 3461 126550 SH DEFINED 1 126550 0 0 HARTFORD FINL SVCS GROUP IN CO COM 416515104 90747 1126587 SH DEFINED 1 1126587 0 0 HARTMARX CORP COM COM 417119104 111 12514 SH DEFINED 1 12514 0 0 HARVARD BIOSCIENCE INC COM COM 416906105 264 60209 SH DEFINED 1 60209 0 0 HARVEST NATURAL RESOURCES INC COM 41754V103 387 39833 SH DEFINED 1 39833 0 0 HASBRO INC COM COM 418056107 13943 660791 SH DEFINED 1 660791 0 0 HAVERTY FURNITURE INC COM COM 419596101 162 11308 SH DEFINED 1 11308 0 0 HAWAIIAN ELEC INDUSTRIES COM COM 419870100 2316 85381 SH DEFINED 1 85381 0 0 HAWAIIAN HOLDINGS INC COM 419879101 130 24994 SH DEFINED 1 24994 0 0 HAWKINS INC COM COM 420261109 170 12070 SH DEFINED 1 12070 0 0 HAYES LEMMERZ INTERNATIONAL COM NEW 420781304 61 22459 SH DEFINED 1 22459 0 0 HCA INC COM COM 404119109 69904 1526618 SH DEFINED 1 1526618 0 0 HCC INS HLDGS INC COM COM 404132102 3277 94180 SH DEFINED 1 94180 0 0 HEADWATERS INC COM COM 42210P102 1504 37801 SH DEFINED 1 37801 0 0 HEALTH CARE PPTY INVS INC COM COM 421915109 3813 134262 SH DEFINED 1 134262 0 0 HEALTH CARE REIT INC COM COM 42217K106 2031 53310 SH DEFINED 1 53310 0 0 HEALTH GRADES INC COM COM 42218Q102 75 14002 SH DEFINED 1 14002 0 0 HEALTH MGMT ASSOC INC NEW CL A CL A 421933102 19273 893498 SH DEFINED 1 893498 0 0 HEALTH NET INC COM COM 42222G108 5016 98702 SH DEFINED 1 98702 0 0 HEALTHCARE RLTY TR COM COM 421946104 1788 47823 SH DEFINED 1 47823 0 0 HEALTHCARE SVCS GRP INC COM COM 421906108 395 18494 SH DEFINED 1 18494 0 0 HEALTHEXTRAS INC COM COM 422211102 792 22432 SH DEFINED 1 22432 0 0 HEALTHSPRING INC COM 42224N101 395 21244 SH DEFINED 1 21244 0 0 HEALTHTRONICS INC COM 42222L107 970 117329 SH DEFINED 1 117329 0 0 HEALTHWAYS INC COM 422245100 1783 34999 SH DEFINED 1 34999 0 0 HEARST-ARGYLE TELEVISION IN CO COM 422317107 564 24148 SH DEFINED 1 24148 0 0 HEARTLAND EXPRESS INC COM COM 422347104 959 43994 SH DEFINED 1 43994 0 0 HEARTLAND FINANCIAL USA INC COM 42234Q102 280 11859 SH DEFINED 1 11859 0 0 HEARUSA INC COM NEW 422360305 14 11117 SH DEFINED 1 11117 0 0 HECLA MNG CO COM COM 422704106 588 89020 SH DEFINED 1 89020 0 0 HEICO CORP-CL A CL A 422806208 674 24765 SH DEFINED 1 24765 0 0 HEIDRICK & STRUGGLES INTL I CO COM 422819102 819 22585 SH DEFINED 1 22585 0 0 HEINZ H J CO COM COM 423074103 47594 1255128 SH DEFINED 1 1255128 0 0 HELEN OF TROY CORP LTD COM COM G4388N106 504 23762 SH DEFINED 1 23762 0 0 HELIX ENERGY SOLUTIONS GROUP I COM 42330P107 2722 71809 SH DEFINED 1 71809 0 0 HELMERICH & PAYNE INC COM COM 423452101 3038 43509 SH DEFINED 1 43509 0 0 HEMISPHERX BIOPHARMA INC COM COM 42366C103 2454 681759 SH DEFINED 1 681759 0 0 HENRY JACK & ASSOC INC COM COM 426281101 1588 69444 SH DEFINED 1 69444 0 0 HERBALIFE LTD COM USD SHS G4412G101 3598 106548 SH DEFINED 1 106548 0 0 HERCULES INC COM COM 427056106 5760 417422 SH DEFINED 1 417422 0 0 HERCULES OFFSHORE INC COM 427093109 366 10748 SH DEFINED 1 10748 0 0 HERITAGE COMMERCE CORP COM COM 426927109 378 15120 SH DEFINED 1 15120 0 0 HERITAGE PPTY INVT TR INC COM COM 42725M107 1063 26843 SH DEFINED 1 26843 0 0 HERLEY INDS INC DEL COM COM 427398102 356 17073 SH DEFINED 1 17073 0 0 HERSHA HOSPITALITY TRUST SH BEN INT A 427825104 194 19864 SH DEFINED 1 19864 0 0 HERSHEY CO/THE COM 427866108 34902 668232 SH DEFINED 1 668232 0 0 HESKA CORP COM COM 42805E108 24 20430 SH DEFINED 1 20430 0 0 HEWITT ASSOCS INC COM COM 42822Q100 1708 57432 SH DEFINED 1 57432 0 0 HEWLETT PACKARD CO COM COM 428236103 348025 10578268 SH DEFINED 1 10578268 0 0 HEXCEL CORP NEW COM COM 428291108 1919 87334 SH DEFINED 1 87334 0 0 HGSI 2 1/4 10/15/11 NOTE 2.250%10/1 444903AK4 6606 7000000 PRN DEFINED 1 7000000 0 0 HI-TECH PHARMACAL INC COM COM 42840B101 326 11562 SH DEFINED 1 11562 0 0 HIBBETT SPORTING GOODS INC COM COM 428565105 1179 35740 SH DEFINED 1 35740 0 0 HICKORY TECH CORP COM COM 429060106 109 12940 SH DEFINED 1 12940 0 0 HIGHLAND HOSPITALITY CORP COM 430141101 648 51003 SH DEFINED 1 51003 0 0 HIGHWOODS PPTYS INC COM COM 431284108 1515 44928 SH DEFINED 1 44928 0 0 HILB ROGAL & HOBBS CO COM COM 431294107 1230 29849 SH DEFINED 1 29849 0 0 HILLENBRAND INDS INC COM COM 431573104 3273 59512 SH DEFINED 1 59512 0 0 HILTON HOTELS CORP COM COM 432848109 31491 1236887 SH DEFINED 1 1236887 0 0 HITTITE MICROWAVE CORP COM 43365Y104 391 11590 SH DEFINED 1 11590 0 0 HNI CORP COM COM 404251100 2163 36665 SH DEFINED 1 36665 0 0 HOKU SCIENTIFIC INC COM 434712105 260 40596 SH DEFINED 1 40596 0 0 HOLLINGER INTL INC CL A CL A 435569108 468 55834 SH DEFINED 1 55834 0 0 HOLLY CORP COM PAR $0.01 COM PAR $0.01 435758305 2003 27026 SH DEFINED 1 27026 0 0 HOLLY ENERGY PARTNERS LP COM UT LTD PTN 435763107 285 6668 SH DEFINED 1 6668 0 0 HOLLYWOOD MEDIA CORP COM COM 436233100 137 28146 SH DEFINED 1 28146 0 0 HOLOGIC INC COM COM 436440101 2531 45729 SH DEFINED 1 45729 0 0 HOME DEPOT INC COM COM 437076102 336045 7944332 SH DEFINED 1 7944332 0 0 HOME FEDERAL BANCORP INC/DE COM 43709A101 209 15315 SH DEFINED 1 15315 0 0 HOME PROPERTIES INC COM 437306103 1492 29196 SH DEFINED 1 29196 0 0 HOMEBANC CORP/GA COM 43738R109 490 55708 SH DEFINED 1 55708 0 0 HOMESTORE COM INC COM COM 437852106 1026 156374 SH DEFINED 1 156374 0 0 HONEYWELL INTL INC COM COM 438516106 132287 3092990 SH DEFINED 1 3092990 0 0 HOOKER FURNITURE CORP COM 439038100 222 11754 SH DEFINED 1 11754 0 0 HOOPER HOLMES INC COM COM 439104100 163 56536 SH DEFINED 1 56536 0 0 HORACE MANN EDUCATORS CORP COM COM 440327104 837 44528 SH DEFINED 1 44528 0 0 HORIZON FINL CORP WASH COM COM 44041F105 360 14065 SH DEFINED 1 14065 0 0 HORIZON HEALTH CORP COM 44041Y104 216 10898 SH DEFINED 1 10898 0 0 HORIZON LINES INC-CL A COM 44044K101 164 12681 SH DEFINED 1 12681 0 0 HORMEL FOODS CORP COM COM 440452100 2274 67266 SH DEFINED 1 67266 0 0 HORNBECK OFFSHORE SERVICES COM COM 440543106 629 17441 SH DEFINED 1 17441 0 0 HOSPIRA INC COM COM 441060100 23835 604028 SH DEFINED 1 604028 0 0 HOSPITALITY PPTYS TR COM SH BE COM SH BEN INT 44106M102 2492 57065 SH DEFINED 1 57065 0 0 HOST MARRIOTT CORP NEW COM COM 44107P104 6013 281002 SH DEFINED 1 281002 0 0 HOT TOPIC INC COM COM 441339108 553 38127 SH DEFINED 1 38127 0 0 HOUSEVALUES INC COM 44183Y102 93 11290 SH DEFINED 1 11290 0 0 HOUSTON EXPL CO COM COM 442120101 1268 24057 SH DEFINED 1 24057 0 0 HOVNANIAN ENTERPRISES INC CL A CL A 442487203 1329 30259 SH DEFINED 1 30259 0 0 HRPT PPTYS TR COM SH BEN INT COM SH BEN INT 40426W101 2515 214183 SH DEFINED 1 214183 0 0 HUB GROUP INC CL A CL A 443320106 1026 22502 SH DEFINED 1 22502 0 0 HUBBELL INC CL B CL B 443510201 2898 56545 SH DEFINED 1 56545 0 0 HUDSON CITY BANCORP COM COM 443683107 7528 566469 SH DEFINED 1 566469 0 0 HUDSON HIGHLAND GROUP COM 443792106 430 22683 SH DEFINED 1 22683 0 0 HUGOTON RTY TR TEX UNIT BEN IN UNIT BEN INT 444717102 462 14852 SH DEFINED 1 14852 0 0 HUMAN GENOME SCIENCES INC COM COM 444903108 1351 124278 SH DEFINED 1 124278 0 0 HUMANA INC COM COM 444859102 32108 609846 SH DEFINED 1 609846 0 0 HUNT J B TRANS SVCS INC COM COM 445658107 2440 113282 SH DEFINED 1 113282 0 0 HUNTINGTON BANCSHARES INC COM COM 446150104 22549 934460 SH DEFINED 1 934460 0 0 HUNTSMAN CORP COM 447011107 1592 82464 SH DEFINED 1 82464 0 0 HURON CONSULTING GROUP INC COM 447462102 456 15053 SH DEFINED 1 15053 0 0 HUTCHINSON TECHNOLOGY INC COM COM 448407106 836 27716 SH DEFINED 1 27716 0 0 HYDRIL COM 448774109 1535 19690 SH DEFINED 1 19690 0 0 HYPERCOM CORP COM COM 44913M105 383 41220 SH DEFINED 1 41220 0 0 HYPERDYNAMICS CORP COM 448954107 105 30744 SH DEFINED 1 30744 0 0 HYPERION SOLUTIONS CORP COM COM 44914M104 1968 60357 SH DEFINED 1 60357 0 0 HYTHIAM INC COM COM 44919F104 154 16799 SH DEFINED 1 16799 0 0 I-FLOW CORP COM NEW COM NEW 449520303 273 20518 SH DEFINED 1 20518 0 0 I-MANY INC COM COM 44973Q103 24 14963 SH DEFINED 1 14963 0 0 I2 TECHNOLOGIES INC COM COM NEW 465754208 185 10727 SH DEFINED 1 10727 0 0 IAC INTERACTIVECORP COM NEW 44919P300 7673 260363 SH DEFINED 1 260363 0 0 IBERIABANK CORP COM COM 450828108 442 7810 SH DEFINED 1 7810 0 0 ICAGEN INC COM 45104P104 269 32400 SH DEFINED 1 32400 0 0 ICONIX BRAND GROUP INC COM 451055107 1310 90046 SH DEFINED 1 90046 0 0 ICOS 2 07/01/23 NOTE 2.000% 7/0 449295AB0 4034 5000000 PRN DEFINED 1 5000000 0 0 ICOS CORP COM COM 449295104 1407 63790 SH DEFINED 1 63790 0 0 ICT GROUP INC COM COM 44929Y101 202 7424 SH DEFINED 1 7424 0 0 ICU MED INC COM COM 44930G107 547 15113 SH DEFINED 1 15113 0 0 ID SYSTEMS INC COM 449489103 291 11645 SH DEFINED 1 11645 0 0 IDACORP INC COM COM 451107106 1304 40084 SH DEFINED 1 40084 0 0 IDENIX PHARMACEUTICALS INC COM COM 45166R204 278 20516 SH DEFINED 1 20516 0 0 IDENTIX INC COM COM 451906101 728 91469 SH DEFINED 1 91469 0 0 IDEX CORP COM COM 45167R104 2183 41837 SH DEFINED 1 41837 0 0 IDEXX LABS INC COM COM 45168D104 2668 30896 SH DEFINED 1 30896 0 0 IDT CORP CL B CL B 448947309 553 49979 SH DEFINED 1 49979 0 0 IGATE CAPITAL CORP COM COM 45169U105 130 22057 SH DEFINED 1 22057 0 0 IHOP CORP COM COM 449623107 745 15534 SH DEFINED 1 15534 0 0 IHS INC-CLASS A CL A 451734107 274 10025 SH DEFINED 1 10025 0 0 II VI INC COM COM 902104108 344 19021 SH DEFINED 1 19021 0 0 IKON OFFICE SOLUTIONS INC COM COM 451713101 1846 129523 SH DEFINED 1 129523 0 0 ILLINOIS TOOL WKS INC COM COM 452308109 74671 775318 SH DEFINED 1 775318 0 0 ILLUMINA INC COM COM 452327109 905 38094 SH DEFINED 1 38094 0 0 IMATION CORP COM COM 45245A107 1282 29868 SH DEFINED 1 29868 0 0 IMCLONE SYS INC COM COM 45245W109 2123 62412 SH DEFINED 1 62412 0 0 IMMERSION CORP COM COM 452521107 122 14109 SH DEFINED 1 14109 0 0 IMMUCOR INC COM COM 452526106 3260 113643 SH DEFINED 1 113643 0 0 IMMUNOGEN INC COM COM 45253H101 176 40631 SH DEFINED 1 40631 0 0 IMMUNOMEDICS INC COM COM 452907108 61 20618 SH DEFINED 1 20618 0 0 IMPAC MTG HLDGS INC COM COM 45254P102 697 72303 SH DEFINED 1 72303 0 0 IMPCO TECHNOLOGIES INC COM COM 45255W106 75 11505 SH DEFINED 1 11505 0 0 IMS HEALTH INC COM COM 449934108 19419 753544 SH DEFINED 1 753544 0 0 INCYTE INC COM 45337C102 442 73349 SH DEFINED 1 73349 0 0 INDEPENDENCE CMNTY BK CORP COM COM 453414104 2947 70709 SH DEFINED 1 70709 0 0 INDEPENDENT BANK CORP MASS COM COM 453836108 458 14241 SH DEFINED 1 14241 0 0 INDEPENDENT BANK CORP MICH COM COM 453838104 532 18705 SH DEFINED 1 18705 0 0 INDEVUS PHARMACEUTICALS INC CO COM 454072109 188 30352 SH DEFINED 1 30352 0 0 INDUS INTL INC COM COM 45578L100 87 24004 SH DEFINED 1 24004 0 0 INDYMAC BANCORP INC COM COM 456607100 2126 51951 SH DEFINED 1 51951 0 0 INFINITY PROPERTY & CASUALTY COM 45665Q103 700 16761 SH DEFINED 1 16761 0 0 INFOCROSSING INC COM COM 45664X109 342 28344 SH DEFINED 1 28344 0 0 INFOCUS CORP COM COM 45665B106 124 26026 SH DEFINED 1 26026 0 0 INFORMATICA CORP COM COM 45666Q102 1605 103228 SH DEFINED 1 103228 0 0 INFOSPACE INC COM COM NEW 45678T201 852 30473 SH DEFINED 1 30473 0 0 INFOUSA INC NEW COM COM 456818301 615 47414 SH DEFINED 1 47414 0 0 INFRASOURCE SERVICES INC COM COM 45684P102 510 29628 SH DEFINED 1 29628 0 0 INGERSOLL-RAND COMPANY LTD CL CL A G4776G101 50941 1218964 SH DEFINED 1 1218964 0 0 INGLES MKTS INC CL A CL A 457030104 430 24131 SH DEFINED 1 24131 0 0 INGRAM MICRO INC CL A CL A 457153104 2806 140277 SH DEFINED 1 140277 0 0 INHIBITEX INC COM COM 45719T103 78 10807 SH DEFINED 1 10807 0 0 INLAND REAL ESTATE CORP COM NEW 457461200 777 47620 SH DEFINED 1 47620 0 0 INNKEEPERS USA TR COM COM 4576J0104 541 31917 SH DEFINED 1 31917 0 0 INNODATA ISOGEN CORP COM NEW 457642205 50 16685 SH DEFINED 1 16685 0 0 INNOVATIVE SOLUTIONS & SUPP CO COM 45769N105 130 10011 SH DEFINED 1 10011 0 0 INPHONIC INC COM 45772G105 134 19209 SH DEFINED 1 19209 0 0 INPUT/OUTPUT INC COM COM 457652105 741 76333 SH DEFINED 1 76333 0 0 INSIGHT ENTERPRISES INC COM COM 45765U103 1004 45600 SH DEFINED 1 45600 0 0 INSITUFORM TECHNOLOGIES INC CL CL A 457667103 658 24755 SH DEFINED 1 24755 0 0 INSMED INC COM NEW COM NEW 457669208 249 127479 SH DEFINED 1 127479 0 0 INSPIRE PHARMACEUTICALS INC CO COM 457733103 176 33646 SH DEFINED 1 33646 0 0 INSTEEL INDUSTRIES INC COM COM 45774W108 2167 38162 SH DEFINED 1 38162 0 0 INTEGRA BK CORP COM COM 45814P105 373 16301 SH DEFINED 1 16301 0 0 INTEGRA LIFESCIENCES HLDGS COM COM NEW 457985208 748 18256 SH DEFINED 1 18256 0 0 INTEGRAL SYS INC MD COM COM 45810H107 300 11125 SH DEFINED 1 11125 0 0 INTEGRATED ALARM SERVICES COM 45890M109 40 10946 SH DEFINED 1 10946 0 0 INTEGRATED DEVICE TECHNOLOG CO COM 458118106 3044 204846 SH DEFINED 1 204846 0 0 INTEGRATED SILICON SOLUTION CO COM 45812P107 140 21035 SH DEFINED 1 21035 0 0 INTEL CORP COM COM 458140100 436002 22532411 SH DEFINED 1 22532411 0 0 INTER PARFUMS INC COM COM 458334109 269 13504 SH DEFINED 1 13504 0 0 INTER TEL INC COM COM 458372109 415 19361 SH DEFINED 1 19361 0 0 INTERACTIVE DATA CORP COM COM 45840J107 785 33391 SH DEFINED 1 33391 0 0 INTERCHANGE FINL SVCS S B N CO COM 458447109 407 21401 SH DEFINED 1 21401 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 1001 14490 SH DEFINED 1 14490 0 0 INTERDIGITAL COMMUNICATIONS CO COM 45866A105 1476 60186 SH DEFINED 1 60186 0 0 INTERFACE INC CL A CL A 458665106 579 41890 SH DEFINED 1 41890 0 0 INTERGRAPH CORP COM COM 458683109 1076 25838 SH DEFINED 1 25838 0 0 INTERLINE BRANDS COM 458743101 1014 40207 SH DEFINED 1 40207 0 0 INTERMAGNETICS GEN CORP COM COM 458771102 1062 42413 SH DEFINED 1 42413 0 0 INTERMEC INC COM 458786100 1441 47239 SH DEFINED 1 47239 0 0 INTERMUNE INC COM COM 45884X103 556 29990 SH DEFINED 1 29990 0 0 INTERNAP NETWORK SVCS CORP COM COM 45885A102 146 155612 SH DEFINED 1 155612 0 0 INTERNATIONAL BANCSHARES CO CO COM 459044103 1225 42642 SH DEFINED 1 42642 0 0 INTERNATIONAL BUSINESS MACHINE COM 459200101 483760 5865888 SH DEFINED 1 5865888 0 0 INTERNATIONAL COAL GROUP INC COM 45928H106 1063 109153 SH DEFINED 1 109153 0 0 INTERNATIONAL DISPLAYWORKS I COM 459412102 292 44569 SH DEFINED 1 44569 0 0 INTERNATIONAL FLAVORS&FRAGR CO COM 459506101 10135 295317 SH DEFINED 1 295317 0 0 INTERNATIONAL GAME TECHNOLO CO COM 459902102 45102 1280567 SH DEFINED 1 1280567 0 0 INTERNATIONAL RECTIFIER COR CO COM 460254105 2479 59842 SH DEFINED 1 59842 0 0 INTERNATIONAL SECURITIES EXC CL A 46031W204 1257 30190 SH DEFINED 1 30190 0 0 INTERNATIONAL SPEEDWAY CORP CL CL A 460335201 1795 35265 SH DEFINED 1 35265 0 0 INTERNET CAP GROUP INC COM COM NEW 46059C205 302 32050 SH DEFINED 1 32050 0 0 INTERNET SEC SYS INC COM COM 46060X107 889 37066 SH DEFINED 1 37066 0 0 INTERPUBLIC GROUP COS INC COM COM 460690100 15381 1608919 SH DEFINED 1 1608919 0 0 INTERSECTIONS INC COM 460981301 139 12254 SH DEFINED 1 12254 0 0 INTERSIL CORP CL A CL A 46069S109 4533 156736 SH DEFINED 1 156736 0 0 INTERSTATE HOTELS & RESORTS COM 46088S106 93 17438 SH DEFINED 1 17438 0 0 INTERVOICE INC COM COM 461142101 381 44259 SH DEFINED 1 44259 0 0 INTERWOVEN INC COM COM NEW 46114T508 345 38340 SH DEFINED 1 38340 0 0 INTEVAC INC COM COM 461148108 815 28332 SH DEFINED 1 28332 0 0 INTL PAPER CO COM COM 460146103 63741 1843837 SH DEFINED 1 1843837 0 0 INTRADO INC COM COM 46117A100 405 15585 SH DEFINED 1 15585 0 0 INTROGEN THERAPEUTICS INC COM 46119F107 86 16166 SH DEFINED 1 16166 0 0 INTUIT COM COM 461202103 35720 671554 SH DEFINED 1 671554 0 0 INTUITIVE SURGICAL INC COM COM NEW 46120E602 3906 33103 SH DEFINED 1 33103 0 0 INVACARE CORP COM COM 461203101 1105 35585 SH DEFINED 1 35585 0 0 INVERNESS MED INNOVATIONS I CO COM 46126P106 905 31483 SH DEFINED 1 31483 0 0 INVESTMENT TECHNOLOGY GRP N CO COM 46145F105 2091 41984 SH DEFINED 1 41984 0 0 INVESTORS FINL SERVICES COR CO COM 461915100 2873 61289 SH DEFINED 1 61289 0 0 INVESTORS REAL ESTATE TR SH BE SH BEN INT 461730103 429 44949 SH DEFINED 1 44949 0 0 INVITROGEN CORP COM COM 46185R100 3591 51204 SH DEFINED 1 51204 0 0 IOMEGA CORP COM NEW COM NEW 462030305 175 53278 SH DEFINED 1 53278 0 0 IONATRON INC COM 462070103 304 22472 SH DEFINED 1 22472 0 0 IOWA TELECOMMUNICATIONS SERV COM 462594201 502 26317 SH DEFINED 1 26317 0 0 IPASS INC COM 46261V108 434 54141 SH DEFINED 1 54141 0 0 IPAYMENT INC COM 46262E105 473 11050 SH DEFINED 1 11050 0 0 IPC HLDGS LTD ORD ORD G4933P101 4828 172121 SH DEFINED 1 172121 0 0 IRIS INTERNATIONAL INC COM COM 46270W105 287 18388 SH DEFINED 1 18388 0 0 IRON MTN INC PA COM COM 462846106 4323 106124 SH DEFINED 1 106124 0 0 IRWIN FINL CORP COM COM 464119106 270 13988 SH DEFINED 1 13988 0 0 ISCO INTL INC COM COM 46426P103 8 21729 SH DEFINED 1 21729 0 0 ISIS PHARMACEUTICALS INC COM COM 464330109 790 87711 SH DEFINED 1 87711 0 0 ISLE OF CAPRI CASINOS INC COM COM 464592104 841 25285 SH DEFINED 1 25285 0 0 ISTAR FINL INC COM COM 45031U101 4648 121433 SH DEFINED 1 121433 0 0 ITC HOLDINGS CORP COM 465685105 298 11362 SH DEFINED 1 11362 0 0 ITLA CAP CORP COM COM 450565106 281 5827 SH DEFINED 1 5827 0 0 ITRON INC COM COM 465741106 1237 20672 SH DEFINED 1 20672 0 0 ITT EDUCATIONAL SERVICES IN CO COM 45068B109 2501 39046 SH DEFINED 1 39046 0 0 ITT INDS INC IND COM COM 450911102 40139 713967 SH DEFINED 1 713967 0 0 IVANHOE ENERGY INC COM 465790103 30 10903 SH DEFINED 1 10903 0 0 IVAX DIAGNOSTICS INC COM COM 45070W109 36 10711 SH DEFINED 1 10711 0 0 IVILLAGE INC COM COM 46588H105 333 39567 SH DEFINED 1 39567 0 0 IXIA COM COM 45071R109 529 37110 SH DEFINED 1 37110 0 0 IXYS CORP COM COM 46600W106 133 14374 SH DEFINED 1 14374 0 0 J & J SNACK FOODS CORP COM COM 466032109 368 10950 SH DEFINED 1 10950 0 0 J JILL GROUP INC COM COM 466189107 446 18647 SH DEFINED 1 18647 0 0 J2 GLOBAL COMMUNICATIONS IN CO COM NEW 46626E205 954 20290 SH DEFINED 1 20290 0 0 JABIL CIRCUIT INC COM COM 466313103 27928 651612 SH DEFINED 1 651612 0 0 JACK IN THE BOX INC COM COM 466367109 1267 29131 SH DEFINED 1 29131 0 0 JACKSON HEWITT TAX SERVICE COM 468202106 818 25892 SH DEFINED 1 25892 0 0 JACOBS ENGR GROUP INC DEL COM COM 469814107 4343 50067 SH DEFINED 1 50067 0 0 JACUZZI BRANDS INC COM COM 469865109 540 54892 SH DEFINED 1 54892 0 0 JAKK 4 5/8 06/15/23 NOTE 4.625% 6/1 47012EAB2 3088 2100000 PRN DEFINED 1 2100000 0 0 JAKKS PAC INC COM COM 47012E106 1608 60119 SH DEFINED 1 60119 0 0 JAMES RIVER COAL CO COM NEW 470355207 579 17048 SH DEFINED 1 17048 0 0 JAMES RIVER GROUP INC COM 470359100 279 10359 SH DEFINED 1 10359 0 0 JAMESON INNS INC COM COM 470457102 32 12867 SH DEFINED 1 12867 0 0 JANUS CAPITAL GROUP INC COM 47102X105 18955 818099 SH DEFINED 1 818099 0 0 JARDEN CORP COM COM 471109108 1343 40889 SH DEFINED 1 40889 0 0 JDA SOFTWARE GROUP INC COM COM 46612K108 353 24415 SH DEFINED 1 24415 0 0 JDS UNIPHASE CORP COM COM 46612J101 26711 6405520 SH DEFINED 1 6405520 0 0 JEFFERIES GROUP INC NEW COM COM 472319102 2826 48312 SH DEFINED 1 48312 0 0 JER INVESTORS TRUST INC COM 46614H301 378 22756 SH DEFINED 1 22756 0 0 JETBLUE AIRWAYS CORP COM 477143101 1582 147536 SH DEFINED 1 147536 0 0 JLG INDS INC COM COM 466210101 2845 92408 SH DEFINED 1 92408 0 0 JO-ANN STORES INC COM 47758P307 173 12818 SH DEFINED 1 12818 0 0 JOHNSON & JOHNSON COM COM 478160104 659169 11130848 SH DEFINED 1 11130848 0 0 JOHNSON CTLS INC COM COM 478366107 55261 727788 SH DEFINED 1 727788 0 0 JONES APPAREL GROUP INC COM COM 480074103 15297 432498 SH DEFINED 1 432498 0 0 JONES LANG LASALLE INC COM COM 48020Q107 5021 65601 SH DEFINED 1 65601 0 0 JONES SODA CO COM 48023P106 122 14827 SH DEFINED 1 14827 0 0 JORGENSEN (EARLE M.) CO COM 480829100 242 15976 SH DEFINED 1 15976 0 0 JOS A BANK CLOTHIERS INC COM COM 480838101 684 14273 SH DEFINED 1 14273 0 0 JOURNAL COMMUNICATIONS INC-A CL A 481130102 1913 154234 SH DEFINED 1 154234 0 0 JOURNAL REGISTER CO COM COM 481138105 357 29287 SH DEFINED 1 29287 0 0 JOY GLOBAL INC COM COM 481165108 7051 117963 SH DEFINED 1 117963 0 0 JPMORGAN CHASE & CO COM 46625H100 543167 13044349 SH DEFINED 1 13044349 0 0 JUNIPER NETWORKS INC COM COM 48203R104 10373 542515 SH DEFINED 1 542515 0 0 JUPITER MEDIA CORP COM 48207D101 287 15935 SH DEFINED 1 15935 0 0 K V PHARMACEUTICAL CO CL A CL A 482740206 845 35017 SH DEFINED 1 35017 0 0 K&F INDUSTRIES HOLDINGS INC COM 482241106 300 18051 SH DEFINED 1 18051 0 0 K-SWISS INC CL A CL A 482686102 514 17045 SH DEFINED 1 17045 0 0 K2 INC COM COM 482732104 543 43272 SH DEFINED 1 43272 0 0 KADANT INC COM COM 48282T104 330 14534 SH DEFINED 1 14534 0 0 KAMAN CORP COM 483548103 524 20822 SH DEFINED 1 20822 0 0 KANBAY INTERNATIONAL INC COM COM 48369P207 274 17947 SH DEFINED 1 17947 0 0 KANSAS CITY LIFE INS CO COM COM 484836101 285 5553 SH DEFINED 1 5553 0 0 KANSAS CITY SOUTHN INDS INC CO COM NEW 485170302 1509 61082 SH DEFINED 1 61082 0 0 KAYDON CORP COM COM 486587108 1298 32167 SH DEFINED 1 32167 0 0 KB HOME COM COM 48666K109 18686 287560 SH DEFINED 1 287560 0 0 KCS ENERGY INC COM COM 482434206 1241 47740 SH DEFINED 1 47740 0 0 KEANE INC COM COM 486665102 644 40865 SH DEFINED 1 40865 0 0 KEARNY FINANCIAL CORP COM 487169104 257 18683 SH DEFINED 1 18683 0 0 KELLOGG CO COM COM 487836108 41170 934835 SH DEFINED 1 934835 0 0 KELLWOOD CO COM COM 488044108 722 23011 SH DEFINED 1 23011 0 0 KELLY SVCS INC CL A CL A 488152208 525 19316 SH DEFINED 1 19316 0 0 KEMET CORP COM COM 488360108 603 63697 SH DEFINED 1 63697 0 0 KENDLE INTERNATIONAL INC COM COM 48880L107 3089 91393 SH DEFINED 1 91393 0 0 KENEXA CORP COM 488879107 904 29406 SH DEFINED 1 29406 0 0 KENNAMETAL INC COM COM 489170100 1995 32632 SH DEFINED 1 32632 0 0 KENSEY NASH CORP COM COM 490057106 307 10720 SH DEFINED 1 10720 0 0 KERR MCGEE CORP COM COM 492386107 40964 429037 SH DEFINED 1 429037 0 0 KERYX BIOPHARMACEUTICALS IN CO COM 492515101 934 48898 SH DEFINED 1 48898 0 0 KERZNER INTERNATIONAL LTD SHS P6065Y107 2537 32606 SH DEFINED 1 32606 0 0 KEYCORP NEW COM COM 493267108 55403 1505509 SH DEFINED 1 1505509 0 0 KEYNOTE SYS INC COM COM 493308100 116 10128 SH DEFINED 1 10128 0 0 KEYSPAN CORP COM COM 49337W100 26319 643978 SH DEFINED 1 643978 0 0 KEYSTONE AUTOMOTIVE INDS IN CO COM 49338N109 670 15865 SH DEFINED 1 15865 0 0 KFORCE INC COM COM 493732101 421 33002 SH DEFINED 1 33002 0 0 KFX INC COM 48245L107 1287 70729 SH DEFINED 1 70729 0 0 KILROY RLTY CORP COM COM 49427F108 2080 26925 SH DEFINED 1 26925 0 0 KIMBALL INTL INC CL B CL B 494274103 479 31859 SH DEFINED 1 31859 0 0 KIMBERLY CLARK CORP COM COM 494368103 103188 1785256 SH DEFINED 1 1785256 0 0 KIMCO REALTY CORP COM COM 49446R109 30630 753770 SH DEFINED 1 753770 0 0 KINDER MORGAN INC KANS COM COM 49455P101 36527 397079 SH DEFINED 1 397079 0 0 KINDER MORGAN MANAGEMENT LL SH SHS 49455U100 2601 59116 SH DEFINED 1 59116 0 0 KINDRED HEALTHCARE INC COM COM 494580103 555 22072 SH DEFINED 1 22072 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 5647 137174 SH DEFINED 1 137174 0 0 KING PHARMACEUTICALS INC COM COM 495582108 19199 1112979 SH DEFINED 1 1112979 0 0 KIRBY CORP COM COM 497266106 1369 20099 SH DEFINED 1 20099 0 0 KITE REALTY GROUP TRUST COM 49803T102 453 28413 SH DEFINED 1 28413 0 0 KKR FINANCIAL CORP COM 482476306 1426 63590 SH DEFINED 1 63590 0 0 KLA-TENCOR CORP COM COM 482480100 36713 759166 SH DEFINED 1 759166 0 0 KMG AMERICA CORP COM 482563103 107 12545 SH DEFINED 1 12545 0 0 KNBT BANCORP INC COM 482921103 524 32045 SH DEFINED 1 32045 0 0 KNIGHT CAPITAL GROUP INC CL A 499005106 1613 115765 SH DEFINED 1 115765 0 0 KNIGHT RIDDER INC COM COM 499040103 15811 250140 SH DEFINED 1 250140 0 0 KNIGHT TRANSN INC COM COM 499064103 932 47183 SH DEFINED 1 47183 0 0 KNOLL INC COM NEW 498904200 800 37509 SH DEFINED 1 37509 0 0 KNOLOGY INC COM 499183804 87 12689 SH DEFINED 1 12689 0 0 KOHLS CORP COM COM 500255104 67741 1277898 SH DEFINED 1 1277898 0 0 KOMAG INC COM NEW 500453204 1464 30749 SH DEFINED 1 30749 0 0 KOMG 2 02/01/24 NOTE 2.000% 2/0 500453AE5 10043 5500000 PRN DEFINED 1 5500000 0 0 KOPIN CORP COM COM 500600101 220 43895 SH DEFINED 1 43895 0 0 KORN FERRY INTL COM NEW COM NEW 500643200 824 40398 SH DEFINED 1 40398 0 0 KOS PHARMACEUTICALS INC COM COM 500648100 1175 24606 SH DEFINED 1 24606 0 0 KOSAN BIOSCIENCES INC COM COM 50064W107 71 11993 SH DEFINED 1 11993 0 0 KRAFT FOODS INC CL A CL A 50075N104 7157 236117 SH DEFINED 1 236117 0 0 KRISPY KREME DOUGHNUTS INC COM COM 501014104 375 41796 SH DEFINED 1 41796 0 0 KROGER CO COM COM 501044101 59913 2942684 SH DEFINED 1 2942684 0 0 KRONOS INC COM COM 501052104 1115 29821 SH DEFINED 1 29821 0 0 KULICKE & SOFFA INDS INC COM COM 501242101 3180 333320 SH DEFINED 1 333320 0 0 KYPHON INC COM COM 501577100 1234 33172 SH DEFINED 1 33172 0 0 L S B BANCSHARES N C COM COM 502158108 187 10411 SH DEFINED 1 10411 0 0 L-3 COMMUNICATIONS HLDGS IN CO COM 502424104 38790 452153 SH DEFINED 1 452153 0 0 LA Z BOY INC COM COM 505336107 848 49871 SH DEFINED 1 49871 0 0 LABOR READY INC COM NEW COM NEW 505401208 1124 46946 SH DEFINED 1 46946 0 0 LABORATORY CORP AMER HLDGS COM COM NEW 50540R409 27538 470901 SH DEFINED 1 470901 0 0 LABRANCHE & CO INC COM COM 505447102 747 47274 SH DEFINED 1 47274 0 0 LACLEDE GROUP INC COM COM 505597104 577 16768 SH DEFINED 1 16768 0 0 LADISH INC COM NEW COM NEW 505754200 674 23267 SH DEFINED 1 23267 0 0 LAFARGE NORTH AMERICA INC COM COM 505862102 2167 25798 SH DEFINED 1 25798 0 0 LAIDLAW INTERNATIONAL COM 50730R102 6390 234932 SH DEFINED 1 234932 0 0 LAKELAND BANCORP INC COM COM 511637100 245 15759 SH DEFINED 1 15759 0 0 LAKELAND FINL CORP COM COM 511656100 283 6045 SH DEFINED 1 6045 0 0 LAM RESEARCH CORP COM COM 512807108 5676 132007 SH DEFINED 1 132007 0 0 LAMAR ADVERTISING CO CL A CL A 512815101 4355 82764 SH DEFINED 1 82764 0 0 LAMSON & SESSIONS CO COM COM 513696104 265 9505 SH DEFINED 1 9505 0 0 LANCASTER COLONY CORP COM COM 513847103 1094 26055 SH DEFINED 1 26055 0 0 LANCE INC COM COM 514606102 721 32030 SH DEFINED 1 32030 0 0 LANDAMERICA FINL GROUP INC COM COM 514936103 1091 16079 SH DEFINED 1 16079 0 0 LANDAUER INC COM COM 51476K103 412 8194 SH DEFINED 1 8194 0 0 LANDRYS RESTAURANTS INC COM COM 51508L103 595 16836 SH DEFINED 1 16836 0 0 LANDSTAR SYS INC COM COM 515098101 2457 55684 SH DEFINED 1 55684 0 0 LANTRONIX INC COM COM 516548104 54 22878 SH DEFINED 1 22878 0 0 LAS VEGAS SANDS CORP COM 517834107 6344 111959 SH DEFINED 1 111959 0 0 LASALLE HOTEL PPTYS COM SH BEN COM SH BEN INT 517942108 1595 38904 SH DEFINED 1 38904 0 0 LASERCARD CORP COM COM 51807U101 322 14333 SH DEFINED 1 14333 0 0 LASERSCOPE COM 518081104 351 14862 SH DEFINED 1 14862 0 0 LATTICE SEMICONDUCTOR CORP COM COM 518415104 615 92268 SH DEFINED 1 92268 0 0 LAUDER ESTEE COS INC CL A CL A 518439104 16588 446031 SH DEFINED 1 446031 0 0 LAUREATE EDUCATION INC COM COM 518613104 2302 43117 SH DEFINED 1 43117 0 0 LAWSON PRODS INC COM COM 520776105 215 5243 SH DEFINED 1 5243 0 0 LAWSON SOFTWARE INC COM COM 520780107 593 77312 SH DEFINED 1 77312 0 0 LAYNE CHRISTENSEN COMPANY COM 521050104 359 10713 SH DEFINED 1 10713 0 0 LCA-VISION INC COM NEW COM PAR $.001 501803308 855 17069 SH DEFINED 1 17069 0 0 LCC INTERNATIONAL INC CL A CL A 501810105 42 11442 SH DEFINED 1 11442 0 0 LEADIS TECHNOLOGY INC COM COM 52171N103 96 16849 SH DEFINED 1 16849 0 0 LEAP WIRELESS INTL INC COM NEW 521863308 1746 40056 SH DEFINED 1 40056 0 0 LEAPFROG ENTERPRISES INC CL A CL A 52186N106 299 28198 SH DEFINED 1 28198 0 0 LEAR CORP COM COM 521865105 984 55507 SH DEFINED 1 55507 0 0 LECG CORP COM 523234102 442 22953 SH DEFINED 1 22953 0 0 LECROY CORP COM COM 52324W109 503 32123 SH DEFINED 1 32123 0 0 LEE ENTERPRISES INC COM COM 523768109 1139 34207 SH DEFINED 1 34207 0 0 LEGACY BANCORP INC/WISCONSIN CL A 52463G105 279 18619 SH DEFINED 1 18619 0 0 LEGG MASON INC COM COM 524901105 13805 110151 SH DEFINED 1 110151 0 0 LEGGETT & PLATT INC COM COM 524660107 16632 682493 SH DEFINED 1 682493 0 0 LEHMAN BROS HLDGS INC COM COM 524908100 146812 1015791 SH DEFINED 1 1015791 0 0 LENNAR CORP COM CL A 526057104 30679 508092 SH DEFINED 1 508092 0 0 LENNOX INTL INC COM COM 526107107 1873 62728 SH DEFINED 1 62728 0 0 LENOX GROUP INC COM 526262100 174 13279 SH DEFINED 1 13279 0 0 LEUCADIA NATL CORP COM COM 527288104 4562 76463 SH DEFINED 1 76463 0 0 LEVEL 3 COMMUNICATIONS INC COM COM 52729N100 3652 705020 SH DEFINED 1 705020 0 0 LEVITT CORP CL A CL A 52742P108 284 12891 SH DEFINED 1 12891 0 0 LEXAR MEDIA INC COM COM 52886P104 508 59219 SH DEFINED 1 59219 0 0 LEXICON GENETICS INC COM COM 528872104 182 32941 SH DEFINED 1 32941 0 0 LEXINGTON CORP PPTYS TR COM COM 529043101 941 45134 SH DEFINED 1 45134 0 0 LEXMARK INTL NEW CL A CL A 529771107 18484 407318 SH DEFINED 1 407318 0 0 LIBERTY GLOBAL INC-A COM SER A 530555101 8847 432196 SH DEFINED 1 432196 0 0 LIBERTY GLOBAL INC-C COM SER C 530555309 311 15763 SH DEFINED 1 15763 0 0 LIBERTY MEDIA CORP NEW COM SER COM SER A 530718105 20301 2472761 SH DEFINED 1 2472761 0 0 LIBERTY PPTY TR SH BEN INT SH BEN INT 531172104 3322 70446 SH DEFINED 1 70446 0 0 LIFE TIME FITNESS INC COM 53217R207 1132 24162 SH DEFINED 1 24162 0 0 LIFECELL CORP COM COM 531927101 578 25628 SH DEFINED 1 25628 0 0 LIFECORE BIOMEDICAL INC COM COM 532187101 171 14579 SH DEFINED 1 14579 0 0 LIFEPOINT HOSPITALS INC COM COM 53219L109 1520 48866 SH DEFINED 1 48866 0 0 LIGHTBRIDGE INC COM COM 532226107 902 81295 SH DEFINED 1 81295 0 0 LILLY ELI & CO COM COM 532457108 231461 4185556 SH DEFINED 1 4185556 0 0 LIMITED BRANDS INC COM 532716107 31780 1299270 SH DEFINED 1 1299270 0 0 LIN TV CORP CL A CL A 532774106 178 19798 SH DEFINED 1 19798 0 0 LINCARE HLDGS INC COM COM 532791100 3867 99255 SH DEFINED 1 99255 0 0 LINCOLN ELEC HLDGS INC COM COM 533900106 2102 38934 SH DEFINED 1 38934 0 0 LINCOLN NATL CORP IND COM COM 534187109 57781 1058450 SH DEFINED 1 1058450 0 0 LINDSAY MFG CO COM COM 535555106 314 11582 SH DEFINED 1 11582 0 0 LINEAR TECHNOLOGY CORP COM COM 535678106 40870 1165060 SH DEFINED 1 1165060 0 0 LIONBRIDGE TECHNOLOGIES INC CO COM 536252109 411 51943 SH DEFINED 1 51943 0 0 LITHIA MTRS INC CL A CL A 536797103 567 16349 SH DEFINED 1 16349 0 0 LITTELFUSE INC COM COM 537008104 789 23115 SH DEFINED 1 23115 0 0 LIVE NATION COM 538034109 1193 60153 SH DEFINED 1 60153 0 0 LIVEPERSON INC COM 538146101 139 19152 SH DEFINED 1 19152 0 0 LIZ CLAIBORNE INC COM COM 539320101 16529 403336 SH DEFINED 1 403336 0 0 LKQ CORP COM 501889208 1194 57383 SH DEFINED 1 57383 0 0 LMI AEROSPACE INC COM 502079106 718 39600 SH DEFINED 1 39600 0 0 LO-JACK CORP COM COM 539451104 434 18093 SH DEFINED 1 18093 0 0 LOCKHEED MARTIN CORP COM COM 539830109 104417 1389818 SH DEFINED 1 1389818 0 0 LODGENET ENTMT CORP COM COM 540211109 288 18472 SH DEFINED 1 18472 0 0 LODGIAN INC COM COM PAR $.01 54021P403 426 30634 SH DEFINED 1 30634 0 0 LOEWS CORP CAROLNA GP STK CAROLNA GP STK 540424207 3267 69116 SH DEFINED 1 69116 0 0 LOEWS CORP COM COM 540424108 51136 505296 SH DEFINED 1 505296 0 0 LONE STAR STEAKHOUSE SALOON CO COM 542307103 534 18775 SH DEFINED 1 18775 0 0 LONE STAR TECHNOLOGIES INC COM COM 542312103 1410 25445 SH DEFINED 1 25445 0 0 LONGS DRUG STORES CORP COM COM 543162101 1360 29388 SH DEFINED 1 29388 0 0 LONGVIEW FIBRE CO COM COM 543213102 1222 47298 SH DEFINED 1 47298 0 0 LORAL SPACE & COMMUNICATION CO COM 543881106 281 9819 SH DEFINED 1 9819 0 0 LOUDEYE CORPORATION COM 545754103 64 124650 SH DEFINED 1 124650 0 0 LOUISIANA PAC CORP COM COM 546347105 10671 392320 SH DEFINED 1 392320 0 0 LOWES COS INC COM COM 548661107 187072 2903035 SH DEFINED 1 2903035 0 0 LSI INDS INC COM COM 50216C108 402 23578 SH DEFINED 1 23578 0 0 LSI LOGIC CORP COM COM 502161102 17134 1482175 SH DEFINED 1 1482175 0 0 LTC PPTYS INC COM COM 502175102 1445 62126 SH DEFINED 1 62126 0 0 LTX CORP COM COM 502392103 2299 425831 SH DEFINED 1 425831 0 0 LUBRIZOL CORP COM COM 549271104 2756 64329 SH DEFINED 1 64329 0 0 LUBYS INC COM COM 549282101 166 13286 SH DEFINED 1 13286 0 0 LUCENT TECHNOLOGIES INC COM COM 549463107 50987 16716963 SH DEFINED 1 16716963 0 0 LUFKIN INDS INC COM COM 549764108 861 15535 SH DEFINED 1 15535 0 0 LUMINENT MORTGAGE CAPITAL INC COM 550278303 270 33306 SH DEFINED 1 33306 0 0 LUMINEX CORP DEL COM COM 55027E102 376 25306 SH DEFINED 1 25306 0 0 LYON WILLIAM HOMES COM COM 552074106 404 4221 SH DEFINED 1 4221 0 0 LYONDELL CHEMICAL CO COM COM 552078107 7025 353025 SH DEFINED 1 353025 0 0 M & T BK CORP COM COM 55261F104 33679 295071 SH DEFINED 1 295071 0 0 M D C HLDGS INC COM COM 552676108 1698 26400 SH DEFINED 1 26400 0 0 M SMUCKER CO/THE-NEW COM COM NEW 832696405 2481 62498 SH DEFINED 1 62498 0 0 M/I HOMES INC COM 55305B101 378 8053 SH DEFINED 1 8053 0 0 MACATAWA BK CORP COM COM 554225102 598 15770 SH DEFINED 1 15770 0 0 MACDERMID INC COM COM 554273102 600 18656 SH DEFINED 1 18656 0 0 MACE SEC INTL INC COM COM NEW 554335208 26 10018 SH DEFINED 1 10018 0 0 MACERICH CO COM COM 554382101 4346 58763 SH DEFINED 1 58763 0 0 MACK CALI RLTY CORP COM COM 554489104 2552 53174 SH DEFINED 1 53174 0 0 MACQUARIE INFRASTRUCTURE CO SH BEN INT 55607X108 828 25492 SH DEFINED 1 25492 0 0 MACROVISION CORP COM COM 555904101 938 42351 SH DEFINED 1 42351 0 0 MADDEN STEVEN LTD COM COM 556269108 580 16325 SH DEFINED 1 16325 0 0 MAF BANCORP INC COM COM 55261R108 1290 29472 SH DEFINED 1 29472 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 1156 28571 SH DEFINED 1 28571 0 0 MAGELLAN MIDSTREAM PARTNERS COM UNIT RP LP 559080106 428 13010 SH DEFINED 1 13010 0 0 MAGMA DESIGN AUTOMATION COM COM 559181102 259 29974 SH DEFINED 1 29974 0 0 MAGUIRE PROPERTIES INC COM 559775101 1100 30135 SH DEFINED 1 30135 0 0 MAIDENFORM BRANDS INC COM 560305104 379 34437 SH DEFINED 1 34437 0 0 MAIN STR BKS INC NEW COM COM 56034R102 624 24098 SH DEFINED 1 24098 0 0 MAINSOURCE FINANCIAL GP INC CO COM 56062Y102 428 22622 SH DEFINED 1 22622 0 0 MAIR HOLDINGS INC COM 560635104 82 17434 SH DEFINED 1 17434 0 0 MAJESCO ENTERTAINMENT CO COM NEW 560690208 28 19990 SH DEFINED 1 19990 0 0 MANAGEMENT NETWORK GROUP IN CO COM 561693102 35 15849 SH DEFINED 1 15849 0 0 MANHATTAN ASSOCS INC COM COM 562750109 669 30402 SH DEFINED 1 30402 0 0 MANITOWOC INC COM COM 563571108 2424 26597 SH DEFINED 1 26597 0 0 MANNATECH INC COM 563771104 270 15539 SH DEFINED 1 15539 0 0 MANNKIND CORP COM COM 56400P201 715 35004 SH DEFINED 1 35004 0 0 MANOR CARE INC NEW COM COM 564055101 13017 293515 SH DEFINED 1 293515 0 0 MANPOWER INC COM COM 56418H100 4325 75640 SH DEFINED 1 75640 0 0 MANTECH INTL CORP CL A CL A 564563104 602 18135 SH DEFINED 1 18135 0 0 MANUGISTICS GROUP INC COM COM 565011103 83 38262 SH DEFINED 1 38262 0 0 MAPINFO CORP COM COM 565105103 326 23247 SH DEFINED 1 23247 0 0 MARATHON OIL CORP COM COM 565849106 106389 1396725 SH DEFINED 1 1396725 0 0 MARCHEX INC-CLASS B CL B 56624R108 528 24571 SH DEFINED 1 24571 0 0 MARCUS CORP COM COM 566330106 304 15248 SH DEFINED 1 15248 0 0 MARINE PRODS CORP COM COM 568427108 251 22819 SH DEFINED 1 22819 0 0 MARINEMAX INC COM COM 567908108 480 14326 SH DEFINED 1 14326 0 0 MARINER ENERGY INC COM 56845T305 1684 82101 SH DEFINED 1 82101 0 0 MARITRANS INC COM 570363101 391 16014 SH DEFINED 1 16014 0 0 MARKEL CORP COM COM 570535104 2729 8083 SH DEFINED 1 8083 0 0 MARKETAXESS HOLDINGS INC COM 57060D108 195 16224 SH DEFINED 1 16224 0 0 MARRIOTT INTL INC NEW CL A CL A 571903202 42210 615312 SH DEFINED 1 615312 0 0 MARSH & MCLENNAN COS INC COM COM 571748102 59881 2039560 SH DEFINED 1 2039560 0 0 MARSHALL & ILSLEY CORP COM COM 571834100 34030 780869 SH DEFINED 1 780869 0 0 MARTEK BIOSCIENCES CORP COM COM 572901106 967 29463 SH DEFINED 1 29463 0 0 MARTEN TRANSPORT LTD COM 573075108 260 14371 SH DEFINED 1 14371 0 0 MARTHA STEWART LIVING OMNIM CL CL A 573083102 421 24975 SH DEFINED 1 24975 0 0 MARTIN MARIETTA MATLS INC COM COM 573284106 5790 54100 SH DEFINED 1 54100 0 0 MARVEL ENTERTAINMENT INC COM 57383T103 1245 61903 SH DEFINED 1 61903 0 0 MARVELL TECHNOLOGY GROUP LT OR ORD G5876H105 11880 219592 SH DEFINED 1 219592 0 0 MASCO CORP COM COM 574599106 50483 1553800 SH DEFINED 1 1553800 0 0 MASSEY ENERGY CORP COM COM 576206106 2658 73691 SH DEFINED 1 73691 0 0 MASTEC INC COM COM 576323109 631 44535 SH DEFINED 1 44535 0 0 MATRIA HEALTHCARE INC COM NEW COM NEW 576817209 707 18631 SH DEFINED 1 18631 0 0 MATRIX SERVICE CO COM 576853105 277 24164 SH DEFINED 1 24164 0 0 MATRIXONE INC COM COM 57685P304 382 53329 SH DEFINED 1 53329 0 0 MATTEL INC COM COM 577081102 26394 1455808 SH DEFINED 1 1455808 0 0 MATTHEWS INTL CORP CL A CL A 577128101 1179 30827 SH DEFINED 1 30827 0 0 MATTSON TECHNOLOGY INC COM COM 577223100 370 30841 SH DEFINED 1 30841 0 0 MAVERICK TUBE CORP COM 577914104 2057 38828 SH DEFINED 1 38828 0 0 MAX RE CAPITAL LTD HAMILTON SH SHS G6052F103 5017 210784 SH DEFINED 1 210784 0 0 MAXIM INTEGRATED PRODS INC COM COM 57772K101 46184 1243180 SH DEFINED 1 1243180 0 0 MAXIMUS INC COM COM 577933104 718 19959 SH DEFINED 1 19959 0 0 MAXTOR CORP COM NEW COM NEW 577729205 2157 225618 SH DEFINED 1 225618 0 0 MAXYGEN INC COM COM 577776107 178 21502 SH DEFINED 1 21502 0 0 MB FINANCIAL INC NEW COM COM 55264U108 979 27656 SH DEFINED 1 27656 0 0 MBIA INC COM COM 55262C100 29923 497644 SH DEFINED 1 497644 0 0 MBT FINANCIAL CORP COM 578877102 193 11462 SH DEFINED 1 11462 0 0 MCAFEE INC COM 579064106 3692 151737 SH DEFINED 1 151737 0 0 MCCLATCHY CO CL A CL A 579489105 803 16442 SH DEFINED 1 16442 0 0 MCCORMICK & CO INC COM NON VTG COM NON VTG 579780206 16665 492166 SH DEFINED 1 492166 0 0 MCDATA CORP CL A CL A 580031201 540 116833 SH DEFINED 1 116833 0 0 MCDERMOTT INTL INC COM COM 580037109 4922 90391 SH DEFINED 1 90391 0 0 MCDONALDS CORP COM COM 580135101 164476 4786842 SH DEFINED 1 4786842 0 0 MCGRATH RENTCORP COM COM 580589109 589 19579 SH DEFINED 1 19579 0 0 MCGRAW HILL COS INC COM COM 580645109 81295 1410883 SH DEFINED 1 1410883 0 0 MCKESSON CORP COM COM 58155Q103 59229 1136188 SH DEFINED 1 1136188 0 0 MCMORAN EXPLORATION CO COM COM 582411104 318 17817 SH DEFINED 1 17817 0 0 MDI INC COM COM 552705105 17 11559 SH DEFINED 1 11559 0 0 MDRX 3 1/2 07/15/24 DBCV 3.500% 7/1 01988PAB4 1742 1000000 PRN DEFINED 1 1000000 0 0 MDU RES GROUP INC COM COM 552690109 3482 104093 SH DEFINED 1 104093 0 0 MEADWESTVACO CORP COM COM 583334107 18527 678387 SH DEFINED 1 678387 0 0 MEASUREMENT SPECIALTIES INC CO COM 583421102 310 11862 SH DEFINED 1 11862 0 0 MECHANICAL TECHNOLOGY INC COM COM 583538103 63 16755 SH DEFINED 1 16755 0 0 MEDALLION FINL CORP COM COM 583928106 294 21734 SH DEFINED 1 21734 0 0 MEDAREX INC COM COM 583916101 1375 104005 SH DEFINED 1 104005 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 65018 1136274 SH DEFINED 1 1136274 0 0 MEDIA GEN INC CL A CL A 584404107 1018 21840 SH DEFINED 1 21840 0 0 MEDIACOM COMMUNICATIONS COR CL CL A 58446K105 347 60283 SH DEFINED 1 60283 0 0 MEDICAL ACTION INDS INC COM COM 58449L100 309 12886 SH DEFINED 1 12886 0 0 MEDICAL PROPERTIES TRUST INC COM 58463J304 984 91084 SH DEFINED 1 91084 0 0 MEDICAL STAFFING NTWK HLDG INC COM 58463F104 67 12863 SH DEFINED 1 12863 0 0 MEDICINES CO COM COM 584688105 958 46570 SH DEFINED 1 46570 0 0 MEDICIS PHARMACEUTICAL CORP CL CL A NEW 584690309 1596 48945 SH DEFINED 1 48945 0 0 MEDIMMUNE INC COM COM 584699102 35470 969661 SH DEFINED 1 969661 0 0 MEDIS TECHNOLOGIES LTD COM COM 58500P107 367 15733 SH DEFINED 1 15733 0 0 MEDTRONIC INC COM COM 585055106 230137 4534718 SH DEFINED 1 4534718 0 0 MELLON FINL CORP COM COM 58551A108 54909 1542380 SH DEFINED 1 1542380 0 0 MEMC ELECTR MATLS INC COM COM 552715104 4885 132319 SH DEFINED 1 132319 0 0 MENS WEARHOUSE INC COM COM 587118100 3975 110591 SH DEFINED 1 110591 0 0 MENTOR CORP MINN COM COM 587188103 1581 34890 SH DEFINED 1 34890 0 0 MENTOR GRAPHICS CORP COM COM 587200106 882 79848 SH DEFINED 1 79848 0 0 MERCANTILE BANK CORP COM 587376104 337 8610 SH DEFINED 1 8610 0 0 MERCANTILE BANKSHARES CORP COM COM 587405101 4160 108182 SH DEFINED 1 108182 0 0 MERCK & CO INC COM COM 589331107 288335 8184372 SH DEFINED 1 8184372 0 0 MERCURY COMPUTER SYS COM COM 589378108 305 18823 SH DEFINED 1 18823 0 0 MERCURY GENL CORP NEW COM COM 589400100 1442 26272 SH DEFINED 1 26272 0 0 MEREDITH CORP COM COM 589433101 8794 157618 SH DEFINED 1 157618 0 0 MERGE TECHNOLOGIES INC COM COM 589981109 430 26933 SH DEFINED 1 26933 0 0 MERIDIAN BIOSCIENCE INC COM COM 589584101 954 35361 SH DEFINED 1 35361 0 0 MERIDIAN GOLD INC COM COM 589975101 2706 91577 SH DEFINED 1 91577 0 0 MERIDIAN RESOURCE CORP COM COM 58977Q109 2038 503159 SH DEFINED 1 503159 0 0 MERISTAR HOSPITALITY CORP COM COM 58984Y103 908 87459 SH DEFINED 1 87459 0 0 MERIT MED SYS INC COM COM 589889104 292 24310 SH DEFINED 1 24310 0 0 MERITAGE HOMES CORP COM COM 59001A102 1020 18567 SH DEFINED 1 18567 0 0 MERRILL LYNCH & CO INC COM COM 590188108 270601 3435769 SH DEFINED 1 3435769 0 0 MESA 2.115 02/10/24 NOTE 2.115% 2/1 590479AD3 4721 8000000 PRN DEFINED 1 8000000 0 0 MESA AIR GROUP INC COM COM 590479101 505 44140 SH DEFINED 1 44140 0 0 METABASIS THERAPEUTICS INC COM COM 59101M105 263 28943 SH DEFINED 1 28943 0 0 METAL MANAGEMENT INC COM NEW 591097209 880 27814 SH DEFINED 1 27814 0 0 METASOLV INC COM COM 59139P104 46 15018 SH DEFINED 1 15018 0 0 METHANEX CORP COM COM 59151K108 3611 176403 SH DEFINED 1 176403 0 0 METHODE ELECTRS INC CL A COM 591520200 434 39850 SH DEFINED 1 39850 0 0 METLIFE INC COM COM 59156R108 132892 2747397 SH DEFINED 1 2747397 0 0 METRO HEALTH NETWORKS INC COM 592142103 78 36067 SH DEFINED 1 36067 0 0 METRO ONE TELECOMMUNICATION CO COM 59163F105 8 12350 SH DEFINED 1 12350 0 0 METROLOGIC INSTRUMENTS INC COM 591676101 242 10482 SH DEFINED 1 10482 0 0 MFA MORTGAGE INVESTMENTS INC COM 55272X102 704 110807 SH DEFINED 1 110807 0 0 MGE ENERGY INC COM 55277P104 518 15619 SH DEFINED 1 15619 0 0 MGI PHARMA INC COM COM 552880106 1384 79092 SH DEFINED 1 79092 0 0 MGIC INVT CORP WIS COM COM 552848103 21688 325498 SH DEFINED 1 325498 0 0 MGM MIRAGE COM COM 552953101 4586 106439 SH DEFINED 1 106439 0 0 MICHAELS STORES INC COM COM 594087108 4574 121717 SH DEFINED 1 121717 0 0 MICREL INC COM COM 594793101 859 57968 SH DEFINED 1 57968 0 0 MICROCHIP TECHNOLOGY INC COM COM 595017104 8129 223933 SH DEFINED 1 223933 0 0 MICRON TECHNOLOGY INC COM COM 595112103 33991 2309166 SH DEFINED 1 2309166 0 0 MICROS SYS INC COM COM 594901100 1742 37804 SH DEFINED 1 37804 0 0 MICROSEMI CORP COM COM 595137100 1756 60313 SH DEFINED 1 60313 0 0 MICROSOFT CORP COM COM 594918104 926026 34032570 SH DEFINED 1 34032570 0 0 MICROSTRATEGY INC CL A CL A NEW 594972408 1242 11793 SH DEFINED 1 11793 0 0 MICROTEK MEDICAL HOLDINGS INC COM 59515B109 83 23580 SH DEFINED 1 23580 0 0 MICROTUNE INC DEL COM COM 59514P109 352 67399 SH DEFINED 1 67399 0 0 MICROVISION INC WASH COM COM 594960106 35 12033 SH DEFINED 1 12033 0 0 MICRUS ENDOVASCULAR CORP COM 59518V102 252 17795 SH DEFINED 1 17795 0 0 MID-AMER APT CMNTYS INC COM COM 59522J103 1365 24937 SH DEFINED 1 24937 0 0 MID-STATE BANCSHARES COM COM 595440108 568 19313 SH DEFINED 1 19313 0 0 MIDAS GROUP INC COM COM 595626102 232 10630 SH DEFINED 1 10630 0 0 MIDDLEBY CORP COM COM 596278101 706 8435 SH DEFINED 1 8435 0 0 MIDDLESEX WATER CO COM COM 596680108 250 13202 SH DEFINED 1 13202 0 0 MIDLAND CO COM COM 597486109 491 14026 SH DEFINED 1 14026 0 0 MIDWAY GAMES INC COM COM 598148104 249 26985 SH DEFINED 1 26985 0 0 MIDWEST BANC HOLDINGS INC COM COM 598251106 408 15712 SH DEFINED 1 15712 0 0 MIKOHN GAMING CORP COM COM 59862K108 200 20866 SH DEFINED 1 20866 0 0 MILACRON INC COM COM 598709103 26 16209 SH DEFINED 1 16209 0 0 MILLENNIUM CELL INC COM COM 60038B105 18 11060 SH DEFINED 1 11060 0 0 MILLENNIUM PHARMACEUTICALS COM COM 599902103 3266 323087 SH DEFINED 1 323087 0 0 MILLER HERMAN INC COM COM 600544100 3167 97703 SH DEFINED 1 97703 0 0 MILLER INDS INC TENN COM NEW COM NEW 600551204 236 9274 SH DEFINED 1 9274 0 0 MILLICOM INTL CELLULAR S.A. SHS NEW L6388F110 331 7031 SH DEFINED 1 7031 0 0 MILLIPORE CORP COM COM 601073109 14328 196110 SH DEFINED 1 196110 0 0 MILLS CORP COM COM 601148109 1576 56270 SH DEFINED 1 56270 0 0 MINDSPEED TECHNOLOGIES INC COM 602682106 2825 709760 SH DEFINED 1 709760 0 0 MINE SAFETY APPLIANCES CO COM COM 602720104 919 21882 SH DEFINED 1 21882 0 0 MINERALS TECHNOLOGIES INC COM COM 603158106 1089 18637 SH DEFINED 1 18637 0 0 MIPS TECHNOLOGIES INC COM 604567107 238 31929 SH DEFINED 1 31929 0 0 MIRANT CORP COM 60467R100 6548 261918 SH DEFINED 1 261918 0 0 MISSION WEST PPTYS INC COM COM 605203108 362 30841 SH DEFINED 1 30841 0 0 MITCHAM INDS INC COM COM 606501104 3364 202187 SH DEFINED 1 202187 0 0 MIVA INC COM 55311R108 63 15503 SH DEFINED 1 15503 0 0 MKS INSTRUMENT INC COM COM 55306N104 972 41501 SH DEFINED 1 41501 0 0 MOBILE MINI INC COM COM 60740F105 798 25802 SH DEFINED 1 25802 0 0 MOBILITY ELECTRONICS INC COM COM 60741U101 219 26236 SH DEFINED 1 26236 0 0 MOBIUS MANAGEMENT SYSTEMS COM 606925105 85 13654 SH DEFINED 1 13654 0 0 MODINE MFG CO COM COM 607828100 781 26473 SH DEFINED 1 26473 0 0 MOHAWK INDS INC COM COM 608190104 3445 42673 SH DEFINED 1 42673 0 0 MOLECULAR DEVICES CORP COM COM 60851C107 679 20473 SH DEFINED 1 20473 0 0 MOLEX INC COM COM 608554101 17750 534647 SH DEFINED 1 534647 0 0 MOLINA HEALTHCARE INC COM 60855R100 256 7653 SH DEFINED 1 7653 0 0 MOLSON COORS BREWING CO -B CL B 60871R209 14782 215423 SH DEFINED 1 215423 0 0 MOMENTA PHARMACEUTICALS INC CO COM 60877T100 360 18321 SH DEFINED 1 18321 0 0 MONACO COACH CORP COM COM 60886R103 373 27813 SH DEFINED 1 27813 0 0 MONARCH CASINO & RESORT INC CO COM 609027107 260 9142 SH DEFINED 1 9142 0 0 MONEYGRAM INTERNATIONAL, INC. COM 60935Y109 2290 74552 SH DEFINED 1 74552 0 0 MONMOUTH REAL ESTATE INVT C CL CL A 609720107 157 18687 SH DEFINED 1 18687 0 0 MONOGRAM BIOSCIENCES INC COM 60975U108 228 123692 SH DEFINED 1 123692 0 0 MONOLITHIC POWER SYSTEMS INC COM 609839105 249 13364 SH DEFINED 1 13364 0 0 MONOLITHIC SYS TECHNOLOGY I CO COM 609842109 130 14657 SH DEFINED 1 14657 0 0 MONRO MUFFLER BRAKE INC COM COM 610236101 378 10167 SH DEFINED 1 10167 0 0 MONSANTO CO NEW COM COM 61166W101 85171 1004965 SH DEFINED 1 1004965 0 0 MONSTER WORLDWIDE INC COM 611742107 23862 478572 SH DEFINED 1 478572 0 0 MONTPELIER RE HOLDINGS LTD SHS G62185106 4425 271459 SH DEFINED 1 271459 0 0 MOODYS CORP COM COM 615369105 65043 910195 SH DEFINED 1 910195 0 0 MOOG INC CL A CL A 615394202 1501 42282 SH DEFINED 1 42282 0 0 MORGAN STANLEY COM NEW 617446448 251783 4008008 SH DEFINED 1 4008008 0 0 MORGANS HOTEL GROUP CO COM 61748W108 345 19527 SH DEFINED 1 19527 0 0 MORNINGSTAR INC COM 617700109 808 18047 SH DEFINED 1 18047 0 0 MORTGAGEIT HOLDINGS INC COM 61915Q108 339 31287 SH DEFINED 1 31287 0 0 MOSAIC CO/THE COM 61945A107 1602 111620 SH DEFINED 1 111620 0 0 MOTIVE INC COM COM 61980V107 53 13506 SH DEFINED 1 13506 0 0 MOTOROLA INC COM COM 620076109 214191 9349250 SH DEFINED 1 9349250 0 0 MOVADO GROUP INC COM COM 624580106 594 25754 SH DEFINED 1 25754 0 0 MOVIE GALLERY INC COM COM 624581104 65 21614 SH DEFINED 1 21614 0 0 MPS GROUP INC COM COM 553409103 1416 92551 SH DEFINED 1 92551 0 0 MRO SOFTWARE INC COM COM 55347W105 246 15415 SH DEFINED 1 15415 0 0 MRV COMMUNICATIONS INC COM COM 553477100 359 87516 SH DEFINED 1 87516 0 0 MSC INDL DIRECT INC CL A CL A 553530106 2255 41743 SH DEFINED 1 41743 0 0 MTC TECHNOLOGIES INC COM COM 55377A106 297 10626 SH DEFINED 1 10626 0 0 MTI TECHNOLOGY CORP COM COM 553903105 18 12837 SH DEFINED 1 12837 0 0 MTR GAMING GROUP INC COM COM 553769100 325 31581 SH DEFINED 1 31581 0 0 MTS SYS CORP COM COM 553777103 720 17202 SH DEFINED 1 17202 0 0 MUELLER INDS INC COM COM 624756102 3686 103270 SH DEFINED 1 103270 0 0 MULTI-FINELINE ELECTRONIX IN COM 62541B101 647 11064 SH DEFINED 1 11064 0 0 MULTIMEDIA GAMES INC COM COM 625453105 342 22970 SH DEFINED 1 22970 0 0 MURPHY OIL CORP COM COM 626717102 30878 619800 SH DEFINED 1 619800 0 0 MWI VETERINARY SUPPLY INC COM 55402X105 216 6566 SH DEFINED 1 6566 0 0 MYERS INDS INC COM COM 628464109 416 25988 SH DEFINED 1 25988 0 0 MYLAN LABS INC COM COM 628530107 21085 901069 SH DEFINED 1 901069 0 0 MYOGEN INC COM 62856E104 1038 28645 SH DEFINED 1 28645 0 0 MYRIAD GENETICS INC COM COM 62855J104 1027 39349 SH DEFINED 1 39349 0 0 NABI BIOPHARMACEUTICALS COM COM 629519109 294 52212 SH DEFINED 1 52212 0 0 NABORS INDS INC COM SHS G6359F103 42194 589469 SH DEFINED 1 589469 0 0 NACCO INDS INC CL A CL A 629579103 923 5992 SH DEFINED 1 5992 0 0 NALCO HOLDING CO COM 62985Q101 1305 73718 SH DEFINED 1 73718 0 0 NANOGEN INC COM COM 630075109 118 39198 SH DEFINED 1 39198 0 0 NAPCO SECURITY SYSTEMS INC COM 630402105 193 11648 SH DEFINED 1 11648 0 0 NAPSTER INC COM COM 630797108 107 31578 SH DEFINED 1 31578 0 0 NARA BANCORP INC COM COM 63080P105 394 22445 SH DEFINED 1 22445 0 0 NASDAQ STOCK MARKET INC COM 631103108 3159 78895 SH DEFINED 1 78895 0 0 NASH FINCH CO COM COM 631158102 367 12279 SH DEFINED 1 12279 0 0 NASTECH PHARMACEUTICAL INC COM COM PAR $0.006 631728409 710 39458 SH DEFINED 1 39458 0 0 NATCO GROUP INC CL A CL A 63227W203 272 10044 SH DEFINED 1 10044 0 0 NATIONAL BEVERAGE CORP COM COM 635017106 201 17376 SH DEFINED 1 17376 0 0 NATIONAL CITY CORP COM COM 635405103 71337 2044037 SH DEFINED 1 2044037 0 0 NATIONAL FINANCIAL PARTNERS COM 63607P208 1813 32070 SH DEFINED 1 32070 0 0 NATIONAL FUEL GAS CO N J COM COM 636180101 2483 75891 SH DEFINED 1 75891 0 0 NATIONAL HEALTH INVS INC COM COM 63633D104 612 24101 SH DEFINED 1 24101 0 0 NATIONAL HEALTH REALTY INC COM COM 635905102 312 15653 SH DEFINED 1 15653 0 0 NATIONAL HEALTHCARE CORP COM COM 635906100 293 7312 SH DEFINED 1 7312 0 0 NATIONAL INFO CONSORTIUM IN CO COM 62914B100 142 23089 SH DEFINED 1 23089 0 0 NATIONAL INSTRS CORP COM COM 636518102 1689 51769 SH DEFINED 1 51769 0 0 NATIONAL OILWELL VARCO INC COM COM 637071101 41861 652847 SH DEFINED 1 652847 0 0 NATIONAL PENN BANCSHARES IN CO COM 637138108 913 42896 SH DEFINED 1 42896 0 0 NATIONAL SEMICONDUCTOR CORP CO COM 637640103 37642 1352086 SH DEFINED 1 1352086 0 0 NATIONAL WESTN LIFE INS CO CL CL A 638522102 524 2256 SH DEFINED 1 2256 0 0 NATIONWIDE FINL SVCS INC CL A CL A 638612101 2093 48660 SH DEFINED 1 48660 0 0 NATIONWIDE HEALTH PPTYS INC CO COM 638620104 1246 57953 SH DEFINED 1 57953 0 0 NATUS MEDICAL INC COM 639050103 218 10655 SH DEFINED 1 10655 0 0 NAUTILUS INC COM 63910B102 335 22437 SH DEFINED 1 22437 0 0 NAV 2 1/2 12/15/07 NOTE 2.500%12/1 63934EAG3 2011 2000000 PRN DEFINED 1 2000000 0 0 NAVARRE CORP COM COM 639208107 68 15958 SH DEFINED 1 15958 0 0 NAVIGANT CONSULTING INC COM COM 63935N107 848 39734 SH DEFINED 1 39734 0 0 NAVIGANT INTL INC COM COM 63935R108 248 20162 SH DEFINED 1 20162 0 0 NAVIGATORS GROUP INC COM COM 638904102 630 12695 SH DEFINED 1 12695 0 0 NAVISITE INC COM COM NEW 63935M208 49 12397 SH DEFINED 1 12397 0 0 NAVISTAR INTL CORP NEW COM COM 63934E108 6334 229659 SH DEFINED 1 229659 0 0 NAVTEQ CORP COM COM 63936L100 4179 82511 SH DEFINED 1 82511 0 0 NBC CAP CORP COM COM 628729105 356 15524 SH DEFINED 1 15524 0 0 NBT BANCORP INC COM COM 628778102 763 32799 SH DEFINED 1 32799 0 0 NBTY INC COM COM 628782104 1173 52074 SH DEFINED 1 52074 0 0 NCI BUILDING SYS INC COM COM 628852105 1189 19898 SH DEFINED 1 19898 0 0 NCO GROUP INC COM COM 628858102 562 23681 SH DEFINED 1 23681 0 0 NCR CORP NEW COM COM 62886E108 28480 681503 SH DEFINED 1 681503 0 0 NEENAH PAPER INC COM 640079109 626 19124 SH DEFINED 1 19124 0 0 NEKTAR THERAPEUTICS COM 640268108 1597 78340 SH DEFINED 1 78340 0 0 NELNET INC-CL A CL A 64031N108 820 19690 SH DEFINED 1 19690 0 0 NELSON THOMAS INC COM COM 640376109 340 11614 SH DEFINED 1 11614 0 0 NEOPHARM INC COM COM 640919106 112 13356 SH DEFINED 1 13356 0 0 NEORX CORP COM PAR $0.02 COM PAR $0.02 640520300 14 10417 SH DEFINED 1 10417 0 0 NEOSE TECHNOLOGIES INC COM COM 640522108 36 13279 SH DEFINED 1 13279 0 0 NEOWARE INC COM COM 64065P102 532 17944 SH DEFINED 1 17944 0 0 NETBANK INC COM COM 640933107 216 29859 SH DEFINED 1 29859 0 0 NETFLIX COM INC COM COM 64110L106 1320 45545 SH DEFINED 1 45545 0 0 NETGEAR INC COM 64111Q104 413 21704 SH DEFINED 1 21704 0 0 NETIQ CORP COM COM 64115P102 503 45103 SH DEFINED 1 45103 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 681 16533 SH DEFINED 1 16533 0 0 NETRATINGS INC COM COM 64116M108 157 11880 SH DEFINED 1 11880 0 0 NETSCOUT SYS INC COM COM 64115T104 193 21172 SH DEFINED 1 21172 0 0 NETWORK APPLIANCE INC COM COM 64120L104 51386 1426197 SH DEFINED 1 1426197 0 0 NETWORK ENGINES INC COM COM 64121A107 45 14488 SH DEFINED 1 14488 0 0 NETWORK EQUIP TECHNOLOGIES COM COM 641208103 52 13191 SH DEFINED 1 13191 0 0 NEUROCRINE BIOSCIENCES INC COM COM 64125C109 2655 41130 SH DEFINED 1 41130 0 0 NEUROGEN CORP COM COM 64124E106 113 18299 SH DEFINED 1 18299 0 0 NEUSTAR INC-CLASS A CL A 64126X201 1758 56717 SH DEFINED 1 56717 0 0 NEW CENTURY REIT INC COM 6435EV108 2171 47179 SH DEFINED 1 47179 0 0 NEW FRONTIER MEDIA INC COM COM 644398109 1197 157649 SH DEFINED 1 157649 0 0 NEW JERSEY RES COM COM 646025106 1067 23576 SH DEFINED 1 23576 0 0 NEW PLAN EXCEL RLTY TR INC COM COM 648053106 2308 88984 SH DEFINED 1 88984 0 0 NEW RIVER PHARMACEUTICALS COM COM 648468205 2364 71187 SH DEFINED 1 71187 0 0 NEW YORK & CO COM 649295102 1122 75111 SH DEFINED 1 75111 0 0 NEW YORK CMNTY BANCORP INC COM COM 649445103 3781 215787 SH DEFINED 1 215787 0 0 NEW YORK MORTGAGE TRUST INC COM 649604105 99 18314 SH DEFINED 1 18314 0 0 NEW YORK TIMES CO CL A CL A 650111107 13866 547839 SH DEFINED 1 547839 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 1638 113497 SH DEFINED 1 113497 0 0 NEWCASTLE INVESTMENT CORP COM 65105M108 978 40904 SH DEFINED 1 40904 0 0 NEWELL RUBBERMAID INC COM COM 651229106 25841 1025836 SH DEFINED 1 1025836 0 0 NEWFIELD EXPL CO COM COM 651290108 8321 198588 SH DEFINED 1 198588 0 0 NEWMARKET CORP COM COM 651587107 1083 22751 SH DEFINED 1 22751 0 0 NEWMONT MINING CORP COM COM 651639106 86007 1657495 SH DEFINED 1 1657495 0 0 NEWPARK RES INC COM PAR $.01NE COM PAR $.01NEW 651718504 714 87098 SH DEFINED 1 87098 0 0 NEWPORT CORP COM COM 651824104 957 50750 SH DEFINED 1 50750 0 0 NEWS CORP-CL A CL A 65248E104 149234 8984564 SH DEFINED 1 8984564 0 0 NEXTEL PARTNERS INC CL A CL A 65333F107 3909 138014 SH DEFINED 1 138014 0 0 NGAS RESOURCES INC COM 62912T103 156 18027 SH DEFINED 1 18027 0 0 NICOR INC COM COM 654086107 6609 167059 SH DEFINED 1 167059 0 0 NIGHTHAWK RADIOLOGY HOLDINGS COM 65411N105 214 8949 SH DEFINED 1 8949 0 0 NII HOLDINGS INC-CL B CL B NEW 62913F201 7656 129829 SH DEFINED 1 129829 0 0 NIKE INC CL B CL B 654106103 59876 703591 SH DEFINED 1 703591 0 0 NISOURCE INC COM COM 65473P105 20659 1021733 SH DEFINED 1 1021733 0 0 NITROMED INC COM 654798503 228 27167 SH DEFINED 1 27167 0 0 NMS COMMUNICATIONS CORP COM COM 629248105 1232 326855 SH DEFINED 1 326855 0 0 NOBLE CORP SHS G65422100 41379 510218 SH DEFINED 1 510218 0 0 NOBLE ENERGY INC COM 655044105 6671 151888 SH DEFINED 1 151888 0 0 NORDSON CORP COM COM 655663102 1738 34859 SH DEFINED 1 34859 0 0 NORDSTROM INC COM COM 655664100 32202 821909 SH DEFINED 1 821909 0 0 NORFOLK SOUTHERN CORP COM COM 655844108 86970 1608474 SH DEFINED 1 1608474 0 0 NORTH FORK BANCORPORATION N CO COM 659424105 50804 1762198 SH DEFINED 1 1762198 0 0 NORTH PITTSBURGH SYS INC COM COM 661562108 218 9328 SH DEFINED 1 9328 0 0 NORTHEAST UTILS COM COM 664397106 2883 147632 SH DEFINED 1 147632 0 0 NORTHERN TR CORP COM COM 665859104 37254 709597 SH DEFINED 1 709597 0 0 NORTHFIELD LABS INC COM COM 666135108 218 21803 SH DEFINED 1 21803 0 0 NORTHROP GRUMMAN CORP COM COM 666807102 89276 1307309 SH DEFINED 1 1307309 0 0 NORTHSTAR REALTY FINANCE CORP COM 66704R100 214 19589 SH DEFINED 1 19589 0 0 NORTHWEST BANCORP INC PA COM COM 667328108 702 28359 SH DEFINED 1 28359 0 0 NORTHWEST NAT GAS CO COM COM 667655104 1005 28312 SH DEFINED 1 28312 0 0 NORTHWESTERN CORP COM NEW 668074305 1141 36654 SH DEFINED 1 36654 0 0 NOVA CHEMICALS CORP COM COM 66977W109 2879 101000 SH DEFINED 1 101000 0 0 NOVASTAR FINL INC COM COM 669947400 860 25706 SH DEFINED 1 25706 0 0 NOVATEL WIRELESS INC COM COM NEW 66987M604 236 26363 SH DEFINED 1 26363 0 0 NOVAVAX INC COM COM 670002104 1815 227503 SH DEFINED 1 227503 0 0 NOVELL INC COM COM 670006105 11274 1467994 SH DEFINED 1 1467994 0 0 NOVELLUS SYS INC COM COM 670008101 12279 511615 SH DEFINED 1 511615 0 0 NOVEN PHARMACEUTICALS INC COM COM 670009109 514 28528 SH DEFINED 1 28528 0 0 NPS PHARMACEUTICALS INC COM COM 62936P103 407 47614 SH DEFINED 1 47614 0 0 NRG ENERGY INC COM NEW 629377508 3858 85307 SH DEFINED 1 85307 0 0 NS GROUP INC COM COM 628916108 995 21618 SH DEFINED 1 21618 0 0 NSTAR COM COM 67019E107 2645 92454 SH DEFINED 1 92454 0 0 NTELOS HOLDINGS CORP COM 67020Q107 237 16893 SH DEFINED 1 16893 0 0 NTL INCORPORATED NEW COMMON ST COM 62941W101 7447 255807 SH DEFINED 1 255807 0 0 NTN COMMUNUNICATIONS INC COM N COM NEW 629410309 23 16316 SH DEFINED 1 16316 0 0 NU SKIN ENTERPRISES INC CL A CL A 67018T105 2175 124059 SH DEFINED 1 124059 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 1805 152826 SH DEFINED 1 152826 0 0 NUCO2 INC COM COM 629428103 271 8551 SH DEFINED 1 8551 0 0 NUCOR CORP COM COM 670346105 60465 577009 SH DEFINED 1 577009 0 0 NUTRI/SYSTEM INC COM 67069D108 1296 27268 SH DEFINED 1 27268 0 0 NUTRITION 21 INC COM COM 67069V108 35 16280 SH DEFINED 1 16280 0 0 NUVASIVE INC COM 670704105 826 43833 SH DEFINED 1 43833 0 0 NUVEEN INVESTMENTS INC CL A 67090F106 3461 71876 SH DEFINED 1 71876 0 0 NUVELO INC COM NEW 67072M301 869 48784 SH DEFINED 1 48784 0 0 NVIDIA CORP COM COM 67066G104 37084 647648 SH DEFINED 1 647648 0 0 NVR INC COM COM 62944T105 3514 4756 SH DEFINED 1 4756 0 0 NYSE GROUP INC COM 62949W103 1920 24222 SH DEFINED 1 24222 0 0 O CHARLEYS INC COM COM 670823103 439 23756 SH DEFINED 1 23756 0 0 O REILLY AUTOMOTIVE INC COM COM 686091109 3802 104005 SH DEFINED 1 104005 0 0 OAKLEY INC COM COM 673662102 556 32639 SH DEFINED 1 32639 0 0 OCCIDENTAL PETE CORP DEL COM COM 674599105 148715 1605124 SH DEFINED 1 1605124 0 0 OCEANEERING INTL INC COM COM 675232102 1503 26223 SH DEFINED 1 26223 0 0 OCEANFIRST FINL CORP COM COM 675234108 294 11983 SH DEFINED 1 11983 0 0 OCWEN FINL CORP COM COM 675746101 379 37128 SH DEFINED 1 37128 0 0 ODYSSEY HEALTHCARE INC COM COM 67611V101 643 37389 SH DEFINED 1 37389 0 0 ODYSSEY MARINE EXPLORATION COM 676118102 151 41200 SH DEFINED 1 41200 0 0 ODYSSEY RE HLDGS CORP COM COM 67612W108 502 23119 SH DEFINED 1 23119 0 0 OFFICE DEPOT INC COM COM 676220106 41197 1106270 SH DEFINED 1 1106270 0 0 OFFICEMAX INC COM 67622P101 8033 266265 SH DEFINED 1 266265 0 0 OGE ENERGY CORP COM COM 670837103 2608 89936 SH DEFINED 1 89936 0 0 OHIO CAS CORP COM COM 677240103 1994 62908 SH DEFINED 1 62908 0 0 OIL STS INTL INC COM COM 678026105 1073 29131 SH DEFINED 1 29131 0 0 OLD DOMINION FGHT LINES INC CO COM 679580100 1075 39902 SH DEFINED 1 39902 0 0 OLD NATL BANCORP IND COM COM 680033107 1230 56823 SH DEFINED 1 56823 0 0 OLD REP INTL CORP COM COM 680223104 4012 183854 SH DEFINED 1 183854 0 0 OLD SECOND BANCORP INC ILL COM COM 680277100 422 12845 SH DEFINED 1 12845 0 0 OLIN CORP COM PAR $1 COM PAR $1 680665205 1404 65390 SH DEFINED 1 65390 0 0 OLYMPIC STEEL INC COM COM 68162K106 202 6677 SH DEFINED 1 6677 0 0 OM GROUP INC COM COM 670872100 476 20690 SH DEFINED 1 20690 0 0 OMEGA FINL CORP COM COM 682092101 385 11357 SH DEFINED 1 11357 0 0 OMEGA HEALTHCARE INVS INC COM COM 681936100 918 65501 SH DEFINED 1 65501 0 0 OMEGA PROTEIN CORP COM 68210P107 65 11301 SH DEFINED 1 11301 0 0 OMI CORP NEW COM COM Y6476W104 1155 64111 SH DEFINED 1 64111 0 0 OMNICARE INC COM COM 681904108 5714 103909 SH DEFINED 1 103909 0 0 OMNICOM GROUP INC COM COM 681919106 55604 667915 SH DEFINED 1 667915 0 0 OMNIVISION TECHNOLOGIES INC CO COM 682128103 1636 54158 SH DEFINED 1 54158 0 0 OMNOVA SOLUTIONS INC COM COM 682129101 135 22056 SH DEFINED 1 22056 0 0 ON ASSIGNMENT INC COM COM 682159108 825 75140 SH DEFINED 1 75140 0 0 ON SEMICONDUCTOR CORP COM COM 682189105 1032 142185 SH DEFINED 1 142185 0 0 ON2 TECHNOLOGIES INC COM 68338A107 25 31051 SH DEFINED 1 31051 0 0 ONEOK INC NEW COM COM 682680103 2807 87036 SH DEFINED 1 87036 0 0 ONLINE RESOURCES CORP COM 68273G101 225 17283 SH DEFINED 1 17283 0 0 ONYX PHARMACEUTICALS INC COM COM 683399109 1000 38096 SH DEFINED 1 38096 0 0 OPEN SOLUTIONS INC COM 68371P102 631 23093 SH DEFINED 1 23093 0 0 OPENTV CORP CL A CL A G67543101 285 96790 SH DEFINED 1 96790 0 0 OPENWAVE SYS INC COM COM NEW 683718308 1857 86054 SH DEFINED 1 86054 0 0 OPLINK COMMUNICATIONS INC COM COM NEW 68375Q403 329 18946 SH DEFINED 1 18946 0 0 OPNET TECHNOLOGIES INC COM COM 683757108 138 12882 SH DEFINED 1 12882 0 0 OPSWARE INC COM 68383A101 764 89107 SH DEFINED 1 89107 0 0 OPTEUM INC CL A 68384A100 169 19752 SH DEFINED 1 19752 0 0 OPTICAL COMMUNICATION PRODS CL CL A 68382T101 46 14797 SH DEFINED 1 14797 0 0 OPTIMAL GROUP INC CL A NEW CL A NEW 68388R208 2039 140350 SH DEFINED 1 140350 0 0 OPTION CARE INC COM COM 683948103 260 18354 SH DEFINED 1 18354 0 0 OPTIONSXPRESS HOLDINGS INC COM 684010101 1000 34379 SH DEFINED 1 34379 0 0 ORACLE CORP COM COM 68389X105 198934 14531347 SH DEFINED 1 14531347 0 0 ORASURE TECHNOLOGIES INC COM COM 68554V108 407 39543 SH DEFINED 1 39543 0 0 ORBITAL SCIENCES CORP COM COM 685564106 1043 65900 SH DEFINED 1 65900 0 0 ORCHID CELLMARK INC COM 68573C107 144 25067 SH DEFINED 1 25067 0 0 ORCKIT COMMUNICATIONS LTD SHS NEW M7531S206 2230 101461 SH DEFINED 1 101461 0 0 OREGON STL MLS INC COM COM 686079104 1646 32165 SH DEFINED 1 32165 0 0 ORIENT-EXPRESS HOTELS LTD CL A CL A G67743107 1621 41331 SH DEFINED 1 41331 0 0 ORIENTAL FINL GROUP INC COM COM 68618W100 223 15421 SH DEFINED 1 15421 0 0 ORIGEN FINANCIAL INC COM 68619E208 131 21519 SH DEFINED 1 21519 0 0 ORMAT TECHNOLOGIES INC COM 686688102 281 7382 SH DEFINED 1 7382 0 0 ORTHOLOGIC CORP COM COM 68750J107 104 47360 SH DEFINED 1 47360 0 0 ORTHOVITA INC COM 68750U102 111 26867 SH DEFINED 1 26867 0 0 OSCIENT PHARMACEUTICALS CORP C COM 68812R105 178 88879 SH DEFINED 1 88879 0 0 OSHKOSH TRUCK CORP COM COM 688239201 4252 68317 SH DEFINED 1 68317 0 0 OSI PHARMACEUTICALS INC COM COM 671040103 1804 56206 SH DEFINED 1 56206 0 0 OSI SYSTEMS INC COM COM 671044105 209 9888 SH DEFINED 1 9888 0 0 OTTER TAIL CORP COM COM 689648103 753 26237 SH DEFINED 1 26237 0 0 OUTBACK STEAKHOUSE INC COM COM 689899102 2748 62462 SH DEFINED 1 62462 0 0 OUTDOOR CHANNEL HOLDINGS INC C COM NEW 690027206 245 24010 SH DEFINED 1 24010 0 0 OVERSEAS SHIPHOLDING GROUP COM COM 690368105 1155 24096 SH DEFINED 1 24096 0 0 OVERSTOCK COM INC DEL COM COM 690370101 280 9392 SH DEFINED 1 9392 0 0 OWENS & MINOR INC NEW COM COM 690732102 1182 36068 SH DEFINED 1 36068 0 0 OWENS ILL INC COM NEW COM NEW 690768403 2312 133117 SH DEFINED 1 133117 0 0 OXFORD INDS INC COM COM 691497309 565 11057 SH DEFINED 1 11057 0 0 P C CONNECTION COM COM 69318J100 61 10601 SH DEFINED 1 10601 0 0 P F CHANGS CHINA BISTRO INC CO COM 69333Y108 1316 26703 SH DEFINED 1 26703 0 0 PACCAR INC COM COM 693718108 45337 643256 SH DEFINED 1 643256 0 0 PACER INTL INC TENN COM COM 69373H106 1356 41500 SH DEFINED 1 41500 0 0 PACIFIC CAP BANCORP NEW COM COM 69404P101 1650 48772 SH DEFINED 1 48772 0 0 PACIFIC ETHANOL INC COM 69423U107 521 24148 SH DEFINED 1 24148 0 0 PACIFIC SUNWEAR CALIF INC COM COM 694873100 4789 216096 SH DEFINED 1 216096 0 0 PACKAGING CORP AMER COM COM 695156109 1653 73679 SH DEFINED 1 73679 0 0 PACKETEER INC COM COM 695210104 332 28640 SH DEFINED 1 28640 0 0 PACTIV CORP COM COM 695257105 13174 536822 SH DEFINED 1 536822 0 0 PAIN THERAPEUTICS INC COM COM 69562K100 386 35548 SH DEFINED 1 35548 0 0 PALATIN TECHNOLOGIES INC COM NEW 696077304 57 21217 SH DEFINED 1 21217 0 0 PALL CORP COM COM 696429307 14507 465109 SH DEFINED 1 465109 0 0 PALM HARBOR HOMES COM COM 696639103 345 16082 SH DEFINED 1 16082 0 0 PALM INC COM 696643105 2023 87355 SH DEFINED 1 87355 0 0 PALOMAR MED TECHNOLOGIES IN CO COM NEW 697529303 732 21897 SH DEFINED 1 21897 0 0 PAN PACIFIC RETAIL PPTYS IN CO COM 69806L104 3292 46438 SH DEFINED 1 46438 0 0 PANACOS PHARMACEUTICALS INC COM 69811Q106 2069 273704 SH DEFINED 1 273704 0 0 PANAMSAT HOLDING CORP COM 69831Y105 1045 42120 SH DEFINED 1 42120 0 0 PANERA BREAD CO CL A CL A 69840W108 2192 29157 SH DEFINED 1 29157 0 0 PANHANDLE ROYALTY CO-CL A CL A 698477106 269 14442 SH DEFINED 1 14442 0 0 PANTRY INC COM COM 698657103 1264 20254 SH DEFINED 1 20254 0 0 PAPA JOHNS INTL INC COM COM 698813102 776 23666 SH DEFINED 1 23666 0 0 PAR PHARMACEUTICALS COS INC COM 69888P106 1371 48664 SH DEFINED 1 48664 0 0 PARALLEL PETE CORP DEL COM COM 699157103 978 52993 SH DEFINED 1 52993 0 0 PARAMETRIC TECHNOLOGY CORP COM COM NEW 699173209 6902 422638 SH DEFINED 1 422638 0 0 PAREXEL INTL CORP COM COM 699462107 606 22915 SH DEFINED 1 22915 0 0 PARK ELECTROCHEMICAL CORP COM COM 700416209 496 16816 SH DEFINED 1 16816 0 0 PARK NATL CORP COM COM 700658107 1117 10490 SH DEFINED 1 10490 0 0 PARKER DRILLING CO COM COM 701081101 739 79745 SH DEFINED 1 79745 0 0 PARKER HANNIFIN CORP COM COM 701094104 39224 486593 SH DEFINED 1 486593 0 0 PARKWAY PPTYS INC COM COM 70159Q104 711 16269 SH DEFINED 1 16269 0 0 PARLUX FRAGRANCES INC COM 701645103 238 7390 SH DEFINED 1 7390 0 0 PARTICLE DRILLING TECHNOLOGI COM 70212G101 97 18049 SH DEFINED 1 18049 0 0 PARTNERRE LTD COM COM G6852T105 2849 45888 SH DEFINED 1 45888 0 0 PARTNERS TRUST FINCL GROUP COM COM 70213F102 633 53145 SH DEFINED 1 53145 0 0 PATHMARK STORES INC NEW COM COM 70322A101 316 30208 SH DEFINED 1 30208 0 0 PATTERSON COS INC COM 703395103 18354 521408 SH DEFINED 1 521408 0 0 PATTERSON UTI ENERGY INC COM COM 703481101 8453 264472 SH DEFINED 1 264472 0 0 PAXAR CORP COM COM 704227107 598 30536 SH DEFINED 1 30536 0 0 PAXSON COMMUNICATIONS CORP COM COM 704231109 23 24038 SH DEFINED 1 24038 0 0 PAYCHEX INC COM COM 704326107 53090 1274365 SH DEFINED 1 1274365 0 0 PAYLESS SHOESOURCE INC COM COM 704379106 1487 64955 SH DEFINED 1 64955 0 0 PCLN2 1/4 01/15/25 NOTE 2.250% 1/1 741503AE6 4708 5000000 PRN DEFINED 1 5000000 0 0 PDF SOLUTIONS INC COM COM 693282105 353 18645 SH DEFINED 1 18645 0 0 PDL BIOPHARMA INC COM COM 69329Y104 3555 108389 SH DEFINED 1 108389 0 0 PEABODY ENERGY CORP COM COM 704549104 11699 232077 SH DEFINED 1 232077 0 0 PEDIATRIX MED GROUP COM COM 705324101 4848 47236 SH DEFINED 1 47236 0 0 PEERLESS SYS CORP COM COM 705536100 199 26456 SH DEFINED 1 26456 0 0 PEETS COFFEE & TEA INC COM COM 705560100 417 13906 SH DEFINED 1 13906 0 0 PEGASUS SOLUTIONS INC COM COM 705906105 239 25435 SH DEFINED 1 25435 0 0 PEGASYSTEMS INC COM COM 705573103 126 15391 SH DEFINED 1 15391 0 0 PEMSTAR INC COM COM 706552106 36 17180 SH DEFINED 1 17180 0 0 PENN NATL GAMING INC COM COM 707569109 5713 135445 SH DEFINED 1 135445 0 0 PENN TREATY AMERN CORP COM COM NEW 707874400 387 41965 SH DEFINED 1 41965 0 0 PENN VA CORP COM COM 707882106 1197 16859 SH DEFINED 1 16859 0 0 PENN VA RESOURCES PARTNERS COM COM 707884102 543 9465 SH DEFINED 1 9465 0 0 PENNEY J C INC COM COM 708160106 52200 864103 SH DEFINED 1 864103 0 0 PENNSYLVANIA RL ESTATE INVT SH SH BEN INT 709102107 1728 39266 SH DEFINED 1 39266 0 0 PENTAIR INC COM COM 709631105 3662 89859 SH DEFINED 1 89859 0 0 PENWEST PHARMACEUTICALS CO COM COM 709754105 499 22987 SH DEFINED 1 22987 0 0 PEOPLES BANCORP INC COM COM 709789101 254 8469 SH DEFINED 1 8469 0 0 PEOPLES BK BRIDGEPORT CONN COM COM 710198102 2290 69929 SH DEFINED 1 69929 0 0 PEOPLES ENERGY CORP COM COM 711030106 5130 143952 SH DEFINED 1 143952 0 0 PEP BOYS MANNY MOE & JACK COM COM 713278109 623 41200 SH DEFINED 1 41200 0 0 PEPCO HOLDINGS INC COM 713291102 3932 172525 SH DEFINED 1 172525 0 0 PEPSI BOTTLING GROUP INC COM COM 713409100 15374 505885 SH DEFINED 1 505885 0 0 PEPSIAMERICAS INC COM COM 71343P200 1599 65387 SH DEFINED 1 65387 0 0 PEPSICO INC COM COM 713448108 359689 6224074 SH DEFINED 1 6224074 0 0 PER-SE TECHNOLOGIES INC COM NE COM NEW 713569309 926 34744 SH DEFINED 1 34744 0 0 PEREGRINE PHARMACEUTICALS I CO COM 713661106 252 163350 SH DEFINED 1 163350 0 0 PERFICIENT INC COM 71375U101 174 14967 SH DEFINED 1 14967 0 0 PERFORMANCE FOOD GROUP CO COM COM 713755106 2460 78878 SH DEFINED 1 78878 0 0 PERICOM SEMICONDUCTOR CORP COM COM 713831105 189 19133 SH DEFINED 1 19133 0 0 PERINI CORP COM COM 713839108 770 25356 SH DEFINED 1 25356 0 0 PERKINELMER INC COM COM 714046109 13391 570544 SH DEFINED 1 570544 0 0 PEROT SYS CORP CL A CL A 714265105 1142 73371 SH DEFINED 1 73371 0 0 PERRIGO CO COM COM 714290103 1390 85250 SH DEFINED 1 85250 0 0 PERVASIVE SOFTWARE INC COM COM 715710109 43 10518 SH DEFINED 1 10518 0 0 PETCO ANIMAL SUPPLIES COM NEW COM NEW 716016209 4801 203685 SH DEFINED 1 203685 0 0 PETMED EXPRESS INC COM 716382106 500 28135 SH DEFINED 1 28135 0 0 PETROHAWK ENERGY CORP COM COM 716495106 1071 78159 SH DEFINED 1 78159 0 0 PETROLEUM DEV CORP COM COM 716578109 778 17157 SH DEFINED 1 17157 0 0 PETROQUEST ENERGY INC COM COM 716748108 3021 299403 SH DEFINED 1 299403 0 0 PETSMART INC COM COM 716768106 3923 139422 SH DEFINED 1 139422 0 0 PFF BANCORP INC COM COM 69331W104 940 27885 SH DEFINED 1 27885 0 0 PFIZER INC COM COM 717081103 690804 27720885 SH DEFINED 1 27720885 0 0 PFSWEB INC COM COM 717098107 31 25098 SH DEFINED 1 25098 0 0 PG&E CORP COM COM 69331C108 50404 1295733 SH DEFINED 1 1295733 0 0 PHARMACEUTICAL PROD DEV INC CO COM 717124101 3436 99268 SH DEFINED 1 99268 0 0 PHARMACYCLICS INC COM COM 716933106 53 11423 SH DEFINED 1 11423 0 0 PHARMION CORP COM 71715B409 304 16895 SH DEFINED 1 16895 0 0 PHARMOS CORP COM NEW COM PAR $.03 717139307 42 17187 SH DEFINED 1 17187 0 0 PHASE FORWARD INC COM COM 71721R406 227 20369 SH DEFINED 1 20369 0 0 PHELPS DODGE CORP COM COM 717265102 63231 785183 SH DEFINED 1 785183 0 0 PHH CORP COM NEW 693320202 1247 46686 SH DEFINED 1 46686 0 0 PHI INC COM NON VTG 69336T205 227 6171 SH DEFINED 1 6171 0 0 PHILADELPHIA CONS HLDG CORP CO COM 717528103 5816 170343 SH DEFINED 1 170343 0 0 PHILLIPS VAN HEUSEN CORP COM COM 718592108 1288 33712 SH DEFINED 1 33712 0 0 PHOENIX COS INC NEW COM COM 71902E109 1768 108463 SH DEFINED 1 108463 0 0 PHOENIX TECHNOLOGY LTD COM COM 719153108 88 12996 SH DEFINED 1 12996 0 0 PHOTON DYNAMICS INC COM COM 719364101 268 14273 SH DEFINED 1 14273 0 0 PHOTRONICS INC COM COM 719405102 729 38870 SH DEFINED 1 38870 0 0 PICO HLDGS INC COM NEW COM NEW 693366205 275 8357 SH DEFINED 1 8357 0 0 PIEDMONT NAT GAS INC COM COM 720186105 1584 66024 SH DEFINED 1 66024 0 0 PIER 1 IMPORTS INC COM COM 720279108 796 68590 SH DEFINED 1 68590 0 0 PIKE ELECTRIC CORP COM 721283109 203 9650 SH DEFINED 1 9650 0 0 PILGRIMS PRIDE CORP CL B COM 721467108 827 38163 SH DEFINED 1 38163 0 0 PINNACLE AIRLINES CORP COM 723443107 140 21096 SH DEFINED 1 21096 0 0 PINNACLE ENTMT INC COM COM 723456109 1215 43141 SH DEFINED 1 43141 0 0 PINNACLE FINANCIAL PARTNERS COM 72346Q104 546 19897 SH DEFINED 1 19897 0 0 PINNACLE WEST CAP CORP COM COM 723484101 14392 368074 SH DEFINED 1 368074 0 0 PIONEER COMPANIES INC COM NEW 723643300 402 13190 SH DEFINED 1 13190 0 0 PIONEER DRILLING COMPANY COM 723655106 3290 200252 SH DEFINED 1 200252 0 0 PIONEER NAT RES CO COM COM 723787107 5205 117624 SH DEFINED 1 117624 0 0 PIPER JAFFRAY CO COM 724078100 1443 26234 SH DEFINED 1 26234 0 0 PITNEY BOWES INC COM COM 724479100 36387 847590 SH DEFINED 1 847590 0 0 PIXAR COM COM 725811103 3870 60339 SH DEFINED 1 60339 0 0 PIXELWORKS INC COM COM 72581M107 171 34319 SH DEFINED 1 34319 0 0 PLACER SIERRA BANCSHARES COM 726079106 214 7505 SH DEFINED 1 7505 0 0 PLAINS EXPLORATION & PROD COM 726505100 6499 168182 SH DEFINED 1 168182 0 0 PLANAR SYS INC COM COM 726900103 362 21369 SH DEFINED 1 21369 0 0 PLANETOUT INC COM COM 727058109 134 13183 SH DEFINED 1 13183 0 0 PLANTRONICS INC NEW COM COM 727493108 1438 40586 SH DEFINED 1 40586 0 0 PLATINUM UNDERWRITERS HLDGS COM G7127P100 4550 156356 SH DEFINED 1 156356 0 0 PLAYBOY ENTERPRISES INC CL B CL B 728117300 295 20771 SH DEFINED 1 20771 0 0 PLAYTEX PRODS INC COM COM 72813P100 322 30744 SH DEFINED 1 30744 0 0 PLEXUS CORP COM COM 729132100 1711 45534 SH DEFINED 1 45534 0 0 PLUG POWER INC COM COM 72919P103 425 85049 SH DEFINED 1 85049 0 0 PLUM CREEK TIMBER CO INC COM COM 729251108 25923 701956 SH DEFINED 1 701956 0 0 PLX TECHNOLOGY INC COM COM 693417107 319 25445 SH DEFINED 1 25445 0 0 PMA CAP CORP CL A CL A 693419202 466 45758 SH DEFINED 1 45758 0 0 PMC-SIERRA INC COM COM 69344F106 9413 765905 SH DEFINED 1 765905 0 0 PMI GROUP INC COM COM 69344M101 3488 75955 SH DEFINED 1 75955 0 0 PNC FINL SVCS GROUP INC COM COM 693475105 73348 1089698 SH DEFINED 1 1089698 0 0 PNM RES INC COM COM 69349H107 3460 141795 SH DEFINED 1 141795 0 0 POGO PRODUCING CO COM COM 730448107 2365 47057 SH DEFINED 1 47057 0 0 POLARIS INDS INC COM COM 731068102 2015 36935 SH DEFINED 1 36935 0 0 POLO RALPH LAUREN CORP CL A CL A 731572103 3011 49676 SH DEFINED 1 49676 0 0 POLYCOM INC COM COM 73172K104 1820 83955 SH DEFINED 1 83955 0 0 POLYMEDICA CORP COM COM 731738100 936 22088 SH DEFINED 1 22088 0 0 POLYONE CORP COM COM 73179P106 887 95219 SH DEFINED 1 95219 0 0 POPULAR INC COM COM 733174106 4901 236057 SH DEFINED 1 236057 0 0 PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 1029 21979 SH DEFINED 1 21979 0 0 POSSIS MEDICAL INC COM COM 737407106 214 21056 SH DEFINED 1 21056 0 0 POST PPTYS INC COM COM 737464107 1865 41906 SH DEFINED 1 41906 0 0 POTASH CORP SASK INC COM COM 73755L107 3064 34800 SH DEFINED 1 34800 0 0 POTLATCH CORP COM COM 737630103 1338 31225 SH DEFINED 1 31225 0 0 POWER INTEGRATIONS INC COM COM 739276103 706 28482 SH DEFINED 1 28482 0 0 POWER-ONE INC COM COM 739308104 543 75426 SH DEFINED 1 75426 0 0 POWERWAVE TECHNOLOGIES INC COM COM 739363109 1520 112665 SH DEFINED 1 112665 0 0 POZEN INC COM COM 73941U102 346 20741 SH DEFINED 1 20741 0 0 PPG INDS INC COM COM 693506107 39134 617748 SH DEFINED 1 617748 0 0 PPL CORP COM COM 69351T106 41794 1421548 SH DEFINED 1 1421548 0 0 PRA INTERNATIONAL COM 69353C101 498 20101 SH DEFINED 1 20101 0 0 PRAXAIR INC COM COM 74005P104 66420 1204347 SH DEFINED 1 1204347 0 0 PRE PAID LEGAL SVCS INC COM COM 740065107 440 12393 SH DEFINED 1 12393 0 0 PRECISION CASTPARTS CORP COM COM 740189105 6859 115469 SH DEFINED 1 115469 0 0 PREMIERE GLOBAL SERVICES INC COM 740585104 475 58951 SH DEFINED 1 58951 0 0 PREMIERWEST BANCORP COM 740921101 336 18162 SH DEFINED 1 18162 0 0 PREMIUM STANDARD FARMS INC COM 74060C105 299 17057 SH DEFINED 1 17057 0 0 PRESIDENTIAL LIFE CORP COM COM 740884101 583 22949 SH DEFINED 1 22949 0 0 PRESSTEK INC COM COM 741113104 351 29471 SH DEFINED 1 29471 0 0 PRESTIGE BRANDS HOLDINGS INC COM 74112D101 397 32590 SH DEFINED 1 32590 0 0 PRG-SCHULTZ INTERNATIONAL I CO COM 69357C107 40 65702 SH DEFINED 1 65702 0 0 PRICE COMMUNICATIONS CORP COM COM NEW 741437305 759 42901 SH DEFINED 1 42901 0 0 PRICE T ROWE GROUP INC COM COM 74144T108 42482 543176 SH DEFINED 1 543176 0 0 PRICELINE COM INC COM COM NEW 741503403 653 26301 SH DEFINED 1 26301 0 0 PRICESMART INC COM COM 741511109 181 22690 SH DEFINED 1 22690 0 0 PRIDE INTL INC DEL COM COM 74153Q102 6996 224362 SH DEFINED 1 224362 0 0 PRIMEDIA INC COM COM 74157K101 218 105162 SH DEFINED 1 105162 0 0 PRIMUS GUARANTY LTD SHS G72457107 240 21499 SH DEFINED 1 21499 0 0 PRIMUS TELECOMMUNICATIONS G CO COM 741929103 39 50674 SH DEFINED 1 50674 0 0 PRINCETON REVIEW INC COM COM 742352107 151 24925 SH DEFINED 1 24925 0 0 PRINCIPAL FINANCIAL GROUP I CO COM 74251V102 50820 1041385 SH DEFINED 1 1041385 0 0 PRIVATEBANCORP INC COM COM 742962103 1207 29084 SH DEFINED 1 29084 0 0 PROASSURANCE CORP COM COM 74267C106 1393 26779 SH DEFINED 1 26779 0 0 PROCTER & GAMBLE CO COM COM 742718109 710738 12334912 SH DEFINED 1 12334912 0 0 PROGENICS PHARMACEUTICALS I CO COM 743187106 494 18634 SH DEFINED 1 18634 0 0 PROGRESS ENERGY INC COM COM 743263105 41488 943333 SH DEFINED 1 943333 0 0 PROGRESS SOFTWARE CORP COM COM 743312100 1095 37649 SH DEFINED 1 37649 0 0 PROGRESSIVE CORP OHIO COM COM 743315103 76281 731641 SH DEFINED 1 731641 0 0 PROLOGIS SH BEN INT 743410102 49113 918008 SH DEFINED 1 918008 0 0 PROQUEST COMPANY COM COM 74346P102 397 18543 SH DEFINED 1 18543 0 0 PROSPERITY BANCSHARES INC COM COM 743606105 974 32249 SH DEFINED 1 32249 0 0 PROTECTIVE LIFE CORP COM COM 743674103 2770 55682 SH DEFINED 1 55682 0 0 PROVIDENCE SERVICE CORP COM 743815102 207 6352 SH DEFINED 1 6352 0 0 PROVIDENT BANKSHARES CORP COM COM 743859100 1197 32826 SH DEFINED 1 32826 0 0 PROVIDENT FINANCIAL SERVICES COM 74386T105 1078 59565 SH DEFINED 1 59565 0 0 PROVIDENT NEW YORK BANCORP COM 744028101 550 42391 SH DEFINED 1 42391 0 0 PRUDENTIAL FINL INC COM COM 744320102 140527 1853671 SH DEFINED 1 1853671 0 0 PRX 2 7/8 09/30/10 NOTE 2.875% 9/3 717125AC2 5874 7000000 PRN DEFINED 1 7000000 0 0 PS BUSINESS PKS INC CALIF COM COM 69360J107 914 16340 SH DEFINED 1 16340 0 0 PSS WORLD MED INC COM COM 69366A100 1304 67580 SH DEFINED 1 67580 0 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 1686 50892 SH DEFINED 1 50892 0 0 PUBLIC STORAGE INC COM COM 74460D109 25690 316259 SH DEFINED 1 316259 0 0 PUBLIC SVC ENTERPRISE GROUP CO COM 744573106 59866 934822 SH DEFINED 1 934822 0 0 PUGET ENERGY INC NEW COM COM 745310102 2233 105448 SH DEFINED 1 105448 0 0 PULTE HOMES INC COM COM 745867101 30509 794087 SH DEFINED 1 794087 0 0 PURE CYCLE CORP COM COM NEW 746228303 342 24438 SH DEFINED 1 24438 0 0 PVF CAPITAL CORP COM 693654105 105 10495 SH DEFINED 1 10495 0 0 PW EAGLE INC COM COM 69366Y108 3688 132674 SH DEFINED 1 132674 0 0 PWR 4 07/01/07 NOTE 4.000% 7/0 74762EAA0 4837 5000000 PRN DEFINED 1 5000000 0 0 PXRE GROUP LTD COM G73018106 1398 427387 SH DEFINED 1 427387 0 0 QAD INC COM COM 74727D108 152 20300 SH DEFINED 1 20300 0 0 QC HOLDINGS INC COM COM 74729T101 153 12143 SH DEFINED 1 12143 0 0 QLOGIC CORP COM COM 747277101 14416 745027 SH DEFINED 1 745027 0 0 QLT INC COM COM 746927102 702 91266 SH DEFINED 1 91266 0 0 QUAKER FABRIC CORP NEW COM COM 747399103 17 12480 SH DEFINED 1 12480 0 0 QUALCOMM INC COM COM 747525103 319031 6303707 SH DEFINED 1 6303707 0 0 QUALITY DISTRIBUTION INC COM 74756M102 975 74855 SH DEFINED 1 74855 0 0 QUALITY SYSTEMS INC COM 747582104 567 17132 SH DEFINED 1 17132 0 0 QUANEX CORP COM COM 747620102 3489 78555 SH DEFINED 1 78555 0 0 QUANTA CAPITAL HOLDINGS LTD SHS G7313F106 1017 338922 SH DEFINED 1 338922 0 0 QUANTA SVCS INC COM COM 74762E102 1592 99383 SH DEFINED 1 99383 0 0 QUANTUM CORP COM DSSG COM DSSG 747906204 882 235859 SH DEFINED 1 235859 0 0 QUANTUM FUEL SYS TECH WORLD COM 74765E109 108 30187 SH DEFINED 1 30187 0 0 QUEST DIAGNOSTICS INC COM COM 74834L100 30922 602772 SH DEFINED 1 602772 0 0 QUEST SOFTWARE INC COM COM 74834T103 937 56120 SH DEFINED 1 56120 0 0 QUESTAR CORP COM COM 748356102 7885 112556 SH DEFINED 1 112556 0 0 QUICKLOGIC CORP COM COM 74837P108 59 10338 SH DEFINED 1 10338 0 0 QUICKSILVER RESOURCES INC COM COM 74837R104 1718 44445 SH DEFINED 1 44445 0 0 QUIDEL CORP COM COM 74838J101 370 28734 SH DEFINED 1 28734 0 0 QUIKSILVER INC COM COM 74838C106 1400 101025 SH DEFINED 1 101025 0 0 QUOVADX INC COM COM 74913K106 66 20630 SH DEFINED 1 20630 0 0 QWEST COMMUNICATIONS INTL I CO COM 749121109 39644 5830032 SH DEFINED 1 5830032 0 0 R & G FINANCIAL CORP CL B CL B 749136107 244 19300 SH DEFINED 1 19300 0 0 R H DONNELLEY CORP COM NEW COM NEW 74955W307 3019 51853 SH DEFINED 1 51853 0 0 RACKABLE SYSTEMS INC COM 750077109 1657 31356 SH DEFINED 1 31356 0 0 RADIAN GROUP INC COM COM 750236101 4082 67751 SH DEFINED 1 67751 0 0 RADIANT SYSTEMS INC COM COM 75025N102 284 21042 SH DEFINED 1 21042 0 0 RADIO ONE INC CL A CL A 75040P108 549 73430 SH DEFINED 1 73430 0 0 RADIOSHACK CORP COM COM 750438103 9703 504563 SH DEFINED 1 504563 0 0 RADISYS CORP COM COM 750459109 361 18167 SH DEFINED 1 18167 0 0 RADVISION LTD ORD M81869105 770 43112 SH DEFINED 1 43112 0 0 RADYNE CORP COM NEW 750611402 352 22028 SH DEFINED 1 22028 0 0 RAE SYSTEMS INC COM 75061P102 164 46052 SH DEFINED 1 46052 0 0 RAILAMERICA INC COM COM 750753105 368 34500 SH DEFINED 1 34500 0 0 RAINDANCE COMM COM COM 75086X106 68 25307 SH DEFINED 1 25307 0 0 RAIT INVT TR COM COM 749227104 682 24151 SH DEFINED 1 24151 0 0 RALCORP HLDGS INC NEW COM COM 751028101 1097 28819 SH DEFINED 1 28819 0 0 RAMBUS INC DEL COM COM 750917106 3573 90822 SH DEFINED 1 90822 0 0 RAMCO-GERSHENSON PPTYS TR COM COM SH BEN INT 751452202 474 15659 SH DEFINED 1 15659 0 0 RANGE RES CORP COM COM 75281A109 3048 111597 SH DEFINED 1 111597 0 0 RARE HOSPITALITY INTL INC COM COM 753820109 1205 34597 SH DEFINED 1 34597 0 0 RAVEN INDS INC COM COM 754212108 627 16025 SH DEFINED 1 16025 0 0 RAYMOND JAMES FINANCIAL INC CO COM 754730109 2357 79739 SH DEFINED 1 79739 0 0 RAYONIER INC COM COM 754907103 2387 52348 SH DEFINED 1 52348 0 0 RAYTHEON CO COM NEW COM NEW 755111507 78816 1719366 SH DEFINED 1 1719366 0 0 RBC BEARINGS INC COM 75524B104 233 11360 SH DEFINED 1 11360 0 0 RC2 CORP COM 749388104 656 16475 SH DEFINED 1 16475 0 0 RCN CORP COM NEW 749361200 931 35929 SH DEFINED 1 35929 0 0 READERS DIGEST ASSN INC CL A N COM 755267101 1285 87099 SH DEFINED 1 87099 0 0 READING INTERNATIONAL INC-A CL A 755408101 87 10681 SH DEFINED 1 10681 0 0 REALNETWORKS INC COM COM 75605L104 1119 135670 SH DEFINED 1 135670 0 0 REALTY INCOME CORP COM COM 756109104 1963 81098 SH DEFINED 1 81098 0 0 RECKSON ASSOCS RLTY CORP COM COM 75621K106 3067 66926 SH DEFINED 1 66926 0 0 RED HAT INC COM COM 756577102 4383 156638 SH DEFINED 1 156638 0 0 RED ROBIN GOURMET BURGERS COM 75689M101 518 10978 SH DEFINED 1 10978 0 0 REDBACK NETWORKS INC COM NEW 757209507 1366 62972 SH DEFINED 1 62972 0 0 REDDY ICE HOLDINGS INC COM 75734R105 312 14055 SH DEFINED 1 14055 0 0 REDWOOD TR INC COM COM 758075402 1150 26546 SH DEFINED 1 26546 0 0 REGAL BELOIT CORP COM COM 758750103 1483 35080 SH DEFINED 1 35080 0 0 REGAL ENTMT GROUP CL A CL A 758766109 816 43355 SH DEFINED 1 43355 0 0 REGENCY CTRS CORP COM COM 758849103 3562 53008 SH DEFINED 1 53008 0 0 REGENERATION TECH INC DEL COM COM 75886N100 87 11180 SH DEFINED 1 11180 0 0 REGENERON PHARMACEUTICALS COM COM 75886F107 715 43011 SH DEFINED 1 43011 0 0 REGENT COMMUNICATIONS INC D CO COM 758865109 109 23537 SH DEFINED 1 23537 0 0 REGIONS FINL CORP COM COM 7591EP100 60011 1706318 SH DEFINED 1 1706318 0 0 REGIS CORP MINN COM COM 758932107 1325 38423 SH DEFINED 1 38423 0 0 REHABCARE GROUP INC COM COM 759148109 251 13298 SH DEFINED 1 13298 0 0 REINSURANCE GROUP AMER INC COM COM 759351109 1407 29759 SH DEFINED 1 29759 0 0 RELIANCE STEEL & ALUMINUM C CO COM 759509102 2448 26065 SH DEFINED 1 26065 0 0 RELIANT ENERGY INC COM COM 75952B105 2937 277594 SH DEFINED 1 277594 0 0 RELIV INTERNATIONAL INC COM 75952R100 150 12137 SH DEFINED 1 12137 0 0 REMINGTON OIL & GAS CORP COM COM 759594302 892 20646 SH DEFINED 1 20646 0 0 RENAISSANCE RE HLDGS LTD COM COM G7496G103 2824 64737 SH DEFINED 1 64737 0 0 RENASANT CORP COM 75970E107 585 15848 SH DEFINED 1 15848 0 0 RENOVIS INC COM 759885106 563 26424 SH DEFINED 1 26424 0 0 RENT A CTR INC NEW COM COM 76009N100 1810 70745 SH DEFINED 1 70745 0 0 RENTECH INC COM 760112102 473 108692 SH DEFINED 1 108692 0 0 REPLIGEN CORP COM COM 759916109 47 12636 SH DEFINED 1 12636 0 0 REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 547 36905 SH DEFINED 1 36905 0 0 REPUBLIC BANCORP INC COM COM 760282103 1017 84475 SH DEFINED 1 84475 0 0 REPUBLIC BANCORP KY CL A CL A 760281204 264 12993 SH DEFINED 1 12993 0 0 REPUBLIC SVCS INC COM COM 760759100 7509 176632 SH DEFINED 1 176632 0 0 RES-CARE INC COM COM 760943100 296 16091 SH DEFINED 1 16091 0 0 RESEARCH IN MOTION LTD COM COM 760975102 1100 12963 SH DEFINED 1 12963 0 0 RESMED INC COM COM 761152107 2865 65143 SH DEFINED 1 65143 0 0 RESOURCE AMERICA INC CL A CL A 761195205 242 12173 SH DEFINED 1 12173 0 0 RESOURCES CONNECTION INC COM COM 76122Q105 1331 53443 SH DEFINED 1 53443 0 0 RESPIRONICS INC COM COM 761230101 2683 68952 SH DEFINED 1 68952 0 0 RESTORATION HARDWARE INC DE CO COM 760981100 96 16848 SH DEFINED 1 16848 0 0 RETAIL VENTURES INC COM 76128Y102 471 32123 SH DEFINED 1 32123 0 0 RETRACTABLE TECHNOLOGIES INC COM 76129W105 42 10713 SH DEFINED 1 10713 0 0 REVLON INC CL A CL A 761525500 793 250964 SH DEFINED 1 250964 0 0 REYNOLDS & REYNOLDS CO CL A CL A 761695105 1770 62334 SH DEFINED 1 62334 0 0 REYNOLDS AMERICAN INC COM 761713106 33812 320496 SH DEFINED 1 320496 0 0 RF MICRODEVICES INC COM COM 749941100 1630 188395 SH DEFINED 1 188395 0 0 RIGEL PHARMACEUTICALS INC COM COM NEW 766559603 335 29172 SH DEFINED 1 29172 0 0 RIGHTNOW TECHNOLOGIES COM COM 76657R106 163 10302 SH DEFINED 1 10302 0 0 RITE AID CORP COM COM 767754104 2097 524358 SH DEFINED 1 524358 0 0 RIVERVIEW BANCORP INC COM 769397100 204 7617 SH DEFINED 1 7617 0 0 RLI CORP COM COM 749607107 1478 25787 SH DEFINED 1 25787 0 0 ROANOKE ELEC STL CORP COM COM 769841107 471 14567 SH DEFINED 1 14567 0 0 ROBERT HALF INTL INC COM COM 770323103 24669 638926 SH DEFINED 1 638926 0 0 ROCK-TENN CO CL A CL A 772739207 537 35848 SH DEFINED 1 35848 0 0 ROCKWELL AUTOMATION INC COM COM 773903109 47230 656792 SH DEFINED 1 656792 0 0 ROCKWELL COLLINS INC COM COM 774341101 36107 640769 SH DEFINED 1 640769 0 0 ROCKWOOD HOLDINGS INC COM 774415103 849 36884 SH DEFINED 1 36884 0 0 ROFIN SINAR TECHNOLOGIES IN CO COM 775043102 799 14766 SH DEFINED 1 14766 0 0 ROGERS CORP COM COM 775133101 1102 20226 SH DEFINED 1 20226 0 0 ROHM & HAAS CO COM COM 775371107 26271 537571 SH DEFINED 1 537571 0 0 ROLLINS INC COM COM 775711104 809 39974 SH DEFINED 1 39974 0 0 ROME BANCORP INC COM 77587P103 146 12337 SH DEFINED 1 12337 0 0 ROPER INDS INC NEW COM COM 776696106 3858 79339 SH DEFINED 1 79339 0 0 ROSETTA RESOURCES INC COM 777779307 937 52152 SH DEFINED 1 52152 0 0 ROSS STORES INC COM COM 778296103 7285 249577 SH DEFINED 1 249577 0 0 ROTECH HEALTHCARE INC COM 778669101 251 17296 SH DEFINED 1 17296 0 0 ROWAN COS INC COM COM 779382100 18266 415525 SH DEFINED 1 415525 0 0 ROYAL CARIBBEAN CRUISES LTD CO COM V7780T103 5096 121280 SH DEFINED 1 121280 0 0 ROYAL GOLD INC COM COM 780287108 756 20896 SH DEFINED 1 20896 0 0 RPC INC COM COM 749660106 752 32893 SH DEFINED 1 32893 0 0 RPM INTERNATIONAL INC COM 749685103 2167 120783 SH DEFINED 1 120783 0 0 RRI 5 08/15/10 NOTE 5.000% 8/1 75952BAD7 10134 8000000 PRN DEFINED 1 8000000 0 0 RSA SEC INC COM COM 749719100 1261 70313 SH DEFINED 1 70313 0 0 RT 3 1/2 11/01/24 NOTE 3.500%11/0 78375PAD9 11345 8000000 PRN DEFINED 1 8000000 0 0 RTI INTL METALS INC COM COM 74973W107 1112 20270 SH DEFINED 1 20270 0 0 RUBY TUESDAY INC COM COM 781182100 1803 56218 SH DEFINED 1 56218 0 0 RUDDICK CORP COM COM 781258108 676 27823 SH DEFINED 1 27823 0 0 RUDOLPH TECHNOLOGIES INC COM COM 781270103 493 28914 SH DEFINED 1 28914 0 0 RURAL / METRO CORP COM COM 781748108 129 16391 SH DEFINED 1 16391 0 0 RUSH ENTERPRISES INC-CL A CL A 781846209 381 21683 SH DEFINED 1 21683 0 0 RUSSELL CORP COM COM 782352108 324 23447 SH DEFINED 1 23447 0 0 RUTH'S CHRIS STEAK HOUSE COM 783332109 931 39084 SH DEFINED 1 39084 0 0 RYAN'S RESTAURANT GROUP INC CO COM 783520109 467 32176 SH DEFINED 1 32176 0 0 RYANAIR HLDGS PLC SPONSORED AD SPONSORED ADR 783513104 227 4153 SH DEFINED 1 4153 0 0 RYDER SYS INC COM COM 783549108 10188 227510 SH DEFINED 1 227510 0 0 RYERSON INC COM 78375P107 841 31410 SH DEFINED 1 31410 0 0 RYLAND GROUP INC COM COM 783764103 2753 39672 SH DEFINED 1 39672 0 0 S & T BANCORP INC COM COM 783859101 744 20334 SH DEFINED 1 20334 0 0 S Y BANCORP INC COM COM 785060104 380 14389 SH DEFINED 1 14389 0 0 S1 CORPORATION COM COM 78463B101 246 48869 SH DEFINED 1 48869 0 0 SABRE HLDGS CORP CL A CL A 785905100 11613 493537 SH DEFINED 1 493537 0 0 SAFECO CORP COM COM 786429100 23478 467588 SH DEFINED 1 467588 0 0 SAFEGUARD SCIENTIFICS INC COM COM 786449108 283 114419 SH DEFINED 1 114419 0 0 SAFENET INC COM COM 78645R107 625 23615 SH DEFINED 1 23615 0 0 SAFETY INSURANCE GROUP INC COM 78648T100 636 13921 SH DEFINED 1 13921 0 0 SAFEWAY INC COM NEW COM NEW 786514208 42098 1675886 SH DEFINED 1 1675886 0 0 SAFLINK CORP COM NEW COM NEW 786578302 54 63956 SH DEFINED 1 63956 0 0 SAIFUN SEMICONDUCTORS LTD ORD SHS M8233P102 570 18324 SH DEFINED 1 18324 0 0 SAKS INC COM COM 79377W108 2018 104579 SH DEFINED 1 104579 0 0 SALEM COMMUNICATIONS CORP D CL CL A 794093104 153 10219 SH DEFINED 1 10219 0 0 SALESFORCE.COM INC COM 79466L302 2527 69570 SH DEFINED 1 69570 0 0 SALIX PHARMACEUTICALS INC COM COM 795435106 2593 157077 SH DEFINED 1 157077 0 0 SANDERS MORRIS HARRIS GRP IN COM 80000Q104 170 10584 SH DEFINED 1 10584 0 0 SANDERSON FARMS INC COM COM 800013104 324 14458 SH DEFINED 1 14458 0 0 SANDISK CORP COM COM 80004C101 10252 178232 SH DEFINED 1 178232 0 0 SANDY SPRING BANCORP INC COM COM 800363103 762 20061 SH DEFINED 1 20061 0 0 SANMINA SCI CORP COM COM 800907107 11245 2742736 SH DEFINED 1 2742736 0 0 SANTARUS INC COM COM 802817304 448 60027 SH DEFINED 1 60027 0 0 SAPIENT CORP COM COM 803062108 657 86155 SH DEFINED 1 86155 0 0 SARA LEE CORP COM COM 803111103 51424 2876072 SH DEFINED 1 2876072 0 0 SAUER-DANFOSS INC COM COM 804137107 261 11358 SH DEFINED 1 11358 0 0 SAUL CTRS INC COM COM 804395101 351 8003 SH DEFINED 1 8003 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 413 77489 SH DEFINED 1 77489 0 0 SAVVIS INC COM COM 805423100 223 149711 SH DEFINED 1 149711 0 0 SAXON CAPITAL INC COM COM 80556T106 358 34248 SH DEFINED 1 34248 0 0 SBA COMMUNICATIONS CORP COM COM 78388J106 1832 78249 SH DEFINED 1 78249 0 0 SBS TECHNOLOGIES INC COM COM 78387P103 166 10272 SH DEFINED 1 10272 0 0 SCANA CORP NEW COM COM 80589M102 4978 126872 SH DEFINED 1 126872 0 0 SCANSOURCE INC COM COM 806037107 889 14719 SH DEFINED 1 14719 0 0 SCBT FINANCIAL CORP COM 78401V102 234 6660 SH DEFINED 1 6660 0 0 SCHAWK INC CL A CL A 806373106 337 12949 SH DEFINED 1 12949 0 0 SCHEIN HENRY INC COM COM 806407102 3918 81873 SH DEFINED 1 81873 0 0 SCHERING PLOUGH CORP COM COM 806605101 105178 5538614 SH DEFINED 1 5538614 0 0 SCHICK TECHNOLOGIES INC COM 806683108 532 10664 SH DEFINED 1 10664 0 0 SCHIFF NUTRITION INTERNATIONAL COM 806693107 70 11731 SH DEFINED 1 11731 0 0 SCHLUMBERGER LTD COM COM 806857108 279738 2210141 SH DEFINED 1 2210141 0 0 SCHNITZER STL INDS CL A CL A 806882106 873 20377 SH DEFINED 1 20377 0 0 SCHOLASTIC CORP COM COM 807066105 746 27861 SH DEFINED 1 27861 0 0 SCHOOL SPECIALTY INC COM COM 807863105 720 20863 SH DEFINED 1 20863 0 0 SCHULMAN A INC COM COM 808194104 857 34630 SH DEFINED 1 34630 0 0 SCHWAB CHARLES CORP NEW COM COM 808513105 67920 3946562 SH DEFINED 1 3946562 0 0 SCHWEITZER-MAUDUIT INTL INC CO COM 808541106 312 12996 SH DEFINED 1 12996 0 0 SCICLONE PHARMACEUTICALS IN CO COM 80862K104 86 24212 SH DEFINED 1 24212 0 0 SCIENTIFIC GAMES CORP CL A CL A 80874P109 2336 66504 SH DEFINED 1 66504 0 0 SCOLR PHARMA INC COM COM 78402X107 103 17200 SH DEFINED 1 17200 0 0 SCOTTISH ANNUITY & LIFE HLD OR ORD G7885T104 1151 46377 SH DEFINED 1 46377 0 0 SCOTTS MIRACLE-GRO CO CL A 810186106 1783 38962 SH DEFINED 1 38962 0 0 SCP POOL CORP COM COM 784028102 2438 51979 SH DEFINED 1 51979 0 0 SCPIE HLDGS INC COM COM 78402P104 284 11598 SH DEFINED 1 11598 0 0 SCRIPPS E W CO OHIO CL A CL A 811054204 14181 317180 SH DEFINED 1 317180 0 0 SCS TRANSPORTATION INC COM 81111T102 1646 56557 SH DEFINED 1 56557 0 0 SEABOARD CORP COM COM 811543107 450 282 SH DEFINED 1 282 0 0 SEABRIGHT INSURANCE HOLDINGS COM 811656107 251 14421 SH DEFINED 1 14421 0 0 SEACHANGE INTL INC COM COM 811699107 168 21559 SH DEFINED 1 21559 0 0 SEACOAST BKG CORP FLA COM 811707306 376 12921 SH DEFINED 1 12921 0 0 SEACOR HOLDINGS INC COM 811904101 1501 18952 SH DEFINED 1 18952 0 0 SEAGATE TECHNOLOGY SHS G7945J104 10222 388230 SH DEFINED 1 388230 0 0 SEALED AIR CORP NEW COM COM 81211K100 17665 305246 SH DEFINED 1 305246 0 0 SEARS HOLDINGS CORP COM 812350106 50576 382457 SH DEFINED 1 382457 0 0 SEATTLE GENETICS INC COM COM 812578102 160 30961 SH DEFINED 1 30961 0 0 SECURE COMPUTING CORP COM COM 813705100 501 43456 SH DEFINED 1 43456 0 0 SECURITY BANK CORP COM 814047106 233 9204 SH DEFINED 1 9204 0 0 SEI INVESTMENTS CO COM COM 784117103 5864 144675 SH DEFINED 1 144675 0 0 SELECT COMFORT CORP COM COM 81616X103 1360 34388 SH DEFINED 1 34388 0 0 SELECTICA INC COM COM 816288104 55 18658 SH DEFINED 1 18658 0 0 SELECTIVE INS GROUP INC COM COM 816300107 1449 27339 SH DEFINED 1 27339 0 0 SEMITOOL INC COM COM 816909105 397 34894 SH DEFINED 1 34894 0 0 SEMPRA ENERGY COM COM 816851109 44368 954976 SH DEFINED 1 954976 0 0 SEMTECH CORP COM COM 816850101 1172 65516 SH DEFINED 1 65516 0 0 SENIOR HSG PPTYS TR SH BEN INT SH BEN INT 81721M109 1384 76478 SH DEFINED 1 76478 0 0 SENOMYX INC COM COM 81724Q107 590 35817 SH DEFINED 1 35817 0 0 SENSIENT TECHNOLOGIES CORP COM COM 81725T100 676 37474 SH DEFINED 1 37474 0 0 SEPRACOR INC COM COM 817315104 4866 99699 SH DEFINED 1 99699 0 0 SEQUA CORPORATION CL A CL A 817320104 665 6797 SH DEFINED 1 6797 0 0 SEQUENOM INC COM COM 817337108 17 22639 SH DEFINED 1 22639 0 0 SEROLOGICALS CORP COM COM 817523103 919 37565 SH DEFINED 1 37565 0 0 SERVICE CORP INTL COM COM 817565104 2122 272058 SH DEFINED 1 272058 0 0 SERVICEMASTER CO COM COM 81760N109 3494 266274 SH DEFINED 1 266274 0 0 SFBC INTL INC COM COM 784121105 363 14881 SH DEFINED 1 14881 0 0 SHAW GROUP INC COM COM 820280105 1937 63725 SH DEFINED 1 63725 0 0 SHENANDOAH TELECOMMUNICATIO CO COM 82312B106 438 9737 SH DEFINED 1 9737 0 0 SHERWIN WILLIAMS CO COM COM 824348106 23216 469589 SH DEFINED 1 469589 0 0 SHIP FINANCE INTL LTD SHS G81075106 634 36958 SH DEFINED 1 36958 0 0 SHORE BANCSHARES INC COM COM 825107105 239 6800 SH DEFINED 1 6800 0 0 SHUFFLE MASTER INC COM COM 825549108 1282 35861 SH DEFINED 1 35861 0 0 SHURGARD STORAGE CTRS INC COM COM 82567D104 2734 41032 SH DEFINED 1 41032 0 0 SI INTERNATIONAL INC COM 78427V102 330 9379 SH DEFINED 1 9379 0 0 SIEBERT FINL CORP COM COM 826176109 30 10368 SH DEFINED 1 10368 0 0 SIERRA HEALTH SVCS INC COM COM 826322109 3851 94607 SH DEFINED 1 94607 0 0 SIERRA PAC RES NEW COM COM 826428104 2371 171706 SH DEFINED 1 171706 0 0 SIGMA ALDRICH CORP COM COM 826552101 16605 252387 SH DEFINED 1 252387 0 0 SIGMA DESIGNS INC COM COM 826565103 384 26318 SH DEFINED 1 26318 0 0 SIGMATEL INC COM 82661W107 159 18175 SH DEFINED 1 18175 0 0 SIGNATURE BANK COM 82669G104 1069 32805 SH DEFINED 1 32805 0 0 SILGAN HOLDINGS INC COM COM 827048109 3319 82616 SH DEFINED 1 82616 0 0 SILICON IMAGE INC COM COM 82705T102 849 82335 SH DEFINED 1 82335 0 0 SILICON LABORATORIES INC COM COM 826919102 2763 50277 SH DEFINED 1 50277 0 0 SILICON STORAGE TECHNOLOGY COM COM 827057100 417 95118 SH DEFINED 1 95118 0 0 SILICONWARE PRECISION -ADR SPONSD ADR SPL 827084864 201 31188 SH DEFINED 1 31188 0 0 SIMA THERAPEUTICS INC COM 829669100 323 47899 SH DEFINED 1 47899 0 0 SIMMONS 1ST NATL CORP CL A $5 CL A $1 PAR 828730200 370 12445 SH DEFINED 1 12445 0 0 SIMON PPTY GROUP INC NEW COM COM 828806109 58226 692018 SH DEFINED 1 692018 0 0 SIMPLETECH INC COM COM 828823104 103 27312 SH DEFINED 1 27312 0 0 SIMPSON MANUFACTURING CO IN CO COM 829073105 1360 31404 SH DEFINED 1 31404 0 0 SINCLAIR BROADCAST GROUP IN CL CL A 829226109 352 43231 SH DEFINED 1 43231 0 0 SIRENZA MICRODEVICES INC COM COM 82966T106 157 16570 SH DEFINED 1 16570 0 0 SIRF TECHNOLOGY HOLDINGS INC C COM 82967H101 1516 42811 SH DEFINED 1 42811 0 0 SIRI 2.5 02/15/09 NOTE 2.500% 2/1 82966UAC7 6766 5250000 PRN DEFINED 1 5250000 0 0 SIRI 3 1/4 10/15/11 NOTE 3.250%10/1 82966UAD5 2965 2500000 PRN DEFINED 1 2500000 0 0 SIRIUS SATELLITE RADIO INC COM COM 82966U103 7216 1420427 SH DEFINED 1 1420427 0 0 SIRVA INC COM 82967Y104 1084 127090 SH DEFINED 1 127090 0 0 SITEL CORP COM COM 82980K107 94 22308 SH DEFINED 1 22308 0 0 SIX FLAGS INC COM COM 83001P109 636 62494 SH DEFINED 1 62494 0 0 SIZELER PPTY INVS INC COM COM 830137105 188 12736 SH DEFINED 1 12736 0 0 SJW CORP COM COM 784305104 298 11094 SH DEFINED 1 11094 0 0 SKECHERS U S A INC CL A CL A 830566105 514 20608 SH DEFINED 1 20608 0 0 SKY FINL GROUP INC COM COM 83080P103 2897 109337 SH DEFINED 1 109337 0 0 SKYLINE CORP COM COM 830830105 337 8155 SH DEFINED 1 8155 0 0 SKYWEST INC COM COM 830879102 1484 50707 SH DEFINED 1 50707 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 917 135078 SH DEFINED 1 135078 0 0 SL GREEN RLTY CORP COM COM 78440X101 3367 33170 SH DEFINED 1 33170 0 0 SLM CORP COM 78442P106 80981 1559119 SH DEFINED 1 1559119 0 0 SMART & FINAL INC COM COM 831683107 173 10577 SH DEFINED 1 10577 0 0 SMART MODULAR TECHNOLOGIES ORD SHS G82245104 150 16557 SH DEFINED 1 16557 0 0 SMITH A O COM COM 831865209 879 16645 SH DEFINED 1 16645 0 0 SMITH INTL INC COM COM 832110100 7245 185952 SH DEFINED 1 185952 0 0 SMITH MICRO SOFTWARE INC COM COM 832154108 148 12023 SH DEFINED 1 12023 0 0 SMITHFIELD FOODS INC COM COM 832248108 2707 92254 SH DEFINED 1 92254 0 0 SMURFIT-STONE CONTAINER COR CO COM 832727101 3458 254834 SH DEFINED 1 254834 0 0 SNAP ON INC COM COM 833034101 8331 218543 SH DEFINED 1 218543 0 0 SNB BANCSHARES INC/TEXAS COM 78460M209 280 15242 SH DEFINED 1 15242 0 0 SOCKET COMMUNICATIONS INC COM COM 833672108 15 11347 SH DEFINED 1 11347 0 0 SOLECTRON CORP COM COM 834182107 16037 4009319 SH DEFINED 1 4009319 0 0 SOMANETICS CORP COM NEW 834445405 329 14905 SH DEFINED 1 14905 0 0 SOMERA COMMUNICATION COM COM 834458101 7 16367 SH DEFINED 1 16367 0 0 SONIC AUTOMOTIVE INC CL A CL A 83545G102 913 32876 SH DEFINED 1 32876 0 0 SONIC CORP COM COM 835451105 4462 127013 SH DEFINED 1 127013 0 0 SONIC FDRY INC COM COM 83545R108 23 12511 SH DEFINED 1 12511 0 0 SONIC INNOVATIONS INC COM COM 83545M109 55 11035 SH DEFINED 1 11035 0 0 SONIC SOLUTIONS COM COM 835460106 312 17249 SH DEFINED 1 17249 0 0 SONICWALL INC COM COM 835470105 312 44072 SH DEFINED 1 44072 0 0 SONOCO PRODS CO COM COM 835495102 2846 84020 SH DEFINED 1 84020 0 0 SONOSITE INC COM COM 83568G104 747 18371 SH DEFINED 1 18371 0 0 SONUS NETWORKS INC COM COM 835916107 1132 206479 SH DEFINED 1 206479 0 0 SOTHEBYS HLDGS INC CL A CL A 835898107 1238 42648 SH DEFINED 1 42648 0 0 SOURCE INTERLINK COS INC COM NEW 836151209 273 23986 SH DEFINED 1 23986 0 0 SOURCECORP COM COM 836167106 342 14196 SH DEFINED 1 14196 0 0 SOUTH FINL GROUP INC COM COM 837841105 1862 71217 SH DEFINED 1 71217 0 0 SOUTH JERSEY INDS INC COM COM 838518108 815 29888 SH DEFINED 1 29888 0 0 SOUTHERN CO COM COM 842587107 90768 2769853 SH DEFINED 1 2769853 0 0 SOUTHERN COPPER CORP COM COM 84265V105 2908 34417 SH DEFINED 1 34417 0 0 SOUTHERN UN CO NEW COM COM 844030106 2824 113752 SH DEFINED 1 113752 0 0 SOUTHSIDE BANCSHARES INC COM 84470P109 397 19648 SH DEFINED 1 19648 0 0 SOUTHWEST AIRLS CO COM COM 844741108 47475 2638941 SH DEFINED 1 2638941 0 0 SOUTHWEST BANCORP INC OKLA COM COM 844767103 238 10718 SH DEFINED 1 10718 0 0 SOUTHWEST GAS CORP COM COM 844895102 1174 42002 SH DEFINED 1 42002 0 0 SOUTHWEST WTR CO COM COM 845331107 439 27519 SH DEFINED 1 27519 0 0 SOUTHWESTERN ENERGY CO COM COM 845467109 4773 148288 SH DEFINED 1 148288 0 0 SOVEREIGN BANCORP INC COM COM 845905108 29317 1338082 SH DEFINED 1 1338082 0 0 SOVRAN SELF STORAGE INC COM COM 84610H108 854 15480 SH DEFINED 1 15480 0 0 SPANISH BROADCASTING SYS IN CL CL A 846425882 155 28093 SH DEFINED 1 28093 0 0 SPANSION INC-CLASS A COM CL A 84649R101 626 42274 SH DEFINED 1 42274 0 0 SPARTECH CORP COM NEW COM NEW 847220209 766 31910 SH DEFINED 1 31910 0 0 SPDR TR UNIT SER 1 ON AMEX UNIT SER 1 78462F103 308 2374 PRN DEFINED 1 2374 0 0 SPECIALTY UNDERWRITERS' ALLI COM 84751T309 110 16110 SH DEFINED 1 16110 0 0 SPECTRALINK CORP COM COM 847580107 147 11706 SH DEFINED 1 11706 0 0 SPECTRANETICS CORP COM 84760C107 338 28592 SH DEFINED 1 28592 0 0 SPECTRUM BRANDS INC COM 84762L105 738 33999 SH DEFINED 1 33999 0 0 SPEEDWAY MOTORSPORTS INC COM COM 847788106 628 16440 SH DEFINED 1 16440 0 0 SPHERION CORP COM COM 848420105 511 49150 SH DEFINED 1 49150 0 0 SPIRIT FINANCE CORP COM 848568309 1035 84858 SH DEFINED 1 84858 0 0 SPORTS AUTHORITY INC COM 84917U109 1012 27412 SH DEFINED 1 27412 0 0 SPRINT NEXTEL CORP COM FON 852061100 286545 11089214 SH DEFINED 1 11089214 0 0 SPSS INC COM COM 78462K102 585 18465 SH DEFINED 1 18465 0 0 SPX CORP COM COM 784635104 3637 68092 SH DEFINED 1 68092 0 0 SRA INTL INC CL A CL A 78464R105 1089 28874 SH DEFINED 1 28874 0 0 SSA GLOBAL TECHNOLOGIES INC COM 78465P108 195 12149 SH DEFINED 1 12149 0 0 ST JOE CO COM COM 790148100 4011 63828 SH DEFINED 1 63828 0 0 ST JUDE MED INC COM COM 790849103 56096 1368203 SH DEFINED 1 1368203 0 0 ST MARY LD & EXPL CO COM COM 792228108 2264 55458 SH DEFINED 1 55458 0 0 ST PAUL TRAVELERS CO INC COM 792860108 108835 2604321 SH DEFINED 1 2604321 0 0 STAAR SURGICAL CO COM PAR $0.0 COM PAR $0.01 852312305 121 13502 SH DEFINED 1 13502 0 0 STAGE STORES INC COM NEW COM NEW 85254C305 822 27630 SH DEFINED 1 27630 0 0 STAKTEK HOLDINGS INC COM 85256P106 67 10754 SH DEFINED 1 10754 0 0 STAMPS COM INC COM COM NEW 852857200 704 19956 SH DEFINED 1 19956 0 0 STANCORP FINL GROUP INC COM COM 852891100 2547 47069 SH DEFINED 1 47069 0 0 STANDARD MICROSYSTEMS CORP COM COM 853626109 484 18634 SH DEFINED 1 18634 0 0 STANDARD MTR PRODS INC COM COM 853666105 119 13399 SH DEFINED 1 13399 0 0 STANDARD PAC CORP NEW COM COM 85375C101 2028 60311 SH DEFINED 1 60311 0 0 STANDARD REGISTER CO COM COM 853887107 267 17244 SH DEFINED 1 17244 0 0 STANDEX INTL CORP COM COM 854231107 394 12440 SH DEFINED 1 12440 0 0 STANLEY FURNITURE INC COM NEW COM NEW 854305208 525 17958 SH DEFINED 1 17958 0 0 STANLEY WKS COM COM 854616109 13901 274400 SH DEFINED 1 274400 0 0 STAPLES INC COM COM 855030102 71701 2809592 SH DEFINED 1 2809592 0 0 STAR SCIENTIFIC INC COM COM 85517P101 118 37652 SH DEFINED 1 37652 0 0 STARBUCKS CORP COM COM 855244109 111593 2964744 SH DEFINED 1 2964744 0 0 STARWOOD HOTELS&RESORTS WRL PA PAIRED CTF 85590A203 54620 806438 SH DEFINED 1 806438 0 0 STATE AUTO FINL CORP COM COM 855707105 514 15254 SH DEFINED 1 15254 0 0 STATE STR CORP COM COM 857477103 75054 1241991 SH DEFINED 1 1241991 0 0 STATION CASINOS INC COM COM 857689103 3431 43229 SH DEFINED 1 43229 0 0 STEAK N SHAKE CO COM COM 857873103 622 29491 SH DEFINED 1 29491 0 0 STEEL DYNAMICS INC COM COM 858119100 2402 42342 SH DEFINED 1 42342 0 0 STEEL TECHNOLOGIES INC COM COM 858147101 310 12742 SH DEFINED 1 12742 0 0 STEELCASE INC CL A CL A 858155203 1021 56726 SH DEFINED 1 56726 0 0 STEIN MART INC COM COM 858375108 1163 66779 SH DEFINED 1 66779 0 0 STEINER LEISURE LTD ORD ORD P8744Y102 3336 82362 SH DEFINED 1 82362 0 0 STEINWAY MUSICAL INSTRS INC CO COM 858495104 248 7701 SH DEFINED 1 7701 0 0 STELLENT INC COM COM 85856W105 330 27820 SH DEFINED 1 27820 0 0 STEMCELLS INC COM 85857R105 208 58129 SH DEFINED 1 58129 0 0 STEREOTAXIS INC COM COM 85916J102 301 23844 SH DEFINED 1 23844 0 0 STERICYCLE INC COM COM 858912108 2568 37980 SH DEFINED 1 37980 0 0 STERIS CORP COM COM 859152100 1409 57072 SH DEFINED 1 57072 0 0 STERLING BANCORP COM COM 859158107 394 19132 SH DEFINED 1 19132 0 0 STERLING BANCSHARES INC COM COM 858907108 691 38267 SH DEFINED 1 38267 0 0 STERLING FINL CORP COM COM 859317109 517 23685 SH DEFINED 1 23685 0 0 STERLING FINL CORP WASH COM COM 859319105 1047 36119 SH DEFINED 1 36119 0 0 STEWART & STEVENSON SVCS IN CO COM 860342104 859 23536 SH DEFINED 1 23536 0 0 STEWART ENTERPRISES INC CL A CL A 860370105 463 81009 SH DEFINED 1 81009 0 0 STEWART INFORMATION SVCS CO CO COM 860372101 811 17217 SH DEFINED 1 17217 0 0 STEWART W P & CO LTD COM COM G84922106 2210 104832 SH DEFINED 1 104832 0 0 STIFEL FINL CORP COM COM 860630102 223 5111 SH DEFINED 1 5111 0 0 STILLWATER MNG CO COM COM 86074Q102 784 47635 SH DEFINED 1 47635 0 0 STMICROELECTRONICS NV NY REGISTRY 861012102 2237 121639 SH DEFINED 1 121639 0 0 STONE ENERGY CORP COM COM 861642106 937 21242 SH DEFINED 1 21242 0 0 STONERIDGE INC COM COM 86183P102 62 11449 SH DEFINED 1 11449 0 0 STRATEGIC HOTELS & RESORTS INC COM 86272T106 1223 52527 SH DEFINED 1 52527 0 0 STRATEX NETWORKS INC COM 86279T109 457 74322 SH DEFINED 1 74322 0 0 STRAYER ED INC COM COM 863236105 1514 14807 SH DEFINED 1 14807 0 0 STRIDE RITE CORP COM COM 863314100 510 35204 SH DEFINED 1 35204 0 0 STRYKER CORP COM COM 863667101 48231 1087756 SH DEFINED 1 1087756 0 0 STUDENT LN CORP COM COM 863902102 845 3626 SH DEFINED 1 3626 0 0 STURM RUGER & CO INC COM COM 864159108 119 14863 SH DEFINED 1 14863 0 0 SUFFOLK BANCORP COM COM 864739107 333 9590 SH DEFINED 1 9590 0 0 SULPHCO INC COM 865378103 126 15000 SH DEFINED 1 15000 0 0 SUMTOTAL SYSTEMS INC COM 866615107 91 17926 SH DEFINED 1 17926 0 0 SUN BANCORP INC COM COM 86663B102 447 22910 SH DEFINED 1 22910 0 0 SUN COMMUNITIES INC COM COM 866674104 707 19987 SH DEFINED 1 19987 0 0 SUN HYDRAULICS CORP COM COM 866942105 2353 110038 SH DEFINED 1 110038 0 0 SUN MICROSYSTEMS INC COM COM 866810104 67779 13212204 SH DEFINED 1 13212204 0 0 SUNCOM WIRELESS HOLDINGS INC CL A 86722Q108 51 26545 SH DEFINED 1 26545 0 0 SUNOCO INC COM COM 86764P109 38660 498394 SH DEFINED 1 498394 0 0 SUNOCO LOGISTICS PRTNRS L P CO COM UNITS 86764L108 216 5150 SH DEFINED 1 5150 0 0 SUNPOWER CORP-CLASS A COM CL A 867652109 446 11697 SH DEFINED 1 11697 0 0 SUNRISE ASSISTED LIVING INC CO COM 86768K106 1205 30923 SH DEFINED 1 30923 0 0 SUNSET FINANCIAL RESOURCES COM 867708109 192 21053 SH DEFINED 1 21053 0 0 SUNSTONE HOTEL INVESTORS INC COM 867892101 1395 48168 SH DEFINED 1 48168 0 0 SUNTERRA CORP COM NEW 86787D208 372 26044 SH DEFINED 1 26044 0 0 SUNTRON CORP COM COM 86789P100 39 17412 SH DEFINED 1 17412 0 0 SUNTRUST BKS INC COM COM 867914103 100475 1380907 SH DEFINED 1 1380907 0 0 SUPERGEN INC COM COM 868059106 215 37829 SH DEFINED 1 37829 0 0 SUPERIOR ENERGY SVCS INC COM COM 868157108 2004 74817 SH DEFINED 1 74817 0 0 SUPERIOR ESSEX INC COM 86815V105 965 37914 SH DEFINED 1 37914 0 0 SUPERIOR INDS INTL INC COM COM 868168105 370 19108 SH DEFINED 1 19108 0 0 SUPERIOR WELL SERVICES INC COM 86837X105 305 10500 SH DEFINED 1 10500 0 0 SUPERTEL HOSPITALITY INC COM 868526104 73 13197 SH DEFINED 1 13197 0 0 SUPERTEX INC COM COM 868532102 388 10310 SH DEFINED 1 10310 0 0 SUPERVALU INC COM COM 868536103 15523 503654 SH DEFINED 1 503654 0 0 SUPPORTSOFT INC COM COM 868587106 139 31447 SH DEFINED 1 31447 0 0 SUREWEST COMMUNICATIONS COM 868733106 243 10074 SH DEFINED 1 10074 0 0 SURMODICS INC COM COM 868873100 480 13582 SH DEFINED 1 13582 0 0 SUSQUEHANNA BANCSHARES INC COM COM 869099101 1066 41369 SH DEFINED 1 41369 0 0 SVB FINANCIAL GROUP COM 78486Q101 1889 35617 SH DEFINED 1 35617 0 0 SWIFT ENERGY CO COM COM 870738101 3942 105244 SH DEFINED 1 105244 0 0 SWIFT TRANSN CO COM COM 870756103 1114 51253 SH DEFINED 1 51253 0 0 SWS GROUP INC COM COM 78503N107 399 15269 SH DEFINED 1 15269 0 0 SYBASE INC COM COM 871130100 1901 90006 SH DEFINED 1 90006 0 0 SYBRON DENTAL SPECIALTIES I CO COM 871142105 1545 37469 SH DEFINED 1 37469 0 0 SYCAMORE NETWORKS INC COM COM 871206108 939 199716 SH DEFINED 1 199716 0 0 SYKES ENTERPRISES INC COM COM 871237103 288 20304 SH DEFINED 1 20304 0 0 SYMANTEC CORP COM COM 871503108 67924 4035906 SH DEFINED 1 4035906 0 0 SYMBION INC COM 871507109 585 25826 SH DEFINED 1 25826 0 0 SYMBOL TECHNOLOGIES INC COM COM 871508107 9893 935094 SH DEFINED 1 935094 0 0 SYMMETRICOM INC COM COM 871543104 406 47520 SH DEFINED 1 47520 0 0 SYMMETRY MEDICAL INC COM 871546206 620 29254 SH DEFINED 1 29254 0 0 SYMYX TECHNOLOGIES COM COM 87155S108 792 28562 SH DEFINED 1 28562 0 0 SYNAGRO TECHNOLOGIES INC COM NEW 871562203 291 58257 SH DEFINED 1 58257 0 0 SYNAPTICS INC COM COM 87157D109 431 19619 SH DEFINED 1 19619 0 0 SYNIVERSE HOLDINGS INC COM 87163F106 1219 77161 SH DEFINED 1 77161 0 0 SYNNEX CORP COM COM 87162W100 210 11323 SH DEFINED 1 11323 0 0 SYNOPSYS INC COM COM 871607107 4960 221938 SH DEFINED 1 221938 0 0 SYNOVUS FINL CORP COM COM 87161C105 31320 1156152 SH DEFINED 1 1156152 0 0 SYNPLICITY INC COM COM 87160Y108 70 10765 SH DEFINED 1 10765 0 0 SYNTAX-BRILLIAN CORP COM 87163L103 93 21120 SH DEFINED 1 21120 0 0 SYNTEL INC COM COM 87162H103 352 18598 SH DEFINED 1 18598 0 0 SYNTROLEUM CORP COM COM 871630109 401 48460 SH DEFINED 1 48460 0 0 SYPRIS SOLUTIONS INC COM COM 871655106 118 12532 SH DEFINED 1 12532 0 0 SYSCO CORP COM COM 871829107 74258 2316939 SH DEFINED 1 2316939 0 0 SYSTEMAX INC COM COM 871851101 120 16590 SH DEFINED 1 16590 0 0 TAKE-TWO INTERACTIVE SOFTWA CO COM 874054109 1284 68814 SH DEFINED 1 68814 0 0 TALBOTS INC COM COM 874161102 624 23231 SH DEFINED 1 23231 0 0 TALISMAN ENERGY INC COM COM 87425E103 3134 59000 SH DEFINED 1 59000 0 0 TALK AMERICA HLDGS INC COM COM NEW 87426R202 210 24629 SH DEFINED 1 24629 0 0 TALX CORP COM COM 874918105 790 27736 SH DEFINED 1 27736 0 0 TANGER FACTORY OUTLET CTRS COM COM 875465106 1944 56487 SH DEFINED 1 56487 0 0 TANOX INC COM COM 87588Q109 519 26706 SH DEFINED 1 26706 0 0 TARAGON CORP COM 876287103 290 14551 SH DEFINED 1 14551 0 0 TARGET CORP COM COM 87612E106 170354 3275408 SH DEFINED 1 3275408 0 0 TARGETED GENETICS CORP COM COM 87612M108 13 29951 SH DEFINED 1 29951 0 0 TARRANT APPAREL GROUP COM COM 876289109 15 12392 SH DEFINED 1 12392 0 0 TASER INTL INC COM COM 87651B104 523 49346 SH DEFINED 1 49346 0 0 TAUBMAN CTRS INC COM COM 876664103 1922 46118 SH DEFINED 1 46118 0 0 TAYLOR CAPITAL GROUP INC COM 876851106 274 6985 SH DEFINED 1 6985 0 0 TC PIPELINES LP UT COM LTD PRT UT COM LTD PRT 87233Q108 2318 68188 SH DEFINED 1 68188 0 0 TCF FINL CORP COM COM 872275102 2795 108559 SH DEFINED 1 108559 0 0 TD AMERITRADE HOLDING CORP COM 87236Y108 6914 331296 SH DEFINED 1 331296 0 0 TD BANKNORTH INC COM 87235A101 2834 96546 SH DEFINED 1 96546 0 0 TECH DATA CORP COM COM 878237106 1928 52236 SH DEFINED 1 52236 0 0 TECHNE CORP COM COM 878377100 2111 35100 SH DEFINED 1 35100 0 0 TECHNICAL OLYMPIC USA INC COM 878483106 305 14991 SH DEFINED 1 14991 0 0 TECHNITROL INC COM COM 878555101 719 29963 SH DEFINED 1 29963 0 0 TECO ENERGY INC COM COM 872375100 12435 771430 SH DEFINED 1 771430 0 0 TECUMSEH PRODS CO CL A CL A 878895200 343 13962 SH DEFINED 1 13962 0 0 TEEKAY SHIPPING MARSHALL IS CO COM Y8564W103 1566 42250 SH DEFINED 1 42250 0 0 TEGAL CORP COM COM 879008100 9 16766 SH DEFINED 1 16766 0 0 TEJON RANCH CO DEL COM COM 879080109 357 7296 SH DEFINED 1 7296 0 0 TEKELEC COM COM 879101103 820 59304 SH DEFINED 1 59304 0 0 TEKTRONIX INC COM COM 879131100 11550 323428 SH DEFINED 1 323428 0 0 TELEDYNE TECHNOLOGIES INC COM COM 879360105 999 28050 SH DEFINED 1 28050 0 0 TELEFLEX INC COM COM 879369106 2366 33032 SH DEFINED 1 33032 0 0 TELEPHONE & DATA SYS INC COM COM 879433100 3747 95012 SH DEFINED 1 95012 0 0 TELETECH HOLDINGS INC COM COM 879939106 428 38490 SH DEFINED 1 38490 0 0 TELIK INC COM COM 87959M109 864 44620 SH DEFINED 1 44620 0 0 TELKONET INC COM COM 879604106 147 34540 SH DEFINED 1 34540 0 0 TELLABS INC COM COM 879664100 27140 1706930 SH DEFINED 1 1706930 0 0 TEMECULA VALLEY BANCORP INC COM 87972L104 241 11685 SH DEFINED 1 11685 0 0 TEMPLE INLAND INC COM COM 879868107 18462 414405 SH DEFINED 1 414405 0 0 TEMPUR-PEDIC INTERNATIONAL COM 88023U101 609 43047 SH DEFINED 1 43047 0 0 TENET HEALTHCARE CORP COM COM 88033G100 12956 1755603 SH DEFINED 1 1755603 0 0 TENNANT CO COM COM 880345103 351 6711 SH DEFINED 1 6711 0 0 TENNECO AUTOMOTIVE INC COM COM 880349105 898 41392 SH DEFINED 1 41392 0 0 TEPPCO PARTNERS L P UT LTD PAR UT LTD PARTNER 872384102 1025 28258 SH DEFINED 1 28258 0 0 TERADYNE INC COM COM 880770102 11403 735184 SH DEFINED 1 735184 0 0 TERAYON COMMUNICATION SYS COM COM 880775101 114 62442 SH DEFINED 1 62442 0 0 TEREX CORP NEW COM COM 880779103 8457 106725 SH DEFINED 1 106725 0 0 TERRA INDS INC COM COM 880915103 529 75003 SH DEFINED 1 75003 0 0 TERREMARK WORLDWIDE INC COM COM NEW 881448203 207 24345 SH DEFINED 1 24345 0 0 TESORO CORP COM COM 881609101 4206 61539 SH DEFINED 1 61539 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 1237 38569 SH DEFINED 1 38569 0 0 TETRA TECH INC NEW COM COM 88162G103 1227 64276 SH DEFINED 1 64276 0 0 TETRA TECHNOLOGIES INC DEL COM COM 88162F105 1806 38383 SH DEFINED 1 38383 0 0 TEVA PHARM INDS -ADR ADR 881624209 1352 32834 SH DEFINED 1 32834 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 602 25089 SH DEFINED 1 25089 0 0 TEXAS INDS INC COM COM 882491103 1260 20836 SH DEFINED 1 20836 0 0 TEXAS INSTRS INC COM COM 882508104 194877 6001757 SH DEFINED 1 6001757 0 0 TEXAS REGL BANCSHARES INC CL A CL A VTG 882673106 1495 50689 SH DEFINED 1 50689 0 0 TEXAS ROADHOUSE INC-CLASS A CL A 882681109 722 42259 SH DEFINED 1 42259 0 0 TEXTRON INC COM COM 883203101 45753 489910 SH DEFINED 1 489910 0 0 THE BANCORP INC COM 05969A105 382 15576 SH DEFINED 1 15576 0 0 THERAVANCE INC COM 88338T104 1082 38580 SH DEFINED 1 38580 0 0 THERMA-WAVE INC COM COM 88343A108 26 15944 SH DEFINED 1 15944 0 0 THERMO ELECTRON CORP COM COM 883556102 22361 602882 SH DEFINED 1 602882 0 0 THERMOGENESIS CORP COM NEW 883623209 178 44007 SH DEFINED 1 44007 0 0 THIRD WAVE TECHNOLOGIES INC CO COM 88428W108 71 22551 SH DEFINED 1 22551 0 0 THOMAS & BETTS CORP COM COM 884315102 4962 96572 SH DEFINED 1 96572 0 0 THOMAS PROPERTIES GROUP COM 884453101 136 10028 SH DEFINED 1 10028 0 0 THOR INDS INC COM COM 885160101 1911 35817 SH DEFINED 1 35817 0 0 THORATEC CORP COM NEW COM NEW 885175307 817 42393 SH DEFINED 1 42393 0 0 THORNBURG MTG INC COM COM 885218107 2726 100738 SH DEFINED 1 100738 0 0 THQ INC COM NEW COM NEW 872443403 1659 64097 SH DEFINED 1 64097 0 0 THRESHOLD PHARMACEUTICALS COM 885807107 1638 109244 SH DEFINED 1 109244 0 0 TIBCO SOFTWARE INC COM COM 88632Q103 1617 193472 SH DEFINED 1 193472 0 0 TIDEWATER INC COM COM 886423102 2733 49486 SH DEFINED 1 49486 0 0 TIER TECHNOLOGIES INC CL B CL B 88650Q100 84 10373 SH DEFINED 1 10373 0 0 TIERONE CORP COM 88650R108 908 26746 SH DEFINED 1 26746 0 0 TIFFANY & CO NEW COM COM 886547108 20411 543702 SH DEFINED 1 543702 0 0 TIMBERLAND CO CL A CL A 887100105 1684 49200 SH DEFINED 1 49200 0 0 TIME WARNER INC COM COM 887317105 283411 16879765 SH DEFINED 1 16879765 0 0 TIME WARNER TELECOM INC CL A CL A 887319101 933 51954 SH DEFINED 1 51954 0 0 TIMKEN CO COM COM 887389104 2293 71051 SH DEFINED 1 71051 0 0 TITAN PHARMACEUTICALS INC D CO COM 888314101 43 12715 SH DEFINED 1 12715 0 0 TITANIUM METALS CORP COM COM NEW 888339207 1334 27480 SH DEFINED 1 27480 0 0 TIVO INC COM COM 888706108 427 59005 SH DEFINED 1 59005 0 0 TJX COS INC NEW COM COM 872540109 42847 1726297 SH DEFINED 1 1726297 0 0 TNS INC COM 872960109 774 36540 SH DEFINED 1 36540 0 0 TODCO-CL A CL A 88889T107 4405 111786 SH DEFINED 1 111786 0 0 TOLL BROTHERS INC COM COM 889478103 3541 102250 SH DEFINED 1 102250 0 0 TOMPKINSTRUSTCO INC COM COM 890110109 249 5179 SH DEFINED 1 5179 0 0 TOO INC COM COM 890333107 3258 94847 SH DEFINED 1 94847 0 0 TOOTSIE ROLL INDS INC COM COM 890516107 689 23543 SH DEFINED 1 23543 0 0 TOPPS INC COM COM 890786106 343 39142 SH DEFINED 1 39142 0 0 TORCHMARK CORP COM COM 891027104 21822 382171 SH DEFINED 1 382171 0 0 TOREADOR RESOURCES CORP COM 891050106 288 9272 SH DEFINED 1 9272 0 0 TORO CO COM COM 891092108 1728 36179 SH DEFINED 1 36179 0 0 TOTAL SYS SVCS INC COM COM 891906109 649 32599 SH DEFINED 1 32599 0 0 TOWER GROUP INC COM 891777104 2543 110089 SH DEFINED 1 110089 0 0 TOWN & CTRY TR SH BEN INT SH BEN INT 892081100 716 17647 SH DEFINED 1 17647 0 0 TRACTOR SUPPLY CO COM COM 892356106 2219 33446 SH DEFINED 1 33446 0 0 TRADESTATION GROUP INC COM COM 89267P105 413 29888 SH DEFINED 1 29888 0 0 TRAMMELL CROW CO COM COM 89288R106 1213 34018 SH DEFINED 1 34018 0 0 TRANS WORLD ENTMT CORP COM COM 89336Q100 119 21314 SH DEFINED 1 21314 0 0 TRANSACTION SYS ARCHITECTS CL COM 893416107 1171 37514 SH DEFINED 1 37514 0 0 TRANSATLANTIC HLDGS INC COM COM 893521104 1272 21769 SH DEFINED 1 21769 0 0 TRANSMERIDIAN EXPLORATION COM 89376N108 163 30106 SH DEFINED 1 30106 0 0 TRANSMETA CORP DEL COM COM 89376R109 2709 1334365 SH DEFINED 1 1334365 0 0 TRANSMONTAIGNE INC COM COM 893934109 553 56421 SH DEFINED 1 56421 0 0 TRANSOCEAN INC ORD G90078109 97854 1218600 SH DEFINED 1 1218600 0 0 TRANSWITCH CORP COM COM 894065101 394 151402 SH DEFINED 1 151402 0 0 TREDEGAR CORP COM COM 894650100 288 18072 SH DEFINED 1 18072 0 0 TREEHOUSE FOODS INC COM 89469A104 797 30006 SH DEFINED 1 30006 0 0 TREX INC COM COM 89531P105 204 6440 SH DEFINED 1 6440 0 0 TRI-VALLEY CORP COM 895735108 284 35638 SH DEFINED 1 35638 0 0 TRIAD GTY INC COM COM 895925105 568 12121 SH DEFINED 1 12121 0 0 TRIAD HOSPITALS INC COM COM 89579K109 3246 77468 SH DEFINED 1 77468 0 0 TRIARC COS INC CL B CL B SER 1 895927309 1002 57330 SH DEFINED 1 57330 0 0 TRIBUNE CO NEW COM COM 896047107 26795 976847 SH DEFINED 1 976847 0 0 TRICO BANCSHARES COM COM 896095106 503 17753 SH DEFINED 1 17753 0 0 TRICO MARINE SERVICES INC COM NEW 896106200 1990 61614 SH DEFINED 1 61614 0 0 TRIDENT MICROSYSTEMS INC COM COM 895919108 3511 120818 SH DEFINED 1 120818 0 0 TRIMBLE NAVIGATION LTD COM COM 896239100 2414 53595 SH DEFINED 1 53595 0 0 TRINITY INDS INC COM COM 896522109 2348 43167 SH DEFINED 1 43167 0 0 TRIPATH IMAGING INC COM COM 896942109 141 20239 SH DEFINED 1 20239 0 0 TRIQUINT SEMICONDUCTOR INC COM COM 89674K103 604 122668 SH DEFINED 1 122668 0 0 TRIUMPH GROUP INC NEW COM COM 896818101 664 14997 SH DEFINED 1 14997 0 0 TRIZEC PROPERTIES INC COM COM 89687P107 2113 82124 SH DEFINED 1 82124 0 0 TRIZETTO GROUP INC COM COM 896882107 785 44626 SH DEFINED 1 44626 0 0 TRONOX INC-CLASS A CL A 897051108 487 28688 SH DEFINED 1 28688 0 0 TRUE RELIGION APPAREL INC COM 89784N104 231 12509 SH DEFINED 1 12509 0 0 TRUMP ENTERTAINMENT RESORTS COM 89816T103 519 28042 SH DEFINED 1 28042 0 0 TRUSTCO BK CORP N Y COM COM 898349105 826 67886 SH DEFINED 1 67886 0 0 TRUSTMARK CORP COM COM 898402102 1908 60304 SH DEFINED 1 60304 0 0 TRUSTREET PROPERTIES INC COM 898404108 721 47481 SH DEFINED 1 47481 0 0 TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 522 22417 SH DEFINED 1 22417 0 0 TTM TECHNOLOGIES INC COM COM 87305R109 583 40208 SH DEFINED 1 40208 0 0 TUESDAY MORNING CORP COM NEW COM NEW 899035505 661 28643 SH DEFINED 1 28643 0 0 TUMBLEWEED COMMUNICATIONS C CO COM 899690101 57 18897 SH DEFINED 1 18897 0 0 TUPPERWARE BRANDS CORP COM COM 899896104 1937 94054 SH DEFINED 1 94054 0 0 TVI CORP COM 872916101 118 29926 SH DEFINED 1 29926 0 0 TWEETER HOME ENTMT GROUP IN CO COM 901167106 94 11990 SH DEFINED 1 11990 0 0 TXU CORP COM COM 873168108 81384 1818241 SH DEFINED 1 1818241 0 0 TYCO INTL LTD NEW COM COM 902124106 202664 7539594 SH DEFINED 1 7539594 0 0 TYLER TECHNOLOGIES INC COM COM 902252105 364 33113 SH DEFINED 1 33113 0 0 TYSON FOODS INC CL A CL A 902494103 12880 937429 SH DEFINED 1 937429 0 0 U S B HLDG INC COM COM 902910108 269 11743 SH DEFINED 1 11743 0 0 U S CONCRETE INC COM COM 90333L102 776 53683 SH DEFINED 1 53683 0 0 U S G CORP COM NEW COM NEW 903293405 4023 42363 SH DEFINED 1 42363 0 0 U S PHYSICAL THERAPY INC COM COM 90337L108 1202 70233 SH DEFINED 1 70233 0 0 U S XPRESS ENTERPRISES INC CL CL A 90338N103 2054 105471 SH DEFINED 1 105471 0 0 U-STORE-IT TRUST COM 91274F104 1012 50243 SH DEFINED 1 50243 0 0 UAL CORP COM NEW 902549807 3207 80322 SH DEFINED 1 80322 0 0 UAP HOLDING CORP COM 903441103 849 39485 SH DEFINED 1 39485 0 0 UBIQUITEL INC COM COM 903474302 730 72271 SH DEFINED 1 72271 0 0 UBS AG NAMEN AKT H8920M855 21958 199675 SH DEFINED 1 199675 0 0 UCBH HOLDINGS INC COM COM 90262T308 1704 90065 SH DEFINED 1 90065 0 0 UGI CORP NEW COM COM 902681105 6206 294550 SH DEFINED 1 294550 0 0 UICI COM COM 902737105 949 25649 SH DEFINED 1 25649 0 0 UIL HLDG CORP COM COM 902748102 588 11234 SH DEFINED 1 11234 0 0 ULTICOM INC COM COM 903844108 139 12937 SH DEFINED 1 12937 0 0 ULTIMATE SOFTWARE GROUP INC CO COM 90385D107 494 19120 SH DEFINED 1 19120 0 0 ULTRA PETE CORP COM COM 903914109 8589 137846 SH DEFINED 1 137846 0 0 ULTRALIFE BATTERIES INC COM COM 903899102 216 16835 SH DEFINED 1 16835 0 0 ULTRATECH STEPPER INC COM COM 904034105 493 20139 SH DEFINED 1 20139 0 0 UMB FINL CORP COM COM 902788108 1146 16321 SH DEFINED 1 16321 0 0 UMPQUA HLDGS CORP COM COM 904214103 1350 47369 SH DEFINED 1 47369 0 0 UNDER ARMOUR INC-CLASS A CL A 904311107 535 16519 SH DEFINED 1 16519 0 0 UNIFI INC COM COM 904677101 126 37598 SH DEFINED 1 37598 0 0 UNIFIRST CORP MASS COM COM 904708104 278 8381 SH DEFINED 1 8381 0 0 UNION BANKSHARES CORP COM COM 905399101 373 8163 SH DEFINED 1 8163 0 0 UNION DRILLING INC COM 90653P105 886 60617 SH DEFINED 1 60617 0 0 UNION PAC CORP COM COM 907818108 92441 990259 SH DEFINED 1 990259 0 0 UNIONBANCAL CORP COM COM 908906100 5286 75335 SH DEFINED 1 75335 0 0 UNISOURCE ENERGY CORP COM COM 909205106 728 23858 SH DEFINED 1 23858 0 0 UNISYS CORP COM COM 909214108 8964 1301081 SH DEFINED 1 1301081 0 0 UNIT CORP COM COM 909218109 5119 91818 SH DEFINED 1 91818 0 0 UNITED AUTO GROUP INC COM COM 909440109 777 18067 SH DEFINED 1 18067 0 0 UNITED BANKSHARES INC WEST COM COM 909907107 1609 42051 SH DEFINED 1 42051 0 0 UNITED CMNTY BKS BLAIRSVLE CAP CAP STK 90984P105 1434 50927 SH DEFINED 1 50927 0 0 UNITED CMNTY FINL CORP OHIO CO COM 909839102 338 27893 SH DEFINED 1 27893 0 0 UNITED DOMINION REALTY TR I CO COM 910197102 3398 119074 SH DEFINED 1 119074 0 0 UNITED FIRE & CAS CO COM COM 910331107 520 15797 SH DEFINED 1 15797 0 0 UNITED INDL CORP COM COM 910671106 689 11302 SH DEFINED 1 11302 0 0 UNITED NAT FOODS INC COM COM 911163103 1287 36797 SH DEFINED 1 36797 0 0 UNITED ONLINE INC COM COM 911268100 774 60154 SH DEFINED 1 60154 0 0 UNITED PANAM FINANCIAL CORP COM 911301109 283 9173 SH DEFINED 1 9173 0 0 UNITED PARCEL SERVICE INC CL B CL B 911312106 314829 3966094 SH DEFINED 1 3966094 0 0 UNITED RENTALS INC COM COM 911363109 2372 68752 SH DEFINED 1 68752 0 0 UNITED STATES CELLULAR CORP CO COM 911684108 937 15788 SH DEFINED 1 15788 0 0 UNITED STATES STL CORP NEW COM COM 912909108 24795 408611 SH DEFINED 1 408611 0 0 UNITED STATIONERS INC COM COM 913004107 1604 30206 SH DEFINED 1 30206 0 0 UNITED SURGICAL PARTNERS IN CO COM 913016309 1422 40151 SH DEFINED 1 40151 0 0 UNITED TECHNOLOGIES CORP COM COM 913017109 219016 3778093 SH DEFINED 1 3778093 0 0 UNITED THERAPEUTICS CORP DE CO COM 91307C102 1491 22491 SH DEFINED 1 22491 0 0 UNITEDHEALTH GROUP INC COM COM 91324P102 284127 5086413 SH DEFINED 1 5086413 0 0 UNITRIN INC COM COM 913275103 1935 41612 SH DEFINED 1 41612 0 0 UNIVERSAL AMERN FINL CORP COM COM 913377107 573 37239 SH DEFINED 1 37239 0 0 UNIVERSAL COMPRESSION HLDGS CO COM 913431102 1393 27494 SH DEFINED 1 27494 0 0 UNIVERSAL CORP VA COM COM 913456109 728 19797 SH DEFINED 1 19797 0 0 UNIVERSAL DISPLAY CORP COM COM 91347P105 251 17485 SH DEFINED 1 17485 0 0 UNIVERSAL ELECTRS INC COM COM 913483103 328 18507 SH DEFINED 1 18507 0 0 UNIVERSAL FST PRODS INC COM COM 913543104 1210 19062 SH DEFINED 1 19062 0 0 UNIVERSAL HEALTH RLTY INCM SH SH BEN INT 91359E105 1156 31639 SH DEFINED 1 31639 0 0 UNIVERSAL HLTH SVCS INC CL B CL B 913903100 2587 50937 SH DEFINED 1 50937 0 0 UNIVERSAL STAINLESS & ALLOY COM 913837100 211 8212 SH DEFINED 1 8212 0 0 UNIVERSAL TECHNICAL INSTITUT COM 913915104 550 18289 SH DEFINED 1 18289 0 0 UNIVEST CORP OF PENNSYLVANIA COM 915271100 264 10353 SH DEFINED 1 10353 0 0 UNIVISION COMMUNICATIONS IN CL CL A 914906102 28894 838244 SH DEFINED 1 838244 0 0 UNUMPROVIDENT CORP COM COM 91529Y106 22836 1115017 SH DEFINED 1 1115017 0 0 UQM TECHNOLOGIES INC COM COM 903213106 60 13358 SH DEFINED 1 13358 0 0 URBAN OUTFITTERS INC COM COM 917047102 2771 112938 SH DEFINED 1 112938 0 0 URS CORP NEW COM COM 903236107 1798 44666 SH DEFINED 1 44666 0 0 URSTADT BIDDLE PPTYS INS CL A CL A 917286205 451 25041 SH DEFINED 1 25041 0 0 US AIRWAYS GROUP INC COM 90341W108 3095 77384 SH DEFINED 1 77384 0 0 US BANCORP DEL COM NEW COM NEW 902973304 205391 6734134 SH DEFINED 1 6734134 0 0 US LEC CORP CL A CL A 90331S109 33 12380 SH DEFINED 1 12380 0 0 USA MOBILITY INC COM 90341G103 982 34483 SH DEFINED 1 34483 0 0 USA TRUCK INC COM COM 902925106 1667 67718 SH DEFINED 1 67718 0 0 USANA HEALTH SCIENCES INC COM 90328M107 471 11284 SH DEFINED 1 11284 0 0 USEC INC COM COM 90333E108 896 74360 SH DEFINED 1 74360 0 0 USI HOLDINGS CORP COM 90333H101 650 40305 SH DEFINED 1 40305 0 0 UST INC COM COM 902911106 25524 613554 SH DEFINED 1 613554 0 0 UTI WORLDWIDE INC ORD G87210103 1834 58023 SH DEFINED 1 58023 0 0 UTSTARCOM INC COM COM 918076100 654 103937 SH DEFINED 1 103937 0 0 V F CORP COM COM 918204108 19115 335946 SH DEFINED 1 335946 0 0 VA SOFTWARE CORP COM COM 91819B105 145 30372 SH DEFINED 1 30372 0 0 VAIL RESORTS INC COM COM 91879Q109 1283 33563 SH DEFINED 1 33563 0 0 VALASSIS COMMUNICATIONS INC CO COM 918866104 1181 40226 SH DEFINED 1 40226 0 0 VALEANT PHARMACEUTICALS INC COM 91911X104 1501 94716 SH DEFINED 1 94716 0 0 VALENCE TECHNOLOGY INC COM COM 918914102 110 44022 SH DEFINED 1 44022 0 0 VALERO ENERGY CORP NEW COM COM 91913Y100 139029 2325685 SH DEFINED 1 2325685 0 0 VALERO LP COM UT LTD PRT 91913W104 258 5101 SH DEFINED 1 5101 0 0 VALLEY NATL BANCORP COM COM 919794107 2723 106275 SH DEFINED 1 106275 0 0 VALMONT INDS INC COM COM 920253101 702 16689 SH DEFINED 1 16689 0 0 VALOR COMMUNICATIONS GROUP COM 920255106 390 29643 SH DEFINED 1 29643 0 0 VALSPAR CORP COM COM 920355104 2413 86566 SH DEFINED 1 86566 0 0 VALUECLICK INC COM COM 92046N102 1494 88298 SH DEFINED 1 88298 0 0 VALUEVISION MEDIA INC CL A 92047K107 277 21662 SH DEFINED 1 21662 0 0 VARIAN INC COM COM 922206107 1415 34361 SH DEFINED 1 34361 0 0 VARIAN MED SYS INC COM COM 92220P105 6537 116397 SH DEFINED 1 116397 0 0 VARIAN SEMICONDUCTOR EQUIPM CO COM 922207105 1622 57750 SH DEFINED 1 57750 0 0 VASCO DATA SECURITY INTL COM 92230Y104 130 15871 SH DEFINED 1 15871 0 0 VASOMEDICAL INC COM COM 922321104 8 34174 SH DEFINED 1 34174 0 0 VCA ANTECH INC COM COM 918194101 2291 80433 SH DEFINED 1 80433 0 0 VECTOR GROUP LTD COM COM 92240M108 488 25617 SH DEFINED 1 25617 0 0 VECTREN CORP COM COM 92240G101 2038 77241 SH DEFINED 1 77241 0 0 VEECO INSTRS INC DEL COM COM 922417100 529 22658 SH DEFINED 1 22658 0 0 VENTANA MED SYS INC COM COM 92276H106 1485 35543 SH DEFINED 1 35543 0 0 VENTAS INC COM COM 92276F100 2873 86595 SH DEFINED 1 86595 0 0 VENTIV HEALTH INC COM COM 922793104 723 21775 SH DEFINED 1 21775 0 0 VERIFONE HOLDINGS INC COM 92342Y109 1089 35967 SH DEFINED 1 35967 0 0 VERINT SYS INC COM COM 92343X100 383 10823 SH DEFINED 1 10823 0 0 VERISIGN INC COM COM 92343E102 22399 933678 SH DEFINED 1 933678 0 0 VERITAS DGC INC COM COM 92343P107 1457 32095 SH DEFINED 1 32095 0 0 VERIZON COMMUNICATIONS COM COM 92343V104 374651 10999746 SH DEFINED 1 10999746 0 0 VERTEX PHARMACEUTICALS INC COM COM 92532F100 3785 103440 SH DEFINED 1 103440 0 0 VERTRUE INC COM COM 92534N101 430 10288 SH DEFINED 1 10288 0 0 VIACELL INC COM 92554J105 188 34146 SH DEFINED 1 34146 0 0 VIACOM INC CL B W/I CL B 92553P201 111805 2881575 SH DEFINED 1 2881575 0 0 VIAD CORP COM COM NEW 92552R406 693 20218 SH DEFINED 1 20218 0 0 VIASAT INC COM COM 92552V100 557 19450 SH DEFINED 1 19450 0 0 VIASYS HEALTHCARE INC COM NEW COM NEW 92553Q209 619 20565 SH DEFINED 1 20565 0 0 VICOR CORP COM COM 925815102 406 20556 SH DEFINED 1 20556 0 0 VIEWPOINT CORP COM COM 92672P108 14 10430 SH DEFINED 1 10430 0 0 VIGNETTE CORP COM COM NEW 926734401 361 24448 SH DEFINED 1 24448 0 0 VIISAGE TECHNOLOGY INC COM COM NEW 92675K205 251 14342 SH DEFINED 1 14342 0 0 VINEYARD NATL BANCORP CO COM 927426106 304 10374 SH DEFINED 1 10374 0 0 VION PHARMACEUTICALS INC COM COM 927624106 116 51303 SH DEFINED 1 51303 0 0 VIRAGE LOGIC CORP COM COM 92763R104 123 11423 SH DEFINED 1 11423 0 0 VIRGINIA COMMERCE BANCORP COM 92778Q109 769 21393 SH DEFINED 1 21393 0 0 VIRGINIA FINL CORP COM COM 927810101 420 10494 SH DEFINED 1 10494 0 0 VIROPHARMA INC COM COM 928241108 950 74781 SH DEFINED 1 74781 0 0 VISHAY INTERTECHNOLOGY INC COM COM 928298108 2376 166879 SH DEFINED 1 166879 0 0 VISTACARE INC CL A CL A 92839Y109 212 13689 SH DEFINED 1 13689 0 0 VISTAPRINT LTD SHS G93762204 292 9788 SH DEFINED 1 9788 0 0 VISTEON CORP COM COM 92839U107 528 114682 SH DEFINED 1 114682 0 0 VITAL IMAGES INC COM 92846N104 712 20902 SH DEFINED 1 20902 0 0 VITAL SIGNS INC COM COM 928469105 467 8497 SH DEFINED 1 8497 0 0 VITESSE SEMICONDUCTOR CORP COM COM 928497106 626 174965 SH DEFINED 1 174965 0 0 VITRIA TECHNOLOGY COM COM NEW 92849Q401 42 14392 SH DEFINED 1 14392 0 0 VIVUS INC COM COM 928551100 240 71948 SH DEFINED 1 71948 0 0 VOLCOM INC COM 92864N101 920 25902 SH DEFINED 1 25902 0 0 VOLTERRA SEMICONDUCTOR CORP CO COM 928708106 405 21232 SH DEFINED 1 21232 0 0 VORNADO RLTY TR SH BEN INT SH BEN INT 929042109 42564 443380 SH DEFINED 1 443380 0 0 VRX 4 11/15/13 NOTE 4.000%11/1 91911XAD6 1736 2000000 PRN DEFINED 1 2000000 0 0 VULCAN MATLS CO COM COM 929160109 32435 374318 SH DEFINED 1 374318 0 0 W HLDG CO INC COM COM 929251106 988 125564 SH DEFINED 1 125564 0 0 W P CAREY & CO LLC COM COM 92930Y107 407 15207 SH DEFINED 1 15207 0 0 W&T OFFSHORE COM 92922P106 828 20549 SH DEFINED 1 20549 0 0 W-H ENERGY SVCS INC COM COM 92925E108 1065 23943 SH DEFINED 1 23943 0 0 WABASH NATL CORP COM COM 929566107 525 26605 SH DEFINED 1 26605 0 0 WABTEC CORP COM COM 929740108 1423 43664 SH DEFINED 1 43664 0 0 WACHOVIA CORP 2ND NEW COM COM 929903102 340532 6075504 SH DEFINED 1 6075504 0 0 WADDELL & REED FINL INC CL A CL A 930059100 1624 70290 SH DEFINED 1 70290 0 0 WAL MART STORES INC COM COM 931142103 442376 9364438 SH DEFINED 1 9364438 0 0 WALGREEN CO COM COM 931422109 164246 3808153 SH DEFINED 1 3808153 0 0 WALTER INDS INC COM COM 93317Q105 2357 35379 SH DEFINED 1 35379 0 0 WARNACO GROUP INC/THE COM NEW 934390402 2743 114293 SH DEFINED 1 114293 0 0 WARNER MUSIC GROUP CORP COM 934550104 1214 55962 SH DEFINED 1 55962 0 0 WARREN RESOURCES INC COM 93564A100 950 63759 SH DEFINED 1 63759 0 0 WASHINGTON FED INC COM COM 938824109 1961 81033 SH DEFINED 1 81033 0 0 WASHINGTON GROUP INTL INC COM NEW 938862208 1763 30714 SH DEFINED 1 30714 0 0 WASHINGTON MUT INC COM COM 939322103 157622 3698299 SH DEFINED 1 3698299 0 0 WASHINGTON POST CO CL B CL B 939640108 4333 5578 SH DEFINED 1 5578 0 0 WASHINGTON REAL ESTATE INVT SH SH BEN INT 939653101 1321 36367 SH DEFINED 1 36367 0 0 WASHINGTON TR BANCORP COM COM 940610108 407 14508 SH DEFINED 1 14508 0 0 WASTE CONNECTIONS INC COM COM 941053100 1724 43310 SH DEFINED 1 43310 0 0 WASTE MGMT INC DEL COM COM 94106L109 72465 2052833 SH DEFINED 1 2052833 0 0 WATCHGUARD TECHNOLOGIES INC CO COM 941105108 61 11970 SH DEFINED 1 11970 0 0 WATERS CORP COM COM 941848103 19464 451082 SH DEFINED 1 451082 0 0 WATSCO INC COM COM 942622200 1476 20778 SH DEFINED 1 20778 0 0 WATSON PHARMACEUTICALS INC COM COM 942683103 10995 382581 SH DEFINED 1 382581 0 0 WATSON WYATT & CO HLDGS CL A CL A 942712100 1192 36584 SH DEFINED 1 36584 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 642 17674 SH DEFINED 1 17674 0 0 WAUSAU PAPER CORP COM COM 943315101 511 36062 SH DEFINED 1 36062 0 0 WAVE SYSTEMS CORP CL A CL A 943526103 10 16815 SH DEFINED 1 16815 0 0 WCA WASTE CORP COM COM 92926K103 104 14905 SH DEFINED 1 14905 0 0 WCI 4 08/05/23 NOTE 4.000% 8/1 92923CAK0 3423 3000000 PRN DEFINED 1 3000000 0 0 WCI CMNTYS INC COM COM 92923C104 1213 43610 SH DEFINED 1 43610 0 0 WD-40 CO COM COM 929236107 506 16405 SH DEFINED 1 16405 0 0 WEATHERFORD INTL INC COM COM G95089101 59482 1300147 SH DEFINED 1 1300147 0 0 WEBEX INC COM COM 94767L109 1224 36348 SH DEFINED 1 36348 0 0 WEBMD HEALTH CORP-CLASS A CL A 94770V102 219 5268 SH DEFINED 1 5268 0 0 WEBMETHODS INC COM COM 94768C108 363 43144 SH DEFINED 1 43144 0 0 WEBSENSE INC COM COM 947684106 1165 42242 SH DEFINED 1 42242 0 0 WEBSTER FINL CORP CONN COM COM 947890109 2169 44765 SH DEFINED 1 44765 0 0 WEGENER CORP COM COM 948585104 23 15102 SH DEFINED 1 15102 0 0 WEIGHT WATCHERS INTL INC NE CO COM 948626106 1999 38896 SH DEFINED 1 38896 0 0 WEINGARTEN RLTY INVS SH BEN IN SH BEN INT 948741103 3049 74822 SH DEFINED 1 74822 0 0 WEIS MKTS INC COM COM 948849104 541 12134 SH DEFINED 1 12134 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 1572 34605 SH DEFINED 1 34605 0 0 WELLMAN INC COM COM 949702104 135 21264 SH DEFINED 1 21264 0 0 WELLPOINT INC COM COM 94973V107 191002 2466765 SH DEFINED 1 2466765 0 0 WELLS FARGO & CO NEW COM COM 949746101 400731 6274171 SH DEFINED 1 6274171 0 0 WENDYS INTL INC COM COM 950590109 26432 425912 SH DEFINED 1 425912 0 0 WERNER ENTERPRISES INC COM COM 950755108 1055 57455 SH DEFINED 1 57455 0 0 WESBANCO INC COM COM 950810101 795 24217 SH DEFINED 1 24217 0 0 WESCO FINL CORP COM COM 950817106 525 1316 SH DEFINED 1 1316 0 0 WESCO INTL INC COM COM 95082P105 2867 42155 SH DEFINED 1 42155 0 0 WEST BANCORPORATION CAP STK 95123P106 238 11998 SH DEFINED 1 11998 0 0 WEST COAST BANCORP ORE NEW COM COM 952145100 513 18337 SH DEFINED 1 18337 0 0 WEST CORP COM COM 952355105 1276 28565 SH DEFINED 1 28565 0 0 WEST MARINE INC COM COM 954235107 178 11885 SH DEFINED 1 11885 0 0 WEST PHARMACEUTICAL SVSC IN CO COM 955306105 1075 30973 SH DEFINED 1 30973 0 0 WESTAMERICA BANCORPORATION COM COM 957090103 1625 31290 SH DEFINED 1 31290 0 0 WESTAR ENERGY, INC COM 95709T100 4737 227614 SH DEFINED 1 227614 0 0 WESTELL TECHNOLOGIES INC CL A CL A 957541105 153 37561 SH DEFINED 1 37561 0 0 WESTERN ALLIANCE BANCORP COM 957638109 1049 28242 SH DEFINED 1 28242 0 0 WESTERN DIGITAL CORP COM COM 958102105 3881 199746 SH DEFINED 1 199746 0 0 WESTERN GAS RES INC COM COM 958259103 3049 63192 SH DEFINED 1 63192 0 0 WESTERN REFINING INC COM 959319104 1210 55958 SH DEFINED 1 55958 0 0 WESTLAKE CHEMICAL CORP COM COM 960413102 339 9823 SH DEFINED 1 9823 0 0 WESTWOOD ONE INC COM COM 961815107 765 69306 SH DEFINED 1 69306 0 0 WET SEAL INC CL A CL A 961840105 368 55319 SH DEFINED 1 55319 0 0 WEYCO GROUP INC COM 962149100 238 10592 SH DEFINED 1 10592 0 0 WEYERHAEUSER CO COM COM 962166104 65498 904290 SH DEFINED 1 904290 0 0 WGL HLDGS INC COM COM 92924F106 1548 50880 SH DEFINED 1 50880 0 0 WHEELING-PITTSBURGH CORP COM NEW 963142302 2389 130109 SH DEFINED 1 130109 0 0 WHIRLPOOL CORP COM COM 963320106 26253 287009 SH DEFINED 1 287009 0 0 WHITE ELECTR DESIGNS CORP COM COM 963801105 63 10776 SH DEFINED 1 10776 0 0 WHITE MTNS INS GROUP LTD COM COM G9618E107 4315 7259 SH DEFINED 1 7259 0 0 WHITING PETROLEUM CORP COM 966387102 1247 30425 SH DEFINED 1 30425 0 0 WHITNEY HLDG CORP COM COM 966612103 2158 60857 SH DEFINED 1 60857 0 0 WHOLE FOODS MKT INC COM COM 966837106 34996 526724 SH DEFINED 1 526724 0 0 WILD OATS MARKETS INC COM COM 96808B107 422 20776 SH DEFINED 1 20776 0 0 WILEY JOHN & SONS INC CL A CL A 968223206 3431 90646 SH DEFINED 1 90646 0 0 WILLIAMS CLAYTON ENERGY INC CO COM 969490101 327 7989 SH DEFINED 1 7989 0 0 WILLIAMS COS INC DEL COM COM 969457100 47438 2217750 SH DEFINED 1 2217750 0 0 WILLIAMS SCOTSMAN INTL INC COM 96950G102 321 12820 SH DEFINED 1 12820 0 0 WILLIAMS SONOMA INC COM COM 969904101 3468 81796 SH DEFINED 1 81796 0 0 WILLOW GROVE BANCORP COM 97111W101 384 21669 SH DEFINED 1 21669 0 0 WILMINGTON TRUST CORP COM COM 971807102 2688 62001 SH DEFINED 1 62001 0 0 WILSHIRE BANCORP INC COM 97186T108 607 32644 SH DEFINED 1 32644 0 0 WILSONS THE LEATHER EXPERTS CO COM 972463103 122 31164 SH DEFINED 1 31164 0 0 WIND RIVER SYSTEMS INC COM COM 973149107 1181 94876 SH DEFINED 1 94876 0 0 WINDROSE MEDICAL PROPERTIES COM 973491103 287 19064 SH DEFINED 1 19064 0 0 WINNEBAGO INDS INC COM COM 974637100 927 30542 SH DEFINED 1 30542 0 0 WINSTON HOTELS INC COM COM 97563A102 346 30441 SH DEFINED 1 30441 0 0 WINTRUST FINANCIAL CORP COM COM 97650W108 1340 23028 SH DEFINED 1 23028 0 0 WIRELESS FACILITIES INC COM COM 97653A103 139 34590 SH DEFINED 1 34590 0 0 WISCONSIN ENERGY CORP COM COM 976657106 3960 99037 SH DEFINED 1 99037 0 0 WITNESS SYS INC COM COM 977424100 986 38811 SH DEFINED 1 38811 0 0 WJ COMMUNICATIONS INC COM COM 929284107 65 25808 SH DEFINED 1 25808 0 0 WMS INDS INC COM COM 929297109 930 30886 SH DEFINED 1 30886 0 0 WOLVERINE TUBE INC COM COM 978093102 49 12165 SH DEFINED 1 12165 0 0 WOLVERINE WORLD WIDE INC COM COM 978097103 1152 52072 SH DEFINED 1 52072 0 0 WOODHEAD INDS INC COM COM 979438108 291 17554 SH DEFINED 1 17554 0 0 WOODWARD GOVERNOR CO COM COM 980745103 971 29196 SH DEFINED 1 29196 0 0 WORLD ACCEP CORP DEL COM COM 981419104 2535 92508 SH DEFINED 1 92508 0 0 WORLD AIR HOLDINGS INC COM 98142V104 1451 147756 SH DEFINED 1 147756 0 0 WORLD FUEL SVCS CORP COM COM 981475106 1495 36969 SH DEFINED 1 36969 0 0 WORLD WRESTLING ENTMT CL A 98156Q108 330 19542 SH DEFINED 1 19542 0 0 WORLDGATE COMMUNICATIONS IN CO COM 98156L307 24 11873 SH DEFINED 1 11873 0 0 WORLDSPACE INC-CLASS A CL A 981579105 127 16793 SH DEFINED 1 16793 0 0 WORTHINGTON INDS INC COM COM 981811102 1429 71246 SH DEFINED 1 71246 0 0 WPS RESOURCES CORP COM COM 92931B106 1926 39126 SH DEFINED 1 39126 0 0 WRIGHT EXPRESS CORP COM 98233Q105 1271 45296 SH DEFINED 1 45296 0 0 WRIGHT MED GROUP INC COM COM 98235T107 455 23020 SH DEFINED 1 23020 0 0 WRIGLEY WM JR CO COM COM 982526105 42625 666012 SH DEFINED 1 666012 0 0 WSFS FINL CORP COM COM 929328102 371 5908 SH DEFINED 1 5908 0 0 WYETH COM COM 983024100 243802 5024775 SH DEFINED 1 5024775 0 0 WYNN RESORTS LTD COM 983134107 5353 69655 SH DEFINED 1 69655 0 0 X-RITE INC COM COM 983857103 339 25534 SH DEFINED 1 25534 0 0 XCEL ENERGY INC COM COM 98389B100 27385 1508797 SH DEFINED 1 1508797 0 0 XENOPORT INC COM 98411C100 298 13182 SH DEFINED 1 13182 0 0 XEROX CORP COM COM 984121103 52985 3485844 SH DEFINED 1 3485844 0 0 XILINX INC COM COM 983919101 33534 1317113 SH DEFINED 1 1317113 0 0 XL CAP LTD CL A CL A G98255105 41816 652251 SH DEFINED 1 652251 0 0 XM SATELLITE RADIO HLDGS IN CL CL A 983759101 5033 226002 SH DEFINED 1 226002 0 0 XMSR 1 3/4 12/01/09 NOTE 1.750%12/0 983759AC5 3238 4000000 PRN DEFINED 1 4000000 0 0 XOMA LTD ORD ORD G9825R107 108 46998 SH DEFINED 1 46998 0 0 XTO ENERGY CORP COM COM 98385X106 58847 1350625 SH DEFINED 1 1350625 0 0 YAHOO INC COM COM 984332106 156066 4837749 SH DEFINED 1 4837749 0 0 YANKEE CANDLE INC COM COM 984757104 3577 130704 SH DEFINED 1 130704 0 0 YARDVILLE NATL BANCORP COM COM 985021104 580 15773 SH DEFINED 1 15773 0 0 YORK WATER CO COM 987184108 232 8845 SH DEFINED 1 8845 0 0 YOUBET COM INC COM COM 987413101 1359 248903 SH DEFINED 1 248903 0 0 YOUNG INNOVATIONS INC COM 987520103 239 6531 SH DEFINED 1 6531 0 0 YRC WORLDWIDE INC COM 984249102 1977 51951 SH DEFINED 1 51951 0 0 YUM! BRANDS INC COM 988498101 52716 1078916 SH DEFINED 1 1078916 0 0 ZALE CORP NEW COM COM 988858106 1255 44773 SH DEFINED 1 44773 0 0 ZANETT INC COM 98906R109 43 11513 SH DEFINED 1 11513 0 0 ZEBRA TECHNOLOGIES CORP CL A CL A 989207105 3015 67411 SH DEFINED 1 67411 0 0 ZENITH NATL INS CORP COM COM 989390109 5215 108345 SH DEFINED 1 108345 0 0 ZHONE TECHNOLOGIES INC COM 98950P108 246 91732 SH DEFINED 1 91732 0 0 ZILA INC COM PAR $0.01 COM PAR $0.01 989513205 71 22185 SH DEFINED 1 22185 0 0 ZILOG INC COM PAR $0.01 989524301 34 10922 SH DEFINED 1 10922 0 0 ZIMMER HLDGS INC COM COM 98956P102 62573 925634 SH DEFINED 1 925634 0 0 ZIONS BANCORPORATION COM COM 989701107 32657 394741 SH DEFINED 1 394741 0 0 ZIPREALTY INC COM 98974V107 106 12021 SH DEFINED 1 12021 0 0 ZIX CORP COM COM 98974P100 38 26069 SH DEFINED 1 26069 0 0 ZOLL MED CORP COM COM 989922109 213 8090 SH DEFINED 1 8090 0 0 ZOLTEK COS INC COM COM 98975W104 339 14830 SH DEFINED 1 14830 0 0 ZOMAX INC MINN COM COM 989929104 40 21871 SH DEFINED 1 21871 0 0 ZORAN CORP COM COM 98975F101 920 42060 SH DEFINED 1 42060 0 0 ZUMIEZ INC COM 989817101 680 11132 SH DEFINED 1 11132 0 0 ZYGO CORP COM COM 989855101 2220 136032 SH DEFINED 1 136032 0 0 ZYMOGENETICS INC COM COM 98985T109 822 38030 SH DEFINED 1 38030 0 0
-----END PRIVACY-ENHANCED MESSAGE-----